Purpose: This study aims to examine whether the publication of analyst recommendations has reaction in the Russian stock market. This study also aims to determine the other factors that influence the reaction. Design/methodology/approach: Event study analysis (ESA) and regression models are...

The present study analyses BRICS (Brazil, Russia, India, China, South Africa) capital markets in both time and frequency domain using wavelets. We used artificial neural network techniques to forecast the co-movement among BRICS capital markets. Wavelet coherence and clustering estimates uncover...

The present study focused on one of the important South Asian nations-Sri Lanka-to examine the role of idiosyncratic volatility in asset prices. A four-factor model with idiosyncratic volatility was designed for capturing the market, size, value and idiosyncratic risk yields better than Fama and...

The present study examines the impact of green growth on environmental related technology (EO) innovation by deploying dynamic panel threshold regression on panel dataset of 32 countries over a period of 2000 and 2015. The study findings show that 1% increase in CO 2 Productivity on the national...