In the field of business research method, a literature review is more relevant than ever. Even
though there has been lack of integrity and inflexibility in traditional literature reviews with …

The effect of COVID-19 on stock market performance has important implications for both
financial theory and practice. This paper examines the relationship between COVID-19 and …

Abstract Cryptocurrencies (CCs), especially bitcoin (BTC), which comprises a new digital
asset class, have drawn extraordinary worldwide attention. The characteristics of the …

In recent years, deep learning has attracted increasing popularity in modern financial fields.
The volatility of financial asset returns as well as the Value-at-Risk (VaR) play a significant …

This article extends the HAR-RV model to enable it to forecast volatility by including lunch-
break returns, overnight returns, trading volume and leverage effects in the Chinese stock …

This paper investigates volatility spillovers and their asymmetry in the Chinese A-share
market from a firm-level perspective. We calculate the connections of the 5-minute high …

This study estimated Asymmetric generalized autoregressive conditional heteroscadasticity
models with endogenous break dummy on two innovation assumptions using daily all share …

The study aims to investigate the presence of conditional volatility in the Saudi Arabia stock
market returns. The daily closing equity market price indices for Saudi stock exchange …

The online financial community enables non-professional individual investors to express
opinions, share information and even spread emotions through the Internet. This paper uses …

The CRIX (CRyptocurrency IndeX) has been constructed based on a number of cryptos and
provides a high coverage of market liquidity, hu. berlin/crix. The crypto currency market is a …