All Stories

  1. Journal ratings changes: Implications for author diversity and research characteristics
  2. Biodiversity risk, corporate governance, and firm performance: empirical evidence from China
  3. The Emperor Is a Hostage The Golden Throne and the Machinery of Living Death in the Modern University
  4. From Ecosystem Threats to Balance Sheets: Biodiversity Risks Exposure and Corporate Cash Policies
  5. Biodiversity, financial markets, and systemic risk: A synthesizing review
  6. Puzzles, Tensions, and the Research Agenda for Biodiversity Finance
  7. Does The Market Value CEO Climate Activism? Evidence from the We Mean Business Letter
  8. Talking Trump and tanking markets
  9. Tracing the evolution of finance research: A topic modeling analysis of AJG-ranked journals
  10. European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation
  11. Central bankers’ political discourse as a driver of clean energy markets
  12. Impact of news and social media sentiments on rare earth investments
  13. What REALLY drives clean energy stocks - Fear or Fundamentals?
  14. Financial market reactions to U.S. tariff announcements: Evidence from trade-surplus and trade-deficit countries
  15. Supervised learning models, statistical models or hybrid models? A prediction of clean energy stock based on fear and fundamental factors
  16. Dividend payouts and biodiversity risk — Chinese evidence
  17. Unraveling nuclear connections in energy market dynamics
  18. Institutional investor networks centrality and firms’ debt maturity mismatch
  19. Chinese corporate biodiversity exposure
  20. Green targeted lending operations in the Euro Area
  21. Determinants of IPO Overpricing
  22. A bibliometric and systemic literature review of biodiversity finance
  23. A success dressed as a failure? Evidence from post‐IPO withdrawal outcomes in Europe
  24. Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures
  25. Interconnectedness and risk profile of hydrogen against major asset classes
  26. Quantile coherency across bonds, commodities, currencies, and equities
  27. Shining in or fading out: Do precious metals sparkle for cryptocurrencies?
  28. Climate impacts on the loan quality of Chinese regional commercial banks
  29. Negative elements of cryptocurrencies: Exploring the drivers of Bitcoin carbon footprints
  30. Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits
  31. The role of feature importance in predicting corporate financial distress in pre and post COVID periods: Evidence from China
  32. Time-varying tail risk connectedness among sustainability-related products and fossil energy investments
  33. Extreme risk dependence between green bonds and financial markets
  34. Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries
  35. Assessing linkages between alternative energy markets and cryptocurrencies
  36. Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
  37. From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets
  38. Predictors of clean energy stock returns: An analysis with best subset regressions
  39. The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world
  40. The impacts of climate policy uncertainty on stock markets: Comparison between China and the US
  41. Corporate commodity exposure: A multi-country longitudinal study
  42. Unveiling commodities-financial markets intersections from a bibliometric perspective
  43. Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram
  44. COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
  45. ChatGPT for (Finance) research: The Bananarama Conjecture
  46. Systemic risk contagion of green and Islamic markets with conventional markets
  47. ESG disclosure and technological innovation capabilities of the Chinese listed companies
  48. Border disputes, conflicts, war, and financial markets research: A systematic review
  49. Justice as efficiency: Courts and the allocation of electricity in China
  50. Can altcoins act as hedges or safe-havens for Bitcoin?
  51. Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
  52. Growth … What growth?
  53. Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model
  54. Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests
  55. The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?
  56. Turkish Lira crisis and its impact on sector returns
  57. Macro-financial implications of central bank digital currencies
  58. Return spillover analysis across central bank digital currency attention and cryptocurrency markets
  59. Do financial volatilities mitigate the risk of cryptocurrency indexes?
  60. How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?
  61. Regional imbalances of market efficiency in China’s pilot emission trading schemes (ETS): A multifractal perspective
  62. Discretionary impacts of the risk management committee attributes on firm performance: do board size matter?
  63. Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data
  64. Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
  65. “I just like the stock”: The role of Reddit sentiment in the GameStop share rally
