All Stories

  1. ESG as a Buffer: Dividend Payouts Responses to Oil Shocks
  2. Oil shocks and capital structure: Role of ESG across the globe
  3. Energy-consumption, financial-development, and economic-growth: Evidence from the Asia-Pacific economies
  4. Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis
  5. Performance feedback and firms search behaviors: Role of corporate governance in companies around the world
  6. Does Oil Price Shocks, Economic Policy Uncertainty and Financial Stress Influence Commodities Futures Returns? Evidence from Quantile Regression
  7. Extreme Time-Frequency Connectedness Across U.S. Sector Stock and Commodity Futures Markets
  8. Are Indian sectoral indices oil shock prone? An empirical evaluation
  9. Revisiting the Long Memory in Global Stock Market Returns: An Empirical Analysis
  10. Regulatory reform and market efficiency: The case of Indian agricultural commodity futures markets
  11. Cross-impact of leverage and firm performance: developed vs frontier bank-based economies
  12. Testing Martingale Hypothesis Using Variance Ratio Tests: Evidence from High-frequency Data of NCDEX Soya Bean Futures
  13. Stock market, banking sector and economic growth
  14. Predictors of firm growth in India: An exploratory analysis using accounting information
  15. Macro-economic factors and foreign direct investment in India: a Toda Yamamoto causality approach