Michael Donadelli : Citation Profile

Università degli Studi di Brescia

14

H index

16

i10 index

589

Citations

RESEARCH PRODUCTION:

44

Articles

31

Papers

1

Books

10

Chapters

RESEARCH ACTIVITY:

   15 years (2010 - 2025). See details.
   Cites by year: 39
   Journals where Michael Donadelli has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 45 (7.1 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdo301
   Updated: 2025-12-13    RAS profile: 2025-11-06    
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Relations with other researchers

Works with:

Jüppner, Marcus (5)

Paradiso, Antonio (2)

Vergalli, Sergio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Donadelli.

Is cited by:

GUPTA, RANGAN (77)

Cepni, Oguzhan (36)

Kollmann, Robert (21)

Pierdzioch, Christian (19)

Caraiani, Petre (8)

Caporin, Massimiliano (7)

Salisu, Afees (7)

Plakandaras, Vasilios (7)

Vo, Xuan Vinh (6)

Majumdar, Anandamayee (6)

Demir, Ender (6)

Cites to:

Harvey, Campbell (50)

Bekaert, Geert (43)

Devereux, Michael (32)

bloom, nicholas (30)

Castelnuovo, Efrem (27)

Riedel, Max (25)

Yetman, James (24)

Lundblad, Christian (20)

Volosovych, Vadym (20)

Uhlig, Harald (20)

Newey, Whitney (18)

Main data

Where Michael Donadelli has published?

Journals with more than one article published# docs
Economics Letters4
The North American Journal of Economics and Finance3
Applied Economics Letters2
Journal of International Financial Markets, Institutions and Money2
Research in Economics2
The World Economy2
Research in International Business and Finance2
International Review of Financial Analysis2
Journal of Economic Studies2

Working Papers Series with more than one paper published# docs
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE10
Working Papers / Department of Economics, University of Venice "Ca' Foscari"7
Bank of Lithuania Working Paper Series / Bank of Lithuania5
Working Papers LuissLab / Dipartimento di Economia e Finanza, LUISS Guido Carli2
Working Papers CASMEF / Dipartimento di Economia e Finanza, LUISS Guido Carli2
Bank of Lithuania Discussion Paper Series / Bank of Lithuania2

Recent works citing Michael Donadelli (2025 and 2024)

YearTitle of citing document
2024Value Relevance of Accounting Information in Uncertain Economic Policy Context: Evidence from Tunisia. (2024). Khaldi, Hejer ; Hamama, Feten. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:23:y:2024:i:3:p:570-595.

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2024Volatility of Volatility and Leverage Effect from Options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137.

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2024Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup. (2024). Saggu, Aman ; Demir, Ender ; Ante, Lennart. In: Papers. RePEc:arx:papers:2403.15810.

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2024Temperature Variability and Natural Disasters. (2024). Tang, Cheng ; Powdthavee, Nattavudh ; Oswald, Andrew J ; Mohanty, Aatishya. In: Papers. RePEc:arx:papers:2409.14936.

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2025Rough Bergomi turns grey. (2025). Jacquier, Antoine ; Zuric, Zan ; Orioles, Adriano Oliveri. In: Papers. RePEc:arx:papers:2505.08623.

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2024Climate risks and forecastability of the weekly state‐level economic conditions of the United States. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting ; Ma, Jun. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:154-162.

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2024Integrated assessment models for resource–environment–economy coordinated development. (2024). Zhang, Haotian ; Chen, Feng ; Lu, Yang ; Wang, Yukun ; Fan, Pengru ; Li, Hao. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:13:y:2024:i:3:n:e514.

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2024EXPLORING THE RELATIONSHIP BETWEEN GOOGLE TRENDS AND CRYPTOCURRENCY METRICS. (2024). Mrginean, Silvia Cristina ; Ortean, Ramona ; Sava, Raluca. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:1:p:368-379.

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2024DO ECONOMIC POLICY UNCERTAINTY HAVE RAMIFICATIONS ON INFLATION AND STOCK MARKET PERFORMANCE? EVIDENCE FROM GLOBAL FRAMEWORK. (2024). Mishra, Amritkant. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:172-190.

