18
H index
28
i10 index
1025
Citations
Open Universiteit | 18 H index 28 i10 index 1025 Citations RESEARCH PRODUCTION: 62 Articles 18 Papers 1 Chapters RESEARCH ACTIVITY: 20 years (2002 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfr176 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bart Frijns. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 5 |
Post-Print / HAL | 3 |
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2023 | . Full description at Econpapers || Download paper | |
2023 | Asymmetric Effects of the COVID-19 Outbreak on Economic Policy Uncertainty. (2023). Lusta, Abdulmula ; Aimer, Nagmi. In: Asian Economics Letters. RePEc:ayb:jrnael:91. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Love thy neighbour: Evidence from capital structure decisions. (2023). Cheung, Adrian Waikong ; Li, Bin ; Omura, Akihiro ; Lin, Yuen ; Su, Xiufen ; Chu, Chien Chi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2907-2933. Full description at Econpapers || Download paper | |
2023 | The financial and green effects of cultural values on mission drifts in European social enterprises. (2023). Dicorato, Spiridione Lucio ; Doronzo, Emanuele ; Esposito, Paolo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:1-29. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Green bond home bias and the role of supply and sustainability preferences. (2023). Wedow, Michael ; Lambert, Claudia ; Levels, Anouk. In: Working Papers. RePEc:dnb:dnbwpp:767. Full description at Econpapers || Download paper | |
2023 | Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009. Full description at Econpapers || Download paper | |
2023 | A shot in the arm: Economic support packages and firm performance during COVID-19. (2023). Igan, Deniz ; Moore, Tomoe ; Mirzaei, Ali. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001833. Full description at Econpapers || Download paper | |
2023 | Managers cultural origin and corporate response to an economic shock. (2023). Garcia-Appendini, Emilia ; Siming, Linus ; Bedendo, Mascia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000615. Full description at Econpapers || Download paper | |
2023 | Understanding E10 markets in the U.S.: Evidence from spatial data. (2023). Tokgoz, Simla ; Traore, Fousseini. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1267-1281. Full description at Econpapers || Download paper | |
2023 | Do directors with foreign experience increase the corporate demand for directors and officers liability insurance? Evidence from China. (2023). Chan, Kam C ; Yang, Zeng ; Xia, Changyuan. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003832. Full description at Econpapers || Download paper | |
2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
2023 | Board diversity and outward FDI: Evidence from europe. (2023). Rossi, Francesca ; Natale, Piergiovanna ; Gattai, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003935. Full description at Econpapers || Download paper | |
2023 | Attitudinal drivers of home bias in public preferences for transboundary nature protected areas. (2023). Valasiuk, Sviataslau ; Halse, Askill ; Czajkowski, Mikolaj ; Veisten, Knut ; Ylicz, Tomasz ; Giergiczny, Marek ; Angelstam, Per ; Mata, Iratxe Landa. In: Ecological Economics. RePEc:eee:ecolec:v:208:y:2023:i:c:s0921800923000617. Full description at Econpapers || Download paper | |
2023 | Familiarity bias and economic decisions: Evidence from a survey experiment. (2023). Jin, YI ; Qi, Zhenyan ; Zhu, Zhaobo. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002227. Full description at Econpapers || Download paper | |
2023 | US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320. Full description at Econpapers || Download paper | |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper | |
2023 | Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725. Full description at Econpapers || Download paper | |
2023 | Convenience yield risk. (2023). Wichmann, Robert ; Simen, Chardin Wese ; Symeonidis, Lazaros ; Prokopczuk, Marcel. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000348. Full description at Econpapers || Download paper | |
2023 | The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032. Full description at Econpapers || Download paper | |
2023 | The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062. Full description at Econpapers || Download paper | |
2023 | Evaluating the financial performance of companies from the perspective of fund procurement and application: New strategy cross efficiency network data envelopment analysis models. (2023). Li, Aijun ; Zhou, LI ; Zhang, Ruchuan ; Liu, Hai Yue. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001330. Full description at Econpapers || Download paper | |
2023 | The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062. Full description at Econpapers || Download paper | |
2023 | A bibliometric analysis of cultural finance. (2023). Pandey, Nitesh ; Lahmar, Oumaima ; Kumar, Satish ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003921. Full description at Econpapers || Download paper | |
2023 | From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933. Full description at Econpapers || Download paper | |
2023 | The change in stock-selection risk and stock market returns. (2023). Liang, Chao ; Toan, Luu Duc ; He, Qiubei ; Liu, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004070. Full description at Econpapers || Download paper | |
