Robert A. Connolly : Citation Profile


Are you Robert A. Connolly?

University of Miami

13

H index

14

i10 index

939

Citations

RESEARCH PRODUCTION:

34

Articles

3

Papers

RESEARCH ACTIVITY:

   38 years (1984 - 2022). See details.
   Cites by year: 24
   Journals where Robert A. Connolly has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 8 (0.84 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pco795
   Updated: 2022-11-19    RAS profile: 2022-07-14    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert A. Connolly.

Is cited by:

Christiansen, Charlotte (13)

GUPTA, RANGAN (13)

Papadamou, Stephanos (12)

Hall, Bronwyn (11)

Kollias, Christos (11)

Bekaert, Geert (11)

Jaffe, Adam (9)

Laroche, Patrice (8)

Demirer, Riza (8)

Gil-Alana, Luis (8)

Trajtenberg, Manuel (8)

Cites to:

Jagannathan, Ravi (12)

Diebold, Francis (12)

Bekaert, Geert (11)

Rudebusch, Glenn (11)

Campbell, John (11)

Piazzesi, Monika (10)

thesmar, david (8)

French, Kenneth (7)

Sraer, David (6)

bloom, nicholas (6)

Wang, Zhenyu (6)

Main data


Where Robert A. Connolly has published?


Journals with more than one article published# docs
Economics Letters3
Journal of Financial and Quantitative Analysis3
Journal of Quantitative Analysis in Sports3
The Review of Economics and Statistics2
Real Estate Economics2
Journal of Money, Credit and Banking2
Journal of Empirical Finance2
Journal of Financial Markets2
Journal of Futures Markets2

Working Papers Series with more than one paper published# docs
Computing in Economics and Finance 1999 / Society for Computational Economics2

Recent works citing Robert A. Connolly (2022 and 2021)


YearTitle of citing document
2021Hedging Stocks in Crises and Market Downturns with Gold and Bonds: Industry Analysis. (2021). Pisedtasalasai, Anirut. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:1-16.

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2021Intra?industry spill?over effect of default: Evidence from the Chinese bond market. (2021). Li, Jiang ; Xu, Zijin ; Luo, Haoyi ; Hu, Xiaolu. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4703-4740.

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2022Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

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2021The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:331-353.

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2022Convergence or Divergence? China Invested Firms’ E&E Evaluation of CSR in Southeast Asia. (2022). Zhou, Yidi ; Kong, Jianxun. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:s1:p:58-68.

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2022COVID?19 and ESG preferences: Corporate bonds versus equities. (2022). Singh, Amanjot. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:298-307.

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2021Disclosure tone management and labor unions. (2021). Torsin, Wouter ; Thewissen, James ; Arslanayaydin, Ozgur. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:102-147.

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2022Wage bargaining and product innovation: The role of market expansion effect. (2022). Mukherjee, Arijit ; Hoefele, Andreas ; Basak, Debasmita. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:3:p:319-340.

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2021Institutional common ownership and firm value: Evidence from real estate investment trusts. (2021). Ling, David ; Zhou, Tingyu ; Wang, Chongyu. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:187-223.

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2021Option Trading and REIT Returns. (2021). Sheng, Hainan ; Harrison, David M ; Cashman, George D. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:332-389.

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2022Industry Concentration and U.S. REIT Returns. (2022). Hansz, Andrew J ; Zhang, Ying. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:247-267.

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2022Employee productivity and REIT performance. (2022). Wu, Zhonghua ; Hardin, William G ; Feng, Zifeng. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:59-88.

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2021How do volatility regimes affect the pricing of quality and liquidity in the stock market?. (2021). Hübner, Georges ; Tarik, Bazgour ; Danielle, Sougne ; Georges, Hubner ; Cedric, Heuchenne. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:3.

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2021The (non-) effect of labor unionization on firm risk: Evidence from the options market. (2021). KOSTAKIS, ALEXANDROS ; Ghaly, Mohamed ; Stathopoulos, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302601.

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2021Stakeholder orientation and the value of cash holdings: Evidence from a natural experiment. (2021). Park, Jong Chool ; Doukas, John A ; Chowdhury, Rajib. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001504.

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2022Labor unions and real earnings management. (2022). Park, Jong Chool ; Li, Ying ; Kim, Youngsang ; Chang, Kiyoung. In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000852.

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2021Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry. (2021). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000255.

