All Stories

  1. Managerial Myopia and Corporate Biodiversity Risk: Disclosure, Concern and Risk
  2. Free Trade Zones and Corporate ESG: Evidence From a Quasi‐Natural Experiment in China
  3. Two-Stage feature selection for early warning of default risk
  4. Journal ratings changes: Implications for author diversity and research characteristics
  5. Biodiversity risk, corporate governance, and firm performance: empirical evidence from China
  6. The Emperor Is a Hostage The Golden Throne and the Machinery of Living Death in the Modern University
  7. Suffer Not the Economist to Live: What Warhammer 40,000 Gets Right About Institutional Dysfunction
  8. From Ecosystem Threats to Balance Sheets: Biodiversity Risks Exposure and Corporate Cash Policies
  9. Biodiversity, financial markets, and systemic risk: A synthesizing review
  10. Puzzles, Tensions, and the Research Agenda for Biodiversity Finance
  11. Does The Market Value CEO Climate Activism? Evidence from the We Mean Business Letter
  12. Talking Trump and tanking markets
  13. Tracing the evolution of finance research: A topic modeling analysis of AJG-ranked journals
  14. European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation
  15. Central bankers’ political discourse as a driver of clean energy markets
  16. Impact of news and social media sentiments on rare earth investments
  17. What REALLY drives clean energy stocks - Fear or Fundamentals?
  18. Financial market reactions to U.S. tariff announcements: Evidence from trade-surplus and trade-deficit countries
  19. Supervised learning models, statistical models or hybrid models? A prediction of clean energy stock based on fear and fundamental factors
  20. Dividend payouts and biodiversity risk — Chinese evidence
  21. Unraveling nuclear connections in energy market dynamics
  22. Institutional investor networks centrality and firms’ debt maturity mismatch
  23. Chinese corporate biodiversity exposure
  24. Green targeted lending operations in the Euro Area
  25. Determinants of IPO Overpricing
  26. A bibliometric and systemic literature review of biodiversity finance
  27. A success dressed as a failure? Evidence from post‐IPO withdrawal outcomes in Europe
  28. Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures
  29. Interconnectedness and risk profile of hydrogen against major asset classes
  30. Quantile coherency across bonds, commodities, currencies, and equities
  31. Shining in or fading out: Do precious metals sparkle for cryptocurrencies?
  32. Climate impacts on the loan quality of Chinese regional commercial banks
  33. What Do Advanced Machine Learning Techniques Reveal About the Esg-Fintech Nexus?
  34. Negative elements of cryptocurrencies: Exploring the drivers of Bitcoin carbon footprints
  35. Extreme downside risk transmission between green cryptocurrencies and energy markets: The diversification benefits
  36. The role of feature importance in predicting corporate financial distress in pre and post COVID periods: Evidence from China
