20
H index
30
i10 index
1200
Citations
Open Universiteit | 20 H index 30 i10 index 1200 Citations RESEARCH PRODUCTION: 78 Articles 26 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bart Frijns. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 6 |
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 5 |
Year ![]() | Title of citing document ![]() | |
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2024 | Does News Media Affect Firm Innovation in Emerging Markets? Evidence from China. (2024). Luo, Guqiang ; Zhu, Nathan Zhenghang ; Wang, Kun Tracy. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:4:p:709-751. Full description at Econpapers || Download paper | |
2024 | Environmental pressure and board gender diversity: Evidence from the European Union Emission Trading System. (2024). Torsin, Wouter ; Struyfs, Kristof ; Schoubben, Frederiek ; Dutordoir, Marie. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:3911-3935. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Discrimination announcements, employee opinion, and capital structure: Evidence from the EEOC. (2024). Barnes, Spencer. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:745-777. Full description at Econpapers || Download paper | |
2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082. Full description at Econpapers || Download paper | |
2025 | From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices. (2025). Zhang, Shumeng ; Ka, Charles ; Guo, Naijia. In: ISER Discussion Paper. RePEc:dpr:wpaper:1274. Full description at Econpapers || Download paper | |
2024 | Societal secrecy and ADR IPOs underpricing. (2024). Simpson, Marc W ; Ngo, Thanh ; Grossmann, Axel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000030. Full description at Econpapers || Download paper | |
2024 | Board gender diversity reform and corporate carbon emissions. (2024). Kowalewski, Oskar ; Duan, Tinghua ; Guo, Siyue ; Barroso, Raul. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000786. Full description at Econpapers || Download paper | |
2024 | Political uncertainty and institutional herding. (2024). Montone, Maurizio ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000890. Full description at Econpapers || Download paper | |
2024 | Pairs trading with costly short-selling. (2024). Xu, Jing ; Yang, Peiquan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001337. Full description at Econpapers || Download paper | |
2024 | Market segments and pricing of fine wines over their lifecycle. (2024). Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002724. Full description at Econpapers || Download paper | |
2024 | Does twitter economic uncertainty matter for wheat prices?. (2024). Fakih, Ali ; Elgammal, Walid ; Alamah, Zein. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004895. Full description at Econpapers || Download paper | |
2024 | Foreign portfolio investments and voting bias in the Eurovision Song Contest. (2024). Giofre, Maela. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524003872. Full description at Econpapers || Download paper | |
2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper | |
2024 | Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing. (2024). Balli, Hatice ; Dang, Tam Hoang-Nhat ; Nguyen, Hannah. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000173. Full description at Econpapers || Download paper | |
2024 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper | |
2024 | Dose digital transformation contribute to improving financing efficiency? Evidence and implications for energy enterprises in China. (2024). Zhou, LI ; Chen, Shanshan ; Gao, Weiyan ; Zhang, Ruchuan ; Li, Aijun. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224010442. Full description at Econpapers || Download paper | |
2024 | Director foreign experience: Geographic specificity and value implication. (2024). Zhao, Hong ; Tao, Ran ; Belaounia, Samia. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005148. Full description at Econpapers || Download paper | |
2024 | The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x. Full description at Econpapers || Download paper | |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper | |
2024 | Friends in media: Implications of media connections for analyst forecast optimism. (2024). Vakilzadeh, Hamid ; Mammadov, Babak ; Hossain, Md Miran. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001145. Full description at Econpapers || Download paper | |
2024 | Across the faultlines: A multi-dimensional index to measure and assess board diversity. (2024). Omara, Hossam ; Bamber, Matthew ; Elshandidy, Tamer. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001637. Full description at Econpapers || Download paper | |
2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper | |
2024 | Ecological product value accounting and analyst behavior. (2024). Wang, Hongmei ; Sun, Jing ; Li, Zhe ; Ben, Fang ; Zhao, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002059. Full description at Econpapers || Download paper | |
2024 | Merchant guild culture and cash holdings: Evidence from China. (2024). Zhao, Xiangfang ; Long, Zhineng ; Wang, Xiaoyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002369. Full description at Econpapers || Download paper | |
2024 | Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618. Full description at Econpapers || Download paper | |
2024 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2024). Nielsen, Ole Linnemann ; Posselt, Anders Merrild. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003533. Full description at Econpapers || Download paper | |
2024 | Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253. Full description at Econpapers || Download paper | |
2024 | The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496. Full description at Econpapers || Download paper | |
2024 | Improved estimation of the correlation matrix using reinforcement learning and text-based networks. (2024). Simaan, Majeed ; Ndiaye, Papa Momar ; Lu, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005040. Full description at Econpapers || Download paper | |
2024 | Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490. Full description at Econpapers || Download paper | |
2024 | Terrorism, national security, and takeover performance. (2024). Ghufran, Bushra ; Breuer, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005660. Full description at Econpapers || Download paper | |
2024 | The impact of energy diversification on firm performance: The moderating role of corporate social responsibility. (2024). Gözgör, Giray ; Mousavi, Mohammad Mahdi ; Li, Jing ; Ho, Thang ; Gozgor, Giray. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006367. Full description at Econpapers || Download paper | |