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2024FINANCIAL INTEGRATION OF THE EUROPEAN UNION FINANCIAL MARKETS. A PCA APPROACH. (2024). Stanciu, Cristian Valeriu ; Spulbar, Andrei Cristian. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:241-256.

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2024Volatile Temperatures and Their Effects on Equity Returns and Firm Performance. (2024). Taschini, Luca ; Dey, Atreya ; Bortolan, Leonardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11438.

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2024Fiscal Impacts of Climate Anomalies. (2024). Sterken, Elmer ; Jacobs, Jan ; Pintus, Francesco Jacopo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11548.

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2024Temperature Variability and Natural Disasters. (2024). Powdthavee, Nattavudh ; Oswald, Andrew J ; Tang, CK ; Mohanty, Aatishya. In: CAGE Online Working Paper Series. RePEc:cge:wacage:725.

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2024Economic policy uncertainties and business confidence in Japan. (2024). Salgado, Pedro ; Montes, Gabriel Caldas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00456.

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2025The planet is swimming in discarded plastic: How do circular economy policy statements affect corporate engagement in addressing plastic pollution?. (2025). Selmi, Refk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00199.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2024Local earthquakes and households’ risk-taking: Evidence from the China Household Finance Survey. (2024). Li, Yuxiang ; Ouyang, Yanmin ; Yuan, Hongmin. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823000684.

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2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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2024Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms. (2024). Nowak, Sabina ; Honecker, Lukas ; Blajer-Gobiewska, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000469.

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2024Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2024Climate risks, corporate bonds, and economic uncertainty. (2024). Lalwani, Vaibhav. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004683.

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2025Estimating volatility-of-volatility: A comparative analysis. (2025). Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R ; Ma, Mingye. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001351.

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2024Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150.

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2024Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets. (2024). Marcelin, Isaac ; Lo, Gaye-Del ; Bassne, Thophile. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124000888.

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2024Climate policy and Chinas external balances. (2024). Liu, Xiaohui ; Zheng, Shuang ; Gu, Yue. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001110.

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2024Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy. (2024). Ciccarelli, Matteo ; Marotta, Fulvia. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006618.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024When temperatures matter: Extreme heat and labor share. (2024). Lyu, Zhuoyang ; Ma, Tiemeng ; Liu, Chen. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400519x.

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2025High temperatures and national saving: Experience in the latest six decades. (2025). Liao, Hua ; Hu, Yiming. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002592.

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2024Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Luo, Xianfeng ; Ding, Qian ; Chen, Jinyu ; Huang, Jianbai. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Temperature anomalies and foreign direct investment: City-level evidence from China. (2024). Chen, Xinming ; Fang, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004994.

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2024Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Farina, Vincenzo ; Gufler, Ivan ; Carlini, Federico ; Previtali, Daniele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108.

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2024Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

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2024Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2024). perez, rafaela ; Guinea, Laurentiu ; Ruiz, Jesus. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013107.

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2024ESG performance and investment efficiency. (2024). Lian, Yuanqiang ; Weng, Xiaowen. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001144.

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2024Can municipal bonds hedge US state-level climate risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009450.

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2024The endogenous growth and asset prices nexus revisited with closed-form solution. (2024). Kaszab, Lorant ; Filep-Mosberger, Palma. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s154461232401016x.

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2025Financial technology, financing constraints, and future industrial development. (2025). Tian, Haiyan ; Leng, Ziwen ; Ma, Yue ; Liu, Xiaojing. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017008.

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2025Financial geographic structure, Market competition, and corporate financialization. (2025). Zhao, Nannan ; Zhou, Yunxu ; Wang, Fengwen ; Zhang, Yudong. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000716.

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2025Green technology innovation in enterprises and financial market valuation. (2025). Guo, Yaxian ; Dong, Bisong. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000777.

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2025Financial literacy, old-age dependency ratio and household fraud risk. (2025). Chen, Ziyi ; Ling, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001011.

