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International Review of Financial Analysis / Elsevier


1.09

Impact Factor

1.19

5-Years IF

26

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.09121243007 (16.3%)0.04
19930.1115271712124 (23.5%)0.06
19940.1213401427277 (50%)0.05
19950.110.20.21353100.19102834081 (10%)0.07
19960.080.240.11197280.11482625369 (18.8%)0.09
19970.060.280.1168870.08173227273 (17.6%)0.09
19980.060.290.081710590.09523527667 (13.5%)10.060.1
19990.030.320.0517122110.098633178423 (26.7%)30.180.13
20000.060.40.022514740.0317234282221 (12.2%)0.15
20010.190.40.1526173190.11170428941413 (7.6%)10.040.15
20020.270.420.2326199410.2115851141012323 (14.6%)30.120.18
20030.270.440.2232231380.1618152141112433 (18.2%)20.060.19
20040.290.490.4236267660.2530758171265341 (13.4%)20.060.2
20050.190.520.3233300680.2323868131454650 (21%)30.090.21
20060.30.520.3727327930.289769211535618 (18.6%)40.150.2
20070.350.450.46293561240.3517660211547136 (20.5%)50.170.18
20080.380.480.63704261710.445656211579985 (18.6%)90.130.2
20090.550.480.6344602090.45332995419511752 (15.7%)40.120.19
20100.610.460.58425022170.432541046319311256 (22%)30.070.17
20110.930.520.73405423030.56270767120214849 (18.1%)70.180.2
20120.710.560.79545963100.52207825821517036 (17.4%)50.090.21
20130.820.630.98976934220.61438947724023457 (13%)230.240.22
20141.10.671.281078006270.7826215116626734242 (16%)290.270.22
20150.920.740.941299296590.7122120418734031837 (16.7%)470.360.23
20161.090.981.1915710869100.846523625842750916 (24.6%)350.220.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:3:p:152-164.

Full description at Econpapers || Download paper

127
22013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. (2013). lucey, brian ; Gurdgiev, Constantin ; Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:202-211.

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84
32009Volatility transmission between oil prices and equity sector returns. (2009). Ewing, Bradley ; Malik, Farooq . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:3:p:95-100.

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76
42004Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes. (2004). Voronkova, Svitlana. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:633-647.

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72
52008Financial crisis and stock market efficiency: Empirical evidence from Asian countries. (2008). Lim, Kian-Ping ; Kim, Jae ; Brooks, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:3:p:571-591.

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63
62008Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets. (2008). Hammoudeh, Shawkat ; Li, Huimin . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:47-63.

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56
72007Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. (2007). Syriopoulos, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:16:y:2007:i:1:p:41-60.

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52
82004International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

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51
92013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:46-56.

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49
102001What drives contagion: Trade, neighborhood, or financial links?. (2001). Valdés, Rodrigo ; Hernandez, Leonardo F. ; Valdes, Rodrigo O.. In: International Review of Financial Analysis. RePEc:eee:finana:v:10:y:2001:i:3:p:203-218.

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45
112009The impact of banking regulations on banks cost and profit efficiency: Cross-country evidence. (2009). Pasiouras, Fotios ; Zopounidis, Constantin ; Tanna, Sailesh . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:294-302.

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44
122000Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle. (2000). Huang, Bwo-Nung ; Chin- Wei Yang, . In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:3:p:281-297.

Full description at Econpapers || Download paper

40
132009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange. (2009). Tabak, Benjamin ; Gogas, Periklis ; Cajueiro, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:50-57.

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37
142009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Liu, LI ; Gu, Rongbao . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:271-276.

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37
152012Foreign direct investment and institutional quality: Some empirical evidence. (2012). Buchanan, Bonnie ; Le, Quan V. ; Rishi, Meenakshi . In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:81-89.

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36
162008Bank efficiency in the new European Union member states: Is there convergence?. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:5:p:1156-1172.

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36
172015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Sharma, Susan ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

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34
182015Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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33
192001Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis. (2001). Viney, Christopher ; Kim, Sangbae ; Yoon, Jai Hyung . In: International Review of Financial Analysis. RePEc:eee:finana:v:10:y:2001:i:1:p:87-96.

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31
202010Price and volatility spillovers across North American, European and Asian stock markets. (2010). Pandey, Ajay ; Singh, Priyanka ; Kumar, Brajesh ; Rajeshkumar, B. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:55-64.

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31
212005Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests. (2005). Aggarwal, Raj ; NYO NYO A. KYAW, . In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:4:p:393-406.

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30
221992Prices and hedge ratios of average exchange rate options. (1992). Vorst, Ton. In: International Review of Financial Analysis. RePEc:eee:finana:v:1:y:1992:i:3:p:179-193.

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27
232010An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation. (2010). Hatemi-J, Abdulnasser ; Al Janabi, Mazin A. M., ; Irandoust, Manuchehr ; Hatemi-J, Abdulnasser, ; Hatemi-J , Abdulnasser, . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:47-54.

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27
242003Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange. (2003). Brorsen, B ; Buguk, Cumhur. In: International Review of Financial Analysis. RePEc:eee:finana:v:12:y:2003:i:5:p:579-590.

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27
252006The CAPM and value at risk at different time-scales. (2006). Fernandez, Viviana. In: International Review of Financial Analysis. RePEc:eee:finana:v:15:y:2006:i:3:p:203-219.

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26
262000On the conditional relationship between beta and return in international stock returns. (2000). Fletcher, Jonathan . In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:3:p:235-245.

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26
272005Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence. (2005). lucey, brian ; Dowling, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:3:p:337-355.

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25
282009Unifractality and multifractality in the Italian stock market. (2009). Onali, Enrico ; Goddard, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:154-163.

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24
292008Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammad M. ; Nikkinen, Jussi . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:27-46.

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24
302013Herding behavior in REITs: Novel tests and the role of financial crisis. (2013). KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS ; Economou, Fotini ; Philippas, Nikolaos . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:166-174.

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23
312008Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets. (2008). Abugri, Benjamin A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:2:p:396-410.

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22
322004Equity market integration in the Asia-Pacific region: A smooth transition analysis. (2004). Chelley-Steeley, Patricia. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:621-632.

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22
332010International Financial Reporting Standards and the quality of financial statement information. (2010). Iatridis, George . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:193-204.

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21
342002Dividend policy theories and their empirical tests. (2002). Frankfurter, George M. ; Wood, Bob Jr., . In: International Review of Financial Analysis. RePEc:eee:finana:v:11:y:2002:i:2:p:111-138.

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20
352003Trading volume and stock market volatility: The Polish case. (2003). Henke, Harald ; Bohl, Martin T.. In: International Review of Financial Analysis. RePEc:eee:finana:v:12:y:2003:i:5:p:513-525.

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20
362005Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997. (2005). Los, Cornelis ; Karuppiah, Jeyanthi. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:2:p:211-246.

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20
372002The explanatory power of political risk in emerging markets. (2002). Bilson, Christopher M. ; Hooper, Vincent C. ; Brailsford, Timothy J.. In: International Review of Financial Analysis. RePEc:eee:finana:v:11:y:2002:i:1:p:1-27.

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20
382009Are RiskMetrics forecasts good enough? Evidence from 31 stock markets. (2009). McMillan, David G. ; Kambouroudis, Dimos . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:3:p:117-124.

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20
392009Together we invest? Individual and institutional investors trading behaviour in Poland. (2009). Gebka, Bartosz ; Goodfellow, Christiane ; Bohl, Martin T.. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:212-221.

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19
402005Cost frontier efficiency and risk-return analysis in an emerging market. (2005). Rao, Ananth. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:3:p:283-303.

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19
412002The costs of bankruptcy: A review. (2002). Branch, Ben . In: International Review of Financial Analysis. RePEc:eee:finana:v:11:y:2002:i:1:p:39-57.

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18
422005Estimation of expected return: CAPM vs. Fama and French. (2005). Bartholdy, Jan ; Peare, Paula. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:4:p:407-427.

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18
432010Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets. (2010). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:10-18.

