Market Dynamics and Volatility

Study shows IPOs have dual effects on R&D spending in China: listing encourages investment under policy uncertainty, but political connections gained reduce it.

Market greenness predicts liquidity shocks tied to ESG investor preferences, and ESG-related liquidity better explains stock returns than standard measures during 2015-2019.

Study reveals geopolitical risk impacts stock returns asymmetrically: negatively in bullish markets, positively in downturns. Emerging markets may hedge geopolitical shocks.

Analysis of China's steam coal price formation reveals that port inventory, shipping costs, and oil prices drive pricing dynamics more than production alone, with implications for energy policy.

Study analyzes geopolitical risk's negative impact on stock returns in Vietnam's emerging market, finding that firms sensitive to political uncertainty demand higher expected returns.

Study reveals natural disaster uncertainty differentially affects cryptocurrencies, DeFi assets, and NFTs across market regimes during geopolitical and inflationary crises.

Analysis of monthly data from 1990 to 2024 shows energy prices affect wheat, maize, and soybean prices directly through fuel costs and indirectly through fertilizers.

Network analysis reveals fund holdings among Chinese financial institutions amplify systemic risk through governance convergence, price synchronicity, and asset homogenization mechanisms.

Quantile-on-quantile analysis of natural gas price and green bond market interactions reveals nonlinear, time-varying relationships within sustainable development contexts.

Subsample analysis reveals structural breaks in Russia's oil revenue shock transmission mechanisms post-2014, showing reversed fiscal policy effects and strengthened monetary policy inflation.

Study examines how global and domestic crises impact UAE financial markets using STL decomposition, revealing asymmetric responses across firm characteristics and event categories.

Time-frequency analysis of Southern Oscillation Index spillovers to grain futures reveals regional asymmetries in climate vulnerability, with SAFEX maize showing significant SOI predictive capacity.

Study reveals market capitalization as a key psychological reference point for investor regret, with stronger predictive power for stock returns than traditional return-based regret measures in.

Time-varying VARMA framework for macroeconomic forecasting in Nigeria addresses parameter instability from external shocks using state-space estimation with Kalman filtering.

Multilingual Twitter sentiment analysis reveals geopolitical risk measures predict financial market movements during Ukraine War using Granger causality across 39 assets in seven languages.