Research

The Australian Green Investment Index (AGII)

Labor pains: The impact of labor market competition on stock returns (SSRN)

Cross-asset time-series momentum: Crude oil volatility and global stock markets (Journal of Banking and Finance)

Political crises and the stock market integration of emerging markets (Journal of Banking and Finance)

COVID-19 pandemic and stock market returns: A culture effect (Journal of Behavioral Economics and Finance)

The SOFR and the Fed’s influence over market interest rates (Economics Letters)

Internationalization of futures markets: Lessons from China (Pacific-Basin Finance Journal)

Bad volatility is not always bad: Evidence from the commodity markets (Applied Economics)

Pairs trading of Chinese and international commodities (Applied Economics)

Turn of the month effect in the New Zealand stock market (New Zealand Economic Papers)

Behavioural heterogeneity in the New Zealand stock market (New Zealand Economic Papers)

On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations (Pacific Accounting Review)

On the effects of continuous trading (SSRN)

Equity market uncertainty and informational efficiency (SSRN)

When Chinese mania meets global frenzy: Commodity price explosiveness (Journal of Commodity Markets)

US Cross-Listing and Domestic High-Frequency Trading: Evidence from Canadian Stocks (Journal of Empirical Finance)

The interactions between price discovery, liquidity and algorithmic trading for US-Canadian cross-listed shares (International Review of Financial Analysis)

Quote dynamics of cross-listed stocks (International Review of Finance)

Price discovery between forward-looking SOFR and LIBOR (Finance Research Letters)

The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence (Global Finance Journal)

The impact of the US stock market opening on price discovery of government bond futures (Journal of Futures Markets) 

Market quality and the connectedness of steel rebar and other industrial metal futures in China (Journal of Futures Markets)

Natural gas storage forecasts: is the crowd wiser? (The Energy Journal)

The FOMC announcement returns on the long-term US and German bond futures (Journal of Banking and Finance)

Macroeconomic news announcements and price discovery: Evidence from Canadian-U.S. cross-listed firms (Journal of Empirical Finance)

The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks (International Review of Economics and Finance)

Market quality around macroeconomic news announcements: Evidence from the U.S. and Canadian markets (International Review of Finance)

Market quality around macroeconomic news announcements: Evidence from the Australian stock market (Pacific-Basin Finance Journal)

The impact of the change in USDA announcement release procedures on agricultural commodity futures (Journal of Commodity Markets)

Surprise and dispersion: Informational impact of USDA announcements (Agricultural Economics)

Intraday return predictability in the crude oil market: The role of EIA inventory announcements (The Energy Journal)

Music sentiment and stock market returns around the world (Journal of Financial Economics)

Music sentiment and stock market returns (Economics Letters)

In the mood for sustainable funds? (Economics Letters)

Emotions and stock returns during the GameStop bubble (Financial Review)

The price impact of tweets: A high-frequency study (Financial Review)

Spillover between investor sentiment and volatility: The role of social media (International Review of Financial Analysis)

Social media sentiment, investor herding and informational efficiency (SSRN)