The directional spillover effects and time-frequency nexus between stock markets, cryptocurrency, and investor sentiment during the COVID-19 pandemic

H Soltani, J Taleb, MB Abbes - European Journal of Management and …, 2023 - emerald.com
Purpose This paper aims to analyze the connectedness between Gulf Cooperation Council
(GCC) stock market index and cryptocurrencies. It investigates the relevant impact of …

Portfolio insurance strategy in the cryptocurrency market

H Ko, B Son, J Lee - Research in International Business and Finance, 2024 - Elsevier
In this study, we perform a comparative analysis of portfolio insurance strategies for the
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

Z Alamah, I AlSoussy, A Fakih - Economies, 2023 - mdpi.com
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 …

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 …

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 …

[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 …

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 …

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 …

[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 …

A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes

A Brini, J Lenz - arXiv preprint arXiv:2404.04962, 2024 - arxiv.org
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 …