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Preprint ARTICLE | doi:10.20944/preprints202410.1893.v1

China’s Financial Market Infrastructures: An Updated Analysis

kerry liu

Subject: Business, Economics And Management, Finance Keywords: China, Financial Market Infrastructure, FMI, People’ s Bank of China, Regulation, payment system, Central securities depositories, Securities settlement systems, Central counterparties, Trade repositories

Online: 24 October 2024 (11:49:03 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202410.1827.v1

Dynamic Linkages among Stocks and Precious Metals: A Copula Approach

Hina Munir Abbasi, Fahee Aslam, Paulo Ferreira

Subject: Business, Economics And Management, Finance Keywords: Precious Metals; Islamic stocks; Portfolio Management Strategies; Regimes Switching Copula; Risk Diversification

Online: 24 October 2024 (08:32:07 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202410.1665.v1

A Multi-Dimensional Financial Data Process Mining Method for Conducting Audit

Audrius Lopata, Daina Gudoniene, Rimantas Butleris, Ilona Veitaite, Vytautas Rudžionis, Saulius Gudas

Subject: Business, Economics And Management, Finance Keywords: financial data; process mining; process cube; composite dimensions; financial process

Online: 22 October 2024 (11:53:09 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202410.1497.v1

Comparative Analysis of Deep Learning Models for Stock Price Prediction in the Indian Market

Moumita Barua, Teerath Kumar, Kislay Raj, Arunabha M Roy

Subject: Business, Economics And Management, Finance Keywords: Stock Prediction; Deep Learning; Recurrent Neural Networks; Long Short-Term Memory; Convolutional Neural Networks; Indian Stock Market

Online: 18 October 2024 (12:56:36 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202410.1281.v1

The Impact of Sentiment on Realized Higher-Order Moments in the S&P 500: Evidence from the Fear and Greed Index

Richard Mawulawoe Ahadzie, Peterson Owusu Junior, John Kingsley Woode

Subject: Business, Economics And Management, Finance Keywords: Fear and Greed Index; Realized Higher-Order Moments; Market sentiment; Asset Return Distribution; VIX Index

Online: 16 October 2024 (11:17:00 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202410.1276.v1

UK Environmentally Sensitive Businesses SDG’s Disclosure in their Sustainability Reports, Websites and Social Media

Shahbano Khan, SYED FAIZAN HASSAN KAZMI

Subject: Business, Economics And Management, Finance Keywords: corporate social responsibility (CSR); Sustainable Development Goals (SDGs); SDG 7

Online: 16 October 2024 (10:18:09 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202410.1203.v1

The Impact of EMI Dependency on Household Financial Stability in India: A Risk Analysis in the Face of Global Economic Uncertainty

Amaya Kavya, Seema Yadav

Subject: Business, Economics And Management, Finance Keywords: EMI Dependency; Household Debt; Financial Vulnerability; Consumer Credit Growth; Net Financial Savings; Housing Loans; Fintech Lending; NBFCs; Debt-Service-to-Income Ratio; Unsecured Loans; Youth Borrowing; Macro-Economic Risk; Financial Fragility; Regulatory Measures

Online: 15 October 2024 (18:17:00 CEST)

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India’s increasing reliance on equated monthly installments (EMIs) has reshaped household financial behavior in ways that pose significant risks to long-term economic stability. This paper examines the growing trend of EMI-driven debt accumulation, highlighting its detrimental effect on household savings and the rising financial vulnerability across demographic groups. Leveraging data from the Reserve Bank of India (RBI), CRISIL, and the National Statistical Office (NSO), the study delves into how debt dynamics are shifting within Indian households, particularly in the context of broader economic trends. Retail credit has expanded rapidly, growing from 12.1% of GDP in 2017 to 19.4% by 2023, with housing loans now making up nearly half of all retail loans. Concurrently, the growth of unsecured loans, such as credit card debt, has surged at an annual rate of 21.3% between 2021 and 2024, reflecting the increasing ease of borrowing for consumers. However, this boom in credit has coincided with a marked drop in household financial savings, which fell to a 47-year low of 5.3% in FY22, underscoring a troubling shift from saving to borrowing. The younger population, particularly those under 35, have been the most active in taking on debt, with loans to this group nearly doubling between 2015 and 2021 due to the rise of fintech platforms and non-banking financial companies. This shift has contributed to a steep rise in debt-service-to-income ratios, amplifying the financial risks for these households in the face of potential economic shocks. By connecting these micro-level household debt trends to broader macroeconomic risks, this paper reveals how India’s EMI culture could deepen the impact of future financial crises, leading to widespread defaults and destabilizing the economy. The study calls for proactive regulatory measures and enhanced financial literacy programs to curb the growing reliance on consumer credit and mitigate the risks of a broader financial collapse.

Preprint ARTICLE | doi:10.20944/preprints202410.1130.v1

The Relationship Between ESG Scores and Value-at-Risk: A Vine Copula-GARCH Based Approach

Stefano Demartis, Barbara Rogo

Subject: Business, Economics And Management, Finance Keywords: ESG; VaR; Kendall’s tau; equity risk; Vine copulas

Online: 15 October 2024 (05:01:08 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202410.1076.v1

Unconventional Monetary Policy, Disruptions in the Banking Sector and Banking Sector Efficacy: An ARDL and Bound Testing Applied to the Tunisian Banking Sector

Mohamed Miras Marzouki

Subject: Business, Economics And Management, Finance Keywords: banking sector efficacy; disruptions; new keynesian; loan rate; unconventional monetary policy

Online: 14 October 2024 (14:18:32 CEST)

