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Demonstrate proof-of-concept for conducting NFL Draft trades on a blockchain network using smart contracts.

Using Ethereum smart contracts, the authors model several types of draft trades between teams. An example scenario is used to demonstrate contract interaction and draft results.

The authors show the feasibility of conducting draft-day trades using smart contracts. The entire negotiation process, including side deals, can be conducted digitally.

Further work is required to incorporate the full-scale depth required to integrate the draft trading process into a decentralized user platform and experience.

Cutting time for the trade negotiation process buys decision time for team decision-makers. Gains are also made with accuracy and cost.

Full-scale adoption may find resistance due to the level of fan involvement; the draft has evolved into an interactive experience for both fans and teams.

This research demonstrates the new application of smart contracts in the inter-section of sports management and blockchain technology.

Although the value effect is comprehensively investigated in developed markets, the number of studies examining the Vietnamese stock market is limited. Hence, the first aim of this research is to provide empirical evidence regarding returns on value and growth stocks in Vietnam. The second aim is to explain abnormal returns on Vietnamese growth and value stocks using both risk-based and behavioral points of view.

From the risk-based explanation, the Capital Asset Pricing Model (CAPM), Fama–French three- and five-factor models are estimated. From the behavioral explanation, to construct the mispricing factor, this paper relies on the method of Rhodes-Kropf et al. (2005), one of the most popular mispricing estimations in the financial literature with numerous citations (Jaffe et al., 2020).

While the CAPM and Fama–French multifactor models cannot capture returns on growth and value stocks, a three-factor model with the mispricing factor has done an excellent job in explaining their returns. Three out of four Fama–French mimic factors do not contain additional information on expected returns. Their risk premiums are also statistically insignificant according to the Fama–MacBeth second-stage regression. By contrast, both robustness tests prove the explanatory power of a three-factor model with mispricing. Taken together, mispricing plays an essential role in explaining returns on Vietnamese growth and value stocks, consistent with the behavioral point of view.

There are several value-enhancing aspects in the field of market finance. First, this paper contributes to the literature of value effect in emerging markets. While the evidence of value effect is obvious in numerous developed as well as international markets, both growth and value effects are discovered in Vietnam. Second, the explanatory power of Fama–French multifactor models is evaluated in the Vietnamese context. Finally, to the best of the author's knowledge, this is the first paper that incorporates the mispricing estimation of Rhodes-Kropf et al. (2005) into the asset pricing model in Vietnam.

This performance autoethnography may or may not be interpreted as a continuation of a conversation regarding the experiences of those with devalued statuses in academic settings. The authors rely on “strange accounting” to consider their experiences in the academy from various standpoints: before and after promotion, before and after leaving academia. While reflecting on our past experiences, we introduce the concept of “everyday precariousness” as a way of explaining the normalization of instability, insecurity, and negative affect that is part of everyday life for those with devalued statuses in academic settings and beyond. Everyday precariousness is an embodied experience for those in vulnerable positions. Normalized exposure to risks, such as discrimination, harassment, bullying, or structural instability, produces an undercurrent of threat that permeates academic culture. Our stories of everyday precariousness span race, ethnicity, class, academic roles, and gender boundaries (among many others). Analyzing these experiences furthers previous work on the uses of strange accounting as well as the dynamics of status silencing. In the final analysis, unresisted and unabated, everyday precariousness and status silencing can lead to institutional failure and resonance disasters.

This paper aims to review, discuss and synthesize the literature focusing on the Indian initial public offering (IPO) market. Understanding the Indian IPO market can help answer broader corporate finance questions. The growing number of IPOs in the Indian context, coupled with the increasing importance of the Indian economy in the global market, makes this review an essential topic.

