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Due to ongoing inequities in the social determinants of health and systemic barriers, homelessness continues to be a significant concern that disproportionately impacts racialized communities. Despite constituting a small proportion of the population, Black individuals are over-represented among people experiencing homelessness in many Canadian cities. However, although Black homelessness in Canada is a pressing issue, it has received limited attention in the academic literature. The purpose of this paper is to examine the reported prevalence of Black homelessness across Canada.

By consulting enumerations from 61 designated communities that participated in the 2018 Nationally Coordinated Point-in-Time Count and two regional repositories – one for homeless counts supported by the government of British Columbia and another from the Rural Development Network – this paper reports on the scale and scope of Black homelessness across Canada.

Significantly, these reports demonstrate that Black people are over-represented among those experiencing homelessness compared to local and national populations. These enumerations also demonstrate significant gaps in the reporting of Black homelessness and inadequate nuance in data collection methods, which limit the ability of respondents to describe their identity beyond “Black.”

This research provides an unprecedented examination of Black homelessness across Canada and concludes with recommendations to expand knowledge on this important and under-researched issue, provide suggestions for future iterations of homeless enumerations and facilitate the development of inclusive housing policy.

This paper aims to discuss the challenges of conducting research with homelessness services frontline workers during the COVID-19 pandemic.

Between 2015 and 2019, the research team surveyed frontline staff in three cities about their psychosocial stressors and needs. In 2020, the authors replicated the previous study and expanded data collection to seven cities across Canada to determine the extent to which the COVID-19 pandemic impacted the well-being of frontline staff. This report describes how the authors adapted the research methodologies to continue work throughout the pandemic, despite various restrictions.

The original studies had very high participation rates because of several methodological approaches that minimized barriers, especially in-person data collection. During the pandemic, distancing requirements precluded replication of these same methods. Research strategies that enabled staff participation during working hours, with designated time allotted for participation, was key for ensuring high participation rates, as access to technology, availability of free time and other factors frequently make online survey research a hardship for these staff. Restrictive interpretation and regional variations of COVID-19 guidelines by some research ethics boards were also a challenge to rapid and responsive data collection.

Few studies describe the experiences of frontline workers in the homelessness sector, and quantitative reports of their experiences are particularly scant. Consequently, little is known about specific methodologies that facilitate large-scale data collection in the homelessness services sector. The present research advances the field by providing lessons learned about best practice approaches in pre and post COVID-19 front line worker contexts. A strength of this research is the well-controlled design. The authors collected data within several of the organizations that had previously participated. This fortunate baseline provided opportunity for comparison before and during the pandemic; the authors can highlight factors that might have had influence during the pandemic.

The purpose of this paper is to point to the significance of temporally charged imaginaries of neglected places and their residents in the context of slum tourism research. It examines the way in which tour guides draw on specific temporalities to recast the poverty and stigma of the Mexico City barrio of Tepito and thus design narratives to alter long-held imaginaries of this neighbourhood.

Two tours are analysed through an anthropological lens using ethnographic methods. Authors took part in the tours, registering the guides’ discourse and interventions, as well as the places and situations observed. The insights of this paper stem from the empirical evidence and reveal how diverse imaginaries are enacted through tour guiding.

Without necessarily following a single, coherent narrative, tour guides link different moments in time to simultaneously generate and contest slum tour imaginaries. The guides in this case study not only challenge existing stereotypes, but also critically engage political neglect while showcasing Tepito’s potentiality. Even so, the analysed tours seek to recast the barrio as integral to Mexico City’s history and future.

Until now, the importance of temporalities in the generation of imaginaries in slum tourism research has gained only little attention. The case study presented here show how alternative forms of tourism are offering unconventional readings of urban neighbourhoods. These processes, the authors argue, help not only re-imagine disadvantaged districts, such as Tepito, but also to re-think the city as a whole in terms of its past, present and future.

Higher education institutions are required to evaluate program quality through cyclical program review processes. Despite often being considered the “gold standard” of academic review, there persists dissatisfaction with the lack of integration of program review findings into other planning processes, such as budgeting, assessment and strategic planning. As a result, the notion of program review action plans “collecting dust on the shelf” is so ubiquitous that the concept is normalized as an expected outcome. The purpose of this paper is to describe a conceptual model whereby teams of faculty members receive education and training from quality assurance practitioners and educational developers, access to institutional resources, opportunities for cross-departmental collaborations and collective advocacy to increase the capacity of faculty members to implement improvement goals resulting from program reviews.

The authors theorize that a professional learning community is a meaningful approach to program review and present a conceptual model – the Academic Program Review Learning Community (PRLC) – as an antidote to hierarchical, fragmented, compliance-oriented processes. The authors suggest that the PRLC offers a reliable institutional framework for learning through formalized structures and nested support services, including peer learning and external coaching, which can enhance the catalytic capacity of reviews.