  37. Time-varying tail risk connectedness among sustainability-related products and fossil energy investments
  38. Extreme risk dependence between green bonds and financial markets
  39. Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries
  40. Assessing linkages between alternative energy markets and cryptocurrencies
  41. Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach
  42. From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets
  43. Predictors of clean energy stock returns: An analysis with best subset regressions
  44. The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world
  45. The impacts of climate policy uncertainty on stock markets: Comparison between China and the US
  46. Corporate commodity exposure: A multi-country longitudinal study
  47. Unveiling commodities-financial markets intersections from a bibliometric perspective
  48. Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram
  49. COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
  50. ChatGPT for (Finance) research: The Bananarama Conjecture
  51. Systemic risk contagion of green and Islamic markets with conventional markets
  52. ESG disclosure and technological innovation capabilities of the Chinese listed companies
  53. Border disputes, conflicts, war, and financial markets research: A systematic review
  54. Justice as efficiency: Courts and the allocation of electricity in China
  55. Can altcoins act as hedges or safe-havens for Bitcoin?
  56. Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets
  57. Growth … What growth?
  58. Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model
  59. Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests
  60. The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?
  61. Turkish Lira crisis and its impact on sector returns
  62. Macro-financial implications of central bank digital currencies
  63. Return spillover analysis across central bank digital currency attention and cryptocurrency markets
  64. Do financial volatilities mitigate the risk of cryptocurrency indexes?
  65. How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?
  66. Regional imbalances of market efficiency in China’s pilot emission trading schemes (ETS): A multifractal perspective
  67. Discretionary impacts of the risk management committee attributes on firm performance: do board size matter?
  68. Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data
  69. Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
  70. “I just like the stock”: The role of Reddit sentiment in the GameStop share rally
  71. Bubbles all the way down? Detecting and date-stamping bubble behaviours in NFT and DeFi markets
  72. Determinants of cryptocurrency returns: A LASSO quantile regression approach
  73. Financing Irish high-tech SMEs: The analysis of capital structure
  74. Modelling the role of institutional quality on carbon emissions in Sub-Saharan African countries
  75. Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling
  76. Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain
  77. UK Vice Chancellor compensation: Do they get what they deserve?
  78. Oil price shocks and yield curve dynamics in emerging markets
  79. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
  80. The Effects of Central Bank Digital Currencies News on Financial Markets
  81. Do clean and dirty cryptocurrency markets herd differently?
  82. Sustainable behaviors and firm performance: The role of financial constraints’ alleviation
  83. Do ethics outpace sins?
  84. Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies
  85. Stock market contagion during the COVID-19 pandemic in emerging economies
  86. A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies
  87. Do institutional affiliation affect the renewable energy-growth nexus in the Sub-Saharan Africa: Evidence from a multi-quantitative approach
  88. Crypto and digital currencies — nine research priorities
  89. Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic
  90. The cryptocurrency uncertainty index
  91. An index of cryptocurrency environmental attention (ICEA)
  92. Does news tone help forecast oil?
  93. Geographic diversity in academic finance editorial boards—A discussion
  94. The influence pathways of financial development on environmental quality: New evidence from smooth transition regression models
  95. Gold and US sectoral stocks during COVID-19 pandemic
  96. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?
  97. The realized volatility of commodity futures: Interconnectedness and determinants
  98. Board characteristics, external governance and the use of renewable energy: International evidence
  99. Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict
  100. When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines
  101. Bitcoin-energy markets interrelationships - New evidence
  102. Commonality in FX liquidity: High-frequency evidence
  103. Re-examining the real option characteristics of gold for gold mining companies
  104. The impact of oil price shocks on Turkish sovereign yield curve
  105. Realised volatility connectedness among Bitcoin exchange markets
  106. Awareness, energy consumption and pro-environmental choices of Chinese households
  107. A Scientometric Analysis of Irish Economists 2000-2020
  108. Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
  109. Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?
  110. Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements
  111. The Cryptocurrency Uncertainty Index
  112. Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis
  113. Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements
  114. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
  115. The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies
  116. The destabilising effects of cryptocurrency cybercriminality
  117. The journal quality perception gap
  118. Can financial marketization mitigate the negative effect of exchange rate fluctuations on exports? Evidence from Chinese regions
  119. The impact of macroeconomic news on Bitcoin returns
  120. The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages
  121. The relationship between implied volatility and cryptocurrency returns
  122. Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position
  123. How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective
  124. Which form of hedging matters — Operational or financial? Evidence from the US oil and gas sector
  125. The Geographic Concentration of Finance Editorships
  126. The Relationship Between Implied Volatility and Cryptocurrency Returns
  127. Aye Corona! The Contagion Effects of Being Named Corona during the COVID-19 Pandemic
  128. Bitcoin-Energy Markets Interrelationships - New Evidence
  129. Board Characteristics, External Governance and the Use of Renewable Energy: International Evidence From Public Firms
  130. Commonality in FX Liquidity: High-Frequency Evidence
  131. Is Gold a Hedge or Safe Haven Asset during COVID–19 Crisis?
  132. Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic.
  133. The Contagion Effects of the COVID-19 Pandemic: Evidence from Gold and Cryptocurrencies
  134. The Impact of Macroeconomic News on Bitcoin Returns
  135. The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve
  136. UK Vice Chancellor Compensation: Do They Get What They Deserve?
  137. Should we invest more in multinational companies when domestic markets decline?
  138. What is the optimal weight for gold in a portfolio?
  139. The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach
  140. Heterogeneous interconnections between precious metals: Evidence from asymmetric and frequency-domain spillover analysis
