How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast

JOURNAL ARTICLE published December 2020 in Financial Innovation

Authors: Lin Liu | Qiguang Chen

Features of different asset types and extreme risk transmission during the COVID-19 crisis

JOURNAL ARTICLE published 17 February 2024 in Financial Innovation

Authors: I-Chun Tsai

The function and impact of cryptocurrency and data technology in the context of financial technology: introduction to the issue

JOURNAL ARTICLE published December 2021 in Financial Innovation

Authors: Lin Zhao

Monetary and fiscal factors in nominal interest rate variations in Sri Lanka under a deregulated regime

JOURNAL ARTICLE published December 2017 in Financial Innovation

Authors: Biswajit Maitra

A comprehensive MCDM assessment for economic data: success analysis of maximum normalization, CODAS, and fuzzy approaches

JOURNAL ARTICLE published 13 March 2024 in Financial Innovation

Authors: Mahmut Baydaş | Mustafa Yılmaz | Željko Jović | Željko Stević | Sevilay Ece Gümüş Özuyar | Abdullah Özçil

Markets in crypto-assets regulation: Does it provide legal certainty and increase adoption of crypto-assets?

JOURNAL ARTICLE published 10 January 2023 in Financial Innovation

Authors: Tina van der Linden | Tina Shirazi

Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets

JOURNAL ARTICLE published 5 April 2023 in Financial Innovation

Research funded by Fundamental Research Funds for the Central Universities (22D110913) | National Social Science Fund of China (21CTJ013) | Natural Science Foundation of Sichuan Province (23NSFSC2796)

Authors: Wujun Lv | Tao Pang | Xiaobao Xia | Jingzhou Yan

Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data

JOURNAL ARTICLE published 4 January 2024 in Financial Innovation

Research funded by National Natural Science Foundation of China (72021001,72174020,71904009) | Humanities and Social Science Fund of Ministry of Education of China (18YJC840041) | Natural Science Foundation of Beijing Municipality (9232014) | Beijing Municipal Social Science Foundation (20GLC054)

Authors: Wenyang Huang | Huiwen Wang | Yigang Wei | Julien Chevallier

Investigating the components of fintech ecosystem for distributed energy investments with an integrated quantum spherical decision support system

JOURNAL ARTICLE published 14 January 2023 in Financial Innovation

Authors: Rui Ai | Yuhang Zheng | Serhat Yüksel | Hasan Dinçer

Editor’s introduction

JOURNAL ARTICLE published 13 November 2023 in Financial Innovation

Authors: Gang Kou

An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks

JOURNAL ARTICLE published 8 May 2023 in Financial Innovation

Authors: Takashi Kanamura

Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms

JOURNAL ARTICLE published December 2021 in Financial Innovation

Authors: Özer Depren | Mustafa Tevfik Kartal | Serpil Kılıç Depren

Robust monitoring machine: a machine learning solution for out-of-sample R$$^2$$-hacking in return predictability monitoring

JOURNAL ARTICLE published 11 July 2023 in Financial Innovation

Authors: James Yae | Yang Luo

Basel III FRTB: data pooling innovation to lower capital charges

JOURNAL ARTICLE published December 2021 in Financial Innovation

Authors: Jimmy Yicheng Huang

Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications

JOURNAL ARTICLE published December 2021 in Financial Innovation

Authors: Walid Mensi | Mobeen Ur Rehman | Muhammad Shafullah | Khamis Hamed Al‑Yahyaee | Ahmet Sensoy

To supervise or to self-supervise: a machine learning based comparison on credit supervision

JOURNAL ARTICLE published December 2021 in Financial Innovation

Authors: José Américo Pereira Antunes

The information content of financial survey response data

JOURNAL ARTICLE published December 2015 in Financial Innovation

Authors: J Christopher Westland

Correction to affiliations

JOURNAL ARTICLE published December 2020 in Financial Innovation

Authors: Financial Innovation

Non-Value-Added Tax to improve market fairness and quality

JOURNAL ARTICLE published 14 February 2022 in Financial Innovation

Authors: Iryna Veryzhenko | Arthur Jonath | Etienne Harb

Dynamic spatiotemporal correlation coefficient based on adaptive weight

JOURNAL ARTICLE published 9 January 2023 in Financial Innovation

Research funded by the National Natural Science Foundation of China (72161001) | International (Regional) Cooperation and Exchange Project (71720107002) | the National Natural Science Foundation of China (71963001) | Guangxi Natural Science Fund (2018GXNSFBA050012) | Key Research Base of Humanities and Social Sciences in Guangxi Universities “Guangxi Development Research Strategy Institute” (2021GDSIYB04) | Key Research Base of Humanities and Social Sciences in Guangxi Universities Guangxi Development Research Strategy Institute (2022GDSIYB08) | Project of Guangzhou Financial Service Innovation and Risk Management Research Base (PTJS202204)

Authors: Guoli Mo | Chunzhi Tan | Weiguo Zhang | Xuezeng Yu