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 …
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 …
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
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 …
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
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 …
the world. Can vaccination programs revert these adverse effects? To answer this question …
Quantifying the asymmetric spillovers in sustainable investments
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 …
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
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 …
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 …
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
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 …
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 …
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 …
short term and long-term time–frequency-based good and bad network connectedness of all …