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Finance Research Letters / Elsevier


0.79

Impact Factor

0.74

5-Years IF

19

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
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.2000 (%)0.07
19960.23000 (%)0.09
19970.270100 (%)0.09
19980.28000 (%)0.1
19990.32000 (%)0.13
20000.40200 (%)0.15
20010.40200 (%)0.15
20020.410100 (%)0.18
20030.440200 (%)0.19
20040.48272750.193620013 (3.6%)50.190.2
20050.850.530.852552300.582012723272313 (6.5%)40.160.21
20060.60.510.62880430.541865231523117 (9.1%)70.250.2
20070.420.450.6329109540.51175322805012 (10.3%)10.030.18
20080.30.470.5626135700.521195717109617 (5.9%)60.230.19
20090.240.470.6726161930.581255513135907 (5.6%)30.120.19
20100.380.450.3730191780.41885220134497 (8%)40.130.16
20110.360.510.42262171130.5211856201395920 (16.9%)30.120.2
20120.430.540.45252421320.5510156241376117 (16.8%)20.080.2
20130.780.620.62232651770.675351401338316 (30.2%)40.170.22
20140.560.630.59523171940.6110148271307729 (28.7%)90.170.21
20150.490.660.55954122340.5717175371568648 (28.1%)190.20.21
20160.710.80.741625743180.5516014710522116347 (29.4%)310.190.24
20170.791.10.741597334640.63562572043572654 (7.1%)530.330.31
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

111
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

69
32011Gold 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

45
42004Maximizing 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.

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41
52009Automatic 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

35
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.

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33
72004Limited 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
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.

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30
92005A 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.

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27
102006The 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.

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26
112005The 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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24
122006Explosive 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.

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24
132004Reported 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
142011Financial 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

20
152008Time-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.

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20
162007Exploring 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.

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19
172005Another 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.

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19
182016Hedging 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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19
192012Measuring 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.

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19
202007S&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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18
212015Bank 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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18
222005Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164.

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18
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.

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18
242005Solving 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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17
252009Extreme 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.

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17
262009Time-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.

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17
272004Institutional 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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16
282004The 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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16
292012Google 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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16
302015Economic 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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15
312005tays 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
322014Is 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.

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14
332006On 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.

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14
342017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198.

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14
352007The 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
362016Bitcoin, gold and the dollar – A GARCH volatility analysis. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:85-92.

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13
372006On 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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12
382010Does 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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12
392010Martingalized 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
402008On 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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12
412010Fluctuation 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.

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11
422006Disentangling 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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11
432013Leverage 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.

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11
442008Option 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
452008Patterns 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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10
462005Hedging 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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10
472006Exchange 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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10
482012Foreign 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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9
492004How 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
502014The 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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9

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

26
22016Hedging 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.

Full description at Econpapers || Download paper

19
32015Economic 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

15
42017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198.

Full description at Econpapers || Download paper

14
52016Bitcoin, gold and the dollar – A GARCH volatility analysis. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:85-92.

Full description at Econpapers || Download paper

13
62015Bank 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

12
72004Asymmetric 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

11
82005A 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

10
92009Automatic 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

9
102016Determinants of non-performing loans: Evidence from Euro-area countries. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios ; Mike, Tsionas ; Helen, Louri ; Dimitrios, Anastasiou . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:116-119.

Full description at Econpapers || Download paper

9
112004On 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

9
122016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296.

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9
132011Financial 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

8
142017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Tiwari, Aviral Kumar . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

Full description at Econpapers || Download paper

8
152014Is 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
162009Time-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

8
172015Effects of macroeconomic uncertainty on the stock and bond markets. (2015). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:10-16.

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7
182016Who 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.

Full description at Econpapers || Download paper

7
192010Fluctuation 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

7
202004The 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

7
212014News 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

6
222016Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141.

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6
232016Overseas 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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6
242012Google 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
252012Investor 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.

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6
262015What 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.

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6
272016Commonality in liquidity: Effects of monetary policy and macroeconomic announcements. (2016). Sensoy, Ahmet ; Şensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:125-131.

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5
282008Time-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

5
292016Brexit: (Not) another Lehman moment for banks?. (2016). Schiereck, Dirk ; Kolaric, Sascha ; Kiesel, Florian . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:291-297.

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5
302010Does 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.

