Eliza Wu : Citation Profile

Are you Eliza Wu?

University of Sydney

13

H index

17

i10 index

833

Citations

RESEARCH PRODUCTION:

43

Articles

13

Papers

7

Chapters

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 52
   Journals where Eliza Wu has often published
   Relations with other researchers
   Recent citing documents: 140.    Total self citations: 22 (2.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwu28
   Updated: 2021-10-16    RAS profile: 2021-08-15    
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Relations with other researchers

Works with:

Kim, Suk-Joong (12)

HASAN, IFTEKHAR (8)

Politsidis, Panagiotis (5)

Scheule, Harald (4)

Delis, Manthos (4)

Hassan, Gazi (2)

Navone, Marco (2)

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

Is cited by:

Asongu, Simplice (22)

ap Gwilym, Owain (19)

Alsakka, Rasha (19)

Piljak, Vanja (13)

Abad, Pilar (11)

lucey, brian (10)

Brooks, Robert (9)

Chuliá, Helena (8)

Perego, Erica (8)

Tchamyou, Vanessa (8)

Savva, Christos (8)

Cites to:

HASAN, IFTEKHAR (29)

Acharya, Viral (28)

Bekaert, Geert (24)

Reinhart, Carmen (24)

Kim, Suk-Joong (23)

Kaminsky, Graciela (23)

Harvey, Campbell (23)

Bollerslev, Tim (20)

Andersen, Torben (19)

Rogoff, Kenneth (18)

Diebold, Francis (18)

Main data

Where Eliza Wu has published?

Journals with more than one article published# docs
International Review of Financial Analysis7
Journal of Banking & Finance6
Journal of International Financial Markets, Institutions and Money5
Journal of Financial Stability3
Research in International Business and Finance3
Emerging Markets Review2
Journal of Corporate Finance2
Pacific-Basin Finance Journal2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany6
Post-Print / HAL2

Recent works citing Eliza Wu (2021 and 2020)

YearTitle of citing document
2020Do export, financial development, and institutions affect FDI outflows? Insights from Asian developing countries. (2020). Mishra, Bikash Ranjan ; Tripathy, Prajukta ; Behera, Pragyanrani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:175-190.

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2021Rating implikowany a koszt finansowania banków notowanych na Gie?dzie Papierów Warto?ciowych w Warszawie. (2021). Lepczyski, Baej ; Borsuk, Marcin. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:310286.

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2021Communication of Credit Rating Agencies and Financial Markets. (2021). Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:80.

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2020Liquidity risk regulation and its practical implications for banks: the introduction and effects of the Liquidity Coverage Ratio. (2020). Haarman, Pieter ; Tammenga, Alette. In: Maandblad Voor Accountancy en Bedrijfseconomie Articles. RePEc:arh:jmabec:v:94:y:2020:i:9-10:p:367-378.

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2020Multiscale Features of Cross Correlation of Price and Trading Volume. (2019). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:1903.01744.

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2021The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2021Margin trading, short selling and corporate green innovation. (2021). You, Da-Ming ; Wu, Ge-Zhi. In: Papers. RePEc:arx:papers:2107.11255.

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2021Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Chen, XI ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.04793.

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2021Stock and Bond Return Comovement as a Different Way to Assess Information Content: The Case of Debt Covenant Violation Disclosures. (2021). Lont, David ; Purdon, Kurt ; Griffin, Paul A. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:1:p:101-125.

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2021Cross?listings and dividend size and stability: evidence from China. (2021). Zhang, Junrui ; Liu, Zhangxin ; Cullinan, Charles P ; Cheng, Zijian. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:415-465.

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2021Capital regulation and bank risk?taking – new global evidence. (2021). Dias, Roshanthi. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:847-884.

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2021Sustainable development and financial institutions: Do banks environmental policies influence customer deposits?. (2021). Vermiglio, Carlo ; Naciti, Valeria ; Mazzu, Sebastiano ; Galletta, Simona. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:643-656.

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2020Corporate governance and institutions—A review and research agenda. (2020). Dedoulis, Emmanouil ; Zattoni, Alessandro ; van Ees, Hans ; Leventis, Stergios. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:28:y:2020:i:6:p:465-487.

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2020Bank liquidity, macroeconomic risk, and bank risk: Evidence from the Financial Services Modernization Act. (2020). Liu, Yongchin ; Lee, Yuyi ; Chen, Iju. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:1:p:143-175.

