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This study examines the volatility spillovers in four representative exchanges and for six liquid cryptocurrencies. Using the high-frequency trading data of exchanges, the heterogeneity of exchanges in terms o...
We analyze the connectedness between major cryptocurrencies and nonfungible tokens (NFTs) for different quantiles employing a time-varying parameter vector autoregression approach. We find that lower and upper...
This study examines the market efficiency in the prices and volumes of transactions of 41 cryptocurrencies. Specifically, the correlation dimension (CD), Lyapunov Exponent (LE), and approximate entropy (AE) we...
The potential hypotheses for finance research based on social media sentiment revolve around the reliability of investor sentiment expressed on social media and the causal relationship between financial market...
In this paper, we compare the dynamics of the growth rates of the original Divisia monetary aggregates, the credit card-augmented Divisia monetary aggregates, and the credit card-augmented Divisia inside monet...
Due to the ongoing global debate regarding the relationship between fintech and banks, including developing countries, this study aims to investigate this relationship in the case of Vietnam, an emerging natio...
We propose a high-frequency rebalancing algorithm (HFRA) and compare its performance with periodic rebalancing (PR) and threshold rebalancing (TR) strategies. PR refers to the process of adjusting the relative...
The extended trading close (ETC) provides institutional investors an opportunity to trade at the closing price after the regular trading session (RTS) and disclosing the order imbalances to other market partic...
The approach of evaluating the final scores of multi-criteria decision-making (MCDM) methods according to the strength of association with real-life rankings is interesting for comparing MCDM methods. This app...
This article investigates five safe-haven asset responses from 2014 to 2022, including the unprecedented COVID-19 crisis, Russian invasion of Ukraine, and sharp US interest rate increases of 2015 and 2022. We ...
The rapid rise of Bitcoin and its increasing global adoption has raised concerns about its impact on traditional markets, particularly in periods of economic turmoil and uncertainty such as the COVID-19 pandem...
This study proposed a cutting-edge, multistep workflow and upgraded it by addressing its flaw of not considering how to determine the index system objectively. It then used the updated workflow to identify the...
Global economic downturns and multiple extreme events threaten Vietnam's economy, leading to a surge in stock market risk and significant spillovers. This study investigates market risk spillovers and explores...
This study examines the dynamic connectedness and hedging opportunities between CSI300 (China Security Index 300) and copper, gold, PTA (purified terephthalic acid), and soybean in China from January 09, 2008,...
This study investigates the static and dynamic return and volatility spillovers between non-fungible tokens (NFTs) and conventional currencies using the time-varying parameter vector autoregressions approach. ...
This paper specifically investigates the effects of US government emergency actions on the investor sentiment–financial institution stock returns relationship. Despite attempts by many studies, the literature ...
The structural modeling of open-high-low-close (OHLC) data contained within the candlestick chart is crucial to financial practice. However, the inherent constraints in OHLC data pose immense challenges to its...
This study evaluates whether exchange traded funds (ETFs) threaten financial market stability by testing two hypotheses relating the growing importance of ETFs to increased market volatility and rising equity ...
This study uses high-frequency (1-min) price data to examine the connectedness among the leading cryptocurrencies (i.e. Bitcoin, Ethereum, Binance, Cardano, Litecoin, and Ripple) at volatility and high-order (...
Disruptive innovations caused by FinTech (i.e., technology-assisted customized financial services) have brought digital peer-to-peer (P2P) payments to the fore. In this challenging environment and based on the...
This study investigated the extent of currency competition within the cryptocurrency market through the Hayek’s concept of the denationalization of money. Hayek’s original analysis primarily centered on compet...
Policymakers and managers have increasingly adopted green bonds as a direct financing tool to address environmental degradation and climate change in emerging economies; however, the increasing green washing s...
The main objective of this study is to investigate tail risk connectedness among six major cryptocurrency markets and determine the extent to which investor sentiment, economic conditions, and economic uncerta...
