Ausgabe 1/2020
Inhalt (7 Artikel)
Original Research
Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input–Output Model
Katsushi Nakajima
The Profitability in the FTSE 100 Index: A New Markov Chain Approach
Flavio Ivo Riedlinger, João Nicolau
Investor Sentiment and the Return Rate of P2P Lending Platform
Wei Zhang, Yingxiu Zhao, Pengfei Wang, Dehua Shen
Capturing the Order Imbalance with Hidden Markov Model: A Case of SET50 and KOSPI50
Polin Wu, Wasin Siwasarit
Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study
Tetsuya Takaishi, Takanori Adachi