The authors argue that postsecondary institutions should create formal structures for incorporating learning communities because, without a reliable infrastructure for collective learning, decision-making may be fragmented oridiosyncratic because of shifting demands, priorities or disconnected faculty.

A learning community model for program review fits well with a new way to think about program review because faculty are most engaged when they feel ownership over the process. Furthermore, few models exist for conducting program review; as a result, chairs and academics often struggle to conduct reviews without a coherent framework to draw upon.

This study examines the inter-linkages between Bitcoin prices and CEE stock markets (Hungary, the Czech Republic, Poland, Romania and Croatia).

The dynamic contemporaneous nexus has been analyzed using both the multivariate DECO-GARCH model proposed by Engle and Kelly (2012) and quantile on quantile (QQ) methodology proposed by Sim and Zhou (2015). Our study is implemented using the daily data spanning from 6 September 2012 to 12 August 2019.

First, the findings show that the average return equicorrelation across Bitcoin prices and CEE stock indices are positive, even though it is found to be time-varying over the research period shown. Second, the Bitcoin-CEE stock market association has positive signs for most pairs of quantiles of both variables and represents a rather similar pattern for the cases of Poland, the Czech Republic and Croatia. However, a weaker and primarily negative connectedness is found for Hungary and Romania, respectively. Furthermore, the interconnectedness between the co-movements in the Bitcoin market and stock returns changes significantly across quantiles of both variables within each nation, indicating that the Bitcoin-stock market relationship is dependent on both the cycle of the stock market and the nature of Bitcoin price shocks.

The evidence documented in this study has significant implications for divergent economic agents, including global investors, risk managers and policymakers, who would benefit from a comprehensive knowledge of the Bitcoin-stock market relationship to build efficient risk-hedging models and to conduct appropriate policy reactions to information spillover effects in different time horizons.

This paper is the first study employing both the multivariate DECO-GARCH model and QQ methodology to shed light on the nexus between Bitcoin prices and the stock markets in CEE countries. The DECO model uses more information to compute dynamic correlations between each pair of returns than standard dynamic conditional correlation (DCC) models, declining the estimation noise of the correlations. Besides, QQ approach allows us to capture some nuanced features of the Bitcoin-stock market relationship and explore the interdependence in its entirely. Therefore, the main contribution of this article to the related literature in this field is significant.

本研究旨在探討比特幣的價格與中東歐股市(匈牙利、捷克共和國、波蘭、羅馬尼亞和克羅地亞) 之相互聯繫.

研究使用恩格爾與凱利(2012)(Engle and Kelly (2012)) 提出的多變量DECO-GARCH模型及Sim 與Zhou(2015)(Sim and Zhou ( 2015)) 研製的分位數-分位數方法來分析動態同期的聯繫。我們的研究使用由2012年9月6日至2019年8月12日期間取得的每日數據來進行.

首先、研究結果顯示、跨比特幣價格與中東歐股價指數的平均回報當量關聯是正相關的，即使在研究期間被發現是隨時間而變化的。第二、比特幣與中東歐股市之聯繫在大多數兩變數分位數對而言出現正相關跡象，而且，這聯繫在波蘭、捷克共和國及克羅地亞而言表現一個頗相似的模式。唯就匈牙利而言、這聯繫則較弱、而羅馬尼亞則主要是負聯繫。研究結果亦顯示: 比特幣市場內的聯動與股票回報間之內在關聯會在每個國家內跨兩個變數的分位數而顯著地改變，這顯示比特幣-股市關係是取決於股市的週期和比特幣價格衝擊的本質.

本研究所記載的證據、對不同的經濟行為者而言極具意義 (這包括國際投資者、風險管理經理和政策制定者)，因他們會受惠於對比特幣-股市關係的全面認識，他們可建立有效的風險對沖模型、及在不同時間範圍對資訊溢出效應進行適當的政策反應.

本文為首個研究使用多變量DECO-GARCH模型和分位數-分位數(QQ)方法、來解釋比特幣價格與中東歐國家之股市的關係。這DECO模型使用比標準動態條件關係模型更多資訊，來計算每對回報間之動態關係，這能減少估測雜訊，而且，QQ方法讓我們可以取得比特幣-股市關係的一些細微特徵及全面地探索其相互依賴性。因此，本文的主要貢獻是在這學術領域內有關的文獻上.

