Authors:Roucham Benziane; Sagou Roqiya, Mahmoudi Houcine Abstract: This research aims to investigate the Fintech Start-up phenomenon and trends through collecting 124 manuscripts published between 2016 and 2021 in Scopus database, A bibliometric analysis was used with their two main divisions; performance analysis and mapping sciences to find out the most productive and influential studies, journals, authors, in addition, to examine the level of collaboration, various soft programs were adopted such as VosViewer for network visualization and Biblioshiny which is a web application based on R-studio and have required open-source codes that carried out by the authors for citation metrics, The findings have revealed that the most productive journal is Sustainability Switzerland but the most influential is Business Horizon, besides, Leong has the most publications while have the record citations and Muthukannan is the furthermost collaborated, Univ of Sydney is the most active University, However, result don't comply neither Lotka nor Bradford Law, U.S. has led the production and was reference in the field, new keywords have emerged approximatively to the field like business model, Ecosystem, Blockchain and Crowdfunding, the study recommends to explore the targeted field in specified time and data bases using another quantitative or qualitative tools with developed softwares. JEL Classification Codes: E51, M13, C55, C81. PubDate: Fri, 13 May 2022 06:14:43 +000
Authors:Mahfuza Khatun; Sikandar Siddiqui Abstract: The present paper analyses the impact of the COVID-19 breakout on the frontier stock market Dhaka Stock Exchange (DSE), exemplified by the case of Bangladesh. This study is based on secondary data from the official website of the Dhaka Stock Exchange. The sampling period extends across two sub-periods, referred to as the pre-lockdown period, extending from March 19, 2019, to March 25, 2020, and the re-opening period stretching from May 31, 2020, to March 11, 2021. Taken together, both sub-periods include a maximum of 442 data points. Our dataset consists of 106 listed companies from the Pharmaceutical, Engineering, and Insurance sectors in DSE. A classical Chow test was used to detect structural breaks. In a vast majority of cases, our results confirm the presence of structural breaks as an effect of Covid-19 by rejecting the null hypothesis. Our analysis of the statistical risk-return profiles of the companies under investigation indicates that the temporary interruption of stock trading in DSE was indeed a “game-changer”. Moreover, our findings support the view that pairwise return correlations tend to be larger during rapid market downturns than they are under “normal” or “positive” market conditions. JEL Classification Codes: C32, C58, G10. PubDate: Thu, 21 Apr 2022 09:58:18 +000
Open Access journal
[2 journals]
