13
H index
16
i10 index
665
Citations
University of Hull | 13 H index 16 i10 index 665 Citations RESEARCH PRODUCTION: 85 Articles 6 Papers 1 Chapters EDITOR: Series edited RESEARCH ACTIVITY: 28 years (1996 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phu153 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Simon Hudson. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / Bangor Business School, Prifysgol Bangor University (Cymru / Wales) | 4 |
Working Paper series, University of East Anglia, Centre for Competition Policy (CCP) / Centre for Competition Policy, University of East Anglia, Norwich, UK. | 2 |
Year | Title of citing document |
---|---|
2023 | The shock of war: do trade relations impact the reaction of stock markets to the Russian invasion of Ukraine?. (2023). Barichello, Richard ; Wielechowski, Micha ; Czech, Katarzyna. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:1:p:14-27. Full description at Econpapers || Download paper |
2023 | Learning in a Small/Big World. (2020). Kin, Benson Tsz. In: Papers. RePEc:arx:papers:2009.11917. Full description at Econpapers || Download paper |
2023 | Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: Papers. RePEc:arx:papers:2310.17473. Full description at Econpapers || Download paper |
2024 | Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup. (2024). Demir, Ender ; Ante, Lennart ; Saggu, Aman. In: Papers. RePEc:arx:papers:2403.15810. Full description at Econpapers || Download paper |
2023 | Long-Run Trends and Cycles in US House Prices. (2023). Gil-Alana, Luis Alberiko ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10751. Full description at Econpapers || Download paper |
2023 | Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557. Full description at Econpapers || Download paper |
2023 | A bibliometric analysis of the disposition effect: Origins and future research avenues. (2023). Vicente, Luis ; Ortiz, Cristina ; Gutierrez-Nieto, Begoa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200096x. Full description at Econpapers || Download paper |
2023 | Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072. Full description at Econpapers || Download paper |
2023 | A literature review on extreme price movements with reversal. (2023). Steffen, Viktoria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000205. Full description at Econpapers || Download paper |
2023 | The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market. (2023). Zhang, Jie ; Gao, Zhenbin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000384. Full description at Econpapers || Download paper |
2024 | Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles. (2024). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting ; Xiang, Feiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000810. Full description at Econpapers || Download paper |
2024 | Female board members, financial constraints, and internal control quality: New insights following COSOs 2013 framework. (2024). Elsayed, Mohamed ; Qin, Xuezhi ; Ebaya, Ahmad. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300472x. Full description at Econpapers || Download paper |
2024 | Coup détat in Africa and stock market returns: The case of French companies. (2024). Wahyono, Budi ; Gupta, Praveen ; Boungou, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s016517652400137x. Full description at Econpapers || Download paper |
2023 | Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312. Full description at Econpapers || Download paper |
2023 | Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078. Full description at Econpapers || Download paper |
2023 | The impact of the Russian-Ukrainian war on global financial markets. (2023). Sivaprasad, Sheeja ; Petropoulou, Athina ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300114x. Full description at Econpapers || Download paper |
2023 | Data vs. information: Using clustering techniques to enhance stock returns forecasting. (2023). Fernandez Bariviera, Aurelio ; Quiroga, Facundo Manuel ; Saenz, Javier Vasquez. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001734. Full description at Econpapers || Download paper |
2023 | Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks. (2023). Tiwari, Aviral ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004647. Full description at Econpapers || Download paper |
2024 | Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650. Full description at Econpapers || Download paper |
2024 | Unconscious thoughts as a spur and halt on good financial decisioning making. (2024). Forbes, William. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005288. Full description at Econpapers || Download paper |
2024 | CEO media coverage and cash holdings. (2024). Gupta, Prashant ; Kumar, Satish ; Ahmed, Mohamed Shaker ; Bamel, Nisha. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005574. Full description at Econpapers || Download paper |
2024 | Are female directors more inclined to avoid risks?. (2024). Zhang, Jiewei ; Yang, YI ; Wang, Zhenjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000449. Full description at Econpapers || Download paper |
2023 | Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372. Full description at Econpapers || Download paper |
