We revisit the discussion of market sentiment in European sovereign bonds using a correlation analysis toolkit based on influence networks and hierarchical clustering. We focus on three case studies of political interest. In the case of the 2016 Brexit referendum, the market showed negative...

This study analyses investor demand in syndicated EFSF and ESM bond issuances from 2014 to 2020 on an unprecedented granularity level of individual orders. In particular, we investigate three main aspects of order book dynamics: first, we determine the main factors segmenting investor demand....

This paper offers an innovative and robust exploration of share buyback execution strategies, unveiling three previously unrecognized anomalies that cast doubts on traditional financial theories. We first introduce the Trading Schedule Anomaly, an atypical timing and sequencing pattern observed...