2024 | Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Sampath, Aravind ; Natashekara, Karthik. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813. Full description at Econpapers || Download paper | |
2024 | Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502. Full description at Econpapers || Download paper | |
2024 | Impacts of gender inequality on international trade and innovation. (2024). Nam, Hyun-Jung ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003969. Full description at Econpapers || Download paper | |
2024 | Executive team restructuring and corporate ESG disclosure quality. (2024). Liu, Yong ; Bai, Chengyu. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006846. Full description at Econpapers || Download paper | |
2024 | Party organizations’ participation in board governance and corporate supply chain stability. (2024). Zou, Tong ; Wang, Tianbo ; Zhao, Liang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008900. Full description at Econpapers || Download paper | |
2024 | Impacts of trade and institutional quality on carbon emissions in transition economies. (2024). Nam, Hyun-Jung ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009024. Full description at Econpapers || Download paper | |
2024 | A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164. Full description at Econpapers || Download paper | |
2024 | The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496. Full description at Econpapers || Download paper | |
2024 | Exploring the drivers of investment in Fintech: Board composition and home bias in banking. (2024). Previtali, Daniele ; Gallo, Serena ; del Gaudio, Belinda Laura. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000164. Full description at Econpapers || Download paper | |
2024 | National culture and banks stock volatility. (2024). Varon, Eva ; Galil, Koresh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123002007. Full description at Econpapers || Download paper | |
2024 | The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Wustenfeld, Jan ; Geldner, Teo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295. Full description at Econpapers || Download paper | |
2024 | International crash risk premium. (2024). Chen, Steven Shu-Hsiu. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000805. Full description at Econpapers || Download paper | |
2024 | Secrecy culture and sensitivity of investment to stock prices: Evidence from emerging markets. (2024). Farooq, Omar ; Tanos, Barbara Abou ; Ahmed, Neveen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001112. Full description at Econpapers || Download paper | |
2024 | Corporate culture and M&A deals: Using text from crowdsourced employer reviews to measure cultural differences. (2024). Reichmann, Doron ; Kaya, Devrimi ; Hertel, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000384. Full description at Econpapers || Download paper | |
2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper | |
2024 | Voting for insider trading regulation. An experimental study of informed and uninformed traders’ preferences. (2024). Stckl, Thomas ; Schmidt, Dominik ; Palan, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002097. Full description at Econpapers || Download paper | |
2024 | Religion and branch banking. (2024). Lee, Junyong ; Oh, Frederick Dongchuhl. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000433. Full description at Econpapers || Download paper | |
2024 | Foreign institutional ownership and Cross-Listing. (2024). Tsang, Albert ; Kong, Xiangting ; Yan, Shuo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001808. Full description at Econpapers || Download paper | |
2024 | Analyst distance and credit rating consistency. (2024). Loffler, Gunter ; Guettler, Andre ; Altdorfer, Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000421. Full description at Econpapers || Download paper | |
2024 | Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility. (2024). Janzen, Joseph P ; Bunek, Gabriel D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000011. Full description at Econpapers || Download paper | |
2024 | The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683. Full description at Econpapers || Download paper | |
2024 | Religion and corporate innovation. (2024). Shin, Donglim ; Oh, Frederick Dongchuhl ; Lee, Junyong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x2300052x. Full description at Econpapers || Download paper | |
2024 | Kinetic model for asset allocation with strategy switching. (2024). Feng, Huarong ; Hu, Chunhua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000256. Full description at Econpapers || Download paper | |
2024 | Impact of agricultural and energy prices on the biofuels market through a VAR-VEC model. (2024). Pimentel, Liliana Marques ; de Almeida, Leandro ; de Paula, Ana Catarina. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011984. Full description at Econpapers || Download paper | |
2024 | Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods. (2024). Gomez-Bravo, Yuli Paola ; Sanchez-Barrios, Luis Javier ; Lukanima, Benedicto Kulwizira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:478-497. Full description at Econpapers || Download paper | |
2024 | How does boardroom diversity influence the relationship between ESG and firm financial performance?. (2024). Luo, Chengdi ; Gao, Jun ; Wu, Zihao ; Shi, Guanqun ; Xu, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:713-730. Full description at Econpapers || Download paper | |
2024 | Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761. Full description at Econpapers || Download paper | |
2024 | Greenwashing, bank financial performance and the moderating role of gender diversity. (2024). Nabeel-Ud, Raja ; Chiappini, Helen ; Birindelli, Giuliana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000278. Full description at Econpapers || Download paper | |
2024 | Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514. Full description at Econpapers || Download paper | |
2024 | Recession 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. Full description at Econpapers || Download paper | |
2025 | Are base layer blockchains establishing a new sector? Evidence from a connectedness approach. (2025). Lee, Geul ; Ryu, Doojin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004471. Full description at Econpapers || Download paper | |