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A longstanding debate is raised about how far does the credit sector promote local investment and whether banking sector is efficacious in the meaning it helps respond to investors financing requirements and whether it serves the conduct of monetary policy in its conventional formulation. There are much concerns also about the alternatives of monetary policy conduct when the interest rate channel transmission mechanism does no longer work in terms of effectiveness of monetary policy and how to step aside credit supply insufficiencies and disruptions in order to respond to excess credit demand. This article provides an assessment of the relevance of unconventional monetary policy to deal with the issue of the vicious role played by the credit sector in its failure to fulfill banking sector efficacy due to an excessive search for yield motivation and extreme awareness from systemic risk. We run an ARDL and Bound test to the data collected on the Tunisian banking sector and show that Banking sector efficacy is affected in the short run by Fisherian sensitivity another expression of the impact of inflation on real activity and banking sector specificities and in the long run it is affected by the impact of inflation on real activity and business cycle effects expressed in terms of sensitivities of Credit supply and demand to output gap. Banking specificities do no longer matter in the long run and banking sector efficacy is not at all affected by Monetary policy in the short run because of nominal rigidities and in the long run because of monopolistic competition and backward oriented expectations that diverts the pass through effect of monetary policy as the pricing of loans is exclusively tributary on the search for yield motivation and the agency costs and result in a non competitive price of risk premiums that do not translate the transmission of monetary policy. We conclude that the behavior of the banking sector is vicious because it conveys importance exclusively to the search for yield motivation and profitability of the banking sector and to the mitigation of systemic risk and does not play any role in the promotion of local investment which is a pillar of economic performance and growth. We propose the Credit easing as an unconventional monetary policy that can step aside the hindrance of an inelastic credit supply through modifying asset prices and thereby improving attractiveness of assets to the banking sector and forcing financing through credit allocation but warn from the difficulties that might result from unconventional monetary policy in terms of inability to withdraw from the perturbation and gauge discretionary policy accurately.

Preprint ARTICLE | doi:10.20944/preprints202410.0743.v1

Copula-Based Risk Aggregation and the Significance of Reinsurance

Alexandra Dias, Isaudin Ismail, Aihua Zhang

Subject: Business, Economics And Management, Finance Keywords:

Copula; Reinsurance; Capital requirement; Risk aggregation; Value-at-Risk; Tail Value-at-Risk

Online: 10 October 2024 (10:19:23 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202410.0639.v1

Predicting Mutual Fund Stress Levels Utilizing Sebi’s Stress Test Parameters in MidCap and SmallCap Funds Using Deep Learning Models

Suneel Maheshwari, Deepak Naik

Subject: Business, Economics And Management, Finance Keywords: Stress Test; Liquidity Analysis; Risk Management; Mutual Funds; Neural Networks; Deep Learning

Online: 9 October 2024 (12:20:29 CEST)

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The Association of Mutual Funds of India (AMFI) under the direction of the Securities and Exchange Board of India (SEBI) provided open access to various risk parameters with respect to MidCap and SmallCap funds on its website in February, 2024. This disclosure of month wise cross-sectional data depicting stress-test and liquidity analysis was hailed as a milestone as it provided a glimpse into inherent risk of mutual funds. The AMFI dataset consisted of 14 variables including stress test results, ownership concentration on both liability & asset sides, standard deviation on portfolio’s returns, portfolio beta, trailing 12-month PE ratio, portfolio turnover etc. Among these, the primary variable identified in grading mutual fund is the stress test parameter, expressed as number of days required to liquidate 50% and 25% of the portfolio respectively on a pro-rata basis under stress condition. A higher number of days to liquidate the portfolio under stress conditions represented higher risk for the investor. The objective of our paper is to test various neural network models which can help in predicting stress levels with the highest accuracy and specificity in MidCap and SmallCap mutual funds based on AMFI’s 14 parameters as predictors.Our study utilizes AMFI datasets available for MidCap and SmallCap mutual funds from February 2024 (inception period) to May 2024. To operationalize the analysis, the derived response variable was binned to represent high and low risk based on the time required for pro-rata liquidation of the portfolio. The study employed feed-forward neural networks, with the logistic regression as the step function, to model the relationships. Results suggest that the simpler neural network models with one hidden layer and two to three nodes show higher accuracy and specificity. Analysis also shows that more complex architectures do not always guarantee better performance as these models might suffer from higher bias. By leveraging advanced computational techniques, this study contributes to the ongoing discourse surrounding risk management and decision-making in the realm of mutual fund investments.

Preprint ARTICLE | doi:10.20944/preprints202410.0622.v1

Does ESG Predict Business Failure in Brazil? An Application of Machine Learning Techniques

Mehwish Kaleem, Hassan Raza, Sumaira Ashraf, António Martins Almeida

Subject: Business, Economics And Management, Finance Keywords: Environmental; Social; and Governance (ESG); Business Failure in Brazil; Principal Component Analysis (PCA); Machine Learning Techniques; Confusion Matrix; Precision Score

Online: 9 October 2024 (08:58:01 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.2369.v1

The Impact of Foreign Bank Entry on the Efficiency and Sustainability of Domestic Banks in Developing Countries: A Meta-Frontier Approach

Fathi Bouzidi, Aida Nefzi

Subject: Business, Economics And Management, Finance Keywords: foreign banks; bank efficiency; sustainability; financial sustainability; social sustainability; environmental sustainability; meta-frontier analysis; developing countries; green lending; sme lending; macroeconomic factors; banking competition ;

Online: 30 September 2024 (08:53:25 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.2326.v1

Pension Risk and the Sustainable Cost of Capital

Paul John Marcel Klumpes

Subject: Business, Economics And Management, Finance Keywords: pension plans; cost of capital; enterprise value

Online: 30 September 2024 (03:28:38 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.2093.v1

Distributed Digital Lending (LoanChain): Global Matching of Lenders and Borrowers

Gideon Samid

Subject: Business, Economics And Management, Finance Keywords: digital money; loans; lending; borrowing; banking; digital currency; distributed public ledger; blockchain; cross border financing; liquidity; interest rates

Online: 26 September 2024 (12:26:09 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.2077.v1

An Ensemble Approach to Stock Price Prediction Using Deep Learning and Time Series Models

Mujie Sui, Cheng Zhang, Li Zhou, Shuhan Liao, Changsong Wei

Subject: Business, Economics And Management, Finance Keywords: stock price prediction; deep learning; time series models; ensemble learning; quantitative trading

Online: 26 September 2024 (07:21:18 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.2029.v1

Enhanced Investment Prediction via Advanced Deep Learning Ensemble

Ningjing Sang, Wenxiu Cai, Chang Yu, Mujie Sui, Hao Gong

Subject: Business, Economics And Management, Finance Keywords: Investment return prediction; Deep neural networks; Convolutional neural networks; Pretraining; Ensemble learning

Online: 26 September 2024 (04:00:48 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.1699.v1

Risk–Return Anomalies: Evidence Based on the Co-Moment Augmented Fama–French Three-Factor Model in the Nigerian Stock Market

Abiodun Samue Ajayi, Ajibola Arewa, Joy Ejighomegba Omorojor, Adebanjo Joseph Falaye

