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 and Irene Henriques (2023). "Using US Stock Sectors to Diversify, Hedge, and Provide Safe Havens for NFT Coins", Risks, 11(7), 119.

Open Access Download

Keywords
Abstract

Weber, O. (2017). "Is Gold a Hedge, a Safe Haven, or a Diversifier in Korea? Empirical Analysis of Gold, Socially Responsible Investment and Conventional Investment", ACRN Oxford Journal of Finance and Risk Perspectives for Managers, 6(1), 55-69.

Open Access Download

Keywords
Abstract This paper examines whether gold is a hedge or a diversifier for socially responsible and conventional investment in Korea. To answer this question, daily returns between January 2006 and December 2015 were analyzed. This time span included the implementation of the Korean Green New Deal. The autoregressive distributed lag method was used to analyze the daily returns for socially responsible investment, conventional investment, and gold. The results suggest that gold is a strong diversifier, but a weak hedge, for socially responsible investment and conventional investment in Korea. For the sub-period, including the 2008 financial crisis, no evidence of gold being a safe haven was found. Furthermore, the study found that neither negative nor positive shocks have a significant impact on the volatility of the Dow Jones Socially Responsible Investment Index Korea. However, positive shocks contribute to volatility in the first sub-period between 2006 and 2010, and negative shocks contribute to volatility in the second sub-period between 2001 and end of 2015.