2023 | Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. (2023). Vo, Xuan Vinh ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005657. Full description at Econpapers || Download paper |
2023 | Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725. Full description at Econpapers || Download paper |
2023 | Stock liquidity and controlling shareholders encroachment of private interests: Evidence from China. (2023). Liu, Hao ; Gu, Xiang ; He, Xiqiong. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004920. Full description at Econpapers || Download paper |
2024 | Impact of CEO overconfidence on enterprise digital transformation: Moderating effect based on digital finance. (2024). Ma, Jing ; Li, NA ; Zhu, Changchun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010607. Full description at Econpapers || Download paper |
2024 | Return prediction: A tree-based conditional sort approach with firm characteristics. (2024). Zhang, Yuan ; Wang, Nianling. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011984. Full description at Econpapers || Download paper |
2024 | Testing the credibility of crypto influencers: An event study on Bitcoin. (2024). Sandner, Philipp ; Welpe, Isabell M ; Meyer, Eva Andrea. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012369. Full description at Econpapers || Download paper |
2024 | Impact of cross-border capital flows on foreign exchange market stability. (2024). Chen, Qionghao ; Ye, Ying ; Peng, Donghui. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001855. Full description at Econpapers || Download paper |
2024 | The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Elsayed, Ahmed ; Khalfaoui, Rabeh ; Helmi, Mohamad Husam. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100. Full description at Econpapers || Download paper |
2023 | Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup. (2023). Drummond, Philip A. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000581. Full description at Econpapers || Download paper |
2023 | The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947. Full description at Econpapers || Download paper |
2023 | Fan tokens: Sports and speculation on the blockchain. (2023). Zimmermann, Lukas ; Scharnowski, Stefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001488. Full description at Econpapers || Download paper |
2024 | Economic sanctions sentiment and global stock markets. (2024). Abakah, Emmanuel ; Li, Yanshuang ; Tiwari, Aviral Kumar ; Yousaf, Imran ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786. Full description at Econpapers || Download paper |
2023 | Hollywood, Wall Street, and Mistrusting Individual Investors. (2023). Mayer, Maximilian ; Lenz, Guido. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:210:y:2023:i:c:p:117-138. Full description at Econpapers || Download paper |
2023 | The price of war: Effect of the Russia-Ukraine war on the global financial market. (2023). Kumar, Rahul ; Gupta, Deeksha ; Assaf, Rima. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000403. Full description at Econpapers || Download paper |
2023 | The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Nazif ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682. Full description at Econpapers || Download paper |
2023 | Russia-Ukraine conflict: The effect on European banks’ stock market returns. (2023). Gouveia, Ricardo ; Correia, Pedro ; Martins, Antonio Miguel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:67:y:2023:i:c:s1042444x23000051. Full description at Econpapers || Download paper |
2023 | Institutional ownership and momentum in the Chinese A-share market. (2023). Wang, Peng ; Xiong, Tao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000860. Full description at Econpapers || Download paper |
2023 | Board diversity and the marginal value of corporate cash holdings. (2023). Xue, Kunkun ; Yang, Hanping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001142. Full description at Econpapers || Download paper |
2023 | Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict. (2023). Hunjra, Ahmed ; Alshater, Muneer ; Yousaf, Imran ; Li, Yanshuang ; Bouri, Elie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002342. Full description at Econpapers || Download paper |
2023 | Correlation-based investment strategies: A comparison between Chinese and US stock markets. (2023). Liu, Jiajun ; Xing, Ruina ; Zhang, Zhehao ; Shao, Yifei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x2300238x. Full description at Econpapers || Download paper |
2023 | An intraday analysis of block orders on the Taiwan Stock Exchange. (2023). Wu, Yi-Hsien ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:133-147. Full description at Econpapers || Download paper |
2023 | Predicting SMEs’ default risk: Evidence from bank-firm relationship data. (2023). Formisano, Vincenzo ; Gallucci, Carmen ; Pietrovito, Filomena ; Modina, Michele. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:254-268. Full description at Econpapers || Download paper |
2023 | Measuring the response of clean energy stock price volatility to extreme shocks. (2023). Luo, Keyu ; Peng, Lijuan ; Wang, LU ; Zhang, LI. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:1289-1300. Full description at Econpapers || Download paper |