Full description at Econpapers || Download paper

5
312016Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis. (2016). Lau, Chi Keung ; Yarovaya, Larisa ; Marco, Chi Keung ; Hkiri, Besma ; Aloui, Chaker . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:54-59.

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5
322005Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164.

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5
332014Investing 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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5
342017Bank screening technologies and the founder effect: Evidence from European lending relationships. (2017). Peruzzi, Valentina ; Cucculelli, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:229-237.

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5
352015Does CSR have different value implications for different shareholders?. (2015). Chen, Ester ; Gavious, Ilanit . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:29-35.

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4
362013Composition of robust equity portfolios. (2013). Fabozzi, Frank ; Kim, Woo Chang. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:2:p:72-81.

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4
372015The 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
382015Testing for asymmetric causality between U.S. equity returns and commodity futures returns. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Uddin, Gazi Salah . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:38-47.

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4
392015Predicting 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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402016Real oil prices and the international sign predictability of stock returns. (2016). Pönkä, Harri ; Ponka, Harri . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:79-87.

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412016Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels. (2016). Schiereck, Dirk ; Kolaric, Sascha . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:306-310.

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422012Measuring 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.

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432004Maximizing 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.

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442017Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34.

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452010A simple robust model for Cat bond valuation. (2010). Jarrow, Robert. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:2:p:72-79.

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462007Exploring 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.

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472012Foreign 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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482015The similarity of ECB’s communication. (2015). Amaya, Diego ; Filbien, Jean-Yves . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:234-242.

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492015Cointegration 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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502005Another 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.

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Citing documents used to compute impact factor 204:


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2017Robust asset pricing with stochastic hyperbolic discounting. (2017). Wang, Haijun. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:178-185.

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2017Implicit rating: A potential new method to alert crisis on the interbank lending market. (2017). Berlinger, Edina. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:277-283.

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2017The effects of capital buffers on profitability: An empirical study. (2017). Tabak, Benjamin ; Ely, Regis ; Cajueiro, Daniel O ; Fazio, Dimas M. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00820.

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2017Dynamic robust portfolio selection with copulas. (2017). Han, Yingwei ; Xia, Yong ; Li, Ping. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:190-200.

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2017How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach. (2017). Braouezec, Yann . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:92-99.

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2017Dynamic herding analysis in a frontier market. (2017). Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:496-508.

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2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

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2017Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. (2017). Sun, Xiaolei ; Wang, Jun ; Yao, Xiaoyang . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:214-221.

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2017How EPU drives long-term industry beta. (2017). Yu, Honghai ; Yan, Panpan ; Du, Donglei ; Fang, Libing . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:249-258.

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2017The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. (2017). Fang, Libing ; Li, Lei ; Yu, Honghai . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:139-145.

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2017
2017Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework. (2017). Ryu, Doojin ; Shim, Hyein . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:45-61.

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2017The dynamic conditional relationship between stock market returns and implied volatility. (2017). Park, Sung Y. ; Song, Jeongseok ; Ryu, Doojin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:638-648.

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2017Information asymmetry and investor trading behavior around bond rating change announcements. (2017). Yang, Hee Jin ; Ahn, Hee-Joon ; Kim, Maria H ; Ryu, Doojin . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:38-51.

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2017
2017Inflation targeting and the cyclicality of monetary policy. (2017). Vasilakis, Chrysovalantis ; Thornton, John . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:296-302.

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2017The case of Less is more: Modelling risk-preference with Expected Downside Risk. (2017). Ormos, Mihály ; Timotity, Dusan . In: Papers. RePEc:arx:papers:1704.05332.

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2017The distant echo of Brexit: Did exporters suffer the most?. (2017). Jackowicz, Krzysztof ; Podgorski, Baej ; Kozowski, Ukasz . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:132-139.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Qureshi, Fiza ; Gee, Chan Sok ; Ismail, Izlin ; Kutan, Ali M. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017Identifying events in financial time series – A new approach with bipower variation. (2017). Andor, Gyorgy ; Bohak, Andras . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:42-48.

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2017Optimal hedge ratio in a biased forward market under liquidity constraints. (2017). Dömötör, Barbara ; Domotor, Barbara . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:259-263.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017
2017Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets. (2017). Babalos, Vassilios ; Kiohos, Apostolos ; Koulakiotis, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:217-222.

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2017Impact of the Medicaid expansion on U.S. health services firms: Evidence from the 2010 Affordable Care Act. (2017). Lee, Daeyong ; Zhang, Fan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:172-177.