2023 | Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248. Full description at Econpapers || Download paper | |
2023 | Long-term adjusted volatility: Powerful capability in forecasting stock market returns. (2023). Li, Yan ; Liu, Jing ; Qiu, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000467. Full description at Econpapers || Download paper | |
2023 | Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321. Full description at Econpapers || Download paper | |
2023 | Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369. Full description at Econpapers || Download paper | |
2023 | Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539. Full description at Econpapers || Download paper | |
2023 | Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995. Full description at Econpapers || Download paper | |
2023 | The bright side of analyst coverage on corporate innovation: Evidence from China. (2023). Wang, Yiru ; Zhang, Ping. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003071. Full description at Econpapers || Download paper | |
2023 | Price discovery in carbon exchange traded fund markets. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003307. Full description at Econpapers || Download paper | |
2023 | Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Vagnani, Gianluca ; Marchetti, Fabio Massimo ; Nappo, Giovanna. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387. Full description at Econpapers || Download paper | |
2023 | CEO power, bank risk-taking and national culture: International evidence. (2023). Amini, Shima ; Murinde, Victor ; Uddin, Moshfique ; Pour, Eilnaz Kashefi. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000335. Full description at Econpapers || Download paper | |
2023 | Religion and foreign direct investment. (2023). Shin, Donglim ; Oh, Frederick Dongchuhl ; Lee, Jun Yong ; Hong, Seiwoong. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:1:s0969593122000634. Full description at Econpapers || Download paper | |
2023 | Asymmetric risk perception and firm financing in the institutional envelope. (2023). Stocco, Giulia ; Puck, Jonas ; Lindner, Thomas. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:3:s0969593122000956. Full description at Econpapers || Download paper | |
2023 | What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013. Full description at Econpapers || Download paper | |
2023 | Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252. Full description at Econpapers || Download paper | |
2023 | Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306. Full description at Econpapers || Download paper | |
2023 | Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953. Full description at Econpapers || Download paper | |
2023 | Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x. Full description at Econpapers || Download paper | |
2023 | Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632. Full description at Econpapers || Download paper | |
2023 | The roles of innovation strategy and founding team diversity in new venture growth. (2023). Pickernell, David ; Battisti, Martina ; Huang, Shuangfa. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000115. Full description at Econpapers || Download paper | |
2023 | Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134. Full description at Econpapers || Download paper | |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper | |
2023 | Volatility in US dairy futures markets. (2023). Yu, Linda ; Tse, Yiuman ; Jump, Jeff ; Fan, Zaifeng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000666. Full description at Econpapers || Download paper | |
2023 | Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053. Full description at Econpapers || Download paper | |
2023 | A Bayesian perspective on commodity style integration. (2023). Zhao, Nan ; Fuertes, Ana-Maria. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000181. Full description at Econpapers || Download paper | |
2023 | Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259. Full description at Econpapers || Download paper | |
2023 | The impact of oil shocks from different sources on Chinas clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective. (2023). Lin, Boqiang ; Zhang, Hongwei ; Shi, Fengyuan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300065x. Full description at Econpapers || Download paper | |
2023 | Does gender diversity matter? Female directors and firm carbon emissions in Japan. (2023). Wang, Jian ; Qian, Xuepeng ; Fan, Pengda. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002268. Full description at Econpapers || Download paper | |
2023 | Herding in Chinese stock markets: Evidence from the dual-investor-group. (2023). Lu, Yang ; Zheng, Suyan ; Liu, Tengdong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000586. Full description at Econpapers || Download paper | |
2023 | Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach. (2023). ben Jabeur, Sami ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Khalfaoui, Rabeh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:63-80. Full description at Econpapers || Download paper | |
2023 | The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35. Full description at Econpapers || Download paper | |