  141. The effectiveness of technical trading rules in cryptocurrency markets
  142. An analysis of the intellectual structure of research on the financial economics of precious metals
  143. High frequency volatility co-movements in cryptocurrency markets
  144. KODAKCoin: a blockchain revolution or exploiting a potential cryptocurrency bubble?
  145. Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
  146. The determinants of IPO withdrawal – Evidence from Europe
  147. Cryptocurrencies and the downside risk in equity investments
  148. Identifying the multiscale financial contagion in precious metal markets
  149. Dynamics and determinants of spillovers across the option-implied volatilities of US equities
  150. The impact of terrorism on European tourism
  151. Price and Volatility Spillovers Across the International Steam Coal Market
  152. Is Bitcoin a better safe-haven investment than gold and commodities?
  153. The Impact of Terrorism on European Tourism
  154. Can Financial Marketization Mitigate the Negative Effect of Exchange Rate Fluctuations on Exports? Evidence from Chinese Regions
  155. Cryptocurrency Architecture and Interaction With Market Shocks
  156. High Frequency Volatility Co-Movements in Cryptocurrency Markets
  157. Investigating the Dynamics Between Price Volatility, Price Discovery, and Criminality in Cryptocurrency Markets
  158. Online Appendix: The Determinants of IPO Withdrawal - Evidence from Europe
  159. The Effectiveness of Technical Trading Rules in Cryptocurrency Markets
  160. The Financial Market Effects of Cryptocurrency Energy Usage
  161. What Sort of Asset? Bitcoin Analysed
  162. The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets
  163. Complexity in financial asset returns: Evidence from the compass rose
  164. Bitcoin Futures—What use are they?
  165. Spillovers, integration and causality in LME non-ferrous metal markets
  166. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis
  167. Cryptocurrencies as a Financial Asset: A systematic analysis
  168. Trading volume and the predictability of return and volatility in the cryptocurrency market
  169. Asymmetric linkages among the fear index and emerging market volatility indices
  170. Exploring the dynamic relationships between cryptocurrencies and other financial assets
  171. Future directions in international financial integration research - A crowdsourced perspective
  172. Cryptocurrencies as a Financial Asset: A Systematic Analysis
  173. The Determinants of IPO Withdrawal - Evidence from Europe
  174. The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns
  175. What Is the Optimal Weight for Gold in a Portfolio?
  176. Datestamping the Bitcoin and Ethereum bubbles
  177. Dynamics of Bond Market Integration between Established and New European Union Countries
  178. Globalisation, the Mobility of Skilled Workers, and Economic Growth: Constructing a Novel Brain Drain/Gain Index for European Countries
  179. Herding behavior, market sentiment and volatility: Will the bubble resume?
  180. Is gold a hedge against inflation? A wavelet time-scale perspective
  181. Reassessing the role of precious metals as safe havens–What colour is your haven and why?
  182. Does intraday technical trading have predictive power in precious metal markets?
  183. Psychological price barriers in frontier equities
  184. The financial economics of white precious metals — A survey
  185. Stylized facts of intraday precious metals
  186. An Empirical Study of the Innovative Culture in Ireland’s Higher Education Institutions
  187. The dynamic linkages between crude oil and natural gas markets
  188. Is the price of gold to gold mining stocks asymmetric?
  189. The Economic Impact of Higher Education Institutions
  190. Capital Structure and Irish Tech SMEs
  191. Commodity Exposure, Financial and Operational Hedging of US Oil and Gas Companies
  192. Deteriorating Complexity in Gold Returns: Evidence from the Compass Rose
  193. Reassessing the Role of Precious Metals as Safe Havens - What Colour is Your Haven and Why?
  194. Gold and inflation(s) – A time-varying relationship
  195. Are gold bugs coherent?
  196. Discouraged borrowers: Evidence for Eurozone SMEs
  197. Universities, knowledge exchange and policy: A comparative study of Ireland and the UK
  198. Gold and silver manipulation: What can be empirically verified?
  199. Who Sets the Price of Gold? London or New York
  200. The validity of Islamic art as an investment
  201. Psychological barriers in oil futures markets
  202. Do gold prices cause production costs? International evidence from country and company data
  203. The economic impact of higher education institutions in Ireland: evidence from disaggregated input–output tables
  204. The Global Preference for Dividends in Declining Markets
  205. The financial economics of gold — A survey
  206. Behavioral influences in non-ferrous metals prices
  207. Was wine a premier cru investment?
  208. Editorial
  209. Which precious metals spill over on which, when and why? Some evidence
  210. On the economic determinants of the gold–inflation relation
  211. What precious metals act as safe havens, and when? Some US evidence
  212. Rationality in precious metals forward markets: Evidence of behavioural deviations in the gold markets
  213. Fuel hedging, operational hedging and risk exposure — Evidence from the global airline industry
  214. Learning from the Irish Experience – A Clinical Case Study in Banking Failure
  215. Gold markets around the world – who spills over what, to whom, when?
  216. An introduction to the Journal of Behavioral and Experimental Finance
  217. Culture's influences: An investigation of inter-country differences in capital structure
  218. Cultural Behavioral Finance in Emerging Markets
  219. An analysis of forward exchange rate biasedness across developed and developing country currencies: Do observed patterns persist out of sample?