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18
441998Two puzzles in the analysis of foreign exchange market efficiency. (1998). Wohar, Mark ; Kellard, Neil ; Ennew, Christine ; Rayner, Tony ; Newbold, Paul . In: International Review of Financial Analysis. RePEc:eee:finana:v:7:y:1998:i:2:p:95-111.

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18
452009The value of stock analysts recommendations: Evidence from emerging markets. (2009). Wu, Eliza ; Ng, David ; Moshirian, Fariborz . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:74-83.

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18
462001Trading rule profits in Latin American currency spot rates. (2001). Lee, Chun I ; Gleason, Kimberly C.. In: International Review of Financial Analysis. RePEc:eee:finana:v:10:y:2001:i:2:p:135-156.

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18
472004Managing extreme risks in tranquil and volatile markets using conditional extreme value theory. (2004). Byström, Hans ; Bystrom, Hans N. E., . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:2:p:133-152.

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18
482010Macroeconomic determinants of credit risk: Recent evidence from a cross country study. (2010). Ali, Asghar ; Daly, Kevin . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:165-171.

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18
492000Bankruptcy prediction: Application of the Taylors expansion in logistic regression. (2000). Laitinen, Erkki K.. In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:4:p:327-349.

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17
502014Can banks individually create money out of nothing? — The theories and the empirical evidence. (2014). Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:1-19.

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17

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:3:p:152-164.

Full description at Econpapers || Download paper

60
22013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. (2013). lucey, brian ; Gurdgiev, Constantin ; Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:202-211.

Full description at Econpapers || Download paper

56
32013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:46-56.

Full description at Econpapers || Download paper

35
42015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Sharma, Susan ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

Full description at Econpapers || Download paper

34
52015Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

Full description at Econpapers || Download paper

33
62008Financial crisis and stock market efficiency: Empirical evidence from Asian countries. (2008). Lim, Kian-Ping ; Kim, Jae ; Brooks, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:3:p:571-591.

Full description at Econpapers || Download paper

23
72009Volatility transmission between oil prices and equity sector returns. (2009). Ewing, Bradley ; Malik, Farooq . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:3:p:95-100.

Full description at Econpapers || Download paper

21
82009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange. (2009). Tabak, Benjamin ; Gogas, Periklis ; Cajueiro, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:50-57.

Full description at Econpapers || Download paper

18
92010An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation. (2010). Hatemi-J, Abdulnasser ; Al Janabi, Mazin A. M., ; Irandoust, Manuchehr ; Hatemi-J, Abdulnasser, ; Hatemi-J , Abdulnasser, . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:47-54.

Full description at Econpapers || Download paper

17
102014Can banks individually create money out of nothing? — The theories and the empirical evidence. (2014). Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:1-19.

Full description at Econpapers || Download paper

16
112012Foreign direct investment and institutional quality: Some empirical evidence. (2012). Buchanan, Bonnie ; Le, Quan V. ; Rishi, Meenakshi . In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:81-89.

Full description at Econpapers || Download paper

16
122015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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15
132013Herding behavior in REITs: Novel tests and the role of financial crisis. (2013). KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS ; Economou, Fotini ; Philippas, Nikolaos . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:166-174.

Full description at Econpapers || Download paper

15
142008Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets. (2008). Hammoudeh, Shawkat ; Li, Huimin . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:47-63.

Full description at Econpapers || Download paper

14
152010Price and volatility spillovers across North American, European and Asian stock markets. (2010). Pandey, Ajay ; Singh, Priyanka ; Kumar, Brajesh ; Rajeshkumar, B. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:55-64.

Full description at Econpapers || Download paper

14
162009The impact of banking regulations on banks cost and profit efficiency: Cross-country evidence. (2009). Pasiouras, Fotios ; Zopounidis, Constantin ; Tanna, Sailesh . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:294-302.

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14
172014Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets. (2014). Bekiros, Stelios. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:58-69.

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14
182015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

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13
192014A microstructure analysis of the carbon finance market. (2014). Hyde, Stuart ; Bredin, Don ; Muckley, Cal . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:222-234.

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13
202000Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle. (2000). Huang, Bwo-Nung ; Chin- Wei Yang, . In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:3:p:281-297.

Full description at Econpapers || Download paper

12
212014On financial contagion and implied market volatility. (2014). Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:21-30.

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12
222010Macroeconomic determinants of credit risk: Recent evidence from a cross country study. (2010). Ali, Asghar ; Daly, Kevin . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:165-171.

Full description at Econpapers || Download paper

11
232009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Liu, LI ; Gu, Rongbao . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:271-276.

Full description at Econpapers || Download paper

11
242014Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data. (2014). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:154-166.

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11
252004International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

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11
262015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos ; Kizys, Renatas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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11
272015The gold price in times of crisis. (2015). Biakowski, Jdrzej ; Wisniewski, Tomasz P ; Stephan, Patrick M ; Bohl, Martin T. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:329-339.

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10
282015Are gold and silver a hedge against inflation? A two century perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:267-276.

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10
292004Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes. (2004). Voronkova, Svitlana. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:633-647.

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302008Bank efficiency in the new European Union member states: Is there convergence?. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:5:p:1156-1172.

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312013The real effects of financial stress in the Eurozone. (2013). Sousa, Ricardo ; Mallick, Sushanta. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:1-17.

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322008Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets. (2008). Abugri, Benjamin A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:2:p:396-410.

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332013Equity risk premium and regional integration. (2013). Teulon, Frédéric ; AROURI, Mohamed ; Rault, Christophe . In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:79-85.

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342013The short-run relationship between the financial system and economic growth: New evidence from regional panels. (2013). Narayan, Seema. In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:70-78.

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352014Does linkage fuel the fire? The transmission of financial stress across the markets. (2014). Deesomsak, Rataporn ; Chau, Frankie . In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:57-70.

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362009Together we invest? Individual and institutional investors trading behaviour in Poland. (2009). Gebka, Bartosz ; Goodfellow, Christiane ; Bohl, Martin T.. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:212-221.

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372015Forecasting the price of gold using dynamic model averaging. (2015). GUPTA, RANGAN ; Kim, Won Joong ; Hammoudeh, Shawkat ; Aye, Goodness . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:257-266.

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382013Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Tinoco, Mario Hernandez ; Wilson, Nick . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

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392014The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals. (2014). Sornette, D. ; Ren, R. E. ; Lin, L.. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:210-225.

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402013Efficient or adaptive markets? Evidence from major stock markets using very long run historic data. (2013). Hudson, Robert ; Urquhart, Andrew . In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:130-142.

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412013Aggregated, voluntary, and mandatory risk disclosure incentives: Evidence from UK FTSE all-share companies. (2013). Fraser, Ian ; Elshandidy, Tamer ; Hussainey, Khaled . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:320-333.

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422015Diversifying finance research: From financialization to sustainability. (2015). Lagoarde-Segot, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:1-6.

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432009Unifractality and multifractality in the Italian stock market. (2009). Onali, Enrico ; Goddard, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:154-163.

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442011Are European equity markets efficient? New evidence from fractal analysis. (2011). Onali, Enrico ; Goddard, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:2:p:59-67.

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452014Textual sentiment in finance: A survey of methods and models. (2014). Kearney, Colm ; Liu, Sha . In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:171-185.

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462013Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets. (2013). Aijo, Janne ; Nikkinen, Jussi ; Kotkatvuori-ornberg, Juha . In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:70-78.

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472007Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. (2007). Syriopoulos, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:16:y:2007:i:1:p:41-60.

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482002The explanatory power of political risk in emerging markets. (2002). Bilson, Christopher M. ; Hooper, Vincent C. ; Brailsford, Timothy J.. In: International Review of Financial Analysis. RePEc:eee:finana:v:11:y:2002:i:1:p:1-27.

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492010Testing the evolving efficiency of Arab stock markets. (2010). Abdmoulah, Walid . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:25-34.

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502011The relationship between product market competition and capital structure in Chinese listed firms. (2011). Li, Ling ; Guney, Yilmaz ; Fairchild, Richard . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:1:p:41-51.

