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Finance Research Letters / Elsevier


0.66

Impact Factor

0.69

5-Years IF

17

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
19910.1000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.06
19940.12000 (%)0.05
19950.2000 (%)0.07
19960.24000 (%)0.09
19970.280100 (%)0.1
19980.29000 (%)0.11
19990.33000 (%)0.14
20000.410300 (%)0.15
20010.410200 (%)0.15
20020.430100 (%)0.18
20030.450200 (%)0.19
20040.5272750.193390011 (3.2%)50.190.2
20050.850.530.852552300.581942723272313 (6.7%)40.160.21
20060.60.520.62880440.551775231523115 (8.5%)70.250.21
20070.420.460.6329109540.51095322805011 (10.1%)10.030.18
20080.280.480.5326135670.51085716109586 (5.6%)60.230.2
20090.250.490.6726161940.581145514135917 (6.1%)30.120.19
20100.380.470.3730191780.41785220134497 (9%)40.130.17
20110.360.530.42262171120.529456201395918 (19.1%)30.120.21
20120.430.570.45252421320.558356241376117 (20.5%)20.080.21
20130.750.640.59232651720.654851381337915 (31.3%)40.170.23
20140.560.690.6523171940.617848271307826 (33.3%)90.170.23
20150.470.770.53954122280.5510675351568238 (35.8%)200.210.24
20160.661.070.691605723030.53501479722115217 (34%)300.190.33
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
12004Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23.

Full description at Econpapers || Download paper

105
22004On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73.

Full description at Econpapers || Download paper

61
32004Maximizing the expected net future value as an alternative strategy to gamma discounting. (2004). Gollier, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89.

Full description at Econpapers || Download paper

40
42011Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131.

Full description at Econpapers || Download paper

35
52004Limited stock market participation and the equity premium. (2004). Polkovnichenko, Valery. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:24-34.

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33
62006Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132.

Full description at Econpapers || Download paper

33
72009Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185.

Full description at Econpapers || Download paper

31
82005tays as good as cay. (2005). Brennan, Michael ; Xia, Yihong . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14.

Full description at Econpapers || Download paper

30
92006The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233.

Full description at Econpapers || Download paper

26
102005A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130.

Full description at Econpapers || Download paper

25
112004Reported and secret interventions in the foreign exchange markets. (2004). Beine, Michel ; Lecourt, Christelle . In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225.

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23
122005The long-run equity risk premium. (2005). Harvey, Campbell ; Graham, John R.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194.

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23
132006Explosive bubbles in the cointegrated VAR model. (2006). Engsted, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162.

Full description at Econpapers || Download paper

22
142005Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164.

Full description at Econpapers || Download paper

18
152005Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, Söhnke ; Wang, Yaw-Huei . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88.

Full description at Econpapers || Download paper

18
162008Time-series predictability in the disaster model. (2008). Gourio, Francois. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203.

Full description at Econpapers || Download paper

17
172007Exploring the components of credit risk in credit default swaps. (2007). Fabozzi, Frank ; Cheng, Xiaolin . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18.

Full description at Econpapers || Download paper

17
182012Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175.

Full description at Econpapers || Download paper

17
192009Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick . In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46.

Full description at Econpapers || Download paper

16
202005Solving models with external habit. (2005). Wachter, Jessica. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226.

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16
212007S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232.

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16
222009Extreme return-volume dependence in East-Asian stock markets: A copula approach. (2009). Wirjanto, Tony ; Ning, Cathy. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:4:p:202-209.

Full description at Econpapers || Download paper

16
232008Positivity constraints on the conditional variances in the family of conditional correlation GARCH models. (2008). Teräsvirta, Timo ; Nakatani, Tomoaki ; Tersvirta, Timo . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95.

Full description at Econpapers || Download paper

15
242004Institutional trading and stock returns. (2004). Zheng, Lu ; Cai, Fang . In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189.

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15
252006On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. (2006). Chen, Long ; Zhao, Xinlei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:253-266.

