The study examines the factors shaping inflation in 2022–2023 and explores why inflation in the Hungarian economy has increased more sharply than in neighboring countries with similar structures. The research hypothesis suggests that the inflationary surge, which is notable both globally and within the European Union, is not solely due to market economy mechanisms, but also to specific circumstances in Hungary, including the state’s radical interventions aimed at curbing inflation. The study seeks to highlight these effects and provide recommendations for economic policymakers to develop a more resilient inflation policy. Additionally, it focuses on analyzing inflation in the agricultural sector. The results indicate that, alongside global inflationary pressures, several country-specific factors have driven up the inflation rate in Hungary. Energy prices have risen sharply, and some supply chains from the East have been disrupted. The country under study is less productive, and the impact of the energy price shock on the energy-intensive food industry is higher than in surrounding countries. Consequently, the exchange rate volatility in 2022–2023, combined with short- and medium-term factors, has had a significant impact on food inflation, causing substantial deviations from long-term equilibrium. The research concludes that, in addition to increasing food self-sufficiency, special attention should be given to the domestic development of the agricultural supply chain.

This study focuses on the problems of imperfect internal control effectiveness, insufficient information transparency, and plummeting stock prices. The study selects the data of non-financial main board listed companies in China’s Shanghai and Shenzhen A-shares from 2012 to 2021 as a sample, and adopts an empirical research methodology, which reveals that the effectiveness of internal control is negatively related to the trend of share price crash, and efficient internal control is positively related to the transparency of corporate information environment. The findings suggest the impact of internal control on the risk of stock price crash at the individual stock level and provide empirical support for listed companies to manage their risks. This study has practical value in guiding listed companies to strengthen internal control, improve information transparency, mitigate the risk of stock price crashes, and provide a decision-making basis for the healthy and stable development of the capital market.

Climate change is forcing countries to take strategic measures to reduce the negative impact on future generations. In this context, sustainable finance has played a key role in sustainable development since the establishment of environmental, social and governance principles. The underlying market has developed rapidly since its inception, with green bonds being the most prominent instrument. This article aims to study the impact of green bond issues on the abnormal stock returns of stocks listed on the main Euronext indices. The sample includes 58 issues carried out between 2014 and 2022 by 21 different firms listed on the AEX (Netherlands), BEL 20 (Belgium), CAC 40 (France), ISEQ 20 (Ireland), OBX (Norway) and PSI (Portugal) indices. The methodology follows the procedures of the event study using the market model. The results show significant positive stock price reaction on the issue date. After the abnormal losses just before the issues, suggesting the reserves of this consolidating market, abnormal gains persisted for over a week, providing evidence against the weak efficiency Euronext’s financial markets. The findings are useful for policy makers and entrepreneurs to promote innovative initiatives that encourage the financing and development of environmentally sustainable infrastructures.

The present study attempted to assess the impact of fundamental ratios on the share prices of selected telecommunication companies in India. India has dramatically expanded over the past ten years to become the second-biggest telecoms market worldwide, with 1.17 billion users. The Indian telecom industry has proliferated thanks in part to the government of India’s liberal and reformist policies and strong customer demand. It has become a lucrative investment sector for investors due to its recent and prospective growth. Data on 13 telecom firms indexed in the S&P BSE telecommunication index from 2013 to 2022 were taken from companies’ annual reports, the BSE website (Bombay Stock Exchange), and other secondary sources. Six firm-specific fundamental factors viz. Debt to Equity ratio (D/E), Current ratio (CR), Total Assets Turnover ratio (ATR), Earnings per share (EPS), Price to earnings ratio (P/E), Return on equity (ROE), and three country-specific fundamental factors viz. Gross Domestic Product, Inflation rate, and S&P BSE Sensex return were considered. Fixed effect panel regression through Generalized Least Square (GLS) model was performed to find inferences. Debt Equity ratio and Inflation rate were found to impact share price negatively. Conversely, the Total Assets Turnover ratio (ATR), Earnings per share (EPS), Price to Earnings ratio (P/E), and Return on Equity (ROE) positively impacted selected companies’ share prices. The study results will benefit individual & institutional investors in formulating their investment and portfolio diversification strategies for gaining a high effective rate of return on their investments.

Analysis of the factors influencing the price of carbon emissions trading in China and its time-varying characteristics is essential for the smooth operation of the carbon trading system. We analyse the time-varying effects of public concern, degree of carbon regulation, crude oil price, international carbon price and interest rate level on China’s carbon price through SV-TVP-VAR model. Among them, the quantification of public concern and the degree of carbon emission regulation is based on microblog text and government decisions. The results show that all the factors influencing carbon price are significantly time-varying, with the shocks of each factor on carbon price rising before 2019 and turning significantly thereafter. The short-term shock effect of each factor is more significant compared to the medium- and long-term, and the effect almost disappears at a lag of six months. Thanks to public environmental awareness, low-carbon awareness and the progress of carbon market management mechanisms, public concern has had the most significant impact on carbon price since 2019. With the promulgation of relevant management measures for the carbon market, relevant regulations on carbon emission accounting, financing constraints, and carbon emission quota allocation for emission-controlled enterprises have become increasingly mature, and carbon price signals are more sensitive to market information. The above findings provide substantial empirical evidence for all stakeholders in the market, who need to recognize that the impact of non-structural factors on the price of carbon varies over time. Government intervention also serves as a key aspect of carbon emission control and requires the introduction of relevant constraints and incentives. In particular, emission-controlling firms need to focus on the policy direction of the carbon market, and focus on the impact of Internet public opinion on business production while reducing carbon allowance demand and energy dependence.