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2016Global financial conditions and asset markets: Evidence from fragile emerging economies. (2016). Yildirim, Zekeriya. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:208-220.

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2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

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2016Evidence of cross-asset contagion in U.S. markets. (2016). Chang, Guang-Di ; Cheng, Po-Ching . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:219-226.

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2016How does Germanys green energy policy affect electricity market volatility? An application of conditional autoregressive range models. (2016). Auer, Benjamin R. In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:621-628.

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2016Adoption of the International Financial Reporting Standards (IFRS) on companies’ financing structure in emerging economies. (2016). Dos, Marco Aurelio ; Distadio, Luiz Fernando ; Lopes, Luiz Paulo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:179-189.

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2016Volatility of by-product metal and mineral prices. (2016). Eggert, Roderick ; Redlinger, Michael . In: Resources Policy. RePEc:eee:jrpoli:v:47:y:2016:i:c:p:69-77.

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2016Who are the net senders and recipients of volatility spillovers in China’s financial markets?. (2016). Wang, Gang-Jin ; Stanley, Eugene H ; Jiang, Zhi-Qiang ; Xie, Chi . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:255-262.

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2016Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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2016Multiscale dependence analysis and portfolio risk modeling for precious metal markets. (2016). Liu, Youjin ; Yu, Lean ; Lai, Kin Keung ; He, Kaijian . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:224-233.

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2016The connectedness between crude oil and financial markets: Evidence from implied volatility indices. (2016). Aktham, Maghyereh ; Cherif, Guermat ; Awartani, Basel . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:56-69.

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2016Testing the adaptive market hypothesis and its determinants for the Indian stock markets. (2016). Hiremath, Gourishankar S ; Narayan, Seema . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:173-180.

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2016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

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2016Does Pharmaceutical Price Regulation Result in Greater Access to Essential Medicines? Study of the impact of drug price control order on sales volume of drugs in India. (2016). Sahay, Arvind ; Jaikumar, Saravana . In: IIMA Working Papers. RePEc:iim:iimawp:14241.

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2016The relative valuation of gold. (2016). Czudaj, Robert ; Beckmann, Joscha ; Baur, Dirk G. In: Ruhr Economic Papers. RePEc:zbw:rwirep:604.

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2016A melting pot — Gold price forecasts under model and parameter uncertainty. (2016). Czudaj, Robert ; Beckmann, Joscha ; Baur, Dirk G. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:282-291.

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2016Are Dividend Yield and ROE Smart Portfolio Fundamentals? The Recent Case of Japan. (2016). Tsuji, Chikashi . In: Business and Management Horizons. RePEc:mth:bmh888:v:4:y:2016:i:1:p:10-21.

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2016ESG Issues among Fund Managers—Factors and Motives. (2016). Larreina, Mikel ; Przychodzen, Wojciech ; Gomez-Bezares, Fernando . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:10:p:1078-:d:81238.

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2016METASTUDIE :NACHHALTIGKEIT CONTRA RENDITE? Die Implikationen nachhaltigen Wirtschaftens für offene Immobilienfonds am Beispiel der Deka Immobilien Investment GmbH und der WestInvest GmbH. (2016). Bienert, Sven . In: Beiträge zur Immobilienwirtschaft. RePEc:bay:birebs:14.

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2016Dutch mortgages: Impact of the crisis on probability of default. (2016). giouvris, evangelos ; Kroot, Jan . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:205-217.

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2016Bond Liquidity at the Oslo Stock Exchange. (2016). Ødegaard, Bernt. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2016_016.

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2016How to improve the market efficiency of carbon trading: A perspective of China. (2016). Zhao, Xin-Gang ; Chen, Hao ; Nie, Dan ; Jiang, Gui-Wu . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:59:y:2016:i:c:p:1229-1245.

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2016Optimal hedging in carbon emission markets using Markov regime switching models. (2016). Shi, Yukun ; Philip, Dennis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:1-15.

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2016Bank Value and Geographic Diversification: Regional vs Global. (2016). Efthyvoulou, Georgios ; Yildirim, Canan . In: Working Papers. RePEc:shf:wpaper:2016001.

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2016Sand in the wheels or wheels in the sand? Tobin taxes and market crashes. (2016). Lichard, Tomas ; Novotn, J ; Lavika, H. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:328-342.

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2016Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach. (2016). Park, Sung Y. ; Li, Haiqi ; Kim, Myeong Jun . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:217-225.

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2016The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23.

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2016Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E ; Pradhan, Rudra P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x.

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2016Investor sentiment and local bias in extreme circumstances: The case of the Blitz. (2016). Hudson, Robert ; Urquhart, Andrew . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:340-350.

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2016Are real options a missing piece in the diversification-value puzzle?. (2016). de Andres, Pablo ; Velasco, Pilar ; de la Fuente, Gabriel . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:261-271.

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2016Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

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2016Impact of Volatility and Equity Market Uncertainty on Herd Behavior: Evidence from UK REITs. (2016). Lau, Chi Keung ; GUPTA, RANGAN ; coskun, yener ; Marco, Chi Keung ; Akinsomi, Omokolade . In: Working Papers. RePEc:pre:wpaper:201688.

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2016Unconventional monetary policy and capital flows. (2016). KIENDREBEOGO, Youssouf. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:412-424.

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2016A note on why doesnt the choice of performance measure matter?. (2016). guo, biao ; Xiao, Yugu . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:248-254.

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2016How Accurate are Modern Value-at-Risk Estimators Derived from Extreme Value Theory?. (2016). Auer, Benjamin R ; Mogel, Benjamin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6288.

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2016The roles of past returns and firm fundamentals in driving US stock price movements. (2016). Wu, Eliza ; Hong, Kihoon . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:62-75.

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2016The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets. (2016). Vortelinos, Dimitrios I ; Saha, Shrabani . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:222-226.

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2016Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid ; Kang, Sang Hoon . In: MPRA Paper. RePEc:pra:mprapa:73400.

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2016Banking industry performance in the wake of the global financial crisis. (2016). Ramos, Sofia ; Bhimjee, Diptes ; Dias, Jose G. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:376-387.

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2016Global versus local beta models: A partitioned distribution approach. (2016). Bramante, Riccardo ; Zappa, Diego . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:41-47.

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2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

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2016Identifying Uncertainty Shocks Using the Price of Gold. (2016). Piffer, Michele ; Podstawski, Maximilian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1549.

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2016Mind the gap: Psychological barriers in gold and silver pricesAuthor-Name: Lucey, Michael E.. (2016). O'Connor, Fergal A. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:135-140.

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2016The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market. (2016). Luo, Xingguo ; Ye, Zinan ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:105-111.

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2016Extreme risk spillover effects in world gold markets and the global financial crisis. (2016). Wang, Gang-Jin ; Stanley, Eugene H ; Jiang, Zhi-Qiang ; Xie, Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:55-77.

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2016“Rookies to the stock market: A portrait of new shareholders”. (2016). Abrahamson, Martin . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:565-576.

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2016The impact of investor sentiment on returns and conditional volatility in U.S. futures markets. (2016). Bahloul, Walid ; Bouri, Abdelfettah . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:36:y:2016:i:c:p:89-102.

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2016The Analysis of Weak-Form Efficiency in the Market of Crude Oil. (2016). Gorska, Anna ; Krawiec, Monika . In: EJES European Journal of Economics and Business Studies Articles. RePEc:eur:ejesjr:101.

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2016Diversification and Corporate Performance: Evidence from China’s Listed Energy Companies. (2016). Cheng, Ke ; Li, Qiming ; Yang, Xiaoguang ; Wang, Wenhuan ; Lou, Yiping . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:10:p:983-:d:79380.

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2016Re-embedding financial stakes within ethical and social values in socially responsible investing (SRI). (2016). Revelli, Christophe . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:1-5.

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2016Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Baldi, Lucia ; Peri, Massimo ; Vandone, Daniela . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285.

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2016Dynamics of financial markets and transaction costs: A graph-based study. (2016). Lillo, Felipe ; Valdes, Rodrigo . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:455-465.

