The primary aim of this research is to thoroughly examine the determinants that influence customers’ intention towards embracing FinTech products and services, thereby enriching our understanding of the adoption and utilization trends within the FinTech industry in the aftermath of the COVID-19 pandemic. This is quantitative research in the context of India covering five major tech-savvy cities—Mumbai, Bengaluru, New Delhi, Pune, and Chennai. Using structural equation modeling (SEM), the mediation effect of Perceived Trust was examined in order to see the relationship between the retrieved constructs and their attributes. Predominantly, the data delve into the utilization of financial technology and the prevailing embrace of this transformative innovation by contemporary Indian society. From the findings, it has emerged that the three factors influencing Customer Intention to Adopt FinTech products are “Perceived Security”, “Perceived Risks”, and “Perceived Trust”. The significance of Perceived Security in the realm of defending against cyber risks and safeguarding personal information has been discovered to have a profound effect on individuals’ inclination to embrace FinTech. Likewise, acknowledging the potential risks and uncertainties that come with FinTech has proven to have a favorable impact on the intention to adopt. Notably, the perception of trust, which encompasses aspects such as the credibility of the company and the user-friendly nature of the technology, has been identified as a significant driver towards adoption.

This study examines the impact of ecological awareness on Electric Vehicle (EV) acceptance and usage in light of the ecosystem advantages, and its changing focus from “traditionally perceived usefulness” to “green perceived usefulness”. The purpose of this study is to analyze public perceptions of autonomous driving and automotive tracking systems. Furthermore, it helps to comprehend why people adopt new technology and offers some recommendations for the global growth of EVs. We used factor analysis considering six distinct factors including Charging Time, Innovation, Perceived Quality, Perceived Affordability, Awareness, and Comfort. Our results indicate that elements including consumer loyalty, power efficiency, charging system, and consumer acceptance have a moderate effect, indicating that these factors do play an important role in influencing consumers’ behaviors when it comes to adopting EVs.

Purpose: The aim of this research is to re-examine the dynamic linkages between macroeconomic variables and the stock market indices in Malaysia following some transformational changes in the policies and the exchange rate regime.Design/methodology/approach: Using monthly data points for all the economic variables and the stock market index (KLCI Index), the authors applied vector autoregression (VAR) model to examine the relationship. The authors also used impulse response function (IRF) in order to explore the effect of one-unit shock in “X” on “Y” under the VAR environment.Findings: The authors' study finds a significant relationship between all the macroeconomic variables and the stock market index of Malaysia. The cointegration results indicate a long-term relationship, whereas the vector autoregressive-based impulse response analysis suggests that the Malaysian stock index (KLCI) responds negatively to the money supply, inflation and producer price index (PPI). However, the authors' results indicate a positive response from the stock index to the exchange rate.Research limitations/implications: The authors' study's results are based on selected macroeconomic variables and the VAR model. Researchers may find other variables and methods more useful and may provide findings accordingly.Practical implications: Since the results are quite asymmetric, it would be interesting for the market players, policymakers and regulators to consider the findings and explore appropriate opportunities.Originality/value: While the relationship between macroeconomic variables and stock market indices has been widely examined, a significant gap in the literature remains concerning the role of exchange rate variable on the stock market in an emerging economy context.

We examine the dynamics and spillover effects of interconnectedness among equity indices during the COVID-19 pandemic and the Russian–Ukrainian war. Using daily data from June 2010 to May 2023, we consider five major equity indices, namely, the Dow Jones Industrial Average (DJIA), National Association of Securities Dealers Automated Quotations (Nasdaq), Standard and Poor's 500 (S&P 500), PFTS (Ukraine), and Moscow Exchange (MOEX; Russia). The results demonstrate a 45 % level of the total connectedness index to explain the interconnectedness among these indices. The findings indicate that the DJIA, Nasdaq, Small Cap 100, and MOEX are net receivers of spillovers, whereas the S&P 500 and PFTS are significant net transmitters. Moreover, analysis of different periods, including before and during COVID-19 and before the Russian–U war, provides insights into the changing patterns of interconnectedness and spillover effects during these events. This study contributes to a better understanding of the interdependency and transmission mechanisms among equity markets and highlights the importance of considering external factors and geopolitical events in formulating risk management and investment strategies.