2024 | The role of future time reference in cross-listing decisions: Cross-country evidence. (2024). Sun, Jiawei ; Lien, Donald ; Lian, Zeng. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:112:y:2024:i:c:s2214804324000971. Full description at Econpapers || Download paper | |
2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Gusella, Filippo ; Gatti, Domenico Delli. In: Working Papers - Economics. RePEc:frz:wpaper:wp2024_05.rdf. Full description at Econpapers || Download paper | |
2025 | Price Interaction Between Crude Oil, Selected Grains, and Oilseeds in South Africa. (2025). Muchopa, Chiedza L ; Ledwaba, Kgabo Lucracia ; Belete, Abenet. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:2:p:618-:d:1567163. Full description at Econpapers || Download paper | |
2025 | Does Board Diversity Drive Sustainability? Evidence from UK-Listed Companies. (2025). , Mohamed ; Bouaddi, Mohammed ; Elmoursy, Hanan ; Elbayuomi, Ahmed F ; Emadeldeen, Rehab. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1177-:d:1581566. Full description at Econpapers || Download paper | |
2024 | A Merged Two-Dimensional Approach to Evaluating the Efficient Performance of Non-Financial Companies Listed on the Regional Securities Exchange SA (BRVM). (2024). Goudiaby, Kba Aly ; Deh, Amon Anik. In: International Business Research. RePEc:ibn:ibrjnl:v:17:y:2024:i:2:p:1. Full description at Econpapers || Download paper | |
2024 | Board Gender Diversity Reform and Corporate Carbon Emissions. (2023). Kowalewski, Oskar ; Guo, Siyue ; Duan, Tinghua ; Barroso, Raul. In: Working Papers. RePEc:ies:wpaper:f202302. Full description at Econpapers || Download paper | |
2024 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper | |
2024 | Boardroom Diversity and Carbon Emissions: Evidence from the UK Firms. (2024). Khatri, Ishwar. In: Journal of Business Ethics. RePEc:kap:jbuset:v:195:y:2024:i:4:d:10.1007_s10551-024-05675-2. Full description at Econpapers || Download paper | |
2024 | Financial literacy and advice perceptions among UK higher education students: an ethnicity tale?. (2024). Leone, Vitor ; Thompson, Piers. In: Review of Economics of the Household. RePEc:kap:reveho:v:22:y:2024:i:2:d:10.1007_s11150-023-09667-5. Full description at Econpapers || Download paper | |
2024 | How organizational board compositions lead to a higher job satisfaction: an empirical analysis of US and UK companies. (2024). Darwish, Tamer K ; Abdelqader, Muath ; Aly, Doaa ; Toporkiewicz, Anna ; Hasan, Arshad. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:21:y:2024:i:2:d:10.1057_s41310-023-00191-7. Full description at Econpapers || Download paper | |
2024 | Impact of financial literacy on financial well-being: a mediational role of financial self-efficacy. (2024). Bhat, Suhail Ahmad ; Lone, Umer Mushtaq. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:29:y:2024:i:1:d:10.1057_s41264-022-00183-8. Full description at Econpapers || Download paper | |
2024 | COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Shi, Haili ; Sun, Yiru ; Zhang, Yongmin ; Zhao, Yingxue ; Ding, Shusheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6. Full description at Econpapers || Download paper | |
2024 | Effects of digital trade export on wage inequality among enterprises: evidence from China. (2024). Yuan, Honglin ; Zhou, Liping. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04061-7. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2017 | Surprise and Dispersion: Informational Impact of USDA Announcements In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. [Full Text][Citation analysis] | paper | 8 |
2019 | Surprise and dispersion: informational impact of USDA announcements.(2019) In: Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2015 | On the Role of Cultural Distance in the Decision to Cross€ List In: European Financial Management. [Full Text][Citation analysis] | article | 9 |
2006 | Inferring Public and Private Information from Trades and Quotes In: The Financial Review. [Full Text][Citation analysis] | article | 2 |
2013 | Do Criminal Sanctions Deter Insider Trading? In: The Financial Review. [Full Text][Citation analysis] | article | 3 |
2017 | Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets In: The Financial Review. [Full Text][Citation analysis] | article | 9 |
2019 | Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures In: The Financial Review. [Full Text][Citation analysis] | article | 8 |
2024 | Board cultural diversity and firm performance under competitive pressures In: The Financial Review. [Full Text][Citation analysis] | article | 1 |
2019 | Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Quote dynamics of cross‐listed stocks In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 12 |
2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2008 | INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD In: Journal of Financial Research. [Full Text][Citation analysis] | article | 18 |
2004 | Price Discovery in Tick Time In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2009 | Price discovery in tick time.(2009) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2009 | Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 66 |
2010 | Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2010 | Behavioral heterogeneity in the option market.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2009 | A Volatility Targeting GARCH model with Time-Varying Coefficients In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Modelling structural changes in the volatility process In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2011 | Modeling structural changes in the volatility process.(2011) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2011 | Cultural Values, CEO Risk Aversion and Corporate Takeovers In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2012 | Sentiment Trades and Option Prices In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 14 |
2014 | Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy. [Full Text][Citation analysis] | article | 20 |
2016 | The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 68 |
2006 | Nonlinear dynamics in Nasdaq dealer quotes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
2005 | Nonlinear dynamics in Nasdaq dealer quotes.(2005) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2018 | Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 8 |
2021 | The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2021 | The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2024 | Effects of option incentive compensation on corporate innovation: The case of China In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
