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This study aims to contribute to settling the lack of consensus regarding the determinants of bank performance, not only by considering bank governance, but also by including factors such as CEO compensation a...
This paper examines the long- and short-run dynamics of asymmetric adjustment between the nominal exchange rate and commodity prices, namely oil, palm oil, rubber, and natural gas prices, in Malaysia using mon...
The Correction to this article has been published in Financial Innovation 2021 7:23
The research seeks to contribute to Bitcoin pricing analysis based on the dynamics between variables of attractiveness and the value of the digital currency. Using the error correction model, the relationship ...
After publication of this article [1], it is reported this article contained an error in the section ‘Risk-free return (rf)’
The original article was published in Financial Innovation 2020 6:9
This study investigates the volatility in daily stock returns for Total Nigeria Plc using nine variants of GARCH models: sGARCH, girGARCH, eGARCH, iGARCH, aGARCH, TGARCH, NGARCH, NAGARCH, and AVGARCH along wit...
This study developed specific criteria and a fuzzy analytic network process (FANP) to assess and select portfolios on the Tehran Stock Exchange (TSE). Although the portfolio selection problem has been widely i...
Extreme learning machine (ELM) allows for fast learning and better generalization performance than conventional gradient-based learning. However, the possible inclusion of non-optimal weight and bias due to ra...
This study analyzes the impact of petroleum and non-petroleum indices on the financial development of the Sultanate of Oman from 1978 to 2017. To this end, it uses the petroleum proxy of oil rents (% of gross ...
This study provides a harmonization framework for common capital flight policies in Africa. It builds on evidence of persistent extreme poverty in the continent to assess how common measures can be adopted by ...
Bitcoin is currently the leading global provider of cryptocurrency. Cryptocurrency allows users to safely and anonymously use the Internet to perform digital currency transfers and storage. In recent years, th...
There is fierce global competition within the banking industry. Therefore, banks endeavor to grow and strive to increase their market share. We analyzed the effect of developing innovative channels of presenti...
This article outlines the benefits and risks of the distributed ledger technology (DLT) for the clearing and settlement of exchange-traded and OTC securities, followed by a description of the technology’s pote...
The relationship between foreign direct investment (FDI) inflows and economic growth in host countries is a heavily debated issue. Although some studies have found evidence of the positive impact of FDI on eco...
Through the Economic-Value-Added (EVA) valuation model, the expected market value of equity can be determined by adding the book value of equity with the present value of expected EVAs under the assumption of ...
The Correction to this article has been published in Financial Innovation 2020 6:19
A zero-knowledge proof or protocol is a cryptographic technique for verifying private data without revealing it in its clear form. In this paper, we evaluate the potential for zero-knowledge distributed ledger...
The calculation of the overall profit Malmquist productivity index (MPI) requires precise and accurate information on the input, output, input-output prices of each decision making unit (DMU). However, in many...
Economic ties and trade blocs increase the flow of trade between participating countries and lead to different levels of economic and structural changes.
This study contributes a rich set of quantitative methodologies including a non-parametric approach (Chi-plots and K-plots) as well as copulas (traditional and time-varying with Student’s t-copulas) to the exi...
Developing countries are facing the problem of environmental degradation. Environmental degradation is caused by the use of non-renewable energy consumptions for economic growth but the consequences of environ...
To examine the interdependency and evolution of Pakistan’s stock market, we consider the cross-correlation coefficients of daily stock returns belonging to the blue chip Karachi stock exchange (KSE-100) index....
This study assesses the role of globalization-fueled regionalization policies on the financial allocation efficiency of four economic and monetary regions in Africa from 1980 to 2008. Banking and financial sys...
This study aims to identify risk management strategies undertaken by the commercial banks of Balochistan, Pakistan, to mitigate or eliminate credit risk. The findings of the study are significant as commercial...
This study examined momentum profitability in Australia, providing further evidence for intermediate-term momentum profitability. Using data spanning different market states, we found that momentum was stronge...
