This paper studies the linkage of momentum and reversal in the G7 stock markets. We confirm Conrad and Yavuz’s (Rev Financ 21(2):555–581, 2017 ) finding that momentum is not linked to subsequent return reversal in the US stock market. In the stock markets of the remaining G7 countries, our...

This study uses panel data from 31 Chinese provinces covering the years 2011–2020 to investigate the long-term equilibrium between digital finance and the real economy. A number of statistical model, such as the cross-sectional dependence test, the CADF unit root test, the panel cointegration...

In recent times, the notion that inflation may be the result of conflicting claims by workers and capitalists over the distribution of income has experienced a revival in the academic and policy debate. Against this background, we investigate in this paper the macrodynamics of conflict inflation...