The purpose of this study is to investigate the relationship between investor sentiment and leading equity market indices from the U.S., Europe, Asia, and globally between January 2020 and June 2022. The methodological approaches utilized are quantile regression and wavelet analysis. The results...

This study investigates the relationship between investor sentiment and leading equity market indices from the U.S., Europe, Asia, and globally between January 2020 and June 2022. The results of wavelet coherence analysis highlighted that, at lower frequency bands, Google Search Volume moves in...

This paper investigates the impact of board diversity on the performance and risk of banks. We put an emphasis on identifying features of the board structure that could increase performance and lower the possible losses of banks. Using a unique, hand-collected dataset of 156 banks from Central...

In this paper, we examine the efficiency of the transmission of information across the stock markets of Bulgaria, the Czech Republic, Hungary, Poland, Romania, and Slovakia, as well as the relative importance and influence of advanced equity markets of Germany and France on the abovementioned...