Full description at Econpapers || Download paper

14
262011Financial volatility forecasting with range-based autoregressive volatility model. (2011). Li, Hongquan ; Hong, Yongmiao . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76.

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14
272007The navigation of an iceberg: The optimal use of hidden orders. (2007). Esser, Angelika ; Monch, Burkart. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:2:p:68-81.

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14
282005tays as good as cay: Reply. (2005). Ludvigson, Sydney ; Lettau, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22.

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14
292006On the sequencing of projects, reputation building, and relationship finance. (2006). Ongena, Steven ; Smith, David C. ; Egli, Dominik. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:1:p:23-39.

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13
302012Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110.

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13
312010Martingalized historical approach for option pricing. (2010). Ielpo, Florian ; GUEGAN, Dominique ; Chorro, C.. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:1:p:24-28.

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12
322004The effect of market conditions on capital structure adjustment. (2004). Goyal, Vidhan ; Frank, Murray. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55.

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12
332008On measuring concentration in banking systems. (2008). Schaeck, Klaus ; Alegria, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:59-67.

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11
342008Option pricing in a Garch model with tempered stable innovations. (2008). Mercuri, Lorenzo. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:3:p:172-182.

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11
352006Disentangling risk aversion and intertemporal substitution through a reference level. (2006). Renault, Eric ; Garcia, René ; Semenov, Andrei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193.

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10
362010Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223.

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10
372005Hedging the smirk. (2005). Bates, David S.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:195-200.

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9
382007Why inexperienced investors do not learn: They do not know their past portfolio performance. (2007). Weber, Martin ; Glaser, Markus . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:203-216.

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9
392004How do stock prices respond to fundamental shocks?. (2004). Binswanger, Mathias. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:90-99.

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9
402005Cointegration analysis of the Fed model. (2005). Koivu, Matti ; Ziemba, William T. ; Pennanen, Teemu . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:248-259.

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9
412006Exchange rates and order flow in the long run. (2006). van Norden, Simon ; Boyer, M. Martin. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243.

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9
422008On the qualitative effect of volatility and duration on prices of Asian options. (2008). Ewald, Christian-Oliver ; Carr, Peter ; XIAO, YAJUN . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:3:p:162-171.

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9
432015Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224.

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9
442013Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141.

Full description at Econpapers || Download paper

9
452012Foreign exposure through domestic equities. (2012). Warnock, Francis ; Cai, Fang . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:1:p:8-20.

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8
462008Patterns in cross market liquidity. (2008). Spiegel, Matthew . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:2-10.

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8
472014Is gold a safe haven against equity market investment in emerging and developing countries?. (2014). Unalmis, Ibrahim ; Gurgun, Gozde . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:341-348.

Full description at Econpapers || Download paper

8
482005Industry momentum and common factors. (2005). Du, Ding ; Denning, Karen . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:107-124.

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8
492004Optimal investment with fixed financing costs. (2004). Nyman, Ingmar ; Cummins, Jason. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:4:p:226-235.

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7
502006Asset trading volume in infinite-horizon economies with dynamically complete markets and heterogeneous agents: Comment. (2006). Zame, William ; Bossaerts, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:96-101.

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7

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


#YearTitleCited
12011Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131.

Full description at Econpapers || Download paper

22
22004On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73.

Full description at Econpapers || Download paper

13
32009Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185.

Full description at Econpapers || Download paper

12
42009Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick . In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46.

Full description at Econpapers || Download paper

11
52005A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130.

Full description at Econpapers || Download paper

11
62005Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164.

Full description at Econpapers || Download paper

9
72012Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175.

Full description at Econpapers || Download paper

8
82004Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23.

Full description at Econpapers || Download paper

8
92004Maximizing the expected net future value as an alternative strategy to gamma discounting. (2004). Gollier, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89.

Full description at Econpapers || Download paper

8
102014Is gold a safe haven against equity market investment in emerging and developing countries?. (2014). Unalmis, Ibrahim ; Gurgun, Gozde . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:341-348.

