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Stock market reactions to COP26 and climate change exposures of indian firms

Bhaduri, Saumitra; Selarka, Ekta; Aggrwal, Alankrti - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610978

Empirical analysis of the dogs of the dow trading strategy: Polish evidence

Ziarko-Siwek, Urszula - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015634204

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Empirical analysis of the dogs of the dow trading strategy : Polish evidence

Ziarko-Siwek, Urszula - 2026

Article

Bitcoin and crypto-mining stocks : a quantile connectedness approach

Yousaf, Imran; Riaz, Yasir; Li, Frank - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618334

Forecasting stock market liquidity with machine learning : an empirical evaluation in the German market

Anghel, Bogdan Ionut - 2025

The study benchmarks four machine-learning algorithms- Random Forest, XGBoost, CatBoost and Long Short-Term Memory (LSTM) networks-for forecasting stock market liquidity in Germany's DAX equity market. Using data from January 2006 to May 2025, a Liquidity Score is constructed as a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440622

Market reaction to dividend announcements during pandemic : an event study

Prakash, Nisha; Yogesh L - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371774

The financial impact of foodborne illness outbreaks at restaurants : Chipotle Mexican Grill

Kalaitzandonakes, Maria; Ellison, Brenna; Serra, Teresa - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015373866

Predictive power of key financial variables during the unconventional monetary policy era

Kuosmanen, Petri; Vataja, Juuso - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374095

Interplay of alternative energy sub-sectors, oil prices, and oil volatility : exploring simultaneous relationships

Minh Thi Hong Dinh - 2025

This study examines the simultaneous relationships among oil prices, oil volatility, and two sub-sectors within alternative energy stocks: renewable energy equipment (REE) and alternative fuels (AF). The results confirm the existence of a bidirectional relationship. While most alternative energy...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338337

Do investors value workforce gender diversity?

Daniels, David P.; Dannals, Jennifer E.; Lys, Thomas; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015195711

Volatility analysis of the Indian stock market : insights from Bank Nifty Index and futures trading

Paientko, Tetiana; Pundir, Rashmi Ravindra Kumar - 2025

Objective To diagnose the relationship between futures contract trading and the volatility of stocks in the Bank Nifty Index. Methodology Time series analysis and the GARCH model are employed to study the interaction between futures trading and spot market volatility. Findings The analysis...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015417101

Stock market and economic growth in Kazakhstan : is there a mutual dependence?

Katenova, Maya - 2025

The mutual codependence between stock market development and the economic growth is empirically investigated in Kazakhstan. The study employs the Vector Autoregression technique (VAR) to test the relationship between economic growth (Industrial Production Index) and the stock market development...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015463943

Cross-asset time-series momentum strategy : a new perspective

Xu, Dezhong; Li, Bin; Singh, Tarlok; Park, Jung Chul - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015467666

Can artificial intelligence trade the stock market?

Maskiewicz, Jędrzej; Sakowski, Paweł - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015455199

Tech-enabled financial data access, retail investors, and gambling-like behavior in the stock market

Havakhor, Taha; Rahman, Mohammad Saifur; Zhang, Tianjian; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015411191

Highlighting the role of morality in news framing and its short-term effects on stock market fluctuations

Wang, Paula T.; Malik, Musa; Weber, René - 2025

The Model of Intuitive Morality and Exemplars (MIME) suggests that news audiences, including investors, evaluate news based on their moral frames, and that these moral evaluations shape behavior. We extracted moral signals from 382,185 news articles across an 8-month period and examined their...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015433963

Dynamic spillover effects among China's energy, real estate, and stock markets : evidence from extreme events

Xie, Fusheng; Wang, Jingbo; Wang, Chunzi - 2025

This paper employs a Time-Varying Parameter Vector Autoregression Directional-Spillover (TVP-VAR-DY) model to investigate the dynamic spillover effects among China's energy, real estate, and stock markets from 2013 to 2023, with a focus on the impact of extreme events. The findings show that the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015435436

Mining frequent sequences with time constraints from high-frequency data

Tusień, Ewa; Kwaśniewska, Alicja; Weichbroth, Paweł - 2025

Investing in the stock market has always been an exciting topic for people. Many specialists have tried to develop tools to predict future stock prices in order to make high profits and avoid big losses. However, predicting prices based on the dynamic characteristics of stocks seems to be a...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015436963

Time zone difference and equity market price efficiency post-earnings announcements

Gautam, Anil; Lepone, Grace - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015458854

Links between oil prices and emerging stock markets : evidence from oil-importing versus oil-exporting countries

