Publications Database

Welcome to the new Schulich Peer-Reviewed Publication Database!

The database is currently in beta-testing and will be updated with more features as time goes on. In the meantime, stakeholders are free to explore our faculty’s numerous works. The left-hand panel affords the ability to search by the following:

  • Faculty Member’s Name;
  • Area of Expertise;
  • Whether the Publication is Open-Access (free for public download);
  • Journal Name; and
  • Date Range.

At present, the database covers publications from 2012 to 2020, but will extend further back in the future. In addition to listing publications, the database includes two types of impact metrics: Altmetrics and Plum. The database will be updated annually with most recent publications from our faculty.

If you have any questions or input, please don’t hesitate to get in touch.

 

Search Results

Perry Sadorsky & Irene Henriques (2024). "Time and frequency dynamics between NFT coins and economic uncertainty", Financial Innovation, 10, 35.

Open Access Download

Abstract Non-fungible tokens (NFTs) are one-of-a-kind digital assets that are stored on a blockchain. Examples of NFTs include art (e.g., image, video, animation), collectables (e.g., autographs), and objects from games (e.g., weapons and poisons). NFTs provide content creators and artists a way to promote and sell their unique digital material online. NFT coins underpin the ecosystems that support NFTs and are a new and emerging asset class and, as a new and emerging asset class, NFT coins are not immune to economic uncertainty. This research seeks to address the following questions. What is the time and frequency relationship between economic uncertainty and NFT coins? Is the relationship similar across different NFT coins? As an emerging asset, do NFT coins exhibit explosive behavior and if so, what role does economic uncertainty play in their formation? Using a new Twitter-based economic uncertainty index and a related equity market uncertainty index it is found that wavelet coherence between NFT coin prices (ENJ, MANA, THETA, XTZ) and economic uncertainty or market uncertainty is strongest during the periods January 2020 to July 2020 and January 2022 to July 2022. Periods of high significance are centered around the 64-day scale. During periods of high coherence, economic and market uncertainty exhibit an out of phase relationship with NFT coin prices. Network connectedness shows that the highest connectedness occurred during 2020 and 2022 which is consistent with the findings from wavelet analysis. Infectious disease outbreaks (COVID-19), NFT coin price volatility, and Twitter-based economic uncertainty determine bubbles in NFT coin prices.

Ole-Kristian Hope, Congcong Li, Mark Shuai Ma & Xijiang Su (2023). "Is Silence Golden Sometimes? Management Guidance Withdrawals During the COVID-19 Pandemic", Review of Accounting Studies, 28, 2319–2360.

Open Access Download

Abstract The many management guidance withdrawals during the COVID-19 pandemic have attracted considerable attention from the media, investors, and regulators. This study analyzes the determinants and consequences of these withdrawals. We find that guidance withdrawals are due to economic uncertainty, resulting from firms’ exposure to the COVID-19 pandemic rather than poor financial performance. Also, the effect of COVID-19 exposure on guidance withdrawals is stronger when firms face higher litigation risk. Further, guidance withdrawals result in abnormally large trading volumes and high analyst forecast dispersion but do not harm stock prices or the level of analyst earnings forecasts. Overall we believe the findings have implications for understanding corporate disclosure practices during periods with heightened economic uncertainty.