Full description at Econpapers || Download paper

8
112015Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224.

Full description at Econpapers || Download paper

7
122008Positivity constraints on the conditional variances in the family of conditional correlation GARCH models. (2008). Teräsvirta, Timo ; Nakatani, Tomoaki ; Tersvirta, Timo . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95.

Full description at Econpapers || Download paper

7
132015What drives gold returns? A decision tree analysis. (2015). Malliaris, Anastasios. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:45-53.

Full description at Econpapers || Download paper

7
142006Explosive bubbles in the cointegrated VAR model. (2006). Engsted, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162.

Full description at Econpapers || Download paper

6
152005Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, Söhnke ; Wang, Yaw-Huei . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88.

Full description at Econpapers || Download paper

6
162012Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110.

Full description at Econpapers || Download paper

6
172012Investor sentiment and stock returns: Wenchuan Earthquake. (2012). Shan, Liwei ; Gong, Stephen X.. In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:1:p:36-47.

Full description at Econpapers || Download paper

5
182014News sentiment and the investor fear gauge. (2014). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:2:p:122-130.

Full description at Econpapers || Download paper

5
192006The value, size, and momentum spread during distressed economic periods. (2006). Fabozzi, Frank ; Arshanapalli, Bala ; Nelson, William . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:244-252.

Full description at Econpapers || Download paper

5
202006Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132.

Full description at Econpapers || Download paper

5
212013Performance hypothesis testing with the Sharpe ratio: The case of hedge funds. (2013). Auer, Benjamin R. ; Schuhmacher, Frank . In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:4:p:196-208.

Full description at Econpapers || Download paper

5
222015Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

Full description at Econpapers || Download paper

5
232009Extreme return-volume dependence in East-Asian stock markets: A copula approach. (2009). Wirjanto, Tony ; Ning, Cathy. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:4:p:202-209.

Full description at Econpapers || Download paper

5
242006On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. (2006). Chen, Long ; Zhao, Xinlei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:253-266.

Full description at Econpapers || Download paper

5
252007Why inexperienced investors do not learn: They do not know their past portfolio performance. (2007). Weber, Martin ; Glaser, Markus . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:203-216.

Full description at Econpapers || Download paper

5
262015Volatility spillovers in the European bank CDS market. (2015). Alemany, Aida ; Gonzalez-Urteaga, Ana ; Ballester, Laura . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:137-147.

Full description at Econpapers || Download paper

5
272012Foreign exposure through domestic equities. (2012). Warnock, Francis ; Cai, Fang . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:1:p:8-20.

Full description at Econpapers || Download paper

5
282011Financial volatility forecasting with range-based autoregressive volatility model. (2011). Li, Hongquan ; Hong, Yongmiao . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76.

Full description at Econpapers || Download paper

5
292007Exploring the components of credit risk in credit default swaps. (2007). Fabozzi, Frank ; Cheng, Xiaolin . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18.

Full description at Econpapers || Download paper

5
302013Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141.

Full description at Econpapers || Download paper

5
312014Stabilizing the market with short sale constraint? New evidence from price jump activities. (2014). Yeh, Jin-Huei ; Chen, Lien-Chuan . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:238-246.

Full description at Econpapers || Download paper

4
322010Fluctuation dynamics in US interest rates and the role of monetary policy. (2010). Tabak, Benjamin ; Cajueiro, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:3:p:163-169.

Full description at Econpapers || Download paper

4
332004The effect of market conditions on capital structure adjustment. (2004). Goyal, Vidhan ; Frank, Murray. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55.

Full description at Econpapers || Download paper

4
342006The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233.

Full description at Econpapers || Download paper

4
352016Hedging capabilities of bitcoin. Is it the virtual gold?. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:139-144.

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4
362014Insurance demand and first-order risk increases under (μ,σ)-preferences revisited. (2014). Wagener, Andreas ; Eichner, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:326-331.