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2016Bullish/bearish/neutral strategies under short sale restrictions. (2016). Bae, Kwangil ; Lee, Soonhee ; Kang, Jangkoo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:227-239.

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2016Labor protection and corporate Debt maturity: International evidence. (2016). Boubaker, Sabri ; Ben-Nasr, Hamdi . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:134-149.

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2016Time-varying risk, mispricing attributes, and the accrual premium. (2016). Simlai, Prodosh E. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:150-161.

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2016Price discovery and asset pricing. (2016). , Joakimwesterlund ; Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Thuraisamy, Kannan ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:224-235.

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2016‘Cleantech’ venture capital around the world. (2016). Cumming, Douglas ; Sadorsky, Perry ; Henriques, Irene . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:86-97.

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2016Venture’s economic impact in Australia. (2016). Cumming, Douglas ; Johan, Sofia . In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:41:y:2016:i:1:d:10.1007_s10961-014-9378-3.

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2016Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23.

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2016Media coverage and stock returns on the London Stock Exchange, 1825-70. (2016). Walker, Clive ; Turner, John ; Ye, Qing . In: QUCEH Working Paper Series. RePEc:zbw:qucehw:201602.

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2016The impacts of economic importance difference of a joint venture (JV) held by partners and partners size difference on the extraction of rivalrous and non-rivalrous private benefits in a JV. (2016). Zhang, Xiaoxiang ; Wen, Jie . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:46-54.

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2016Are there exploitable trends in commodity futures prices?. (2016). Yang, Jian ; Han, Yufeng ; Hu, Ting . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:70:y:2016:i:c:p:214-234.

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2016Long-short commodity investing: A review of the literature. (2016). Miffre, Joelle . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:3-13.

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2016Population ageing and inflation with endogenous money creation. (2016). Fedotenkov, Igor. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:23.

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2016Traditional banks, shadow banks and the US credit boom: Credit origination versus financing. (2016). Unger, Robert. In: Discussion Papers. RePEc:zbw:bubdps:112016.

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2016A lost century in economics: Three theories of banking and the conclusive evidence. (2016). Werner, Richard A. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:361-379.

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2016An elementary model of money circulation. (2016). Schinckus, Christophe ; Pokrovskii, Vladimir N. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:463:y:2016:i:c:p:111-122.

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2016Agent based-stock flow consistent macroeconomics: Towards a benchmark model. (2016). Stiglitz, Joseph ; Godin, Antoine ; Gallegati, Mauro ; Caiani, Alessandro ; Caverzasi, Eugenio ; Kinsella, Stephen . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:375-408.

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2016A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate. (2016). Castle, Jennifer ; Werner, Richard A ; Ryan-Collins, Josh . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176.

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2016MODERN MONETARY CIRCUIT THEORY, STABILITY OF INTERCONNECTED BANKING NETWORK, AND BALANCE SHEET OPTIMIZATION FOR INDIVIDUAL BANKS. (2016). Lipton, Alexander . In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:19:y:2016:i:06:p:1650034-01-1650034-57.

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2016The role of bank balance sheets in monetary policy transmission. Evidence from Poland. (2016). Kapuściński, Mariusz ; Kapuciski, Mariusz . In: NBP Working Papers. RePEc:nbp:nbpmis:245.

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2016Are regulatory capital adequacy ratios good indicators of bank failure? Evidence from US banks. (2016). Abou-El, Heba . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:292-302.

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2016The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour. (2016). Koursaros, Demetris ; Savva, Christos S ; Michail, Nektarios A. In: Working Papers. RePEc:cyb:wpaper:2016-01.

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2016A note on money creation in emerg-ing market economies. (2016). Ponomarenko, Alexey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps10.

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2016MACROECONOMIC DETERMINANTS OF SHADOW BANKING – EVIDENCE FROM EU COUNTRIES. (2016). Barbu, Teodora Cristina ; Cioaca, Sorin Iulian ; Boitan, Iustina Alina . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2016:j:18:barbut.

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2016Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets. (2016). Barneto, Pascal ; Rannou, Yves . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:159-174.

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2016Why do carbon prices and price volatility change?. (2016). Ibrahim, Boulis Maher ; Kalaitzoglou, Iordanis Angelos . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:76-94.

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2016Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

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2016Environmental finance: A research agenda for interdisciplinary finance research. (2016). Linnenluecke, Martina K ; McKnight, Brent ; Smith, Tom . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:124-130.

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2016Trader types and volatility of emission allowance prices. Evidence from EU ETS Phase I. (2016). Balietti, Anca Claudia . In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:607-620.

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2016Boards of Directors in Russian Publicly Traded Companies in 1998-2014: Structure, Dynamics and Performance Effects. (2016). Муравьев, Александр. In: IZA Discussion Papers. RePEc:iza:izadps:dp10436.

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2016Identifying enablers of technological innovation for Indian MSMEs using best–worst multi criteria decision making method. (2016). Gupta, Himanshu ; Barua, Mukesh Kumar . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:107:y:2016:i:c:p:69-79.

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2016Global financial crisis and emerging stock market contagion: A volatility impulse response function approach. (2016). Jin, Xiaoye ; An, Ximeng . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:179-195.

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2016Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897.

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2016Global financial crisis and spillover effects among the U.S. and BRICS stock markets. (2016). Nguyen, Duc Khuong ; Kang, Sang Hoon ; Hammoudeh, Shawkat ; Mensi, Walid . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:257-276.

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2016Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets. (2016). Yarovaya, Larisa ; Keung, Marco Chi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:605-619.

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2016Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:118-139.

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2016Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?. (2016). Doytch, Nadia ; Nguyen, Tri Tung ; Narayan, Seema ; Kluegel, Karl . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:485-503.

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2016The impact of state and foreign ownership on banking risk: Evidence from the MENA countries. (2016). Lassoued, Naima ; Ben Rejeb, Mouna ; Sassi, Houda . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:167-178.

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2016Income and funding structures, banking regulation and bank risk-taking: The role of ownership in Central and Eastern European banks. (2016). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-01301825.

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2016Managing the diversity: board age diversity, directors’ personal values, and bank performance. (2016). Zhang, Mao ; Talavera, Oleksandr ; Yin, Shuxing . In: MPRA Paper. RePEc:pra:mprapa:71927.

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2016Assessing portfolio market risk in the BRICS economies: use of multivariate GARCH models. (2016). Bonga-Bonga, Lumengo ; Nleya, Lebogang . In: MPRA Paper. RePEc:pra:mprapa:75809.

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2016Financial sector development and dollarization in emerging economies. (2016). Marcelin, Isaac. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:20-32.

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2016The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2016). Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:69_2016.

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2016On emerging stock market contagion: The Baltic region. (2016). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Alexakis, Panayotis D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:312-321.

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2016Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Mollah, Sabur ; Zafirov, Goran . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:151-167.

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2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

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2016Will the crisis “tear us apart”? Evidence from the EU. (2016). Pappas, Vasileios ; Steele, Gerry ; Izzeldin, Marwan . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:346-360.

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2016Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. (2016). Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39.

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2016Greek debt negotiations and VIX currency indices: A HYGARCH approach. (2016). Dimitriou, Dimitrios. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00508.

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2016Stock and currency market linkages: New evidence from realized spillovers in higher moments. (2016). Wu, Eliza ; Do, Hung Xuan ; Treepongkaruna, Sirimon ; Brooks, Robert . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:167-185.

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2016Credit risk interconnectedness: What does the market really know?. (2016). Brownlees, Christian ; Abbassi, Puriya ; Podlich, Natalia ; Hans, Christina . In: Discussion Papers. RePEc:zbw:bubdps:092016.

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2016U.S. stock markets and the role of real interest rates. (2016). Mollick, Andre ; Huang, Wanling ; Nguyen, Khoa Huu . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:59:y:2016:i:c:p:231-242.

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2016Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimationAuthor-Name: Atil, Ahmed. (2016). Bradford, Marc ; Lahiani, Amine ; Elmarzougui, Abdelaziz . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:42-53.

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2016The effects of corporate acquisitions on CEO compensation and CEO turnover of family firms. (2016). de Cesari, Amedeo ; Ozkan, Neslihan ; Gonenc, Halit . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:294-317.