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2017Investor reaction to IFRS for financial instruments in Europe: The role of firm-specific factors. (2017). Onali, Enrico ; Ballestra, Luca Vincenzo ; Ginesti, Gianluca . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:72-77.

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2017Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea. (2017). , Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:133-154.

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2017The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1612.06200.

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2017The impact of expected regulatory changes: The case of banks following the 2016U.S. election. (2017). Hachenberg, Britta ; Schiereck, Dirk ; Kolaric, Sascha ; Kiesel, Florian . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:268-273.

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2017Estimating volatility persistence under a Brexit-vote structural break. (2017). Adesina, Tola. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:65-68.

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2017Negative interest rates as systemic risk event. (2017). Kurowski, Ukasz Kamil ; Rogowicz, Karol . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:153-157.

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2017Financial transaction taxes: Announcement effects, short-run effects, and long-run effects. (2017). Noth, Felix ; Eichfelder, Sebastian ; Lau, Mona . In: IWH Discussion Papers. RePEc:zbw:iwhdps:42017.

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2017The impact of fiscal rules on sovereign risk premia: International evidence. (2017). Vasilakis, Chrysovalantis ; Thornton, John . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:63-67.

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2017Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeño, Rodolfo ; Curto, Jose Dias ; Cermeo, Rodolfo ; Ribeiro, Pedro Pires . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:107-114.

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2017Value-at-Risk estimation with stochastic interest rate models for option-bond portfolios. (2017). Wang, Xiao Yu ; He, Jia ; Wu, Xiaoxia ; Jiang, Jingjing ; Xie, Dejun . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:10-20.

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2017Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34.

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2017Real Estate Transfer Taxes and Housing Price Volatility in the United States. (2017). Chen, Haiwei . In: International Real Estate Review. RePEc:ire:issued:v:20:n:02:2017:p:207-219.

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2017Banking globalization, local lending, and labor market effects: Micro-level evidence from Brazil. (2017). Noth, Felix ; Busch, Matias Ossandon . In: IWH Discussion Papers. RePEc:zbw:iwhdps:72017.

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2017Banking globalization, local lending, and labor market effects : Micro-level evidence from Brazil. (2017). Noth, Felix ; Busch, Matias Ossandon . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_011.

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2017Macroprudential policy and intra-group dynamics: The effects of reserve requirements in Brazil. (2017). Becker, Christian ; Tonzer, Lena ; Busch, Matias Ossandon . In: IWH Discussion Papers. RePEc:zbw:iwhdps:212017.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong . In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Wong, Wing-Keung ; Xiao, Zhijie . In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:666-678.

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2017
2017Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic. (2017). Siikanen, Milla ; Valli, Jaakko ; Kanniainen, Juho. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:264-271.

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2017Market liquidity and stock returns in the Norwegian stock market. (2017). Leirvik, Thomas ; Fjellviks, Anders B ; Fiskerstrand, Sondre R. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:272-276.

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2017What drives the sensitivity of limit order books to company announcement arrivals?. (2017). Siikanen, Milla ; Luoma, Arto ; Kanniainen, Juho. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:65-68.

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2017Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market. (2017). Sensoy, Ahmet. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:62-80.

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2017Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan . In: Papers. RePEc:arx:papers:1706.01437.

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2017Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach. (2017). Tarnopolski, Mariusz . In: Papers. RePEc:arx:papers:1707.03746.

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2017Statistical properties and multifractality of Bitcoin. (2017). Takaishi, Tetsuya . In: Papers. RePEc:arx:papers:1707.07618.

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2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices. (2017). Shahbaz, Muhammad ; GUPTA, RANGAN ; Bouri, Elie ; Lahiani, Amine . In: Working Papers. RePEc:pre:wpaper:201760.

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2017Value-at-Risk and Expected Shortfall for the major digital currencies. (2017). Stavroyiannis, Stavros . In: Papers. RePEc:arx:papers:1708.09343.

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2017Analysis on the influence factors of Bitcoin’s price based on VEC model. (2017). Zhu, Yechen ; Li, Jianjun ; Dickinson, David . In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0054-0.

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2017Enfoque teórico multidisciplinar para la provisión electrónica de servicios. (2017). Prodanova, Jana ; Jimenez, Nadia ; San-Martin, Sonia . In: DOCFRADIS Working Papers. RePEc:ovr:docfra:1705.

