26
H index
53
i10 index
2455
Citations
University of Bristol | 26 H index 53 i10 index 2455 Citations RESEARCH PRODUCTION: 110 Articles 57 Papers 4 Books 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY: 24 years (1998 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbr256 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Chris Brooks. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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ICMA Centre Discussion Papers in Finance / Henley Business School, University of Reading | 45 |
MPRA Paper / University Library of Munich, Germany | 3 |
ERES / European Real Estate Society (ERES) | 3 |
Year | Title of citing document | |
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2023 | . Full description at Econpapers || Download paper | |
2023 | Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237. Full description at Econpapers || Download paper | |
2023 | A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper | |
2023 | Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651. Full description at Econpapers || Download paper | |
2023 | A Simple Method for Predicting Covariance Matrices of Financial Returns. (2023). Boyd, Stephen ; Schmelzer, Thomas ; Pelger, Markus ; Ogut, Mehmet Giray ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2305.19484. Full description at Econpapers || Download paper | |
2023 | The strategic choice of payment method in takeovers: The role of environmental, social and governance performance. (2023). Perego, Paolo ; Rigoni, Ugo ; Hussaini, Mussa. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:200-219. Full description at Econpapers || Download paper | |
2023 | Socially responsible investments: A retrospective review and future research agenda. (2023). Haldar, Arunima ; Beloskar, Ved Dilip ; S. V. D. Nageswara Rao, . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4841-4860. Full description at Econpapers || Download paper | |
2023 | Environmental, social, and governance risks and environmentally sensitive competitive strategies: A case study of a multinational logistics company. (2023). Aytekin, Ahmet ; Gundodu, Hakan Gokhan ; Karamaa, Alar ; Korucuk, Seluk ; Toptanci, Ura. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:7:p:4874-4906. Full description at Econpapers || Download paper | |
2023 | Political connections of Chinese fund management companies and fund performance. (2023). Zhao, Yunfei ; Kryzanowski, Lawrence ; He, Chao. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:597-627. Full description at Econpapers || Download paper | |
2023 | Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989. Full description at Econpapers || Download paper | |
2023 | The risk of being ranked: Investor response to marginal inclusion on the 100 Best Corporate Citizens list. (2023). Carlos, Chad W ; Lewis, Ben W. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:1:p:117-140. Full description at Econpapers || Download paper | |
2023 | Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes. (2023). Frankel, Jeffrey. In: CID Working Papers. RePEc:cid:wpfacu:429. Full description at Econpapers || Download paper | |
2023 | The evolution of cooperation in spatial public goods games under a risk-transfer mechanism. (2023). Wang, Tao ; Gu, Cuiling ; Zhao, Jinhua ; Ding, Rui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923001376. Full description at Econpapers || Download paper | |
2023 | Lean against the wind: The effect of policy uncertainty on a firms corporate social responsibility strategy. (2023). Shen, Jianfu ; Colak, Gonul ; Peng, Daoju. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119923000251. Full description at Econpapers || Download paper | |
2023 | Comparing perceptions of the impact of journal rankings between fields. (2023). Walker, James T ; Schopohl, Lisa ; Brooks, Chris. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:90:y:2023:i:c:s1045235421001003. Full description at Econpapers || Download paper | |
2023 | Perceptions of retirement savings: Through the lens of Black amaXhosa women in South Africa. (2023). October, Charne ; Willows, Gizelle D. In: CRITICAL PERSPECTIVES ON ACCOUNTING. RePEc:eee:crpeac:v:90:y:2023:i:c:s1045235421001015. Full description at Econpapers || Download paper | |
2023 | Impact of green finance on total factor productivity of heavily polluting enterprises: Evidence from green finance reform and innovation pilot zone. (2023). Zhang, Zhijian ; Wang, Xueyuan ; Zhao, Liange. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:765-785. Full description at Econpapers || Download paper | |
2023 | ESG and firm performance: The role of size and media channels. (2023). Do, Hung ; Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000159. Full description at Econpapers || Download paper | |