2023 | The seasonality of lottery-like stock returns. (2023). Yeo, Ben ; Singh, Ranjodh ; Yang, Joey W ; Gould, John. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:383-400. Full description at Econpapers || Download paper |
2023 | Abnormal trading volume, news and market efficiency: Evidence from the Jamaica Stock Exchange. (2023). Swidler, Steve ; Wright, Calvin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001908. Full description at Econpapers || Download paper |
2023 | The evolvement of momentum effects in China: Evidence from functional data analysis. (2023). Wang, Shixuan ; Teka, Hanen ; Liu, Zhenya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002197. Full description at Econpapers || Download paper |
2023 | Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Berri, Paulo Victor. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000612. Full description at Econpapers || Download paper |
2023 | Border disputes, conflicts, war, and financial markets research: A systematic review. (2023). Pandey, Dharen ; Kumar, Satish ; Lucey, Brian M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000983. Full description at Econpapers || Download paper |
2023 | Revisiting overconfidence in investment decision-making: Further evidence from the U.S. market. (2023). Abedin, Mohammad Zoynul ; Harasheh, Murad ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s027553192300154x. Full description at Econpapers || Download paper |
2024 | Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096. Full description at Econpapers || Download paper |
2023 | Interpretable high-stakes decision support system for credit default forecasting. (2023). Wang, Yong ; Li, Minghao ; Zhang, Xuantao ; Sun, Weixin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:196:y:2023:i:c:s0040162523005103. Full description at Econpapers || Download paper |
2024 | Long-horizon predictions of credit default with inconsistent customers. (2024). Zhou, Ying ; Dong, Bingjie ; Chi, Guotai ; Jin, Peng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006935. Full description at Econpapers || Download paper |
2023 | Can Digital Inclusive Finance Improve the Financial Performance of SMEs?. (2023). Zhu, Keying ; Kong, Xinyan ; Huang, Huiqin ; Yu, Wei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1867-:d:1040214. Full description at Econpapers || Download paper |
2023 | A tale of dualization: accounting for the partial marketization of regulated savings in France. (2023). Benoit, Cyril ; Massoc, Elsa Clara. In: Post-Print. RePEc:hal:journl:hal-04220435. Full description at Econpapers || Download paper |
2024 | What Mattered Most in the Brexit Vote? Evidence from Detailed Regression and Decomposition Analysis. (2024). Robinson, Catherine ; Blackaby, David H ; Drinkwater, Stephen. In: IZA Discussion Papers. RePEc:iza:izadps:dp16841. Full description at Econpapers || Download paper |
2023 | Beta estimation in the European network regulation context: what matters, what doesn’t, and what is indispensable. (2023). Stehle, Richard ; Betzer, Andre ; Bazhutov, Dmitry. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00428-z. Full description at Econpapers || Download paper |
2023 | The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets. (2023). Rink, Kevin. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:37:y:2023:i:4:d:10.1007_s11408-023-00433-2. Full description at Econpapers || Download paper |
2023 | U.S. House Prices by Census Division: Persistence, Trends and Structural Breaks. (2023). Caporale, Guglielmo Maria ; Gil-Alana, Luis Alberiko. In: International Advances in Economic Research. RePEc:kap:iaecre:v:29:y:2023:i:1:d:10.1007_s11294-023-09868-9. Full description at Econpapers || Download paper |
2023 | Financial ratios, corporate governance and bank-firm information: a Bayesian approach to predict SMEs’ default. (2023). Formisano, Vincenzo ; Modina, Michele ; Santullli, Rosalia ; Gallucci, Carmen. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:3:d:10.1007_s10997-021-09614-5. Full description at Econpapers || Download paper |
2023 | Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx. Full description at Econpapers || Download paper |
2023 | Effects of COVID-19 on Global Financial Markets: Evidence from Qualitative Research for Developed and Developing Economies. (2023). Taghizadeh-Hesary, Farhad ; Sarker, Tapan ; Rasoulinezhad, Ehsan ; Zhao, Linhai. In: The European Journal of Development Research. RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-021-00494-x. Full description at Econpapers || Download paper |
2023 | Favourable funding conditions: friend or foe of shipping M&As?. (2023). Antypas, Nikolaos ; Gulnur, Arman. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:25:y:2023:i:4:d:10.1057_s41278-023-00272-y. Full description at Econpapers || Download paper |
2023 | Implications of war on the food, beverage, and tobacco industry in South Korea. (2023). Choi, Gyu Sang ; Gul, Junaid M ; Bhadra, Madhusmita. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01659-1. Full description at Econpapers || Download paper |
2023 | How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2023). Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:117094. Full description at Econpapers || Download paper |
