Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets [0.03%]
加密货币之间的尾部溢出效应及其与黄金、原油和股票市场的不确定性关系
Walid Mensi,Mariya Gubareva,Hee-Un Ko et al.
Walid Mensi et al.
This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin, Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity markets. Using the cross-quantilogram method and quantil...
The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis [0.03%]
土耳其危机期间的总体和部门市场效率的动态变化：与COVID-19爆发和全球金融危机的比较分析
Deniz Erer,Elif Erer,Selim Güngör
Deniz Erer
This study aims to examine the time-varying efficiency of the Turkish stock market's major stock index and eight sectoral indices, including the industrial, financial, service, information technology, basic metals, tourism, real estate inve...
A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting [0.03%]
一种新的数据特征驱动分析的混合方法用于人工智能与机器人索引回报预测
Yue-Jun Zhang,Han Zhang,Rangan Gupta
Yue-Jun Zhang
Forecasting returns for the Artificial Intelligence and Robotics Index is of great significance for financial market stability, and the development of the artificial intelligence industry. To provide investors with a more reliable reference...
Analysis of an event study using the Fama-French five-factor model: teaching approaches including spreadsheets and the R programming language [0.03%]
基于Fama-French五因素模型的事件研究分析：包含Excel和R语言编程的授课方式
Monica Martinez-Blasco,Vanessa Serrano,Francesc Prior et al.
Monica Martinez-Blasco et al.
The current financial education framework has an increasing need to introduce tools that facilitate the application of theoretical models to real-world data and contexts. However, only a limited number of free tools are available for this p...
Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets [0.03%]
股票和加密货币市场中不确定的罕见事件风险下的动态投资组合选择
Wujun Lv,Tao Pang,Xiaobao Xia et al.
Wujun Lv et al.
In response to the unprecedented uncertain rare events of the last decade, we derive an optimal portfolio choice problem in a semi-closed form by integrating price diffusion ambiguity, volatility diffusion ambiguity, and jump ambiguity occu...
Editor's introduction [0.03%]
编者按
Gang Kou
Gang Kou
Francisco Salas-Molina,Juan A Rodríguez-Aguilar,Montserrat Guillen
Francisco Salas-Molina
In this paper, we summarize and analyze the relevant research on the cash management problem appearing in the literature. First, we identify the main dimensions of the cash management problem. Next, we review the most relevant contributions...
Blockchain technology-based FinTech banking sector involvement using adaptive neuro-fuzzy-based K-nearest neighbors algorithm [0.03%]
基于自适应神经模糊K近邻算法的金融科技银行业参与研究：基于区块链技术的方法
Husam Rjoub,Tomiwa Sunday Adebayo,Dervis Kirikkaleli
Husam Rjoub
The study aims to investigate the financial technology (FinTech) factors influencing Chinese banking performance. Financial expectations and global realities may be changed by FinTech's multidimensional scope, which is lacking in the tradit...
Is a correlation-based investment strategy beneficial for long-term international portfolio investors? [0.03%]
基于相关性的投资策略对于长期海外投资者有利吗？
Seema Wati Narayan,Mobeen Ur Rehman,Yi-Shuai Ren et al.
Seema Wati Narayan et al.
Using negative to low-correlated assets to manage short-term portfolio risk is not uncommon among investors, although the long-term benefits of this strategy remain unclear. This study examines the long-term benefits of the correlation stra...
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns [0.03%]
比特币价格对美国股市板块实际波动率的预测能力
Elie Bouri,Afees A Salisu,Rangan Gupta
Elie Bouri
This paper is motivated by Bitcoin's rapid ascension into mainstream finance and recent evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated by a lack of empirical studies on whether Bitcoin prices co...