12
H index
14
i10 index
566
Citations
University of Waterloo | 12 H index 14 i10 index 566 Citations RESEARCH PRODUCTION: 35 Articles 44 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tony S. Wirjanto. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance Research Letters | 4 |
Canadian Journal of Economics | 3 |
Energy Economics | 2 |
Economics Letters | 2 |
Review of Quantitative Finance and Accounting | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Waterloo, Department of Economics | 25 |
Working Paper series / Rimini Centre for Economic Analysis | 7 |
Staff Working Papers / Bank of Canada | 3 |
Econometrics / University Library of Munich, Germany | 2 |
Working Paper / Economics Department, Queen's University | 2 |
Year | Title of citing document |
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2021 | Does stock market liberalisation restrain corporate financialisation?. (2021). Li, Ziyang ; Yao, Mengchao ; Zhu, Yanyan ; Ying, Qianwei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6263-6294. Full description at Econpapers || Download paper |
2022 | Cross?listing on the Hong Kong Exchange and Chinese firm innovation: New evidence. (2022). Xiang, Xin ; He, XU ; Ma, Rufei. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:365-393. Full description at Econpapers || Download paper |
2022 | Do foreign investors crowd out sell?side analysts? Evidence from China. (2022). Kong, Dongmin ; Cheng, XU ; Tang, QI ; Zheng, Xinwei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:815-834. Full description at Econpapers || Download paper |
2021 | Tax Evasion and Market Efficiency: Evidence from the FATCA and Offshore Mutual Funds. (2021). Zhang, Hong ; Massa, Massimo ; Cheng, SI. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15747. Full description at Econpapers || Download paper |
2021 | The Effect of World Oil Prices, Gold Prices, and Other Energy Prices on the Indonesian Mining Sector with Exchange Rate of Indonesian Rupiah as the Moderating Effect. (2021). Ady, Sri Utami. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-41. Full description at Econpapers || Download paper |
2022 | Real options, risk aversion and markets: A corporate finance perspective. (2022). Ewald, Christian-Oliver ; Taub, Bart. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000074. Full description at Econpapers || Download paper |
2021 | COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Ma, Hongkun ; Bing, Tao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:384-396. Full description at Econpapers || Download paper |
2021 | Does stock market liberalization mitigate litigation risk? Evidence from Stock Connect in China. (2021). Xiao, Lijuan ; Deng, Hui ; Xiong, Lingyun. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s026499932100170x. Full description at Econpapers || Download paper |
2021 | Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration. (2021). Zhou, LI ; Huang, Yilong ; Xiao, Binuo ; Tan, Zhengxun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000115. Full description at Econpapers || Download paper |
2021 | How does stock market liberalization influence corporate innovation? Evidence from Stock Connect scheme in China. (2021). Wang, Shuxun. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014119304443. Full description at Econpapers || Download paper |
2022 | Capital market opening and green innovation——Evidence from Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect. (2022). Sha, Yezhou ; Zhang, Ping ; Wang, Yiru ; Xu, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200216x. Full description at Econpapers || Download paper |
2021 | Does oil price uncertainty affect corporate leverage? Evidence from China. (2021). Zhao, Yanfei ; Zhang, Zongyi ; Fan, Zhenjun. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001572. Full description at Econpapers || Download paper |
2021 | Economic policy uncertainty and leverage dynamics: Evidence from an emerging economy. (2021). Singh, Shveta ; Kashiramka, Smita ; Bajaj, Yukti. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001691. Full description at Econpapers || Download paper |
2022 | Industry tournament incentives and the speed of leverage adjustments: Evidence from China. (2022). Zhang, Yun ; Wen, Fenghua ; Miao, Senlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002836. Full description at Econpapers || Download paper |
2021 | State of demand and excessive indebtedness: Evidence from Chinese listed manufacturing firms. (2021). Dong, Kaiqiang ; Geng, Danqing ; Sun, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000234. Full description at Econpapers || Download paper |
2022 | Transfer of corporate governance practices into weak emerging market environments by foreign institutional investors. (2022). Tunyi, Abongeh ; Adegbite, Emmanuel ; Areneke, Geofry. In: International Business Review. RePEc:eee:iburev:v:31:y:2022:i:5:s0969593122000063. Full description at Econpapers || Download paper |
2021 | Country governance and international equity returns. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s037842662030248x. Full description at Econpapers || Download paper |