The systematic literature review methodology was adopted to review 111 papers published between 2002 and 2021. The authors used the Preferred Reporting Items for Systematic Reviews and Meta-Analyses approach during the review process. Additionally, the authors use a bibliometric review methodology to examine the pattern and trend of research in this area of interest. Furthermore, the authors conduct a critical review and synthesis of the top 20 papers based on citations. The authors also use a co-citation network and manual content analysis method to identify key research themes.

This review helps in identifying major themes of research in this area of interest. The authors find that majority of the research has focused on IPO performance whereas post-IPO performance needs critical attention as well. The authors develop a comprehensive framework and future research agenda based on their discussion.

Meta-analysis of the literature can be conducted to gain better insights into the findings of prior studies.

This review paper develops a comprehensive overview on Indian IPO market which can be of interest not only to Indian scholarship. India as an economy is increasingly gaining attention at the global level. Hence, the future research objectives as illustrated in the study can be of interest for the global scholarship also.

To the best of the authors’ knowledge, this is the first comprehensive review paper that examines, synthesizes and outlines the future research agenda on Indian IPO studies. This review can be useful for researchers, business policymakers, finance professionals and anyone else interested in the Indian IPO market.

Despite similarities, research across family business and business advising forwards contradictory conclusions when considering family business advising. The authors seek to integrate these literature and in doing so uncover both the hurdles facing family business advisors attempting to adapt tools developed in corporate advising to the family business context as well as the potential for greater integration of these streams in ways that contribute to both family business and advising research and practice.

Primary data were collected both in the form of a survey questionnaire and website marketing content. In the survey, 47 family business advisors evaluated the distinctiveness of their family business clients across structural, cognitive and relational social capital dimensions. Motivated by unexpected findings, a content analysis of advisor websites uncovered specific marketing themes that illustrate the divides between family business advising and scholarship.

Family business advisors reliably acknowledge structural and cognitive social capital as preeminently characterizing the distinctiveness of their family business clients. Expanding on this, the authors’ findings suggest that the urgency signaled in advisor marketing via their websites may inspire tactics misaligned with the long-term time horizon typically characterizing family businesses strategy.

The few family business advising studies that exist predominantly consider post-hoc evaluation of advising by family business clients. The primary data the authors collect are unique in the literature in that the data detail how family business advisors perceive and engage with potential clients.

The purpose of this paper is to systematically analyze the literature around regulatory compliance and market manipulation in capital markets through the use of bibliometrics and propose future research directions. Under the domain of capital markets, this theme is a niche area of research where greater academic investigations are required. Most of the research is fragmented and limited to a few conventional aspects only. To address this gap, this study engages in a large-scale systematic literature review approach to collect and analyze the research corpus in the post-2000 era.

The big data corpus comprising research articles has been extracted from the scientific Scopus database and analyzed using the VoSviewer application. The literature around the subject has been presented using bibliometrics to give useful insights on the most popular research work and articles, top contributing journals, authors, institutions and countries leading to identification of gaps and potential research areas.

Based on the review, this study concludes that, even in an era of global market integration and disruptive technological advancements, many important aspects of this subject remain significantly underexplored. Over the past two decades, research has lagged behind the evolution of capital market crime and market regulations. Finally, based on the findings, the study suggests important future research directions as well as a few research questions. This includes market manipulation, market regulations and new-age technologies, all of which could be very useful to researchers in this field and generate key inputs for stock market regulators.

The limitation of this research is that it is based on Scopus database so the possibility of omission of some literature cannot be completely ruled out. More advanced machine learning techniques could be applied to decode the finer aspects of the studies undertaken so far.

Increased integration among global markets, fast-paced technological disruptions and complexity of financial crimes in stock markets have put immense pressure on market regulators. As economies and equity markets evolve, good research investigations can aid in a better understanding of market manipulation and regulatory compliance. The proposed research directions will be very useful to researchers in this field as well as generate key inputs for stock market regulators to deal with market misbehavior.

This study has adopted a period-wise broad-based scientific approach to identify some of the most pertinent gaps in the subject and has proposed practical areas of study to strengthen the literature in the said field.