Now showing items 21-27 of 27
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: an asymmetric multifractal detrended fluctuation analysis
This study examines high-frequency asymmetric multifractality, long memory, and weak-form efficiency for two major cryptocurrencies, namely, Bitcoin (BTC) and Ethereum (ETH), using the asymmetric multifractal detrended ...
Context and theorizing in the global south: challenges and opportunities for an international dialogue
(ANPAD - Associacao Nacional de Pos-Graduacao e Pesquisa em Administracao, 2019)
Brazilian researchers have been encouraged to internationalize their research, expanding their insertions into high impact international journals. This task in turn demands thinking outside the commonly used Eurocentric ...
Financial networks 2019
This special issue on financial networks seeks to bring novel methods and discussions to improve our understanding of financial markets. The bulk of the literature studies, interbank markets, or stock markets networks. ...
Financial connectivity and excessive liquidity: benefit or risk?
This paper explores the structure of cross-border lending market by using network analysis and examines the relationship between financial connectivity and probability of systemic crises during normal, credit boom and ...
Intraday efficiency-frequency nexus in the cryptocurrency markets
This study investigates the nexus between weak-form efficiency and intraday sampling frequency for the highest capitalized cryptocurrencies. Applying a battery of long memory tests, we provide evidence of major discrepancies ...
Globally responsible intergenerational leadership
(IGI Global, 2019)
Today's workforce is more diverse than ever, comprised of five generational cohorts: Traditionalists, Baby Boomers, Generation X, Generation Y, and Generation Z. As each generation has its own values, beliefs, and expectations, ...