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2021What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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2022Determining hedges and safe havens for stocks using interval analysis. (2022). Hsueh, Shao-Chieh ; Liu, Yilei ; Ju, Peijie ; Chang, Meng-Shiuh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000274.

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2021Trader positions in VIX futures. (2021). Yang, Jimmy J ; Chen, Yu-Lun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:1-17.

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2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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2021Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah. In: Energy. RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017898.

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2022Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663.

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2022Stock returns, trading volume, and volatility: The case of African stock markets. (2022). Ngene, Geoffrey M ; Mungai, Ann Nduati. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001399.

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2021Liquidity commonality in extreme quantiles: Indian evidence. (2021). Dixit, Alok ; Tripathi, Abhinava ; Vipul, . In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319305331.

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2021Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

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2021Hedging stock market risks: Can gold really beat bonds?. (2021). Jin, YI ; Zhai, Pengxiang ; Sun, Bianxia ; Ma, Rufei. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317323.

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2022Bond risk’s role in the equity risk-return tradeoff. (2022). Stivers, Chris ; Bansal, Naresh. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418121000744.

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2022Trading behaviour and market sentiment: Firm-level evidence from an emerging Islamic market. (2022). Anderson, Keith ; Uddin, Moshfique ; Chowdhury, Anup. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000193.

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2021Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2021The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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2021Bond return predictability: Evidence from 25 OECD countries. (2021). Sharma, Susan Sunila ; Narayan, Paresh Kumar ; Devpura, Neluka. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000202.

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2022Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018.

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2022Do long-term institutional investors contribute to financial stability? – Evidence from equity investment in Hong Kong and international markets. (2022). Ho, Edmund ; Wan, Angela Kin ; Wing, Tom Pak. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000154.

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2022The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750.

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2022International tests of the ZCAPM asset pricing model. (2022). Liao, Huiling ; Butt, Hilal Anwar ; Huang, Jianhua Z ; Kolari, James W. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000853.

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2021Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229.

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2021Long-run reversal in commodity returns: Insights from seven centuries of evidence. (2021). Zaremba, Adam ; Mikutowski, Mateusz ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001977.

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2022Legislative gridlock and stock return dispersion around roll-call votes. (2022). Cheng, Mengyao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000036.

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2021Online information on digitalisation processes and its impact on firm value. (2021). Giakoumelou, Anastasia ; Rubino, Michele ; Vitolla, Filippo ; Salvi, Antonio ; Raimo, Nicola. In: Journal of Business Research. RePEc:eee:jbrese:v:124:y:2021:i:c:p:437-444.

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2022Green bond market and Sentiment: Is there a switching Behaviour?. (2022). Evi, Aleksandar ; Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:141:y:2022:i:c:p:520-527.

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2021Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:880-904.

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2022A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news. (2022). Pukthuanthong, Kuntara ; Obaid, Khaled. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:273-297.

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2022Time-varying risk of nominal bonds: How important are macroeconomic shocks?. (2022). Ermolov, Andrey. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:1-28.

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2021Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000085.

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2022Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic. (2022). ben Rejeb, Aymen ; Chkili, Walid ; Arfaoui, Mongi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494922000056.

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2022Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075.

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2022Dynamics of bond and stock returns. (2022). Kozak, Serhiy. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:188-209.

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2021Turnover premia in Chinas stock markets. (2021). Yeh, Chung-Ying ; Chen, Wei ; Zhang, Bing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306995.

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2021On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Khan, Muhammad Asif ; Hela, Ben hamida ; Hkiri, Besma ; Hussain, Syed Jawad ; Aloui, Chaker. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034.

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2021The changing role of foreign investors in Tokyo stock price formation. (2021). Iwatsubo, Kentaro ; Watkins, Clinton. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100055x.

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2021Explaining the risk premiums of life settlements. (2021). Wang, Jennifer L ; Tsai, Chenghsien Jason ; Peng, Jin-Lung ; Hsieh, Ming-Hua ; Kung, Ko-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000810.

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2021The relationship between yield curve components and equity sectorial indices: Evidence from China. (2021). Yousaf, Imran ; Aharon, David Y ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000986.

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2022Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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2021Causal nexus between crude oil and US corporate bonds. (2021). Roubaud, David ; Hernandez, Jose Areola ; Bouri, Elie ; Hussain, Syed Jawad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:577-589.

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2021Another look at calendar anomalies. (2021). Panagiotidis, Theodore ; Fountas, Stilianos ; Chatzitzisi, Evanthia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:823-840.