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2017Volatility estimation for Bitcoin: A comparison of GARCH models. (2017). Katsiampa, Paraskevi . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:3-6.

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2017On the transaction cost of Bitcoin. (2017). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:300-305.

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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Tiwari, Aviral Kumar . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

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2017
2017
2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). GUPTA, RANGAN ; Wohar, Mark E ; Pierdzioch, Christian ; Majumdar, Anandamayee . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284.

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2017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?. (2017). Donadelli, Michael ; Riedel, Max ; Kizys, Renatas . In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:84-103.

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2017Non-performing loans and Financial Development: New Evidence. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:75964.

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2017Management and Resolution methods of Non-performing loans: A Review of the Literature. (2017). Anastasiou, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:77581.

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2017Do Islamic banks lead or lag conventional banks? Evidence from Malaysia. (2017). Masih, Abul ; Nor, Amirudin Mohd . In: MPRA Paper. RePEc:pra:mprapa:79425.

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2017The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks. (2017). Anastasiou, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:79470.

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2017The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries. (2017). Mirzaei, Ali ; Al-Khazali, Osamah M. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:193-208.

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2017On the determinants of NPLS: lessons from Greece. (2017). Tzavalis, Elias ; Dendramis, Yiannis ; Charalambakis, Evangelos . In: Working Papers. RePEc:bog:wpaper:220.

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2017Corporate Financial Leverage, Asset Utilization and Nonperforming Loans in Pakistan. (2017). , IjazHussain ; Hussain, Ijaz . In: Lahore Journal of Economics. RePEc:lje:journl:v:22:y:2017:i:1:p:37-70.

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2017Is ex-post credit risk affected by the cycles? The case of Italian banks. (2017). Anastasiou, Dimitrios . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:242-248.

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2017Investment, agency conflicts, debt maturity, and loan guarantees by negotiation. (2017). Gan, Liu ; Yang, Zhaojun . In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:3:d:10.1007_s10436-017-0298-8.

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2017Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bathia, Deven . In: Working Papers. RePEc:pre:wpaper:201719.

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2017The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Volkman, David A ; Risse, Marian . In: Working Papers. RePEc:pre:wpaper:201755.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2017Does country risks predict stock returns and volatility? Evidence from a nonparametric approach. (2017). Balcilar, Mehmet ; Suleman, Tahir ; Gupta, Rangan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1173-1195.

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2017Oil price shocks and stock returns of oil and gas corporations. (2017). Pérez de Gracia, Fernando ; Diaz, Elena Maria . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:75-80.

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2017Downturn LGD modeling using quantile regression. (2017). Kruger, Steffen ; Rosch, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:42-56.

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2017Return distribution, leverage effect and spot-futures spread on the hedging effectiveness. (2017). Kao, Wei-Shun ; Wu, Chien-Hui ; Changchien, Chang-Cheng ; Lin, Chu-Hsiung . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:158-162.

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2017On the relationship between bank market concentration and stability of financial institutions: Evidence from the Italian banking sector. (2017). Zotti, Roberto ; Barra, Cristian. In: MPRA Paper. RePEc:pra:mprapa:79900.

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2017Is there a gender effect on the cost of bank financing?. (2017). Mascia, Danilo V. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:136-153.

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2017Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Mensi, Walid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:135-146.

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2017Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul . In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200.

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2017The Price of Political Uncertainty: Evidence from the 2016 U.S. Presidential Election and the U.S. Stock Markets. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01419295.

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2017Accounting quality and information asymmetry of foreign direct investment firms. (2017). Wang, Li-Hsun . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:950-958.

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2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz . In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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2017Measuring systemic risk: A comparison of alternative market-based approaches. (2017). Kleinow, Jacob ; Vahamaa, Sami ; Strobl, Sascha ; Moreira, Fernando . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:40-46.

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2017Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568.

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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Hussain, Syed Jawad ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2017Twitters daily happiness sentiment and the predictability of stock returns. (2017). You, Wanhai ; Guo, Yawei ; Peng, Cheng . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:58-64.

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2017Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance. (2017). Wong, Wing-Keung ; Niu, Cuizhen ; Xu, Qunfang . In: MPRA Paper. RePEc:pra:mprapa:75948.

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2017One-sided performance measures under Gram-Charlier distributions. (2017). Moreno, Manuel ; Leon, Angel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:38-50.

