Financial Innovation

2015 - 2025

Current editor(s): J. Leon Zhao and Zongyi

From:
Springer
Southwestern University of Finance and Economics
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 10, issue 1, 2024

Assessing efficiency in prices and trading volumes of cryptocurrencies before and during the COVID-19 pandemic with fractal, chaos, and randomness: evidence from a large dataset pp. 1-12

Salim Lahmiri

Unsupervised clustering of bitcoin transactions pp. 1-31

George Vlahavas, Kostas Karasavvas and Athena Vakali

An interval constraint-based trading strategy with social sentiment for the stock market pp. 1-31

Mingchen Li, Kun Yang, Wencan Lin, Yunjie Wei and Shouyang Wang

The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis pp. 1-31

Muhammad Anas, Syed Jawad Hussain Shahzad and Larisa Yarovaya

Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations pp. 1-31

Christian Urom, Gideon Ndubuisi, Hela Mzoughi and Khaled Guesmi

Managing crash risks through supply chain transparency: evidence from China pp. 1-31

Qiming Zhong, Qinghua Song and Chien-Chiang Lee

Impact of implicit government guarantee on the credit spread of urban construction investment bonds pp. 1-31

Rongda Chen, Han Li, Xuhui Tang, Chenglu Jin, Shuonan Zhang and Xinyu Zhang

Mobile money innovations, income inequality and gender inclusion in sub-Saharan Africa pp. 1-21

Simplice Asongu, Peter Agyemang-Mintah, Joseph Nnanna and Yolande E. Ngoungou

Scale elasticity and technical efficiency measures in two-stage network production processes: an application to the insurance sector pp. 1-21

Alireza Amirteimoori, Tofigh Allahviranloo and Aliasghar Arabmaldar

Do US states’ responses to COVID-19 restore investor sentiment? Evidence from S&P 500 financial institutions pp. 1-21

Kaouther Chebbi, Aymen Ammari, Seyed Alireza Athari and Kashif Abbass

ESG scores, scandal probability, and event returns pp. 1-21

Wenya Sun, Yichen Luo, Siu-Ming Yiu, Luping Yu and Wenzhi Ding

Crowdfunding innovative but risky new ventures: the importance of less ambiguous tone pp. 1-43

Ye Liu, Ke Zhang, Weili Xue and Ziyu Zhou

Elitist-opposition-based artificial electric field algorithm for higher-order neural network optimization and financial time series forecasting pp. 1-43

Sarat Chandra Nayak, Satchidananda Dehuri and Sung-Bae Cho

Stock liquidity, financial constraints, and innovation in Chinese SMEs pp. 1-43

Wei Liu and Yoshihisa Suzuki

Does a higher hashrate strengthen Bitcoin network security? pp. 1-15

Daehan Kim, Doojin Ryu and Robert I. Webb

Business cycle and herding behavior in stock returns: theory and evidence pp. 1-14

Kwangwon Ahn, Linxiao Cong, Hanwool Jang and Daniel Sungyeon Kim

Uncertainty about interest rates and crude oil prices pp. 1-14

Mahmoud Qadan and Gil Cohen

Time and frequency dynamics between NFT coins and economic uncertainty pp. 1-26

Perry Sadorsky and Irene Henriques

The credit card-augmented Divisia monetary aggregates: an analysis based on recurrence plots and visual boundary recurrence plots pp. 1-26

Ioannis Andreadis, Athanasios D. Fragkou, Theodoros E. Karakasidis and Apostolos Serletis

An evaluation of the adequacy of Lévy and extreme value tail risk estimates pp. 1-26

Sharif Mozumder, M. Kabir Hassan and M. Humayun Kabir

Feature selection with annealing for forecasting financial time series pp. 1-26

Hakan Pabuccu and Adrian Barbu

Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies pp. 1-26

Carlos Esparcia, Tarek Fakhfakh, Francisco Jareño and Achraf Ghorbel

Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers pp. 1-26

Elie Bouri, Mahdi Ghaemi Asl, Sahar Darehshiri and David Gabauer

Deep learning for Bitcoin price direction prediction: models and trading strategies empirically compared pp. 1-26

