The acceptance of renewable energy technologies is a complicated and multifaceted process influenced by a broad range of factors. Therefore, this study aims to examine the factors influencing consumer intention to utilize renewable energy (RE). Moreover, the current research highlights the...

Background: This study analyzes the impact of non-performing loans (NPLs) on bank liquidity creation to investigate the existence of moral hazard problem in Chinese banks. Methods: It uses data from 197 listed and unlisted Chinese banks, spanning the period 2005 to 2014. Generalized method of...

This study examines the relationships that exist between quality municipal service and citizen satisfaction. This paper is, therefore, an examination of Relationship between quality Municipal Service and citizen satisfaction in Batu Pahat, Malaysia. It argues that the constitutional mandate of...

This paper seeks to find the causal relationship between government size and economic growth and attempts to find out whether there is evidence in support of Wagner's Law or not in Pakistan. For this purpose, the annual time series data are used to study the relationship between the economic...

Using wavelet coherence framework on five major cryptocurrencies and three major stock market indices over the COVID-19 period from January 1st, 2020 to February 8th, 2021, our study concludes that SSEC index liquidity co-moves with liquidity of all the cryptocurrencies, while liquidities of...

WTI crude oil FOB spot price was recorded to be negative $36.98 per barrel on April 20, 2020. Apparently, it seems to be a good news for oil importers and a bad one for oil exporters. However, the results of event study analysis of indices data ranging from July 1, 2019 to August 17, 2020...

This study analyzes the impact of COVID-19 on stock market liquidity of China and four worst hit countries by the pandemic. Using daily data for the stock market illiquidity spanning over July 1, 2019 to July 10, 2020 and the data for new cases and deaths over the period from December 31, 2019...

Using daily data of COVID-19 fear index and stock indices of 29 European countries over the period from January 1, 2020 to September 17, 2020, this study finds no evidence of adverse impact of COVID-19 outbreak on European stock markets at the level of full sample nor at European sub-regional...

This study analyzes the impact of COVID-19 on stock market liquidity of China and four worst hit countries by the pandemic. Using daily data for the stock market illiquidity spanning over July 1, 2019 to July 10, 2020 and the data for new cases and deaths over the period from December 31, 2019...