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2017Geopolitical risks and the oil-stock nexus over 1899–2016. (2017). GUPTA, RANGAN ; Kollias, Christos ; Papadamou, Stephanos ; Antonakakis, Nikolaos . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173.

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2017Flexible firm-level dividends in Latin America. (2017). Goyal, Abhinav ; von Eije, Henk ; Muckley, Cal B. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:133-136.

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2017
2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Papers. RePEc:arx:papers:1707.07977.

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2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach. (2017). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201729.

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2017In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework. (2017). Śmiech, Sławomir ; Papie, Monika . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:238-244.

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2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308.

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2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01480031.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752.

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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Wang, Shixuan ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201750.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). bouoiyour, jamal ; Selmi, Refk . In: Working Papers. RePEc:hal:wpaper:hal-01548710.

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2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Working Papers. RePEc:hal:wpaper:hal-01567277.

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2017Developing a Digital Currency from an Islamic Perspective: Case of Blockchain Technology. (2017). Zubaidi, Ibrahim Bassam ; Abdullah, Adam . In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:11:p:79-87.

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2017Domestic mergers and acquisitions in BRICS countries: Acquirers and targets. (2017). Wagner, Niklas ; Kinateder, Harald ; Fabich, Matthias. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:190-199.

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2017Do investors pay a premium for going green? Evidence from alternative energy mutual funds. (2017). Reboredo, Juan ; Otero, Luis A ; Quintela, Miguel . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:73:y:2017:i:c:p:512-520.

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2017Stock market volatility spillovers: Evidence for Latin America. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:207-216.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2017Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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2017Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas. (2017). Shahbaz, Muhammad ; Mensi, Walid ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:476-495.

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2017
2017Determinants of idiosyncratic volatility: Evidence from the Indian stock market. (2017). Kumari, Jyoti ; Hiremath, Gourishankar S ; Mahakud, Jitendra . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:172-184.

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2017How Does Financial Market Evaluate Business Models? Evidence From European Banks. (2017). Ferretti, Riccardo ; Venturelliunimore, Valeria Venturellivaleria ; Landi, Andrea ; Gualandri, Elisabetta ; Cosma, Stefano . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:17105.

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2017Valuation of diversified banks: New evidence. (2017). Guerry, Nicolas ; Wallmeier, Martin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:203-214.

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2017Corporate cash-pool valuation in a multi-firm context: A closed formula. (2017). Berlinger, Edina ; Walter, Gyorgy ; Bihary, Zsolt . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:30-34.

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2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Jammazi, Rania ; Assaf, Ata . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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2017The dynamic linkages between crude oil and natural gas markets. (2017). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:155-170.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2017Optimal pairs trading strategies in a cointegration framework. (2017). Huang, Zhe ; Martin, Franck . In: Working Papers. RePEc:hal:wpaper:halshs-01566803.

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2017Optimal pairs trading strategies in a cointegration framework. (2017). Martin, Franck ; Huang, Zhe . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2017-08.

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2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:88-93.

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2017Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:986-991.

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2017Does foreign ownership impact accounting conservatism adoption in Vietnam. (2017). Le, Tuan Bach ; Vu, Minh ; Nhan, Thi Thanh ; Pavelkova, Drahomira. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:13:y:2017:i::p:287-294.

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2017Forecasting intraday volume: Comparison of two early models. (2017). Szűcs, Balázs Árpád ; Szcs, Balazs Arpad . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:249-258.

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2017Sampling frequency and the performance of different types of technical trading rules. (2017). Hudson, Robert ; Urquhart, Andrew ; McGroarty, Frank . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:136-139.

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2017Inference on Risk Premia in the Presence of Omitted Factors. (2017). Giglio, Stefano ; Xiu, Dacheng . In: NBER Working Papers. RePEc:nbr:nberwo:23527.

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2017Does your surname affect the citability of your publications?. (2017). Abramo, Giovanni ; Dangelo, Ciriaco Andrea . In: Journal of Informetrics. RePEc:eee:infome:v:11:y:2017:i:1:p:121-127.

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2017Asset market response to monetary policy news from SNB press releases. (2017). Huning, Hendrik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:160-177.

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2017Words are not all created equal: A new measure of ECB communication. (2017). Renault, Thomas ; Picault, Matthieu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:136-156.

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2017MEASURING THE INTERNATIONAL DIMENSION OF OUTPUT VOLATILITY. (2017). Iseringhausen, Martin ; Everaert, Gerdie. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/928.

