The present study analyses BRICS (Brazil, Russia, India, China, South Africa) capital markets in both time and frequency domain using wavelets. We used artificial neural network techniques to forecast the co-movement among BRICS capital markets. Wavelet coherence and clustering estimates uncover...

This study analyzes factors affecting the efficiency (profitability) of enterprises in foreign, joint and domestic ownership in countries with unstable economy. The novelty of the study is that for the first time this kind of analysis has been carried out for the manufacturing industry in...

The present study examines the impact of green growth on environmental related technology (EO) innovation by deploying dynamic panel threshold regression on panel dataset of 32 countries over a period of 2000 and 2015. The study findings show that 1% increase in CO 2 Productivity on the national...

The present study used transfer entropy and effective transfer entropy to examine the asymmetric information flow between exchange rates, oil, and gold. The dataset is composed of daily data covering the period of 1 January 2018 to 31 December 2021. Further, the dataset is bifurcated for...

Bitcoin prices are highly volatile and have extreme upper tails of the return distributions. One important component of Bitcoin price jumps is that it does not follow a normal distribution. This present study aims to reduce the extreme value data available on Bitcoin into simple clusters based...

The present study is on the five cryptocurrency daily mean return time series linearity dynamics during the Covid-19 period. These cryptocurrencies were chosen based on their influence on the market, primarily driven by its market capitalisation. Tether is included as the most important stable...

The onset of the COVID-19 pandemic and lockdown announcements by governments have created uncertainty in business operations globally. For the first time, a health shock has impacted the stock markets forcefully. India, one of the major emerging markets, has witnessed a massive fall of around...

The purpose of the study is to evaluate the role of human asset in firm performance and its implication for firm valuation. To do so a modified five-factor model with human asset designed for capturing the size, value, profitability and investment in average portfolio returns that performs...

Online booking of homestays through e-travel portals is based on the virtual brand and perception, which are largely affected by user-generated electronic word-of-mouth (eWOM). With the objective of mining actionable insights from eWOM, this study conducted opinion mining for homestays located...

This study investigates the effects of key economic factors on the median list price and median selling price in the U.S. housing market. Key economic factors such as interest rates, unemployment rates, inflation rates, real gross domestic product, money supply, mortgage rate, Standard & Poor's...