2021 | A new unique information share measure with applications on cross-listed Chinese banks. (2021). Shi, Yanlin ; Li, Hong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000996. Full description at Econpapers || Download paper |
2021 | Stock market liberalization and innovation. (2021). Tian, Xuan ; Zhang, Wenrui ; Moshirian, Fariborz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:985-1014. Full description at Econpapers || Download paper |
2022 | Prime money market funds regulation, global liquidity, and the crude oil market. (2022). Kellard, Neil ; Banti, Chiara ; Ivan, Miruna-Daniela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000742. Full description at Econpapers || Download paper |
2021 | Do managers pay attention to the market? A review of the relationship between stock price informativeness and investment. (2021). Silva, Paulo ; da Silva, Paulo Pereira. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300645. Full description at Econpapers || Download paper |
2022 | Foreign analysts and managerial investment learning from stock markets. (2022). Tan, Hongping ; Li, Donghui ; Chen, Zhian ; Xie, Lingmin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:64:y:2022:i:c:s1042444x22000056. Full description at Econpapers || Download paper |
2021 | The changing role of foreign investors in Tokyo stock price formation. (2021). Iwatsubo, Kentaro ; Watkins, Clinton. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100055x. Full description at Econpapers || Download paper |
2021 | The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic. (2021). Mao, Rui ; Xing, Mengying ; Wang, Jieyu ; Zhang, Jinhua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001256. Full description at Econpapers || Download paper |
2021 | Stock market liberalization and institutional herding: Evidence from the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connects. (2021). Cai, Wenwu ; Xiang, Cheng ; Zhao, Yuyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x21001505. Full description at Econpapers || Download paper |
2021 | Analysis of oil price fluctuation under the influence of crude oil stocks and US dollar index — Based on time series network model. (2021). Gao, Cuixia ; Han, Dun ; Sun, Mei ; Zhou, Jie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:582:y:2021:i:c:s037843712100491x. Full description at Econpapers || Download paper |
2022 | Segmentation, business environment and global informational efficiency of emerging financial markets. (2022). Boamah, Nicholas Addai. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:52-60. Full description at Econpapers || Download paper |
2021 | Stock price crashes in emerging markets. (2021). Qin, Yafeng ; Zhang, Huiping ; Bai, Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:466-482. Full description at Econpapers || Download paper |
2021 | Export effect and influence mechanism of foreign ownership. (2021). Zhang, Shunming ; Ye, Zhiqiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:258-276. Full description at Econpapers || Download paper |
2022 | Does stock market liberalization reduce stock price synchronicity? —Evidence from the Shanghai-Hong Kong Stock Connect. (2022). Wang, Huaixin ; Chen, Jing ; Liu, Xiangqiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:25-38. Full description at Econpapers || Download paper |
2022 | Foreign investors, private information, and price discovery. (2022). Zhang, Zheng ; Cai, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:506-525. Full description at Econpapers || Download paper |
2021 | Is export tax rebate a quality signal to determine firms’ capital structure? A financial intermediation perspective. (2021). Zhang, Dongyang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s027553192030355x. Full description at Econpapers || Download paper |
2022 | Do investors listen? Exploring the effect of investor relationship management on firm-specific stock return variation. (2022). Yur-Austin, Jasmine ; Ma, Yulong ; He, Dan ; Gupta, Paramita. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002191. Full description at Econpapers || Download paper |
2021 | Is Military Spending Quantitatively Important for Business Cycle Fluctuations?. (2021). Vasilev, Aleksandar. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2021_03. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Does Foreign Institutional Equity Participation Instigate Sustainable Corporate Investment Efficiency? Evidence from Emerging Economies. (2021). Zainir, Fauzi ; Hanifa, Mohamed Hisham ; Riaz, Sabahat. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4190-:d:532979. Full description at Econpapers || Download paper |
2022 | The Impact of Digital Technology Use on Passive Entrepreneurial Exit in Rural Households: Empirical Evidence from China. (2022). Wang, Jie ; Cai, Zhijian. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:17:p:10662-:d:898781. Full description at Econpapers || Download paper |
2022 | Impact of Market Information Efficiency on Corporate Listing and Financing: Evidence from China. (2022). Li, Xin ; Liang, Wei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13594-:d:948504. Full description at Econpapers || Download paper |