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2016Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model. (2016). Porshnev, Alexander ; Redkin, Ilya ; Lakshina, Valeria . In: HSE Working papers. RePEc:hig:wpaper:54/fe/2016.

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2016Media-expressed negative tone and firm-level stock returns. (2016). Kearney, Colm ; Hutson, Elaine ; Liu, Sha ; Han, Jingguang ; Ahmad, Khurshid . In: Journal of Corporate Finance. RePEc:eee:corfin:v:37:y:2016:i:c:p:152-172.

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2016Sentiment volatility and bank lending behavior. (2016). Xu, Bing ; Caglayan, Mustafa. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:107-120.

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2016The effect of bidder conservatism on M&A decisions: Text-based evidence from US 10-K filings. (2016). Ahmed, Yousry ; Elshandidy, Tamer . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:176-190.

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2016Media Coverage and ECB Policy-Making: Evidence from a New Index. (2016). Bennani, Hamza. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-38.

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2016Analyzing the correlation between online texts and stock price movements at micro-level using machine learning. (2016). Dařena, František ; Petrovsky, Jonas ; Zizka, Jan ; Prichystal, Jan . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:67_2016.

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2016Are managers strategic in reporting non-earnings news? Evidence on timing and news bundling. (2016). Segal, Benjamin . In: Review of Accounting Studies. RePEc:spr:reaccs:v:21:y:2016:i:4:d:10.1007_s11142-016-9366-y.

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2016Assessing the information content of short-selling metrics using daily disclosures. (2016). Comerton-Forde, Carole ; Manton, Tom ; Gray, Philip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:188-204.

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2016The MAX effect: An exploration of risk and mispricing explanations. (2016). Zhong, Angel ; Gray, Philip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:65:y:2016:i:c:p:76-90.

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2016Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information. (2016). Lin, Mi. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:247-260.

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2016Bond market investor herding: Evidence from the European financial crisis. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:367-375.

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2016Defining the factors of Fitch rankings in the European banking sector. (2016). Drimbetas, Evangelos ; Drimpetas, Evaggelos ; Lazarides, Themistokles . In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:2:d:10.1007_s40822-016-0046-9.

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2016The Impact of Financial Crisis on Electricity Demand: A Case Study of North China. (2016). Zhao, Huiru ; Li, Fuqiang ; Guo, Sen ; Hu, Yuou . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:4:p:250-:d:66824.

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2016The Impact of Financial Crisis on Electricity Demand: A Case Study of North China. (2016). Zhao, Huiru ; Hu, Yuou ; Li, Fuqiang ; Guo, Sen . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:4:p:250:d:66824.

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2016Free cash flows and overinvestment: Further evidence from Chinese energy firms. (2016). Zhang, Dayong ; Kutan, Ali M ; Dickinson, David G ; Cao, Hong . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:116-124.

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2016The determinants of financial structure: How to explain the “paradox of insolvency and debt” among SMEs in Cameroon?. (2016). Tchankam, Jean-Paul ; Gandja, Serge Valant ; Feudjo, Jules Roger . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:73-84.

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2016Institutions and corporate capital structure in the MENA region. (2016). Maghyereh, Aktham ; Awartani, Basel . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:99-129.

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2016How does the tax status of a country impact capital structure? Evidence from the GCC region. (2016). Temimi, Akram ; Mimouni, Karim ; Zeitun, Rami . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:71-89.

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2016Investor sentiment and local bias in extreme circumstances: The case of the Blitz. (2016). Hudson, Robert ; Urquhart, Andrew . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:340-350.

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2016Revisiting calendar anomalies: Three decades of multicurrency evidence. (2016). Kumar, Satish . In: Journal of Economics and Business. RePEc:eee:jebusi:v:86:y:2016:i:c:p:16-32.

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2016Chaos in G7 Stock Markets using Over One Century of Data: A Note. (2016). Tiwari, Aviral ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:pre:wpaper:201678.

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2016Calendar trading of Taiwan stock market: A study of holidays on trading detachment and interruptions. (2016). Yang, Ann Shawing . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:140-154.

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2016Are stock markets really efficient? Evidence of the adaptive market hypothesis. (2016). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:39-49.

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2016Time-varying return predictability in the Chinese stock market. (2016). Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1611.04090.

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2016A calendar effect: Weekend overreaction (and subsequent reversal) in spot FX rates. (2016). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:158-167.

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2016The use of management forecasts to dampen analysts expectations by Chinese listed firms. (2016). Huang, Wei . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:263-272.

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2016Banking industry performance in the wake of the global financial crisis. (2016). Ramos, Sofia ; Bhimjee, Diptes ; Dias, Jose G. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:376-387.

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2016Financial and real sector returns, IMF-related news, and the Asian crisisAuthor-Name: Kutan, Ali M.. (2016). Muradoglu, Yaz ; Muradolu, Yaz G. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:28-37.

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2016Worldwide impact of IMF policies during the Asian crisis: who does the IMF help, creditors or crisis countries?. (2016). Muradoglu, Yaz ; Yu, Zhong ; Muradolu, Yaz Gulnur ; Kutan, Ali M. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:19:y:2016:i:2:p:116-147.

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2016An examination of the benefits of dynamic trading strategies in U.K. closed-end funds. (2016). Fletcher, Jonathan ; Basu, Devraj . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:109-118.

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2016The influence of CEO power on agency costs in non-profit organisations: evidence from the global microfinance industry. (2016). Pascal, Daudi ; Mersland, Roy ; Beisland, Leif Atle . In: Working Papers CEB. RePEc:sol:wpaper:2013/240515.

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2016The origin of CEOs and its influence on microfinance performance and risk-taking. (2016). Pascal, Daudi ; Mersland, Roy ; Beisland, Leif Atle . In: Working Papers CEB. RePEc:sol:wpaper:2013/240516.

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2016Do investors care about corporate taxes?. (2016). Brooks, Chris ; Money, Kevin ; Hillenbrand, Carola ; Godfrey, Chris . In: Journal of Corporate Finance. RePEc:eee:corfin:v:38:y:2016:i:c:p:218-248.

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2016Análisis de procesos explosivos en el precio de los activos financieros: evidencia alrededor del mundo. (2016). Uribe Gil, Jorge ; Fernández Mejía, Julián ; Mejia, Julian Fernandez . In: REVISTA FINANZAS Y POLÍTICA ECONÓMICA. RePEc:col:000443:015411.

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2016The effect of accounting academics in the boardroom on the value relevance of financial reporting information. (2016). Lee, Edward ; Lyu, Changjiang ; Zhu, Zhenmei ; Huang, Haijie . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:18-30.

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2016Stock markets and effective exchange rates in European countries: threshold cointegration findings. (2016). Papadamou, Stephanos ; Kollias, Christos ; SIRIOPOULOS, COSTAS. In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:2:d:10.1007_s40822-015-0040-7.

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2016THE INFLUENCE OF MACROECONOMIC FACTORS TO THE DYNAMICS OF STOCK EXCHANGE IN THE REPUBLIC OF KAZAKHSTAN. (2016). Blokhina, Tatiana ; Niyazbekova, Shakizada ; Grekov, Igor . In: Economy of region. RePEc:ura:ecregj:v:1:y:2016:i:4:p:1263-1273.

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2016Asymmetry cointegration between the value of the dollar and sectoral stock indices in the U.S. (2016). Bahmani-Oskooee, Mohsen ; Saha, Sujata . In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:78-86.

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2016Deterministic versus stochastic aspects of superexponential population growth models. (2016). Grosjean, Nicolas ; Huillet, Thierry . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:455:y:2016:i:c:p:27-37.

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2016Everything you always wanted to know about bitcoin modelling but were afraid to ask. (2016). Fantazzini, Dean ; Sukhanovskaya, Vera ; Ivliev, Sergey ; Nigmatullin, Erik . In: MPRA Paper. RePEc:pra:mprapa:71946.

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2016The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?. (2016). Fantazzini, Dean. In: MPRA Paper. RePEc:pra:mprapa:72094.

