The study examines the vital connection between stock returns and oil price changes for oil exporting/importing countries separately. We present evidence employing granger causality, impulse response and error variance decomposition based on panel vector autoregression. The results of panel...

Based on the panel data of China's listed companies from 2009 to 2020, this paper examines the relationship between multi-dimensional competition among local governments and corporate green innovation. It also investigates the influencing mechanism of performance pressures in this relationship....

Innovation capability of manufacturing industry is one of the most important factors that determine a country's competitiveness. This paper expounds the theoretical and empirical relationship among innovation capability (IC), capital enrichment (CE) and total factor productivity (TFP) by using...

Corporate disclosure is critical for many stakeholders to make the best decisions possible. Corporate disclosure practices may vary based on corporate attributes. This study focuses on analyzing the influence of corporate attributes on disclosure. We developed a disclosure index using the...

Making use of ten years of daily data, this paper examines whether banking sector co-movements between the three largest Central and Eastern European Countries (CEECs) can be attributed to contagion or to interdependence. Our tests based on simple unadjusted correlation analysis uncover evidence...

Establishing the relation between oil price movements and macroeconomic performance is of great importance for firms and policymakers, alike. Prior studies established this relation using the assumption that the long-run relation is intertemporally constant. However, there is much recent...

This paper presents and explains the newly rediscovered and transcribed daily market gold price from 1919-1968 for the world's main gold market during the period, the London Gold Fixing Auction. The paper highlights several novel features previously not discussed in the literature, such as gold...

This paper examines the relationships between the Russian and other Central European (CE) and developed countries' equity markets over the 1995-2004 period.Along with the traditional Johansen and Juselius (1990) multivariate cointegration tests, we apply novel cointegration approaches, including...