  220. International financial integration
  221. Do U.S. macroeconomic surprises influence equity returns? An exploratory analysis of developed economies
  222. Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
  223. Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models
  224. CEO social status and acquisitiveness
  225. The political economy of international integration
  226. London or New York: where and when does the gold price originate?
  227. The structure of gold and silver spread returns
  228. An empirical study of multiple direct international listings
  229. Equity market integration in the Asia Pacific region: Evidence from discount factors
  230. Perspectives on international and corporate finance
  231. Gravity and culture in foreign portfolio investment
  232. CEO Social Status and Acquisitiveness
  233. Other Behavioral Biases
  234. An empirical investigation of the financial growth lifecycle
  235. The effect of gender on stock price reaction to the appointment of directors: the case of the FTSE 100
  236. Robust global stock market interdependencies
  237. Financial integration and emerging markets capital structure
  238. The Irish economy: Three strikes and you’re out?
  239. International financial integration
  240. Comovements in government bond markets: A minimum spanning tree analysis
  241. Investigating the determinants of banking coexceedances in Europe in the summer of 2008
  242. Lunar seasonality in precious metal returns?
  243. The macroeconomic determinants of volatility in precious metals markets
  244. Dynamics of Equity Market Integration in Europe: Impact of Political Economy Events
  245. Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
  246. Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world
  247. Flights and contagion—An empirical analysis of stock–bond correlations
  248. The Forward Exchange Rate Bias Puzzle Is Persistent: Evidence from Stochastic and Nonparametric Cointegration Tests
  249. Shift-contagion Vulnerability in the MENA Stock Markets
  250. International financial integration
  251. Determinants of capital structure in Irish SMEs
  252. The Validity of Islamic Art as an Investment
  253. Do Soccer Referees Display Home Bias?
  254. Russian equity market linkages before and after the 1998 crisis: Evidence from stochastic and regime-switching cointegration tests
  255. Halloween or January? Yet another puzzle
  256. An ever-closer union? Examining the evolution of linkages of European equity markets via minimum spanning trees
  257. International influences on asset markets
  258. The Capital Markets of the Middle East and North African Region: Situation and Characteristics
  259. The dynamics of Central European equity market comovements
  260. Mood and UK equity pricing
  261. Skewness and asymmetry in futures returns and volumes
  262. Reassessing co-movements among G7 equity markets: evidence from iShares†
  263. Volatility in the gold futures market
  264. Robust global mood influences in equity pricing
  265. Efficiency in emerging markets—Evidence from the MENA region
  266. International portfolio diversification: Is there a role for the Middle East and North Africa?
  267. A psychological, attitudinal and professional profile of Irish economists
  268. Measuring and managing integration: What do we know?
  269. Capital Market Integration in the Middle East and North Africa
  270. A power GARCH examination of the gold market
  271. The evolution of interdependence in world equity markets—Evidence from minimum spanning trees
  272. Portfolio management under sudden changes in volatility and heterogeneous investment horizons
  273. Daily seasonality in 19th century stocks -- some evidence from the Dublin stock exchange
  274. Contagion and interdependence: Measuring CEE banking sector co-movements
  275. Psychological barriers in gold prices?
  276. Mood and UK Equity Pricing
  277. An Analysis of the Journal Article Output of Irish-Based Economists, 1970 to 2001
  278. Russian Equity Market Linkages Before and After the 1998 Crisis: Evidence from Time-Varying and Stochastic Cointegration Tests
  279. Integration of smaller European equity markets: a time-varying integration score analysis
  280. OPTIMAL MANAGEMENT OF EMPYEMA IN AN INNER-CITY HOSPITAL: VATS VS INTRAPLEURAL THROMBOLYSIS
  281. Real and financial aspects of financial integration
  282. Investigating the determinants of the Wednesday seasonal in Irish Equities
  283. Seasonality, risk and return in daily COMEX gold and silver data 1982–2002
  284. Measuring and assessing the effects and extent of international bond market integration
  285. Dynamics of bond market integration between established and accession European Union countries
  286. The evolving relationship between gold and silver 1978–2002: evidence from a dynamic cointegration analysis: a note
  287. The 7 Deadly Sins of Investors
  288. Making Density Forecasting Models Statistically Consistent
  289. The Irish Housing Market
  290. Impact of MDCT Angiography on the Use of Catheter Angiography for the Assessment of Cervical Arterial Injury After Blunt or Penetrating Trauma
