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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...
This study constructs and examines the dynamics of theoretical and atheoretical measures of global liquidity, using monthly data on the components of broad money over the period 2001 M12-2017 M12 for 39 high i...
The Correction to this article has been published in Financial Innovation 2021 7:23
Value chain finance (VCF) represents the aligning and structuring of finance within a value chain or as a result of its existence. Given the growing need to explore innovative approaches to rural and agricultu...
Nowadays, the most significant challenges in the stock market is to predict the stock prices. The stock price data represents a financial time series data which becomes more difficult to predict due to its cha...
Giving loans and issuing credit cards are two of the main concerns of banks in that they include the risks of non-payment. According to the Basel 2 guidelines, banks need to develop their own credit risk asses...
Banking is an essential sector of Palestine’s economy. More credits provided by banks are considered to have a positive impact on economic growth so that the overall objective of this study is to examine the i...
This study investigates whether the implied crude oil volatility and the historical OPEC price volatility can impact the return to and volatility of the energy-sector equity indices in Iran. The analysis speci...
Hedge funds have traditionally served wealthy individuals and institutional investors with the promise of delivering protection of capital and uncorrelated positive returns irrespective of market direction, al...
Mutual fund investment continues to play a very important role in the world financial markets especially in developing economies where the capital market is not very matured and tolerant of small scale investo...
The study investigated the relationship among remittances, financial development and economic growth in a panel of 20 sub-Saharan African countries over the period of 2000 and 2015. The study used both Pooled ...
This study investigates the impact of institutional quality on Foreign Direct Investment (FDI) inflows using panel data for low, lower-middle, upper-middle and high-income countries for the sample period of 19...
This paper demonstrates a significant, long-running relationship between stock prices and domestic interest rates in Turkey’s financial markets for the period of 2001 M1 – 2017 M4. Cointegration analysis is in...
Group decision models that contemplate the particularities of the decision-making process help organizations pursue their strategic objectives. In the financial market, the primary interest of organizations co...
This research paper investigates the effect of macroeconomic variables on the exchange rate USD/CYN using yearly time series data for China economy from 1980 to 2017. ARDL bounds test approach for cointegratio...
There is a growing body of evidence that interest rate spreads in Africa are higher for big banks compared to small banks. One concern is that big banks might be using their market power to charge higher lendi...
Using a sample of 280 firms listed on the Pakistan Stock Exchange, we empirically investigate factors that determine corporate cash holdings in different periods from 2005 to 2014. We divide the sample into th...
In the context of the debate on the role of cryptocurrencies in the economy as well as their dynamics and forecasting, this brief study analyzes the predictability of Bitcoin volume and returns using Google se...
This study examines the impact of financial development on corporate investment in terms of their influence on financing constraints. This study also tries to find the effect of financial development on the in...
By decomposing asset returns into potential maximum gain (PMG) and potential maximum loss (PML) with price extremes, this study empirically investigated the relationships between PMG and PML. We found signific...