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2017
2017Corporate governance and stock liquidity dimensions: Panel evidence from pure order-driven Australian market. (2017). Ali, Searat ; Je, Jen ; Liu, Benjamin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:275-304.

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2017Identifying events in financial time series – A new approach with bipower variation. (2017). Andor, Gyorgy ; Bohak, Andras . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:42-48.

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2017L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?. (2017). Desbrieres, Philippe . In: Working Papers CREGO. RePEc:dij:wpfarg:1171001.

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2017Social Norms and CSR Performance. (2017). Cahan, Steven F ; Chen, LI. In: Journal of Business Ethics. RePEc:kap:jbuset:v:145:y:2017:i:3:d:10.1007_s10551-015-2899-3.

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2017Exploring CSR and financial performance of full-service and low-cost air carriers. (2017). Yang, Ann Shawing ; Baasandorj, Suvd. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:291-299.

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2017
2017Real option with liquidity constraints under secondary debt illiquidity risk market. (2017). Xu, Qing ; Yang, Jinqiang . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:57-65.

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2017Can (unusual) weather conditions in New York predict South African stock returns?. (2017). GUPTA, RANGAN ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386.

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2017Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches. (2017). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Mensi, Walid ; Nor, Safwan Mohd ; Hussain, Syed Jawad . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:351-363.

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2017The winner-loser effect in the Tunisian stock market: A multidimensional risk-based explanation. (2017). Boussaidi, Ramzi . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:3:p:178-189.

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2017A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios. (2017). Yue, Wei ; Wang, Yuping . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:124-140.

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2017Corporate cash-pool valuation in a multi-firm context: A closed formula. (2017). Berlinger, Edina ; Walter, Gyorgy ; Bihary, Zsolt . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:30-34.

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2017Momentum profits and time varying illiquidity effect. (2017). Butt, Hilal Anwar ; Virk, Nader Shahzad . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:253-259.

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2017The source of global stock market risk: A viewpoint of economic policy uncertainty. (2017). I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:122-131.

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2017Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:295.

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2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:23399.

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2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

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2017Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework. (2017). Sun, Xiaolei ; Wang, Jun ; Yao, Xiaoyang . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:214-221.

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2017The impact of uncertainty on macro variables - An SVAR-based empirical analysis for EU countries. (2017). Belke, Ansgar ; Kronen, Dominik . In: ROME Working Papers. RePEc:rmn:wpaper:201708.

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2017Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188.

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2017How EPU drives long-term industry beta. (2017). Yu, Honghai ; Yan, Panpan ; Du, Donglei ; Fang, Libing . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:249-258.

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2017Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence. (2017). Naifar, Nader ; Bahloul, Slah ; Mroua, Mourad . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:65-74.

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2017Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. (2017). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:536-546.

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2017
2017The usefulness of the business model disclosure for investors’ judgements in financial entities. A European study. (2017). Mechelli, Alessandro ; Mazzocchetti, Francesca ; Cimini, Riccardo . In: Revista de Contabilidad - Spanish Accounting Review. RePEc:eee:spacre:v:20:y:2017:i:1:p:1-12.

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2017Optimal hedge ratio in a biased forward market under liquidity constraints. (2017). Dömötör, Barbara ; Domotor, Barbara . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:259-263.

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2017Speculative bubbles in emerging stock markets and macroeconomic factors: A new empirical evidence for Asia and Latin America. (2017). Ngoc, Thi Bich . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:454-467.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong . In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication. (2017). Czudaj, Robert ; Berger, Theo ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep012.

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2017The intrinsic value of gold: An exchange rate-free price index. (2017). , Richard ; Shen, Jian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:203-217.

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2017A literature review of technical analysis on stock markets. (2017). Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Lima, Jessica ; Farias, Rodolfo Toribio . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:115-126.

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2017Computing the Substantial-Gain-Loss-Ratio. (2017). Voelzke, Jan ; Mentemeier, Sebastian . In: CQE Working Papers. RePEc:cqe:wpaper:5917.

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2017Investors favourite - A different look at valuing individual labour income. (2017). Diesteldorf, Jeanne ; Voelzke, Jan ; Weigt, Till ; Goessling, Fabian . In: CQE Working Papers. RePEc:cqe:wpaper:6017.