Oluwadamilare Omole and David Enke

Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach pp. 1-36

Jules Clement Mba

Portfolio management under capital market frictions: a grey clustering approach pp. 1-36

Elena Tilica, Victor Dragotă, Camelia Delcea and Răzvan Ioan Tătaru

Investor sentiment and the holiday effect in the cryptocurrency market: evidence from China pp. 1-36

Pengcheng Zhang, Kunpeng Xu, Jian Huang and Jiayin Qi

The implication of cryptocurrency volatility on five largest African financial system stability pp. 1-19

Tonuchi E. Joseph, Atif Jahanger, Joshua Chukwuma Onwe and Daniel Balsalobre-Lorente

Tokenomics in the Metaverse: understanding the lead–lag effect among emerging crypto tokens pp. 1-19

Chong Guan, Wenting Liu, Yinghui Yu and Ding Ding

Do earthquakes shake the stock market? Causal inferences from Turkey’s earthquake pp. 1-19

Khalid Khan, Javier Cifuentes-Faura and Muhammad Shahbaz

A hybrid neuro fuzzy decision-making approach to the participants of derivatives market for fintech investors in emerging economies pp. 1-18

Dadan Rahadian, Anisah Firli, Hasan Dinçer, Serhat Yüksel, Alexey Mikhaylov and Fatih Ecer

Disaggregated effect of construction investments on the Saudi economy: a dynamic computable general equilibrium model of Saudi Arabia pp. 1-17

Irfan Ahmed, Khadija Mehrez, Claudio Socci, Stefano Deriu, Naif M. Mathkur and Ian P. Casasr

Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach pp. 1-17

Juncal Cunado, David Gabauer and Rangan Gupta

Evaluating short- and long-term investment strategies: development and validation of the investment strategies scale (ISS) pp. 1-17

Ibrahim Arpaci, Omer Aslan and Mustafa Kevser

How likely is it to beat the target at different investment horizons: an approach using compositional data in strategic portfolios pp. 1-17

Fernando Vega-Gámez and Pablo J. Alonso-González

Influence of political stability on the stock market returns and volatility: GARCH and EGARCH approach pp. 1-17

Wajid Alim, Naqib Ullah Khan, Vince Wanhao Zhang, Helen Huifen Cai, Alexey Mikhaylov and Qiong Yuan

The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis pp. 1-41

Niall O’Donnell, Darren Shannon and Barry Sheehan

Fintech research: systematic mapping, classification, and future directions pp. 1-33

Qianhua Liu, Ka-Ching Chan and Ranga Chimhundu

Optimal liquidation using extended trading close for multiple trading days pp. 1-33

Jianchang Zhu, Leilei Zhang and Xuchu Sun

Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets pp. 1-23

Ewa Feder-Sempach, Piotr Szczepocki and Joanna Bogołębska

Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic pp. 1-23

Parisa Foroutan and Salim Lahmiri

The implications of the ecological footprint and renewable energy usage on the financial stability of South Asian countries pp. 1-23

Muhammad Imran, Muhammad Kamran Khan, Shabbir Alam, Salman Wahab, Muhammad Tufail and Zhang Jijian

A probabilistic approach for the valuation of variance swaps under stochastic volatility with jump clustering and regime switching pp. 1-23

Xin-Jiang He and Sha Lin

Financial ambiguity and oil prices pp. 1-23

Mahmoud Ayoub and Mahmoud Qadan

Herding and investor sentiment after the cryptocurrency crash: evidence from Twitter and natural language processing pp. 1-23

Michael Cary

Information disclosure and funding success of green crowdfunding campaigns: a study on GoFundMe pp. 1-23

Ziyi Yin, Guowei Huang, Rui Zhao, Sen Wang, Wen-Long Shang, Chunjia Han and Mu Yang

