Financial Innovation, Page 3

Journal Article

Relationships among return and liquidity of cryptocurrencies

Zhang, Mianmian; Zhu, Bing; Li, Ziyuan; Jin, Siyuan; Xia, Yong

2024 Financial Innovation

The cryptocurrency market is a complex and rapidly evolving financial landscape in which understanding the inter- and intra-asset dependencies among key financial variables, such as return and liquidity, is crucial. In this study, we analyze daily return and liquidity data for six major...

Open Access

Journal Article

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

Terraza, Virginie; Boru İpek, Aslı; Rounaghi, Mohammad Mahdi

2024 Financial Innovation

doi:10.1186/s40854-023-00520-3

The spread of the coronavirus has reduced the value of stock indexes, depressed energy and metals commodities prices including oil, and caused instability in financial markets around the world. Due to this situation, investors should consider investing in more secure assets, such as real estate...

Open Access

Journal Article

Detecting DeFi securities violations from token smart contract code

Trozze, Arianna; Kleinberg, Bennett; Davies, Toby

2024 Financial Innovation

doi:10.1186/s40854-023-00572-5

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 capitalization. However, it has also been connected to crime, particularly various types of...

Open Access

Journal Article

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

Lahmiri, Salim

2024 Financial Innovation

doi:10.1186/s40854-024-00628-0

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) were estimated before and during the COVID-19 pandemic. Then, we applied Student’s t-test...

Open Access

Journal Article

Time and frequency dynamics between NFT coins and economic uncertainty

Sadorsky, Perry; Henriques, Irene

2024 Financial Innovation

doi:10.1186/s40854-023-00565-4

Non-fungible tokens (NFTs) are one-of-a-kind digital assets that are stored on a blockchain. Examples of NFTs include art (e.g., image, video, animation), collectables (e.g., autographs), and objects from games (e.g., weapons and poisons). NFTs provide content creators and artists a way to...

Open Access

Journal Article

The volatility mechanism and intelligent fusion forecast of new energy stock prices

Fan, Guo-Feng; Zhang, Ruo-Tong; Cao, Cen-Cen; Peng, Li-Ling; Yeh, Yi-Hsuan;

2024 Financial Innovation

doi:10.1186/s40854-024-00621-7

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 energy, as well as economic situation and policy environment, have led to continuous...

Open Access

Journal Article

Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?

Maghyereh, Aktham; Al-Shboul, Mohammad

2024 Financial Innovation

doi:10.1186/s40854-023-00550-x

This study explores whether the COVID-19 outbreak and Russian–Ukrainian (R–U) conflict have impacted the efficiency of cryptocurrencies. The novelty of this study is the use of the Cramér-von Mises test to examine cryptocurrency efficiency. We used a sample of daily prices for the six largest...

Open Access

Journal Article

An interval constraint-based trading strategy with social sentiment for the stock market

Li, Mingchen; Yang, Kun; Lin, Wencan; Wei, Yunjie; Wang, Shouyang

2024 Financial Innovation

doi:10.1186/s40854-023-00567-2

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 considered one of the most challenging tasks. Therefore, this study analyzes and extracts...

Open Access

Journal Article

Modeling the link between environmental, social, and governance disclosures and scores: the case of publicly traded companies in the Borsa Istanbul Sustainability Index

Kartal, Mustafa Tevfik; Kılıç Depren, Serpil; Pata, Ugur Korkut; Taşkın, Dilvin; Şavlı, Tuba

2024 Financial Innovation

doi:10.1186/s40854-024-00619-1

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 (XUSRD) index. In this context, this study considers 66 companies, examining recently...

Open Access

Journal Article

Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications

Mensi, Waild; Gubareva, Mariya; Al-Yahyaee, Khamis Hamed; Teplova, Tamara; Kang, Sang Hoon

2024 Financial Innovation

doi:10.1186/s40854-023-00586-z

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 quantile spillovers are higher than those at the median, meaning that connectedness...

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