2023 | Stock Markets’ Reactions to the Announcement of the Hosts. An Event Study in the Analysis of Large Sporting Events in the Years 1976–2032. (2023). Potrykus, Marcin ; Zawadzki, Krystian M. In: Journal of Sports Economics. RePEc:sae:jospec:v:24:y:2023:i:6:p:759-800. Full description at Econpapers || Download paper |
2023 | Foreign exchange trading and management with the stochastic dual dynamic programming method. (2023). Sepulveda-Hurtado, Guillermo Alexander ; Reus, Lorenzo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00433-7. Full description at Econpapers || Download paper |
2023 | Analysis of an event study using the Fama–French five-factor model: teaching approaches including spreadsheets and the R programming language. (2023). Cuadros, Jordi ; Prior, Francesc ; Serrano, Vanessa ; Martinez-Blasco, Monica. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00477-3. Full description at Econpapers || Download paper |
2023 | Artificial neural network analysis of the day of the week anomaly in cryptocurrencies. (2023). Akkaya, Neslihan Saygili ; Ate, Gizem ; Abaci, Hilal ; Tosunolu, Nuray. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00499-x. Full description at Econpapers || Download paper |
2023 | Ukraine–Russia Conflict and Stock Markets Reactions in Europe. (2023). Shafique, Sujana ; Sutradhar, Soma Rani ; Hasan, Fakhrul ; Das, Bijoy Chandra. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:24:y:2023:i:3:d:10.1007_s40171-023-00345-0. Full description at Econpapers || Download paper |
2023 | How relative competitive strength moderates stock price responses after European soccer tournaments. (2023). Beurden, Jarmo ; Schertler, Andrea. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:8:d:10.1007_s11573-023-01145-9. Full description at Econpapers || Download paper |
2023 | Measuring SMEs Risk – Evidence from Malaysia. (2023). Harith, Samir ; Bai, Min. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00496-3. Full description at Econpapers || Download paper |
2023 | Cryptocurrency factor momentum. (2023). Zaremba, Adam ; Metko, Daniel ; Liedtke, Gerrit ; Fieberg, Christian. In: Quantitative Finance. RePEc:taf:quantf:v:23:y:2023:i:12:p:1853-1869. Full description at Econpapers || Download paper |
2023 | Financial distress, free cash flow, and interfirm payment network: Evidence from an agentâ€based model. (2020). Dannabuitrago, Jenny P ; Stellian, Remi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:598-616. Full description at Econpapers || Download paper |
2023 | Incomplete information model of credit default of micro and small enterprises. (2023). Wang, Suyang ; Chen, Tingqiang. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2956-2974. Full description at Econpapers || Download paper |
2023 | Corporate failure prediction using threshold?based models. (2022). Veganzones, David. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:956-979. Full description at Econpapers || Download paper |
2023 | Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988. Full description at Econpapers || Download paper |
2023 | Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: SAFE Working Paper Series. RePEc:zbw:safewp:279783. Full description at Econpapers || Download paper |
Journal | |
---|---|
Review of Behavioral Finance |
Year | Title | Type | Cited |
---|---|---|---|
In: . [Full Text][Citation analysis] | article | 0 | |
2008 | Comparative performance of UK mutual building societies and stock retail banks: further evidence In: Accounting and Finance. [Full Text][Citation analysis] | article | 4 |
2015 | Informed Trading and Market Structure In: European Financial Management. [Full Text][Citation analysis] | article | 0 |
2008 | Trading Frictions and Market Structure: An Empirical Analysis In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 3 |
2011 | Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Should the joint provision of credit insurance with unsecured lending be prohibited? An examination of the UK payment protection insurance market.(2009) In: Working Paper series, University of East Anglia, Centre for Competition Policy (CCP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2011 | The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | The price, quality and distribution of mortgage payment protection insurance: A hedonic pricing approach.(2017) In: The British Accounting Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2012 | Rationalizing the Value Premium under Economic Fundamentals in an Emerging Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | The Influence of Product Age on Pricing Decisions: An examination of bank deposit interest rate setting In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2014 | The influence of product age on pricing decisions: An examination of bank deposit interest rate setting.(2014) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2013 | New Evidence of Technical Trading Profitability In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2017 | Stock predictability and preceding stock price changes – evidence from central and eastern european markets In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2023 | Testing for herding using different return definitions: a comparison between simple and logarithmic returns In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2014 | Adapting financial rationality: Is a new paradigm emerging? In: CRITICAL PERSPECTIVES ON ACCOUNTING. [Full Text][Citation analysis] | article | 9 |
