Aineistot 1-10 / 174
Profitability of technical trading rules among cryptocurrencies with privacy function
This paper studies simple moving average trading strategies employing daily price data on the ten most-traded cryptocurrencies that exhibit the ‘privacy function’. Investigating the 2016–2018 period, our results indicate ...
Assessment and Optimization of Clean Energy Equity Risks and Commodity Price Volatility Indexes : Implications for Sustainability
Although clean energy equities have emerged as a new asset class for market participants, especially environmentally concerned investors, existing and previous studies pay very little attention to how equity investors in ...
When Bitcoin has the flu : on Bitcoin's performance to hedge equity risk in the early wake of the COVID-19 outbreak
(Taylor & Francis, 2020-06-26)
Using the coronavirus COVID-19 outbreak as a set-up for a quasi-experiment, this study derives novel insights on the dynamic correlation between Bitcoin and US stocks. Given the unprecedented scale of infections and the ...
Modelling the volatility of crude oil returns : Jumps and volatility forecasts
(John Wiley and Sons, 2020-07-22)
We contribute to the scarce literature on the oil market volatility index (OVX) by examining the presence of time‐varying jumps in OVX and by assessing the ability of OVX to predict the conditional variance of crude oil ...
Machine Learning in Management Accounting Research : Literature Review and Pathways for the Future
(Taylor & Francis, 2022-11-04)
This paper explores the possibilities of employing machine learning (ML) methods and new data sources in management accounting (MA) research. A review of current accounting and related research reveals that ML methods in ...
Have the anomalies following share buybacks disappeared?
(Taylor & Francis, 2015-12-10)
Although several empirical studies report significant positive long-run abnormal stock returns following share buybacks, a recent event study paper claims that such anomalies have disappeared in the most recent decade and ...
Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes
This paper analyzes the cross-quantile dependence and causality between non-ferrous metals and clean energy indices by employing data from November 2003 to May 2019. Specifically, we utilize the time-varying copulas to ...
Technical trading rules in the cryptocurrency market
This paper studies simple moving average trading strategies employing daily price data on the eleven most-traded cryptocurrencies in the 2016–2018 period. Our results indicate a variable moving average strategy is successful ...
Forecasting ethanol price volatility under structural breaks
(Society of Chemical IndustryWiley, 2020-10-06)
The use of ethanol as a vehicle fuel has reduced greenhouse gas emissions significantly. The introduction of ethanol has also led to a decrease in crude oil prices. Considering the economic and environmental significance ...
Determinants of voluntary sustainability assurance : the importance of corporate environmental performance
(Social Responsibility Research NetworkEmerald, 2019-11-16)
Purpose: The main purpose of this study is to investigate whether corporate environmental performance exerts any significant influence on the voluntary external assurance of sustainability reports. Design/methodology/approach: ...