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2017Investors favourite - A different look at valuing individual labour income. (2017). Voelzke, Jan ; Weigt, Till ; Diesteldorf, Jeanne ; Gossling, Fabian. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168065.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017The long-run relationship between precious metal prices and the business cycle. (2017). Kucher, Oleg ; McCoskey, Suzanne . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:263-275.

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2017Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility. (2017). Lindblad, Annika . In: MPRA Paper. RePEc:pra:mprapa:80266.

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2017News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets. (2017). Wohar, Mark ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201730.

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2017Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2017). Skintzi, Vasiliki. In: MPRA Paper. RePEc:pra:mprapa:78278.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2017The influence of global benchmark oil prices on the regional oil spot market in multi-period evolution. (2017). Sun, Xiaoqi ; Jiang, Meihui . In: Energy. RePEc:eee:energy:v:118:y:2017:i:c:p:742-752.

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2017On the distribution of cumulative Parisian ruin. (2017). Guerin, Helene ; Renaud, Jean-Franois . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:116-123.

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2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2017Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela. (2017). Sarmiento, Julio ; Sandoval, Juan S ; Collazos, Maria ; Cayon, Edgardo . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:547-555.

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2017The dynamic linkages between crude oil and natural gas markets. (2017). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:155-170.

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2017Predicting white metal prices by a commodity sensitive exchange rate. (2017). Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:309-315.

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2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910 -1914. (2017). Hanedar, Avni. In: Working Papers. RePEc:tek:wpaper:2017/2.

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2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914. (2017). Hanedar, Avni. In: eabh Papers. RePEc:zbw:eabhps:1702.

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2017On the effects of changing mortality patterns on investment, labour and consumption under uncertainty. (2017). Ewald, Christian-Oliver ; Zhang, Aihua. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:73:y:2017:i:c:p:105-115.

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2017Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2017). Bulut, Levent. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0003.

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2017The firm under regret aversion. (2017). Welzel, Peter ; Wong, Kit-Pong ; Broll, Udo . In: CEPIE Working Papers. RePEc:zbw:tudcep:0317.

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2017Systemic risk in carry-trade portfolios. (2017). Liu, Chih-Liang ; Yang, Hsin-Feng . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:40-46.

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2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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2017Implicit rating: A potential new method to alert crisis on the interbank lending market. (2017). Berlinger, Edina. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:277-283.

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2017Cross-financial-market correlations and quantitative easing. (2017). Zhang, Jie ; Zhong, Rui ; Kryzanowski, Lawrence. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:13-21.

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2017Bank Loan Loss Provisions Research: A Review. (2017). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:76495.

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2017Managerial incentives in the presence of golden handshakes. (2017). Jiang, YI. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:177-183.

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2017New alternative measuring financial stability. (2017). Ghassan, Hassan. In: MPRA Paper. RePEc:pra:mprapa:80508.

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2017Is Competition Among Cooperative Banks a Negative Sum Game?. (2017). Ferri, Giovanni ; Coccorese, Paolo. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc19.

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2017Political institutions and bank risk-taking behavior. (2017). Ashraf, Badar Nadeem . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:13-35.

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2017Do financial experts on audit committees matter for bank insolvency risk-taking? The monitoring role of bank regulation and ethical policy. (2017). Garcia-Sanchez, Isabel-Maria ; Cuadrado-Ballesteros, Beatriz ; Garcia-Meca, Emma . In: Journal of Business Research. RePEc:eee:jbrese:v:76:y:2017:i:c:p:52-66.

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2017Nonstationary Z-Score measures. (2017). Mare, Davide Salvatore ; Rossi, Roberto ; Moreira, Fernando . In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:1:p:348-358.

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2017
2017
2017
2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:81995.

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2017Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets. (2017). Hou, Yang ; Li, Steven . In: MPRA Paper. RePEc:pra:mprapa:81999.

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2017Asymptotics for Greeks under the constant elasticity of variance model. (2017). Kritski, Oleg L ; Zalmezh, Vladimir F. In: Papers. RePEc:arx:papers:1707.04149.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017
2017Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2017). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:135.

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2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308.

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2017Benchmark Dataset for Mid-Price Prediction of Limit Order Book data. (2017). Ntakaris, Adamantios ; Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Magris, Martin . In: Papers. RePEc:arx:papers:1705.03233.

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2017Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan . In: Papers. RePEc:arx:papers:1706.01437.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach. (2017). Tarnopolski, Mariusz . In: Papers. RePEc:arx:papers:1707.03746.