2023 | Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263. Full description at Econpapers || Download paper | |
2023 | Corporate ESG scores and equity market misvaluation: Toward ethical investor behavior. (2023). Mrad, Senda ; Hamza, Taher ; Barka, Zeineb. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002791. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper | |
2023 | Selecting slacks-based data envelopment analysis models. (2023). Izadikhah, Mohammad ; Tone, Kaoru ; Toloo, Mehdi. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:3:p:1302-1318. Full description at Econpapers || Download paper | |
2023 | Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360. Full description at Econpapers || Download paper | |
2023 | The risk-mitigating role of corporate social responsibility in Chinese listed heavy-polluting companies: An extreme event experience perspective. (2023). Xu, Danyang ; Liu, Zhongyang ; Gu, Leilei. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003444. Full description at Econpapers || Download paper | |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper | |
2023 | Sustainability and sovereign credit risk. (2023). Lonarski, Igor ; Vanpee, Rosanne ; Anand, Arsh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000108. Full description at Econpapers || Download paper | |
2023 | Good growth, bad growth: Market reaction to capital raising for REIT expansion. (2023). Zhang, Wenjing ; Weng, Xiaoyu ; Wang, Zilong ; Mansley, Nick. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000157. Full description at Econpapers || Download paper | |
2023 | Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285. Full description at Econpapers || Download paper | |
2023 | Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x. Full description at Econpapers || Download paper | |
2023 | ESG performance and corporate risk-taking: Evidence from China. (2023). Liu, Guanchun ; Yue, Wei ; Ding, Cong ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000662. Full description at Econpapers || Download paper | |
2023 | Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370. Full description at Econpapers || Download paper | |
2023 | Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?. (2023). Ferriani, Fabrizio. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001692. Full description at Econpapers || Download paper | |
2023 | Alpha-factor integrated risk parity portfolio strategy in global equity fund of funds. (2023). Sohn, So Young ; Lee, Tae Kyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001709. Full description at Econpapers || Download paper | |
2023 | Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193. Full description at Econpapers || Download paper | |
2023 | Corporate Carbon-Risk and Credit-Risk: The Impact of Carbon-Risk Exposure and Management on Credit Spreads in Different Regulatory Environments. (2023). Hock, Andre ; Dumrose, Maurice. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005918. Full description at Econpapers || Download paper | |
2023 | The impact of climate policy uncertainty on firm value: Does corporate social responsibility engagement matter?. (2023). Azimli, Asil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006328. Full description at Econpapers || Download paper | |
2023 | Stay close to me: What do ESG scores tell about the deal timing in M&A transactions?. (2023). Murad, Harasheh ; Giovanni, Cardillo. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006742. Full description at Econpapers || Download paper | |
2023 | The mitigation role of corporate sustainability: Evidence from the CDS spread. (2023). la Rosa, Giovanni ; Galloppo, Giuseppe ; Caiazza, Stefano. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007371. Full description at Econpapers || Download paper | |
2023 | Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009. Full description at Econpapers || Download paper | |
2023 | Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets. (2023). McMillan, David G ; Kambouroudis, Dimos ; Korkusuz, Burak. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003641. Full description at Econpapers || Download paper | |
2023 | Common ownership along supply chain and trade credit: Evidence from China. (2023). Xu, Yanhui. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s154461232300483x. Full description at Econpapers || Download paper | |
2023 | Tracking speculative trading. (2023). Grob, Linus ; Boos, Dominik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000635. Full description at Econpapers || Download paper | |