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2016LPPLS bubble indicators over two centuries of the S&P 500 index. (2016). Yetkiner, Ibrahim ; Ozdemir, Zeynel ; GUPTA, RANGAN ; Balcilar, Mehmet ; Zhang, Qunzhi ; Sornette, Didier . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:126-139.

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2016The oil price crash in 2014/15: Was there a (negative) financial bubble?. (2016). Fantazzini, Dean. In: Energy Policy. RePEc:eee:enepol:v:96:y:2016:i:c:p:383-396.

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2016Negative bubbles and shocks in cryptocurrency markets. (2016). Cheah, Eng-Tuck ; Fry, John . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:343-352.

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2016An analysis of Delta Air Lines oil refinery acquisition. (2016). Manuela Jr., Wilfred ; Curtis, Tamilla ; Rhoades, Dawna L. In: Research in Transportation Economics. RePEc:eee:retrec:v:56:y:2016:i:c:p:50-63.

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2016The information content of issuer rating changes: Evidence for the G7 stock markets. (2016). Hu, Haoshen ; Prokop, Jorg ; Kaspereit, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:99-108.

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2016Debt renegotiation and the design of financial contracts. (2016). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2016-03.

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2016GENDER AND CENTRAL BANKING. (2016). Pépin, Dominique ; Diouf, Ibrahima ; Pepin, Dominique . In: Working Papers. RePEc:hal:wpaper:hal-01224266.

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2016On the intensity of liquidity spillovers in the Eurozone. (2016). Smimou, K ; Khallouli, W. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:388-405.

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2016Impact of legal institutions on IPO survival: A global perspective. (2016). Goyal, Abhinav ; Espenlaub, Susanne ; Mohamed, Abdulkadir . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:98-112.

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2016Financial markets development, business cycles, and bank risk in South America. (2016). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:472-484.

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2016Monetary Policy, Bank Lending and Corporate Investment. (2016). Vithessonthi, Chaiporn ; Schwaninger, Markus ; Mueller, Matthias O. In: PIER Discussion Papers. RePEc:pui:dpaper:37..

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2016Option pricing for stochastic volatility model with infinite activity Lévy jumps. (2016). Gong, Xiaoli ; Zhuang, Xintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:455:y:2016:i:c:p:1-10.

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2016Price discovery of cross-listed firms. (2016). Ghadhab, Imen ; Hellara, Slaheddine . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:177-188.

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2016Time-varying risk, mispricing attributes, and the accrual premium. (2016). Simlai, Prodosh E. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:150-161.

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2016Political connection and business transformation in family firms: Evidence from China. (2016). Wang, Delu ; Song, Xuefeng ; Ma, Gang ; Liu, Yun . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:7:y:2016:i:2:p:117-130.

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2016Ruling Family Political Connections and Risk Reporting: Evidence from the GCC. (2016). Al-Yahyaee, Khamis ; Taylor, Grantley ; Al-Hadi, Ahmed . In: The International Journal of Accounting. RePEc:eee:accoun:v:51:y:2016:i:4:p:504-524.

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2016Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China. (2016). Ma, Pengcheng ; Li, Shuo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:163-176.

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2016Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone. (2016). Anagnostidis, P ; Emmanouilides, C J ; Varsakelis, C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:116-128.

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2016The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach. (2016). Jin, Xiaoye . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:167-175.

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2016Dynamic efficiency of stock markets and exchange rates. (2016). Tabak, Benjamin ; Sensoy, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:353-371.

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2016Stock market risk in the financial crisis. (2016). Grout, Paul ; Zalewska, Anna . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:326-345.

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2016Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency. (2016). Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:108-114.

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2016A comparison of the stock market reactions of convertible bond offerings between financial and non-financial institutions: Do they differ?. (2016). Li, Hui ; Siganos, Antonios ; Liu, Hong . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:356-366.

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2016Performance Evaluation of UK Acquiring Companies in the Pre and Post-Acquisitions Periods. (2016). Subhan, Fazal ; Ali, Khurshid ; Khan, Zeeshan ; Alsubaie, Abdul-Hamid Ibrahim ; Kanadil, Moumen . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2016:p:130-138.

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2016Information discreteness, price limits and earnings momentum. (2016). Lin, Chaonan ; Chu, Hsiang-Hui ; Chen, Yu-Lin ; Ko, Kuan-Cheng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:37:y:2016:i:c:p:1-22.

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2016Investor mood, herding and the Ramadan effect. (2016). Gavriilidis, Konstantinos ; Tsalavoutas, Ioannis ; Kallinterakis, Vasileios . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:23-38.

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2016Stock return comovement around the Dow Jones Islamic Market World Index revisions. (2016). Mazouz, Khelifa ; Saadouni, Brahim ; Mohamed, Abdulkadir . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:50-62.

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2016Return and volatility interdependences in up and down markets across developed and emerging countries. (2016). Kundu, Srikanta ; Sarkar, Nityananda . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:297-311.

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2016Political Connections and Industrial Pollution: Evidence Based on State Ownership and Environmental Levies in China. (2016). Maung, Min ; Tang, Xiaobo ; Wilson, Craig . In: Journal of Business Ethics. RePEc:kap:jbuset:v:138:y:2016:i:4:d:10.1007_s10551-015-2771-5.

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2016ARDL-based research on the nexus among FDI, environmental regulation, and energy consumption in Shanghai (China). (2016). Zhou, Min ; Xu, Jing ; Li, Hailong . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:84:y:2016:i:1:d:10.1007_s11069-016-2441-7.

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2016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

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2016Does investor sentiment really matter?. (2016). Koutmos, Dimitrios ; Deesomsak, Rataporn ; Chau, Frankie . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:221-232.

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2016Liquidity risk contagion in the interbank market. (2016). Eross, Andrea ; Wolfe, Simon ; Urquhart, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:142-155.

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2016Default resolution and access to fresh credit in an emerging market. (2016). Harris, Mark ; Hussain, Inayat ; Durand, Robert B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:256-274.

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2016A review of behavioural and management effects in mutual fund performance. (2016). Cuthbertson, Keith ; O'Sullivan, Niall ; Nitzsche, Dirk . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:162-176.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Money Demand Features in CEE Countries. (2016). Mera, Valentina-Ioana . In: Informatica Economica. RePEc:aes:infoec:v:20:y:2016:i:4:p:88-99.

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2016Non-performing loans in the euro area: are core-periphery banking markets fragmented?. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios. In: Working Papers. RePEc:bog:wpaper:219.

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2016Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Ameer, Saba . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00683.

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2016Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

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2016Short selling constraints and stock returns volatility: Empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Reher, Gerrit ; Bohl, Martin T. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:159-166.

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2016Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122.

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2016The inefficiency of Bitcoin. (2016). Urquhart, Andrew . In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:80-82.

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2016Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23.

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2016Another January effect—Evidence from stock split announcements. (2016). Beladi, Hamid ; Hu, May ; Chao, Chi Chur . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:123-138.

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2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:211-218.

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2016Corporate debt maturity in the MENA region: Does institutional quality matter?. (2016). Boubaker, Sabri ; Maghyereh, Aktham ; Awartani, Basel . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:309-325.

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2016Stock market risk in the financial crisis. (2016). Grout, Paul ; Zalewska, Anna . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:326-345.

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2016Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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2016Herd behavior and equity market liquidity: Evidence from major markets. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:140-149.

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2016A macro-analysis of financial decisions: An examination of special dividend announcements. (2016). Beladi, Hamid ; Chao, Chi Chur ; Hu, May . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:162-181.

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2016Are real options a missing piece in the diversification-value puzzle?. (2016). de Andres, Pablo ; Velasco, Pilar ; de la Fuente, Gabriel . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:261-271.

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2016The role of analyst forecasts in the momentum effect. (2016). Tan, Enoch ; Yew, Rand Kwong . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:67-84.

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2016Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimatorsAuthor-Name: Yarovaya, Larisa. (2016). Lau, Chi Keung ; Brzeszczyski, Janusz ; Marco, Chi Keung . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:158-166.

