The inherent financial interconnections between crude oil prices, carbon emission allowances, and agriculture commodity futures warrant a thorough investigation as fossil energy consumption, carbon emissions, and agriculture plants are three critical components of global environmental...

This paper highlights the effects of short selling activity on the profitability and investment premiums. Recently, Fama and French (2015) extend their three-factor asset pricing model by adding profitability and investment factors. Using short interest as a proxy to measure the short selling...

Fossil energy consumption, carbon emission and agriculture plants are three critical poles of global environmental protection. Thus, the prices of crude oil, carbon emission allowance and agriculture commodity futures should be closely connected for their inherent fundamental nexus and...

Equal access to education is a basic human right. But in many countries gaps in education between various groups are staggering. An education Gini index - a new indicator for the distribution of human capital and welfare - facilitates comparison of education inequality across countries and over...

We investigate the ambiguity spillover among international equity markets. We follow Brennan and Izhakian (2018) and develop monthly ambiguity measures using high-frequency trading data of equity indices. The ambiguity spillover demonstrates noticeable asymmetry. The US equity market is the...