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2025The impact of start-ups market orientation and dynamic capabilities on their performance. (2025). Sun, Qing ; Song, Lina ; Wu, Juan. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002399.

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2025Educational equity, inclusive finance, and sustainable economic growth. (2025). Liu, Junzhi. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002302.

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2025Can government regulation curb excessive on-the-job consumption by corporate executives?. (2025). Li, Juan ; He, Limiao ; Wang, Chengwei ; Lu, Lijun ; Zheng, Yinglong. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003198.

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2024Excessive bank risk-taking in an infinite horizon economy. (2024). Pozo, Jorge. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000482.

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2025Regional bank failures and volatility transmission. (2025). Wiesen, Thomas ; Lastrapes, William D. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000336.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2025Balancing the books: The role of energy-related uncertainty in corporate leverage. (2025). Yang, Lukai ; Huang, Xinhui. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000043.

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2025Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460.

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2024Diversification with globally integrated US stocks. (2024). Conlon, Thomas ; cotter, john ; Ropotos, Ioannis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001579.

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2024Vox populi, vox dei: A concept and measure for grassroots socio-political risk using Google Trends. (2024). Mullner, Jakob ; Puhr, Harald. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:2:s1075425323000935.

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2024Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171.

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2024Climate change salience and international equity returns. (2024). Parsley, David ; Popper, Helen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:226:y:2024:i:c:s0167268124002877.

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2024Ambiguity and private investors’ behavior after forced fund liquidations. (2024). Meyer, Steffen ; Uhr, Charline. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000722.

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2024Does flood risk affect property prices? Evidence from a property-level flood score. (2024). Andrew, Mark ; Lux, Nicole ; Skouralis, Alexandros. In: Journal of Housing Economics. RePEc:eee:jhouse:v:66:y:2024:i:c:s1051137724000469.

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2024Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827.

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2025Climate risks and economic activity in France: Evidence from media coverage. (2025). Bennani, Hamza ; Houari, Oussama ; de Comres, Quentin Bro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000750.

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2024Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

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2025Herding effect of both global and local crises in BRICS countries. (2025). Tatomir, Marija ; Hibiki, Norio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000076.

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2025Policy transition risk, carbon premiums, and asset prices. (2025). van der Ploeg, Frederick (Rick) ; Hambel, Christoph. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000510.

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2024Government reporting credibility as immunity: Evidence from a public health event. (2024). Zhang, Xiaori ; Jiang, Christine ; Hu, Bill. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000124.

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2024Synthesization of macroeconomic policies and stock return synchronicity: Evidence from countries along the Belt and Road Initiative. (2024). Sha, Yezhou ; Li, Lingyi ; Xie, Haixia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001495.

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2024The impact of COVID-19 on global investor attention. (2024). Lu, Jia-Wen ; Lin, Zih-Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002749.

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2025Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

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2025The effect of culture on global NFT investor attention. (2025). Lin, Zih-Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000332.

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2024The macroeconomic effects of productivity shocks: Predictions of conventional business cycle models are not always incompatible with SSA economies. (2024). Ameyaw, Emmanuel. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000760.

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2024Corruption, lending and bank performance. (2024). Molyneux, Philip ; Al-Fayoumi, Nedal ; ben Ammar, Mouldi ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:802-830.

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2024What is going on with studies on financial speculation? Evidence from a bibliometric analysis. (2024). Guillen-Pujadas, Miguel ; Merigo, Jose Maria ; Vizuete-Luciano, Emili ; Alaminos, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:429-445.

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2024Risk premiums from temperature trends. (2024). Gregory, Richard P. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:505-525.

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2024Central banks and climate risks: Where we are and where we are going?. (2024). Fatima, R ; Care, R ; Boitan, I A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1200-1229.

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2024The role of macroprudential policies under carbon pricing. (2024). Punzi, Maria Teresa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:858-875.

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2024Measurement of daily climate physical risks and climate transition risks faced by Chinas energy sector stocks. (2024). Qi, Yajie ; Xu, Xin ; Huang, Shupei ; Jia, Nanfei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:625-640.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024New media surveillance, environmental information uncertainty and corporate environmental information disclosure. (2024). Xiang, Zhiqiang ; Zhang, Qixin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004696.

