This study is the first to employ calendar-time portfolio methodology to investigate the impact
of 748 ESG rating changes on stock returns of US firms over 2016–2021. While ESG rating …

This paper uses a unique dataset of 120 regulatory events from five classes to test the
relevance of the regulatory framework for cryptocurrency value. Time-series market-wide …

In this article, an event studies approach is utilised to assess the influence of 51% attacks on
proof-of-work cryptocurrency prices. The study uses an exhaustive sample of 14 individual …

This study investigates the presence of political risk premia among 298 listed companies from
59 Russian regions over a five-year period (10/2012–09/2017). Using a regional political …

This study develops a novel generalised seasonality test that utilises sequential dummy
variable regressions for seasonality periodicity equal to prime numbers. It allows to test for …

Financial markets are useful indicators of public beliefs and dispersed knowledge on future
outcomes and policy efficiency, especially in periods of uncertainty. 51 national stock …

This paper discovers a distinct calendar anomaly on the US stock market associated with the
Groundhog Day prognostication tradition across 1928–2021. There are significant positive …

This study examines the dynamics of ten most notable stock market anomalies through 1926–2018
and assesses the joint impact of academic attention, post-publication decay, data-…

This study fits 22 theoretical distribution functions, four of them originally derived, onto 772
cryptocurrency daily returns with goodness-of-fit evaluated using Cramer-von Mises, Anderson…

The rating systems of tourism and hospitality services are instrumental for both businesses
and consumers. Businesses use them to determine their promotion and pricing strategies, …