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Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
35
Impact Factor
0.97
5 Years IF
1.01
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.08 0 0 12 12 47 0 0 0 0 0 0.04
1993 0 0.1 0 0 15 27 18 0 12 12 0 0 0.05
1994 0 0.11 0 0 13 40 21 0 27 27 0 0 0.05
1995 0.11 0.19 0.19 0.18 13 53 11 10 10 28 3 40 7 5 50 0 0.08
1996 0.08 0.22 0.11 0.11 19 72 53 8 18 26 2 53 6 3 37.5 0 0.1
1997 0.03 0.22 0.07 0.07 15 87 16 6 24 32 1 72 5 3 50 0 0.09
1998 0.03 0.26 0.07 0.07 17 104 61 7 31 34 1 75 5 1 14.3 1 0.06 0.12
1999 0.03 0.28 0.1 0.05 17 121 96 12 43 32 1 77 4 3 25 3 0.18 0.14
2000 0.06 0.33 0.03 0.02 25 146 234 3 47 34 2 81 2 0 0 0.15
2001 0.17 0.36 0.1 0.14 26 172 188 18 65 42 7 93 13 0 1 0.04 0.15
2002 0.31 0.39 0.22 0.24 26 198 199 43 108 51 16 100 24 15 34.9 11 0.42 0.21
2003 0.27 0.4 0.17 0.22 32 230 240 37 147 52 14 111 24 4 10.8 1 0.03 0.2
2004 0.26 0.45 0.26 0.41 36 266 414 68 215 58 15 126 52 6 8.8 2 0.06 0.2
2005 0.21 0.46 0.23 0.29 33 299 317 68 284 68 14 145 42 8 11.8 3 0.09 0.22
2006 0.28 0.46 0.3 0.34 27 326 134 98 383 69 19 153 52 6 6.1 4 0.15 0.21
2007 0.35 0.42 0.37 0.44 29 355 230 127 514 60 21 154 68 17 13.4 5 0.17 0.18
2008 0.39 0.44 0.44 0.56 70 425 622 185 699 56 22 157 88 46 24.9 11 0.16 0.21
2009 0.52 0.44 0.47 0.53 34 459 486 218 917 99 51 195 103 60 27.5 5 0.15 0.21
2010 0.59 0.43 0.48 0.54 42 501 389 238 1156 104 61 193 104 59 24.8 3 0.07 0.18
2011 0.82 0.46 0.59 0.52 40 541 459 312 1473 76 62 202 106 111 35.6 7 0.18 0.21
2012 0.66 0.47 0.53 0.71 54 595 395 307 1787 82 54 215 153 47 15.3 5 0.09 0.19
2013 0.89 0.53 0.69 0.93 97 692 878 474 2262 94 84 240 223 100 21.1 25 0.26 0.22
2014 1.16 0.55 0.89 1.22 107 799 626 708 2970 151 175 267 327 80 11.3 38 0.36 0.22
2015 0.97 0.56 0.81 0.94 129 928 661 751 3721 204 197 340 320 113 15 82 0.64 0.21
2016 1.15 0.58 0.99 1.21 157 1085 524 1069 4792 236 271 427 515 156 14.6 44 0.28 0.2
2017 0.93 0.6 1.02 1.03 85 1170 151 1196 5990 286 266 544 561 116 9.7 21 0.25 0.22
2018 0.97 0.76 0.97 1.01 112 1282 103 1244 7239 242 235 575 583 121 9.7 26 0.23 0.31
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:3:p:152-164.

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236
22013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. (2013). lucey, brian ; Gurdgiev, Constantin ; Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:202-211.

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162
32009Volatility transmission between oil prices and equity sector returns. (2009). Ewing, Bradley ; Malik, Farooq . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:3:p:95-100.

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129
42013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:46-56.

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100
52004Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes. (2004). Voronkova, Svitlana. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:633-647.

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97
62008Financial crisis and stock market efficiency: Empirical evidence from Asian countries. (2008). Lim, Kian-Ping ; Kim, Jae ; Brooks, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:3:p:571-591.

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84
72012Foreign direct investment and institutional quality: Some empirical evidence. (2012). Buchanan, Bonnie ; Le, Quan V. ; Rishi, Meenakshi. In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:81-89.

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80
82007Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. (2007). Syriopoulos, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:16:y:2007:i:1:p:41-60.

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71
92008Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets. (2008). Hammoudeh, Shawkat ; Li, Huimin. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:47-63.

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70
102004International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

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66
112009The impact of banking regulations on banks cost and profit efficiency: Cross-country evidence. (2009). Pasiouras, Fotios ; Zopounidis, Constantin ; Tanna, Sailesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:294-302.

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64
122015Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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63
132009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Liu, LI ; Gu, Rongbao . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:271-276.

