Lucija Akalovic, Tea Sestanovic pages 130-159

Contagion Effect between Commodities and Cryptocurrencies

This paper examines cryptocurrencies in terms of their diversifier, safe haven and/or hedge properties, while simultaneously testing the existence of contagion and…

Aamir Azeem, Ali Fayyaz Munir, Deng Chune, Mohd Edil Bin Abd Sukor, Shahid Ali pages 2-27

What Drives the Profitability of Reversals in South Asian Emerging Markets? A Multilevel Approach to Firm, Industry, and Macroeconomic Factors

The aim of this study is to examine whether macro-economic indicators, industry factors and firm-specific factors tend to predict returns to contrarian…

Mujeeb-u-Rehman Bhayo, Naila Bibi, Ranjeeta Sadhwani pages 29-53

Momentum and Disposition Effect in Different Market States

This study examines the relationship between momentum profits and the disposition effect across different market states, bridging two literature strands explaining momentum…

Abdullah Alhussaini, Claude Diebolt, Mohamed Chikhi, Tapas Mishra pages 54-86

Forecasting Bitcoin Prices Movements: Memory, Path Dependence and Persistence

Being able to predict changes in Bitcoin prices is purportedly a boon for risky investors, more so, if the forecasts are largely…

Hongjun Zeng, Huifang Liu, Ran Wu, Shenglin Ma, Xusheng Fang pages 87-127

The Dynamic Relationship between China’s Carbon Emission Trading Market and Chinese Stock Market Sectors

Abstract This study aims to explore the dynamic relationship and transmission mechanism between China’s carbon emission trading market (CEA) and key industry…