2021 | Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas. (2021). Belkacem, Lotfi ; Boubaker, Heni ; Karmous, Aida. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10041-1. Full description at Econpapers || Download paper |
2021 | A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns. (2021). Chang, Kuang-Liang. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09981-5. Full description at Econpapers || Download paper |
2021 | OIL PRICE BEHAVIOUR, EXCHANGE RATE MOVEMENT AND THE COVID-19 PANDEMIC IN NIGERIA: ANALYSIS OF THE FIRST THREE QUARTERS OF 2020. (2021). Saka, Jimoh O. In: Oradea Journal of Business and Economics. RePEc:ora:jrojbe:v:6:y:2021:i:1:p:51-61. Full description at Econpapers || Download paper |
2022 | Momentum, Reversals, and Investor Clientele*. (2022). Titman, Sheridan ; Subrahmanyam, Avanidhar. In: Review of Finance. RePEc:oup:revfin:v:26:y:2022:i:2:p:217-255.. Full description at Econpapers || Download paper |
2021 | Modeling the Asymmetric Relationship between the Covid-19 and the U.S Dollar Exchange Rate: an Empirical Analysis via the NARDL Approach. (2021). Bakari, Sayef ; Benzid, Lamia. In: MPRA Paper. RePEc:pra:mprapa:105566. Full description at Econpapers || Download paper |
2022 | Efficiency and Welfare Effects of Fiscal Policy in Emerging Economies: The Case of Morocco. (2022). Ouakil, Hicham ; El-Khalifi, Ahmed ; Torres, Jose L. In: MPRA Paper. RePEc:pra:mprapa:114896. Full description at Econpapers || Download paper |
2021 | Does Delayed Retirement Crowd Out Workforce Welfare? Evidence in China. (2021). Yang, James ; Hu, Zhen. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:4:p:21582440211054488. Full description at Econpapers || Download paper |
2021 | Dynamic linkage between oil prices and exchange rates: new global evidence. (2021). Lee, Chien-Chiang ; Huang, Bwo-Nung ; Chang, Yu-Fang. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01874-8. Full description at Econpapers || Download paper |
2021 | Gender pay gaps in domestic and foreign-owned firms. (2021). Sałach, Katarzyna ; Saach, Katarzyna ; Magda, Iga. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:4:d:10.1007_s00181-020-01950-z. Full description at Econpapers || Download paper |
2022 | An Entropy Approach to Measure the Dynamic Stock Market Efficiency. (2022). Hiremath, Gourishankar S ; Patra, Subhamitra. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:20:y:2022:i:2:d:10.1007_s40953-022-00295-x. Full description at Econpapers || Download paper |
2022 | Intertemporal substitution in import demand and the role of habit formation: an application of Euler equation approach for Pakistan. (2022). Ahmad, Eatzaz ; Khan, Farzana Naheed. In: Portuguese Economic Journal. RePEc:spr:portec:v:21:y:2022:i:1:d:10.1007_s10258-020-00186-0. Full description at Econpapers || Download paper |
2021 | Integration, investor protection rules and global informational inefficiency of emerging financial markets. (2021). Boamah, Nicholas Addai. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:6:d:10.1007_s43546-021-00084-3. Full description at Econpapers || Download paper |
2022 | The Impact of China’s Capital Market Opening Up to the Domestic Stock Idiosyncratic Risk. (2022). Du, Chenpeng. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:12:y:2022:i:2:f:12_2_5. Full description at Econpapers || Download paper |
2021 | Gender wage gap across the distribution: What is the role of within- and between-firm effects?. (2021). Ezgi, Kaya. In: IZA Journal of Development and Migration. RePEc:vrs:izajdm:v:12:y:2021:i:1:p:49:n:3. Full description at Econpapers || Download paper |
2021 | Oil and currency volatilities: Co?movements and hedging opportunities. (2021). Degiannakis, Stavros ; Filis, George ; Olstad, Aleksander. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2351-2374. Full description at Econpapers || Download paper |
2021 | Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates. (2021). Nguyen, Duc Khuong ; Ji, Qiang ; Fan, Ying ; Liu, Bingyue. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2612-2636. Full description at Econpapers || Download paper |
2021 | Stock market liberalization, foreign institutional investors, and informational efficiency of stock prices: Evidence from an emerging market. (2021). Wang, Peng ; Liu, Jianghui. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5451-5471. Full description at Econpapers || Download paper |
2022 | The Oil Price?Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Bozoklu, Seref ; Raheem, Ibrahim D. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1569-1590. Full description at Econpapers || Download paper |
2021 | Equity return predictability, its determinants, and profitable trading strategies. (2021). Uddin, Gazi ; Rahman, Md Lutfur ; Vigne, Samuel A ; Khan, Mahbub. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:162-186. Full description at Econpapers || Download paper |
2022 | Foreign Investment under the Spotlight of Home Media. (2022). Zhang, Bohui ; Yu, Jing ; Liu, Waiman. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:8:p:2197-2234. Full description at Econpapers || Download paper |
2022 | Emerging economies openness and efficiency. (2022). Qin, Yafeng ; Bai, Feng. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:3:p:659-672. Full description at Econpapers || Download paper |