2023 | When do ESG controversies reduce firm value in India?. (2023). Arvind, Mahajan ; Surendra, Yadav S ; Shveta, Singh ; Anita, Mendiratta. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000042. Full description at Econpapers || Download paper | |
2023 | Forecasting expected shortfall: Should we use a multivariate model for stock market factors?. (2023). Dionne, Georges ; Simonato, Jean-Guy ; Fortin, Alain-Philippe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:314-331. Full description at Econpapers || Download paper | |
2023 | Buyer-supplier CSR alignment and firm performance: A contingency theory perspective. (2023). Jiang, Yan ; Yang, Yang. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322008050. Full description at Econpapers || Download paper | |
2023 | Managing disclosure of political risk: The case of socially responsible firms. (2023). Kim, Ho Young ; Harjoto, Maretno A ; Laksmana, Indrarini. In: Journal of Business Research. RePEc:eee:jbrese:v:154:y:2023:i:c:s0148296322008311. Full description at Econpapers || Download paper | |
2023 | Sponsor, institutional investor, and quotation behavior: Theory and evidence from China. (2023). Yu, Wensong ; Guo, Junfei ; Sun, Rui. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:411-428. Full description at Econpapers || Download paper | |
2023 | Firms’ sustainability, financial performance, and regulatory dynamics: Evidence from European firms. (2023). Konstantios, Dimitrios ; Agoraki, Maria-Eleni ; Patsika, Victoria ; Giaka, Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001887. Full description at Econpapers || Download paper | |
2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper | |
2023 | Wheat price volatility regimes over 140 years: An analysis of daily price ranges. (2023). Huss, Matthias ; Zimmermann, Heinz ; Haase, Marco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000363. Full description at Econpapers || Download paper | |
2023 | Is the corporate financial strategy in the oil and gas sector affected by ESG dimensions?. (2023). Rojo-Ramirez, Alfonso A ; Garcia-Amate, Antonio ; Martinez-Victoria, Mcarmen ; Ramirez-Orellana, Alicia. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000119. Full description at Econpapers || Download paper | |
2023 | Bubble behaviors in lithium price and the contagion effect: An industry chain perspective. (2023). Su, Chi-Wei ; Moldovan, Nicoleta-Claudia ; Qin, Meng ; Wang, Xiao-Qing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004361. Full description at Econpapers || Download paper | |
2023 | The effect of voluntary and mandatory corporate social responsibility disclosure on firm profitability: Evidence from China. (2023). Xu, Jingwen ; Chang, QI ; Xue, Shuyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002141. Full description at Econpapers || Download paper | |
2023 | ESG performance and loan contracting in an emerging market. (2023). Wu, Hao ; Song, Yunling ; Shi, Bingjie ; Qian, Kun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000392. Full description at Econpapers || Download paper | |
2023 | Institutional ownership and momentum in the Chinese A-share market. (2023). Wang, Peng ; Xiong, Tao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000860. Full description at Econpapers || Download paper | |
2023 | The ESG rating, spillover of ESG ratings, and stock return: Evidence from Chinese listed firms. (2023). Zhang, Xuan ; Hao, Xinyao ; Guo, Hui ; Li, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001622. Full description at Econpapers || Download paper | |
2023 | The role of debt financing in the relationship between capital structure, firm’s value, and macroeconomic factors: To throw caution to the wind. (2023). Ur, Haroon ; Anser, Muhammad Khalid ; Yousaf, Sheikh Usman ; Sadiq, Misbah ; Mohd, Siti Nisrin ; van Tu, Duong ; Zaman, Khalid ; Sriyanto, Sriyanto. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:212-223. Full description at Econpapers || Download paper | |
2023 | Regime switching and the responsiveness of prices to supply: The case of the Irish housing market. (2023). McQuinn, Kieran ; Egan, Paul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:82-94. Full description at Econpapers || Download paper | |
2023 | Destabilizing or passive? The impact of commodity index traders on equilibrium prices. (2023). Rodrigues, Paulo ; Sun, Hang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:271-285. Full description at Econpapers || Download paper | |
2023 | The external effect of institutional cross-ownership on excessive managerial perks. (2023). Hou, Canran ; Liu, Huan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:483-501. Full description at Econpapers || Download paper | |
2023 | Warm-glow investment and the underperformance of green stocks. (2023). Smith, William ; Sharma, Vivek ; Dreyer, Johannes Kabderian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:546-570. Full description at Econpapers || Download paper | |