  291. The Role of Feelings in Investor Decision-Making
  292. Are local or international influences responsible for the pre-holiday behaviour of Irish equities?
  293. Why investors should not be cautious about the academic approach to testing for stock market anomalies
  294. Weather, biorhythms, beliefs and stock returns—Some preliminary Irish evidence
  295. An Apgarch Investigation of the Main Influences on the Gold Price
  296. Are Local or International Influences Responsible for the Pre-Holiday Behavior of Irish Equities?
  297. Capital Market Integration in the Middle East and North Africa and its Implications for International Portfolio Allocation
  298. Financial Contagion in Emerging Markets: Evidence from the Middle East and North Africa
  299. Integration Among G7 Equity Markets: Evidence from Ishares
  300. International Portfolio Formation, Skewness and the Role of Gold
  301. Seasonality, Risk and Return in Daily Comex Gold and Silver Data 1982-2002
  302. Stock Market Predictability in the MENA: Evidence from New Variance Ratio Tests and Technical Trade Analysis
  303. The Dynamics of Central European Equity Market Integration
  304. The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: A Note
  305. The Inaccessible or Undrainable Abscess: How to Drain It
  306. Robust estimates of daily seasonality in the Irish equity market
  307. Monthly and semi-annual seasonality in the Irish equity market 1934–2000
  308. International equity market integration: Theory, evidence and implications
  309. A Psychological, Attitudinal and Professional Profile of Irish Economists in 2004
  310. Dynamics of Bond Market Integration between Existing and Accession EU Countries
  311. Linkages and Relationships between Emerging European and Developed Stock Markets Before and after the Russian Crisis of 1997-1998
  312. Modelling the Term Structure of Interest Rates a La Heath-Jarrow-Morton But with Non-Gaussian Fluctuations
  313. Daily Seasonality in Lme Base Metal Returns 1989-2002: A Robust Analysis
  314. Dynamics of Equity Market Integration in Europe: Evidence of Changes with Events and over Time
  315. International Portfolio Formation, Skewness and the Role of Gold
  316. The Role of Feelings in Investor Decision-Making
  317. Weather, Biorhythms and Stock Returns - Some Preliminary Irish Evidence
  318. Why Investors Should Not Be Cautious About the Academic Approach to Testing for Stock Market Anomalies
  319. Market direction and moment seasonality: evidence from Irish equities
  320. How Robust is the Daily Seasonal in Irish Equities?
  321. Monthly and Semi-Annual Seasonality in the Irish Equity Market 1934-2000
  322. Friday the 13th: international evidence
  323. Anomalous daily seasonality in Ireland?
  324. Miscellaneous Visceral Renal Intervention
  325. A three-dimensional gadolinium-enhanced MR venography technique for imaging central veins.
  326. Routine chest radiographs after central line insertion: Mandatory postprocedural evaluation or unnecessary waste of resources?
  327. Reviews
  328. Volatility in the Gold Futures Market
  329. The relations between emerging european and developed stock markets before and after the russian crisis of 1997–1998
  330. The Microstructure of the Irish Stock Market
  331. Speculation or Hedging in the Irish Stock Exchange
  332. Psychological Barriers in Gold Prices?
  333. Preholiday Behaviour of Irish Stock Exchange Indices
  334. Market Direction and Moment Seasonality: Evidence from Irish Equities
  335. Lunar Seasonality in Precious Metal Returns?
  336. Investigating the Determinants of the Wednesday Seasonal in Irish Equities
  337. Halloween or January? Yet Another Puzzle
  338. Friday the 13th: International Evidence
  339. Friday the 13th and the Philosophical Basis of Financial Economics
  340. Fractionally Integrated Dynamics in Irish Stock Returns
  341. Does Volume Provide Information? Evidence from the Irish Stock Market
  342. Distributional Aspects of Irish Financial Accounting Ratios