Zobrazeno 1 - 10
of 36
pro vyhledávání: '"Libing Fang"'
Publikováno v:
Mathematics, Vol 12, Iss 17, p 2673 (2024)
Related party transactions (RPTs) can serve as channels for the spread of credit risk events among blockchain firms. However, current credit risk-assessment models typically only consider a firm’s individual characteristics, overlooking the impact
Externí odkaz:
https://doaj.org/article/16158110d8e44c03beb8b4b4d26eeb90
Publikováno v:
Frontiers in Physics, Vol 8 (2020)
Deep learning algorithms' powerful capabilities for extracting useful latent information give them the potential to outperform traditional financial models in solving problems of the stock market which is a complex system. In this paper, we explore t
Externí odkaz:
https://doaj.org/article/90edf891b4ef49d4bb6d6ef4e67bc980
Publikováno v:
PLoS ONE, Vol 13, Iss 2, p e0192305 (2018)
We investigate how Global Economic Policy Uncertainty (GEPU) drives the long-run components of volatilities and correlations in crude oil and U.S. industry-level stock markets. Using the modified generalized autoregressive conditional heteroskedastic
Externí odkaz:
https://doaj.org/article/f06e1b1a9459473ea2d7639cc60f8df3
Publikováno v:
SSRN Electronic Journal.
Publikováno v:
International Review of Economics & Finance. 72:45-58
The Regional Governance Environment (RGE) is the key issue along with the rapidly industrial upgrading in China. We seek to investigate the moderating effect of the RGE on the relationship of firms’ ownership structure and R&D based on the Chinese
Publikováno v:
Journal of Cleaner Production. :137594
Publikováno v:
Journal of Business Ethics. 178:377-401
In this paper, we employ the unique qualified foreign institutional investors (QFII) scheme in China to investigate whether and how the different religious beliefs in the areas where foreign institutional shareholders from are associated with the cor
Publikováno v:
International Review of Economics & Finance. 70:582-599
This study investigates overconfident traders who underestimate their contemporaries’ information processing ability, and it examines the impact of these traders on the financial market within the framework of social networks. As a byproduct, we al
Publikováno v:
Journal of Futures Markets. 40:598-616
Using a network approach of variance decompositions, we measure the connectedness of 18 commodity futures and characterize both static and dynamic connectedness. Our results show that metal futures are net transmitters of shocks to other futures, and
Publikováno v:
Accounting & Finance. 58:1261-1290
This study uses the network topology of variance decompositions to investigate the connectedness of four assets (stocks, bonds, foreign exchange and commodities) across five countries (US, EU, UK, Japan and China). We find that connectedness to and f