Njima, Asma; Zorgati, Imen; Benjenana, Hassen - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015425668

Asymmetric and time-varying connectedness of FinTech with equities, bonds, and cryptocurrencies : a quantile-on-quantile perspective

Karimi, Mohammad Sharif; Esqueda, Omar; Weerasinghe, … - 2025

This study employs a quantile-on-quantile connectedness approach to analyze the asymmetric, distribution-dependent, and time-varying spillovers between FinTech indices and traditional financial markets. The results show that spillovers are concentrated in the distribution tails, with FinTech...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015561630

Behavioural biases and investment decision making : the mediating role of risk perception, according to evidence from the Indian stock market

Singh, Sanjeet; Madaan, Geetika; Singh, Amrinder; … - 2025

Research background: There is no research found till date that investigated the behavioural biases ("disposition effect, herding behaviour and blue-chip stocks") and "risk perception on investment decision making" in the Indian stock market (National Stock Exchange) by applying Structured...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015607908

How do cryptocurrency features determine their dynamic volatility and co-movements with stocks?

Adelopo, Ismail; Luo, Xiaojun - 2025

Whilst previous studies have primarily focused on the hedge effects and co-movements between cryptos and traditional assets, cryptos' features that are associated with hedge effects and co-movements have often been neglected in extant studies. This research aims to investigate how specific...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608017

Speculation in the UK, 1785-2019

Quinn, William; Turner, John D.; Walker, Clive B. - 2025

Speculation has long been thought to have significant economic effects, but it is difficult to measure, making it challenging to examine these effects empirically. In this paper we measure speculation in the UK since 1785 by using business and financial reporting in The Times newspaper. Our...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015554264

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Speculation in the UK, 1785-2019

Quinn, William; Turner, John D.; Walker, Clive - 2025

Book / Working Paper

Nature and the capital market : analyzing the spillover effect between biodiversity and heavy industry stock indices

Hyde, Stuart; Karkowska, Renata; Urjasz, Szczepan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015555449

The spectre of terrorism and the stock market

Hanna, Alan J.; Turner, John D.; Walker, Clive - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015556164

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The spectre of terrorism and the stock market

Hanna, Alan J.; Turner, John D.; Walker, Clive B. - 2022

Book / Working Paper

Inverse DEA for portfolio volatility targeting : industry evidence from Taiwan Stock Exchange

Kehinde, Temitope Olubanjo; Chung, Sai Ho; Olanrewaju, … - 2025

This work develops an inverse data envelopment analysis (Inverse DEA) framework for portfolio optimization, treating return as a desirable output and volatility as an undesirable output. Using 20 industry-level portfolios from the Taiwan Stock Exchange (1365 stocks; FY-2020), we first evaluate...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015584420

The dynamic relationship between digital currency and other financial assets in developed and emerging markets

Bonga-Bonga, Lumengo; Muhammad Khalique - 2025

This paper investigates the relationship between cryptocurrencies and other financial assets, with a particular focus on the dynamics of information flow between developed and emerging markets. To achieve this objective, the study applies a combined methodology of spillover index analysis and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015585231

How does the volatility of ESG stock indices spillover in times of high geopolitical risk? : new insights from emerging and developed markets

Karkowska, Renata; Urjasz, Szczepan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015588357

Employee stock ownership during the Great Depression : the varying impacts of ESOPs on output growth and worker utilization

Trotter, Lillian Gaeto - 2025

The Great Depression era provides a natural experiment to study the effects of employee stock ownership on productivity due to the unexpected nature of the stock market crash in 1929 and the predetermined expiration of employee stock offerings staggered throughout the 1930s. I collect...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015605339

Environmental, social, and governance (ESG) scores and portfolio performance : evidence from South Africa

Short, Jared A.; Ndlovu, Godfrey - 2025

The study examines the impact of Environmental, Social and Governance (ESG) ratings on portfolio performance. In addition to using the individual ESG components, we also overcome the shortcomings of an alpha-based performance evaluation by applying a wide range of portfolio performance...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015620315

Connectedness of uncertainty, volatility, and stock market performance

Urjasz, Szczepan - 2025

This study examines the dynamic connectedness and spillover effects among various financial and economic indicators, including uncertainty indices, market volatility, and stock market indices, from 3 June 2008, to 30 December 2024. This interconnectedness implies that shocks originating in one...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015650554

Does climate policy uncertainty move with stock markets? : evidence from advanced economies with the best climate change performance