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59
142000Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle. (2000). Huang, Bwo-Nung ; Chin- Wei Yang, . In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:3:p:281-297.

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56
152009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange. (2009). Tabak, Benjamin ; Gogas, Periklis ; Cajueiro, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:50-57.

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56
162008Bank efficiency in the new European Union member states: Is there convergence?. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:5:p:1156-1172.

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52
172015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Sharma, Susan ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

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51
182016Negative bubbles and shocks in cryptocurrency markets. (2016). Cheah, Jeremy Eng Tuck ; Fry, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:343-352.

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51
192001What drives contagion: Trade, neighborhood, or financial links?. (2001). Valdés, Rodrigo ; Hernandez, Leonardo F. ; Valdes, Rodrigo O.. In: International Review of Financial Analysis. RePEc:eee:finana:v:10:y:2001:i:3:p:203-218.

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50
202015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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50
212015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

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45
222010Price and volatility spillovers across North American, European and Asian stock markets. (2010). Pandey, Ajay ; Singh, Priyanka ; Kumar, Brajesh ; Rajeshkumar, B. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:55-64.

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43
232005Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence. (2005). lucey, brian ; Dowling, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:3:p:337-355.

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42
242005Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests. (2005). Aggarwal, Raj ; NYO NYO A. KYAW, . In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:4:p:393-406.

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42
252015Are gold and silver a hedge against inflation? A two century perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:267-276.

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41
262014Can banks individually create money out of nothing? — The theories and the empirical evidence. (2014). Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:1-19.

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41
272015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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40
282008Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammad M. ; Nikkinen, Jussi . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:27-46.

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39
292006The CAPM and value at risk at different time-scales. (2006). Fernandez, Viviana. In: International Review of Financial Analysis. RePEc:eee:finana:v:15:y:2006:i:3:p:203-219.

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39
302014Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets. (2014). Bekiros, Stelios. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:58-69.

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38
312016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Marco, Chi Keung ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:96-114.

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37
322003Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange. (2003). Brorsen, B ; Buguk, Cumhur. In: International Review of Financial Analysis. RePEc:eee:finana:v:12:y:2003:i:5:p:579-590.

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37
332010An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation. (2010). Hatemi-J, Abdulnasser ; Al Janabi, Mazin A. M., ; Irandoust, Manuchehr ; Hatemi-J, Abdulnasser, ; Hatemi-J , Abdulnasser, . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:47-54.

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36
342000On the conditional relationship between beta and return in international stock returns. (2000). Fletcher, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:3:p:235-245.

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36
352013Herding behavior in REITs: Novel tests and the role of financial crisis. (2013). KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS ; Economou, Fotini ; Philippas, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:166-174.

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35
362001Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis. (2001). Viney, Christopher ; Kim, Sangbae ; Yoon, Jai Hyung . In: International Review of Financial Analysis. RePEc:eee:finana:v:10:y:2001:i:1:p:87-96.

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35
372010International Financial Reporting Standards and the quality of financial statement information. (2010). Iatridis, George. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:193-204.

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35
382009Unifractality and multifractality in the Italian stock market. (2009). Onali, Enrico ; Goddard, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:154-163.

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34
392008Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets. (2008). Abugri, Benjamin A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:2:p:396-410.

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34
402012Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2012). Gupta, Rakesh ; Guidi, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:10-22.

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32
412010Macroeconomic determinants of credit risk: Recent evidence from a cross country study. (2010). Ali, Asghar ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:165-171.

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31
421992Prices and hedge ratios of average exchange rate options. (1992). Vorst, Ton. In: International Review of Financial Analysis. RePEc:eee:finana:v:1:y:1992:i:3:p:179-193.

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30
432013Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Tinoco, Mario Hernandez ; Wilson, Nick. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

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30
442016Impact of speculation and economic uncertainty on commodity markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Andreasson, Pierre . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:115-127.

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29
452013Efficient or adaptive markets? Evidence from major stock markets using very long run historic data. (2013). Hudson, Robert ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:130-142.

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29
462014Textual sentiment in finance: A survey of methods and models. (2014). Kearney, Colm ; Liu, Sha. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:171-185.

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28
472010Capital structure, dividend policy, and multinationality: Theory versus empirical evidence. (2010). Aggarwal, Raj ; Nyo Nyo Aung Kyaw, . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:2:p:140-150.

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28
482002The explanatory power of political risk in emerging markets. (2002). Bilson, Christopher M. ; Hooper, Vincent C. ; Brailsford, Timothy J.. In: International Review of Financial Analysis. RePEc:eee:finana:v:11:y:2002:i:1:p:1-27.

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27
492009Together we invest? Individual and institutional investors trading behaviour in Poland. (2009). Gebka, Bartosz ; Goodfellow, Christiane ; Bohl, Martin T.. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:212-221.