2021 | Is military spending quantitatively important for business cycle fluctuations?. (2021). Vasilev, Aleksandar. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:235937. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1994 | A Further Analysis of Exchange Rate Targeting in Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
1994 | A Further Analysis of Exchange Rate Targeting in Canada.(1994) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1994 | The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 6 |
1994 | The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation.(1994) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1994 | An Empirical Investigation into Government Spending and Private Sector Behaviour In: Staff Working Papers. [Full Text][Citation analysis] | paper | 5 |
1995 | An Empirical Investigation into Government Spending and Private Sector Behaviour.(1995) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2000 | On the Stability of Long-Run M2 Demand in Japan In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 5 |
2010 | Testing the Stochastic Implications of the Permanent Income Hypothesis Using Canadian Provincial Data* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
2005 | A stylized exchange rate pass?through model of crude oil price formation In: OPEC Energy Review. [Full Text][Citation analysis] | article | 9 |
1991 | Testing the Permanent Income Hypothesis: The Evidence from Canadian Data. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 8 |
1989 | Testing the Permanent Income Hypothesis: The Evidence from Canadian Data..(1989) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
1995 | Aggregate Consumption Behaviour and Liquidity Constraints: The Canadian Evidence. In: Canadian Journal of Economics. [Citation analysis] | article | 15 |
1993 | Aggregate Consumption Behavior and Liquidity Constraints: The Canadian Evidence..(1993) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
1999 | Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 46 |
1998 | Does More Mean Less? The Male/Female Wage Gap and the Proportion of Female at the Establishment Level..(1998) In: Centre for Labour Market and Social Research, Danmark-. [Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
1997 | Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level.(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
1999 | The Proportion of Females in the Establishment: Discrimination, Preferences and Technology In: Canadian Public Policy. [Full Text][Citation analysis] | article | 3 |
2004 | The Proportion of Females in the Establishment: Discrimination, Preferences and Technology.(2004) In: Labor and Demography. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
1999 | Intraperiod and Intertemporal Substitution in Import Demand In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] | paper | 5 |
2009 | Do Chinese publicly listed companies adjust their capital structure toward a target level? In: China Economic Review. [Full Text][Citation analysis] | article | 37 |
2012 | Inference about clustering and parametric assumptions in covariance matrix estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
2010 | Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1990 | Seasonal unit-root tests on Canadian macroeconomic time series In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2008 | The impact of sales taxation on internet commerce -- An empirical analysis In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
1993 | The effect of sampling error on the time series behavior of consumption data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2003 | Exchange rate of the US dollar and the J curve: the case of oil exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
2004 | The empirical role of the exchange rate on the crude-oil price formation In: Energy Economics. [Full Text][Citation analysis] | article | 69 |
2007 | An analytic approximation formula for pricing zero-coupon bonds In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2008 | Modeling the leverage effect with copulas and realized volatility In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
2009 | Extreme return-volume dependence in East-Asian stock markets: A copula approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 31 |
2008 | Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2009 | Empirical tests of the float-adjusted return model In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2010 | Contrasting two approaches in real options valuation: Contingent claims versus dynamic programming In: Journal of Forest Economics. [Full Text][Citation analysis] | article | 12 |
2008 | Contrasting two approaches in real options valuation: contingent claims versus dynamic programming.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
1996 | Intertemporal substitution, imports and the permanent income model In: Journal of International Economics. [Full Text][Citation analysis] | article | 10 |
2012 | Do foreigners facilitate information transmission in emerging markets? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 85 |