Forecasting stock market returns is one of the most effective tools for risk management and portfolio diversification. There are several forecasting techniques in the literature for obtaining accurate forecast...
This study examines the impact of family control on the dividend policy of firms in Pakistan, covering the period from 2009 to 2016. It also investigates whether family control moderates the impact of firm-spe...
How does the valuation change of an industry leader influence its competitors? Does it induce a competitive effect or a contagion effect? What are the driving forces of such influences? We attempted to answer ...
This study analyzes the relationship between savings, investment, and economic growth in Nepal over 1975–2016. The structural breaks in the variables have been accounted for using the (Zivot and Andrews’s, J B...
Accurate prediction of stock market behavior is a challenging issue for financial forecasting. Artificial neural networks, such as multilayer perceptron have been established as better approximation and classi...
This study empirically analyzes whether the rapid growth of loans and risk-taking behavior during the expansion of loans affected non-performing loans (NPLs) and the solvency of financial institutions in the T...
Sound and efficient functioning of financial systems is critical to the economic prosperity of any economy. This paper investigates the tripartite relationship between financial sector output, employment and e...
This paper explores the power of stock trading trend using an integrated New Threshold Fuzzy Cognitive Maps (NTFCMs) Markov chain model. This new model captures the positive as well as the negative jumps and p...
An error occurred during the publication of a number of articles in Financial Innovation. Several articles were published in volume 5 with a duplicate citation number.
The original article was published in Financial Innovation 2019 5:25
The original article was published in Financial Innovation 2019 5:24
The original article was published in Financial Innovation 2019 5:22
The original article was published in Financial Innovation 2019 5:23
The original article was published in Financial Innovation 2019 5:26
We study the time varying co-movement patterns of the crypto-currency prices with the help of wavelet-based methods; employing daily bilateral exchange rate of four major crypto-currencies namely Bitcoin, Ethe...
This study examines the spillover effects of U.S. monetary policy normalization on Nigeria 10-Year Treasury bond yield between 2011 and 2017, using the vector error correction model approach. Our results revea...
The paper analyzes the relationship between remittances and financial development using Kenyan quarterly data from 2006 to 2016. Five different indicators of financial development are used: credit to the priva...
This paper proposes a hybrid Bayesian Network (BN) method for short-term forecasting of crude oil prices. The method performed is a hybrid, based on both the aspects of classification of influencing factors as...
Understanding the relationship between macroeconomic variables and the stock market is important because macroeconomic variables have a systematic effect on stock market returns. This study uses monthly data f...
Blockchain is considered by many to be a disruptive core technology. Although many researchers have realized the importance of blockchain, the research of blockchain is still in its infancy. Consequently, this...
This study examines the interaction effects of foreign capital inflows and financial development on economic welfare in sub-Saharan Africa (SSA). Estimates based on the system-GMM estimator using panel data on...
The Publisher Correction to this article has been published in Financial Innovation 2019 5:34
Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields, including stock market investment. However, few studies have f...
The Publisher Correction to this article has been published in Financial Innovation 2019 5:34
We introduce a novel approach to multifractal data in order to achieve transcended modeling and forecasting performances by extracting time series out of local Hurst exponent calculations at a specified scale....
The Publisher Correction to this article has been published in Financial Innovation 2019 5:34
This study examined the effects of mobile money—a recent innovation in Uganda’s financial-sector landscape—on aggregate economic activity and other macroeconomic variables. We first estimated the long-run mobi...
The Publisher Correction to this article has been published in Financial Innovation 2019 5:34
In this study, we analyze three portfolio selection strategies for loss-averse investors: semi-variance, conditional value-at-risk, and a combination of both risk measures. Moreover, we propose a novel version...
The Publisher Correction to this article has been published in Financial Innovation 2019 5:34
This study aims to investigate the validity of the Rajan hypothesis, which argues that increasing income inequality plays a key role in the outbreak of financial crises. The relationship between income inequal...
Forecasting stock returns is extremely challenging in general, and this task becomes even more difficult given the turbulent nature of the Chinese stock market. We address the stock selection process as a stat...