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27
502014On financial contagion and implied market volatility. (2014). Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:21-30.

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26
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:3:p:152-164.

Full description at Econpapers || Download paper

97
22013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. (2013). lucey, brian ; Gurdgiev, Constantin ; Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:202-211.

Full description at Econpapers || Download paper

80
32009Volatility transmission between oil prices and equity sector returns. (2009). Ewing, Bradley ; Malik, Farooq . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:3:p:95-100.

Full description at Econpapers || Download paper

50
42016Negative bubbles and shocks in cryptocurrency markets. (2016). Cheah, Jeremy Eng Tuck ; Fry, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:343-352.

Full description at Econpapers || Download paper

49
52013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:46-56.

Full description at Econpapers || Download paper

48
62012Foreign direct investment and institutional quality: Some empirical evidence. (2012). Buchanan, Bonnie ; Le, Quan V. ; Rishi, Meenakshi. In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:81-89.

Full description at Econpapers || Download paper

42
72015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

Full description at Econpapers || Download paper

37
82015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

Full description at Econpapers || Download paper

33
92016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Marco, Chi Keung ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:96-114.

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32
102015Are gold and silver a hedge against inflation? A two century perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:267-276.

Full description at Econpapers || Download paper

32
112015Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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32
122015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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28
132016Impact of speculation and economic uncertainty on commodity markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Andreasson, Pierre . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:115-127.

Full description at Econpapers || Download paper

26
142014Can banks individually create money out of nothing? — The theories and the empirical evidence. (2014). Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:1-19.

Full description at Econpapers || Download paper

25
152009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Liu, LI ; Gu, Rongbao . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:271-276.

Full description at Econpapers || Download paper

24
162016Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:209-220.

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24
172014Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets. (2014). Bekiros, Stelios. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:58-69.

Full description at Econpapers || Download paper

23
182009The impact of banking regulations on banks cost and profit efficiency: Cross-country evidence. (2009). Pasiouras, Fotios ; Zopounidis, Constantin ; Tanna, Sailesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:294-302.

Full description at Econpapers || Download paper

22
192009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange. (2009). Tabak, Benjamin ; Gogas, Periklis ; Cajueiro, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:50-57.

Full description at Econpapers || Download paper

21
202013Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Tinoco, Mario Hernandez ; Wilson, Nick. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

Full description at Econpapers || Download paper

20
212015Diversifying finance research: From financialization to sustainability. (2015). Lagoarde-Segot, Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:1-6.

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19
222004Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes. (2004). Voronkova, Svitlana. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:633-647.

Full description at Econpapers || Download paper

18
232004International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

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18
242015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange. (2015). Wong, Wing-Keung ; Lean, Hooi Hooi ; HOANG, Thi Hong Van. In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:98-108.

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18
252015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Sharma, Susan ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

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17
262017Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity. (2017). Wang, Shixuan ; Yarovaya, Larisa ; Vigne, Samuel A ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:316-332.

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272012Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2012). Gupta, Rakesh ; Guidi, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:10-22.

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17
282014On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010. (2014). Menla Ali, Faek ; Hunter, John ; Caporale, Guglielmo Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:87-103.

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16
292012Loan loss provisioning and income smoothing in US banks pre and post the financial crisis. (2012). El Sood, Heba Abou . In: International Review of Financial Analysis. RePEc:eee:finana:v:25:y:2012:i:c:p:64-72.

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302014Textual sentiment in finance: A survey of methods and models. (2014). Kearney, Colm ; Liu, Sha. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:171-185.

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312008Financial crisis and stock market efficiency: Empirical evidence from Asian countries. (2008). Lim, Kian-Ping ; Kim, Jae ; Brooks, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:3:p:571-591.

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16
322016Google searches and stock returns. (2016). Molnár, Peter ; Bijl, Laurens ; Molnar, Peter ; Sandvik, Eirik ; Kringhaug, Glenn . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:150-156.

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15
332014Ownership structure and risk-taking: Comparative evidence from private and state-controlled banks in China. (2014). Hou, Wenxuan ; Meng, Chao ; Dong, Yizhe ; Firth, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:120-130.

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15
342013Efficient or adaptive markets? Evidence from major stock markets using very long run historic data. (2013). Hudson, Robert ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:130-142.

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15
352013The real effects of financial stress in the Eurozone. (2013). Sousa, Ricardo ; Mallick, Sushanta. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:1-17.

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15
362018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. (2018). Roubaud, David ; Ji, Qiang ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:1-12.

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372010Macroeconomic determinants of credit risk: Recent evidence from a cross country study. (2010). Ali, Asghar ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:165-171.

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14
382007Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. (2007). Syriopoulos, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:16:y:2007:i:1:p:41-60.

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14
392005Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence. (2005). lucey, brian ; Dowling, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:3:p:337-355.

