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Content
December 2024, Volume 10, Issue 1
- 1-1 Correction: Scale elasticity and technical efficiency measures in two-stage network production processes: an application to the insurance sector
by Alireza Amirteimoori & Tofigh Allahviranloo & Aliasghar Arabmaldar
- 1-2 Editor’s introduction
by Gang Kou
- 1-3 Editor’s introduction
by Gang Kou
- 1-3 Editor’s introduction
by Gang Kou
- 1-3 Editor’s introduction
by Gang Kou
- 1-3 Editor’s introduction
by Gang Kou
- 1-3 Editor’s introduction
by Gang Kou
- 1-12 Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset
by Salim Lahmiri
- 1-14 Uncertainty about interest rates and crude oil prices
by Mahmoud Qadan & Gil Cohen
- 1-14 Business cycle and herding behavior in stock returns: theory and evidence
by Kwangwon Ahn & Linxiao Cong & Hanwool Jang & Daniel Sungyeon Kim
- 1-15 Does a higher hashrate strengthen Bitcoin network security?
by Daehan Kim & Doojin Ryu & Robert I. Webb
- 1-16 Forecasting relative returns for S&P 500 stocks using machine learning
by Htet Htet Htun & Michael Biehl & Nicolai Petkov
- 1-16 Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data
by Malvina Marchese & María Dolores Martínez-Miranda & Jens Perch Nielsen & Michael Scholz
- 1-17 Evaluating short- and long-term investment strategies: development and validation of the investment strategies scale (ISS)
by Ibrahim Arpaci & Omer Aslan & Mustafa Kevser
- 1-17 Influence of political stability on the stock market returns and volatility: GARCH and EGARCH approach
by Wajid Alim & Naqib Ullah Khan & Vince Wanhao Zhang & Helen Huifen Cai & Alexey Mikhaylov & Qiong Yuan
- 1-17 Disaggregated effect of construction investments on the Saudi economy: a dynamic computable general equilibrium model of Saudi Arabia
by Irfan Ahmed & Khadija Mehrez & Claudio Socci & Stefano Deriu & Naif M. Mathkur & Ian P. Casasr
- 1-17 How likely is it to beat the target at different investment horizons: an approach using compositional data in strategic portfolios
by Fernando Vega-Gámez & Pablo J. Alonso-González
- 1-17 Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach
by Juncal Cunado & David Gabauer & Rangan Gupta
- 1-18 A hybrid neuro fuzzy decision-making approach to the participants of derivatives market for fintech investors in emerging economies
by Dadan Rahadian & Anisah Firli & Hasan Dinçer & Serhat Yüksel & Alexey Mikhaylov & Fatih Ecer
- 1-19 The implication of cryptocurrency volatility on five largest African financial system stability
by Tonuchi E. Joseph & Atif Jahanger & Joshua Chukwuma Onwe & Daniel Balsalobre-Lorente
- 1-19 Do earthquakes shake the stock market? Causal inferences from Turkey’s earthquake
by Khalid Khan & Javier Cifuentes-Faura & Muhammad Shahbaz
- 1-19 Tokenomics in the Metaverse: understanding the lead–lag effect among emerging crypto tokens
by Chong Guan & Wenting Liu & Yinghui Yu & Ding Ding
- 1-20 Mediating effect of firm efficiency on the controlling shareholdings–firm performance nexus: evidence from public listed firms in Malaysia
by Irene Wei Kiong Ting & Jawad Asif & Qian Long Kweh & Tran Thi Kim Phuong
- 1-20 Modeling the link between environmental, social, and governance disclosures and scores: the case of publicly traded companies in the Borsa Istanbul Sustainability Index
by Mustafa Tevfik Kartal & Serpil Kılıç Depren & Ugur Korkut Pata & Dilvin Taşkın & Tuba Şavlı
- 1-20 Evaluating the resource management and profitability efficiencies of US commercial banks from a dynamic network perspective
by Qian Long Kweh & Wen-Min Lu & Kaoru Tone & Hsian-Ming Liu
