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Jelena Radojicic,Ognjen Radovic
Pág. 053 - 069
This paper examines the market efficiency of the most significant cryptocurrencies, Bitcoin and Ethereum. In the paper, we use several different tests to check the normality of return distribution, long-run correlation and heteroscedasticity of retu...
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Nassar S. Al-Nassar
This study contributes to the ongoing debate on the size effect and size-based investment styles by investigating the return and volatility spillovers and time-varying conditional correlations among Saudi large-, mid-, and small-cap indices. To this end,...
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Thi Ngoc Bui, Xuan Hung Nguyen and Kieu Trang Pham
This research investigates the relationship between capital structure and firm value for companies listed on the Vietnamese stock market. The study utilizes data from audited financial statements of 769 companies spanning from 2012 to 2022, amounting to ...
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Xinyi Li, Yuhong Zhang, Xing Zhang and Runtang Gu
This study investigated the relationship between a sector-specific Australian Real Estate Investment Trust (A-REITs) and the underlying property assets in its property portfolio. The existing studies have assessed the connectedness/correlation between th...
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Kittipob Saetia and Jiraphat Yokrattanasak
Machine learning for stock market prediction has recently been popular for identifying stock selection strategies and providing market insights. In this study, we adopted machine learning algorithms to analyze technical indicators, and Google Trends sear...
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