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2020The local market perception of firm risks during cross‐listing events. (2020). Sono, Hui ; Semaan, Elias ; Schumannfoster, Kathryn. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:221-246.

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2020The Role of Bank Funding Diversity: Evidence from Vietnam. (2020). Vo, Xuan Vinh. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:2:p:529-536.

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2020Capital and liquidity interaction in banking. (2019). Arnould, Guillaume ; Milonas, Kristoffer ; Acosta-Smith, Jonathan ; Vo, Quynh-Anh. In: Bank of England working papers. RePEc:boe:boeewp:0840.

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2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2007.

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2020What Drives Financial Development? A Meta-Regression Analysis. (2020). Sturm, Jan-Egbert ; Doucouliagos, Chris ; de Haan, Jakob. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8356.

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2020Get beyond policy uncertainty: Evidence from political connections. (2020). , Shusenqi ; Qi, Shusen ; Ongena, Steven ; Gawande, Kishore ; Cheng, Hua. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp2077.

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2021Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20212564.

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2021Do local firms employ political activities to respond to political uncertainty?. (2021). Geng, Hongyan ; Cheng, Maoyong. In: Journal of Asian Economics. RePEc:eee:asieco:v:73:y:2021:i:c:s1049007820301500.

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2020Trading volume and realized higher-order moments in the Australian stock market. (2020). Jeyasreedharan, Nagaratnam ; Ahadzie, Richard Mawulawoe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303403.

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2021Dividends and financial health: Evidence from U.S. bank holding companies. (2021). Wu, DA ; Tripathy, Niranjan ; Zheng, YI. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302522.

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2021What does peer-to-peer lending evidence say about the Risk-Taking Channel of monetary policy?. (2021). Li, Xiang ; Huang, Yiping ; Wang, Chu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302893.

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2020Net stable funding ratio and profit efficiency of commercial banks in the US. (2020). Managi, Shunsuke ; Hoang, Viet-Ngu ; Wilson, Clevo ; Le, Minh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:55-66.

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2021Prudential measures and their adverse effects on bank competition: The case of Brazil. (2021). Tabak, Benjamin M ; Scalco, Paulo R ; Teixeira, Anderson M. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s026499932100078x.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020The devil in the style: Mutual fund style drift, performance and common risk factors. (2020). Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:264-273.

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2020Bankruptcy regime and the banking system. (2020). Dimelis, Sophia ; Stef, Nicolae. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:480-495.

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2020A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58.

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2020Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil. (2020). Souza, Ivan ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302316.

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2020Spatial analysis of liquidity risk in China. (2020). Lee, Chien-Chiang ; Chen, Ting-Hsuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301214.

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2021Jump Interdependencies: Stochastic linkages among international stock markets. (2021). Prasanna, Krishna ; Kshatriya, Saranya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000528.

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2020Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042.

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2020Diversification, efficiency and risk of banks: Evidence from emerging economies. (2020). Jeon, Bang ; Chen, Minghua ; Wu, JI. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120302284.

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2021How 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.

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2020Time varying integration of European stock markets and monetary drivers. (2020). Kim, Heeho ; Lee, Hyunchul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:369-385.

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2020Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302875.

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

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2020Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective. (2020). Li, Jianping ; Yao, Yanzhen ; Wang, Jun ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304599.

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2020Dynamic volatility spillover effects between oil and agricultural products. (2020). Nguyen, Duc Khuong ; Do, Hung ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301095.

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2020Foreign institutional ownership and corporate cash holdings: Evidence from emerging economies. (2020). Loncan, Tiago. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918305763.

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2020Credit risk and financial integration: An application of network analysis. (2020). Inekwe, John Nkwoma ; Bhattacharya, Mita ; Valenzuela, Maria Rebecca. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302325.

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2021Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211.

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2021State-level politics: Do they influence corporate investment decisions?. (2021). Thuraisamy, Kannan ; Tran, Vuong Thao ; Narayan, Seema. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100051x.

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2021Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach. (2021). Danso, Albert ; James, Gregory A ; Lartey, Theophilus. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000958.

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2020Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects. (2020). Gokmenoglu, Korhan ; al Al, Abobaker. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318307323.

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2020Liquidity and capital in bank lending: Evidence from European banks. (2020). Thornton, John ; di Tommaso, Caterina. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305282.