Subject: Business, Economics And Management, Finance Keywords: long position; factor zoo; risk premium; test portfolios; patterns; hedged portfolios

Online: 24 September 2024 (04:05:28 CEST)

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Preprint REVIEW | doi:10.20944/preprints202409.1761.v1

Regulation Cybersecurity in Financial Technology: Insight into Challenges, Compliance, and Best Practices

Shashank Tiwari

Subject: Business, Economics And Management, Finance Keywords: FinTech Security; Cybersecurity Challenges; Regulatory Compliance; Data Protection; Financial Stability; Cyber Threats; Regulatory Frameworks; Data Breaches

Online: 23 September 2024 (12:29:42 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.1696.v1

The Mediation of Financial Behavior to Financial Literacy and Spending Habits of Gen Z: An Exploratory Factor Analysis

Joel Mark P. Rodriguez, Ma. Del Carmen G. Labong, Lourdes Q. Palallos

Subject: Business, Economics And Management, Finance Keywords: financial behavior; financial literacy; spending habit; Generation Z; exploratory factor analysis

Online: 23 September 2024 (04:53:28 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.1533.v1

One-X Property Conjecture, Stochastic Orders and Implied Volatility Surface Construction

Zeyu Cao, Siqiao Zhao, Shaosai Huang

Subject: Business, Economics And Management, Finance Keywords: Convex order; "One-X" property; imported volatility; synthetic data generation; stop-loss order

Online: 19 September 2024 (20:13:15 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.1453.v1

Financial Network Analysis Using Polymodel Theory

Zeyu Cao, Siqiao Zhao, Zhikang Dong, Raphael Douady

Subject: Business, Economics And Management, Finance Keywords: PolyModel Theory; Financial Network Construction

Online: 19 September 2024 (12:35:30 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.1019.v1

Optimizing the Complexity of Higher-Order Moment Inclusion in Portfolio Management with the Non-Dominated Sorting Genetic Algorithm III

John Weirstrass MUTEBA MWAMBA, Leon Mishindo MBUCICI

Subject: Business, Economics And Management, Finance Keywords: multi-objective optimization; NSGA-III algorithm; portfolio management; higher-order moments; risk-return trade-off

Online: 12 September 2024 (15:39:44 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.0510.v1

Artificial Intelligence’s Networking Scalability: ESG Value Creation and Bankability Issues

Roberto Moro-Visconti, Salvador Cruz Rambaud, Joaquin Lopez Pascual

Subject: Business, Economics And Management, Finance Keywords: Network theory; digital transformation; sustainable finance; business planning; with-or-without analysis; scalability

Online: 6 September 2024 (09:39:37 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.0383.v1

Identifying Oversold Levels and Developing Low-Frequency Trading Algorithms for the S&P 500: An Analysis Using Stochastic Oscillator, Williams %R, and Trading Volume

Chan Kyu Paik, Jinhee Choi, Ivan Ureta Vaquero

Subject: Business, Economics And Management, Finance Keywords: investment; trading; algorithm trading; market timing; ETF; S&; P 500; low-frequency trading; hit ratio, volume; oversold

Online: 4 September 2024 (16:27:56 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.0074.v2

Do Fintechs Align More with Banks or Tech Firms?

Roberto Moro Visconti

Subject: Business, Economics And Management, Finance Keywords: Innovation; Scalability; Digital Platforms; Stakeholder Engagement; Market Behavior; Sustainability

Online: 4 September 2024 (08:40:54 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.0344.v1

Decentralized Finance (DeFi) and Its Impact on Traditional Banking Systems: Opportunities, Challenges, and Future Directions

Arif Ali, Sardauna Abdul-sobur Dembo

Subject: Business, Economics And Management, Finance Keywords: Decentralized Finance (DeFi); Traditional Banking Systems; Blockchain Technology; Smart Contracts; Regulatory Challenges; Financial Innovation

Online: 4 September 2024 (08:40:44 CEST)

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Preprint CONCEPT PAPER | doi:10.20944/preprints202409.0100.v1

A Financial Tool - VaR - for Informed Decision-Making - Indian Banking Companies

S. Baranidharan, KRITI BHARGAVA

Subject: Business, Economics And Management, Finance Keywords: Portfolio Risk Management; Value at Risk (VaR); Banking Sector Investment; Asset Allocation; Financial Risk Analysis

Online: 2 September 2024 (13:34:31 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202409.0074.v1

Do Fintechs Align More with Banks or Tech Firms?

Roberto Moro Visconti

Subject: Business, Economics And Management, Finance Keywords: Innovation; Scalability; Digital Platforms; Stakeholder Engagement; Market Behavior; Sustainability

Online: 2 September 2024 (10:59:36 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.1296.v2

The Impact of Environmental, Social, and Governance Disclosure on the Performance of Saudi Arabian Companies: Evidence from the Top 100 Non-Financial Companies Listed on Tadawul

Maha Abu Hussain, Maha Faisal Alsayegh, Helmi A. Boshnak

Subject: Business, Economics And Management, Finance Keywords: ESG disclosure; generalised method of moments (GMM); Saudi stock exchange; sustainability practices; stakeholder engagement

Online: 30 August 2024 (11:23:14 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.2143.v1

Artificial Intelligence-Driven FinTech Valuation: A Scalable Multilayer Network Approach

Roberto Moro-Visconti

Subject: Business, Economics And Management, Finance Keywords: operational efficiency; risk management; product innovation; copula nodes; digitalization

Online: 29 August 2024 (10:42:33 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.2132.v1

Natural and Artificial Intelligence Interactions in Digital Networking:A Multilayer Network Model for Economic Value Creation

Roberto Moro Visconti

Subject: Business, Economics And Management, Finance Keywords: Economic Value Creation; Digitization; Network Science; Copula Nodes; Cost-Benefit Analysis; Network Optimization

Online: 29 August 2024 (10:18:11 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.1978.v1

Evaluating the Influence of ESG Ratings on the Corporate Operational Performance: Evidence from Commercial Banks in China

Honglin Wang

Subject: Business, Economics And Management, Finance Keywords: ESG rating; Commercial Banks; Operating Performance; Empirical Analysis

Online: 28 August 2024 (12:57:41 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.1846.v1

Evolution and Trends in Digital Wallet Research: A Bibliometric Analysis in Scopus and Web Of Science

