Given the importance of the financial markets in the global context, data analysis and new
statistical approach are always welcome, especially if we are referring to G-20 group (the …

Research background: Covid-19 has affected the global economy and has had an inevitable
impact on capital markets. In the week of February 24–28, 2020, stock markets crashed. The …

In this study, we test the efficient market hypothesis for a number of sectors in the US stock
market during the COVID-19 pandemic to identify its effects on individual sectors. To test this …

We examine the serial correlation structure of six liquid cryptocurrencies with a long data
record–Bitcoin, DASH, Stellar, Litecoin, Monero, and Ripple–with a use of the detrended …

How stock markets relate to each other is very important because this could have positive
effects (such as enhancing economic growth) but also negative effects (possible contagion …

Independent of science branch, scientists have a consensus that peoples lives are highly
susceptible to risk, and effectively quantifying risk is a big challenge. This paper assesses …

This study analyzes the current status and potential of clean energy stocks compared with
the overall stock market index, particularly in terms of market efficiency and information flow …

The complex dynamics of financial asset prices play a pivotal role in the global economy
and consequently in the life of the people. Thus, this research encompasses a systematic …

To realise how crises are disseminated is relevant for policy makers and regulators in order
to take appropriate measures to prevent or contain the propagation of crises. This study aims …

Recently, cryptocurrencies have received substantial attention by investors given their
innovative features, simplicity and transparency. We here analyze the increasingly popular …