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4
372006Quadratic term structure models in discrete time. (2006). Realdon, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:277-289.

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4
382015The political risk factor in emerging, frontier, and developed stock markets. (2015). Piljak, Vanja ; Dimic, Nebojsa ; Orlov, Vitaly . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:239-245.

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4
392014Investing in gold: Individual asset risk in the long run. (2014). Michis, Antonis. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:369-374.

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4
402016Who 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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4
412010Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223.

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4
422011Measuring price discovery: The variance ratio, the R2, and the weighted price contribution. (2011). van Bommel, Jos ; Jos, van Bommel . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:112-119.

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432014The cost of firms’ debt financing and the global financial crisis. (2014). Zaghini, Andrea ; Pianeselli, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:2:p:74-83.

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442015Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators. (2015). Wu, Shue-Jen ; Lee, Wei-Ming . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:196-204.

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452015Credit rationing for Portuguese SMEs. (2015). Félix, Sónia ; Felix, Sonia ; Farinha, Luisa . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:167-177.

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462008Impact of outsiders and disclosed insider trades. (2008). Zhang, Wei David. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:3:p:137-145.

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472012Butterfly effect: The US real estate market downturn and the Asian recession. (2012). Xue, Yi ; Shao, Xinjian ; He, Yin . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:92-102.

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482005tays as good as cay. (2005). Brennan, Michael ; Xia, Yihong . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14.

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492005Solving models with external habit. (2005). Wachter, Jessica. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226.

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502012Robust estimation of covariance and its application to portfolio optimization. (2012). Kim, Tae-Hwan ; Huo, Lijuan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:121-134.

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Citing documents used to compute impact factor 97:


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2016Does alphabetization significantly affect academic careers?. (2016). Yuret, Tolga. In: Scientometrics. RePEc:spr:scient:v:108:y:2016:i:3:d:10.1007_s11192-016-2058-3.

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2016Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility. (2016). Talmi, Jonathan ; Ehrmann, Michael. In: Staff Working Papers. RePEc:bca:bocawp:16-37.

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2016Asset market response to monetary policy news from SNB press releases. (2016). Huning, Hendrik . In: HWWI Research Papers. RePEc:zbw:hwwirp:177.

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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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2016Do banks or VCs spur small firm growth?. (2016). Cumming, Douglas ; Cole, Rebel ; Li, Dan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:60-72.

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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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2016Energy justice and the contested petroleum politics of stranded assets: Policy insights from the Yasuní-ITT Initiative in Ecuador. (2016). Sovacool, Benjamin K ; Scarpaci, Joseph . In: Energy Policy. RePEc:eee:enepol:v:95:y:2016:i:c:p:158-171.

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2016On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India. (2016). AROURI, Mohamed ; Roubaud, David . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00543.

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2016Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe ; Roubaud, David . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141.

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2016Synergy or downward competition? Interactions between small credit institutions in local markets. (2016). Kozowski, Ukasz . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:66-74.

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2016Archival data of financial analysts earnings forecasts in the Euro zone: problems with euro conversions. (2016). Galanti, Sébastien. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2413.

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2016Archival data of financial analysts earnings forecasts in the euro zone: Problems with euro conversions. (2016). Galanti, Sébastien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:466-473.

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2016Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets. (2016). Tiwari, Aviral ; Ftiti, Zied . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:33-40.

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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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2016Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38.

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2016Should We Like it? - A Social Welfare Based Quantification of Policy Attractiveness. (2016). Voelzke, Jan ; Goessling, Fabian . In: CQE Working Papers. RePEc:cqe:wpaper:5716.

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2016Multi-objective energy storage power dispatching using plug-in vehicles in a smart-microgrid. (2016). Silva, Sidelmo M ; Guimares, Frederico G ; Fleming, Peter J ; Cohen, Miri Weiss ; Coelho, Bruno N. In: Renewable Energy. RePEc:eee:renene:v:89:y:2016:i:c:p:730-742.