  66. Bubbles all the way down? Detecting and date-stamping bubble behaviours in NFT and DeFi markets
  67. Determinants of cryptocurrency returns: A LASSO quantile regression approach
  68. Financing Irish high-tech SMEs: The analysis of capital structure
  69. Modelling the role of institutional quality on carbon emissions in Sub-Saharan African countries
  70. Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling
  71. Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain
  72. UK Vice Chancellor compensation: Do they get what they deserve?
  73. Oil price shocks and yield curve dynamics in emerging markets
  74. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
  75. The Effects of Central Bank Digital Currencies News on Financial Markets
  76. Do clean and dirty cryptocurrency markets herd differently?
  77. Sustainable behaviors and firm performance: The role of financial constraints’ alleviation
  78. Do ethics outpace sins?
  79. Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies
  80. Stock market contagion during the COVID-19 pandemic in emerging economies
  81. A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies
  82. Do institutional affiliation affect the renewable energy-growth nexus in the Sub-Saharan Africa: Evidence from a multi-quantitative approach
  83. Crypto and digital currencies — nine research priorities
  84. Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
  85. The cryptocurrency uncertainty index
  86. An index of cryptocurrency environmental attention (ICEA)
  87. Does news tone help forecast oil?
  88. Geographic diversity in academic finance editorial boards—A discussion
  89. The influence pathways of financial development on environmental quality: New evidence from smooth transition regression models
  90. Gold and US sectoral stocks during COVID-19 pandemic
  91. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?
  92. The realized volatility of commodity futures: Interconnectedness and determinants
  93. Board characteristics, external governance and the use of renewable energy: International evidence
  94. Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict
  95. When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines
  96. Bitcoin-energy markets interrelationships - New evidence
  97. Commonality in FX liquidity: High-frequency evidence
  98. Re-examining the real option characteristics of gold for gold mining companies
  99. The impact of oil price shocks on Turkish sovereign yield curve
  100. Realised volatility connectedness among Bitcoin exchange markets
  101. Awareness, energy consumption and pro-environmental choices of Chinese households
  102. A Scientometric Analysis of Irish Economists 2000-2020
  103. Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
  104. Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?
  105. Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements
  106. The Cryptocurrency Uncertainty Index
  107. Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis
  108. Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements
  109. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
  110. The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies
  111. The destabilising effects of cryptocurrency cybercriminality
  112. The journal quality perception gap
  113. Can financial marketization mitigate the negative effect of exchange rate fluctuations on exports? Evidence from Chinese regions
  114. The impact of macroeconomic news on Bitcoin returns
  115. The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages
  116. The relationship between implied volatility and cryptocurrency returns
  117. Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position
  118. How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective
  119. Which form of hedging matters — Operational or financial? Evidence from the US oil and gas sector
  120. The Geographic Concentration of Finance Editorships
  121. The Relationship Between Implied Volatility and Cryptocurrency Returns
  122. Aye Corona! The Contagion Effects of Being Named Corona during the COVID-19 Pandemic
  123. Bitcoin-Energy Markets Interrelationships - New Evidence
  124. Board Characteristics, External Governance and the Use of Renewable Energy: International Evidence From Public Firms
  125. Commonality in FX Liquidity: High-Frequency Evidence
  126. Is Gold a Hedge or Safe Haven Asset during COVID–19 Crisis?
  127. Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.
  128. The Contagion Effects of the COVID-19 Pandemic: Evidence from Gold and Cryptocurrencies
  129. The Impact of Macroeconomic News on Bitcoin Returns
  130. The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve
  131. UK Vice Chancellor Compensation: Do They Get What They Deserve?
  132. Should we invest more in multinational companies when domestic markets decline?
  133. What is the optimal weight for gold in a portfolio?
  134. The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach
  135. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
  136. The effectiveness of technical trading rules in cryptocurrency markets
  137. An analysis of the intellectual structure of research on the financial economics of precious metals
  138. High frequency volatility co-movements in cryptocurrency markets
  139. KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?
  140. Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
  141. The determinants of IPO withdrawal – Evidence from Europe
  142. Cryptocurrencies and the downside risk in equity investments
  143. Identifying the multiscale financial contagion in precious metal markets
  144. Dynamics and determinants of spillovers across the option-implied volatilities of US equities
  145. The impact of terrorism on European tourism
  146. Price and Volatility Spillovers Across the International Steam Coal Market
  147. Is Bitcoin a better safe-haven investment than gold and commodities?
  148. The Impact of Terrorism on European Tourism
  149. Can Financial Marketization Mitigate the Negative Effect of Exchange Rate Fluctuations on Exports? Evidence from Chinese Regions
