ReviewEntropy (Basel, Switzerland)2020
Stock Market Volatility and Return Analysis: A Systematic Literature Review.
Review in Entropy (Basel, Switzerland), 2020. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 7 papers.
What it found
Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.
The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.
Who cites it
7 citing papers in PubMed, 155 citations in OpenAlex.
- Artificial intelligence in financial market prediction: advancements in machine learning for stock price forecasting.Frontiers in artificial intelligence · 2025Review
- Article
- Heteroscedasticity effects as component to future stock market predictions using RNN-based models.PloS one · 2024Article
- Development clustering system IDX company with k-means algorithm and DBSCAN based on fundamental indicator and ESG.Procedia computer science · 2023Article
- Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods.SN business & economics · 2022Article
- Article
- How to Promote the Performance of Parametric Volatility Forecasts in the Stock Market? A Neural Networks Approach.Entropy (Basel, Switzerland) · 2021Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
2 authors at 2 institutions in 2 countries.
Funding
No grant is acknowledged in the PubMed record.
Abstract
In the field of business research method, a literature review is more relevant than ever. Even though there has been lack of integrity and inflexibility in traditional literature reviews with questions being raised about the quality and trustworthiness of these types of reviews. This research provides a literature review using a systematic database to examine and cross-reference snowballing. In this paper, previous studies featuring a generalized autoregressive conditional heteroskedastic (GARCH) family-based model stock market return and volatility have also been reviewed. The stock market plays a pivotal role in today's world economic activities, named a "barometer" and "alarm" for economic and financial activities in a country or region. In order to prevent uncertainty and risk in the stock market, it is particularly important to measure effectively the volatility of stock index returns. However, the main purpose of this review is to examine effective GARCH models recommended for performing market returns and volatilities analysis. The secondary purpose of this review study is to conduct a content analysis of return and volatility literature reviews over a period of 12 years (2008-2019) and in 50 different papers. The study found that there has been a significant change in research work within the past 10 years and most of researchers have worked for developing stock markets.
Indexed as
Identifiers
What OpenQuestion holds
Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.