Editor’s introduction pp. 1-3

Gang Kou

Editor’s introduction pp. 1-3

Gang Kou

Editor’s introduction pp. 1-3

Gang Kou

Editor’s introduction pp. 1-3

Gang Kou

Editor’s introduction pp. 1-3

Gang Kou

Editor’s introduction pp. 1-2

Gang Kou

Heterogeneity in the volatility spillover of cryptocurrencies and exchanges pp. 1-46

Meiyu Wu, Li Wang and Haijun Yang

Cryptocurrency competition: empirical testing of Hayek’s vision of private monies pp. 1-46

Fabian Mayer and Peter Bofinger

Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities pp. 1-49

Mahdi Ghaemi Asl and David Roubaud

Net valence analysis of iris recognition technology-based FinTech pp. 1-47

Mutaz M. Al-Debei, Omar Hujran and Ahmad Samed Al-Adwan

Exploring the determinants of the user experience in P2P payment systems in Spain: a text mining approach pp. 1-32

David Perea-Khalifi, Ana I. Irimia-Diéguez and Pedro Palos-Sánchez

Determinants of conventional and digital investment advisory decisions: a systematic literature review pp. 1-32

Fabian Wagner

Asymmetric threshold effects of digitization on inflation in emerging markets pp. 1-32

Noha Emara and Daniela Zecheru

How to govern greenwashing behaviors in green finance products: a tripartite evolutionary game approach pp. 1-32

Changyu Liu, Wei Li, Le Chang and Qiang Ji

Impact of green digital finance on sustainable development: evidence from China’s pilot zones pp. 1-32

Yubo Xiao, Muxi Lin and Lu Wang

A hybrid econometrics and machine learning based modeling of realized volatility of natural gas pp. 1-32

Werner Kristjanpoller

On the robust drivers of cryptocurrency liquidity: the case of Bitcoin pp. 1-32

Walid M. A. Ahmed

Alternative data in finance and business: emerging applications and theory analysis (review) pp. 1-32

Yunchuan Sun, Lu Liu, Ying Xu, Xiaoping Zeng, Yufeng Shi, Haifeng Hu, Jie Jiang and Ajith Abraham

Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model pp. 1-22

Imran Yousaf, Manel Youssef and Mariya Gubareva

Pattern recognition of financial innovation life cycle for renewable energy investments with integer code series and multiple technology S-curves based on Q-ROF DEMATEL pp. 1-22

Gang Kou, Hasan Dinçer and Serhat Yüksel

Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events pp. 1-25

Xiaochun Guo

Exploring the critical factors affecting the adoption of blockchain: Taiwan’s banking industry pp. 1-25

Yi-Hsiang Lu, Ching-Chiang Yeh and Yu-Mei Kuo

On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum pp. 1-25

Khaled Mokni, Ghassen El Montasser, Ahdi Noomen Ajmi and Elie Bouri

Relationship between fintech by Google search and bank stock return: a case study of Vietnam pp. 1-25

Tien Phat Pham, Drahomira Pavelkova, Boris Popesko, Sinh Duc Hoang and Hoc Thai Huynh

Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm pp. 1-25

F. Leung, M. Law and S. K. Djeng

Insurtech in Europe: identifying the top investment priorities for driving innovation pp. 1-24

Serkan Eti, Hasan Dinçer, Hasan Meral, Serhat Yüksel and Yaşar Gökalp

Does the carbon emission trading pilot policy promote green innovation cooperation? Evidence from a quasi-natural experiment in China pp. 1-24

Peng Xiaobao, Wu Jian, Chen Yuhui, Sumran Ali and Xie Qijun

Can ETFs affect U.S. financial stability? A quantile cointegration analysis pp. 1-24

Juan Laborda, Ricardo Laborda and Javier Cruz

Implementation of deep learning models in predicting ESG index volatility pp. 1-24

Hum Nath Bhandari, Nawa Raj Pokhrel, Ramchandra Rimal, Keshab R. Dahal and Binod Rimal

Pricing multi-asset options with tempered stable distributions pp. 1-24

Yunfei Xia and Michael Grabchak

From CFOs to crypto: exploratory study unraveling factors in corporate adoption pp. 1-24