Bezgin, Muge Saglam; Gungor, Selim - 2025

This study aims to understand how climate policy uncertainty affects investor behavior and whether it moves with stock markets in advanced economies. Accordingly, we examine data for January 2000-2023 for the stock market indices of Sweden, the United Kingdom, Germany, Norway, the Netherlands,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015484433

Does presidential debate bring optimism? : a study of Indonesia’s 2024 pre-election year

Fidiana, Fidiana; Retnani, Endang Dwi; Widyawati, Dini - 2025

The political future is inherently unpredictable, particularly in the run-up to elections. This article analyses whether such uncertainty matters. In this paper, we raise an interesting issue of the impact of political debate on the stock market of a developing country. Specifically, we...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015559958

Quantifying asset price volatility with fractional Brownian motion

Iurchenko, Maryna; Šaltyte-Vaisiauske, Laura; Babenko, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015666905

From fields to finance : dynamic connectedness and optimal portfolio strategies among agricultural commodities, oil, and stock markets

Tu, Xuan; Leatham, David J. - 2025

In this study, we investigate the return propagation mechanism, hedging effectiveness, and portfolio performance across several common agricultural commodities, crude oil, and S&P 500 index, ranging from July 2000 to June 2024 by using a time-varying parameter vector autoregression (TVP-VAR)...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015457788

Short-term stock market reaction to the announcement of green bond issue : evidence from Nordic countries

Aleknevičienė, Vilija; Vilutytė, Raimonda - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015618091

The impact of COVID-19 on the cypriot stock market dynamics

Christodoulou-Volos, Christos; Tserkezos, Dikaios - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014632255

The 50-year-old oil crisis and its impact on the global economy : a bibliometric analysis

Mim, Tahmina Akther; Kathiravan, Chinnadurai; Maniam, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014634869

Drivers of S&P 500's profitability : implications for investment strategy and risk management

Nagy, Marek; Valaskova, Katarina; Kovalova, Erika; … - 2024

The financial markets, shaped by dynamic forces, including macroeconomic trends and technological advancements, are influenced by a multitude of factors impacting the S&P 500 stock index, a pivotal indicator in the US equity markets. This paper highlights the significance of understanding the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014635954

Economic fraud and associated risks : an integrated bibliometric analysis approach

Aivaz, Kamer-Ainur; Florea, Iulia Oana; Munteanu, Ionela - 2024

This study offers a comprehensive insight into the realms of economic fraud and risk management, underscoring the necessity of adaptability to evolving technologies and shifts in financial market dynamics. Through the application of bibliometric methodologies, this study meticulously maps the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014636609

Analysing rational bubbles in African stock markets : evidence from econophysics frequency domain estimates and DCC MGARCH model

Lawal, Adedoyin Isola; Oseni, Ezeikel; Ahmed, Adel; … - 2024

The stock market operates on informed decisions based on information gathered from heterogeneous sources, encompassing diverse beliefs, strategies, and knowledge. This study examines the validity of rational bubbles in stock market prices, focusing on eight African stock markets: South Africa,...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071029

An econometric analysis of inflation, exchange rate, and interest rate on stock market performance in South Africa

Trecy, Maake; Donald, Semosa; Kanayo, Ogujiuba; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015101838

Spillover effects between oil, gold, stock, and exchange rate returns in Thailand : an extended joint connected TVP-VAR Approach

Supanee Harnphattananusorn - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015108231

A critical review of overconfidence in investment decisions : a bibliometric analysis

Ojha, Shalini; Agarwala, Amal Kumar - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015085395

CEOs showing humanity : human care statements in conference calls and stock market performance during crisis

Howe, Lauren; Giurge, Laura M.; Wagner, Alexander F.; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014486926

Reinvestigating the oil dependency of the GCC countries' stock market : a regime-switching cointegration approach

Ebadi, Esmaeil; Razaq, Yousef Abdul - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014533305

How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?

Bampinas, Georgios; Panagiōtidēs, Theodōros - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015053321

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How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?

Bampinas, Georgios; Panagiōtidēs, Theodōros - 2024

Book / Working Paper

Climate change events and stock market returns

Antoniuk, Yevheniia; Leirvik, Thomas - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014446768

So different and yet so alike : a comparative analysis of firms' connectedness in the stock and corporate bond markets

Beaupain, Renaud; Heck, Stephanie - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015142080

Prediction markets, the true value of the revolving door, and the US cabinet

Koch, Benjamin; Lüchinger, Simon; Moser, Christoph - 2024

We estimate the value of the revolving door for firm executives and directors joining the cabinets of the Trump I and Biden administrations. By combining intraday stock and prediction market data, we take the degree of anticipation of political appointments into account and we offer estimates...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015164602