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2016Who are the net senders and recipients of volatility spillovers in China’s financial markets?. (2016). Wang, Gang-Jin ; Stanley, Eugene H ; Jiang, Zhi-Qiang ; Xie, Chi . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:255-262.

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2016African stock markets convergence: Regional and global analysis. (2016). ALAGIDEDE, PAUL ; Boako, Gideon . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:317-321.

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2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets. (2016). Yoon, Seong-Min ; Kang, Sang Hoon . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:181-188.

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2016Patents and R&D expenditure in explaining stock price movements. (2016). Yu, Gun Jea ; Hong, Kihoon . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:197-203.

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2016Inflation volatility effects on the allocation of bank loans. (2016). Xu, Bing ; Caglayan, Mustafa. In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:27-39.

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2016Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Gozgor, Giray ; Marco, Chi Keung . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:35-45.

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2016Liquidity risk contagion in the interbank market. (2016). Eross, Andrea ; Wolfe, Simon ; Urquhart, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:142-155.

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2016Commodities common factor: An empirical assessment of the markets drivers. (2016). Posch, Peter N ; Lubbers, Johannes . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:28-40.

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2016Cross-listing and value creation. (2016). Ghadhab, Imen ; Hellara, Slaheddine . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:1-11.

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2016How does the tax status of a country impact capital structure? Evidence from the GCC region. (2016). Temimi, Akram ; Mimouni, Karim ; Zeitun, Rami . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:71-89.

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2016THE IMPACT OF A CENTRAL BANK’S VERBAL INTERVENTIONS ON STOCK EXCHANGE INDICES IN A RESOURCE BASED ECONOMY: THE EVIDENCE FROM RUSSIA. (2016). Kuznetsova, Olga ; Ulyanova, Sofiya R. In: HSE Working papers. RePEc:hig:wpaper:155/ec/2016.

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2016Impact of the information on tax burden on the stock market. (2016). Stejskalová, Jolana. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:62_2016.

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2016The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2016). Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:69_2016.

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2016Testing the Efficiency of the Wine Market using Unit Root Tests with Sharp and Smooth Breaks. (2016). GUPTA, RANGAN ; Chang, Tsangyao ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201664.

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2016Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Sheung-Chi ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201674.

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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David . In: Working Papers. RePEc:pre:wpaper:201690.

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2016Financial transaction taxes: Announcement effects, short-run effects, and long-run effects. (2016). Eichfelder, Sebastian ; Lau, Mona . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:211.

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Recent citations received in 2015

YearCiting document
2015Driven by the Discount Factor: Impact of Mergers on Market Performance in the Semiconductor Industry. (2015). Siebert, Ralph ; Harris, Jeremiah . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5199.

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2015New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:198-211.

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2015Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247.

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2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Zhenzhen, Zhu ; Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

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2015Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265.

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2015Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274.

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2015Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?. (2015). Huang, Zhuo ; Yi, Yanping ; Chen, Wei . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:64-71.

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2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104.

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2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Li, Haiqi ; Kim, Hyung-Gun . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122.

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2015Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach. (2015). Kim, Hyeongwoo ; Ryu, Deockhyun . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:227-241.

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2015Policy risks, technological risks and stock returns: New evidence from the US stock market. (2015). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:359-365.

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2015Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector. (2015). Tong, Bin ; Wu, Chongfeng ; Diao, Xundi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:366-382.

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2015A new risk measure and its application in portfolio optimization: The SPP–CVaR approach. (2015). bin, Liu. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:383-390.

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2015Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, Yu ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671.

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2015Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5. (2015). Lee, Chien-Chiang ; Hu, Hui-Ting . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:84-98.

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2015Causality and volatility patterns between gold prices and exchange rates. (2015). Czudaj, Robert ; Beckmann, Joscha ; Pilbeam, Keith . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:292-300.

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2015Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

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2015Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India. (2015). Rath, Badri Narayan ; Bal, Debi Prasad . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:149-156.

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2015Bank excess reserves in emerging economies: A critical review and research agenda. (2015). Nguyen, Thai ; Boateng, Agyenim ; Nguyen, Vu Hong Thai, . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:158-166.

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2015Positivism in finance and its implication for the diversification finance research. (2015). Schinckus, Christophe . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:103-106.

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2015Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. (2015). Zeng, Zhaofa ; Zhu, Hui-Ming ; Li, ZhaoLai ; You, Wanhai . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:142-153.

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2015Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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2015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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2015On the efficiency of the global gold markets. (2015). Ntim, Collins ; Wang, Yan ; Nwachukwu, Jacinta ; English, John . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:218-236.

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2015Diversifying financial research: Final remarks. (2015). Lagoarde-Segot, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:28-30.

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2015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos ; Kizys, Renatas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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2015Is forward-looking financial disclosure really informative? Evidence from UK narrative statements. (2015). Hassanein, Ahmed ; Hussainey, Khaled . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:52-61.

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2015The impact of SME’s pre-bankruptcy financial distress on earnings management tools. (2015). Campa, Domenico . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:222-234.

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2015Liquidity costs, idiosyncratic volatility and expected stock returns. (2015). Bradrania, Reza M ; Satchell, Stephen . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:394-406.

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2015Cointegration of the prices of gold and silver: RALS-based evidence. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:133-137.

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2015Risk aversion and monetary policy in a global context. (2015). Nave, Juan M ; Ruiz, Javier . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:14-35.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306.

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2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

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2015Do order imbalances predict Chinese stock returns? New evidence from intraday data. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:136-151.

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2015Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

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2015Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. (2015). Vortelinos, Dimitrios I. In: Review of Financial Economics. RePEc:eee:revfin:v:27:y:2015:i:c:p:58-67.

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2015On quantitative easing and high frequency exchange rate dynamics. (2015). Papadamou, Stephanos ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:110-125.

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2015Liquidity commonality and pricing in UK equities. (2015). O'Sullivan, Niall ; Foran, Jason ; Hutchinson, Mark C.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:281-293.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2015-35.

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2015Can SRI Funds Better Resist Global Financial Crisis? Evidence from Japan. (2015). Takeuchi, Kenji ; Yamaguchi, Keiko ; Nakai, Miwa . In: Discussion Papers. RePEc:koe:wpaper:1530.

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2015The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian . In: MPRA Paper. RePEc:pra:mprapa:65484.

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2015Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad . In: MPRA Paper. RePEc:pra:mprapa:69366.

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2015Theory and Evidence on the Finance-Growth Relationship: The Virtuous and Unvirtuous Cycles. (2015). Lauretta, Eliana ; Mullineux, Andy ; Chaudhry, Sajid . In: MPRA Paper. RePEc:pra:mprapa:70613.

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2015The Impact of Oil Prices on Macroeconomic Fundamentals, Monetary Policy and Stock Market for eight Middle East and North African Countries. (2015). Maliki, Samir Baha-Eddine ; Simohammed, Kamel ; Benhabib, Abderrezzak . In: MPRA Paper. RePEc:pra:mprapa:75278.

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2015IMPACT OF OIL AND NATURAL GAS PRICES ON THE TURKISH FOREIGN TRADE BALANCE: UNIT ROOT AND COINTEGRATION TESTS WITH STRUCTURAL BREAKS. (2015). karamelikli, huseyin ; Bayar, Yilmaz . In: Romanian Economic Business Review. RePEc:rau:journl:v:10:y:2015:i:3:p:91-104.

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2015Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1306r3.

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Recent citations received in 2014

YearCiting document
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment. (2014). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, . In: Papers. RePEc:arx:papers:1408.2985.

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2014Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate. (2014). Menla Ali, Faek ; Hunter, John. In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:42-51.

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2014Modelling stock volatilities during financial crises: A time varying coefficient approach. (2014). Menla Ali, Faek ; Paraskevopoulos, Alexandros G. ; Yfanti, Stavroula ; Karoglou, Michail ; Karanasos, Menelaos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:113-128.

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2014Asymmetric adjustment toward optimal capital structure: Evidence from a crisis. (2014). shin, yongcheol ; Dang, Viet ; Kim, Minjoo . In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:226-242.