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2020How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries. (2020). Li, Jianping ; Sun, Xiaolei ; Wang, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306981.

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2020Expected government support and bank risk-taking: Evidence from China. (2020). Hu, Wentao ; Huang, Wenli ; Ba, Shusong ; Bai, Haifeng. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319303289.

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2020Tail dependence in the return-volume of leading cryptocurrencies. (2020). Bouri, Elie ; Roubaud, David ; Boako, Gideon ; Naeem, Muhammad. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319306087.

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2021Learning from SARS: Return and volatility connectedness in COVID-19. (2021). Zhong, Angel ; Hu, Xiaolu ; Do, Hung ; Bissoondoyal-Bheenick, Emawtee. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s154461232031610x.

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2021The contrarian strategy of institutional investors in Chinese stock market. (2021). Wang, Xiong ; Zou, Qian ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316597.

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2020Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021.

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2021Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan. (2021). Wu, Ming-Hung ; Weng, Pei-Shih ; Tsai, Wei-Che ; Huang, Hong-Gia. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030015x.

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2021Bank liquidity creation, network contagion and systemic risk: Evidence from Chinese listed banks. (2021). Zhang, Shuai ; Wang, Qingyu ; Lu, Liping ; Fu, Qiang. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308921000036.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2020Ratings matter: Announcements in times of crisis and the dynamics of stock markets. (2020). Rosati, Nicoletta ; Bellia, Mario ; Oliveira, Vasco ; Matos, Pedro Verga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300460.

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2020The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Celov, Dmitrij ; Grigaliuniene, Zana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

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2020Information opacity and corporate bond returns: The dynamics of split ratings. (2020). Robles, M-Dolores ; Ferreras, Rodrigo ; Abad, Pilar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301232.

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2020Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework. (2020). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Corbet, Shaen ; Akyildirim, Erdinc. In: International Review of Law and Economics. RePEc:eee:irlaec:v:63:y:2020:i:c:s0144818819301991.

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2021Who is the center of local currency Asian government bond markets?. (2021). Miyakoshi, Tatsuyoshi ; Tsukuda, Yoshihiko ; Shimada, Junji. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000220.

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2021Risk-sensitive Basel regulations and firms’ access to credit: Direct and indirect effects. (2021). Mohapatra, Sanket ; Gopalakrishnan, Balagopal ; Jacob, Joshy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000595.

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2021Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices. (2021). Moch, Nils ; Schertler, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001461.

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2021Under-reaction in the sovereign CDS market. (2021). Zhang, Jinfan ; Yan, Hongjun ; Xiao, Yaqing ; Wang, Xinjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001503.

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2020Absence of speculation in the European sovereign debt markets. (2020). Frijns, Bart. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:245-265.

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2021Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

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2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kirikkaleli, Dervis ; Kondoz, Mehmet ; Athari, Seyed Alireza. In: Journal of Economics and Business. RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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2020The market reaction to analyst stock recommendation and earnings forecast consistency: International evidence. (2020). Li, WE ; Chen, Min ; Barniv, Ran Ron. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:39:y:2020:i:c:s1061951820300185.

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2020Sovereign risk and asset market dynamics in the euro area. (2020). Perego, Erica. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s026156062030190x.

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2021Herding by corporates in the US and the Eurozone through different market conditions. (2021). Vioto, Davide ; Tunaru, Radu ; Duygun, Meryem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679.

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2021Financial stress in lender countries and capital outflows from emerging market economies. (2021). SHIM, ILHYOCK ; Shin, Kwanho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s026156062100005x.

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2020Financial statement comparability and bank risk-taking. (2020). Cheung, Adrian (Wai Kong) ; Hasan, Mostafa Monzur ; Taylor, Grantley. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:3:s1815566920300230.

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2020Bank regulations, bank competition and bank risk-taking: Evidence from Japan. (2020). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x2030027x.

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2020Does bank FinTech reduce credit risk? Evidence from China. (2020). Qu, Yang ; Cheng, Maoyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x19307607.

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2020Funding liquidity risk and banks risk-taking: Evidence from Islamic and conventional banks. (2020). Temimi, Akram ; Miniaoui, Hela ; Mimouni, Karim ; Smaoui, Houcem. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302304.

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2021Institutional trading in volatile markets: Evidence from Chinese stock markets. (2021). Zhang, Jinkai ; Darby, Julia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x2030696x.