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2017Statistical properties and multifractality of Bitcoin. (2017). Takaishi, Tetsuya . In: Papers. RePEc:arx:papers:1707.07618.

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2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Papers. RePEc:arx:papers:1707.07977.

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2017Value-at-Risk and Expected Shortfall for the major digital currencies. (2017). Stavroyiannis, Stavros . In: Papers. RePEc:arx:papers:1708.09343.

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2017How Facebook drives investor behavior. (2017). Siikanen, Milla ; Kanniainen, Juho ; Hussain, Abid ; Mukkamala, Raghava ; Vatrapu, Ravi ; Jussila, Jari ; Karkkainen, Hannu ; Baltakys, Kestutis. In: Papers. RePEc:arx:papers:1709.07300.

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2017The inefficiency of Bitcoin revisited: a dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:1709.08090.

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2017Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis. (2017). Magris, Martin ; Kanniainen, Juho ; Rasanen, Esa ; Kim, Jiyeong. In: Papers. RePEc:arx:papers:1711.03534.

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2017
2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2017Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85.

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2017Stability and Economic Performance of the Inflation-Targeting Policy Facing the Crisis. (2017). Aguir, Abdelkader . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-53.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2017What drives the sensitivity of limit order books to company announcement arrivals?. (2017). Siikanen, Milla ; Luoma, Arto ; Kanniainen, Juho. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:65-68.

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2017
2017Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. (2017). Gong, XU ; Lin, Boqiang . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:315-327.

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2017
2017
2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Jammazi, Rania ; Assaf, Ata . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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2017Dynamic correlation of precious metals and flight-to-quality in developed markets. (2017). Klein, Tony . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:283-290.

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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Tiwari, Aviral Kumar . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

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2017Can investors gain from investing in certain sectors?. (2017). Narayan, Paresh Kumar ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177.

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2017
2017
2017The impact of mergers and acquisitions on shareholders wealth in the logistics service industry. (2017). Tielmann, Artur ; Ries, Jorg M ; Kiesel, Florian . In: International Journal of Production Economics. RePEc:eee:proeco:v:193:y:2017:i:c:p:781-797.

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2017
2017True or spurious long memory in European non-EMU currencies. (2017). Walther, Thomas ; Piontek, Krzysztof ; Thu, Hien Pham ; Klein, Tony . In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:217-230.

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2017
2017
2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01480031.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). bouoiyour, jamal ; Selmi, Refk . In: Working Papers. RePEc:hal:wpaper:hal-01548710.

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2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk . In: Working Papers. RePEc:hal:wpaper:hal-01567277.

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2017
2017Does family ownership structure affect investment-cash flow sensitivity? Evidence from Italian SMEs. (2017). Peruzzi, Valentina. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc16.

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2017Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2017). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno . In: CERBE Working Papers. RePEc:lsa:wpaper:wpc17.

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2017Family firms and access to credit. Is family ownership beneficial?. (2017). Peruzzi, Valentina ; Murro, Pierluigi. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc23.

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2017
2017Discerning lead-lag between fear index and realized volatility. (2017). Masih, Abul ; Wahab, Fatin Farhana . In: MPRA Paper. RePEc:pra:mprapa:79433.

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2017Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752.

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2017Own or inherited? The effect of national fiscal rules after changes of government. (2017). Tóth, Csaba. In: MPRA Paper. RePEc:pra:mprapa:81178.

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2017Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach. (2017). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201729.

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2017Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Wang, Shixuan ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201750.

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2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices. (2017). Shahbaz, Muhammad ; GUPTA, RANGAN ; Bouri, Elie ; Lahiani, Amine . In: Working Papers. RePEc:pre:wpaper:201760.

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2017Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks. (2017). GUPTA, RANGAN ; Wohar, Mark E ; Suleman, Tahir . In: Working Papers. RePEc:pre:wpaper:201767.

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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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2016Dependency analysis between Bitcoin and selected global currencies. (2016). Szetela, Beata ; Gedek, Stanislaw ; Mentel, Grzegorz . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:133-144.

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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 ; 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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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 (Gillas), 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, 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). Suleman, Tahir ; GUPTA, RANGAN ; Balcilar, Mehmet. 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). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. 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 UK 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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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 ; Döpke, Jörg ; 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 ; Döpke, Jörg ; 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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