Search Results - subject:"STOCKS"

Green bonds and clean energy stocks : safe havens against global uncertainties? : a wavelet quantile-based examination

Aloui, Chaker; Mejri, Sami; Ben Hamida, Hela; Yildirim, … - 2025

Persistent link: https://www.econbiz.de/10015371724

Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19

Han, SeungOh - 2025

Persistent link: https://www.econbiz.de/10015374372

Stock and corporate bond liquidity : When having the same issuer induces commonality

Márquez De la Cruz, Elena; Martínez Cañete, Ana Rosa; … - 2025

Persistent link: https://www.econbiz.de/10015374457

Explosiveness in the renewable energy equity sector : international evidence

Ariza, Juan; Ferrer, Román - 2025

Persistent link: https://www.econbiz.de/10015372667

Tech titans and crypto giants : mutual returns predictability and trading strategy implications

Bouri, Elie; Sokhanvar, Amin; Kinateder, Harald; … - In: Journal of international financial markets, … 99 (2025), pp. 1-30

Persistent link: https://www.econbiz.de/10015405715

Does trading mechanism shape cross-market integration? : evidence from stocks and corporate bonds on the Tel Aviv Stock Exchange

Hadad, Elroi - In: Journal of economics, finance & administrative science 30 (2025) 59, pp. 169-188

Purpose This study investigates the influence of trading mechanisms on cross-market integration between stocks and … corporate bonds on an over-the-counter (OTC) market, TASE uses a limit-order-book (LOB) for both stocks and bonds, potentially … applied to capture time-series integration and cross-volatility spillovers between the TA-35 Index (stocks) and the Tel …

Persistent link: https://www.econbiz.de/10015410411

From tweets to trades : the dynamic dance of investor sentiment, attention, and news sentiment in ESG stocks

Ooi Kok Loang - In: China finance and economic review : CFER 14 (2025) 1, pp. 70-91

This study examines the impact of investor sentiment and attention on trading volume and volatility across markets in China, India, and Singapore, with a specific focus on the moderating role of news sentiment in various ESG contexts. Analysing panel data from 2018 to 2023, this study finds that...

Persistent link: https://www.econbiz.de/10015411466

Does trading mechanism shape cross-market integration? Evidence from stocks and corporate bonds on the Tel Aviv Stock Exchange

Hadad, Elroi - In: Journal of Economics, Finance and Administrative Science 30 (2025) 59, pp. 169-188

Purpose - This study investigates the influence of trading mechanisms on cross-market integration between stocks and … corporate bonds on an over-the-counter (OTC) market, TASE uses a limit-order-book (LOB) for both stocks and bonds, potentially … applied to capture time-series integration and cross-volatility spillovers between the TA-35 Index (stocks) and the Tel …

Persistent link: https://www.econbiz.de/10015414298

Are brown stocks valuable to green stocks? : evidence from China

Zhu, Sha; Fu, Hai; Wei, Yu; Shang, Yue; Chen, Xiaodan - In: Finance research letters 76 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015409052

Exploring a three-factor dependence structure of conditional volatilities: Some quantile regression evidence from real estate investment trusts

Liow, Kim Hiang - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-13

We propose a simple three-factor pricing model, consisting of a local stock market index, a global REIT market index, and a global stock market index, to examine the dependence structure of conditional volatilities in the real estate investment trust (REIT) market from 11 countries over the...

Persistent link: https://www.econbiz.de/10014332435