2010 | Technical trading rules and calendar anomalies -- Are they the same phenomena? In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2010 | Stock return predictability despite low autocorrelation In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2000 | Tick size and the compass rose: further insights In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2005 | The predictive ability and profitability of technical trading rules: does company size matter? In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2005 | Should actions speak louder than words? Individuals attitudes and behavior in asset allocation choices In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2006 | As time goes by: An investigation of how asset allocation varies with investor age In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2020 | Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets In: European Economic Review. [Full Text][Citation analysis] | article | 8 |
2012 | Can market frictions really explain the price impact asymmetry of block trades? Evidence from the Saudi Stock Market In: Emerging Markets Review. [Full Text][Citation analysis] | article | 5 |
2013 | A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 23 |
2013 | Efficient or adaptive markets? Evidence from major stock markets using very long run historic data In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 58 |
2015 | Calculating and comparing security returns is harder than you think: A comparison between logarithmic and simple returns In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 18 |
2015 | War and stock markets: The effect of World War Two on the British stock market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 56 |
2015 | Which heuristics can aid financial-decision-making? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2016 | The effect of size on the failure probabilities of SMEs: An empirical study on the US market using discrete hazard model In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 21 |
2016 | Reviewing the hedge funds literature II: Hedge funds returns and risk management characteristics In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
2016 | Reviewing the hedge funds literature I: Hedge funds and hedge funds managerial characteristics In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2018 | Test of recent advances in extracting information from option prices In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2021 | Economic policy uncertainty and cross-border mergers and acquisitions In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2022 | How female directors help firms to attain optimal cash holdings In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2015 | The benefits of combining seasonal anomalies and technical trading rules In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2017 | Sampling frequency and the performance of different types of technical trading rules In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2021 | Stock liquidity and return distribution: Evidence from the London Stock Exchange In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
In: . [Full Text][Citation analysis] | article | 1 | |
2013 | Price impact of block trades in the Saudi stock market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
2014 | Does high frequency trading affect technical analysis and market efficiency? And if so, how? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 21 |
2014 | New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2015 | Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 10 |
2015 | Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2015 | How exactly do markets adapt? Evidence from the moving average rule in three developed markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 16 |
1996 | A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994 In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 77 |
2008 | Interest rate clustering in UK financial services markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 15 |
2006 | Interest Rate Clustering in UK Financial Services Markets.(2006) In: Working Paper series, University of East Anglia, Centre for Competition Policy (CCP). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2005 | Pre-holiday effects: International evidence on the decline and reversal of a stock market anomaly In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 28 |
2013 | How people evaluate defined contribution, annuity-based pension arrangements: A behavioral exploration In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 4 |
2013 | Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2023 | The implications of liquidity ratios: Evidence from Pakistan stock exchange limited In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2016 | Investor sentiment and local bias in extreme circumstances: The case of the Blitz In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
2017 | Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
2019 | Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 9 |
