Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices
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 …
(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 …
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 …
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
The paper explores the relationships between sports performance and financial
performance in football, with a focus on the UEFA Champions League competition games …
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 …
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 …
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 …
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
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 …
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
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 …
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 …
between online investors' fear sentiment and cryptocurrency returns. We propose cross …