Financial applications of machine learning: A literature review

N Nazareth, YVR Reddy - Expert Systems with Applications, 2023 - Elsevier
This systematic literature review analyses the recent advances of machine learning and
deep learning in finance. The study considers six financial domains: stock markets, portfolio …

Assessment of sustainable green financial environment: the underlying structure of monetary seismic aftershocks of the COVID-19 pandemic

W Fu, K Abbass, AAK Niazi, H Zhang, A Basit… - … science and pollution …, 2023 - Springer
The study aims to assess a sustainable green financial environment by exploring the
underlying structure of monetary seismic aftershocks of the COVID-19 pandemic. This study …

The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China

DC Broadstock, K Chan, LTW Cheng, X Wang - Finance research letters, 2021 - Elsevier
We examine the role of ESG performance during market-wide financial crisis, triggered in
response to the COVID-19 global pandemic. The unique circumstances create an inimitable …

Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world

W Rouatbi, E Demir, R Kizys, A Zaremba - International review of financial …, 2021 - Elsevier
The COVID-19 pandemic has exerted a noteworthy impact on stock market volatility around
the world. Can vaccination programs revert these adverse effects? To answer this question …

Quantifying the asymmetric spillovers in sustainable investments

N Iqbal, MA Naeem, MT Suleman - Journal of International Financial …, 2022 - Elsevier
Owing to the growing importance of socially responsible investments in the wake of climate
change mitigation goals, we estimate the asymmetric time-and frequency-spillovers between …

How to survive a pandemic: The corporate resiliency of travel and leisure companies to the COVID-19 outbreak

T Kaczmarek, K Perez, E Demir, A Zaremba - Tourism Management, 2021 - Elsevier
What protects travel and leisure companies from a global pandemic, such as COVID-19? To
answer this question, we investigate data on over 1200 travel and leisure companies in 52 …

Banking sector reactions to COVID-19: The role of bank-specific factors and government policy responses

E Demir, GO Danisman - Research in International Business and Finance, 2021 - Elsevier
This paper examines the impact of bank-specific factors and variations in the context of
stringency of government policy responses on bank stock returns because of the COVID-19 …

[HTML][HTML] The impact of policy responses to COVID-19 on US travel and leisure companies

MH Chen, E Demir, CD García-Gómez… - Annals of Tourism …, 2020 - Elsevier
This paper analyzes the impact of government restrictions arising from the COVID-19
pandemic on stock returns of US travel and leisure companies. We demonstrate that the …

The effect of COVID‐19 on the global stock market

P Chatjuthamard, P Jindahra, P Sarajoti… - Accounting & …, 2021 - Wiley Online Library
This paper investigates the effect of COVID‐19 on the global stock market. Specifically, we
test whether the growth in the number of confirmed cases/deaths affects market quality …

The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns

MT Suleman, UA Sheikh, EC Galariotis… - Annals of Operations …, 2023 - Springer
This article is the first one to examine the moderating role of bitcoin sentiment indices on the
short term and long-term time–frequency-based good and bad network connectedness of all …