The paper presents a framework for forecasting stock prices for normal time and pandemic
period and tests its forecasting efficacy. It is based on the specification of dependent and …

Momentum is a well-known and studied artefact of financial markets. In this paper, we
investigate whether momentum in a country's macroeconomic variables is related to the …

We use the Belt and Road Initiative (BRI) economies to assess whether co-movements
between individual BRI countries' equity markets and Bitcoin, can optimize portfolio …

This paper studies the feasibility of correlation-based investment strategies in the Chinese
and US stock markets. After testing eight different correlations between returns and various …

During the “14th five-year plan” period, financial services were actively integrated into the
new business forms of e-commerce development, in which financial investment vigorously …

Momentum is a well-known and studied artefact of financial markets. In this paper, we
investigate whether momentum in a country's macroeconomic variables is related to the …

В статье исследована эволюция рыночно ориентированной реформы обменного курса
юаня, национальной валюты КНР. Цель исследования заключается в раскрытии …

This paper studies the portfolio constructed by a correlation-based momentum strategy in
both Chinese and American stock markets. By applying eight different correlations to return …