All Stories

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