- 1-20 Financial markets implications of the energy transition: carbon content of energy use in listed companies
by Matteo Mazzarano
- 1-21 ESG scores, scandal probability, and event returns
by Wenya Sun & Yichen Luo & Siu-Ming Yiu & Luping Yu & Wenzhi Ding
- 1-21 Do US states’ responses to COVID-19 restore investor sentiment? Evidence from S&P 500 financial institutions
by Kaouther Chebbi & Aymen Ammari & Seyed Alireza Athari & Kashif Abbass
- 1-21 Scale elasticity and technical efficiency measures in two-stage network production processes: an application to the insurance sector
by Alireza Amirteimoori & Tofigh Allahviranloo & Aliasghar Arabmaldar
- 1-21 Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa
by Simplice A. Asongu & Peter Agyemang-Mintah & Joseph Nnanna & Yolande E. Ngoungou
- 1-22 Pattern recognition of financial innovation life cycle for renewable energy investments with integer code series and multiple technology S-curves based on Q-ROF DEMATEL
by Gang Kou & Hasan Dinçer & Serhat Yüksel
- 1-22 Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model
by Imran Yousaf & Manel Youssef & Mariya Gubareva
- 1-23 A probabilistic approach for the valuation of variance swaps under stochastic volatility with jump clustering and regime switching
by Xin-Jiang He & Sha Lin
- 1-23 Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets
by Ewa Feder-Sempach & Piotr Szczepocki & Joanna Bogołębska
- 1-23 Information disclosure and funding success of green crowdfunding campaigns: a study on GoFundMe
by Ziyi Yin & Guowei Huang & Rui Zhao & Sen Wang & Wen-Long Shang & Chunjia Han & Mu Yang
- 1-23 Herding and investor sentiment after the cryptocurrency crash: evidence from Twitter and natural language processing
by Michael Cary
- 1-23 Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic
by Parisa Foroutan & Salim Lahmiri
- 1-23 Financial ambiguity and oil prices
by Mahmoud Ayoub & Mahmoud Qadan
- 1-23 The implications of the ecological footprint and renewable energy usage on the financial stability of South Asian countries
by Muhammad Imran & Muhammad Kamran Khan & Shabbir Alam & Salman Wahab & Muhammad Tufail & Zhang Jijian
- 1-24 Pricing multi-asset options with tempered stable distributions
by Yunfei Xia & Michael Grabchak
- 1-24 From CFOs to crypto: exploratory study unraveling factors in corporate adoption
by José Campino & Bruna Rodrigues
- 1-24 Does the carbon emission trading pilot policy promote green innovation cooperation? Evidence from a quasi-natural experiment in China
by Peng Xiaobao & Wu Jian & Chen Yuhui & Sumran Ali & Xie Qijun
- 1-24 Inclusive FinTech, open banking, and bank performance: evidence from China
by Zhuang Liu & Xingyi Li & Zhongfei Li
- 1-24 Can ETFs affect U.S. financial stability? A quantile cointegration analysis
by Juan Laborda & Ricardo Laborda & Javier Cruz
- 1-24 Implementation of deep learning models in predicting ESG index volatility
by Hum Nath Bhandari & Nawa Raj Pokhrel & Ramchandra Rimal & Keshab R. Dahal & Binod Rimal
- 1-24 Insurtech in Europe: identifying the top investment priorities for driving innovation
by Serkan Eti & Hasan Dinçer & Hasan Meral & Serhat Yüksel & Yaşar Gökalp
- 1-25 Relationship between fintech by Google search and bank stock return: a case study of Vietnam
by Tien Phat Pham & Drahomira Pavelkova & Boris Popesko & Sinh Duc Hoang & Hoc Thai Huynh
- 1-25 Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events
by Xiaochun Guo
- 1-25 Exploring the critical factors affecting the adoption of blockchain: Taiwan’s banking industry
