The current study uses a systematic literature review to summarize and highlight studies on
overconfidence bias in investment decision-making. More specifically, the study synthesizes …

We investigate the impact of the announcement of the COVID-19 pandemic on the market
value and trading volume of supply chain finance (SCF) firms. Using an event study, we …

This paper examines the empirical linkages between Bitcoin returns and transaction activity.
Extant literature shows Bitcoin prices may be detached from economic fundamentals. The …

This paper conducts a review of the literature on the price–volume relationship and its
relation with the implications of the adaptive market hypothesis. The literature on market …

The present paper investigates the causal link between returns and volume in
cryptocurrency markets. Relative to earlier empirical studies on the topic, it employs a …

To predict stock prices with effective information has always been a problem of great
significance in the fields of behavioral finance. In this paper, we predict the stock prices with …

We analyse the causality between past trading volume and index returns in the Pacific Basin
countries. OLS results indicate no causal link between volume and returns. However, the …

Proposing and applying a new spillover index approach based on data-determined
structural vector autoregression to measure connectedness, we examine the daily housing …

The presence of the African Stock Markets (ASMs) in the global frontier markets indices
confirms their global portfolio diversification role. This study investigates the asymmetric and …

This study investigated the asymmetric contemporaneous and lead-lag relationships
between return and trading volume as well as return volatility and volume on the Bitcoin …