1997 | Adjustment costs and import demand behavior: evidence from Canada and the United States In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
1997 | An Empirical Study of Dynamic Labor Demand with Integrated Forcing Processes In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
1996 | The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
1996 | Money Stock Targeting and Money Supply: A Closer Examination of the Data. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
1993 | Money Stock Targetting and Money Supply: A Closer Examination of the Data..(1993) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1998 | On the Efficiency of Conditional Heteroskedasticity Models. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
1998 | Re-examining Variance-Bounds Tests for Asset Prices. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
2004 | A Direct Test of the Permanent Income Hypothesis with an Application to the U.S. States. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 12 |
2003 | A Direct Test of the Permanent Income Hypothesis with an Application to the US States..(2003) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2011 | Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 4 |
2008 | Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1989 | National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada In: Working Paper. [Citation analysis] | paper | 9 |
1998 | Government Expenditures and the Permanent-Income Model In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 47 |
1997 | Government Expenditures and the Permanent-Income Model.(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
2013 | Bayesian Inference of Asymmetric Stochastic Conditional Duration Models In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2013 | Stochastic Conditional Duration Models with Mixture Processes In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2013 | A Threshold Stochastic Conditional Duration Model for Financial Transaction Data In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
2013 | Uncertainty, Unemployment Insurance, Individuals Optimal Stopping Time and Duration of Unemployment In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2013 | Pricing Financial Derivatives by Gram-Charlier Expansions In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2013 | The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
2013 | Bayesian Inference of Multiscale Stochastic Conditional Duration Models In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2009 | Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2006 | Testing the permanent-income hypothesis: new evidence from West-German states ( Länder) In: Empirical Economics. [Full Text][Citation analysis] | article | 10 |
1997 | Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2004 | Exploring consumption-based asset pricing model with stochastic-trend forcing processes In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
1997 | Intratemporal Substitution And Government Spending In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 39 |
2008 | An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Time-Deformation Modeling Of Stock Returns Directed By Duration Processes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | A Simple Model of the Nominal Term Structure of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Re-examining Accounting Conservatism: The Importance of Adjusting for Firm Heterogeneity In: Working Papers. [Citation analysis] | paper | 0 |
2008 | IT Innovation Persistence and State Dependence: An Empirical Investigation In: Working Papers. [Citation analysis] | paper | 0 |
2011 | The Impact of Stochastic Convenience Yield on Long-term Forestry Investment Decisions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1993 | The Consequences of Specification errors for Sample- selection Model. In: Working Papers. [Citation analysis] | paper | 0 |
1993 | A Unified Framework for Estimation od a Sur Model in Accounting Information. In: Working Papers. [Citation analysis] | paper | 0 |
1993 | The Dynamic Demand for Money in Germany, Japan and the United Kingdom. In: Working Papers. [Citation analysis] | paper | 9 |
1993 | On Non-Stationary Linear Regressions Model with a Lagged Dependent Variable. In: Working Papers. [Citation analysis] | paper | 0 |
1993 | The GMM Estimation of Conditional Heteroskedasticity Models. In: Working Papers. [Citation analysis] | paper | 0 |
1995 | Intertemporal Substitution, Imports and Permanent-Income. In: Working Papers. [Citation analysis] | paper | 0 |
1997 | The Role of Risk Aversion and Uncertainty in Individuals Migration Decision In: Working Papers. [Citation analysis] | paper | 1 |
1997 | On the Existence and Duration Wait Migration in a Generalized Model In: Working Papers. [Citation analysis] | paper | 0 |
1999 | Bootstrapping and Jackknifing Neural Networks for Noisy Financial Time Series In: Working Papers. [Citation analysis] | paper | 0 |
2010 | Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence: empirical evidence from Canada In: Health Economics. [Full Text][Citation analysis] | article | 16 |
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