José Campino and Bruna Rodrigues

Inclusive FinTech, open banking, and bank performance: evidence from China pp. 1-24

Zhuang Liu, Xingyi Li and Zhongfei Li

A simplified model for measuring longevity risk for life insurance products pp. 1-30

David Atance and Eliseo Navarro

Relationships among return and liquidity of cryptocurrencies pp. 1-30

Mianmian Zhang, Bing Zhu, Ziyuan Li, Siyuan Jin and Yong Xia

Excess stock returns and corporate environmental performance in China pp. 1-30

Dandan Ma, Pengxiang Zhai, Dayong Zhang and Qiang Ji

Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH pp. 1-30

Binlin Li, Nils Haneklaus and Mohammad Mafizur Rahman

Examining user behavior with machine learning for effective mobile peer-to-peer payment adoption pp. 1-30

Blanco-Oliver Antonio, Lara-Rubio Juan, Irimia-Diéguez Ana and Liébana-Cabanillas Francisco

Forecasting returns with machine learning and optimizing global portfolios: evidence from the Korean and U.S. stock markets pp. 1-30

Dohyun Chun, Jongho Kang and Jihun Kim

Mediating effect of firm efficiency on the controlling shareholdings–firm performance nexus: evidence from public listed firms in Malaysia pp. 1-20

Irene Wei Kiong Ting, Jawad Asif, Qian Long Kweh and Tran Thi Kim Phuong

Evaluating the resource management and profitability efficiencies of US commercial banks from a dynamic network perspective pp. 1-20

Qian Long Kweh, Wen-Min Lu, Kaoru Tone and Hsian-Ming Liu

Financial markets implications of the energy transition: carbon content of energy use in listed companies pp. 1-20

Matteo Mazzarano

Modeling the link between environmental, social, and governance disclosures and scores: the case of publicly traded companies in the Borsa Istanbul Sustainability Index pp. 1-20

Mustafa Tevfik Kartal, Serpil Kılıç Depren, Uğur Pata, Dilvin Taşkın and Tuba Şavlı

The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models pp. 1-34

Virginie Terraza, Aslı Boru İpek and Mohammad Mahdi Rounaghi

The rise and fall of cryptocurrencies: defining the economic and social values of blockchain technologies, assessing the opportunities, and defining the financial and cybersecurity risks of the Metaverse pp. 1-34

Petar Radanliev

The power of financial support in accelerating digital transformation and corporate innovation in China: evidence from banking and capital markets pp. 1-34

Zhuoya Du and Qian Wang

Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes pp. 1-34

Aktham Maghyereh and Salem Adel Ziadat

Stock return prediction with multiple measures using neural network models pp. 1-34

Cong Wang

How are texts analyzed in blockchain research? A systematic literature review pp. 1-35

Xian Zhuo, Felix Irresberger and Denefa Bostandzic

Proposal of an innovative MCDA evaluation methodology: knowledge discovery through rank reversal, standard deviation, and relationship with stock return pp. 1-35

Mahmut Baydaş, Orhan Emre Elma and Željko Stević

Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis pp. 1-35

Jianzhou Wang, Shuai Wang, Mengzheng Lv and He Jiang

Detecting DeFi securities violations from token smart contract code pp. 1-35

Arianna Trozze, Bennett Kleinberg and Toby Davies

Machine learning in business and finance: a literature review and research opportunities pp. 1-35

Hanyao Gao, Gang Kou, Haiming Liang, Hengjie Zhang, Xiangrui Chao, Cong-Cong Li and Yucheng Dong

Forecasting relative returns for S&P 500 stocks using machine learning pp. 1-16

Htet Htet Htun, Michael Biehl and Nicolai Petkov

Robustifying and simplifying high-dimensional regression with applications to yearly stock return and telematics data pp. 1-16

Malvina Marchese, María Dolores Martínez-Miranda, Jens Perch Nielsen and Michael Scholz

The impact of prestigious attorneys on IPO withdrawal in the global primary market pp. 1-39

Fouad Jamaani and Manal Alidarous

Cryptocurrencies under climate shocks: a dynamic network analysis of extreme risk spillovers pp. 1-39

