Bookkeeping practices and SME performance: The intervening role of owners' accounting skills.

Aside from statutory requirements, Small and Medium-Sized Enterprises (SMEs) hardly take into consideration reliable accounting systems. Therefore, poor and ineffective bookkeeping has contributed to the collapse of some SMEs. This paper examines the intervening role of owners' accounting skills in the relationship between bookkeeping practices and the performance of SMEs in the Ho Municipal Assembly of Ghana using a sample of 296 SMEs.

Correction: Information flow dynamics between geopolitical risk and major asset returns.

[This corrects the article DOI: 10.1371/journal.pone.

The cryptocurrency environmental attention and green bond connectedness.

We study the dynamic connectedness between green bonds and the cryptocurrency environmental attention index (ICEA), using the TVP-VAR methodology. The spillovers increase with the level of environmental attention, suggesting cross-market activism by green investors. Denmark, the Euro area, Hong Kong, Australia, and the US are the source of spillovers, while Japan, the UK, and Switzerland are major recipients.

Information flow dynamics between geopolitical risk and major asset returns.

We quantify information flows between geopolitical risk (GPR) and global financial assets such as equity, bonds, and commodities, with a focus on the Russian-Ukrainian conflict. We combine transfer entropy and the I-CEEMDAN framework to measure information flows at multi-term scales. Our empirical results indicate that (i) in the short term, crude oil and Russian equity show opposite responses to GPR; (ii) in the medium and long term, GPR information increases the risk in the financial market; and (iii) the efficiency of the financial asset markets can be confirmed on a long-term scale.

Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis.

The flow of information between markets is important to guide investors and policymakers in the effective allocation of assets and proactive market regulation, respectively. This study examines the impact of information flow from global financial market stress on the African stock markets using the daily US financial stress index (USFSI) and other advanced economies' financial stress index (OAEFSI) to proxy the global financial stress index. To understand the information flow dynamics across various investment horizons, the ensemble empirical mode decomposition (EEMD)-based transfer entropy is employed.

Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict.

In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top-seven emerging (E7) and developed (G7) stock markets. Our findings indicate that the impact of GPR on stock markets is not only market-specific but also asymmetric. Except for Russia and China, all E7 and G7 stocks respond positively to GPR in normal conditions.

Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis.

The COVID-19 pandemic has affected all sectors of the economy resulting in unprecedented challenges for market participants, policymakers, and practitioners. This study envisages this issue from the perspective of real estate investment trusts (REITs), which is a relatively less analysed segment. We examine the impact of the COVID-19 pandemic on REIT returns for 12 top REIT regimes spread across America, Asia, and Europe under the bullish, bearish, and normal market conditions over the COVID-19 period (specifically from February 02, 2020, to January 24, 2022).

Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis.

We examine the time-frequency spillovers, contagion, and pairwise interrelations between the BRIC index and its constituents, and between BRIC and G7 economies. The extent of interdependencies between market blocs and their constituents needs to be ascertained in the time-frequency domain for efficient asset allocation and portfolio management. Accordingly, the Baruník and Křehlík spillover index is employed with daily data between 11th December 2015 and 28th May 2021.

Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era.

This study investigates the dynamic connectedness and spillovers between Islamic and conventional stock markets to reveal the time- and frequency-domain dynamics of the two asset classes under various market conditions. Using the spillover index of Baruník and Křehlík (2018), supplemented by the time-varying parameter vector autoregressions (TVP-VAR) connectedness model, we employ daily stock market indices for Islamic and conventional (G7) markets from November 23, 2015, to September 8, 2021. The findings explicate that the volatility spillovers across and within Islamic and/or G7 markets are time-varying and frequency-dependent but during market turbulences, the conventional stocks are prone to more volatilities than the Islamic stocks.

Technology and instructor dimensions, e-learning satisfaction, and academic performance of distance students in Ghana.

E-learning is soon expected to be widely used as a teaching and learning method in the mainstream for educational institutions. Given the relative preparedness of advanced economies, the conclusions about their implementation level with e-learning are incomparable with emerging countries. Emerging economies must, therefore, be aware of the issues to consider when formulating successful adoption or implementation strategies.

COVID-19 and food prices in sub-Saharan Africa.

This study investigated the impact of the novel coronavirus disease 2019 (COVID-19) outbreak on prices of maize, sorghum, imported rice and local rice in sub-Saharan Africa (SSA). We estimated dynamic panel data models with controls for macroeconomic setting using general method of moments estimation. The study found that the COVID-19 outbreak led to increases in food prices of the sampled countries.