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This study aims to identify comfort food (CF) consumption and its associated factors during the pandemic period. The study also involves an online survey conducted five months after the quarantine started in Brazil.

Data on lifestyle, eating habits and anthropometric data were collected before and during the pandemic, and the differences in these habits were analyzed. Univariate and multivariate logistic regression models were performed to identify predictors of CF consumption by gender.

A total of 1,363 individuals were included in the sample, with a median age of 31 years old, of whom 80.3% were women. Since individuals were free to respond about the food consumed without predetermined categories, it was possible to carry out a faithful assessment of the occurrence of this behavior. At the same time, allowing the subjectivity and symbolism inherent to the concept of CF to be embraced. CF consumption was present for 54%, with “sweets” being the most mentioned group by both genders. The factors associated with CF consumption in women during the pandemic were increased snacking, increased bread, candies and alcoholic beverage intake, increased time spent at work, worsened sleep quality, reduced meals, perceived stress (PS), emotional eating (EE), age and increased frequency of meat intake. In men, the predictors for CF consumption were remote full-time work/study, PS, EE and early waking time. For both genders, CF consumption during the pandemic period was associated with PS and EE.

This study provides an important overview of the possible contributions of the pandemic on behaviors and food choices related to the consumption of CF in Brazilians. This information is valuable to support further studies to investigate and treat the impacts of the pandemic on lifestyle, eating habits and behavior, mental health and other factors in the postpandemic period.

This study aims to investigate the contribution of higher education institutions (HEIs) to the sustainable development goals (SDGs) and propose strategies to cultivate a culture centred on the SDGs in HEIs.

The methodology used encompassed an integrative literature review, combining bibliographic analysis on how HEIs incorporate the SDGs into their practices, adopting a qualitative approach for the analysis and categorization of the results.

The multifaceted contributions of HEIs in promoting the SDGs stand out, through their roles in teaching, research, management and integration and communication between university and society.

While influencing policies at various levels, HEIs encounter challenges in the effective integration of SDGs into their strategies. This underscores the need for contextualized governance, understanding students’ perspectives on sustainability and active external collaboration in policy formulation.

There is an urgent need to integrate SDGs into academic programmes, emphasizing the importance of redesigning curricula, actively involving teachers, researchers and students, establishing partnerships and promoting research applied to SDGs.

The social relevance of the study lies in the emphasis on an SDG-centred culture, involving teaching, research, outreach, community engagement and governance practices.

The study’s uniqueness lies in identifying persistent challenges during the transition to an SDG-centred culture, necessitating multisectoral collaboration and educational programmes that integrate sustainability principles into the strategy of HEIs.

The current study immerses itself in the realm of diversification prospects within a select group of preeminent global stock exchanges. Specifically, the study casts its discerning gaze upon the financial hubs of the United States, Hong Kong, Germany, France, Amsterdam and India. In this expansive vista of international financial markets, the present analytical study aims to unravel the multifaceted opportunities that lie therein for astute portfolio management and strategic investment decisions.

The study encompasses daily time series data spanning from 2019 to 2022. To assess the interconnectedness among these stock indices, advanced statistical techniques, including Johansen cointegration methods and vector autoregressive (VAR) models, have been applied.

The research outcomes reveal both unidirectional and bidirectional relationships between the Indian, Hong Kong and US stock exchanges, encompassing both short-term and long-term time frames. Interestingly, the empirical findings indicate the presence of diversification opportunities between the Indian stock exchange and the stock exchanges of Germany, France and Amsterdam.

These insights hold significant value for both Indian and international investors, including foreign institutional investors (FIIs), domestic institutional investors (DIIs) and retail investors, as they can utilize this knowledge to construct more effective and diversified investment portfolios by understanding the intricate interconnections between these prominent global stock exchanges.

This research undertaking aspires to bring coherence to a landscape rife with divergent interpretations and methodological divergences. We are poised to offer a comprehensive analysis, a beacon of clarity amidst the murkiness, to shed light on the intricate web of interconnections that underpin the world's stock exchanges. In so doing, we seek to contribute a seminal piece of scholarship that transcends the existing ambiguities and thus empowers the field with a deeper understanding of the multifaceted dynamics governing international stock markets.