Kun Guo, Yuxin Kang, Qiang Ji and Dayong Zhang

Salience theory value spillovers between China’s systemically important banks: evidence from quantile connectedness pp. 1-39

Xiaoye Jin

Time-varying spillovers in high-order moments among cryptocurrencies pp. 1-39

Asil Azimli

Nexus of governance, macroeconomic conditions, and financial stability of banks: a comparison of developed and emerging countries pp. 1-38

Saif Ullah, Atta Ullah and Mubasher Zaman

When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets pp. 1-38

Ahmed Bossman, Mariya Gubareva, Samuel Kwaku Agyei and Xuan Vinh Vo

A comparison of cryptocurrency volatility-benchmarking new and mature asset classes pp. 1-38

Alessio Brini and Jimmie Lenz

The financial benefits of health engagement programs to life insurers pp. 1-38

Hae Kang Lee

Global shocks and fiscal stimulus: a tale of an oil-dependent-exporting country pp. 1-37

David Okorie and Boqiang Lin

Impact of financial literacy, perceived access to finance, ICT use, and digitization on credit constraints: evidence from Qatari MSME importers pp. 1-37

Lanouar Charfeddine, Mohamed Ismail Umlai and Mazen El-Masri

The game of lies by stock investors in social media: a study based on city lockdowns in China pp. 1-37

Qing Liu, Hosung Son and Woon-Seek Lee

The volatility mechanism and intelligent fusion forecast of new energy stock prices pp. 1-37

Guo-Feng Fan, Ruo-Tong Zhang, Cen-Cen Cao, Li-Ling Peng, Yi-Hsuan Yeh and Wei-Chiang Hong

Volatility spillovers among leading cryptocurrencies and US energy and technology companies pp. 1-37

Amro Saleem Alamaren, Korhan K. Gokmenoglu and Nigar Taspinar

User acceptance of social network-backed cryptocurrency: a unified theory of acceptance and use of technology (UTAUT)-based analysis pp. 1-29

Márk Recskó and Marta Aranyossy

A fuzzy BWM and MARCOS integrated framework with Heronian function for evaluating cryptocurrency exchanges: a case study of Türkiye pp. 1-29

Fatih Ecer, Tolga Murat, Hasan Dinçer and Serhat Yüksel

A framework to improve churn prediction performance in retail banking pp. 1-29

João B. G. Brito, Guilherme B. Bucco, Rodrigo Heldt, João L. Becker, Cleo S. Silveira, Fernando B. Luce and Michel J. Anzanello

FDI-growth and trade-growth relationships during crises: evidence from Bangladesh pp. 1-29

Bibhuti Sarker

A comprehensive MCDM assessment for economic data: success analysis of maximum normalization, CODAS, and fuzzy approaches pp. 1-29

Mahmut Baydaş, Mustafa Yılmaz, Željko Jović, Željko Stević, Sevilay Ece Gümüş Özuyar and Abdullah Özçil

Market risk spillover and the asymmetric effects of macroeconomic fundamentals on market risk across Vietnamese sectors pp. 1-29

Duc Hong Vo and Hung Le-Phuc Nguyen

Google search volume index and investor attention in stock market: a systematic review pp. 1-29

María José Ayala, Nicolás Gonzálvez-Gallego and Rocío Arteaga-Sánchez

A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart pp. 1-29

Wenyang Huang, Huiwen Wang and Shanshan Wang

Estimation of default and pricing for invoice trading (P2B) on crowdlending platforms pp. 1-29

Cristian Marques Corrales, Luis Alberto Otero González and Pablo Durán Santomil

Stock price index analysis of four OPEC members: a Bayesian approach pp. 1-29

Saman Hatamerad, Hossain Asgharpur, Bahram Adrangi and Jafar Haghighat

Price dynamics and volatility jumps in bitcoin options pp. 1-29

Kuo Shing Chen and J. Jimmy Yang

Predictive crypto-asset automated market maker architecture for decentralized finance using deep reinforcement learning pp. 1-29

