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Profitability of technical trading rules among cryptocurrencies with privacy function
(Elsevier, 2020-03-18)
- article
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
(Elsevier, 2020-01-10)
- article
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 ...
Fair Value Appraisal and Financial Reporting
(Vaasan yliopisto, 2020-10)
Artikkeliväitöskirja
Artikkeliväitöskirja
This thesis analyzes phenomena that occur when financial reporting on real estate companies located in the European Union is published under International Financial Reporting Standards (IFRS). The first and second essays ...
Research on discretion in accounting : Evidence from the adoption of IAS 19R
(Vaasan yliopisto, 2020-11-27)
Monografiaväitöskirja
Monografiaväitöskirja
This dissertation examines the discretionary accounting choices using the setting of IAS 19R employee benefits, which replaced the IAS 19 in 2013. More specifically, two main changes under the IAS 19R have been investigated: ...
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)
- article
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)
- article
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)
- article
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)
- article
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
(Elsevier, 2020-07-01)
- article
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
(Elsevier, 2020-01-01)
- article
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 ...