2023 | Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189. Full description at Econpapers || Download paper | |
2023 | Language barriers, corporate site visit, and analyst forecast accuracy. (2023). Tian, Shaohua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:68-83. Full description at Econpapers || Download paper | |
2023 | Determinants of households intention for investment in renewable energy projects. (2023). Naeini, Ali Bonyadi ; Aboojafari, Roohallah ; Mashayekh, Javad ; Rahmani, Amir. In: Renewable Energy. RePEc:eee:renene:v:205:y:2023:i:c:p:823-837. Full description at Econpapers || Download paper | |
2023 | Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Aslan, Aylin ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:219-232. Full description at Econpapers || Download paper | |
2023 | Crisis stress for the diversity of financial portfolios — evidence from European households. (2023). Stephan, Andreas ; Schäfer, Dorothea ; Weser, Henriette ; Schafer, Dorothea. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:330-347. Full description at Econpapers || Download paper | |
2023 | Board culture and bank innovation: Evidence from China. (2023). Yang, Xiaobing ; Pi, Tianlei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:732-755. Full description at Econpapers || Download paper | |
2023 | Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948. Full description at Econpapers || Download paper | |
2023 | Understanding the role of social media sentiment in identifying irrational herding behavior in the stock market. (2023). Yu, Yongtian ; Liu, Wei ; Chen, Hui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:163-179. Full description at Econpapers || Download paper | |
2023 | International portfolio diversification and the home bias puzzle. (2023). Oh, Frederick Dongchuhl ; Lee, Kyounghun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001933. Full description at Econpapers || Download paper | |
2023 | Belief-based momentum indicator and stock market return predictability. (2023). Liang, Chao ; Xu, Yongan ; Huo, Jiale. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002112. 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 | Target firms’ characteristics and the effects of sovereign wealth funds’ investments: Does cultural context of SWFs matter?. (2023). Graziano, Domenico ; Varrone, Nicola ; Mustilli, Mario ; Gangi, Francesco. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000764. Full description at Econpapers || Download paper | |
2023 | Impact of corporate governance and related controversies on the market value of banks. (2023). Sayilir, Ozlem ; Doan, Murat ; Chelery, Muhammed Aslam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001113. Full description at Econpapers || Download paper | |
2023 | Beliefs that provide a foundation for heuristics and biases in financial decision-making. (2023). Madrazo-Lemaroy, Pilar ; Moya-Ponce, Claudine. In: Cuadernos de Gestión. RePEc:ehu:cuader:61302. Full description at Econpapers || Download paper | |
2023 | The Moderating Effect of Financial Knowledge on Financial Risk Tolerance. (2023). Rabbani, Abed ; Grable, John E. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:137-:d:1072453. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market. (2023). Huang, KE ; Shahbaz, Muhammad ; Zhu, Huiming ; Hau, Liya. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8980-:d:1162316. Full description at Econpapers || Download paper | |
2023 | Mapping the Themes Underlying the Literature on Cross-Listing of Shares—A Contemporary Corporate Strategy of Sustainable Growth. (2023). Rafique, Amir ; Haseeb, Abdul ; Ahmad, Muhammad Munir ; Hayat, Mustansar ; Quddoos, Muhammad Umer ; Lei, Qiuyuan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:12:p:9316-:d:1167179. Full description at Econpapers || Download paper | |
2023 | Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-04121327. Full description at Econpapers || Download paper | |
2023 | Board Gender Diversity Reform and Corporate Carbon Emissions. (2023). Kowalewski, Oskar ; Guo, Siyue ; Duan, Tinghua ; Barroso, Raul. In: Working Papers. RePEc:ies:wpaper:f202302. Full description at Econpapers || Download paper | |
2023 | Board gender diversity and firm performance: A complexity theory perspective. (2023). Kumar, Satish ; Pandey, Nitesh ; Garcia-Ramos, Rebeca ; Goodell, John W ; Post, Corinne. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:40:y:2023:i:3:d:10.1007_s10490-022-09817-w. Full description at Econpapers || Download paper | |
2023 | Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9. Full description at Econpapers || Download paper | |
2023 | Religion and Equity Home Bias. (2023). Lee, Kyounghun ; Oh, Frederick Dongchuhl. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:5:d:10.1007_s11079-022-09709-y. Full description at Econpapers || Download paper | |
2023 | Whose trades contribute more to price discovery? Evidence from the Taiwan stock exchange. (2023). Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01150-7. Full description at Econpapers || Download paper | |
2023 | Hedging performance of volatility index futures: a partial cointegration approach. (2023). Sheu, Her-Jiun ; Lien, Donald ; Lee, Hsiu-Chuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01153-4. Full description at Econpapers || Download paper | |
