We investigate the impact of investor attention, proxied by Google search volume, on target abnormal returns and liquidity measures around M&A announcements. Investor attention slightly increases before and exhibits a sharp incline at the announcement date, with elevated levels of attention...

This paper studies the differences in stock market reaction to the same kind of disease-related news by analyzing abnormal returns of global stock markets during Public Health Risk Emergency of International Concern (PHEIC) announcements. Drawing the data from 26 stock market indices over the...

This paper investigates the prediction power of Economic Policy Uncertainty on three aspects of Bitcoin, particularly the return, volume, and volatility. We employed the Transfer Entropy model with two different regimes: (i) stationary and (ii) non-stationary assumption. We constructed different...

Green bonds are an innovative and rapidly growing fixed-income asset class that have significant potential in channelling funds towards climate and environmentally friendly investment projects, catalysing the transition to a more sustainable economy. This paper revisits the green bond premium...