  150. Cryptocurrency Architecture and Interaction With Market Shocks
  151. High Frequency Volatility Co-Movements in Cryptocurrency Markets
  152. Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets
  153. Online Appendix: The Determinants of IPO Withdrawal - Evidence from Europe
  154. The Effectiveness of Technical Trading Rules in Cryptocurrency Markets
  155. The Financial Market Effects of Cryptocurrency Energy Usage
  156. What Sort of Asset? Bitcoin Analysed
  157. The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets
  158. Complexity in financial asset returns: Evidence from the compass rose
  159. Bitcoin Futures—What use are they?
  160. Spillovers, integration and causality in LME non-ferrous metal markets
  161. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis
  162. Cryptocurrencies as a Financial Asset: A systematic analysis
  163. Trading volume and the predictability of return and volatility in the cryptocurrency market
  164. Asymmetric linkages among the fear index and emerging market volatility indices
  165. Exploring the dynamic relationships between cryptocurrencies and other financial assets
  166. Future directions in international financial integration research - A crowdsourced perspective
  167. Cryptocurrencies as a Financial Asset: A Systematic Analysis
  168. The Determinants of IPO Withdrawal - Evidence from Europe
  169. The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns
  170. What Is the Optimal Weight for Gold in a Portfolio?
  171. Datestamping the Bitcoin and Ethereum bubbles
  172. Dynamics of Bond Market Integration between Established and New European Union Countries
  173. Globalisation, the Mobility of Skilled Workers, and Economic Growth: Constructing a Novel Brain Drain/Gain Index for European Countries
