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On the relationship between oil market and European stock returns
This paper investigates the dynamic relationship between the oil market and European stock market returns using monthly data from May 2007 to April...
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Can climate change attention predict energy stock returns?
We propose a climate change attention (CCA) index based on Google search volume index (GSVI) from 2004 to 2021 and show that it is an economically...
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Impact of COVID-19 and economic policy uncertainty on China’s stock market returns: evidence from quantile-on-quantile and causality-in-quantiles approaches
COVID-19 unexpectedly ensnared the entire world and wreaked havoc on global economic and financial systems. The stock market is sensitive to black...
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How does stock market react to environmental penalty announcements?
Environmental penalty announcement (EPA) has received increasing attention for its potential to convey valuable information and affect capital market...
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The spillover effect between carbon market and stock markets: evidence from China
It is essential to study the spillover effect between the carbon market and stock markets to promote the efficient operation of the carbon market....
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Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications
The current research paper identifies the current dynamics in the oil price-stock market nexus to provide a research overview and suggest further...
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Frequency spillover effects between natural gas market, uncertainty, and stock market: new evidence from China
This study investigates the correlation between the natural gas market, uncertainty, and the stock market in China. The research uses the BK model...
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Topics of green credit policy in China based on text mining and their impact on the stock returns of heavily polluting enterprises
Green credit policy (GCP) is an environmental regulatory policy that promotes economic greening. Existing studies on GCP seldom focus on the policy...
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How does air pollution affect the stock market performance? Evidence from China
Given its broad impact on human society, air pollution could become a non-economic factor affecting the stock market. But the impact of air pollution...
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Can money supply endogeneity influence bank stock returns? A case study of South Asian economies
This study tests the Post-Keynesian theory regarding bank stock returns and money supply endogeneity in the context of South Asian countries. This...
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The Green Stock Market Bubble
One may contend that there are some clear similarities between the market for sustainable assets now and the situation of tech stocks right before...
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Is sustainability important for returns?
Sustainability is a vivid and important issue for financial markets. The financial markets discuss the sustainability’ s advantages. This study...
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The link between electricity consumption and stock market during the pandemic in Türkiye: a novel high-frequency approach
This article examines the relationship between electricity consumption and the stock market in the Turkish economy during the COVID-19 pandemic. A...
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Corporate sustainability performance, stock returns, and ESG indicators: fresh insights from EU member states
It is believed that sustainable practices like environmental, social, and governance mechanisms help in providing a sustainable outlook for both...
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Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
The study investigated the volatility connectedness of GCC stock market return and S&P global oil index returns using Diebold and Yilmaz (
2012 )...
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The climate change and stock market: catastrophes of the Canadian weather
In the last few decades, the frequency and intensity of extreme weather events have increased in many parts of the world, including Canada, as a...
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Investigating financialization perspective of oil prices, green bonds, and stock market movement in COVID-19: empirical study of E7 economies
The drastic influence of the COVID-19 crisis halted almost every industry and economy and made the quality of doing business in the oil industry and...
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Nonlinear dependence between China’s carbon market and stock market: new evidence from quantile coherency and causality-in-quantiles
This study examines the nonlinear dependence between carbon market and stock market in China under normal and extreme market conditions by employing...
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The interrelationship of air quality, investor sentiment, and stock market liquidity: a review of China
This study analyzes air quality as a factor affecting Chinese stock market liquidity through the transmission mechanism of investor sentiment....
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Corporate climate risk and stock market reaction to performance briefings in China
This study aims to enrich our understanding of the valuation consequence of climate risk in financial markets. The primary focus of our study is on...