... aiming to enhance market resilience and promote France's transition to a low-carbon economy. ESG investing Climate-related risks Green bonds Geopolitical risk Quantile regression France G11 G15 G32 O16 Funding: No funding was received to assist with the preparation...

... and market crash risk nexus, which is still rarely found in the context of emerging economies. Furthermore, the inclusion of climate risk provides more insightful information for market participants. Greenwashing Climate risk ESG disclosure ESG performance Stock price crash risk G1 G3 G15...

... . ESG Clean energy Sustainable BRSR TVP-VAR Hedge Portfolio rebalancing C32 C48 G11 G15 Environmental, Social and Governance (ESG) investing has experienced substantial global growth in recent times, and this trend has also extended to the Indian investment landscape...

... Emerging markets Frontier markets Markov-switching regressions MS-VAR model G01 G11 G15 The interdependence of international indexes has increased in recent years because of several factors such as globalization, removal of investment barriers, economic integration, financial innovation...

...: Cryptocurrencies Minimum variance Equal risk contribution Most diversified portfolio Multivariate GARCH F30 G11 G15 (1) minimize → σ p 2 = ∑ j = 1 N ∑ j = 1 N σ a , b w a w b Several studies investigated the performance...

...., 2012), the execution of stale limit orders (Berkman, 1996), and the splitting of large orders into smaller ones (Lee et al., 2004). G10 G12 G14 G15 Delayed price adjustments Emerging markets Granger-causality Liquidity Over-reactions Predictability Price discovery Runs...

... G10 G12 G15 The important connections between trading activity and liquidity were analysed since as early as Demsetz (1968) and Tinic (1972) who proposed that trading volume constitutes a main determinant of liquidity, together with other factors such as firm size and volatility...

... tries to cast light on whether investor sentiment alters by migration policies. The literature is recently building and best of the author’s knowledge; the paper is the first to investigate the cross-country spillover between MIs, which has not been performed before. F22 G10 G15 We...

... 2000 and 2017 while emerging market bond fund managers fail to realize positive alphas in general. Most funds do not provide statistically significant alphas. G11 G15 G23 Emerging markets Performance evaluation Mutual funds Diversified funds Bond funds © Halil Kiymaz and Koray...