Deep learning for Bitcoin price direction prediction: models and trading strategies empirically compared

O Omole, D Enke - Financial Innovation, 2024 - Springer
This paper applies deep learning models to predict Bitcoin price directions and the
subsequent profitability of trading strategies based on these predictions. The study …

Environmental-social-governance preferences and investments in crypto-assets

P Ciaian, A Cupak, P Fessler, A Kancs - arXiv preprint arXiv:2206.14548, 2022 - arxiv.org
Individuals invest in Environmental-Social-Governance (ESG)-assets not only because of
(higher) expected returns but also driven by ethical and social considerations. Less is known …

Does a higher hashrate strengthen Bitcoin network security?

D Kim, D Ryu, RI Webb - Financial Innovation, 2024 - Springer
In the blockchain world, proof-of-work is the dominant protocol mechanism that determines
the consensus of the ledger. The hashrate, a measure of the computational power directed …

[HTML][HTML] Time-varying nexus and causality in the quantile between Google investor sentiment and cryptocurrency returns

FB Hamadou, T Mezghani, MB Abbes - Blockchain: Research and …, 2024 - Elsevier
Understanding the interplay between investor sentiment and cryptocurrency returns has
become a critical area of research. Indeed, this study aims to uncover the role of Google …

Competency or investment? The impact of NFT design features on product performance

Y Wang, J An, X Zhao, X Lu - Decision Support Systems, 2024 - Elsevier
This study investigates how NFT design features affect project performance. From the
consumption perspective, NFT design features are divided into competency-related (image …

Portfolio diversification possibilities of cryptocurrency: global evidence

A Jayawardhana, SRN Colombage - Applied Economics, 2024 - Taylor & Francis
This article explores the cointegration, co-movement, and causality relationships amongst
the equity, debt, and cryptocurrency markets to determine the risk diversification possibilities …

The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective

KA Dimitriadis, D Koursaros, CS Savva - Applied Economics, 2024 - Taylor & Francis
This study investigates whether representative sectoral stock indices, gold, oil, Bitcoin, and
wheat can mitigate risk and improve portfolio performance during normal times versus …

Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness

J Sila, E Kocenda, L Kristoufek, J Kukacka - Journal of International …, 2024 - Elsevier
Cryptocurrencies exhibit unique statistical and dynamic properties compared to those of
traditional financial assets, making the study of their volatility crucial for portfolio managers …

Cross-market volatility dynamics in crypto and traditional financial instruments: quantifying the spillover effect

MH Shahrour, R Lemand, M Mourey - The Journal of Risk Finance, 2024 - emerald.com
Cross-market volatility dynamics in crypto and traditional financial instruments: quantifying the
spillover effect | Emerald Insight Books and journals Case studies Expert Briefings Open …

The Impact of Risk Management on Lebanese Banks' Performance: A Qualitative Study

S Alayli - Dutch Journal of Finance and Management, 2024 - djfm-journal.com
This research employs a qualitative technique to examine the complexities of settlement risk
in Lebanese banks against the backdrop of the country's volatile economic environment …