Nieves del Pilar Pizzan-Tomanguillo, Tony Venancio Pereyra-Gonzales, Segundo Victor León-Ramírez, Jhon Bautista-Fasabi, Carlos Daniel Rosales-Bardalez, Roel Dante Gómez-Apaza, and Sandra Lucero Pizzán-Tomanguillo

Subject: Business, Economics And Management, Finance Keywords: digital wallet; bibliometric analysis; innovation; technology; Scopus; Web of Science; research trends; systematic

Online: 27 August 2024 (11:06:09 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.1799.v1

Environmental Damage Costs of Insurance Companies

Silvia Bressan

Subject: Business, Economics And Management, Finance Keywords: insurance companies; environmental damages; environmental damage costs; environmental impact ratios; profitability; leverage

Online: 26 August 2024 (08:27:44 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.1680.v1

A New Measure of Risk Using Fourier Analysis

Michael Grabinski, Galiya Klinkova

Subject: Business, Economics And Management, Finance Keywords: finance; risk; Fourier; crypto currencies; stock market; conserved value

Online: 23 August 2024 (11:13:24 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.1399.v1

Enhancing Financial Advisory Services with GenAI: Consumer Perceptions and Attitudes through SDL and AIDUA Perspectives

Qin Yang, Young-Chan Lee

Subject: Business, Economics And Management, Finance Keywords: GenAI Financial Advice; Consumer Perceptions; Service-Dominant Logic (SDL); Artificial Intelligence Device Use Acceptance (AIDUA); Perceived Authenticity

Online: 20 August 2024 (03:46:14 CEST)

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Financial institutions are currently undergoing a significant shift from traditional robo-advisors to more advanced generative artificial intelligence (GenAI) technologies. This transformation has motivated us to investigate the factors influencing consumer responses to GenAI-driven financial advice. Despite extensive research on the adoption of robo-advisors, there is a gap in understanding the specific contributors and differences in consumer attitudes and reactions to GenAI-based financial guidance, particularly in the context of GenAI. This study aims to address this gap by analyzing the impact of personalized investment suggestions, human-like empathy, and the continuous improvement of GenAI-provided financial advice on consumers' perceived authenticity, their utilitarian attitude towards the use of GenAI for financial advice, and their reactions to GenAI-generated financial suggestions. A comprehensive research model was developed based on Service-Dominant Logic (SDL) and Artificial Intelligence Device Use Acceptance (AIDUA). The model was subsequently employed in a structural equation modeling (SEM) analysis of survey data from 822 mobile banking users. The findings of this study indicate that personalized investment suggestions, human-like empathy, and the continuous improvement of GenAI's recommendations have a positive influence on consumers' perception of its authenticity. Moreover, we discovered a positive correlation between utilitarian attitudes and perceived authenticity, which ultimately influences consumers' responses to GenAI's financial advisory solutions. This is manifested as either a willingness to engage or resistance to communication. This study contributes to the research on GenAI-powered financial services and underscores the significance of integrating GenAI financial guidance into the routine operations of financial institutions. Our work builds upon previous research on robo-advisors, offering practical insights for financial institutions seeking to leverage GenAI-driven technologies to enhance their services and customer experiences.

Preprint ARTICLE | doi:10.20944/preprints202408.1329.v1

Distortion Risk Measures of Increasing Rearrangements

Joachim Paulusch, Thorsten Moser, Anna Sulima

Subject: Business, Economics And Management, Finance Keywords: increasing rearrangement; risk measure; distortion risk measure; expected shortfall; value at risk; range value at risk; conditional value at risk; Wang’ s risk measure; inverse transform sampling; cost-efficient strategies

Online: 19 August 2024 (14:15:58 CEST)

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Preprint REVIEW | doi:10.20944/preprints202408.1062.v1

Mapping of Fintech Ecosystem to Sustainable Development Goals (SDGs): Saudi Arabia’s Landscape

Umara Noreen

Subject: Business, Economics And Management, Finance Keywords: Fintech; SDGs; Content analysis; Fintech ecosystem

Online: 15 August 2024 (12:23:41 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.1090.v1

Analyzing Managerial Traits: Measuring Influence on Financial Performance in Selected Nifty 50 Companies in India

Krunal Soni, Rahul Sharma, Jignesh Valand, Purvi Dipen Derashri, Darshna Trivedi, Richard Kawadzo Doe-dartey

Subject: Business, Economics And Management, Finance Keywords: Financial Performance; Managerial Traits; Nifty 50 Companies; tenure of managers; Age of managers; Gender of Managers

Online: 14 August 2024 (16:54:26 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.1051.v1

Building A Portfolio Under Uncertainty

Vera Mita Nia, Hermanto Siregar, Roy Sembel, Nimmi Zulbainarni

Subject: Business, Economics And Management, Finance Keywords: Optimal Portfolio; Safe-Haven Asset; Hedge Asset; Arbitrage Pricing Theory; Bitcoin; Gold; Indonesia Stock Market; Bond; Inflation; Exchange Rate

Online: 14 August 2024 (11:16:11 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.0374.v1

Financial Stability and Innovation: The Role of Non-Performing Loans

Massimo Arnone, Alberto Costantiello, Angelo Leogrande, Cosimo Magazzino

Subject: Business, Economics And Management, Finance Keywords: Non-Performing Loans; Banking stability; Innovation; k-Means

Online: 6 August 2024 (12:36:41 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.0267.v1

Banking Stability in the Context of the ESG Model at World Level

Massimo Arnone, Lucio Laureti, Alberto Costantiello, Fabio Anobile, Angelo Leogrande

Subject: Business, Economics And Management, Finance Keywords: ESG factors; Banking Stability; Financial Performance; Bank to Capital Asset Ratio; Sustainable Finance; Risk Management

Online: 6 August 2024 (04:50:07 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.0239.v1

The Access to Credit in the Context of the ESG Framework at Global Level

Massimo Arnone, Lucio Laureti, Alberto Costantiello, Fabio Anobile, Angelo Leogrande

Subject: Business, Economics And Management, Finance Keywords: ESG; Access to Credit; Sustainable Finance; Banking Sector; k-Means Clustering

Online: 6 August 2024 (04:48:51 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.0242.v1

Moderating Effect of Profitability on the Relationship Between Capital Structure and Dividend Policy

OVBE SIMON AKPADAKA, Musa Adeiza Farouk, Dagwom Yohanna Dang

Subject: Business, Economics And Management, Finance Keywords: Capital Structure; Dividend Policy; Profitability; Moderating Effect; Sub-Saharan Africa