by Yi-Hsiang Lu & Ching-Chiang Yeh & Yu-Mei Kuo
- 1-25 Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm
by F. Leung & M. Law & S. K. Djeng
- 1-25 On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum
by Khaled Mokni & Ghassen El Montasser & Ahdi Noomen Ajmi & Elie Bouri
- 1-26 Deep learning for Bitcoin price direction prediction: models and trading strategies empirically compared
by Oluwadamilare Omole & David Enke
- 1-26 Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers
by Elie Bouri & Mahdi Ghaemi Asl & Sahar Darehshiri & David Gabauer
- 1-26 Feature selection with annealing for forecasting financial time series
by Hakan Pabuccu & Adrian Barbu
- 1-26 An evaluation of the adequacy of Lévy and extreme value tail risk estimates
by Sharif Mozumder & M. Kabir Hassan & M. Humayun Kabir
- 1-26 The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots
by Ioannis Andreadis & Athanasios D. Fragkou & Theodoros E. Karakasidis & Apostolos Serletis
- 1-26 Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies
by Carlos Esparcia & Tarek Fakhfakh & Francisco Jareño & Achraf Ghorbel
- 1-26 Time and frequency dynamics between NFT coins and economic uncertainty
by Perry Sadorsky & Irene Henriques
- 1-27 A firm-specific Malmquist productivity index model for stochastic data envelopment analysis: an application to commercial banks
by Alireza Amirteimoori & Tofigh Allahviranloo & Maryam Nematizadeh
- 1-27 How do supply or demand shocks affect the US oil market?
by José Carlos Vides & Julia Feria & Antonio A. Golpe & Juan Manuel Martín-Álvarez
- 1-27 Elevating Pakistan’s flood preparedness: a fuzzy multi-criteria decision making approach
by Zeshan Alam & Yousaf Ali & Dragan Pamucar
- 1-27 Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications
by Waild Mensi & Mariya Gubareva & Khamis Hamed Al-Yahyaee & Tamara Teplova & Sang Hoon Kang
- 1-27 Does the U.S. extreme indicator matter in stock markets? International evidence
by Xiaozhen Jing & Dezhong Xu & Bin Li & Tarlok Singh
- 1-27 Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness
by Onur Polat
- 1-27 Digital financial services adoption: a retrospective time-to-event analysis approach
by Richard Chamboko
- 1-28 Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?
by Aktham Maghyereh & Mohammad Al-Shboul
- 1-28 Changing the whole game: effects of the COVID-19 pandemic's accelerated digitalization on European bank staff's data protection capabilities
by Ine Zeeland & Jo Pierson
- 1-28 Examining time–frequency quantile dependence between green bond and green equity markets
by Md. Bokhtiar Hasan & Gazi Salah Uddin & Md. Sumon Ali & Md. Mamunur Rashid & Donghyun Park & Sang Hoon Kang
- 1-28 Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm
by Mahmut Bağcı & Pınar Kaya Soylu
- 1-28 A factor score clustering approach to analyze the biopharmaceutical sector in the Chinese market during COVID-19
by Jiahui Xi & Conghua Wen & Yifan Tang & Feifan Zhao
- 1-28 Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network
by Bassam A. Ibrahim & Ahmed A. Elamer & Thamir H. Alasker & Marwa A. Mohamed & Hussein A. Abdou
- 1-28 Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic
by Majid Mirzaee Ghazani & Ali Akbar Momeni Malekshah & Reza Khosravi
- 1-28 A novel robust method for estimating the covariance matrix of financial returns with applications to risk management
by Arturo Leccadito & Alessandro Staino & Pietro Toscano
- 1-29 Predictive crypto-asset automated market maker architecture for decentralized finance using deep reinforcement learning
by Tristan Lim