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2021Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK. (2021). al Rababaa, Abdel Razzaq ; Alomari, Mohammad ; Ur, Mobeen ; Alkhataybeh, Ahmad ; El-Nader, Ghaith. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:280-297.

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2021The effects of investor attention and policy uncertainties on cross-border country exchange-traded fund returns. (2021). Lee, Chien-Chiang ; Chen, Mei-Ping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:830-852.

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2021Time-varying comovement of stock and treasury bond markets in Europe: A quantile regression approach. (2021). Lee, Hyunchul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:1-20.

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2021Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic. (2021). Tiwari, Aviral ; Leyva-De, Dante I ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312609.

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2021Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Leschinski, Christian ; Voges, Michelle. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289.

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2021Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Siriopoulos, Costas ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153.

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2021Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX. (2021). Kolay, Madhuparna ; Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:114-:d:513963.

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2022Further Tests of the ZCAPM Asset Pricing Model. (2022). Liu, Wei ; Huang, Jianhua Z ; Kolari, James W ; Liao, Huiling. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:137-:d:771364.

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2022Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices. (2022). Meero, Abdelrhman ; Cherian, Jacob ; Sial, Muhammad Safdar ; Negrut, Constantin Viorel ; Samad, Sarminah ; Abdul, Abdul Aziz ; Salman, Asma. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:61-:d:766857.

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2021The Various Effects of Technology Trade on the Sustainable Market Value of Firms in OECD Countries. (2021). Lee, Kyung Tag ; Ha, Jong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12671-:d:680678.

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2022?uk?k or Bond, Which Is More Sustainable during COVID-19? Global Evidence from the Wavelet Coherence Model. (2022). Ludeen, Abdullah ; Alonazi, Wadi B ; Rehman, Mohd Ziaur ; Khan, Uzair Abdullah ; Bhutto, Niaz Ahmed. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:17:p:10541-:d:896518.

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2022The evolving contribution of R&D, advertising and capital expenditures for US-listed firms’ growth in sales, 1979-2018. A quantile regression analysis. (2022). Rabinovich, Joel. In: Working Papers. RePEc:hal:wpaper:hal-03539656.

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2021Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2021_015.

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2021The Short-Selling Hypothesis of Weekend Effect and T + 1 Trading Mechanism. (2021). Liu, Bin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-021-09329-5.

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2021The US financial crisis, market volatility, credit risk and stock returns in the Americas. (2021). Mollick, Andre V ; Rodriguez-Nieto, Juan Andres. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:2:d:10.1007_s11408-020-00369-x.

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2021Competition, External Economies of Scale, and Unionized Wage. (2021). Mukherjee, Arijit ; Basak, Debasmita. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:21:y:2021:i:4:d:10.1007_s10842-021-00369-1.

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2021Testing stock market contagion properties between large and small stock markets. (2021). Su, EnDer. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00942-5.

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2021Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation. (2021). Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababaa, Abdel Razzaq ; Alomari, Mohammad. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00967-4.

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2022A multicountry measure of comovement and contagion in international markets: definition and applications. (2022). Venezia, Itzhak ; Tessler, Nina. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01025-9.

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2021What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?. (2021). Rano, Shehu Usman. In: MPRA Paper. RePEc:pra:mprapa:110382.

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2021Gold and Government Bonds as Safe-Haven Assets Against Stock Market Turbulence in China. (2021). Chang, Meng-Shiuh ; Huang, Wei. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:1:p:2158244021990655.

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2022Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises. (2022). Hunter, John ; Yfanti, S ; Karanasos, M. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04042-y.

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2021Financial aspects of ensuring sustainable development of small and medium-sized businesses in the face of new challenges. (2021). Sheina, Ekaterina G ; Piontkevich, Nadezhda S. In: Journal of New Economy. RePEc:url:izvest:v:22:y:2021:i:1:p:105-130.

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2021Central banks money market operations and daily stock returns. (2021). Sasidharan, Subash ; Chundakkadan, Radeef. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:136-152.

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2021Do investors gain from forecasting the asymmetric return co?movements of financial and real assets?. (2021). Power, Gabriel J ; Poshakwale, Sunil S ; Mandal, Anandadeep. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3246-3268.

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2021High?frequency trading order cancellations and market quality: Is stricter regulation the answer?. (2021). Manahov, Viktor. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5385-5407.

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2022Overnight returns of industry exchange?traded funds, investor sentiment, and futures market returns. (2022). Lee, Hsiuchuan ; Liao, Tzuhsiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1114-1134.

