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Article
Publication date: 26 August 2024

Anas Ali Al-Qudah, Manaf Al-Okaily and Miklesh Prasad Prasad Yadav

The purpose of this study is to investigate the continuous intention to use blockchain and FinTech innovations, focusing on the direct impact of user trust and perceived risks. It…

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Abstract

Purpose

The purpose of this study is to investigate the continuous intention to use blockchain and FinTech innovations, focusing on the direct impact of user trust and perceived risks. It seeks to test how information technology (IT) quality directly affects user-perceived risk and trust and to identify how IT quality can influence FinTech continuance intentions. By examining these relationships, the study provides insights into how improvements in IT quality can mitigate perceived risks and enhance user trust, ultimately fostering sustained use of FinTech and blockchain technologies.

Design/methodology/approach

To achieve the purpose of this study, the model and hypotheses were examined based on the partial least squares structural equation modeling (PLS-SEM).

Findings

Results revealed that perceived risk is negatively impacted by system quality, while trust is positively impacted by information quality, and the most significant result in the study is continuous-use intention and uncertainty both are impacted by service quality. Also, the study used some control variables, and two of them (i.e. FinTech type and education) showed a positive significant relationship with continuance-use intention.

Practical implications

This study identifies several causal relationships between the continuance-use intention of blockchain and FinTech innovations and various factors, which can provide valuable insights for managers, enabling them to formulate appropriate strategies to foster sustainable growth in FinTech and blockchain. By leveraging these findings, managers can enhance IT quality, reduce perceived risks and build user trust, thereby promoting the ongoing adoption and success of blockchain and FinTech innovations.

Originality/value

The outcomes obtained will help both FinTech providers and researchers elucidate and understand the situation of users’ concerns about the unexpected risks/uncertainty in FinTech transactions can be mitigated through providing a high level of quality IT service and systems. Two main strategies can be merged to be used by FinTech providers/managers, first: trust building, second: risk-mitigating, both strategies can be used in the light of IT innovation and its aspects to meet the sustainable growth of FinTech.

Details

International Journal of Accounting & Information Management, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1834-7649

Keywords

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Article
Publication date: 14 June 2024

Sabia Tabassum, Umra Rashid, Mustafa Raza Rabbani and Miklesh Prasad Yadav

The purpose of this paper is to examine the connectedness among Memecoin, Halal exchange traded funds (ETF) and environmental, social and governance (ESG) indexes in different…

95

Abstract

Purpose

The purpose of this paper is to examine the connectedness among Memecoin, Halal exchange traded funds (ETF) and environmental, social and governance (ESG) indexes in different quantiles.

Design/methodology/approach

The authors consider Dogecoin to measure Memecoin while Wahed FTSE USA Shariah ETF (HLAL) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) are used to represent Halaf ETF. Similarly, iShares ESG Aware MSCI USA ETF (ESGU) and Vanguard ESG US Stock (ESGV) proxy the ESG index ETF. The daily price of these examined markets is considered from January 2, 2020, to January 18, 2024. The quantile vector autoregression is deployed for the empirical computation.

Findings

The result reveals that Memecoin (Dogecoin) emerges as the best diversifier irrespective of various quantiles because it is least connected in terms of recipient and transmission of shock. In addition, the authors observe an intriguing observation that the total connectedness in higher quantile is large, followed by lower quantile.

Originality/value

This study is undertaken considering the novelty in the form of the proxies of examined markets along with natural outbreak (COVID-19) and man-made outbreak (Russia–Ukraine invasion) periods.

Details

Journal of Islamic Marketing, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1759-0833

Keywords

Available. Open Access. Open Access
Article
Publication date: 28 November 2024

Miklesh Prasad Yadav, Silky Vigg Kushwah, Farhad Taghizadeh-Hesary and Nandita Mishra

This paper aims to analyze the dynamic linkages of the energy market with the forex market. The energy market is measured by crude oil WTI, while the forex market is proxied by…

200

Abstract

Purpose

This paper aims to analyze the dynamic linkages of the energy market with the forex market. The energy market is measured by crude oil WTI, while the forex market is proxied by Brazilian real (RBRL), Mexican peso (RMXN), South African rand (RZAR), Turkish lira (RTRY) and British pound sterling (RGBP) exchange rate.

Design/methodology/approach

For the study, daily observations of these constituent asset classes extending from December 31, 2019, to August 16, 2022, are taken as the data. Furthermore, it is categorized into two different sub-samples in the form of the COVID-19 outbreak (December 31, 2019 to February 23, 2022) and the Russo−Ukraine invasion (February 24, 2022 to August 16, 2022). For empirical estimation, Diebold and Yilmaz model (2014) and Barunik and Krehlik test (2018) are used to examine the dynamic linkages.

Findings

The study concludes that the Mexican peso (RMXN) receives and transmits the highest spillover, while crude oil (RCOWTI) receives and transmits the least volatility to the network connection in full sample. In addition, the authors report that the dynamic linkage is not constant in the short, medium and long run. Furthermore, the spillover index in the Russo−Ukraine invasion is higher (29.92%) than full observation (22.03%) and COVID-19 outbreak (21.10%) in the short run.