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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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2016Dividend payout policies: Evidence from Latin America. (2016). Perafan, Hector ; Benavides, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:197-210.

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2016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2016Macroeconomic expectations and the time-varying stock-bond correlation: international evidence. (2016). Conrad, Christian ; Loch, Karin . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145530.

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2016The quantity of corporate credit rationing with matched bank-firm data. (2016). Fantino, Davide ; Burlon, Lorenzo ; Sene, Gabriele ; Nobili, Andrea . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1058_16.

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2016The Impact of Sovereign Ratings on Eurozone SMEs Credit Rationing. (2016). Giannakopoulos, Nicholas ; Demoussis, Michael ; Drakos, Konstantinos . In: MPRA Paper. RePEc:pra:mprapa:76364.

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2016Dating the financial cycle with uncertainty estimates: a wavelet proposition. (2016). Ardila, Diego ; Sornette, Didier . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:298-304.

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2016Venture capital investors and foreign listing choices of Chinese companies. (2016). Cheng, Cheng ; Schwienbacher, Armin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:42-67.

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2016Risk-based explanation for the country-level size and value effects. (2016). Zaremba, Adam . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:226-233.

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2016The effect of political risk on currency carry trades. (2016). Piljak, Vanja ; Orlov, Vitaly ; Dimic, Nebojsa . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:75-78.

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2016Cost of Capital in an International Context: Institutional Distance, Quality, and Dynamics. (2016). Muellner, Jakob ; Lindner, Thomas ; Puck, Jonas . In: Journal of International Management. RePEc:eee:intman:v:22:y:2016:i:3:p:234-248.

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2016Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016. (2016). Menezes, Rui ; Bentes, Sonia . In: Papers. RePEc:arx:papers:1610.00259.

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2016Returns, correlations, and volatilities in equity markets: Evidence from six OECD countries during the US financial crisis. (2016). Kim, Hyun-Seok ; McDonald, Judith A ; Min, Hong-Ghi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:9-22.

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2016Regret theory and the competitive firm revisited. (2016). Welzel, Peter ; Wong, Kit Pong ; Broll, Udo . In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:3:d:10.1007_s40822-016-0053-x.

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2016Minimizing lifetime poverty with a penalty for bankruptcy. (2016). Cohen, Asaf ; Young, Virginia R. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:156-167.

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2016A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds. (2016). Wang, Zihe ; Li, Johnny Siu-Hang . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:103-111.

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

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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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2016Multivariate Mixed Tempered Stable Distribution. (2016). Mercuri, Lorenzo ; Hubalek, Friedrich ; Hitaj, Asmerilda ; Rroji, Edit . In: Papers. RePEc:arx:papers:1609.00926.

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2016An ICA-based support vector regression scheme for forecasting crude oil prices. (2016). Fan, Liwei ; Li, Huiping ; Pan, Sijia . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:112:y:2016:i:c:p:245-253.

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2016The risk in capital controls. (2016). Gkillas, Konstantinos ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:261-266.

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2016Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. (2016). Song, Wonho ; Webb, Robert I ; Ryu, Doojin . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:275-282.

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2016Performance-based bonuses for investment and abandonment decisions. (2016). Kim, Hwa-Sung . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:120-126.

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2016Investment and financing for SMEs with a partial guarantee and jump risk. (2016). Wang, Huamao ; Yang, Zhaojun ; Luo, Pengfei . In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:3:p:1161-1168.

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2016Contingent capital, capital structure and investment. (2016). Tan, Yingxian ; Yang, Zhaojun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:56-73.

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2016Real option, debt maturity and equity default swaps under negotiation. (2016). Luo, Pengfei ; Yang, Zhaojun ; Gan, Liu . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:278-284.

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2016Parameters measuring bank risk and their estimation. (2016). Tsionas, Mike. In: European Journal of Operational Research. RePEc:eee:ejores:v:250:y:2016:i:1:p:291-304.

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2016Effects of national culture on bank risk-taking behavior. (2016). Ashraf, Badar Nadeem ; Arshad, Sidra ; Zheng, Changjun . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:309-326.

