Determining which variables afect price realized volatility has always been challenging. This paper proposes to explain how fnancial assets infuence realized volatility by developing an optimal day-to-day forecast. The methodological proposal is based on using the best econometric and machine...

The oscillation of COVID-19 growth beginning in early 2020 has had a sustaining impact on financial markets. Examining regional equity indices in ten epicentres of the virus, we investigate the manifestation of negative COVID-19 sentiment and associated growth (through total cases) and positive...

Green bonds fulfil market demand for debt securities and broaden the extent of proceeds used to fund climate-related initiatives. We explore equity market reactions to green bond announcements and the potential for ‘green’ investing behaviours to be anticipated. We advance investment...