... 30 05 2026 02 07 2026 03 07 2026 © 2026 Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Corporate bonds Stock returns Pandemic COVID-19 Yield spreads Coronavirus E44 G10 G12 G13 H84 I10 The outbreak...

... Financial markets Bayesian estimation Cointegration Stock market Economic activity C32 E44 G12 Financial variables and real economic activity routinely diverge in their pace of adjustment during downturns: equity markets reprice quickly, while output and employment recover more slowly...

... Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Cryptocurrency markets Investor attention Sentiment analysis Volatility modelling Automation-like accounts C55 C58 D83 G12 G14 C55 C58 D83 G12 G14 C58 C55 D83 G12 G14 where n...

... investment Passive investment G11 G12 G15 The debate over the relative performance of active versus passive investment approaches has attracted much attention in the existing literature (Flood and Ramachandran, 2000 ; Arnott and Darnell, 2003 ; Cremers and Petajisto, 2009 ; Hougan, 2016...

..., thus adding to the robustness of the findings. Abnormal returns Europe Israel–Hamas conflict Market model Middle East Russia–Ukraine War Stock markets C12 C58 G12 G14 G18 Building upon the market efficiency literature, another reason why, at certain times, some markets...

... 01 2026 09 01 2026 © 2026 Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Stock returns Price-dividend ratio Dividend growth Consumption Growth Breaks Trend and cycle Predictability C22 G12 Stock return predictability...

... Arabia US macroeconomic conditions C32 E44 G10 G12 Over the past decade, Bitcoin has emerged as the most prominent and widely traded cryptocurrency, attracting attention from individual investors, institutional participants and policymakers alike. Its rapid price fluctuations...

... Limited Licensed re-use rights only Interest rates Tokens Quantile regression Market conditions C21 C22 C51 F21 G12 G32 H12 Ministerio de Ciencia e Innovación PID2021-128829NB-100 Junta de Comunidades de Castilla-La Mancha SBPLY/21/180501/000086 Universidad...

... and issuer’s reasoning. This comparison is a starting point for the information exchange process. Game theory IPO underpricing Bargaining Equilibrium price Issue price C78 G10 G12 G14 G23 G24 G32 Krakow University of Economics 089/EIM/2024/POT The publication presents...

... pricing, State-dependence Economic indicators Real economy Sector rotation G11 G12 G14 JEL Code G11 G12 G14 G11 G12 G14 Introduces a novel framework integrating real-sector momentum with state-dependent business cycle indicators to evaluate excess returns. Analyzes...

... capital EU financial sector Social and environmental responsibility ESG Social trust G12 G21 Social capital refers to the networks, norms and trust that facilitate cooperation and coordination between individuals and organisations (Bourdieu, 1986 ; Coleman, 1988). The importance...

... stems from short-term market reversals. Nevertheless, the findings remain robust even after accounting for short-term reversal in the regression model, with the MAX effect retaining its economic and statistical significance. C31 G11 G12 G41 The meteoric rise of cryptocurrencies (CC...

...@praguecityuniversity.cz 14 07 2024 16 09 2024 10 11 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Market efficiency Event study Financial markets Asset pricing Cryptocurrency Regulations and political economy C32 G12 G14 G18...

... Publishing Limited Licensed re-use rights only Environmental damage costs Carbon Institutional investors Firm value D62 G12 G23 G30 Trucost and the United Nations Principles for Responsible Investing estimated the cost of environmental damage arising from activities of the 3,000...

... is consistent with the behavioral finance theory that characterizes investors’ increased psychological bias and the more limited arbitrage opportunity when the estimation of firm value becomes more difficult or less accurate. G11 G12 G14 Investors’ psychological biases such as overconfidence...

... 24 10 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Cryptocurrencies ban Abnormal returns Stock markets Event study G12 G14 G15 G28 The increasing use of cryptocurrencies as an investment product, with high returns...

... various other asset classes’ price information. Originality/value To the best of the authors’ knowledge, this is the first paper to identify the covariates of major cryptocurrencies and predict the next-minute BTC crypto price, with a focus on both crypto-asset and cross-market information. G12...

... their yields by 9.2 bp in the long run. Asset purchase programme PSPP Quantitative easing Unconventional monetary policy E52 E58 G12 Under Article 127(1) of the Treaty on the Functioning of the European Union (EU), the primary objective of the European System of Central Banks...

... such as gold and silver, which are traditionally seen as safe havens against uncertainty. © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Bitcoin Gold COVID Hedge VAR G11 G12 G15 Table 1. Descriptive stats, whole sample and COVID-19...

... SVAR Wavelet coherence G11 G12 From a mysterious product, BTC became one of the most controversial subjects on TV, social media and academic forums. The lack of regulative framework and speculative nature allowed participants to generate quick profits. This narrative remained...