Tag: Financial Markets
Liquidity effects of shifts in market greenness and implications for asset pricing
How investor ESG preferences generate liquidity dynamics and pricing anomalies
Image Credit: AI-generated image (OpenAI / DALL·E)Liquidity Spillover in the Corporate Bond Market
How credit downgrades trigger liquidity stress across related corporate bonds
Geopolitical Risks and Global Stock Market Dynamics: A Quantile-Based Approach
How geopolitical crises affect stock markets differently in bull and bear markets
Do Carbon Emissions Affect Stock Returns? Causal Evidence from a Supreme Court Ruling
How a Supreme Court ruling on EPA authority affected stock prices of carbon-intensive companies
The Analysis of Speculative Behavior in DeFi and NFT Markets: Evidence from the Generalized Sup-Augmented Dickey-Fuller Test
Bubble detection in blockchain-based digital assets using advanced econometric testing
Tracking the cost of flying: Empirical insights into airfare volatility and price variation in South Africa’s domestic market
Low-cost carriers dominate South Africa's domestic airfare pricing competition
The Dollar during the Great Recession: The Information Channel of U.S. Monetary Policy and the “Flight to Safety”
Why the dollar strengthened when the Fed signaled economic weakness
A New Functional Setting for Term Structure Modeling Using the Heath–Jarrow–Morton Framework
Improving yield curve modeling by removing arbitrary weighting assumptions
STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading
Machine learning model for extracting diverse stock factors to improve financial trading strategies
M MResearch on the Mechanisms and Effects of Artificial Intelligence in Expanding the Production Possibility Frontier in Finance
How AI reshapes financial markets through production possibility frontier expansion