Online: 5 August 2024 (08:25:27 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202408.0211.v1

Fintech adoption in Emerging Economy Using structural Equation Model (SEM) Analysis: Extended UTUAT Approach

Getenet Teshome, Dhiraj Sharma

Subject: Business, Economics And Management, Finance Keywords: FinTech; Adoption; Banking; Emerging; Economy

Online: 2 August 2024 (15:54:44 CEST)

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Preprint REVIEW | doi:10.20944/preprints202407.2218.v1

Green Finance in Property Assessed Clean Energy Programs

K. Thomas Liaw

Subject: Business, Economics And Management, Finance Keywords: property assessed clean energy; sustainable development goals; green finance; energy efficient mortgages; environmental benefits; energy efficiency; securitization; green bonds

Online: 30 July 2024 (11:51:43 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.2391.v1

Long-Run Trade Relationship between U.S and Canada: The Case of the Canadian Dollar with the U.S. Dollar

Ikhlaas Gurrib, Firuz Kamalov, Osama Atayah, Dalia Hemdan, Olga Starkova

Subject: Business, Economics And Management, Finance Keywords: long-run relationship; structural VAR; U.S. dollar; Canadian dollar; shocks

Online: 30 July 2024 (07:48:46 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.2262.v1

The Relations between COVID-19, Country Governance, and CSR: An International Comparative Study

Dimitrios Vortelinos, Ioannis Passas, Christos Floros, Alexandros Garefalakis

Subject: Business, Economics And Management, Finance Keywords: ESG; CSR; Covid-19; country governance; Europe; non-Europe; controversies

Online: 29 July 2024 (09:54:37 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.2185.v1

Comparing Var and Artificial Neural Network Model in Forecasting Real Estate Prices during Good and Bad Times

Mateusz Jozko, Konstantinos Vergos

Subject: Business, Economics And Management, Finance Keywords: Neural networks; Valuation; Real estate; financial markets; VAR; ANN

Online: 26 July 2024 (12:58:46 CEST)

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Preprint REVIEW | doi:10.20944/preprints202407.2109.v1

A Comprehensive Review of Generative AI in Finance

David Kuo Chuen Lee, Chong Guan, Yinghui Yu, Qinxu Ding

Subject: Business, Economics And Management, Finance Keywords: Generative AI; Large Language Models; Finance; Topic Modeling

Online: 26 July 2024 (08:18:51 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.2123.v1

The Role of Entrepreneur’s Face Disclosure on Crowdfunding Success

Lenny Phulong Mamaro, Athenia Bongani Sibindi

Subject: Business, Economics And Management, Finance Keywords: crowdfunding; entrepreneur; face disclosure

Online: 26 July 2024 (05:12:50 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.2061.v1

The Language of Stability: A Textual Study of Financial Reports

Sergey Avetisyan

Subject: Business, Economics And Management, Finance Keywords: financial stability reports; finance; central bank; financial stability

Online: 25 July 2024 (15:04:40 CEST)

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Preprint HYPOTHESIS | doi:10.20944/preprints202407.1707.v1

Decentralized Finance: US Federal Reserve Assets Tokenization

Ulysses Koudou

Subject: Business, Economics And Management, Finance Keywords: Decentralized Finance; Monetary Sovereignty; Fintech; Financial stability and Risk

Online: 22 July 2024 (18:57:25 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.1715.v1

Examining the Elements That Influence a Company’s Capital Structure and Tax Decisions

Jafar Azizi, Taranom Amirizadeh

Subject: Business, Economics And Management, Finance Keywords: capital structure; financial leverage; tax; and debt

Online: 22 July 2024 (18:37:26 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.1757.v1

The Interaction Effect of Leverage and Dividend Policy on Firm Value: Empirical Evidence from Nigerian Firms

Okechukwu Njoku, Younghwan Lee

Subject: Business, Economics And Management, Finance Keywords: Leverage; Dividend Policy; Firm Value

Online: 22 July 2024 (18:05:13 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.1655.v1

Ethical AI in Financial Inclusion: The Role of Algorithmic Fairness on User Satisfaction and Recommendation

Qin Yang, Young-Chan Lee

Subject: Business, Economics And Management, Finance Keywords: artificial intelligence (AI); financial inclusion; ethical considerations; algorithmic fairness; user satisfaction; recommendation behavior

Online: 22 July 2024 (09:56:54 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.1629.v1

The NGDOs Efficiency: A PROMETHEE Approach

Susana Álvarez-Otero, EMMA ALVAREZ-VALLE

Subject: Business, Economics And Management, Finance Keywords: non-governmental development organisation (NGDO); performance; indicators; cooperation; donor; promethee

Online: 22 July 2024 (09:05:17 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.1609.v1

Integrating Risk Management In Fintech And Traditional Financial Institutions Through Ai And Machine Learning

Bibitayo Ebunlomo Abikoye, Wunmi Adelusi, Stanley Chidozie Umeorah, Adesola Oluwatosin Adelaja

Subject: Business, Economics And Management, Finance Keywords: Integrated Risk Management; AI and ML Adoption; Traditional Financial Institutions; Fintech; Regulatory Compliance; Technology Infrastructure

Online: 19 July 2024 (16:51:23 CEST)

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The rapid evolution of financial technology (fintech) has significantly transformed the financial services landscape, creating opportunities for innovation and introducing new risks. Traditional financial institutions and fintech companies operate under different paradigms, resulting in disparate risk management practices. This paper proposes a comprehensive framework for integrating operations and risk management practices between traditional financial institutions and fintech companies. By leveraging advanced technologies such as artificial intelligence (AI) and machine learning (ML), the framework aims to ensure consistent and effective risk assessment across the financial sector. The financial services industry is characterized by rapid innovation, primarily driven by fintech companies offering various services that enhance efficiency, accessibility, and customer satisfaction. However, the growth of fintech brings substantial risks, including cyber threats, data privacy concerns, regulatory compliance challenges, and operational vulnerabilities. Traditional financial institutions prioritize stability, security, and compliance within established risk management frameworks. The divergence in operational models and risk management approaches creates a fragmented risk landscape, posing significant challenges to the financial system's stability and security. This paper identifies the critical need for a unified framework integrating the risk management practices of traditional financial institutions and fintech companies. The proposed framework leverages AI and ML to enhance the accuracy and comprehensiveness of risk assessments, utilizing a centralized data repository for real-time risk assessment. Unified risk management policies covering cybersecurity, operational risk, regulatory compliance, financial crime, and real-time monitoring and reporting tools ensure robust risk management protocols and prompt response to potential risks. Aligning with regulatory requirements and incorporating best practices from both sectors, the integrated risk management approach enhances the financial ecosystem's stability, security, and public confidence.

