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Stock Market Reactions to ESG Dynamics: A European Banking Perspective
The actions taken worldwide to combat the effects of climate change have boosted the analysis of related economic risks in the financial sector on...
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The stock market reaction to political and economic changes: the Spanish case
As other European countries, Spain has experienced a turmoil in which new political parties emerged with force after the global financial crisis in...
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Sectoral integration on an emerging stock market: a multi-scale approach
The purpose of this study is to examine the connectedness of industry sectors on the Johannesburg Stock Exchange in a time–frequency domain. We use...
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Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries
This study addresses whether gold exhibits the function of a hedge or safe haven as often referred to in academia. It contributes to the existing...
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Time Series Analysis in Pfizer Stock Prices in the Pre- and Post-COVID-19 Scenarios
Pfizer is a multinational pharmaceutical company that specializes in the research, development, manufacturing, marketing, and sale of...
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The game of lies by stock investors in social media: a study based on city lockdowns in China
The potential hypotheses for finance research based on social media sentiment revolve around the reliability of investor sentiment expressed on...
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Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors: wavelet-based evidence from China
The study explores the nexus between crude oil prices (COP), financial risk index (FRI), political risk index (PRI), green innovation (GIN) and...
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Covid-19 pandemic and stock returns in India
This paper examines whether the Covid-19 pandemic has had a homogeneous or heterogeneous effect on stock returns in India. We consider panel data by...
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Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours
We perform a neural network analysis of the impact of Russian retail investors´ sentiment on the stock price behavior of well-known American...
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Investigating The Role of Accounting Information Comparability in Mitigating Stock Price Crash Risk: Evidence from China’s Knowledge-Based Economy
This study investigates the relationship between accounting information comparability, firms’ information environments, and the risk of stock price...
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Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets
This research introduces a realized double hysteretic GARCH (R-dhGARCH) model with a skew Student’s t distribution designed to improve quantile...
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The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models
The spread of the coronavirus has reduced the value of stock indexes, depressed energy and metals commodities prices including oil, and caused...
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The impact of the European Insider Trading and Market Manipulation Regulation on the volatility and abnormal returns of the stock market in Poland
This article raises the question of whether the European Insider Trading and Market Manipulation Regulation (Market Abuse Regulation—MAR) affected...
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Uncertainty Optimization Based Feature Selection Model for Stock Marketing
Market analyzers use different parameters as features in the market data to analyze the market trends. The feature’s values act as a signal to market...
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Impact of government integrity and corruption on sustainable stock market development: linear and nonlinear evidence from Pakistan
The purpose of this paper is to understand the comparative symmetric and asymmetric impact of government integrity (GI) and corruption control (COC)...
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Detecting the lead–lag effect in stock markets: definition, patterns, and investment strategies
Human activities widely exhibit a power-law distribution. Considering stock trading as a typical human activity in the financial domain, the first...
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Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets
This article investigates five safe-haven asset responses from 2014 to 2022, including the unprecedented COVID-19 crisis, Russian invasion of...
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Proposal of an innovative MCDA evaluation methodology: knowledge discovery through rank reversal, standard deviation, and relationship with stock return
Financial performance analysis is of vital importance those involved in a business (e.g., shareholders, creditors, partners, and company managers)....
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The effect of overseas investors on local market efficiency: evidence from the Shanghai/Shenzhen–Hong Kong Stock Connect
Using a recent stock market liberalization reform policy in China—the Stock Connect—as a quasi-natural experiment, this study examines the effect of...
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Stock Market Liquidity Impact on Economic Development
Purpose—Stock market liquidity is usually considered important for countries economic development. The main aim of this study is to bring new...