Purpose: Through globalization, financial markets have become more integrated and their tendency to act together has increased. The majority of the literature states that there is a cointegration between developed and emerging markets. How do positive or negative shocks in developed markets affect emerging markets? And how do positive or negative shocks in emerging markets affect developed markets? For this reason, the aim of the study is to investigate the asymmetric causality relationship between developed and emerging markets with Hatemi-J asymmetric causality test.

Design/methodology/approach: In this study, the Dow Jones Industrial Average (DJIA) index was used to represent developed markets and the Morgan Stanley Capital International (MSCI) Emerging Market Index was used to represent emerging markets. The asymmetric causality relationship between the DJIA Index and the MSCI Emerging Market Index was investigated using monthly data between January 2009 and April 2019. In the first step of the study, the Johansen Cointegration Test was used to determine whether there is a cointegration between the markets. In the next step, the Hatemi-J asymmetric causality test was applied to see the asymmetric causality relationship between the markets.

Findings: There is a weak correlation between developed and emerging markets. This result is important for international investors who want to diversify their portfolios. As a result of the Johansen Cointegration Test, it was found that there is a long-term relationship between the MSCI Emerging Market Index and the DJIA Index. Therefore, investors who make long-term investment plans should not forget that these markets act together and take into account the causal relationship between them. According to the asymmetric causality test results, a unidirectional causality relationship from the MSCI Emerging Market Index to the DJIA Index was determined. This causality shows that negative shocks in the MSCI Emerging Market Index have positive effects on the DJIA Index.

Originality/value: This study contributes to the literature as it is one of the first studies to examine the asymmetrical relationship between developed and emerging markets. This study is also useful in predicting the short- and long-term relationship between markets. In addition, this study helps investors, portfolio managers, company managers, policymakers, etc., to understand the integration of financial markets.

The purpose of this paper is to examine the effect of GST announcements (pre and post) on Malaysian stock market index. This study also utilised intraday data to look into intraday market volatility post-GST announcement.

Both daily closing prices and intraday data of different frequencies are used to capture the extent of stock market volatility as well as the subsided period of the volatility. The period of study ranges from June 2009 to November 2016 and empirical estimation is based on the GARCH (1, 1) model for the pre- and post-GST announcements.

Persistent market volatility in the post-GST announcement is empirically recorded and the volatility is higher in the post-GST announcement than the pre-GST announcement. This demonstrates the unwillingness and reaction of the market towards the tax policy implementation. Market expectation on GST implementation towards the increase in the cost of living following the increase in the prices of goods and services in Malaysia is empirically supported in the post-GST announcement.

The finding on this study is consistent with the expectation of the market that GST implementation will increase the price of the goods and services and hence increase the cost of living. This is supported by a noticeable increase in the stock market volatility in the post-GST announcement. Although GST announcement could be classified as a scheduled announcement, unwillingness to accept the policy prevails as shown by the increase in the stock market volatility.

The effects of Asian and global financial crisis are the major focus of past studies on stock market volatility, whereas this study examines and highlights the effect of the GST announcement on stock market volatility and the use of intraday data to further examine the nature of the volatility.

This paper aims to model the relationship between oil price and stock returns for selected sectors in Nigeria using monthly data from January 2007 to December 2016.

The authors use both the linear (symmetric) autoregressive distributed lag (ARDL) by Pesaran et al. (2001) and non-linear (asymmetric) ARDL by Shin et al. (2014), and they also account for structural breaks using the Bai and Perron (2003) test that allows for multiple structural changes in regression models.

The results indicate that the strength of this relationship varies across sectors, albeit asymmetric and breaks. The authors identify two structural breaks that occur in 2008 and 2010/2011, which coincidentally correspond to the global financial crisis and the Arab spring (Libyan shutdowns), respectively. Moreover, the authors observe strong support for asymmetry and structural breaks for some sectors in the reaction of sector returns to movement in oil prices. These findings are robust and insensitive when considering different oil proxies. While further extensions can be pursued, the consideration of asymmetric effects as well as structural breaks should not be jettisoned when modelling this nexus.

This study is one of the very few studies that have investigated the sectoral behaviour of stocks to oil price shocks, particularly in Nigeria. This paper contributes to the oil stock literature using the recent technique of asymmetry and also considering the role structural breaks play in the relationship between oil price and stock returns.

The purpose of this paper is to investigate whether there exist multiple bubbles in the Brazil, Russia, India, China and South Africa (BRICS) stock markets.

In this study, the authors apply the generalized sup Augmented Dickey-Fuller test, a new recursive test proposed by Phillips et al. (2015) and use monthly data on stock price-dividend ratio.

The empirical results indicate that there exist multiple bubbles in the stock markets of the BRICS. Further, the dates of the bubbles also correspond to specific events in the stock markets of these economies. This finding has important economic and policy implications.

The authors declare that this paper is original and has not been published by another journal previously.