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Keundug Park and Heung-Youl Youm
The volume of the asset investment and trading market can be expanded through the issuance and management of blockchain-based security tokens that logically divide the value of assets and guarantee ownership. This paper proposes a service model to solve ...
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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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Anh Thi Kim Nguyen, Loc Dong Truong and H. Swint Friday
This study employs OLS, GARCH and EGARCH regression models to test the expiration-day effects of index stock futures on market returns, volatility and trading volume for the Ho Chi Minh Stock Exchange (HOSE). Data used in this study is from a daily retur...
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Jean-Pierre Gueyie, Mouhamadou Saliou Diallo and Mamadou Fadel Diallo
The objective of this paper is to study the contemporaneous relationship and the dynamic relationship between the stock index return and the trading volume on the Bourse Régionale des Valeurs Mobilières using daily data from 5 January 2015 to 31 October ...
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Qian Chen, Xiang Gao, Jianming Mo and Zhouling Xu
The existing literature shows that, due to locality and familiarity, spatial investor?firm adjacency plays a key role in determining stock investor attention, as proxied by the location where investors initiate an Internet search of the ticker symbol. Th...
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Dominik Metelski and Janusz Sobieraj
Decentralized finance (DeFi) protocols use blockchain-based tools to mimic banking, investment and trading solutions and provide a viable framework that creates incentives and conditions for the development of an alternative financial services market. In...
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Marcin Watorek, Jaroslaw Kwapien and Stanislaw Drozdz
Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study. In order to fill this gap, we analyse detrended correlations of the price returns, the average number of trades in time unit, and t...
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Yongzhong Wu, Kang Wen and Xuelian Zou
Greenhouse gas (GHG) emissions in shipping have been receiving growing concerns in the maritime industry. Recently, the International Maritime Organization (IMO) is considering the introduction of a global shipping carbon tax, which has become the most t...
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Athanasios Tsagkanos, Konstantinos Gkillas, Christoforos Konstantatos and Christos Floros
The present research investigates the impact of trading volume on stock return volatility using data from the Greek banking system. For our analysis, the empirical study uses daily measures of volatility constructed from intraday data for the period 5 Ja...
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Parizad Phiroze Dungore and Sarosh Hosi Patel
The generalized autoregressive conditional heteroscedastic model (GARCH) is used to estimate volatility for Nifty Index futures on day trades. The purpose is to find out if a contemporaneous or causal relation exists between volatility volume and open in...
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