This paper investigates the return and volatility responses of major European and the US equity indices to monetary policy surprises using extensive intraday data on 5-minute price quotes along with a comprehensive dataset on monetary policy decisions and macroeconomic news. Our results show...

We explore extreme return-volumes dependence among different cryptocurrencies such as Bitcoin, Ethereum, Ripple, and Litecoin by using the Copula approach. We use Student-t, Frank, Clayton, Survival Clayton, Gumbel, and SJC copulas. We filter out margins by using the EGARCH model for return...

Although the literature on the benefits of diversifying equity portfolios to emerging markets is abundant, the role of frontier markets in global equity portfolio diversification is clearly less examined. We contribute to the existing literature by examining three different, though closely...

This study examines the adaptive market hypothesis (AMH) in relation to time-varying market efficiency by using three tests, namely Generalized Spectral (GS), Dominguez-Lobato (DL) and the automatic portmanteau test (AP) test on four-digital currencies; Bitcoin, Monaro, Litecoin, and Steller...

Sustaining desired consumer behaviors is challenging for marketers. Organizations adopt various marketing strategies to retain their consumers, yet the role of corporate social responsibility (CSR) in this regard has been generally overlooked. The current study investigates the relationship...

This study re-examines the impact of ESG (economic, environmental, social, and corporate governance performance) on the financial performance of UK firms. Most recent sample of 351 firms from FTSE350 for the time period 2002-2018 is used. The study estimates the impact of total ESG and...

This article finds the impact of corporate income tax and asset turnover on financial performance of the corporate sector with panel data in Pakistan. Panel data of sixteen non-financial firms listed in Pakistan Stock Exchange during the time period from 2006 to 2021 are used for analysis. Panel...

This paper investigates the impact of global financial crisis (GFC; 2007-10) on financial and non-financial performance of FTSE350 UK firms. This study tests the relationships among GFC, firm financial performance and environmental, social and governance (ESG; for non-financial performance) and...

The rural urban food consumption patterns are estimated and compared in Pakistan in the present study. The Household Integrated Economic Survey (HIEs), 1998-99 data published by the Federal Bureau of Statistics, Islamabad is used. The rural urban food consumption analysis at household level is...

Pakistan is an emerging economy and characterized by a less developed financial system where trade credit is extensively used by listed manufacturing firms (LMFs). This study is focused to investigate the effect of financial development (FD) and credit information sharing (CIS) on the trade...