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2016Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia. (2016). Ghassan, Hassan ; Fachin, Stefano ; Stefano, Fachin . In: MPRA Paper. RePEc:pra:mprapa:71930.

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2016Pricing options under the non-affine stochastic volatility models: An extension of the high-order compact numerical scheme. (2016). Shi, Guangping ; Tang, Pan . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:220-229.

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2016Integral representation of vega for American put options. (2016). Zhang, Ning ; Liu, Yanchu ; Cui, Zhenyu . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:204-208.

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2016VOLATILITY OF YIELDS OF GOVERNMENT BONDS AMONG GIIPS COUNTRIES DURING THE SOVEREIGN DEBT CRISIS IN THE EURO AREA. (2016). Heryan, Tomas ; Ziegelbauer, Jan . In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:11:y:2016:i:1:p:61-74.

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2016Is Halloween Effect a New Puzzle? Evidence from Price Gap. (2016). Xie, Haibin ; Wang, Shouyang ; Qin, Qilin . In: Review of Economics & Finance. RePEc:bap:journl:160402.

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2016Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models. (2016). Ben Cheikh, Nidhaleddine ; ben Hmiden, Oussama . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:273-278.

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2016Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. (2016). Song, Wonho ; Webb, Robert I ; Ryu, Doojin . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:275-282.

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2016A comparison of investors’ sentiments and risk premium effects on valuing shares. (2016). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:1-6.

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2016Risk-on/Risk-off: Financial market response to investor fear. (2016). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:125-134.

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2016News sentiment and bank credit risk. (2016). Smales, Lee. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:37-61.

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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 ; Marco, Chi Keung ; Gozgor, Giray . 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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2016Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy. (2016). Lian, Yu-Min ; Chen, Jun-Home . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:208-219.

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2016US bank credit spreads during the financial crisis. (2016). Spencer, Peter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:168-182.

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2016Diamonds vs. precious metals: What shines brightest in your investment portfolio?. (2016). faff, robert ; Yao, Yiran ; Yew, Rand Kwong . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:1-14.

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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

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2016A closer insight into the causality between short selling trades and volatility. (2016). Suer, Omur ; Yelkenci, Tezer . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:48-54.

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2016Portfolio selection with conservative short-selling. (2016). Fabozzi, Frank J ; Kim, Woo Chang ; Ho, Jang . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:363-369.

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2016Do political connections matter in accessing capital markets? Evidence from China. (2016). Kutsuna, Kenji ; Bao, Xiaolu ; Johan, Sofia . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:24-41.

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2016Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries. (2016). Chkili, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:22-34.

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2016Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading. (2016). Ormos, Mihály ; Timotity, Dusan . In: Papers. RePEc:arx:papers:1606.03590.

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2016OVERCONFIDENCE AND REAL ESTATE RESEARCH: A SURVEY OF THE LITERATURE. (2016). Li, Steven Haotong . In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:61:y:2016:i:04:p:1650015-01-1650015-24.

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2016Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading. (2016). Ormos, Mihály ; Timotity, Dusan . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:60-66.

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2016Central bank standing facilities, counterparty risk, and OTC-interbank lending. (2016). Vollmer, Uwe ; Wiese, Harald . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:101-122.

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2016Some new results about optimal insurance demand under uncertainty. (2016). Zhao, Dianbo ; Miao, Jianjun ; Huang, Baoan ; Zhang, Zongliang . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:280-284.

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2016Pure higher-order effects in the portfolio choice model. (2016). Peel, David ; Paya, Ivan ; Iguez, Trino-Manuel . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:255-260.

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2016Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:51-61.

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2016Cognitive Biases and Entrepreneurial Under-Diversification. (2016). Savioli, Marco ; Pattitoni, Pierpaolo ; Cervellati, E M. In: Working Papers. RePEc:bol:bodewp:wp1076.