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2024Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets. (2024). Xia, Xiling ; Zhu, Huiming ; Deng, XI ; Zeng, Tian ; Hau, Liya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005720.

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2024COVID-19 exposure, financial flexibility, and corporate leverage adjustment. (2024). Wu, Kai ; Liu, Jia ; Ur, Obaid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006439.

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2025Information loss from perception alignment. (2025). Dalko, Viktoria ; Ardakani, Omid M ; Shim, Hyeeun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008220.

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2024Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Yue, Zhonggang ; Jiang, Lijun ; Hong, Hui ; Zhang, Cheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465.

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2024Co-movements between heterogeneous crude oil and food markets: Does temperature change really matter?. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002398.

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2024Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup. (2024). Saggu, Aman ; Demir, Ender ; Ante, Lennart. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001260.

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2024Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms. (2024). Hassan, M. Kabir ; Anwer, Zaheer ; Khan, Muhammad Arif ; Harnek, Manjeet Kaur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002691.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2025Impact of political risk on emerging market risk premiums and risk adjusted returns. (2025). Sonenshine, Ralph ; Aboulhosn, Aya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003660.

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2025Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Ji, Qiang ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004604.

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2025Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China. (2025). Cheung, Adrian ; Yan, Wan-Lin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000704.

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2025Openness and the effect of business cycle synchronization on the equity risk premium. (2025). Gitelson, Natalia ; Manes, Eran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001539.

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2024Aversion and ambiguity: On the robustness of the macroeconomic uncertainty measure framework. (2024). Sharif, Taimur ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:203:y:2024:i:c:s0040162524001367.

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2024Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19. (2024). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s004016252400115x.

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2024Climate impacts on material wealth inequality: global evidence from a subnational dataset. (2024). Hoffmann, Roman ; Riom, Capucine ; Pardy, Martina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125447.

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2024Volatile temperatures and their effects on equity returns and firm performance. (2024). Taschini, Luca ; Dey, Atreya ; Bortolan, Leonardo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128521.

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2025When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models. (2025). Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-75.

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2024Natural Disasters and Real Asset Prices: What Can We Learn From Tornados?. (2024). Cohen, Jeffrey ; Gutkowski, Violeta A. In: Working Papers. RePEc:fip:fedlwp:99461.

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2025Climate change: Understanding impacts on agrifood systems and evaluating policy options. (2025). Rosegrant, Mark W ; Thomas, Timothy S ; Bryan, Elizabeth ; Wiebe, Keith D. In: IFPRI book chapters. RePEc:fpr:ifpric:174179.

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2025The Effect of Macroeconomic Announcements on U.S. Treasury Markets: An Autometric General-to-Specific Analysis of the Greenspan Era. (2025). Forest, James. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:3:p:24-:d:1684581.

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2024Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee ; Polat, Onur. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:4:p:47-967:d:1506762.

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2024Asymmetric Effects of Uncertainty and Commodity Markets on Sustainable Stock in Seven Emerging Markets. (2024). Bejrananda, Thanchanok ; Nittayakamolphun, Pitipat ; Pholkerd, Panjamapon. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:155-:d:1374497.

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2025Firm Policies and Uncertainty About Risk. (2025). Tembhurne, Sumit ; Lu, Yilun ; Harper, Adam. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:96-:d:1589974.

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2025The planet is swimming in discarded plastic: How do circular economy policy statements affect corporate engagement in addressing plastic pollution?. (2025). Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-04994846.

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More than 100 citations found, this list is not complete...

