scholarly journals A Study on the Impact the Shanghai-Hong Kong Stock Connect Making on the Long-Term Memory of Chinese Stock Market

2017 ◽  
Vol 05 (04) ◽  
pp. 90-97
Author(s):  
Yongyue Zhang
2006 ◽  
Vol 05 (03) ◽  
pp. 495-501 ◽  
Author(s):  
CHAOQUN MA ◽  
HONGQUAN LI ◽  
LIN ZOU ◽  
ZHIJIAN WU

The notion of long-term memory has received considerable attention in empirical finance. This paper makes two main contributions. First one is, the paper provides evidence of long-term memory dynamics in the equity market of China. An analysis of market patterns in the Chinese market (a typical emerging market) instead of US market (a developed market) will be meaningful because little research on the behaviors of emerging markets has been carried out previously. Second one is, we present a comprehensive research on the long-term memory characteristics in the Chinese stock market returns as well as volatilities. While many empirical results have been obtained on the detection of long-term memory in returns series, very few investigations are focused on the market volatility, though the long-term dependence in volatility may lead to some types of volatility persistence as observed in financial markets and affect volatility forecasts and derivative pricing formulas. By means of using modified rescaled range analysis and Autoregressive Fractally Integrated Moving Average model testing, this study examines the long-term dependence in Chinese stock market returns and volatility. The results show that although the returns themselves contain little serial correlation, the variability of returns has significant long-term dependence. It would be beneficial to encompass long-term memory structure to assess the behavior of stock prices and to research on financial market theory.


2019 ◽  
Vol 98 (10) ◽  
pp. 1068-1073
Author(s):  
Oksana I. Shevchenko ◽  
D. V. Rusanova ◽  
O. L. Lakhman

Introduction. Issues of studying the central origins and development of оccupational pathology in the faces of flight personnel define a need for the application of neurophysiological and neuropsychological methods of research. Material and methods. The levels of constant potential (LCP), characteristics the somatosensory caused potentials (SSVP), neuropsychological features in 95 patients with оccupational neurosensory deafness (ONSD) and 35 cases in a group of comparison are studied. Methods of the statistical analysis with a definition of W-of criterion of Shapiro-Uilka, Mann-Whitney›s U-criterion, coefficient of correlation of Spirmen, the discriminant analysis are applied. Results. in ONSD at patients the quantity of cases with the increased values of average LCP were established to prevail significantly in comparison with those in patients of a group of comparison (39% and 13% respectively, р = 0.03), strengthening of neuropower exchange in right and left frontal, central, left central, left parietal, right temporal assignments, increase in duration of the latent period of N18, N30 components are registered (р < 0.05). The condition of the cognitive sphere was characterized by the easily expressed violations of functions of analytical and synthetic thinking, оral-aural memory, visual, long-term memory, reciprocal coordination, impressive speech. Correlation connection between the index of N13-N20 and indices characterizing a condition of long-term memory, reciprocal coordination, the expressional speech is established (rs=0.45; 0.28; 0.28 at р =0.008; 0.04; 0.03 respectively), an index the between hemispheres of the relations Fd-Fs and latency of P25 and N30 (rs = 0.53 and 0.29 at р =0.009; 0.02 respectively). Diagnostic signs of brain deficiency at patients with ONSD were indices of visual gnosis, reciprocal coordination, LCP in right central, central parietal assignments of a brain, duration of the latent period of N30, N18-N20 (F=9.14; 5.43; 6.08; 4.41 4.77; 4.34 respectively). Conclusions. Violations of power metabolism in the frontal and central and parietal and temporal assignments of a brain, a functional condition of the central carrying-out structures, disorganization of cognitive activity were established to be a consequence of the impact of aviation noise and the reason of brain deficiency.


2020 ◽  
Vol 11 ◽  
Author(s):  
Clémence Nineuil ◽  
Delphine Dellacherie ◽  
Séverine Samson

2002 ◽  
Vol 8 (3) ◽  
pp. 395-409 ◽  
Author(s):  
ALLEN E. THORNTON ◽  
NAFTALI RAZ ◽  
KAREN A. TUCKER

Long-term memory (LTM) is one of the diverse cognitive functions adversely affected by multiple sclerosis (MS). The LTM deficits have often been attributed to failure of retrieval, whereas encoding processes are presumed intact. However, support for this view comes primarily from studies in which encoding and retrieval operations were not investigated systematically. In the current study, we used an encoding specificity paradigm to examine the robustness of encoding in MS and to specifically evaluate the impact of the disease on contextual memory. We hypothesized that persons with MS would exhibit a selective impairment in retrieving items from LTM when required to generate new cue-target associations at encoding, but not when cues held a strong preexisting relationship to the targets. The findings supported the hypotheses. We conclude that the mnemonic deficits associated with MS affect both encoding and retrieval. Specifically, problems with binding of contextual information at encoding impair effective retrieval of memories. Nonetheless, access to these memories can be gained through preexisting associations organized in the semantic network. (JINS, 2002, 8, 395–409.)


Author(s):  
H. Gomes ◽  
A. R. Testera ◽  
N. B. Carvalho ◽  
M. F. Barciela ◽  
K. A. Remley

Econometrica ◽  
1991 ◽  
Vol 59 (5) ◽  
pp. 1279 ◽  
Author(s):  
Andrew W. Lo

2021 ◽  
Vol 21 (9) ◽  
pp. 2317
Author(s):  
Matthew Kolisnyk ◽  
April Pereira ◽  
Caitlin Tozios ◽  
Keisuke Fukuda

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