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2016Cognitive Biases and Entrepreneurial Under-Diversification. (2016). Savioli, Marco ; Pattitoni, Pierpaolo ; Cervellati, Enrico Maria . In: Working Paper Series. RePEc:rim:rimwps:16-24.

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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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2016Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange. (2016). Jayawardena, Nirodha I ; Su, Jen-Je ; Li, Bin ; Todorova, Neda . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:592-608.

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2016Are American and European equity markets in phase? --- Frequency aspects of return and volatility spillovers. (2016). Schmidbauer, Harald ; Erkol, Narod ; Uluceviz, Erhan ; RoSCH, Angi . In: EcoMod2016. RePEc:ekd:009007:9559.

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2016International trade and risk aversion elasticities. (2016). Mukherjee, Soumyatanu ; Broll, Udo . In: Discussion Papers. RePEc:not:notgep:16/17.

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2016A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds. (2016). Wang, Zihe ; Li, Johnny Siu-Hang . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:103-111.

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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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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016. (2016). Menezes, Rui ; Bentes, Sonia . In: Papers. RePEc:arx:papers:1610.00259.

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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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2016International investment positions revisited: Investor heterogeneity and individual security characteristics. (2016). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:531.

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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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2016International sign predictability of stock returns: The role of the United States. (2016). Pönkä, Harri ; Nyberg, Henri ; Ponka, Harri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:323-338.

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2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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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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2016Impact of terrorist attacks on stock market volatility in emerging markets. (2016). Nechi, Salem ; Mnasri, Ayman . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:184-202.

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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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2016The impact of the French securities transaction tax on market liquidity and volatility. (2016). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:166-178.

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

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2016Identifying portfolio-based systematic risk factors in equity markets. (2016). Grobys, Klaus ; Haga, Jesper . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:88-92.

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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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2016Almost stochastic dominance for risk averters and risk seeker. (2016). Wong, Wing-Keung ; Guo, XU ; Zhu, Lixing . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:15-21.

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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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2016Integral representation of vega for American put options. (2016). Zhang, Ning ; Liu, Yanchu ; Cui, Zhenyu . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:204-208.

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2016On the weight sign of the global minimum variance portfolio. (2016). Chiu, Wan-Yi ; Jiang, Ching-Hai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:241-246.

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2016How do Chinas oil markets affect other commodity markets both domestically and internationally?. (2016). Ji, Qiang ; Fan, Ying . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:247-254.

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2016The risk in capital controls. (2016). Gkillas, Konstantinos ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:261-266.

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2016Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models. (2016). Ben Cheikh, Nidhaleddine ; ben Hmiden, Oussama . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:273-278.

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2016Pricing vulnerable options with stochastic default barriers. (2016). Wang, Xingchun . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:305-313.

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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 ; Marco, Chi Keung ; Gozgor, Giray . 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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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe Gil, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Apergis, Nicholas ; Bonato, Matteo ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201671.

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2016Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Suleman, Tahir . In: Working Papers. RePEc:pre:wpaper:201675.

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2016The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach. (2016). Wohar, Mark ; Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201686.

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

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2016The Relation between Return and Volatility in ETFs Traded in Borsa Istanbul: Is there any Difference between Islamic and Conventional ETFs?. (2016). Hassan, M. Kabir ; Kayhana, Selim ; Bayatb, Tayfur . In: Islamic Economic Studies. RePEc:ris:isecst:0157.

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2016Are industries resilient in dealing with uncertainty? The case of Brexit. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:tac:wpaper:2016-2017_3.

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Recent citations received in 2015

YearCiting document
2015Minimizing Lifetime Poverty with a Penalty for Bankruptcy. (2015). Cohen, Asaf ; Young, Virginia R. In: Papers. RePEc:arx:papers:1509.01694.

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2015Sensitivity Analysis of Long-Term Cash Flows. (2015). Park, Hyungbin . In: Papers. RePEc:arx:papers:1511.03744.

