Research on cryptocurrencies has proliferated in recent years. Our research objective was to answer the question of whether macroeconomic news from the U.S. affects Bitcoin in the same way it affects other common investment assets such as gold, the S&P 500, 2-year Treasury bills, and 10-year...

We present insights into novel and complex issues regarding cryptocurrency activities, the related investor protection, and blockchain market risks. Crypto digital assets embody global economic ambition with their significant growth and creativity levels. This study employs a novel research...

This paper investigates the relationship between economic policy uncertainty (EPU), an index capturing newspaper coverage of policy-related issues, and momentum profits. Momentum remains an unexplained anomaly. Our findings reveal a statistically negative association between EPU and hedge...

We study whether gold acts as a hedge or a safe haven in U.S. and the Indian stock markets. These two stock markets have been chosen as representatives of the developed markets and the emerging markets, respectively, and are of significant interest to long-term investors. We apply a linear...

In this research, we test whether common trading oscillators can outperform the buy-and-hold strategy (B&H) using six popular ETFs for the period of the last 20 years. We use the original setups of those oscillators and also other setups or oscillators combinations in order to achieve the best...

Der Siegeszug von Indexfonds stellt eine Herausforderung für die Corporate Governance von Publikumsgesellschaften dar. Auf Basis umfangreicher eigener Datenauswertungen dokumentiert die Arbeit zunächst den Bedeutungsgewinn passiver Vermögensverwalter in den Beteiligungsstrukturen....

This study employs a variety of machine learning models and a wide range of economic and financial variables to enhance the forecasting accuracy of the Korean won-U.S. dollar (KRW/USD) exchange rate and the U.S. and Korean stock market returns. We construct international asset allocation...