Originality/value

This paper ventures to offer insight to investors, traders and policymakers based on normal trading days and crisis periods.

Details

Review of Accounting and Finance, vol. 24 no. 1
Type: Research Article
ISSN: 1475-7702

Keywords

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Article
Publication date: 23 July 2024

Sabia Tabassum, Lakhwinder Kaur Dhillon, Miklesh Prasad Yadav, Khaliquzzaman Khan, Mohd Afzal Saifi and Zehra Zulfikar

This paper aims to analyze the time-varying dynamic connectedness among environmental, social and governance (ESG)-compliant firms, Fintech-based firms and artificial intelligence…

171

Abstract

Purpose

This paper aims to analyze the time-varying dynamic connectedness among environmental, social and governance (ESG)-compliant firms, Fintech-based firms and artificial intelligence (AI) firm’s stocks.

Design/methodology/approach

To examine the spillover from globally leading companies that systematically follow ESG reporting and standards into their financial books to top AI-based and Fintech-based companies, we use the daily observation extending from December 31, 2019 to October 9, 2023. For the empirical investigation, Diebold and Yilmaz (2012) model and Baruník and Křehlík (2018) model are employed.

Findings

An intriguing observation is found for both recipient and transmission as Northrop Grumman remains the least shock transmitter and receiver among all constituent markets irrespective of two different used models. On this note, Northrop Grumman can be classified among the safest stock comparatively which has to be held in short, medium and long run to mitigate the risk.

Originality/value

After extensive existing literature review and to the best of the authors knowledge, it is a novel study that examines the dynamic connectedness among ESG, Fintech and AI stocks covering two unprecedented events like the COVID-19 outbreak and the Russia–Ukraine invasion.

Details

Journal of Accounting & Organizational Change, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 1832-5912

Keywords

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Article
Publication date: 6 March 2023

Gaytri Malhotra, Miklesh Prasad Yadav, Priyanka Tandon and Neena Sinha

This study unravels an attempt to investigate the dynamic connectedness of agri-commodity (wheat) of Russia with 10 financial markets of wheat importing counties during the…

393

Abstract

Purpose

This study unravels an attempt to investigate the dynamic connectedness of agri-commodity (wheat) of Russia with 10 financial markets of wheat importing counties during the Russia–Ukraine invasion.

Design/methodology/approach

This study took the daily prices of Wheat FOB Black Sea Index (Russia) along with stock indices of 10 major wheat-importing nations of Russia and Ukraine. The time frame for this study ranges from February 24, 2022 to July 31, 2022. This time frame was selected since it fully examines all of the effects of the crisis. The conditional correlations and volatility spillovers of these indices are predicted using the DCC-GARCH model, Diebold and Yilmaz (2012) and Baruník and Křehlík (2018) models.

Findings

It is found that there is dynamic linkage of agri-commodity of with stock markets of Iraq, Pakistan and Tanzania in short run while stock markets of Egypt, Turkey, Bangladesh, Pakistan, Brazil and Iraq are spilled by agri-commodity in long run. In addition, it documents that there is large spillover in short run than medium and long run comparatively. This signifies that investors have more diversification opportunity in short run then long run contemplating to invest in these markets.

Originality/value

To the best of the authors’ understanding this is the first study to undertake the dynamic linkage of agri-commodity (wheat) of Russia with financial market of select importing counties during the Russia–Ukraine invasion.

Details

Benchmarking: An International Journal, vol. 31 no. 2
Type: Research Article
ISSN: 1463-5771

Keywords

Available. Open Access. Open Access
Article
Publication date: 3 October 2023

Miklesh Prasad Yadav, Shruti Ashok, Farhad Taghizadeh-Hesary, Deepika Dhingra, Nandita Mishra and Nidhi Malhotra

This paper aims to examine the comovement among green bonds, energy commodities and stock market to determine the advantages of adding green bonds to a diversified portfolio.

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Abstract

Purpose

This paper aims to examine the comovement among green bonds, energy commodities and stock market to determine the advantages of adding green bonds to a diversified portfolio.

Design/methodology/approach

Generic 1 Natural Gas and Energy Select SPDR Fund are used as proxies to measure energy commodities, bonds index of S&P Dow Jones and Bloomberg Barclays MSCI are used to represent green bonds and the New York Stock Exchange is considered to measure the stock market. Granger causality test, wavelet analysis and network analysis are applied to daily price for the select markets from August 26, 2014, to March 30, 2021.

Findings

Results from the Granger causality test indicate no causality between any pair of variables, while cross wavelet transform and wavelet coherence analysis confirm strong coherence at a high scale during the pandemic, validating comovement among the three asset classes. In addition, network analysis further corroborates this connectedness, implying a strong association of the stock market with the energy commodity market.

Originality/value

This study offers new evidence of the temporal association among the US stock market, energy commodities and green bonds during the COVID-19 crisis. It presents a novel approach that measures and evaluates comovement among the constituent series, simultaneously using both wavelet and network analysis.

Details

Studies in Economics and Finance, vol. 41 no. 3
Type: Research Article
ISSN: 1086-7376

Keywords

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