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2015Commonality in Liquidity: Effects of Monetary Policy and Macroeconomic Announcements. (2015). Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1529.

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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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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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2015A comparison of the convenience yield and interest-adjusted basis. (2015). Fouquau, Julien ; Six, Pierre . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:142-149.

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2015How integrated is the European carbon derivatives market?. (2015). PETITJEAN, Mikael ; Mazza, Paolo . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:18-30.

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2015Credit contagion and competitive effects of bond rating downgrades along the supply chain. (2015). Chang, Jung-Hsien ; Tsai, Feng-Tse ; Hung, Mao-Wei . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:232-238.

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2015Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58.

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2015Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?. (2015). Luo, Xingguo ; Ye, Zinan . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:68-77.

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2015Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

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2015On minimizing drawdown risks of lifetime investments. (2015). Chen, Xinfu ; Li, Dongchen ; Landriault, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:46-54.

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2015The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199.

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2015Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). Bulut, Levent. In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130.

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2015Predicting Recessions With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004.

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2015Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks. (2015). Meslier Crouzille, Celine ; Lepetit, Laetitia ; Wardhana, Leo Indra . In: Working Papers. RePEc:hal:wpaper:hal-01186722.

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2015Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505.

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2015Analysis of Factors Affecting the Stability of Cooperative Banks in the Post-Crisis Period (Analiza czynnikow wplywajacych na stabilnosc bankow spoldzielczych w okresie pokryzysowym). (2015). Kil, Krzysztof ; Miklaszewska, Ewa . In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:97-119.

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2015Bank Risk Proxies and the Crisis of 2007/09: A Comparison. (2015). Noth, Felix ; Tonzer, Lena . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-13-15.

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2015Global Imbalances and Bank Risk-Taking. (2015). Dinger, Valeriya ; Te, Daniel Marcel . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112866.

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Recent citations received in 2014

YearCiting document
2014Bank bonds: size, systemic relevance and the sovereign. (2014). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_966_14.

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2014Bank Bonds: Size, Systemic Relevance and the Sovereign. (2014). Zaghini, Andrea. In: International Finance. RePEc:bla:intfin:v:17:y:2014:i:2:p:161-184.

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2014Calendar 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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2014Bankruptcy risk induced by career concerns of regulators. (2014). Charles-Cadogan, G. ; Cole, John A.. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:259-271.

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2014Insurance demand and first-order risk increases under (μ,σ)-preferences revisited. (2014). Wagener, Andreas ; Eichner, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:326-331.

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2014Sell in May and Go Away: Evidence from China. (2014). guo, biao ; Zhang, Ziding ; Luo, Xingguo . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:362-368.

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2014The Halloween Effect Evidence from Romania. (2014). Oprea, Dragos Stefan. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:4:y:2014:i:7:p:463-471.

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2014Der Beitrag der Arbeitnehmervertreter zur fachlichen und geschlechtlichen Diversitaet von Aufsichtsraeten: Erkenntnisse einer qualitativ-explorativen Analyse (Worker directors and supervisory board di. (2014). Pull, Kerstin ; Duran, Mihael. In: Industrielle Beziehungen - Zeitschrift fuer Arbeit, Organisation und Management - The German Journal of Industrial Relations. RePEc:rai:indbez:doi:10.1688/indb-2014-04-duran.

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2014Bank bonds: Size, systemic relevance and the sovereign. (2014). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:454.

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Recent citations received in 2013

YearCiting document
2013On the predictability of stock prices: A case for high and low prices. (2013). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5132-5146.

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2013Overconfident individual day traders: Evidence from the Taiwan futures market. (2013). Lin, Tse-Chun ; Kuo, Wei-Yu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:9:p:3548-3561.

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2013Efficient Jacobian evaluations for estimating zero lower bound term structure models. (2013). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2013-77.

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2013A Fear Index to Predict Oil Futures Returns. (2013). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit . In: Working Papers. RePEc:fem:femwpa:2013.62.

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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 April, 6 2017. Contact: CitEc Team