Results 81 to 90 of about 1,129 (189)

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, Volume 45, Issue 5, Page 2186-2212, August 2026.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Crypto Asset Markets vs. Financial Markets: Event Identification, Latest Insights and Analyses

AppliedMath
As crypto assets become more widely adopted, crypto asset markets and traditional financial markets may become increasingly interconnected. The close linkages between these markets have potentially important implications for price formation, contagion ...
Eleni Koutrouli, Polychronis Manousopoulos, John Theal, Laura Tresso   +3 more
doaj   +1 more source

Affordances, dread, and online fraud: Exploring and advancing social learning theory in online contexts

Criminology, Volume 64, Issue 3, Page 698-733, August 2026.
Abstract We investigate how the affordances of an online context shape the processes of social learning. Using a dataset of more than 11,000 posts from the fraud subdread on the dark web forum Dread, we examine how affordances of platform governance, connectivity, anonymity, invisibility, asynchronicity, and limited oversight influence the components ...
Fangzhou Wang, Timothy Dickinson
wiley   +1 more source

Detecting Informed Trading Risk from Undercutting Activity

The Journal of Finance, Volume 81, Issue 4, Page 2109-2164, August 2026.
ABSTRACT We introduce a simple measure of informed trading risk, QIDres$QID^{res}$, the residual to liquidity quote‐improvement‐to‐deterioration ratio times −1$-1$. When facing with increased informed trading risk, liquidity providers compete less to provide liquidity, reducing their undercutting activity. Reductions in undercutting leave footprints in
YASHAR H. BARARDEHI, PETER DIXON, QIYU LIU   +2 more
wiley   +1 more source

The Impact of TikTok on Elections: (Mis)information and Regulatory Challenges

Kyklos, Volume 79, Issue 3, Page 724-742, August 2026.
ABSTRACT TikTok's algorithm‐driven feed is reshaping electoral communication, yet a clear understanding of its effects is lacking. This study synthesizes and appraises evidence on how the platform's design and governance shape political (dis)information and may affect electoral dynamics.
Michele Giuseppe Giuranno, Mauro Sebastian Manni   +1 more
wiley   +1 more source

Crypto-asset Taxonomy for Investors and Regulators

CoRR
Crypto-assets are a main segment of electronic markets, with growing trade volume and market share, yet there's no unified and comprehensive asset level taxonomy framework. This paper develops a multidimensional taxonomy for crypto-assets that connects technical design to market structure and regulation.
Xiao Zhang, Juan Ignacio Ibañez, Jiahua Xu   +2 more
openaire   +2 more sources

Confidence Intervals for Price Discovery

Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 742-764, August 2026.
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen, Paolo Paruolo, Anders Rahbek   +2 more
wiley   +1 more source

Regulation of Markets in Crypto-Assets*

The Regulation on Markets in Crypto-Assets (MiCAR) entry into legal force on 29th June 2023 announced European Union as regulatory leader in the area of crypto-assets on a global scale. Regulatory framework for markets in crypto-assets is being developed in various jurisdictions but none other had yet labor to produce any comparable to MiCAR ...
openaire   +2 more sources

Contested Rule Formation Under Institutional Mismatch: A Framework for Early‐Phase Governance of Disruptive Innovations

Policy Studies Journal, Volume 54, Issue 3, August 2026.
ABSTRACT Disruptive innovations often diffuse faster than inherited policy institutions can classify, assign jurisdiction, and govern them. In these early phases, the central struggle is often not yet about the stringency of substantive standards, but about prior questions of what the innovation is (its legal and administrative classification), who is ...
Sina Jangjoo
wiley   +1 more source

Taxation of Crypto Assets: The Example of U.S. Federal Income Tax

Annales de la Faculté de Droit d’Istanbul
Crypto assets are one of the important milestones of digitalization. They have created paramount problems related to tax systems. The United States, which was one of the first countries where these assets became widespread, gained experience with the ...
Muhammet Durdu, Ümit Süleyman Üstün
doaj   +1 more source