2023 | Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. (2023). Liang, Chao ; Huang, Dengshi ; Guo, Xiaozhu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:672-693. Full description at Econpapers || Download paper | |
2023 | Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859. Full description at Econpapers || Download paper | |
2023 | The influence of green innovation on default risk: Evidence from Europe. (2023). Verdoliva, Vincenzo ; Sampagnaro, Gabriele ; Salerno, Dario ; Meles, Antonio ; Zhang, Jianing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:692-710. Full description at Econpapers || Download paper | |
2023 | Corporate ESG performance and trade credit financing – Evidence from China. (2023). He, Feng ; Wei, Dianlong ; Luo, Chunhua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:337-351. Full description at Econpapers || Download paper | |
2023 | How does corporate ESG performance affect bond credit spreads: Empirical evidence from China. (2023). Zhang, Lin ; Ye, Tao ; Lian, Yonghui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:352-371. Full description at Econpapers || Download paper | |
2023 | How much finance is in climate finance? A bibliometric review, critiques, and future research directions. (2023). Weber, O ; Care, R. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000120. Full description at Econpapers || Download paper | |
2023 | Institutional cross-ownership and stock price crash risk. (2023). Liu, Huan ; Hou, Canran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000326. Full description at Econpapers || Download paper | |
2023 | Does the source of uncertainty matter? The impact of financial, newspaper and Twitter-based measures on U.S. banks. (2023). Hitz, Lukas ; Burghof, Hans-Peter ; Burghartz, Kaspar ; Bales, Stephan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000533. Full description at Econpapers || Download paper | |
2023 | Common ownership and executive pay-for-performance sensitivity: Evidence from China. (2023). Zhu, Siyuan ; Xu, Longbing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000739. Full description at Econpapers || Download paper | |
2023 | Does corporate social responsibility pay? Evidence from social ratings in microfinance institutions. (2023). Nzongang, Joseph ; Tchuigoua, Hubert Tchakoute ; Simo, Christelle. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:187:y:2023:i:c:s0040162522007016. Full description at Econpapers || Download paper | |
2023 | Firm environmental, social, governance and financial performance relationship contradictions: Insights from institutional environment mediation. (2023). Roy, Arup ; Dasgupta, Ranjan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000264. Full description at Econpapers || Download paper | |
2023 | A Critical Review of the Common Ownership Literature. (2023). Lowry, Michelle ; Gerardi, Kristopher ; Schenone, Carola. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:97271. Full description at Econpapers || Download paper | |
2023 | Wheat Import Demand in Mexico: Evidence of Quantile Cointegration. (2023). Rios-Bolivar, Humberto ; Trejo-Garcia, Jose C ; Valencia-Romero, Ramon. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:5:p:980-:d:1136064. Full description at Econpapers || Download paper | |
2023 | The Role of Fiscal Policy in G20 Countries in the Context of the Environmental Kuznets Curve Hypothesis. (2023). Tursoy, Turgut ; Seraj, Mehdi ; Mari, Muhammad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2215-:d:1079948. Full description at Econpapers || Download paper | |
2023 | COVID-19 Pandemic & Financial Market Volatility; Evidence from GARCH Models. (2023). Haseeb, Mohammad ; Mughal, Khurrum Shahzad ; Khan, Mrestyal ; Kayani, Umar Nawaz. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:50-:d:1034318. Full description at Econpapers || Download paper | |
2023 | Generalized Method of Moments Estimation of Realized Stochastic Volatility Model. (2023). Wang, LI ; Zhang, Luwen. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:8:p:377-:d:1218639. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The Impact of Women’s Empowerment on the Corporate Environmental, Social, and Governance (ESG) Disclosure. (2023). Abdalla, Shahira ; Dempere, Juan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8173-:d:1149468. Full description at Econpapers || Download paper | |
2023 | Does the Shield Effect of CSR Work in Crises? Evidence in Korea. (2023). Kim, Jungmu ; Jahan, Fariha. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8940-:d:1161865. Full description at Econpapers || Download paper | |
