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The purpose of this paper is to explore the characteristics of office cake (OC) consumption and the associated attitudes and behaviours among UK office workers to gain insight into the implications for workplace health.

A cross-sectional online questionnaire was completed by 940 respondents. Data were analysed using descriptive statistics and cross-tabulation with χ² tests for between-group difference.

Respondents reported both positive social and negative health-related consequences of OC. OC influenced eating behaviour through increased salience and availability, and the effects of social influencing. Almost all (94.8 per cent) reported ideal OC frequency to be once/week or less. Gender and age significantly affected attitudes and behaviour.

The questionnaire was not validated so data accuracy could have been diminished or biased. Portion size was not examined and consumption data were self-reported which could have resulted in under-reporting. Only office workers were investigated therefore results may not be applicable to other workplaces.

OC appears to influence both the workplace eating environment and employee eating behaviour. It could therefore affect employee health and workplace health promotion programme efficacy. However the findings suggest that nudge-based initiatives could reduce OC consumption to make workplaces healthier while retaining social benefits.

The present study provides the first data on OC culture and insights on how to address it sensitively. It also highlights that sweet treats used for celebration and employee recognition should be considered a relevant part of workplace food provision alongside canteens and vending.

We investigate the return and volatility spillovers from major UK banks to Financial Times Stock Exchange 100 (FTSE 100) index using Gaussian estimation and continuous time models as well as discrete time multivariate GARCH (MGARCH) modelling approaches. Using daily, weekly and monthly data over the period December 1999–December 2010, which includes the recent 2007–2009 global financial crisis, empirical estimates of uni- and/or bi-directional return and volatility spillovers are provided. The bivariate MGARCH results reveal strong return spillovers from the FTSE to the banks, and no return spillover from the latter to the FTSE. Nevertheless, strong bi-directional volatility transmission is verified. The continuous time analysis provides mixed evidence of feedback effects over the different models.