This paper explores the implications of US uncertainty for cross-country asset pricing. We
propose a global common spillover index of US uncertainty (GSIU) based on the Partial …

This paper examines the implications of US subjective macroeconomic disagreement for
international asset pricing. We construct a US subjective macroeconomic disagreement …

This paper examines the implications of economic narratives for international asset pricing.
We quantitatively measure economic narratives through the full text content of over 880,000 …

In this study the presence of time-series momentum at a quantile level is investigated across
different sectors of US equities and stock indexes from 1970 to 2022 using quantile …

The purpose of this dissertation is to identify monetary value of environmental, social and
governance (ESG) actions in the chemicals industry using the return on sustainability …