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2020Scaling features of price–volume cross correlation. (2020). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437119322708.

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2020The effectiveness of fiscal institutions: International financial flogging or domestic constraint?. (2020). Hansen, Daniel. In: European Journal of Political Economy. RePEc:eee:poleco:v:63:y:2020:i:c:s0176268020300276.

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2021Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach. (2021). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:290-302.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2020Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain. (2020). Warshaw, Evan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:1-14.

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2020A sentiment index to measure sovereign risk using Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:406-418.

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2021Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

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2021Do sovereign ratings cause instability in cross-border emerging CDS markets?. (2021). Gonzalez-Urteaga, Ana ; Ballester, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:643-663.

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

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2020Investors’ risk perceptions in the US and global stock market integration. (2020). Marfatia, Hardik A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301266.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2020Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). , Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919303873.

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2020Determinants and consequences of tournament incentives: A survey of the literature in accounting and finance. (2020). Habib, Ahsan ; Li, Sophia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311638.

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2021Underwriters’ price support regulation and institutional investors’ trading: The case of the putback option. (2021). Park, Jinwoo ; Kim, Joo Hwan ; Ho, Joon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000222.

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2021Multiscale stock-bond correlation: Implications for risk management. (2021). McMillan, David ; Alomari, Mohammad ; al Rababaa, Abdel Razzaq. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000568.

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2021Bond market development and bank stability: Evidence from emerging markets. (2021). Cagas, Marie Anne ; Park, Donghyun ; Tian, Shu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001197.

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2020Sovereign credit news and disagreement in expectations about the exchange rate: evidence from Brazil. (2020). Montes, Gabriel Caldas ; Pacheco, Diego Silveira. In: Journal of Economic Studies. RePEc:eme:jespps:jes-10-2019-0483.

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2020Geographical proximity and value of corporate cash holdings. (2020). Kuvvet, Emre ; Sims, Randi L ; Palkar, Darshana D. In: Managerial Finance. RePEc:eme:mfipps:mf-09-2019-0470.

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2021The Contagion Effect and its Mitigation in the Modern Banking System. (2021). Kolesnik, Jan . In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:1009-1024.

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2020Risk-Taking Channel and Its Non-Linearities: The Case of an Emerging Market Economy. (2020). Stanisławska, Ewa ; Łyziak, Tomasz ; Chmielewski, Tomasz. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:70:y:2020:i:1:p:2-25.

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2020Investor Demands for Safety, Bank Capital, and Liquidity Measurement. (2020). Temesvary, Judit ; Passmore, Wayne. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-79.

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

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2021Impact of MiFID II on the Market Volatility—Analysis on Some Developed and Emerging European Stock Markets. (2021). Milo, Marius Cristian. In: Laws. RePEc:gam:jlawss:v:10:y:2021:i:3:p:55-:d:585793.

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

Works by Eliza Wu:

YearTitleTypeCited
2007Interpreting sovereign spreads In: BIS Quarterly Review.
[Full Text][Citation analysis]		article33
2020Does Investor Sentiment Affect the Value Relevance of Accounting Information? In: Abacus.
[Full Text][Citation analysis]		article0
2013Emerging Stars and Developed Neighbors: The Effects of Development Imbalance and Political Shocks on Mutual Fund Investments in China In: Financial Management.
[Full Text][Citation analysis]		article6
2015Do Sovereign Re-Ratings Destabilize Equity Markets during Financial Crises? New Evidence from Higher Return Moments In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article3
2011INTERNATIONAL BANK FLOWS TO EMERGING MARKETS: INFLUENCE OF SOVEREIGN CREDIT RATINGS AND THEIR REGIONAL SPILLOVER EFFECTS In: Journal of Financial Research.
[Citation analysis]		article13
2018International Bank Flows to Emerging Markets: Influence of Sovereign Credit Ratings and Their Regional Spillover Effects.(2018) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		chapter
2014The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 accord In: Research Discussion Papers.
[Full Text][Citation analysis]		paper6
2015The effects of ratings-contingent regulation on international bank lending behavior: Evidence from the Basel 2 Accord.(2015) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2018The Effects of Ratings-Contingent Regulation on International Bank Lending Behavior: Evidence from the Basel 2 Accord.(2018) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		chapter
2018Analyst coverage and the quality of corporate investment decisions In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article7
2020Shareholder litigation rights and corporate acquisitions In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article0
2021The impact of risk-based capital rules for international lending on income inequality: Global evidence In: Economic Modelling.
[Full Text][Citation analysis]		article0
2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis In: Emerging Markets Review.
[Full Text][Citation analysis]		article0
2008Sovereign credit ratings, capital flows and financial sector development in emerging markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article65
2018Sovereign Credit Ratings, Capital Flows and Financial Sector Development in Emerging Markets.(2018) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65		chapter
2015Fear or fundamentals? Heterogeneous beliefs in the European sovereign CDS market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2009The value of stock analysts recommendations: Evidence from emerging markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article29
2014The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2014How does trading volume affect financial return distributions? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article12
2016The roles of past returns and firm fundamentals in driving US stock price movements In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2018Who exacerbates the extreme swings in the Chinese stock market? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2019Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2021The real impact of ratings-based capital rules on the finance-growth nexus In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2015The role of macroeconomic news in sovereign CDS markets: Domestic and spillover news effects from the U.S., the Eurozone and China In: Journal of Financial Stability.
[Full Text][Citation analysis]		article15
2017The value of bank capital buffers in maintaining financial system resilience In: Journal of Financial Stability.
[Full Text][Citation analysis]		article3
2020A cautionary tale of two extremes: The provision of government liquidity support in the banking sector In: Journal of Financial Stability.
[Full Text][Citation analysis]		article0
2006Dynamics of bond market integration between established and accession European Union countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article45
2009Foreign exchange exposure: Evidence from the U.S. insurance industry In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2012Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article30
2018Do Sovereign Credit Ratings Influence Regional Stock and Bond Market Interdependencies in Emerging Countries?.(2018) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		chapter
2018Are all insiders on the inside? Evidence from the initiation of CDS trading and short selling in the financial sector In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?.(2021) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020Loan syndication under Basel II: How firm credit ratings affect the cost of credit?.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?.(2021) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2021Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?.(2021) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020Regulators vs. markets: Are lending terms influenced by different perceptions of bank risk?.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2005Dynamic stock market integration driven by the European Monetary Union: An empirical analysis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article191
2018Dynamic Stock Market Integration Driven by the European Monetary Union: An Empirical Analysis.(2018) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 191		chapter
2006Evolution of international stock and bond market integration: Influence of the European Monetary Union In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article123
2018Evolution of International Stock and Bond Market Integration: Influence of the European Monetary Union.(2018) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123		chapter
2009Time-varying market integration and stock and bond return concordance in emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article46
2017Funding liquidity and bank risk taking In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article72
2016The anatomy of sovereign risk contagion In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2018What moves benchmark money market rates? Evidence from the BBSW market In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2020The impact of government guarantees on banks wholesale funding costs and lending behavior: Evidence from a natural experiment In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article0
2016Stock and currency market linkages: New evidence from realized spillovers in higher moments In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article15
2007The underperformance of the growth enterprise market in Hong Kong In: Research in International Business and Finance.
[Full Text][Citation analysis]		article5
2010Model specification and IPO performance: New insights from Asia In: Research in International Business and Finance.
[Full Text][Citation analysis]		article10
2016Does national culture affect the intensity of volatility linkages in international equity markets? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2014What Makes Systemic Risk Systemic? Contagion and Spillovers in the International Sovereign Debt Market In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Dynamics of Bond Market Integration between Existing And Accession EU Countries In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]		paper7
2008A ratings-based approach to measuring sovereign risk In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article22
2020Syndicated bank lending and rating downgrades: Do sovereign ceiling policies really matter? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Sovereign country rating, growth volatility and financial crisis In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2020Regulators vs. markets: Do differences in their bank risk perceptions affect lending terms? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2005Tactical Asset Allocation: Australian Evidence In: Australian Journal of Management.
[Full Text][Citation analysis]		article10
2015Sovereign credit ratings, growth volatility and the global financial crisis In: Applied Economics.
[Full Text][Citation analysis]		article1
2018Exchange trading rules, governance, and trading location of cross-listed stocks In: The European Journal of Finance.
[Full Text][Citation analysis]		article3
2020Tournament Incentives and Acquisition Performance In: Published Paper Series.
[Full Text][Citation analysis]		paper1
2014Can Momentum Factors Be Used to Enhance Accounting Information based Fundamental Analysis in Explaining Stock Price Movements? In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2018Dynamics of Bond Market Integration between Established and New European Union Countries In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team