云南高校图书馆联盟文献共享服务平台- Financial Innovation

《Financial Innovation》: 作品数：650被引量：532H指数：11; 导出分析报告; 主办单位：西南财经大学; 最新期次：2024年1期更多>>; 发文主题：EVIDENCEFINANCIALMARKETFINANCEINTRODUCTION更多>>; 发文领域：经济管理自动化与计算机技术文化科学理学更多>>; 发文基金：国家自然科学基金国家社会科学基金中国博士后科学基金北京市自然科学基金更多>>

How likely is it to beat the target at different investment horizons: an approach using compositional data in strategic portfolios: 《Financial Innovation》2024年第1期886-902,共17页Fernando Vega-Gámez Pablo J.Alonso-González; Financial support was received from Grant TED2021-129316B-I00 funded by MCIN/AEI/10.13039/501100011033 as appropriate,by the“European Union NextGenerationEU/PRTR”;Grant PID2021-123592OB-I00 funded by MCIN/AEI/10.13059/501100011033 and,as appropriate,by“ERDF A way of making Europe”.; Strategic portfolios are asset combinations designed to achieve investor objectives.A unique feature of these investments is that portfolios must be rebalanced periodically to maintain the initially established struct...; 关键词：Compositional data Investment horizons Logit models PROBABILITY Strategicportfolios

Portfolio management under capital market frictions:a grey clustering approach: 《Financial Innovation》2024年第1期903-938,共36页Elena Valentina Tilică Victor Dragotă Camelia Delcea Răzvan Ioan Tătaru; partially financed by CEFIMO.; International portfolio management is influenced by the existence of“frictions”,factors or events that interfere with trade,which are linked in financial literature to market-specific factors,such as available infor...; 关键词：Grey clustering Market frictions index Information REGULATION Investor protection LIQUIDITY Portfolio management Post-communist East European capital markets Efficient market hypothesis

Analyzing time-frequency connectedness between cryptocurrencies,stock indices,and benchmark crude oils during the COVID-19 pandemic: 《Financial Innovation》2024年第1期939-966,共28页Majid Mirzaee Ghazani Ali Akbar Momeni Malekshah Reza Khosravi; We used daily return series for three pairs of datasets from the crude oil markets(WTI and Brent),stock indices(the Dow Jones Industrial Average and S&P 500),and benchmark cryptocurrencies(Bitcoin and Ethereum)to exam...; 关键词：TIME-FREQUENCY COVID-19 Wavelet coherence SPILLOVER VOLATILITY

Investor sentiment and the holiday effect in the cryptocurrency market:evidence from China: 《Financial Innovation》2024年第1期967-1002,共36页Pengcheng Zhang Kunpeng Xu Jian Huang Jiayin Qi; One of the authors(Jian Huang)received research support from Towson University,for this research.; This study employs a fixed-effects model to investigate the holiday effect in the cryptocurrency market,using trading data for the top 100 cryptocurrencies by market capitalization on Coinmarketcap.com from January 1,...; 关键词：Cryptocurrency Holiday effect Investor sentiment Text analysis

Estimation of default and pricing for invoice trading(P2B)on crowdlending platforms: 《Financial Innovation》2024年第1期1003-1031,共29页Cristian Marques Corrales Luis Alberto Otero González Pablo Durán Santomil; the funding provided by the Galician Regional Government[ED431C 2020/18];co-funded by the European Regional Development Fund(ERDF/FEDER)within the period 2020-2023.; This study developed several machine learning models to predict defaults in the invoice-trading peer-to-business(P2B)market.Using techniques such as logistic regression,conditional inference trees,random forests,suppo...; 关键词：Crowdlending FACTORING P2B Machine learning PRICING DEFAULT

Does a higher hashrate strengthen Bitcoin network security?: 《Financial Innovation》2024年第1期1032-1046,共15页Daehan Kim Doojin Ryu Robert I.Webb; supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea(NRF-2022S1A5A2A01044485).; In the blockchain world,proof-of-work is the dominant protocol mechanism that determines the consensus of the ledger.The hashrate,a measure of the computational power directed toward securing a blockchain through proo...; 关键词：Bitcoin Blockchain security Blockchain sustainability Financial innovation Proof-of-work

Asymmetric connectedness between conventional and Islamic cryptocurrencies:Evidence from good and bad volatility spillovers: 《Financial Innovation》2024年第1期1047-1072,共26页Elie Bouri Mahdi Ghaemi Asl Sahar Darehshirit David Gabauer; This paper examines the dynamics of the asymmetric volatility spillovers across four major cryptocurrencies comprising nearly 61% of cryptocurrency market capitalization and covering both conventional(Bitcoin and Ethe...; 关键词：Cryptocurrencies TVP-VAR Dynamic connectedness Asymmetric connectedness Volatility spillovers

Stock return prediction with multiple measures using neural network models被引量：1: 《Financial Innovation》2024年第1期1073-1106,共34页Cong Wang; In the field of empirical asset pricing,the challenges of high dimensionality,non-linear relationships,and interaction effects have led to the increasing popularity of machine learning(ML)methods.This study investigat...; 关键词：Neural network model Stock return Macroeconomic conditions Factor model

Stock price index analysis of four OPEC members:a Bayesian approach: 《Financial Innovation》2024年第1期1107-1135,共29页Saman Hatamerad Hossain Asgharpur Bahram Adrangi Jafar Haghighat; This study examines the relationship between macroeconomic variables and stock price indices of four prominent OPEC oil-exporting members.Bayesian model averaging(BMA)and regularized linear regression(RLR)are employed...; 关键词：EQUITIES MACROECONOMICS Bayesian model averaging Bayesian estimation Regularized linear regression OPEC countries

Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies:fresh evidence from intra-day-based good and bad volatilities: 《Financial Innovation》2024年第1期1136-1184,共49页Mahdi Ghaemi Asl David Roubaud; This study examines the nexus between the good and bad volatilities of three technological revolutions—financial technology(FinTech),the Internet of Things,and artificial intelligence and technology—as well as the t...; 关键词：Cryptocurrency Blockchain Financial technology Volatilities Nonparametric quantile causality

《Financial Innovation》