We show that climate policy uncertainty (CPU) is priced cross-sectionally in individual
stocks. On average, the risk-adjusted annual future returns of stocks with low exposure to …

This study attempts to find the impact of the COVID-19 government interventions on the
cryptocurrency market. Using the daily data over the period 2020 M01 to 2022 M1, this study …

In a novel take on the gradual information diffusion hypothesis of Hong et al.(2007), we
examine the predictive role of industries over aggregate stock market volatility. Using high …

In this study we offer fresh insights into liquidity resiliency. We empirically study the
resiliency of the euro area sovereign bond market across the maturity spectrum. We …

Purpose This study investigates the impact of the Russian Ruble on the Czech crown, Polish
zloty, and Hungarian forint during the Russia-Ukraine war. The euro is used as a …

Purpose Academia and financial practitioners have mixed opinions about whether artificial
intelligence (AI) can beat the stock market. The purpose of this paper is to investigate …

In this paper, we distinguish the long-and short-term components of hedging pressure with
the help of momentum rules and combine these components using the scaled principal …

This research examines the ability of 28 US macroeconomic variables to forecast the
volatility of six cryptocurrencies. In-and out-of-sample analyses are performed to validate …

Triethylene glycol dehydration unit is a piece of essential device for removing moisture from
raw natural gas during natural gas production. However, the existing station equipment …

Purpose Over the last few years, the European Central Bank (ECB) has adopted
unconventional monetary policies. These measures aim to boost economic growth and …