Purpose: This paper aims to investigate the implementation of the short selling ban policy imposed by the Italian stock exchange on health-care stock prices, as a tool to mitigate COVID-19 price effects. Important contributions are in terms of assessing the effect of the temporary short selling...

Purpose: This study aims to investigate the effect of fear sentiment with a novel data set on Bitcoin’s (BTC) return, volatility and transaction volume. The authors divide the sample into two subperiods to capture the changing dynamics during the COVID-19 pandemic....

Purpose: Professionals and academics alike hold polarized opinions about Bitcoin’s purpose and its fundamental value. This paper aims to describe Bitcoin’s unique features that make it such an intriguing asset and proposes a new way to consider Bitcoin and its underlying value....

Purpose: The purpose of this paper is to scrutinize three different points: How safe haven properties of precious metals (gold, silver, platinum and palladium) differentiate in two recent major crises such as the Global Financial Crisis (GFC) and the COVID-19 pandemic? How safe haven properties...

Purpose: This paper aims to examine the frequency of co-movements and asymmetric dependencies between bitcoin (BTC), gold, Brent crude oil and the US economic policy uncertainty (EPU) index. Design/methodology/approach: The authors use a wavelet approach and a quantile-on-quantile regression...

Purpose: This study aims to investigate the diversification benefits attached to the crypto portfolios when combined with stocks, Forex instruments and commodity assets. Design/methodology/approach: Markowitz diversification techniques have been used to analyze the risk-return tradeoffs of the...

Purpose: This study aims to examine the systemic risk contagion in banks from 15 US states using extreme shocks in their distance to risk. Design/methodology/approach: The authors contemplate a model that inputs co-exceedances in the base US states’ banking sector as the dependent variable...

Purpose: The purpose of this paper is to investigate how the innovative firm’s proprietary information has an impact on its debt financing preference. This study also examines the impact of industry-level competition on the debt financing orders and investigates how two exogenous shocks...

Purpose: This study aims to examine the linear and nonlinear remittance–institutional quality link in developing countries. Design/methodology/approach: This study investigates the nonlinear relationship between remittance and political institutional quality in a panel of 97 developing...

Purpose: This paper examines the technical efficiency (TE) of Indian commercial banks during 1998–2015. Design/methodology/approach: This study uses mathematical programming-based data envelopment analysis (DEA) methodology to measure technical efficiency of Indian banks. Further, Simar and...