The stock market is characterized by extreme fluctuations, non-linearity, and shifts in internal
and external environmental variables. Artificial intelligence (AI) techniques can detect such …

The exponential growth of Fintech innovation has increased the interest in cryptocurrency
market informational efficiency given that cryptocurrencies and their underlying blockchain …

This article proposes a new paradigm of asymmetric multifractality in financial time series,
where the scaling feature varies over two adjacent intervals. The proposed approach first …

The behavior of market participants often does not rely on market signals, but replicates the
investment decisions of other parties. The convergence of their investment behavior leads to …

The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a
multifractal analysis | Emerald Insight Books and journals Case studies Expert Briefings Open …

Purpose The objective of this research is to determine the influence of solvency and liquidity
on the profitability [return on assets (ROA)] of Tunisian banks from Q2-2020 to Q3-2022 by …

This study examines the impacts of recent turbulent events (Brexit, COVID-19 pandemic, and
the Russia–Ukraine conflict) on the European banks' resilience. Using the quarterly data of …

Since the industrial revolution, the geopolitics of energy has been a driver of global
prosperity and security, and determines the survival of life on our planet. This study …

This study examines the inner dynamics of multifractality between the carbon market (EU
ETS) and four major fossil fuel energy markets: Brent Crude Oil (BRN), Richards Bay Coal …

Herding behavior before and after COVID-19 pandemic: evidence from the Vietnam stock
market | Emerald Insight Books and journals Case studies Expert Briefings Open Access …