3 papers
q-fin.ST2026
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…
q-fin.ST2025
Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach
S. R. Luwang, A. Rai, Md. Nurujjaman +1
An empirical stochastic analysis of high-frequency, tick-by-tick order data of NASDAQ100 listed stocks is conducted using a first-order discrete-time Markov chain model to explore…
cond-mat.mtrl-sci2024
Pressure-induced phase transition in pyrochlore iridates (SmBi)IrO ( 0, 0.02, and 0.10): Raman and X-ray diffraction studies
M Rosalin, K. A. Irshad, Boby Joseph +5
The pyrochlore iridates, AIrO, show a wide variety of structural, electronic, and magnetic properties controlled by the interplay of different exchange interactions, wh…