Preprint ARTICLE | doi:10.20944/preprints202407.1584.v1

Credit Beats Growth: Credit in Modern Capitalist Economy in Crisis

Ralf Pauly

Subject: Business, Economics And Management, Finance Keywords: Financial stability; instable economy; changing economic policy

Online: 19 July 2024 (09:10:14 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.1072.v1

The Effects of Monitoring Activities on Loan Defaults in Group-Based Lending Program: Evidence from Vietnam

Tran Ba Tri, Loc Dong Truong, H. Swint Friday, Tien Phat Pham

Subject: Business, Economics And Management, Finance Keywords: Delegated monitoring; group lending; loan defaults; peer monitoring; Vietnam

Online: 12 July 2024 (14:50:43 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.1045.v1

The Role of Environment, Social and Governance in Shaping Firm Performance: Indonesian Evidence

Kiki Nindya Asih, Noer Azam Achsani, Tanti Novianti, Adler Haymans Manurung

Subject: Business, Economics And Management, Finance Keywords: environment, social, and governance (ESG); firm performance; return on assets (ROA); risk-adjusted return on capital (RAROC); tobin's Q

Online: 12 July 2024 (11:54:24 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.0899.v1

Intellectual Capital and Performance of Banking and Financial Institutions in Panama: An Application of the VAIC™ Model

Oriana Jannett Pitre-Cedeño, Edila Eudemia Herrera-Rodríguez

Subject: Business, Economics And Management, Finance Keywords: intellectual capital; return on equity; added value of intellectual capital; Latin American Stock Exchange ;

Online: 11 July 2024 (12:16:38 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.0661.v1

Extreme Behavior of Competing Risks with Random Sample Size

Long Bai, Kaihao Hu, Conghua Wen, Zhongquan Tan, Chengxiu Ling

Subject: Business, Economics And Management, Finance Keywords: extreme value theory; competing risks; random sample size

Online: 9 July 2024 (10:21:51 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.0602.v1

The Misalignment between the Strategic Asset Allocation and ESG Investment Target of Institutional Investors

Seonghun Min

Subject: Business, Economics And Management, Finance Keywords: ESG Investment; Sustainable Investment; Strategic Asset Allocation; ESG Investment Target; Misalignment

Online: 8 July 2024 (09:49:22 CEST)

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Preprint CASE REPORT | doi:10.20944/preprints202407.0306.v1

Knowledge Management in the Practice of Economic and Social Activities of the West Pomeranian Local Government in the Field of Mitigating the Effects of the COVID-19 Pandemic

Mariusz Sikora, Michał Romańczuk, Ireneusz Miciuła

Subject: Business, Economics And Management, Finance Keywords: internal security, health care, non-governmental organizations, West Pomeranian self-government, COVID-19, rescue entities, EU aid measures, public policy, economic development.

Online: 3 July 2024 (09:50:20 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202407.0114.v1

The Role of Cryptocurrencies in Emerging Markets: Investigating the Growing Adoption of Cryptocurrencies in Developing Countries, Their Potential to Improve Financial Inclusion and Economic Empowerment

Mohammad El Hajj, Imad Farran

Subject: Business, Economics And Management, Finance Keywords: cryptocurrency adoption; financial inclusion; emerging markets; economic empowerment; structural equation modeling

Online: 2 July 2024 (10:10:26 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202406.1827.v1

Securitising Infrastructure Sustainability: A Case Study on Implementing Resilience Bonds in a China Supply Chain

Yang Song, Francesca Medda

Subject: Business, Economics And Management, Finance Keywords: Infrastructure sustainability; Infrastructure financing; Supply Chain Resilience; Sustainable Solutions; Resilience Bonds

Online: 26 June 2024 (05:51:20 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202406.1314.v1

Households’ Financial Literacy in Central European Countries – a Recent Survey in Poland

Łukasz Gębski, Georges Daw

Subject: Business, Economics And Management, Finance Keywords: Financial literacy; behavioral finance; consumers' cognitive errors; responsible lending and borrowing.

Online: 19 June 2024 (11:01:58 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.1065.v2

Optimal Investments in the Portfolia Yield Reactives (PYR)‡

Nikolaos Loukeris, Iordanis Eletheriadis

Subject: Business, Economics And Management, Finance Keywords: generalised feed forward networks; support vector machines; radial basis functions; genetic algorithms; regressions; integrated systems; portfolio selection; optimisation

Online: 18 June 2024 (16:13:04 CEST)

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Preprint DATA DESCRIPTOR | doi:10.20944/preprints202406.0975.v1

A Dataset Containing S&P500 Information Security Breaches and Related Financial Firm Performances

Nynke Voermans, Francesco Lelli

Subject: Business, Economics And Management, Finance Keywords: dataset, information security breaches, stock measures, accounting measures, event data, S&; P500, financial data, security

Online: 14 June 2024 (15:13:50 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202406.0957.v1

Impact of Board Committee Characteristics on Social Sustainability Reporting in Sub-Saharan Africa: Moderating Role of Institutional Ownership

Marshall Wellington Blay, Prosper Kweku Hoeyi, Ebenezer Agyemang Badu, Abdul Bashiru Jibril

Subject: Business, Economics And Management, Finance Keywords: corporate governance; board committee; social sustainability reporting; sub- Saharan Africa (SSA)

Online: 14 June 2024 (10:57:39 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202406.0959.v1

The Effects of Working Capital Management on the Financial Performance of Commercial and Services Firms Listed at Nairobi Securities Exchange in Kenya

Richard Wamalwa Wanzala, Lawrence Obokoh

Subject: Business, Economics And Management, Finance Keywords: commercial and services firms; financial performance; Nairobi Securities Exchange; net operating profit margin working capital management

Online: 13 June 2024 (15:36:44 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202406.0841.v1

Sustainability and Stability: Asymmetric Time–Frequency Connectedness and Risk Spillovers Among EU–China ETSs, Clean Energy, Precious Metals, and Green Bonds

Poshan Yu, Jianing Chen, Haoran Xu

Subject: Business, Economics And Management, Finance Keywords: spillover effects; carbon emission; energy market; sustainability; financial market stability; climate change

Online: 13 June 2024 (12:32:07 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202406.0513.v1

Sustainability and Dividends: Complements or Substitutes?

