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Page 5 of 11

  1. We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use the connectedness models of Diebold and Yilmaz (Int J Forecast 28(1):57–66, 2012) and Baruník and Křehlík (J Financ Econo...

    Authors: Mudassar Hasan, Muhammad Abubakr Naeem, Muhammad Arif, Syed Jawad Hussain Shahzad and Xuan Vinh Vo
    Citation: Financial Innovation 2022 8:3
  2. In this study, an investigation is conducted into the phenomenon of price clustering in Bitcoin (BTC) denominated in the Japanese yen (JPY). It answers two questions using tick-by-tick data. The first is wheth...

    Authors: Donglian Ma and Hisashi Tanizaki
    Citation: Financial Innovation 2022 8:4
  3. With the development of new technologies, some concepts become relevant in the economic area, as is the case with cryptocurrencies, in general, or Bitcoin and Ethereum, in particular. Due to the impact of thes...

    Authors: Francisco Javier García-Corral, José Antonio Cordero-García, Jaime de Pablo-Valenciano and Juan Uribe-Toril
    Citation: Financial Innovation 2022 8:2
  4. This study utilizes mediation analysis and bootstrapping to analyze the mediating effect of capital structure on the association between managerial ability and firm performance. The dataset consists of 6384 fi...

    Authors: Irene Wei Kiong Ting, Imen Tebourbi, Wen-Min Lu and Qian Long Kweh
    Citation: Financial Innovation 2021 7:89
  5. Data envelopment analysis (DEA) is a technique to measure the performance of decision-making units (DMUs). Conventional DEA treats DMUs as black boxes and the internal structure of DMUs is ignored. Two-stage D...

    Authors: Dariush Akbarian
    Citation: Financial Innovation 2021 7:73
  6. This study investigates the factors of Bitcoin’s tail risk, quantified by Value at Risk (VaR). Extending the conditional autoregressive VaR model proposed by Engle and Manganelli (2004), I examine 30 potential dr...

    Authors: Ji Ho Kwon
    Citation: Financial Innovation 2021 7:87
  7. This study considers the risk management of insurance policies in line with the implementation of the new International Financial Reporting Standards 17. It applies the paid-incurred chain method to model the ...

    Authors: Yixing Zhao, Rogemar Mamon and Heng Xiong
    Citation: Financial Innovation 2021 7:71
  8. We propose an empirical behavioral order-driven (EBOD) model with price limit rules, which consists of an order placement process and an order cancellation process. All the ingredients of the model are determi...

    Authors: Gao-Feng Gu, Xiong Xiong, Hai-Chuan Xu, Wei Zhang, Yongjie Zhang, Wei Chen and Wei-Xing Zhou
    Citation: Financial Innovation 2021 7:70
  9. This study examines the role of social connections and network centrality in attracting funders to crowdfunding campaigns. We classify social connections as either external (e.g., Facebook) or internal (e.g., ...

    Authors: Lihuan Guo, Wei Wang, Yenchun Jim Wu and Mark Goh
    Citation: Financial Innovation 2021 7:79
  10. This study reports on our systematic review of 2008–2021 literature on shadow banking. We present an overview of the shadow banking sector, wherein we discuss the definitions, evolution, functions, and specifi...

    Authors: Ridoy Deb Nath and Mohammad Ashraful Ferdous Chowdhury
    Citation: Financial Innovation 2021 7:68
  11. This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rollin...

    Authors: Walid Mensi, Mobeen Ur Rehman, Muhammad Shafiullah, Khamis Hamed Al-Yahyaee and Ahmet Sensoy
    Citation: Financial Innovation 2021 7:75

    The Correction to this article has been published in Financial Innovation 2021 7:82

  12. This paper studies the effect of option trading on corporate investment and financing policies. Based on prior literature, I hypothesize that option market induces informed trading and thus reduces information...

    Authors: Keming Li
    Citation: Financial Innovation 2021 7:65
  13. The emergence and growing popularity of Bitcoins have attracted the attention of the financial world. However, few empirical studies have considered the inclusion of the newly emerged commodity asset in the gl...

    Authors: Yuze Li, Shangrong Jiang, Yunjie Wei and Shouyang Wang
    Citation: Financial Innovation 2021 7:63
  14. This study focuses on the Indian gold futures market where primary participants hold sentimental value for the underlying asset and are globally ranked number two in terms of the largest private holdings in th...

    Authors: Rupel Nargunam, William W. S. Wei and N. Anuradha
    Citation: Financial Innovation 2021 7:62
  15. The explosion of online information with the recent advent of digital technology in information processing, information storing, information sharing, natural language processing, and text mining techniques has...

    Authors: Suppawong Tuarob, Poom Wettayakorn, Ponpat Phetchai, Siripong Traivijitkhun, Sunghoon Lim, Thanapon Noraset and Tipajin Thaipisutikul
    Citation: Financial Innovation 2021 7:56
  16. This study investigates signal validity in equity-based crowdfunding by examining whether signals that increase crowd participation are associated with higher post-offering success. Post-offering success is me...

    Authors: Felix Reichenbach and Martin Walther
    Citation: Financial Innovation 2021 7:54
  17. The essence of this study is to investigate the influence of the board gender diversity on firms’ accounting and market-based performance using a sample of Standard & Poor’s 500 companies belonging to the info...

    Authors: Liliana Nicoleta Simionescu, Ştefan Cristian Gherghina, Hiba Tawil and Ziad Sheikha
    Citation: Financial Innovation 2021 7:52
  18. With the rapid expansion of the RMB exchange rate’s floating range, the effects of the RMB exchange rate and global commodity price changes on China’s stock prices are likely to increase. This study uses both ...

    Authors: Shaobo Long, Mengxue Zhang, Keaobo Li and Shuyu Wu
    Citation: Financial Innovation 2021 7:48
  19. This paper presents an analytical framework that describes the business model of banks. It draws on the classical theory of banking and the literature on digital transformation. It provides an explanation for ...

    Authors: Daniel Broby
    Citation: Financial Innovation 2021 7:47
  20. Some countries have announced national benchmark rates, while others have been working on the recent trend in which the London Interbank Offered Rate will be retired at the end of 2021. Considering that Turkey...

    Authors: Özer Depren, Mustafa Tevfik Kartal and Serpil Kılıç Depren
    Citation: Financial Innovation 2021 7:44