Showing 1 - 7 of 7
In this research, we employ a full-range tail dependence copula to capture the intraday dynamic tail dependence patterns of 30 s log returns among stocks in the US market in the year of 2020, when the market experienced a significant sell-off and a rally thereafter. We also introduce a...
Persistent link: https://www.econbiz.de/10014436379
This study examines the predictability of the last 30 min of intraday stock price movements within the US financial market. The analysis encompasses several potential explanatory variables, including returns from each 30 min intraday trading session, overnight returns, the federal reserve fund...
Persistent link: https://www.econbiz.de/10015137895
The digital economy, which was born during the late third technological revolution, has caused significant economic and societal changes. Amid sluggish global economic growth, China's economy is facing upgrades and transformations. The sample selection for this study was conducted from 2013 to...
Persistent link: https://www.econbiz.de/10014518019
This study employs a fxed-efects model to investigate the holiday efect in the cryptocurrency market, using trading data for the top 100 cryptocurrencies by market capitalization on Coinmarketcap.com from January 1, 2017 to July 1, 2022. The results indicate that returns on cryptocurrencies...
Persistent link: https://www.econbiz.de/10014548250
Purpose - This study aims to use the ego depletion theory to examine the impact of hindrance stressors on knowledge sharing behaviors by investigating the mediating role of ego depletion and the moderating role of self-enhancing humor. Design/methodology/approach - Data were obtained from a...
Persistent link: https://www.econbiz.de/10012887339
Persistent link: https://www.econbiz.de/10012194714
This study examines the association between the globalised board of directors and corporate environmental performance, and then investigates the moderating effect of regional green development on the above association. Using a sample from the Chinese stock market during the period of 2008-2016,...
Persistent link: https://www.econbiz.de/10012655485