This study investigates the relationship between stock liquidity and firm innovation for publicly traded growing small and medium-sized enterprises (SMEs) in China using both innovation input and output. We co...
This paper provides a systematic literature review of text analysis methodologies used in blockchain-related research to comprehend and synthesize existing studies across disciplines and define future research...
Iris recognition technology (IRT)-based authentication is a biometric financial technology (FinTech) application used to automate user recognition and verification. In addition to being a controversial technol...
COVID-19 has significantly influenced global financial markets, including Bitcoin. Recent studies have focused on investigating the first wave of the COVID-19 outbreak and accounting for market changes, which ...
Literature shows that both market data and financial media impact stock prices; however, using only one kind of data may lead to information bias. Therefore, this study uses market data and news to investigate...
This study examines how controlling shareholders influence firm performance through the mediating role of firm efficiency in transforming inputs into outputs. To achieve this objective, it conducts a mediation...
This study constructs a proposed model to investigate the link between environmental, social, and governance (ESG) disclosures and ESG scores for publicly traded companies in the Borsa Istanbul Sustainability ...
The new energy industry is strongly supported by the state, and accurate forecasting of stock price can lead to better understanding of its development. However, factors such as cost and ease of use of new ene...
In stock markets, trading volumes serve as a crucial variable, acting as a measure for a security’s liquidity level. To evaluate liquidity risk exposure, we examine the process of volume drawdown and measures ...
Turbulent market conditions, well-publicized advantages, and potential individual, social, and environmental risks make blockchain-based cryptocurrencies a popular focus of the public and scientific communitie...
This study investigates volatility spillovers and network connectedness among four cryptocurrencies (Bitcoin, Ethereum, Tether, and BNB coin), four energy companies (Exxon Mobil, Chevron, ConocoPhillips, and N...
Decentralized Finance (DeFi) is a system of financial products and services built and delivered through smart contracts on various blockchains. In recent years, DeFi has gained popularity and market capitaliza...
In response to the growing importance of understanding individual investment strategies, the present study aimed to develop a new scale for measuring both the short- and long-term investment strategies of indi...
Unlike the current extensive literature, which discusses which assets can avoid the risks caused by the COVID-19 pandemic, this study examines whether the characteristics of different assets affect the extreme...
In this paper, we propose a simple dynamic mortality model to fit and forecast mortality rates for measuring longevity and mortality risks. This proposal is based on a methodology for modelling interest rates,...
Developing effective strategies to earn excess returns in the stock market is a cutting-edge topic in the field of economics. At the same time, stock price forecasting that supports trading strategies is consi...
This study examines foreign direct investment (FDI)-growth and trade-growth relationships in Bangladesh during three major crises: the economic crisis of 2007–2008, the commodity crisis of 2016, and the corona...
The current study evaluates the financial innovation life cycle for renewable energy investments. A novel model is proposed that has two stages. First, the financial innovation life cycle is weighted by the tw...
This study examines the time-varying asymmetric interlinkages between nine US sectoral returns from January 2020 to January 2023. To this end, we used the time-varying parameter vector autoregression (TVP-VAR)...
The original article was published in Financial Innovation 2024 10:43
This study examines blockchain technologies and their pivotal role in the evolving Metaverse, shedding light on topics such as how to invest in cryptocurrency, the mechanics behind crypto mining, and strategie...
The enduring impact of the COVID-19 crisis on the financial sector is undeniable, persisting far beyond the eventual waning of the pandemic. This research examines central bank interventions during the pandemi...
Determining which variables affect price realized volatility has always been challenging. This paper proposes to explain how financial assets influence realized volatility by developing an optimal day-to-day f...
In performance analysis with tools such as data envelopment analysis, calculations of scale properties of the frontier points are studied using both qualitative and quantitative approaches. When the production...
The Correction to this article has been published in Financial Innovation 2024 10:50
This study examined the interconnectedness and volatility correlation between cryptocurrency and traditional financial markets in the five largest African countries, addressing concerns about potential spillov...