- 1-29 Estimation of default and pricing for invoice trading (P2B) on crowdlending platforms
by Cristian Marques Corrales & Luis Alberto Otero González & Pablo Durán Santomil
- 1-29 A comprehensive MCDM assessment for economic data: success analysis of maximum normalization, CODAS, and fuzzy approaches
by Mahmut Baydaş & Mustafa Yılmaz & Željko Jović & Željko Stević & Sevilay Ece Gümüş Özuyar & Abdullah Özçil
- 1-29 A fuzzy BWM and MARCOS integrated framework with Heronian function for evaluating cryptocurrency exchanges: a case study of Türkiye
by Fatih Ecer & Tolga Murat & Hasan Dinçer & Serhat Yüksel
- 1-29 Price dynamics and volatility jumps in bitcoin options
by Kuo Shing Chen & J. Jimmy Yang
- 1-29 User acceptance of social network-backed cryptocurrency: a unified theory of acceptance and use of technology (UTAUT)-based analysis
by Márk Recskó & Márta Aranyossy
- 1-29 Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors
by Duc Hong Vo & Hung Le-Phuc Nguyen
- 1-29 A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart
by Wenyang Huang & Huiwen Wang & Shanshan Wang
- 1-29 Stock price index analysis of four OPEC members: a Bayesian approach
by Saman Hatamerad & Hossain Asgharpur & Bahram Adrangi & Jafar Haghighat
- 1-29 FDI-growth and trade-growth relationships during crises: evidence from Bangladesh
by Bibhuti Sarker
- 1-29 Google search volume index and investor attention in stock market: a systematic review
by María José Ayala & Nicolás Gonzálvez-Gallego & Rocío Arteaga-Sánchez
- 1-29 A framework to improve churn prediction performance in retail banking
by João B. G. Brito & Guilherme B. Bucco & Rodrigo Heldt & João L. Becker & Cleo S. Silveira & Fernando B. Luce & Michel J. Anzanello
- 1-30 Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets
by Dohyun Chun & Jongho Kang & Jihun Kim
- 1-30 A simplified model for measuring longevity risk for life insurance products
by David Atance & Eliseo Navarro
- 1-30 Relationships among return and liquidity of cryptocurrencies
by Mianmian Zhang & Bing Zhu & Ziyuan Li & Siyuan Jin & Yong Xia
- 1-30 Examining user behavior with machine learning for effective mobile peer-to-peer payment adoption
by Blanco-Oliver Antonio & Lara-Rubio Juan & Irimia-Diéguez Ana & Liébana-Cabanillas Francisco
- 1-30 Excess stock returns and corporate environmental performance in China
by Dandan Ma & Pengxiang Zhai & Dayong Zhang & Qiang Ji
- 1-30 Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH
by Binlin Li & Nils Haneklaus & Mohammad Mafizur Rahman
- 1-31 An interval constraint-based trading strategy with social sentiment for the stock market
by Mingchen Li & Kun Yang & Wencan Lin & Yunjie Wei & Shouyang Wang
- 1-31 Unsupervised clustering of bitcoin transactions
by George Vlahavas & Kostas Karasavvas & Athena Vakali
- 1-31 The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis
by Muhammad Anas & Syed Jawad Hussain Shahzad & Larisa Yarovaya
- 1-31 Managing crash risks through supply chain transparency: evidence from China
by Qiming Zhong & Qinghua Song & Chien-Chiang Lee
- 1-31 Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations
by Christian Urom & Gideon Ndubuisi & Hela Mzoughi & Khaled Guesmi
- 1-32 Impact of green digital finance on sustainable development: evidence from China’s pilot zones
by Yubo Xiao & Muxi Lin & Lu Wang
- 1-32 Alternative data in finance and business: emerging applications and theory analysis (review)
by Yunchuan Sun & Lu Liu & Ying Xu & Xiaoping Zeng & Yufeng Shi & Haifeng Hu & Jie Jiang & Ajith Abraham
- 1-32 A hybrid econometrics and machine learning based modeling of realized volatility of natural gas