2023 | The influences of information demand and supply on stock price synchronicity. (2023). Lin, Fu-Lai ; Lee, Cheng-Few ; Chen, Yu-Fen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01183-y. Full description at Econpapers || Download paper | |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper | |
2023 | Chasing ‘Animal spirits’: business expectations, performance feedback, and advertising intensity in Japanese firms. (2023). Takahashi, Hidenori ; Lim, Eunah ; Powell, Skylar K. In: Asian Business & Management. RePEc:pal:abaman:v:22:y:2023:i:3:d:10.1057_s41291-022-00190-6. Full description at Econpapers || Download paper | |
2023 | The performance of active investment positions in foreign markets. (2023). Sokolyk, Tatyana ; Skiba, Hilla ; Fedenia, Mark. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:2:d:10.1057_s41267-022-00548-0. Full description at Econpapers || Download paper | |
2023 | Does Globalization Promote Financial Integration in South Asian Economies? Unveiling the Role of Monetary and Fiscal Performance in Internationalization. (2023). Audi, Marc ; Ali, Amjad ; Ehsan, Rehan. In: MPRA Paper. RePEc:pra:mprapa:119365. Full description at Econpapers || Download paper | |
2023 | Political Instability and Stock Market: An Event Study. (2023). Khan, Azam Anwar ; Jivani, Tooba ; Ahmed, Faiza. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:339-345. Full description at Econpapers || Download paper | |
2023 | Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652. Full description at Econpapers || Download paper | |
2023 | Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). Dragotă, Victor ; Iordache, Andreea ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00415-9. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?. (2023). Wang, Xin-Yi ; Chen, BO ; Song, YU. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00445-3. Full description at Econpapers || Download paper | |
2023 | A non-Normal framework for price discovery: The independent component based information shares measure. (2023). Zema, Sebastiano Michele. In: LEM Papers Series. RePEc:ssa:lemwps:2023/03. Full description at Econpapers || Download paper | |
2023 | The Nexus Between Foreign Portfolio Diversification and Kinship. (2023). Erzsebet-Mirjam, Socaciu. In: Studia Universitatis Babe?-Bolyai Oeconomica. RePEc:vrs:subboe:v:68:y:2023:i:2:p:1-16:n:3. Full description at Econpapers || Download paper | |
2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Commodity network and predictable returns. (2023). Ye, Yang ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1423-1449. Full description at Econpapers || Download paper | |
2023 | The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2017 | Surprise and Dispersion: Informational Impact of USDA Announcements In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. [Full Text][Citation analysis] | paper | 6 |
2019 | Surprise and dispersion: informational impact of USDA announcements.(2019) In: Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2015 | On the Role of Cultural Distance in the Decision to Cross†List In: European Financial Management. [Full Text][Citation analysis] | article | 7 |
2006 | Inferring Public and Private Information from Trades and Quotes In: The Financial Review. [Full Text][Citation analysis] | article | 2 |
2013 | Do Criminal Sanctions Deter Insider Trading? In: The Financial Review. [Full Text][Citation analysis] | article | 3 |
2017 | Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets In: The Financial Review. [Full Text][Citation analysis] | article | 8 |
2019 | Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures In: The Financial Review. [Full Text][Citation analysis] | article | 7 |
2019 | Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Quote dynamics of cross?listed stocks In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2008 | INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD In: Journal of Financial Research. [Full Text][Citation analysis] | article | 15 |
2004 | Price Discovery in Tick Time In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2009 | Price discovery in tick time.(2009) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2009 | Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 65 |
2010 | Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | article | |
2010 | Behavioral heterogeneity in the option market.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
2009 | A Volatility Targeting GARCH model with Time-Varying Coefficients In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Modelling structural changes in the volatility process In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2011 | Modeling structural changes in the volatility process.(2011) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2011 | Cultural Values, CEO Risk Aversion and Corporate Takeovers In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2012 | Sentiment Trades and Option Prices In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 11 |
2014 | Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy. [Full Text][Citation analysis] | article | 15 |
2016 | The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 56 |
2006 | Nonlinear dynamics in Nasdaq dealer quotes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