2015 | Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 23 |
2017 | When no news is good news – The decrease in investor fear after the FOMC announcement In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 32 |
2023 | US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
2016 | Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics. [Full Text][Citation analysis] | article | 45 |
2016 | Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 18 |
2018 | The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
2018 | NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2022 | Cultural diversity among directors and corporate social responsibility In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2022 | Cultural diversity among directors and corporate social responsibility.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2022 | Who buys Bitcoin? The cultural determinants of Bitcoin activity In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2022 | Who buys Bitcoin? The cultural determinants of Bitcoin activity.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2024 | On practitioners closed-form GARCH option pricing In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2015 | Cross-listing decisions and the foreign bias of investors In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2022 | National culture and corporate risk-taking around the world In: Global Finance Journal. [Full Text][Citation analysis] | article | 8 |
2023 | The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
2024 | Trade openness and income inequality: The moderating role of institutional quality In: Global Finance Journal. [Full Text][Citation analysis] | article | 6 |
2017 | Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 23 |
2010 | The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 41 |
2010 | A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 124 |
2012 | Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 26 |
2013 | Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 63 |
2014 | Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 41 |
2012 | Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2015 | The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
2018 | The skewness of commodity futures returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 73 |
2018 | The skewness of commodity futures returns.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 73 | paper | |
2018 | Institutional trading and asset pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Herding in analysts’ recommendations: The role of media In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 30 |
2020 | Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
2008 | On the determinants of portfolio choice In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 28 |
2022 | Profit margin hedging in the New Zealand dairy farming industry In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 3 |
2008 | The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 36 |
2019 | The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
In: . [Full Text][Citation analysis] | article | 0 | |
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2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
2011 | Heterogeneity and sentiment in the stock market In: International Journal of Behavioural Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2012 | Firm efficiency and stock returns In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 17 |
2012 | Sentiment Trades and Option Prices In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
2002 | The Dynamics of Dealer Quoting Behavior In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
2019 | Time-varying contemporaneous spillovers during the European Debt Crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Precious metals, oil and the exchange rate: contemporaneous spillovers In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
2019 | Behavioural heterogeneity in wine investments In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2019 | Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
2020 | Pairs trading of Chinese and international commodities In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
2008 | Forecasting daily volatility with intraday data In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
2008 | The New Zealand implied volatility index In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 2 |
2018 | Behavioural heterogeneity in the New Zealand stock market In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 0 |
2019 | Turn of the Month effect in the New Zealand stock market In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 4 |
2013 | Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 10 |
2007 | Insider trading laws what works and what doesnt In: Competition & Regulation Times. [Full Text][Citation analysis] | paper | 0 |
2007 | Elements of Effective Insider Trading Laws In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Elements of Effective Insider Trading Laws In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2010 | The information content of implied volatility: Evidence from Australia In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 47 |
2013 | Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets. [Citation analysis] | article | 18 |
2015 | The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2016 | On the Intraday Relation Between the VIX and its Futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 27 |
2018 | A comprehensive look at the return predictability of variance risk premia In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 13 |
2018 | Determinants of intraday price discovery in VIX exchange traded notes In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
2018 | Volatility discovery and volatility quoting on markets for options and warrants In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2019 | Properties and the predictive power of implied volatility in the New Zealand dairy market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2020 | The determinants of price discovery on bitcoin markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 37 |
2022 | Editors Note In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2014 | Institutional Trading and Stock Returns: Evidence from China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 5 |
2010 | INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2019 | Noise trading and informational efficiency In: EconStor Preprints. [Citation analysis] | paper | 0 |
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