Kevin Krieger, Nathan Mauck

Subject: Business, Economics And Management, Finance Keywords: Dividend policy; ESG; Sustainability

Online: 11 June 2024 (08:28:32 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202406.0232.v1

Challenges and Trends in Green Finance in the Context of Sustainable Development - A Bibliometric Analysis

Biser Krastev, Radosveta Krasteva-Hristova

Subject: Business, Economics And Management, Finance Keywords: green finance; sustainable development; environmental, social, and governance (ESG); bibliometric analysis

Online: 5 June 2024 (10:52:32 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202406.0183.v1

Swimming with Sharks: Can Small Investors Compete with Buffett?

Pankaj Topiwala

Subject: Business, Economics And Management, Finance Keywords: low frequency trading, hedging, algorithmic trading, investment, performance measures

Online: 4 June 2024 (12:48:00 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202406.0124.v1

Investigating the Impact of an Integrated Project Management System on Financial Performance

Jafar Azizi, Ramin Nikravesh, Tina Golshani

Subject: Business, Economics And Management, Finance Keywords: Integrated Project Management System, Financial Performance, Organization

Online: 3 June 2024 (16:50:06 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.1986.v1

Financial Contagion between Eurozone and BRICS Stock Markets under Multiscale Scrutiny

Olivier Niyitegeka, Alexis Habiyaremye

Subject: Business, Economics And Management, Finance Keywords: BRICS; EuroZone Sovereign Debt Crisis; financial contagion; subprime crisis; wavelet analysis

Online: 30 May 2024 (12:00:57 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.1878.v1

Dynamic Style Analysis and Performance Evaluation of Global Bond Funds

Sirapat Polwitoon, Oranee Tawatnuntachai

Subject: Business, Economics And Management, Finance Keywords: Style analysis; global bond funds; portfolio performance evaluation

Online: 29 May 2024 (07:31:36 CEST)

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Preprint HYPOTHESIS | doi:10.20944/preprints202405.1711.v1

An Empirical Investigation of Sustainability in Finance: Exploring Determinants and Sustainability Performance in the Banking Sector

MANISH KUMAR, Vikram Sandhu, Japneet Dhillon, Hansdeep Kaur

Subject: Business, Economics And Management, Finance Keywords: Sustainability Performance; Green Finance Practices; Financial Institutions; Sustainability; Economic Performance; Social Performance; Environmental Performance

Online: 27 May 2024 (09:59:49 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.1696.v1

Empirical Analysis of the Impact of Fintech on the Art Market: The Application of Blockchain Technology and Non-Fungible Tokens (NFTs)

Yijun Sheng

Subject: Business, Economics And Management, Finance Keywords: Fintech; Art Market; Blockchain; Non-Fungible Tokens (NFTs); Vector Autoregression (VAR); Sustainable Development

Online: 27 May 2024 (08:42:42 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.1517.v1

AI-Driven Financial Analysis: Exploring ChatGPT's Capabilities and Challenges

Li Xian Liu, Zhiyue Sun, Kunpeng Xu, Chao Chen

Subject: Business, Economics And Management, Finance Keywords: Financial analysis; ChatGPT-4o; Financial modelling; Human-AI collaboration; Empirical evaluation; ; AI applications in finance

Online: 24 May 2024 (02:30:44 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.1554.v1

The Asymmetric Effects of Oil Price Volatility on Stock Returns: Evidence From Ho Chi Minh Stock Exchange

Loc Dong Truong, H. Swint Friday, Nhien Tuyet Doan

Subject: Business, Economics And Management, Finance Keywords: HOSE; market returns; NARDL; oil price volatility

Online: 23 May 2024 (12:13:35 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.1454.v1

Reforming Sustainability-Linked Bonds by Strengthening Investor Trust

Frederic de Mariz, Pieter Bosmans, Daniel Leal, Saumya Bisaria

Subject: Business, Economics And Management, Finance Keywords: sustainable finance; esg; markets; climate finance; SDG

Online: 22 May 2024 (14:34:43 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.1424.v1

Looking beyond Traditional Drivers: Climate Effects on Eurozone Sovereign Yields

Panagiotis Palaios, Flora Leventis

Subject: Business, Economics And Management, Finance Keywords: climate change; panel quantile regression; slope heterogeneity; asymmetries; sovereign yields; temperature; precipitation

Online: 22 May 2024 (07:59:27 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.1345.v1

Does Diversification in Overseas Equity by Indian Mutual Funds Improve Their Performance?

Jaishankar Krishnamurthy, Satyendra Pratap Singh

Subject: Business, Economics And Management, Finance Keywords: foreign equity; international diversification; mutual fund

Online: 21 May 2024 (05:09:51 CEST)

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As per the portfolio theory proposed by Markowitz (1952), diversification has the potential to mitigate portfolio risk. Further benefits can come from diversifying internationally since poor correlations among international markets can cause risks that are systematic in one market to become unsystematic in terms of the global economy. SEBI granted approval for Indian Mutual Funds to invest in ADR/GDR released by Indian Companies in 1999. Subsequently, SEBI has eased the rules for investment and several times it has now allowed Indian mutual funds to invest in foreign equity subject to certain limits. While SEBI had approved Indian mutual funds to invest in ADSs of Indian companies way back in 1999, the growth in investment in foreign securities started with the outbreak of COVID-19 in 2020. The exponential growth in the value of stocks in the US, driven largely by growth in technology stocks, propelled investment by Indian Mutual Funds that increased investment by ten-fold to over INR 30,000 Crores. While several focused funds with a mandate to invest in US stocks formed the bulk of the investment, other flexi cap and blue-chip funds, which had erstwhile fully invested in Indian stocks, also joined the bandwagon. While research on other developed economies has revealed the positive impact of international diversification, the Authors current research examined the advantages of international diversification on the Indian mutual funds’ performance. Authors used methods like t-test, F-test, Anova, Levene test for homogeneity and regression to check the validity of our results. Authors found that the international diversification by Indian equity mutual funds that invest in both US and Indian equities outperform benchmarks one third of the time. More importantly, by diversifying into international equities, these mutual funds are able to lower their volatility and therefore provide better risk reward returns. This is the first major study of this kind about Indian mutual funds investment in foreign equities and would be valuable investors, mutual fund managers and the regulator. As investments by Indians and Indian equity mutual funds are expected to increase significantly in the coming years, this study is timely and relevant at the current context of Indian mutual fund industry.