Works by Michael Donadelli:

YearTitleTypeCited
2013Emerging Stock Premia: Some Evidence From Industrial Stock Market Data In: Asian Economic and Financial Review.
[Full Text][Citation analysis]		article0
2024Economic and financial integration, capital controls, and risk sharing In: Economica.
[Full Text][Citation analysis]		article0
2019A Quasi Real‐Time Leading Indicator for the EU Industrial Production In: Manchester School.
[Full Text][Citation analysis]		article1
2016A quasi real-time leading indicator for the EU industrial production.(2016) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
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2020Immigration, uncertainty and macroeconomic dynamics In: The World Economy.
[Full Text][Citation analysis]		article2
2021Consumption smoothing, risk sharing and financial integration In: The World Economy.
[Full Text][Citation analysis]		article3
2014International Capital Markets Structure, Preferences and Puzzles: The US-China Case In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper21
2014International Capital Markets Structure, Preferences and Puzzles: The US-China Case.(2014) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 21		paper
2020Sex and “the City”: Financial stress and online pornography consumption In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article0
2017Temperature shocks and welfare costs In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article75
2017Temperature shocks and welfare costs.(2017) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 75		paper
2019Adding cycles into the neoclassical growth model In: Economic Modelling.
[Full Text][Citation analysis]		article1
2014Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article5
2020Tornado activity, house prices, and stock returns In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article12
2021Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2017Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare.(2017) In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare.(2017) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016Labor market dynamics, endogenous growth, and asset prices In: Economics Letters.
[Full Text][Citation analysis]		article6
2020The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index In: Economics Letters.
[Full Text][Citation analysis]		article5
2025Who is Googling Trump’s tariffs—And why that matters In: Economics Letters.
[Full Text][Citation analysis]		article0
2025Weapons and wealth: Market reaction to Europe’s defense push In: Economics Letters.
[Full Text][Citation analysis]		article0
2015Matching the BRIC equity premium: A structural approach In: Emerging Markets Review.
[Full Text][Citation analysis]		article1
2021Global temperature, R&D expenditure, and growth In: Energy Economics.
[Full Text][Citation analysis]		article17
2018Global temperature, R&D expenditure, and growth.(2018) In: Bank of Lithuania Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2017Global temperature, R&D expenditure, and growth.(2017) In: SAFE Working Paper Series.
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2022European green policy announcements and sectoral stock returns In: Energy Policy.
[Full Text][Citation analysis]		article5
2021From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article54
2024Financial market integration: A complex and controversial journey In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2016Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games In: Finance Research Letters.
[Full Text][Citation analysis]		article14
2017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article56
2014Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article24
2015International capital markets structure, preferences and puzzles: A “US–China World” In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article2
2017Which market integration measure? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article52
2016Which market integration measure?.(2016) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2012On the role of liquidity in emerging markets stock prices In: Research in Economics.
[Full Text][Citation analysis]		article8
2013Economic growth and poverty traps in sub-Saharan Africa: The role of education and TFP shocks In: Research in Economics.
[Full Text][Citation analysis]		article5
2014Understanding emerging market equity risk premia: Industries, governance and macroeconomic policy uncertainty In: Research in International Business and Finance.
[Full Text][Citation analysis]		article31
2019Non-macro-based Google searches, uncertainty, and real economic activity In: Research in International Business and Finance.
[Full Text][Citation analysis]		article14
2021Using past epidemics to estimate the macroeconomic implications of COVID-19: A bad idea! In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article7
2014Measuring Financial Integration: Evidence from Ten Industries in a “US-Emerging World” In: Contemporary Studies in Economic and Financial Analysis.
[Full Text][Citation analysis]		chapter0
2015Uncertainty shocks and policymakers’ behavior: evidence from the subprime crisis era In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2015Uncertainty shocks and policymakers’ behavior: evidence from the subprime crisis era In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2021Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach In: Computational Economics.
[Full Text][Citation analysis]		article24
2022Temperature Variability and the Macroeconomy: A World Tour In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article24