2023 | When CSR Matters: The Moderating Effect of Industrial Growth Rate on the Relationship between CSR and Firm Performance. (2023). Yoo, Jae Wook ; Chang, Yu Jin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13677-:d:1238961. Full description at Econpapers || Download paper | |
2023 | Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks. (2023). Yoon, Seong-Min ; Mensi, Walid ; Jiang, Zhuhua. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2193-:d:1045871. Full description at Econpapers || Download paper | |
2023 | Corporations’ ESG for Sustainable Investment in China: The Moderating Role of Regional Marketization. (2023). Wang, Yawen ; Sun, Yiyuan ; Bao, YU ; Kong, Ningning. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:2905-:d:1059141. Full description at Econpapers || Download paper | |
2023 | Do Lenders Value a Corporate Sustainability Structure?—Evidence from the Cost of Bank Loans. (2023). el Guengue, Hayat ; Mnasri, Mohamed ; Gueyie, Jean-Pierre ; Hmaittane, Abdelmajid. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4720-:d:1089875. Full description at Econpapers || Download paper | |
2023 | A Bibliometric Analysis of Green Bonds and Sustainable Green Energy: Evidence from the Last Fifteen Years (2007–2022). (2023). Zakari, Abdulrasheed ; Al-Hazimeh, Amer Mohd ; Al-Gasaymeh, Anwar ; Alrawashdeh, Najed ; Al-Okaily, Manaf ; Alsmadi, Ayman Abdalmajeed. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5778-:d:1108015. Full description at Econpapers || Download paper | |
2023 | ESG and Corporate Performance: Evidence from Agriculture and Forestry Listed Companies. (2023). Jiang, Xuemei ; Zeng, Lishi. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6723-:d:1124645. Full description at Econpapers || Download paper | |
2023 | The Negative Pricing of the May 2020 WTI Contract. (2023). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-03933797. Full description at Econpapers || Download paper | |
2023 | Bernanke and Kindleberger on financial crises, 1978–2003. (2023). le Maux, Laurent ; Carre, Emmanuel. In: Post-Print. RePEc:hal:journl:hal-04201556. Full description at Econpapers || Download paper | |
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2023 | Univariate Forecasting for REITs with Deep Learning: A Comparative Analysis with an ARIMA Model. (2023). Song, Han-Suck ; Axelsson, Birger. In: Working Paper Series. RePEc:hhs:kthrec:2023_010. Full description at Econpapers || Download paper | |
2023 | Students’ Propensity To Innovate: Correlates, Determinants, And Impact On GPA. (2023). Stepanova, Anastasia ; Evdokimova, Mariia. In: HSE Working papers. RePEc:hig:wpaper:265/ec/2023. Full description at Econpapers || Download paper | |
2023 | INTERLINKA TERLINKAGE OF M GE OF MACROECONOMIC UNCER CROECONOMIC UNCERTAINTY AND MACROECONOMIC PERFORMANCE: EVIDENCE FROM ASEAN-5 COUNTRIES PANEL VAR. (2023). Afin, Rifai. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:26:y:2023:i:1b:p:39-68. Full description at Econpapers || Download paper | |
2023 | Current Account Imbalances, House Prices, and Institutions. (2023). Akcay, Sariye Belgin. In: International Real Estate Review. RePEc:ire:issued:v:26:n:03:2023:p:342-391. Full description at Econpapers || Download paper | |
2023 | Did ESG Save the Day? Evidence From India During the COVID-19 Crisis. (2023). S. V. D. Nageswara Rao, ; Beloskar, Ved Dilip. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09369-5. Full description at Econpapers || Download paper | |
2023 | CEO Personal Hedging and Corporate Social Responsibility. (2023). Tsang, Albert ; Kim, Sun Young ; Park, Jong Won. In: Journal of Business Ethics. RePEc:kap:jbuset:v:182:y:2023:i:1:d:10.1007_s10551-021-05021-w. Full description at Econpapers || Download paper | |
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2012 | Optimal hedging with higher moments.(2012) In: Journal of Futures Markets. [Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
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2002 | The Effect of Asymmetries on Optimal Hedge Ratios In: The Journal of Business. [Full Text][Citation analysis] | article | 93 |
2005 | Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index In: The Journal of Business. [Full Text][Citation analysis] | article | 8 |
2015 | Speculative Bubble Spillovers across Regional Housing Markets In: Land Economics. [Full Text][Citation analysis] | article | 7 |
2001 | The Cross?Currency Hedging Performance of Implied Versus Statistical Forecasting Models In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 7 |
2015 | Booms and Busts in Commodity Markets: Bubbles or Fundamentals? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 26 |
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