Preprint ARTICLE | doi:10.20944/preprints202405.1248.v1

Modeling and Forecasting Historical Volatility Using Econometric and Deep Learning Approaches: Evidence From the Moroccan and Bahraini Stock Markets

Imane Boudri, Abdelhamid EL Bouhadi

Subject: Business, Economics And Management, Finance Keywords: Historical Volatility; Pre-emerging Markets; ARCH-GARCH Models; Deep Learning Approaches; LSTM Network; 1D-CNN Network

Online: 20 May 2024 (16:08:27 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.1065.v1

Optimal Investments in the Portfolia Yield Reactives (PYR)‡

Nikolaos Loukeris, Iordanis Eletheriadis

Subject: Business, Economics And Management, Finance Keywords: generalised feed forward networks; support vector machines; radial basis functions; genetic algorithms; regressions; integrated systems; portfolio selection; optimisation

Online: 16 May 2024 (17:25:22 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.0997.v1

The Impact of Financial Efficiency and Renewable Energy Consumption on CO2 Emissions Reduction in GCC Economies: A Panel Data Quantile Regression Approach

Lena Bedawi Elfadli Elmonshid, Omer Ahmed Sayed, Ghadda Mohamed Awad Yousif, Kamal Eldin Hassan Ibrahim Eldaw, Muawya Ahmed Hussein

Subject: Business, Economics And Management, Finance Keywords: Financial Efficiency; Carbon dioxide emissions; GCC's Economies; Quantile regression; panel data

Online: 15 May 2024 (12:29:38 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.0905.v1

A Forecasting Model Approach: Investigating Calendar Anomalies and Volatility Patterns in the Cryptocurrency Market

Sonal Sahu, Alejandro Fonseca Ramírez, Jong-Min Kim

Subject: Business, Economics And Management, Finance Keywords: calendar anomalies; cryptocurrency; day-of-the-week effect; GARCH; volatility; forecasting

Online: 14 May 2024 (11:14:11 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.0503.v1

Research on Financial Risk Management Early Warning Model for Chinese Enterprises

Haitong Wei, Xinghai Wang

Subject: Business, Economics And Management, Finance Keywords: financial risk; financial risk warning analysis; financial warning level

Online: 8 May 2024 (14:49:51 CEST)

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Preprint REVIEW | doi:10.20944/preprints202405.0311.v1

Volatility Spillovers among the Major Commodities: A Bibliometric Review

Konstantinos D. Melas, Anastasia Faitatzoglou, Nektarios A. Michail, Anastasia Artemiou

Subject: Business, Economics And Management, Finance Keywords: Volatility Spillover; Gold; Aluminum; Silver; Copper; Platinum; Oil; Gas; Soybeans; Corn; Wheat

Online: 7 May 2024 (02:25:57 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202405.0027.v1

Role of Customers’ Technology Readiness and Service Quality of Banking Machine in the Adoption of Self-Service Banking Service

Patrick Kuok Kun Chu, Winnie Wai Teng Lam

Subject: Business, Economics And Management, Finance Keywords: technological readiness; service quality; customer satisfaction; self-service banking services; structural equation modeling

Online: 1 May 2024 (10:00:05 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202404.1931.v1

First Major Study on the Use of Derivatives by Indian Equity Mutual Funds during the Pandemic

Jaishankar Krishnamurthy, Satyendra Pratap Singh

Subject: Business, Economics And Management, Finance Keywords: Derivatives usage; COVID-19 impact; Mutual fund performance; Stock market volatility; Risk management

Online: 29 April 2024 (15:30:32 CEST)

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Preprint REVIEW | doi:10.20944/preprints202404.1920.v1

Implementing Effective Data Security Measures in Fintech Applications: Address the importance of and approaches to securing sensitive financial data

Dharika Kapil

Subject: Business, Economics And Management, Finance Keywords: Data Security in FinTech; Financial Technology Data Protection; Encryption Technologies in Finance; Blockchain for Financial Security; Cloud Security in FinTech; Regulatory; Frameworks in Finance; Cybersecurity Threats in FinTech; AI in Financial Security; Technological Solutions for Data Protection; FinTech Compliance and Standards; Secure Financial Transaction Methods

Online: 29 April 2024 (11:55:23 CEST)

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Preprint REVIEW | doi:10.20944/preprints202404.1872.v1

Advancements in Risk Management Software for Dealers and Brokers: Discuss the Latest Technologies and Methodologies in Risk Management Software Development

Dharika Kapil

Subject: Business, Economics And Management, Finance Keywords: FinTech; risk management; artificial intelligence; machine learning; big data; blockchain; Regtech; quantum computing

Online: 29 April 2024 (10:34:27 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202404.1838.v1

Advanced Statistical Analysis of the Predicted Volatility Levels in Crypto Markets

Vadim Azhmyakov, Ilya Shirokov, Luz Adriana Guzman Trujillo

Subject: Business, Economics And Management, Finance Keywords: technical analysis; formal volatility models; volatility prediction; statistical probability of levels; trading algorithms

Online: 28 April 2024 (08:10:02 CEST)

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Preprint ARTICLE | doi:10.20944/preprints202404.1567.v1

The Neobank Revolution: An Assessment of Their Contribution to the Global Sustainability

Aleksandra Amon, Timotej Jagrič, Žan Jan Oplotnik

Subject: Business, Economics And Management, Finance Keywords: neobanks; sustainability; fintech; environmental impact; financial inclusion

Online: 25 April 2024 (15:06:21 CEST)

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Preprint REVIEW | doi:10.20944/preprints202404.1667.v1

Machine Learning Applications in Predicting Bond Market Trends: Explore How Machine Learning Algorithms Can Be Used to Predict Movements in the Fixed Bond Market

Dharika Kapil, Kannan Yamini

Subject: Business, Economics And Management, Finance Keywords: Machine Learning (ML); Bond Market Analysis; FinTech; Supervised Learning; Unsupervised Learning; Neural Networks; Deep Learning; Time Series Analysis; Bond Market Forecasting; Risk Management in Finance; Algorithmic Trading; Data Preprocessing in Finance; Model Overfitting

Online: 25 April 2024 (11:20:21 CEST)

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Business, Economics and Management