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Dean Fantazzini
In this paper, we analyzed a dataset of over 2000 crypto-assets to assess their credit risk by computing their probability of death using the daily range. Unlike conventional low-frequency volatility models that only utilize close-to-close prices, the da...
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Khaled Almiani, Mutaz Abu Alrub, Young Choon Lee, Taha H. Rashidi and Amirmohammad Pasdar
As a critical factor in ensuring the growth of the electronic auction (e-auction) domain, the privacy and security of the participants (sellers and buyers) must always be guaranteed. Traditionally, auction data, including participant details, are stored ...
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Hashmat Ali,Zulfiqar Ali Menon,Ajab Khan,Muhammad Muddassar Khan,Imad Ali,Khan Baz,Muhammad Arif,Manzoor Hussain,Waqar Jalal
Pág. 139 - 148
Motivated by the previous literature on investor sentiment and assuming that terrorist activities affect investor mood, this study attempts to address the psychological impact of terrorism for investors in Pakistan stock market. Apart from a direct econo...
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Edson Kambeu
Pág. 57 - 69
A logistic regression model is has also become a popular model because of its ability to predict, classify and draw relationships between a dichotomous dependent variable and dependent variables. On the other hand, the R programming language has become a...
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Francesco Rundo
High-frequency trading is a method of intervention on the financial markets that uses sophisticated software tools, and sometimes also hardware, with which to implement high-frequency negotiations, guided by mathematical algorithms, that act on markets f...
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Antonio Marcos Duarte Junior,Hugo Ghiaroni Albuquerque e Silva
Pág. 221 - 249
We consider the problem of equity valuation. The use of fuzzy multicriteria decision analysis is proposed to solve the problem. The resulting methodology allows the use of the multiples most often calculated by equity analysts from audited balance sheets...
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Chun-Pin (Chris) Hsu, Triant Flouris
Pág. 41 - 50
During the past decade, the European airline industry has started a series of consolidations. Although the topics of airlines? mergers and acquisitions have been discussed in several aspects, the issue of how their stock prices and trading volumes respon...
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Nawal Seif Kassim,Roslily Ramlee,Salina Kassim
Pág. 40 - 51
Does the inclusion or exclusion from the Shariah index have any effect on the performance of a stock? This study aims to examine the impact of stock inclusion (or exclusion) on the stock prices and trading volume of the firms. Based on the case of select...
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Ouarda Moatemri,Abdelfeteh El-Bori
Pág. 632 - 638
The objective of this paper is to provide an empirical behavioral analysis of the relationship between the trading volume and the future evolution of stock returns. This subject has been examined empirically on the European financial market during ...
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