The directional spillover effects and time-frequency nexus between stock markets, cryptocurrency, and investor sentiment during the COVID-19 pandemic
Purpose This paper aims to analyze the connectedness between Gulf Cooperation Council
(GCC) stock market index and cryptocurrencies. It investigates the relevant impact of …
(GCC) stock market index and cryptocurrencies. It investigates the relevant impact of …
Portfolio insurance strategy in the cryptocurrency market
In this study, we perform a comparative analysis of portfolio insurance strategies for the
cryptocurrency market. We examine performance evaluation regarding the various …
cryptocurrency market. We examine performance evaluation regarding the various …
The role of international research collaboration and faculty related factors in publication citations: Evidence from Lebanon
The importance of international collaboration in the research field is well-documented, but its
impact on the number of citations received by research publications is not fully understood …
impact on the number of citations received by research publications is not fully understood …
A Novel Feature Selection Method for Risk Management in High-Dimensional Time Series of Cryptocurrency Market
E Varedi, R Boostani - ACM Journal of Data and Information Quality, 2023 - dl.acm.org
In this study, a novel approach for feature selection has been presented in order to
overcome the challenge of classifying positive and negative risk prediction in the …
overcome the challenge of classifying positive and negative risk prediction in the …
What drives users' knowledge payment behaviour? The moderating role of knowledge expertise and social identity
J Liu, W Fan, X Li, X Liu - Behaviour & Information Technology, 2024 - Taylor & Francis
Previous research on user payment behaviour in online community has predominantly
focused on the pre-paid mode, with limited understanding of the antecedents influencing …
focused on the pre-paid mode, with limited understanding of the antecedents influencing …
[PDF][PDF] Multiscale Spillover transmission in chinas investment preferences using dynamic stochastic volatility framework
L Yu, HM Yaacob, D Buqi - Inf. Sci. Lett, 2023 - digitalcommons.aaru.edu.jo
This paper aims to understand how volatility spreads in the financial system and affects
security markets and financial crises. The researchers introduced a new approach using a …
security markets and financial crises. The researchers introduced a new approach using a …
Impact of Liquidity and Investors Sentiment on Herd Behavior in Cryptocurrency Market
S Bogdan, N Brmalj, E Mujačević - International journal of financial …, 2023 - mdpi.com
This research addresses the impact of individual investors on the cryptocurrency market,
focusing specifically on the development of herd behavior. Although the phenomenon of …
focusing specifically on the development of herd behavior. Although the phenomenon of …
Is digital gold a hedge, safe haven, or diversifier? An analysis of cryptocurrencies, DeFi tokens, and NFTs
Y Maouchi, M Fakhfekh, L Charfeddine… - Applied Economics, 2024 - Taylor & Francis
The crypto assets market is growing rapidly, exposing investors to new risks. As a result,
finding viable candidates to hedge and diversify crypto portfolios is a critical and timely topic …
finding viable candidates to hedge and diversify crypto portfolios is a critical and timely topic …
[HTML][HTML] Market behaviors around bankruptcy and frozen funds withdrawal: Trading stranded assets on FTX
L Galati, A Webb, RI Webb - Journal of Economics and Business, 2024 - Elsevier
How do cryptocurrency markets react when an exchange allows trading but freezes
withdrawals? This study examines the impact of liquidity funding shocks on the market …
withdrawals? This study examines the impact of liquidity funding shocks on the market …
A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
The paper analyzes the cryptocurrency ecosystem at both the aggregate and individual
levels to understand the factors that impact future volatility. The study uses high-frequency …
levels to understand the factors that impact future volatility. The study uses high-frequency …