2019Understanding Macro and Asset Price Dynamics During the Climate Transition In: Bank of Lithuania Discussion Paper Series.
[Full Text][Citation analysis]		paper10
2016Investment-Specific Shocks, Business Cycles, and Asset Prices In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]		paper0
2016Investment-specific shocks, business cycles, and asset prices.(2016) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2017Technology Trade with Asymmetric Tax Regimes and Heterogeneous Labor Markets: Implications for Macro Quantities and Asset Prices In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Technology trade with asymmetric tax regimes and heterogeneous labour markets: Implications for macro quantities and asset prices.(2022) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2017Technology trade with asymmetric tax regimes and heterogeneous labor markets: Implications for macro quantities and asset prices.(2017) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2019Monetary policy, trade, and endogenous growth under different international financial market structures In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]		paper0
2021The Quadrilemma of a Small Open Circular Economy Through a Prism of the 9R Strategies In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]		paper2
2012The Equity Risk Premium: Empirical Evidence from Emerging Markets In: Working Papers CASMEF.
[Full Text][Citation analysis]		paper1
2013On the Dynamics of Industrial Stock Market Excess Returns In: Working Papers CASMEF.
[Full Text][Citation analysis]		paper0
2012Education vs TFP: Empirical Evidence from The Sub-Saharan Countries In: Working Papers LuissLab.
[Full Text][Citation analysis]		paper3
2012Education vs TFP: Empirical Evidence from The Sub-Saharan Countries.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2015Technological Progress, Investment Frictions and Business Cycle: New Insights from a Neoclassical Growth Model In: Working Papers LuissLab.
[Full Text][Citation analysis]		paper0
2013Movements and co-movements across the European asset classes: portfolio allocations and policy implications In: Rivista Bancaria - Minerva Bancaria.
[Full Text][Citation analysis]		article1
2022Global risks, the macroeconomy, and asset prices In: Empirical Economics.
[Full Text][Citation analysis]		article3
2025Essentials of Financial Economics In: Springer Texts in Business and Economics.
[Citation analysis]		book0
2025Choice Under Uncertainty In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2025Modern Portfolio Theory In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2025The Capital Asset Pricing Model In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2025Empirical Analysis of the CAPM In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2025The Consumption CAPM In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2025Arbitrage Pricing Theory and Multifactor Models In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2025Empirical Cross-Sectional Asset Pricing In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2025The Black–Litterman Model In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2025Event-Study Analysis In: Springer Texts in Business and Economics.
[Citation analysis]		chapter0
2011Is Stock Always the Right Choice? Should Naive Investors Avoid Stock Markets? In: Advances in Management and Applied Economics.
[Full Text][Citation analysis]		article0
2012The Equity Premium Puzzle: Pitfalls in Estimating the Coefficient of Relative Risk Aversion In: Journal of Applied Finance & Banking.
[Full Text][Citation analysis]		article5
2015Google search-based metrics, policy-related uncertainty and macroeconomic conditions In: Applied Economics Letters.
[Full Text][Citation analysis]		article30
2016Differences in measures of the fiscal multiplier and the reduced-form vector autoregression In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2020On the role of domestic and international financial cyclical factors in driving economic growth In: Applied Economics.
[Full Text][Citation analysis]		article2
2013Global integration and emerging stock market excess returns In: Macroeconomics and Finance in Emerging Market Economies.
[Full Text][Citation analysis]		article3
2015Asian stock markets, US economic policy uncertainty and US macro-shocks In: New Zealand Economic Papers.
[Full Text][Citation analysis]		article8
2010Understanding the Global Demand Collapse: Empirical Analysis and Optimal Policy Response In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Why Should Naive Investors Avoid Stock Markets ? In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Emerging Stock Premia: Do Industries Matter? In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Measuring Financial Integration: Lessons from the Correlation In: Working Papers.
[Full Text][Citation analysis]		paper4
2018Migration Fear, Uncertainty, and Macroeconomic Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Temperature Volatility Risk In: Working Papers.
[Full Text][Citation analysis]		paper36
2019Risk weighting, private lending and macroeconomic dynamics In: Discussion Papers.
[Full Text][Citation analysis]		paper1
2015A novel ex-ante leading indicator for the EU industrial production In: SAFE Working Paper Series.
[Citation analysis]		paper0
2016Globally dangerous diseases: Bad news for Main Street, good news for Wall Street? In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper7
2015Austerity, fiscal uncertainty, and economic growth: Insights from fiscally weak EU countries In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper1

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