...Nektarios Gavrilakis; Christos Floros Purpose We investigate herding behavior and explore how risk aversion interacts with herding in a sample of selected sustainability indices. Furthermore, we evaluate volatility co-movements and dynamic and time-varying correlations of two notable indicators...

... and supplementing it with wavelet coherence analysis to discern perceptual distinctions between short- and long-term market reactions. Findings The main findings indicate that the GPR index clearly impacts the return of CM in the short-, mid- and long-term periods. BTC exhibited the highest volatility...

...Bechir Ben Ghozzi; Hasna Chaibi Purpose The authors provide a comparative analysis between emerging and developed financial markets in terms of the effects of political risks on stock market returns and volatility. The authors also examine whether this impact depends on the nature of political...

...Gulin Vardar; Berna Aydogan Purpose With a substantial return and volatility characteristic of Bitcoin, which may be seen as a new category of investment assets, better understanding of the nature of return and volatility spillover can help investors and regulators in achieving the potential goal...