  174. Herding behavior, market sentiment and volatility: Will the bubble resume?
  175. Is gold a hedge against inflation? A wavelet time-scale perspective
  176. Reassessing the role of precious metals as safe havens–What colour is your haven and why?
  177. Does intraday technical trading have predictive power in precious metal markets?
  178. Psychological price barriers in frontier equities
  179. The financial economics of white precious metals — A survey
  180. Stylized facts of intraday precious metals
  181. An Empirical Study of the Innovative Culture in Ireland’s Higher Education Institutions
  182. The dynamic linkages between crude oil and natural gas markets
  183. Is the price of gold to gold mining stocks asymmetric?
  184. The Economic Impact of Higher Education Institutions
  185. Capital Structure and Irish Tech SMEs
  186. Commodity Exposure, Financial and Operational Hedging of US Oil and Gas Companies
  187. Deteriorating Complexity in Gold Returns: Evidence from the Compass Rose
  188. Reassessing the Role of Precious Metals as Safe Havens - What Colour is Your Haven and Why?
  189. Gold and inflation(s) – A time-varying relationship
  190. Are gold bugs coherent?
  191. Discouraged borrowers: Evidence for Eurozone SMEs
  192. Universities, knowledge exchange and policy: A comparative study of Ireland and the UK
  193. Gold and silver manipulation: What can be empirically verified?
  194. Who Sets the Price of Gold? London or New York
  195. The validity of Islamic art as an investment
  196. Psychological barriers in oil futures markets
  197. Do gold prices cause production costs? International evidence from country and company data
  198. The economic impact of higher education institutions in Ireland: evidence from disaggregated input–output tables
  199. The Global Preference for Dividends in Declining Markets
  200. The financial economics of gold — A survey
  201. Behavioral influences in non-ferrous metals prices
  202. Was wine a premier cru investment?
  203. Editorial
  204. Which precious metals spill over on which, when and why? Some evidence
  205. On the economic determinants of the gold–inflation relation
  206. What precious metals act as safe havens, and when? Some US evidence
  207. Rationality in precious metals forward markets: Evidence of behavioural deviations in the gold markets
  208. Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry
  209. Learning from the Irish Experience – A Clinical Case Study in Banking Failure
  210. Gold markets around the world – who spills over what, to whom, when?
  211. An introduction to the Journal of Behavioral and Experimental Finance
  212. Culture's influences: An investigation of inter-country differences in capital structure
  213. Cultural Behavioral Finance in Emerging Markets
  214. An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?
  215. International financial integration
  216. Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies
  217. Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
  218. Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models
  219. CEO social status and acquisitiveness
  220. The political economy of international integration
  221. London or New York: where and when does the gold price originate?
  222. The structure of gold and silver spread returns
  223. An empirical study of multiple direct international listings
  224. Equity market integration in the Asia Pacific region: Evidence from discount factors
  225. Perspectives on international and corporate finance
  226. Gravity and culture in foreign portfolio investment
  227. CEO Social Status and Acquisitiveness
  228. Other Behavioral Biases
  229. An empirical investigation of the financial growth lifecycle
  230. The effect of gender on stock price reaction to the appointment of directors: the case of the FTSE 100
  231. Robust global stock market interdependencies
  232. Financial integration and emerging markets capital structure
  233. The Irish economy: Three strikes and you’re out?
  234. International financial integration
  235. Comovements in government bond markets: A minimum spanning tree analysis
  236. Investigating the determinants of banking coexceedances in Europe in the summer of 2008
  237. Lunar seasonality in precious metal returns?
  238. The macroeconomic determinants of volatility in precious metals markets
  239. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events
  240. Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
  241. Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world
  242. Flights and contagion—An empirical analysis of stock–bond correlations
  243. The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests
  244. Shift-contagion Vulnerability in the MENA Stock Markets
  245. International financial integration
  246. Determinants of capital structure in Irish SMEs
  247. The Validity of Islamic Art as an Investment
  248. Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests
  249. Halloween or January? Yet another puzzle
  250. An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees
  251. International influences on asset markets
  252. The Capital Markets of the Middle East and North African Region: Situation and Characteristics
  253. The dynamics of Central European equity market comovements
  254. Mood and UK equity pricing
  255. Skewness and asymmetry in futures returns and volumes
  256. Reassessing co-movements among G7 equity markets: evidence from iShares†
  257. Volatility in the gold futures market
  258. Robust global mood influences in equity pricing
  259. Efficiency in emerging markets—Evidence from the MENA region
  260. International portfolio diversification: Is there a role for the Middle East and North Africa?
  261. A psychological, attitudinal and professional profile of Irish economists
  262. Measuring and managing integration: What do we know?
  263. Capital Market Integration in the Middle East and North Africa
  264. A power GARCH examination of the gold market
  265. The evolution of interdependence in world equity markets—Evidence from minimum spanning trees
  266. Portfolio management under sudden changes in volatility and heterogeneous investment horizons
  267. Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange
  268. Contagion and interdependence: Measuring CEE banking sector co-movements
  269. Psychological barriers in gold prices?
  270. Mood and UK Equity Pricing
  271. Integration of smaller European equity markets: a time-varying integration score analysis
  272. OPTIMAL MANAGEMENT OF EMPYEMA IN AN INNER-CITY HOSPITAL: VATS VS INTRAPLEURAL THROMBOLYSIS
  273. Real and financial aspects of financial integration
  274. Investigating the determinants of the Wednesday seasonal in Irish Equities
  275. Seasonality, risk and return in daily COMEX gold and silver data 1982–2002
  276. Measuring and assessing the effects and extent of international bond market integration
  277. Dynamics of bond market integration between established and accession European Union countries
  278. The evolving relationship between gold and silver 1978–2002: evidence from a dynamic cointegration analysis: a note
  279. The 7 Deadly Sins of Investors
  280. Making Density Forecasting Models Statistically Consistent
  281. Impact of MDCT Angiography on the Use of Catheter Angiography for the Assessment of Cervical Arterial Injury After Blunt or Penetrating Trauma
  282. The Role of Feelings in Investor Decision-Making
  283. Are local or international influences responsible for the pre-holiday behaviour of Irish equities?
  284. Why investors should not be cautious about the academic approach to testing for stock market anomalies
  285. Weather, biorhythms, beliefs and stock returns—Some preliminary Irish evidence
  286. The Inaccessible or Undrainable Abscess: How to Drain It
  287. Robust estimates of daily seasonality in the Irish equity market
  288. Monthly and semi-annual seasonality in the Irish equity market 1934–2000
  289. International equity market integration: Theory, evidence and implications
  290. Market direction and moment seasonality: evidence from Irish equities
  291. Friday the 13th: international evidence
  292. Anomalous daily seasonality in Ireland?
  293. Miscellaneous Visceral Renal Intervention
  294. A three-dimensional gadolinium-enhanced MR venography technique for imaging central veins.
  295. Routine chest radiographs after central line insertion: Mandatory postprocedural evaluation or unnecessary waste of resources?
  296. Reviews
  297. Volatility in the Gold Futures Market
  298. The relations between emerging european and developed stock markets before and after the russian crisis of 1997–1998
  299. The Microstructure of the Irish Stock Market
  300. Speculation or Hedging in the Irish Stock Exchange
  301. Psychological Barriers in Gold Prices?
  302. Preholiday Behaviour of Irish Stock Exchange Indices
  303. Market Direction and Moment Seasonality: Evidence from Irish Equities
  304. Lunar Seasonality in Precious Metal Returns?
  305. Investigating the Determinants of the Wednesday Seasonal in Irish Equities
  306. Halloween or January? Yet Another Puzzle
  307. Friday the 13th: International Evidence
  308. Friday the 13th and the Philosophical Basis of Financial Economics
  309. Fractionally Integrated Dynamics in Irish Stock Returns
  310. Does Volume Provide Information? Evidence from the Irish Stock Market
  311. Distributional Aspects of Irish Financial Accounting Ratios