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q-fin.ST2025
Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index
Masoud Ataei
This study evaluates the scale-dependent informational efficiency of stock markets using the Financial Chaos Index, a tensor-eigenvalue-based measure of realized volatility. Incorp…
q-fin.ST2025
Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index
Masoud Ataei
This paper investigates the structural dynamics of stock market volatility through the Financial Chaos Index, a tensor- and eigenvalue-based measure designed to capture realized vo…