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1-6 of 6
Keywords: G32
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Journal Articles
Interaction between equity futures and spot markets during COVID-19 pandemic: a multi-market analysis
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2025) 33 (1): 67–84.
Published: 28 November 2024
... discovery Volatility transmission G11 G13 G15 G32 This study aimed to establish the nature of interaction between equity futures contracts [1] and the underlying spot markets during the coronavirus pandemic era. Specifically, this study aims to analyse the cointegrating relationship...
Journal Articles
Predicting zombie firms after the COVID-19 pandemic using explainable artificial intelligence
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2024) 32 (4): 266–285.
Published: 07 November 2024
... commercial and non-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Explainable AI (XAI) Zombie firms XGBoost SHAP LIME Financial forecast G30 G32...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2024) 32 (3): 238–263.
Published: 24 May 2024
... Investment Information asymmetry Liquidation values G33 G32 D82 G14 Our theory generates a novel informational spillover effect on bankruptcy recovery rates across firms with different asset qualities, for which we show suggestive empirical evidence. Theoretically, when low-quality firms find...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2024) 32 (2): 116–144.
Published: 01 March 2024
..., effectively reducing information asymmetry between investors and management, fundamentally resolving the cost of equity capital and having a significant impact on lowering costs. G32 G35 Second, to assess whether changes in leverage following dividend increases or decreases are intended to revert...
Journal Articles
Do technical trading rules outperform the simple buy-and-hold strategy in the cryptocurrency market?
Open Access
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2024) 32 (1): 23–35.
Published: 22 November 2023
... G21 G30 G32 Since Bitcoin was created as a cryptocurrency in 2009, numerous cryptocurrencies have been introduced into the market. Even though cryptocurrency markets have geometrically grown in value over the last decade, the price of each cryptocurrency is extremely fluctuating. Despite...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2023) 31 (3): 242–260.
Published: 06 July 2023
... analysis Dynamic panel model G30 G32 J24 Measuring labor productivity based on value-added per employee and sales per employee, Nho and Chae (2009) argued that education and training costs have a positive relationship with sales, but no relationship with value-added. Brav et al...
