Contracts for Difference (CFDs) have existed for less than twenty years and the market has grown significantly up to the period before the recent international crises. This paper presents an analysis of how CFDs have affected equity market volatility in Ireland. EGARCH models are used to uncover...

Industrial incidents causing injury and fatality generate substantial costs to publicly traded firms. Risks associated with these potential incidents are not limited to only those companies that might be directly involved. Theoretically, stock markets are designed to self-regulate safety...

This paper examines the factors that affect the returns of Decentralized Finance (DeFi) coins and emphasizes the significance of news-based sentiment in the market. Results show that sentiment has a notable impact on DeFi returns, with negative sentiment presenting greater influence than...

This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news affects stock returns, commodity prices, and interest rates. We construct a sentiment index based on news stories that follow the...

We investigate the effects of macroeconomic announcements made in the United States on trading activity of stocks listed in Borsa Istanbul. The influence of these releases on the selected variables are an important source of information for market participants. Results show a clear negative...

We examine the high-frequency return and volatility of major cryptocurrencies and reveal that spillovers among them exist. Our analysis shows that return and volatility clustering structures are distinct among different cryptocurrencies, suggesting that return and volatility might have different...