... Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only African stock markets Sentiment index Uncertainty index Volatility index Quantile spillovers C58 G12 G14 G41 National Research Foundation of Korea NRF-2022S1A5A2A01045530 http://dx.doi.org...

... Limited 2026 Emerald Publishing Limited Licensed re-use rights only Election uncertainty Sectoral stock returns Event study Volatility modeling Emerging markets Morocco G14 G18 P16 Funding: This research did not receive any specific grant from funding agencies...

... strength and valuation. United Arab Emirates Event studies Global crises STL decomposition Emerging markets SMEs G01 G14 G15 G18 E44 Zayed University ISER Policy Impact Program 2024 http://dx.doi.org/10.13039/501100008675 Funding: This work was supported by Zayed...

... markets Bearish and bullish modes Spillovers Portfolio management G14 National Research Foundation of Korea NRF-2024S1A5A2A01028034 http://dx.doi.org/10.13039/501100003725 Funding: This work was supported by National Research Foundation of Korea (award no: NRF...

... affects their financial markets and corporate decisions. G2 G11 G14 G15 Connectedness Quantile QVAR EPU Economic policy Uncertainty © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only 15 09 2024 27 01 2025 10 05 2025...

.... Originality/value The findings of the study are original and have not been published anywhere prior. Stock returns Oil prices COVID-19 Continuous wavelet transforms Wavelet coherence G14 I10 Q31 Similarly, Madagascar also became a center of attention with its claim to have discovered...

... markets Investment strategies Event studies approach G14 G15 O16 F36 The rise of the peer-to-peer economy has ushered in a transformative era, reshaping traditional business models and affecting various aspects of individuals' lives, from employment to travel and residential...

... be contacted at: xuxixiong@cqu.edu.cn 19 02 2023 06 08 2023 17 11 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Employee treatment Stock price crash risk Corporate social responsibility China G12 G14 G32 J20...

... index (INDEX), the beta or explanatory variable must be FX and vice versa. Gatot Soepriyanto can be contacted at: gsoepriyanto@binus.edu G01 G14 G15 Financial contagion has been a heavily discussed topic among academics and policymakers, with over 100 journals examining empirical...

.... The researchers show that high media pessimism implies a decline in stock prices the following day. G12 G14 G15 This study investigates the relationship between news intensity and the trading process for individual stocks of Chinese property developers during the 2020–2022 Chinese property sector...

... 2022 20 05 2023 31 07 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only CEO celebrity IPO underpricing Strategic emerging industries G12 G14 By regarding organizational legitimacy as an organizational resource...

... vector autoregression (QVAR) (p) as follows: Quantile spillovers Tail connectedness ASEAN stocks Asymmetry COVID-19 pandemic C40 F36 G14 The level of integration between financial markets is important to understand the dynamics of risk in the financial system. Connectedness...

... The estimation and event window timeline ESG CCPI Event study Climate change Sustainable finance Firm-specific variables C21 G14 Q42 Q56 Does the Glasgow Climate Pact (GCP) affect the market performance of clean energy firms? If so, are these impacts affected by some country...

... 21 09 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Individual investor attention Analyst coverage Idiosyncratic volatility puzzle Chinese stock market D01 D82 G14 The traditional financial theory believes...

... at http://creativecommons.org/licences/by/4.0/legalcode ESG indexes Bitcoin COVID-19 Safe-haven investments Risk hedging G14 G11 Q56 Environmental, social and governance (ESG) investments – also called socially responsible investments – are those using a set of ESG alongside...

... market reactions to SEOs, it is unclear if a certain factor that causes information asymmetry affects SEO market reactions. This study fills this gap and focuses on R&D spending, demonstrating that R&D spending is negatively related to SEO performance. G14 G32 G38 O31 Xin Xiang can...

... © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only MENA markets Efficiency Crises Asymmetric MF-DFA G14 Market efficiency has been a popular topic in the area of finance for decades, dating back to Fama's (1970) efficient market...

... Seetharam can be contacted at: yudhvir.seetharam@wits.ac.za 19 03 2021 20 07 2021 19 11 2021 20 12 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Momentum Volatility South Africa Emerging markets G11 G12 G14...

...-19 Financial crisis Emerging stock market Cumulative abnormal returns Event study G00 G01 G10 G14 G40 G41 In a conventional economic growth, the effect of COVID-19 on the economy is not a cyclical transition. The pandemic’s short-term catastrophes often outweigh endogenous...

... G01 G14 G32 Information asymmetry is a major source of market imperfection in the realm of corporate financing decisions. The former can lead to a non-optimal capital structure even hurt firm value. Ross' (1977) information hypothesis, tested by several researchers, using the observed...