2022 | Naval disasters, world war two and the British stock market In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 16 |
2023 | Managerial overconfidence and corporate cash holdings: Evidence from primary and secondary data In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
2023 | Modelling credit and investment decisions based on AI algorithmic behavioral pathways In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 2 |
2020 | Market frictions and the geographical location of global stock exchanges. Evidence from the S&P Global Index In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2002 | Non?executive directors and the Higgs consultation paper, ‘Review of the role and effectiveness of non?executive directors’ In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
2003 | The impact of regulatory change on retail financial product distribution in the UK In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 1 |
2005 | Consumer debt in the UK: Attitudes and implications In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 1 |
2005 | Informed choice: consumer preferences for information on pensions In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
2006 | The mortality risk of pensions – methods of control and policy implications for the UK In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
1996 | THE FUTURE OF COMPLIANCE IN RETAIL FINANCIAL SERVICES In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
2007 | Mortality projections and unisex pricing of annuities in the UK In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 4 |
2008 | Has regulation killed off the defined benefit scheme as a cost effective tool for human resource management? In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 1 |
2020 | The cross-market efficiency of the Italian derivatives market In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Personal routes into behavioural finance In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 2 |
2016 | Dispelling the myth of a value premium: contrary evidence of Malaysian crony capitalism In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2013 | How prior realized outcomes affect portfolio decisions In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 9 |
1997 | Long-Term Care: The New Risks of Old Age In: Challenge. [Full Text][Citation analysis] | article | 3 |
2013 | The Mis-selling of Payments Protection Insurance in Mortgage and Unsecured Lending Markets In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] | chapter | 1 |
2021 | Technical trading and cryptocurrencies In: Annals of Operations Research. [Full Text][Citation analysis] | article | 16 |
2017 | Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models In: Empirical Economics. [Full Text][Citation analysis] | article | 6 |
2003 | Economic impact of national sporting success: evidence from the London stock exchange In: Applied Economics Letters. [Full Text][Citation analysis] | article | 54 |
2003 | Trading frequency and the compass rose In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2005 | A study of the initial returns and the aftermarket performance of initial public offerings of demutualized building societies in the UK In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2014 | The implications of high-frequency trading on market efficiency and price discovery In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
2001 | The risk and return of UK equities following price innovations: a case of market inefficiency? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
2002 | Why investors should be cautious of the academic approach to testing for stock market anomalies In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
2004 | Back to the future: an empirical investigation into the validity of stock index models over time In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2010 | The influence of time, seasonality and market state on momentum: insights from the Australian stock market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
1998 | Share prices under Tory and Labour governments in the UK since 1945 In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
2011 | Do national soccer results really impact on the stock market? In: Applied Economics. [Full Text][Citation analysis] | article | 13 |
2015 | Identification of house price bubbles using user cost in a state space model In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2021 | Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
2014 | Do Lenders Cross-Subsidise Loans by Selling Payment Protection Insurance? In: International Journal of the Economics of Business. [Full Text][Citation analysis] | article | 3 |
2016 | How to get the most from a business intelligence application during the post implementation phase? Deep structure transformation at a U.K. retail bank In: European Journal of Information Systems. [Full Text][Citation analysis] | article | 1 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 0 | |
2024 | Better ways to test for herding In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2014 | THE IMPLICATIONS OF TRADER COGNITIVE ABILITIES ON STOCK MARKET PROPERTIES In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team