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2014Premiums, discounts and feedback trading: Evidence from emerging markets ETFs. (2014). Charteris, Ailie ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos ; Chau, Frankie . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:80-89.

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2014Does the quality of lender–borrower relationships affect small business access to debt? Evidence from Canada and implications in China. (2014). Johan, Sofia A. ; Wu, Zhenyu . In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:206-211.

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2014Does external finance pressure affect corporate disclosure of Chinese non-state-owned enterprises?. (2014). Zeng, Cheng ; Zhu, Zhenmei ; Tan, Youchao ; Gao, Minghua . In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:212-222.

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2014Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?. (2014). Jayasekera, Ranadeva ; Choudhry, Taufiq . In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:36-45.

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2014How do banks create money, and why can other firms not do the same? An explanation for the coexistence of lending and deposit-taking. (2014). Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:71-77.

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2014The (un)informative value of credit rating announcements in small markets. (2014). Galil, Koresh ; Feinstein, Itai ; Afik, Zvika . In: Journal of Financial Stability. RePEc:eee:finsta:v:14:y:2014:i:c:p:66-80.

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2014Financial linkages between US sector credit default swaps markets. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; JAWADI, Fredj ; AROURI, Mohamed. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:223-243.

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2014Non-parametric analysis of equity arbitrage. (2014). VORTELINOS, DIMITRIOS. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:199-216.

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2014Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries. (2014). Arvin, Mak ; Hall, John H. ; Bahmani, Sahar ; Pradhan, Rudra P.. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:155-173.

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2014The Effects Of Competition Policy: Merger Approval, Entry Barrier Removal, Antitrust Enforcement Compared. (2014). Tsytsulina, Dina ; Avdasheva, Svetlana B.. In: HSE Working papers. RePEc:hig:wpaper:34/fe/2014.

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2014Further evidence on the determinants of regional stock market integration in Latin America. (2014). GUESMI, Khaled ; Nguyen, Duc Khuong . In: Working Papers. RePEc:ipg:wpaper:2014-415.

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2014Greece’s Stock Market Integration with Southeast Europe. (2014). GUESMI, Khaled ; Abid, Ilyes ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-440.

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2014Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia. (2014). GUESMI, Khaled ; Abid, Ilyes ; Kaabia, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-444.

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2014Financial Crises and Contagion Effects between the US and OECD Equity Markets. (2014). GUESMI, Khaled ; Abid, Ilyes ; Kaabia, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-451.

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2014Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Applied with Con-integration. (2014). Levyne, Olivier ; ALI, SYED ALAMDAR ; Butt, Shazaib ; Masood, Omar . In: Working Papers. RePEc:ipg:wpaper:2014-452.

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2014Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Simo -Kengne, Beatrice D. ; Chang, Tsangyao ; Apergis, Nicholas ; Emirmahmutoglu, Furkan ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:ipg:wpaper:2014-466.

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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). Thompson, Kirsten ; van Eyden, Renee . In: Working Papers. RePEc:ipg:wpaper:2014-468.

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2014Shift-volatility transmission in East Asian Equity Markets. (2014). de Truchis, Gilles ; Aloy, Marcel ; Dufrenot, Gilles . In: Working Papers. RePEc:ipg:wpaper:2014-500.

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2014Kappa Performance Measures with Johnson Distributions. (2014). Prigent, Jean-Luc ; Naguez, Naceur . In: Working Papers. RePEc:ipg:wpaper:2014-510.

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2014Corporate Investment Choice and Exchange Option between Production Functions. (2014). Prigent, Jean-Luc ; Bouasker, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-511.

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2014Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-531.

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2014Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-604.

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2014Capital structure, profitability and firm value: panel evidence of listed firms in Kenya. (2014). Maina, Leonard ; Mokoaleli-Mokoteli, Thabang ; Kodongo, Odongo . In: MPRA Paper. RePEc:pra:mprapa:57116.

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2014Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula. (2014). Wanat, Stanisław ; Papież, Monika ; Miech, Sawomir . In: MPRA Paper. RePEc:pra:mprapa:57706.

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2014An alternative test of the trade-off theory of capital structure. (2014). Canarella, Giorgio ; Sullivan, Michael J. ; Nourayi, Mahmoud . In: Contemporary Economics. RePEc:wyz:journl:id:378.

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Recent citations received in 2013

YearCiting document
2013DO EXCHANGE RATE REGIMES MATTER FOR BANK PERFORMANCE? THE CASE OF NON-EUROZONE EU MEMBERS. (2013). Cpraru, Bogdan ; Ihnatov, Iulian . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2013:i:12:ihnatovi.

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2013Dealing with Cross-Firm Heterogeneity in Bank Efficiency Estimates: Some evidence from Latin America. (2013). Williams, Jonathan ; Molyneux, Philip ; Goddard, John . In: Working Papers. RePEc:bng:wpaper:13011.

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2013Is there a Friday the 13th Effect in Emerging Asian Stock Markets?. (2013). Rottmann, Horst ; Auer, Benjamin R.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4409.

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2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677.

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2013Has political instability contributed to price clustering on Fijis stock market?. (2013). Smyth, Russell ; Narayan, Paresh. In: Journal of Asian Economics. RePEc:eee:asieco:v:28:y:2013:i:c:p:125-130.

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2013The international zero-leverage phenomenon. (2013). Meier, Iwan ; Drobetz, Wolfgang ; Bessler, Wolfgang . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:196-221.

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2013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

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2013Experience-based corporate corruption and stock market volatility: Evidence from emerging markets. (2013). Lau, Chi Keung ; Demir, Ender ; Bilgin, Mehmet ; Lau, Chi Keung Marco, . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:1-13.

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2013Market liquidity and institutional trading during the 2007–8 financial crisis. (2013). Poon, Ser-Huang ; Stathopoulos, Konstantinos ; Rockinger, Michael . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:86-97.

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2013Financial crises and dynamic linkages among international currencies. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:319-332.

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2013Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). Philippas, Dionisis ; SIRIOPOULOS, COSTAS. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:161-176.

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2013Information disclosure, CEO overconfidence, and share buyback completion rates. (2013). Andriosopoulos, Dimitris ; Hoque, Hafiz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5486-5499.

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2013Household Debt and the European Crisis. (2013). Chmelar, Ales. In: ECRI Papers. RePEc:eps:ecriwp:8239.

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2013How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?. (2013). Kazi, Irfan Akbar ; Ben Slimane, Faten ; Mehanaoui, Mohamed . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:1:y:2013:i:3:p:81-101:d:27968.

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2013Systemic Contingent Claims Analysis; Estimating Market-Implied Systemic Risk. (2013). Jobst, Andreas ; Gray, Dale F.. In: IMF Working Papers. RePEc:imf:imfwpa:13/54.

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2013Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks. (2013). Shahbaz, Muhammad ; Ali, Imran ; Tahir, Mohammad Iqbal . In: MPRA Paper. RePEc:pra:mprapa:47924.

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2013International Linkages of Agri-Processed and Energy commodities traded in India. (2013). Sinha, Pankaj ; Mathur, Kritika . In: MPRA Paper. RePEc:pra:mprapa:50214.

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2013Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India. (2013). HIREMATH, GOURISHANKAR ; Kumari, Jyoti . In: MPRA Paper. RePEc:pra:mprapa:52581.

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2013The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios. (2013). Masih, Abul ; Nagayev, Ruslan . In: MPRA Paper. RePEc:pra:mprapa:58852.

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2013Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’. (2013). Miyazaki, Takashi ; Hamori, Shigeyuki. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:1:p:27-40.

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2013Price Jump Indicators: Stock Market Empirics During the Crisis. (2013). Novotny, Jan ; Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2013-1050.

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2013Price Jumps on European Stock Markets. (2013). Novotny, Jan ; Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2013-1059.

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2013Open market share repurchases in Germany: A conditional event study approach. (2013). Theissen, Erik ; Betzer, Andre ; Doumet, Markus ; Andres, Christian . In: CFR Working Papers. RePEc:zbw:cfrwps:1302.

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Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 1st 2017. Contact: CitEc Team