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Profitability and money propagation in communities of bank clients : a visual analytics approach

Berggrun, Luis; Salamanca, Juan; Díaz, Javier; Ospina, … - In: Finance research letters 37 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012485030

Bank business models, size, and profitability

Bolívar, Fernando; Duran, Miguel A.; Lozano Vivas, Ana - In: Finance research letters 53 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472360

Heterogeneous trading behaviors of individual investors : a deep clustering approach

Hwang, Yoontae; Park, Junpyo; Kim, Jang Ho; Lee, Yongjae; … - In: Finance research letters 65 (2024), pp. 1-11

While individual investors may have more diverse preferences and trading behavior than institutional investors due to their lack of professional education, many studies tend to lump individual investors together or classify them by socio-demographic characteristics. We conducted an empirical...

Persistent link: https://www.econbiz.de/10014552073

Mergers of public sector banks : best partner selection using a data-driven approach

Aranha, Meera Laetitia B.; Mahapatra, Mrutyunjay; … - In: Finance research letters 63 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014531325

How do financial and commodity markets volatility react to real economic activity?

Urom, Christian; Ndubuisi, Gideon Onyewuchi; Guesmi, Khaled - In: Finance research letters 47 (2022) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10013553789

Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors

Peng, Zhen; Dong, Chaohua - In: Finance research letters 47 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013553859

Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin

Tong, Zhongwen; Chen, Zhanbo; Zhu, Chen - In: Finance research letters 47 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013553954

Within-regime volatility dynamics for observable- and Markov-switching score-driven models

Blazsek, Szabolcs; Kong, Dejun; Shadoff, Samantha R. - In: Finance research letters 73 (2025), pp. 1-8

Persistent link: https://www.econbiz.de/10015210430

Can joint modelling of external variables sampled at different frequencies enhance long-term Bitcoin volatility forecasts?

Aras, Serkan; Özdemir, Mehmet Ozan; Çılgın, Cihan - In: Finance research letters 73 (2025), pp. 1-8

Persistent link: https://www.econbiz.de/10015211454

FX market volatility modelling : can we use low-frequency data?

Lyócsa, Štefan; Plíhal, Tomáš; Výrost, Tomáš - In: Finance research letters 40 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012820071