Bubbles all the way down? Detecting and date-stamping bubble behaviours in NFT and DeFi markets

Y Wang, F Horky, LJ Baals, BM Lucey… - Journal of Chinese …, 2022 - Taylor & Francis
Amid surging market values and widespread regulatory discussion, NFT and DeFi markets
are widely perceived as being simply speculative in nature. This paper detects the existence …

Return spillover analysis across central bank digital currency attention and cryptocurrency markets

Y Wang, Y Wei, BM Lucey, Y Su - Research in International Business and …, 2023 - Elsevier
Many central banks have now developed their digital currencies in response to the
challenges posed by the proliferation of decentralised digital cryptocurrencies. However …

Can cryptocurrency solve the problem of financial constraint in corporates? A literature review and theoretical perspective

J Symss - Qualitative Research in Financial Markets, 2023 - emerald.com
Purpose This paper aims to attempt to examine some of the unique features of
cryptocurrency and the reasons for its growing market acceptability. Given the expanding …

[HTML][HTML] Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets

Y Wei, Y Wang, BM Lucey, SA Vigne - Journal of Commodity Markets, 2023 - Elsevier
Several common properties shared by cryptocurrencies and precious metals, such as safe
haven, hedge and diversification for risk assets, have been widely discussed since Bitcoin …

Exploring time and frequency linkages of green bond with renewable energy and crypto market

MP Yadav, P Tandon, AB Singh, A Shore… - Annals of Operations …, 2022 - Springer
This paper examines the dynamic linkages of green bond with the energy and crypto market.
The S&P green bond index (RSPGB) is used as a proxy for the green bond market; S&P …

The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis

S Boubaker, TDQ Le, R Manita, T Ngo - Annals of Operations Research, 2023 - Springer
The trade-off between the returns and the risks associated with the stocks (ie, the Sharpe
ratio, SR) is an important measure of portfolio optimization. In recent years, the …

The role of media coverage in the bubble formation: evidence from the Bitcoin market

Y Li, W Zhang, A Urquhart, P Wang - Journal of International Financial …, 2022 - Elsevier
This paper explores the role of media coverage in bubble formation in the Bitcoin market.
Three main findings emerge. First, media coverage, regardless of the tone, increases the …

Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occam's window approach

Y Shang, Y Wei, Y Chen - Finance Research Letters, 2022 - Elsevier
The inherent relationship between gold and cryptocurrency has been verified for a long time.
However, no research has explored the possible predictive ability of cryptocurrency market …

Fintech, bank concentration and commercial bank profitability: Evidence from Chinese urban commercial banks

L Li, W Gao, W Gu - Finance Research Letters, 2023 - Elsevier
This article empirically examines the non-linear relationship and moderating effect between
fintech, bank concentration and commercial bank profitability using unbalanced panel data …

A novel granular decomposition based predictive modeling framework for cryptocurrencies' prices forecasting

I Ghosh, RK Jana, DK Sharma - China Finance Review International, 2024 - emerald.com
Purpose Owing to highly volatile and chaotic external events, predicting future movements of
cryptocurrencies is a challenging task. This paper advances a granular hybrid predictive …