This study examines the relationship between corporate social responsibility and financial
performance by analyzing the intra‐industry wealth impact of additions and deletions to the …

The persistent and coinciding fiscal and external trade deficits have been in the economic
spotlight largely because of its important policy implications concerning the long-term viability …

This paper uses intra-day data for the period 2002 through 2008 to examine the intensity,
direction, and speed of impact of US macroeconomic news announcements on the return, …

This paper identifies factors that are influential in forecasting crude oil prices. We consider
six categories of factors (supply, demand, financial market, commodities market, speculative, …

The purpose of this study is to examine the relationship between the level of trading in currency
futures and the variability in underlying exchange rates. The growth in the popularity of …

This study investigates the impact of macro news on currency jumps and cojumps. The analysis
uses intra-day data, sampled at 5-min frequency, for four currencies for the period 2005–…

This article uses the Case‐Shiller US Home Price Indices to analyze spatial dependencies
across 16 metropolitan markets for the period January 1989 to June 2006. Return …

The characterization of return distributions and forecast of asset‐price variability play a
critical role in the study of financial markets. This study estimates four measures of integrated …

A negative relationship between stock market returns and inflationary trends has been widely
documented for developed economies in Europe and North America. This study provides …

The introduction of stock index futures in China in 2010 marked an important development
in the country's financial markets. It was however not without controversy as regulators …