Tristan Lim

How do supply or demand shocks affect the US oil market? pp. 1-27

José Carlos Vides, Julia Feria, Antonio Golpe and Juan Manuel Martín-Álvarez

Digital financial services adoption: a retrospective time-to-event analysis approach pp. 1-27

Richard Chamboko

Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness pp. 1-27

Onur Polat

A firm-specific Malmquist productivity index model for stochastic data envelopment analysis: an application to commercial banks pp. 1-27

Alireza Amirteimoori, Tofigh Allahviranloo and Maryam Nematizadeh

Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications pp. 1-27

Waild Mensi, Mariya Gubareva, Khamis Hamed Al-Yahyaee, Tamara Teplova and Sang Hoon Kang

Does the U.S. extreme indicator matter in stock markets? International evidence pp. 1-27

Xiaozhen Jing, Dezhong Xu, Bin Li and Tarlok Singh

Elevating Pakistan’s flood preparedness: a fuzzy multi-criteria decision making approach pp. 1-27

Zeshan Alam, Yousaf Ali and Dragan Pamucar

Changing the whole game: effects of the COVID-19 pandemic's accelerated digitalization on European bank staff's data protection capabilities pp. 1-28

Ine Zeeland and Jo Pierson

Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies? pp. 1-28

Aktham Maghyereh and Mohammad Al-Shboul

Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm pp. 1-28

Mahmut Bağcı and Pınar Kaya Soylu

Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network pp. 1-28

Bassam A. Ibrahim, Ahmed A. Elamer, Thamir H. Alasker, Marwa A. Mohamed and Hussein A. Abdou

Examining time–frequency quantile dependence between green bond and green equity markets pp. 1-28

Md. Bokhtiar Hasan, Gazi Uddin, Md. Sumon Ali, Md. Mamunur Rashid, Donghyun Park and Sang Hoon Kang

A novel robust method for estimating the covariance matrix of financial returns with applications to risk management pp. 1-28

Arturo Leccadito, Alessandro Staino and Pietro Toscano

Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic pp. 1-28

Majid Mirzaee Ghazani, Ali Akbar Momeni Malekshah and Reza Khosravi

A factor score clustering approach to analyze the biopharmaceutical sector in the Chinese market during COVID-19 pp. 1-28

Jiahui Xi, Conghua Wen, Yifan Tang and Feifan Zhao

Features of different asset types and extreme risk transmission during the COVID-19 crisis pp. 1-42

I-Chun Tsai

Does the issuance of green bonds nudge environmental responsibility engagements? Evidence from the Chinese green bond market pp. 1-42

Ying Liu, Hongyun Huang, William Mbanyele, Fengrong Wang and Huiling Liu

A hybrid model for stock price prediction based on multi-view heterogeneous data pp. 1-50

Wen Long, Jing Gao, Kehan Bai and Zhichen Lu

Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data pp. 1-50

Wenyang Huang, Huiwen Wang, Yigang Wei and Julien Chevallier

An innovative machine learning workflow to research China’s systemic financial crisis with SHAP value and Shapley regression pp. 1-40

Da Wang and YingXue Zhou

Drawdown-based risk indicators for high-frequency financial volumes pp. 1-40

Guglielmo D’Amico, Bice Di Basilio and Filippo Petroni

Deep learning systems for forecasting the prices of crude oil and precious metals pp. 1-40

Parisa Foroutan and Salim Lahmiri

Determining the financial performance of the firms in the Borsa Istanbul sustainability index: integrating multi criteria decision making methods with simulation pp. 1-44

Ahmet Kaya, Dragan Pamucar, Hasan Emin Gürler and Mehmet Ozcalici

How do emotions affect giving? Examining the effects of textual and facial emotions in charitable crowdfunding pp. 1-44

Baozhou Lu, Tailai Xu and Weiguo Fan

Correction: Scale elasticity and technical efficiency measures in two-stage network production processes: an application to the insurance sector pp. 1-1

Alireza Amirteimoori, Tofigh Allahviranloo and Aliasghar Arabmaldar