13 citations · 13 across the 4 of their papers we have counts for
4 papers · 1 filter
Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
Salam Rabindrajit Luwang, Buddha Nath Sharma, Kundan Mukhia +4
Financial markets alternate between tranquil periods and episodes of stress, and return dynamics can change substantially across these regimes. We study regime-dependent dynamics i…
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
Salam Rabindrajit Luwang, Kundan Mukhia, Buddha Nath Sharma +3
Quantitative understanding of stochastic dynamics in limit order price changes is essential for execution strategy design. We analyze intraday transition dynamics of ask and bid or…
Early-Warning Signals of Political Risk in Stablecoin Markets: Human and Algorithmic Behavior Around the 2024 U.S. Election
Kundan Mukhia, Buddha Nath Sharma, Salam Rabindrajit Luwang +4
We study how the 2024 U.S. presidential election, viewed as a major political risk event, affected cryptocurrency markets by distinguishing human-driven peer-to-peer stablecoin tra…
Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factors
Anish Rai, Salam Rabindrajit Luwang, Md Nurujjaman +3
The sporadic large fluctuations are seen in the stock market due to changes in fundamental parameters, technical setups, and external factors. These large fluctuations are termed a…