Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 69, P. 102273 - 102273
Published: Feb. 9, 2024
Language: Английский
The Journal of Economic Asymmetries, Journal Year: 2022, Volume and Issue: 26, P. e00265 - e00265
Published: Aug. 2, 2022
Language: Английский
Citations
133
Technology in Society, Journal Year: 2021, Volume and Issue: 68, P. 101821 - 101821
Published: Nov. 19, 2021
In the context of China's slowing economic growth and rapid development fintech, it is practical significance to study impact fintech on transformation Chinese enterprises sustainable development. We use data 2064 listed in China from 2012 2018 based DEA Malmquist model calculate total factor productivity entities. The index was constructed by using text mining method analysis test relationship between innovation enterprise transformation. results show that effectively improves real enterprises, promotes transformation, upgrades economy. influence entity mainly through two mechanisms: information effect resource allocation effect. Further research finds heterogeneity absorption capacity large state-owned small medium-sized private promotion fintech. addition, are obviously stronger than enterprises.
Language: Английский
Citations
122
Research in International Business and Finance, Journal Year: 2023, Volume and Issue: 64, P. 101881 - 101881
Published: Jan. 1, 2023
The recent COVID-19 pandemic represents an unprecedented worldwide event to study the influence of related news on financial markets, especially during early stage when information new threat came rapidly and was complex for investors process. In this paper, we investigate whether flow had impact forming market expectations. We analyze 203,886 online articles dealing with published three platforms (MarketWatch.com, NYTimes.com, Reuters.com) in period from January June 2020. Using machine learning techniques, extract sentiment through a market-adapted BERT model that enables recognizing context each word given item. Our results show there is statistically significant positive relationship between scores S&P 500 market. Furthermore, provide evidence components categories NYTimes.com were differently returns.
Language: Английский
Citations
82
Energy Economics, Journal Year: 2022, Volume and Issue: 115, P. 106396 - 106396
Published: Nov. 1, 2022
Language: Английский
Citations
76
Journal of Economic Behavior & Organization, Journal Year: 2023, Volume and Issue: 215, P. 325 - 350
Published: Sept. 28, 2023
Language: Английский
Citations
43
Resources Policy, Journal Year: 2023, Volume and Issue: 83, P. 103672 - 103672
Published: May 19, 2023
Language: Английский
Citations
42
International Review of Economics & Finance, Journal Year: 2024, Volume and Issue: 91, P. 299 - 315
Published: Jan. 18, 2024
This study examines the returns connectedness between NFTs and US sector stock markets. For this purpose, we use recently developed technique of quantile-based regression to explore dependence structure under various conditions. Our results support view that sectoral markets is characterized by asymmetry heterogeneity in extreme conditions compared median quantile mean-based approach. Under normal conditions, all except ENJ are net recipients return spillover from markets, whereas, financial, consumer staple, industrial stocks major transmitters system. However, observe at both tails, as act transmitter (recipient) higher(lower) quantiles. confirms asymmetric structure. We also compute static optimal weights hedge ratios using TVP-VAR model for stocks/NFTs portfolios show investors portfolio managers may consider including their holdings achieve diversification benefits.
Language: Английский
Citations
18
Energy Economics, Journal Year: 2024, Volume and Issue: 134, P. 107523 - 107523
Published: April 4, 2024
Language: Английский
Citations
16
Qualitative Research in Financial Markets, Journal Year: 2025, Volume and Issue: unknown
Published: Feb. 18, 2025
Purpose This study aims to systematically review the literature on how various factors influence investor sentiment and affect financial markets. also sought present an overview of explored contexts research foci, identifying gaps in setting agenda for future research. Design/methodology/approach The systematic investigation yielded 555 journal articles, with few other exceptional inclusions. data have been extracted from two databases, i.e. Scopus Web Science. For bibliometric analysis, VOSviewer Biblioshiny by R used. period is 1985 July 2023. Findings helped us identify influencing has broadly classified these into categories: rational irrational. Rational include – economics monetary policy, exchange rate, interest rates, inflation, government mandatory regulations, earning announcements, stock-split, dividend decisions, audit quality, environmental, social governance aspects ratings. Irrational behavioural psychological factors, media online talk, news entertainment, geopolitical war events, calendar anomalies, natural disasters, religious events festivals, irrationality caused due government/supervisory body corporate events. Using this developed model. In addition, identified trends, methodology, techniques used researchers. Originality/value comprehensively explains stock market using It further proposes extensive agenda. implications participants.
Language: Английский
Citations
2
International Review of Financial Analysis, Journal Year: 2022, Volume and Issue: 85, P. 102458 - 102458
Published: Nov. 19, 2022
Language: Английский
Citations
67