Frenchay Campus
Bristol, BS16 1QY
United Kingdom
University of the West of England
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ESG stocks, COVID-19, Safe-haven, Wavelet coherence, Global fear index, Infectious disease equity market volatility index
ESG stocks, COVID-19, Global financial crisis, Herding behavior, Capital asset pricing model
COVID-19; Stock market; Stringency Index; Lockdowns; Central Bank Interventions
COVID-19 fear index; Oil price volatility; Central banks’ intervention; Governments’ response stringency
Brexit, Market reaction, Cross-sectional analysis
Wavelet coherence, Soft commodities, Global COVID-19 fear index
Cost efficiency; Profit efficiency; Diversification; Commercial banks
Portfolio optimization, Mean-variance efficiency, Full information index, Efficient frontier, Alternative investments
Asset Pricing, Financial crises, Econometric models, Behavioral finance
p2p lending, peer-to-peer, agent-based finance, machine learning
COVID-19; Herding behavior; Cryptocurrencies; VCRIX; Market fear
Pension funds, Portfolio choice, Home bias
COVID-19 health-based fear index, Infectious disease equity market volatility index, Implied volatility index, Economic policy uncertainty, Wavelet coherence
Wavelet Coherence, Global COVID-19 fear index, Cryptocurrency, VCRIX, Safe-haven
Asymmetric information, GEE, IPO Under-pricing, Mergers & Acquisitions
market efficiency, cryptocurrencies, social media, latent Dirichtlet allocation
Energy stocks; Herding behavior; State-Space Model; Quantile-on-quantile regression; Financial markets.
COVID-19 pandemic, Aviation, Tourism, spillover effect, Impulse Response Functions
Feedback strategies, herding, institutional investors.
Incentive conflict; Firm efficiency; Data envelopment analysis; Stochastic frontier analysis; CEO characteristics; Board of directors. JEL classifications: M12, M14, M52
Bank holding company; Liquidity creation; Business cycle; Panel smooth transition regression
Remittances, Consumption, Volatility, Financial Development, Political Changes
Business cycle index, Panel smooth transition regression, Heterogeneity, Cyclicality, Capital adequacy ratios, Banks non-compliance
macroeconomic news; ambiguity; earnings volatility; SFAS 133; interest rates
Islamic Banks, Conventional Banks, Credit Risk, Insolvency Risk, Oil Price Plunge, Loan Loss Reserves, Withdrawal Risk
Capital Ratio, Regulatory Ratio, Tier-I Ratio, Speed of Capital Adjustment, Bank Charters
Income statement diversification, Liquidity creation, Bank capitalization, liquidity creation, GCC region, Banks