Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices

PK Sarker, E Bouri, CKL Marco - Environmental Science and Pollution …, 2023 - Springer
We investigate the asymmetric effects of climate policy uncertainty (CPU), geopolitical risk
(GPR), and crude oil prices (WTI) on the realized volatility of the returns of clean energy …

Synthesis of the effect of investor sentiment on stock returns: a systematic review

A Yadav, A Chakraborty - Global Business and Economics …, 2023 - inderscienceonline.com
The effect of investor sentiment on stock returns is a topic of long-standing interest amongst
behavioural economists. This paper systematically reviews the literature on the effect of …

Exploring the connections: Dividend announcements, Stock market returns, and major sporting events

F Hasan, B Al-Najjar - Review of Quantitative Finance and Accounting, 2024 - Springer
This study conducts a detailed investigation into the interplay between major sporting
events, specifically the ICC Cricket World Cups and FIFA Football World Cups, and their …

Sports failures and stock returns between rationality and emotionality: Evidence from the UEFA Champions League

E Supino, A Tenucci, G Di Nanna - Research in International Business and …, 2024 - Elsevier
The paper explores the relationships between sports performance and financial
performance in football, with a focus on the UEFA Champions League competition games …

Do stock markets react to soccer games? A meta-regression analysis

J Geyer-Klingeberg, M Hang, M Walter… - Applied …, 2018 - Taylor & Francis
This study applies meta-regression analysis to aggregate a sample of 1126 empirical
estimates of the stock market reaction to soccer matches collected from 37 primary studies …

Can stock investor sentiment be contagious in China?

CW Su, XY Cai, R Tao - Sustainability, 2020 - mdpi.com
This paper explores the impact of investor sentiment on financial markets in China by taking
the quantile causality test. We find that government bond markets, gold markets, and foreign …

Investor sentiment, realized volatility and stock returns

W Abdelmalek - Review of Behavioral Finance, 2022 - emerald.com
Purpose This paper examines the relationship between volatility, sentiment and returns in
terms of levels and changes for both lower and higher data frequencies using quantile …

Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements

K Gkillas, R Gupta, CKM Lau… - Journal of Applied …, 2020 - Taylor & Francis
We examine the impact of the Indian cricket team's performance in one-day international
cricket matches on return, realized volatility and jumps of the Indian stock market, based on …

The effect of sponsorship announcements on stock returns of sponsees

C Eryigit, M Eryigit - International Journal of Sport Finance, 2019 - muse.jhu.edu
The purpose of this study is to investigate the effect of sponsorship announcements on the
returns of sponsee stocks by using event study methodology. The study sample includes 25 …

Frequency domain causality and quantile connectedness between investor sentiment and cryptocurrency returns

H Zhu, Z Xing, Y Ren, Y Chen, L Hau - International Review of Economics & …, 2023 - Elsevier
This study investigates the frequency-domain causality and quantile connectedness
between online investors' fear sentiment and cryptocurrency returns. We propose cross …