2005 | Nonlinear dynamics in Nasdaq dealer quotes.(2005) In: Research Memorandum. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2018 | Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
2021 | The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2021 | The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2015 | Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 24 |
2017 | When no news is good news – The decrease in investor fear after the FOMC announcement In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 30 |
2016 | Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics. [Full Text][Citation analysis] | article | 39 |
2016 | Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
2018 | The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
2018 | NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2015 | Cross-listing decisions and the foreign bias of investors In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2017 | Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 21 |
2010 | The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 38 |
2010 | A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 115 |
2012 | Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 22 |
2013 | Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 58 |
2014 | Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 40 |
2012 | Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2015 | The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
2018 | The skewness of commodity futures returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 62 |
2018 | The skewness of commodity futures returns.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2018 | Institutional trading and asset pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Herding in analysts’ recommendations: The role of media In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 23 |
2020 | Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
2008 | On the determinants of portfolio choice In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 25 |
2008 | The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 34 |
2019 | The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 4 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2011 | Heterogeneity and sentiment in the stock market In: International Journal of Behavioural Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2012 | Firm efficiency and stock returns In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 15 |
2002 | The Dynamics of Dealer Quoting Behavior In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
2019 | Time-varying contemporaneous spillovers during the European Debt Crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Precious metals, oil and the exchange rate: contemporaneous spillovers In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
2019 | Behavioural heterogeneity in wine investments In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2019 | Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2020 | Pairs trading of Chinese and international commodities In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Forecasting daily volatility with intraday data In: The European Journal of Finance. [Full Text][Citation analysis] | article | 6 |
2008 | The New Zealand implied volatility index In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 2 |
2018 | Behavioural heterogeneity in the New Zealand stock market In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 0 |
2019 | Turn of the Month effect in the New Zealand stock market In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 3 |
2013 | Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 10 |
2007 | Insider trading laws what works and what doesnt In: Competition & Regulation Times. [Full Text][Citation analysis] | paper | 0 |
2007 | Elements of Effective Insider Trading Laws In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2010 | The information content of implied volatility: Evidence from Australia In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 42 |
2013 | Contemporaneous Spill?Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets. [Citation analysis] | article | 18 |
2015 | The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2016 | On the Intraday Relation Between the VIX and its Futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 25 |
2018 | A comprehensive look at the return predictability of variance risk premia In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
2018 | Determinants of intraday price discovery in VIX exchange traded notes In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
2018 | Volatility discovery and volatility quoting on markets for options and warrants In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
2019 | Properties and the predictive power of implied volatility in the New Zealand dairy market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2020 | The determinants of price discovery on bitcoin markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 26 |
2022 | Editors Note In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2014 | Institutional Trading and Stock Returns: Evidence from China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 5 |
2010 | INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2019 | Noise trading and informational efficiency In: EconStor Preprints. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team