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2022Robots, Digitalization, and Worker Voice. (2022). Belloc, Filippo ; Landini, Fabio ; Burdin, Gabriel. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1038.

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Works by Robert A. Connolly:


YearTitleTypeCited
2008Skill, Luck, and Streaky Play on the PGA Tour In: Journal of the American Statistical Association.
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article3
1993THE NATURE AND CAUSES OF FOREIGN CURRENCY EXPOSURE In: Journal of Applied Corporate Finance.
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article18
2003Momentum and Reversals in Equity?Index Returns During Periods of Abnormal Turnover and Return Dispersion In: Journal of Finance.
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article49
2005MACROECONOMIC NEWS, STOCK TURNOVER, AND VOLATILITY CLUSTERING IN DAILY STOCK RETURNS In: Journal of Financial Research.
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article8
2018The Dynamics of REIT Pricing Efficiency In: Real Estate Economics.
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article6
2022What happens during flight to safety: Evidence from public and private real estate markets In: Real Estate Economics.
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2009Dominance, Intimidation, and Choking on the PGA Tour In: Journal of Quantitative Analysis in Sports.
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2011Going for the Green: A Simulation Study of Qualifying Success Probabilities in Professional Golf In: Journal of Quantitative Analysis in Sports.
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2012Tournament Selection Efficiency: An Analysis of the PGA TOURs FedExCup In: Journal of Quantitative Analysis in Sports.
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article2
1989An Examination of the Robustness of the Weekend Effect In: Journal of Financial and Quantitative Analysis.
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article136
2005Stock Market Uncertainty and the Stock-Bond Return Relation In: Journal of Financial and Quantitative Analysis.
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article280
2014The Stock-Bond Return Relation, the Term Structure’s Slope, and Asset-Class Risk Dynamics In: Journal of Financial and Quantitative Analysis.
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article23
2000Evidence on the Economics of Equity Return Volatility Clustering In: Econometric Society World Congress 2000 Contributed Papers.
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1985A note on the statistical properties of aggregate q measures In: Economics Letters.
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1988Market value and patents : A Bayesian approach In: Economics Letters.
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article26
1990Firm size and R&D effectiveness : A value-based test In: Economics Letters.
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article3
1991A posterior odds analysis of the weekend effect In: Journal of Econometrics.
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article21
2006Information content and other characteristics of the daily cross-sectional dispersion in stock returns In: Journal of Empirical Finance.
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article16
2018Macroeconomic uncertainty and the distant forward-rate slope In: Journal of Empirical Finance.
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article6
2007Commonality in the time-variation of stock-stock and stock-bond return comovements In: Journal of Financial Markets.
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article80
2015Equity volatility as a determinant of future term-structure volatility In: Journal of Financial Markets.
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article4
1985The intertemporal behavior of economic profits In: International Journal of Industrial Organization.
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article5
1988Concentration and profits: A test of the accounting bias hypothesis In: Journal of Accounting and Public Policy.
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article0
2022Do real estate values boost corporate borrowing? Evidence from contract-level data In: Journal of Financial Economics.
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2003International equity market comovements: Economic fundamentals or contagion? In: Pacific-Basin Finance Journal.
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article87
2012What It Takes to Win on the PGA TOUR (If Your Name Is “Tiger” or If It Isnt) In: Interfaces.
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article1
1989Financial Market Effects on Aggregate Money Demand: A Bayesian Analysis. In: Journal of Money, Credit and Banking.
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article7
2007Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields In: Journal of Money, Credit and Banking.
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article7
2007Evidence on the Extent and Potential Sources of Long Memory in U.S. Treasury Security Returns and Yields.(2007) In: Journal of Money, Credit and Banking.
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article
2021Economic-State Variation in Uncertainty-Yield Dynamics In: The Review of Asset Pricing Studies.
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1987Do Unions Capture Monopoly Profits? In: ILR Review.
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article16
1999Cointegration Modeling of Expected Exchange Rates In: Computing in Economics and Finance 1999.
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1999Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility In: Computing in Economics and Finance 1999.
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paper6
1984R&D, Market Structure, and Profits: A Value-Based Approach. In: The Review of Economics and Statistics.
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article21
1986Union Rent Seeking, Intangible Capital, and Market Value of the Firm. In: The Review of Economics and Statistics.
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article93
2010Regime?switching in stock index and Treasury futures returns and measures of stock market stress In: Journal of Futures Markets.
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article13
2022Beta and size equity premia following a high?VIX threshold In: Journal of Futures Markets.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team