by Werner Kristjanpoller
- 1-32 Asymmetric threshold effects of digitization on inflation in emerging markets
by Noha Emara & Daniela Zecheru
- 1-32 On the robust drivers of cryptocurrency liquidity: the case of Bitcoin
by Walid M. A. Ahmed
- 1-32 How to govern greenwashing behaviors in green finance products: a tripartite evolutionary game approach
by Changyu Liu & Wei Li & Le Chang & Qiang Ji
- 1-32 Exploring the determinants of the user experience in P2P payment systems in Spain: a text mining approach
by David Perea-Khalifi & Ana I. Irimia-Diéguez & Pedro Palos-Sánchez
- 1-32 Determinants of conventional and digital investment advisory decisions: a systematic literature review
by Fabian Wagner
- 1-33 Optimal liquidation using extended trading close for multiple trading days
by Jianchang Zhu & Leilei Zhang & Xuchu Sun
- 1-33 Fintech research: systematic mapping, classification, and future directions
by Qianhua Liu & Ka-Ching Chan & Ranga Chimhundu
- 1-34 Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes
by Aktham Maghyereh & Salem Adel Ziadat
- 1-34 The power of financial support in accelerating digital transformation and corporate innovation in China: evidence from banking and capital markets
by Zhuoya Du & Qian Wang
- 1-34 The rise and fall of cryptocurrencies: defining the economic and social values of blockchain technologies, assessing the opportunities, and defining the financial and cybersecurity risks of the Metaverse
by Petar Radanliev
- 1-34 Stock return prediction with multiple measures using neural network models
by Cong Wang
- 1-34 The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models
by Virginie Terraza & Aslı Boru İpek & Mohammad Mahdi Rounaghi
- 1-35 How are texts analyzed in blockchain research? A systematic literature review
by Xian Zhuo & Felix Irresberger & Denefa Bostandzic
- 1-35 Machine learning in business and finance: a literature review and research opportunities
by Hanyao Gao & Gang Kou & Haiming Liang & Hengjie Zhang & Xiangrui Chao & Cong-Cong Li & Yucheng Dong
- 1-35 Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis
by Jianzhou Wang & Shuai Wang & Mengzheng Lv & He Jiang
- 1-35 Proposal of an innovative MCDA evaluation methodology: knowledge discovery through rank reversal, standard deviation, and relationship with stock return
by Mahmut Baydaş & Orhan Emre Elma & Željko Stević
- 1-35 Detecting DeFi securities violations from token smart contract code
by Arianna Trozze & Bennett Kleinberg & Toby Davies
- 1-36 Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China
by Pengcheng Zhang & Kunpeng Xu & Jian Huang & Jiayin Qi
- 1-36 Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach
by Jules Clement Mba
- 1-36 Portfolio management under capital market frictions: a grey clustering approach
by Elena Valentina Ţilică & Victor Dragotă & Camelia Delcea & Răzvan Ioan Tătaru
- 1-37 The game of lies by stock investors in social media: a study based on city lockdowns in China
by Qing Liu & Hosung Son & Woon-Seek Lee
- 1-37 Global shocks and fiscal stimulus: a tale of an oil-dependent-exporting country
by David Iheke Okorie & Boqiang Lin
- 1-37 Volatility spillovers among leading cryptocurrencies and US energy and technology companies
by Amro Saleem Alamaren & Korhan K. Gokmenoglu & Nigar Taspinar
- 1-37 The volatility mechanism and intelligent fusion forecast of new energy stock prices
by Guo-Feng Fan & Ruo-Tong Zhang & Cen-Cen Cao & Li-Ling Peng & Yi-Hsuan Yeh & Wei-Chiang Hong
