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Article
Business, Finance
Ahmed Bouteska et al.
Summary: This paper investigates the relationship between the COVID-19 pandemic and the US stock markets, finding that the daily reported COVID-19 cases and cumulative COVID-19 deaths have asymmetric lower and upper tail dependence with the stock markets, with significant time-varying trends. Additionally, there are significant regime-switching behaviors in the tail dependence between the stock markets and the pandemic, with higher probabilities of switching in the higher tail dependence stage after December 1, 2019. These findings have important implications for market players and policymakers due to the significant financial market reaction to unexpected emergence of transmittable respiratory diseases or natural calamities.
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
(2023)
Article
Business
Quansong Qi et al.
Summary: This paper presents an innovative integrated method using the multi-objective optimization to prioritize intelligent IIoT systems. The proposed method utilizes CRITIC to calculate attribute weights and MULTIMOORA to rank options on q-ROFSs. A case study is conducted to validate the capability of the developed framework.
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE
(2023)
Article
Business
Claire Brewis et al.
Summary: Big data can improve profitability and competitiveness of organizations by expanding market knowledge and strategic marketing insight. However, incumbent firms are not fully prepared to engage with big data, limiting their ability to benefit from it. The study identifies five dynamic capabilities required to leverage value from big data and develop market responsiveness, based on in-depth interviews with senior managers from four case study organizations. These capabilities are part of a sequential 'sensing-reconfiguring-seizing' process, with reconfiguring capabilities playing a vital role. The findings contribute to dynamic capabilities theory and a new Big Data Capabilities Model is developed to guide organizations in leveraging value from big data.
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE
(2023)
Article
Business
Kasuni Weerasinghe et al.
Summary: The ongoing discussion about the introduction and use of 'big data and analytics' in the global health sector is driven by the efforts of developed countries to improve healthcare value through data and technology. However, while there is recognition of the potential value of big data and analytics in clinical decision-making, the adoption of such technologies in clinical care remains relatively unexplored in New Zealand. Concerns over data quality and the need for engagement and participation at all levels to discuss data quality and implement big-data-based changes are highlighted in the findings, along with recommendations for policy and practice.
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE
(2022)
Article
Business, Finance
Matthias Buchner et al.
Summary: Options are difficult to study using conventional factor models, but instrumented principal components analysis provides a solution. A model with three latent factors is able to price and explain the majority of variation in option returns. Moreover, trading strategies based on this model outperform previous strategies.
JOURNAL OF FINANCIAL ECONOMICS
(2022)
Article
Information Science & Library Science
Thanos Papadopoulos et al.
Summary: This article addresses the lack of research on the role of Big Data and Analytics in addressing the challenges and opportunities created by Climate Change for operations and supply chains.
INTERNATIONAL JOURNAL OF INFORMATION MANAGEMENT
(2022)
Article
Business, Finance
Libo Yin et al.
Summary: This study captures the trend changes in a firm's profitability and explores the impact of profitability growth and acceleration on stock returns in the Chinese market. The findings reveal a significantly positive dynamic profitability growth and acceleration premium, providing a novel perspective on pricing mechanisms in the emerging stock market.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
(2022)
Article
Business
Rabeh Khalfaoui et al.
Summary: This study examines the dependence of US stock market returns on climate change related risks (CCRR) using a spillover and connectedness network analysis. The findings reveal that clean energy and climate policy uncertainty are drivers of transmission spillover networks, and the effects of CCRR proxies vary under different market states.
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE
(2022)
Article
Business
Sabri Boubaker et al.
Summary: This study explores the relationship between news diversity and financial market crashes using modern textual analysis methods and change-point detection approach. The empirical analysis reveals that big data is a relatively new and useful tool for evaluating financial market movements and that there is a relationship between news diversity and financial market movements.
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE
(2021)
Article
Economics
Jean-Louis Monino
Summary: With the integration of different technologies and the growing range of products, big data is a paradigm shift involving data analysis to extract patterns in hidden relationships. Companies now focus on utilizing high performance to efficiently analyze big data and find useful information rather than just launching new products. The challenges of the data revolution era highlight the importance of data usage and the rise of the intangible economy.
JOURNAL OF THE KNOWLEDGE ECONOMY
(2021)
Article
Business, Finance
Eugene F. Fama et al.
REVIEW OF FINANCIAL STUDIES
(2020)
Article
Business, Finance
Wenbin Liao et al.
PACIFIC-BASIN FINANCE JOURNAL
(2020)
Article
Business, Finance
Shihao Gu et al.
REVIEW OF FINANCIAL STUDIES
(2020)
Article
Business, Finance
Jianan Liu et al.
JOURNAL OF FINANCIAL ECONOMICS
(2019)
Article
Computer Science, Theory & Methods
Reihaneh H. Hariri et al.
JOURNAL OF BIG DATA
(2019)
Article
Business, Finance
Bryan T. Kelly et al.
JOURNAL OF FINANCIAL ECONOMICS
(2019)
Article
Business, Finance
Fuwei Jiang et al.
JOURNAL OF BANKING & FINANCE
(2018)
Article
Business
Jonathan J. J. M. Seddon et al.
JOURNAL OF BUSINESS RESEARCH
(2017)
Article
Business, Finance
Ray Ball et al.
JOURNAL OF FINANCIAL ECONOMICS
(2016)
Article
Business, Finance
Diego Amaya et al.
JOURNAL OF FINANCIAL ECONOMICS
(2015)
Article
Business, Finance
Ray Ball et al.
JOURNAL OF FINANCIAL ECONOMICS
(2015)
Article
Business, Finance
Eugene F. Fama et al.
JOURNAL OF FINANCIAL ECONOMICS
(2015)
Article
Business, Finance
Kewei Hou et al.
REVIEW OF FINANCIAL STUDIES
(2015)
Article
Business, Finance
Robert Novy-Marx
JOURNAL OF FINANCIAL ECONOMICS
(2013)
Article
Business, Finance
Ferdinand A. Gul et al.
JOURNAL OF FINANCIAL ECONOMICS
(2010)
Article
Business, Finance
M Baker et al.
JOURNAL OF FINANCIAL MARKETS
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