This study analyses whether returns of top market capitalised crypto-currencies are affected by their movements or major global macroeconomic news. Daily data are collected for the leading 10 cryptocurrencies from July 2017–December 2018. This study, (i) tests whether lagged variables can help...

On the 3rd September 2001, Hewlett-Packard Company (NYSE: HWP) and Compaq Computer Corporation (NYSE: CPQ) announced a definitive merger agreement to create an $87 billion global technology leader. The aim of this paper is to analyze if Compaq and HP shareholders have benefited from such a...

This study investigates if the biggest players in major foreign currencies futures markets are affected by current and previous financial conditions. Using root mean squared errors (RMSE), normalized RMSE, and Nash-Sutcliffe efficiency, this study compares the impact of current, 1 and 2 week...

This study analyses the effect of a 5% VAT in the UAE for the period 2018–2022. The methodology includes collection efficiency, standard tax rate and the final consumption expenditure (FCE). Various scenarios are analysed, including a constant 5% VAT for 2018–2022; increasing it by 2.39% yearly;...

Using CFTC’s COT data, this letter analysed whether large hedgers and large speculators were influenced by major economic events of the 1990s. Eight major economics events are looked at over 10-year period, and findings support that these informed players were hardly affected by major events....

Purpose: This study investigates the implementation of the short selling ban policy imposed by the Italian stock exchange on healthcare stock prices, as a tool to mitigate COVID-19 price effects. Important contributions are in terms of assessing (i) the effect of the temporary short selling ban...

The contribution of behavioral finance in the investor’s world cannot be fully justified without the existence and use of technical indicators which are all clear indications of investors’ representativeness and availability bias. Existing literature on technical analysis based trading...

This paper sheds light on the relationship between the Nasdaq Composite Index and a newly proposed Energy Futures Conditions Index (EFCI). While various financial conditions indices provide information about the financial stability of a country, the existence of an energy condition index, using...

Purpose: The purpose of this paper is to shed fresh light into whether an energy commodity price index (ENFX) and energy blockchain-based crypto price index (ENCX) can be used to predict movements in the energy commodity and energy crypto market.Design/methodology/approach: Using principal...

Both services and mining industries gained relatively more importance in the structural changes occurring, particularly in recent years, where the rate of structural change has increased. The study aims at defragmenting the mining and services industries, and analyses their impacts on structural...