- 1-37 Impact of financial literacy, perceived access to finance, ICT use, and digitization on credit constraints: evidence from Qatari MSME importers
by Lanouar Charfeddine & Mohamed Ismail Umlai & Mazen El-Masri
- 1-38 A comparison of cryptocurrency volatility-benchmarking new and mature asset classes
by Alessio Brini & Jimmie Lenz
- 1-38 When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets
by Ahmed Bossman & Mariya Gubareva & Samuel Kwaku Agyei & Xuan Vinh Vo
- 1-38 Nexus of governance, macroeconomic conditions, and financial stability of banks: a comparison of developed and emerging countries
by Saif Ullah & Atta Ullah & Mubasher Zaman
- 1-38 The financial benefits of health engagement programs to life insurers
by Hae Kang Lee
- 1-39 Time-varying spillovers in high-order moments among cryptocurrencies
by Asil Azimli
- 1-39 Cryptocurrencies under climate shocks: a dynamic network analysis of extreme risk spillovers
by Kun Guo & Yuxin Kang & Qiang Ji & Dayong Zhang
- 1-39 The impact of prestigious attorneys on IPO withdrawal in the global primary market
by Fouad Jamaani & Manal Alidarous
- 1-39 Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness
by Xiaoye Jin
- 1-40 An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression
by Da Wang & YingXue Zhou
- 1-40 Deep learning systems for forecasting the prices of crude oil and precious metals
by Parisa Foroutan & Salim Lahmiri
- 1-40 Drawdown-based risk indicators for high-frequency financial volumes
by Guglielmo D’Amico & Bice Di Basilio & Filippo Petroni
- 1-41 The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis
by Niall O’Donnell & Darren Shannon & Barry Sheehan
- 1-42 Features of different asset types and extreme risk transmission during the COVID-19 crisis
by I-Chun Tsai
- 1-42 Does the issuance of green bonds nudge environmental responsibility engagements? Evidence from the Chinese green bond market
by Ying Liu & Hongyun Huang & William Mbanyele & Fengrong Wang & Huiling Liu
- 1-43 Crowdfunding innovative but risky new ventures: the importance of less ambiguous tone
by Ye Liu & Ke Zhang & Weili Xue & Ziyu Zhou
- 1-43 Elitist-opposition-based artificial electric field algorithm for higher-order neural network optimization and financial time series forecasting
by Sarat Chandra Nayak & Satchidananda Dehuri & Sung-Bae Cho
- 1-43 Stock liquidity, financial constraints, and innovation in Chinese SMEs
by Wei Liu & Yoshihisa Suzuki
- 1-44 Determining the financial performance of the firms in the Borsa Istanbul sustainability index: integrating multi criteria decision making methods with simulation
by Ahmet Kaya & Dragan Pamucar & Hasan Emin Gürler & Mehmet Ozcalici
- 1-44 How do emotions affect giving? Examining the effects of textual and facial emotions in charitable crowdfunding
by Baozhou Lu & Tailai Xu & Weiguo Fan
- 1-46 Heterogeneity in the volatility spillover of cryptocurrencies and exchanges
by Meiyu Wu & Li Wang & Haijun Yang
- 1-46 Cryptocurrency competition: empirical testing of Hayek’s vision of private monies
by Fabian Mayer & Peter Bofinger
- 1-47 Net valence analysis of iris recognition technology-based FinTech
by Mutaz M. Al-Debei & Omar Hujran & Ahmad Samed Al-Adwan
- 1-49 Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities
by Mahdi Ghaemi Asl & David Roubaud
- 1-50 Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data
by Wenyang Huang & Huiwen Wang & Yigang Wei & Julien Chevallier
- 1-50 A hybrid model for stock price prediction based on multi-view heterogeneous data
by Wen Long & Jing Gao & Kehan Bai & Zhichen Lu
December 2023, Volume 9, Issue 1
Printed from https://ideas.repec.org/s/spr/fininn.html
