This study represents an initial endeavor to harness the potential of the semantic space
within the Twitter news flow to forecast financial anomalies. In pursuit of this objective …

This comprehensive literature review consolidates various market anomalies and puzzles,
providing an aggregated perspective to understand these complex dynamics that challenge …

It is well known that the weather has an impact on human behaviours. Motivated by the
extant literature concerning the positive linear relationship between temperature and …

Our study investigates the consequences of the 2019 Australian bushfire regarding its
financial, economic, and environmental effects. Using an augmented version of the event …

We propose a dynamic method to hedge foreign exchange risk of international equity
portfolios. The method is based on the currency return forecasts derived from a set of …

This paper discusses the asymmetric effect of air quality (AQ) on stock returns (SR) in
China's health industry through the quantile-on-quantile (QQ) regression method. Compared …

The relationship between air temperature and sovereign bond returns is founded on
competing paradigms: macroeconomic, behavioral and energy demand‐based. Which of …

Purpose This paper analyzes how air pollution and the public attention to it influence the
returns of stocks in the Indian context. Design/methodology/approach The study uses firm …

The present study investigates the impact of temperature, on the returns of the Carbon Index,
otherwise called BSE GREENEX in India. The study employed the secondary data of …

This paper checks the asymmetrical impact of Beijing's and Shanghai's air quality (AQ) on
cross-industries stock returns (SR) by using the quantile-on-quantile (QQ) regression …