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402014On financial contagion and implied market volatility. (2014). Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:21-30.

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412012Basel III: Is the cure worse than the disease?. (2012). Milne, Alistair ; Thomas, Steve ; Chan, Ka Kei ; Allen, Bill . In: International Review of Financial Analysis. RePEc:eee:finana:v:25:y:2012:i:c:p:159-166.

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422016Deflation, bank credit growth, and non-performing loans: Evidence from Japan. (2016). Vithessonthi, Chaiporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:295-305.

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14
432015Ownership concentration and corporate performance from a dynamic perspective: Does national governance quality matter?. (2015). Nguyen, Tuan ; Reddy, Krishna ; Locke, Stuart. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:148-161.

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14
442019Portfolio diversification with virtual currency: Evidence from bitcoin. (2019). Saadi, Samir ; Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:431-437.

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452016On Economic Space notion. (2016). Olkhov, Victor. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:372-381.

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14
462017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

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472019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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13
482000Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle. (2000). Huang, Bwo-Nung ; Chin- Wei Yang, . In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:3:p:281-297.

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13
492013Corporate governance and risk reporting in South Africa: A study of corporate risk disclosures in the pre- and post-2007/2008 global financial crisis periods. (2013). Ntim, Collins ; Lindop, Sarah ; Thomas, Dennis A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:363-383.

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13
502018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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Citing documents used to compute impact factor: 235
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2018Bank Survival in European Emerging Markets. (2018). Kocenda, Evzen ; Iwasaki, Ichiro ; Koenda, Even. In: Discussion Paper Series. RePEc:hit:hituec:675.

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2018Credit risk of subsidiaries of foreign banks in CEE countries: Impacts of the parent bank and home country economic environment. (2018). Skrabic Peric, Blanka ; Aljinovi, Zdravka ; Smiljani, Ana Rimac. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:49-69.

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2018Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies. (2018). Kalyvas, Antonios ; Nguyen, Thanh Cong ; Bermpei, Theodora. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:255-275.

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2018Are equity market anomalies disappearing? Evidence from the U.K.. (2018). cotter, john ; McGeever, Niall. In: Working Papers. RePEc:ucd:wpaper:201804.

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2018Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Pätäri, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville ; Patari, Eero. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672.

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2018Why are older investors less willing to take financial risks?. (2018). Brooks, Chris ; Money, Kevin ; Hillenbrand, Carola ; Sangiorgi, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:52-72.

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2018The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39.

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2018Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201816.

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2018Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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2018What drives natural gas prices in the United States? – A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying . In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:79-88.

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2018Evaluating the dynamic performance of energy portfolios: Empirical evidence from the DEA directional distance function. (2018). Zhang, Yue-Jun ; Chen, Ming-Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:64-78.

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2018Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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2018The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

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2018Wavelet power spectrum and cross-coherency of Spanish economic variables. (2018). Gonzalez-Concepcion, Concepcion ; Pestano-Gabino, Celina ; Gil-Faria, Maria Candelaria . In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1295-5.

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2018OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach. (2018). GUPTA, RANGAN ; Yoon, Seong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214.

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2018Copper price determination: fundamentals versus non-fundamentals. (2018). Guzman, Juan Ignacio ; Silva, Enrique. In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y.

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2018Is food financialized? Yes, but only when liquidity is abundant. (2018). Oran, Adil ; Soytas, Ugur ; Ordu, Beyza Mina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

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2018Crude oil price and speculative activity: a cointegration analysis. (2018). Socha, Robert ; Wdowiski, Piotr. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:3:p:263-304.

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2018Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29.

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2018Are diamonds a safe haven?. (2018). Decclesia, Rita Laura ; Jotanovic, Vera. In: Review of Managerial Science. RePEc:spr:rvmgts:v:12:y:2018:i:4:d:10.1007_s11846-017-0234-3.

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2018IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Bouri, Elie. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:95-114.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421.

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2018Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Jain, Payal ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y.

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2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2018Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429.

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2018Volatility Spillover Analysis Post Implementation of AEC 2015 Agreement: Empirical Study on ASEAN-5 Stock Market. (2018). Panjaitan, Yunia ; Saadah, Siti . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:9:y:2018:i:2:p:105-111.

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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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2018Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202.

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2018Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20.

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2018Cyclicality of lending in Africa: The influence of bank ownership. (2018). Weill, Laurent ; Zins, Alexandra . In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:164-180.

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2018Credit growth and non-performing loans: evidence from Turkey and some Balkan countries. (2018). Alihodi, Almir ; Ek, Brahim Halil. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2018:v:9:p:229-249.

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2018Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach. (2018). Economou, Fotini ; Tsouma, Ekaterini ; Panagopoulos, Yannis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:459-470.

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2018The determinants of Bank Profitability: Does Liquidity Creation matter?. (2018). Sahyouni, Ahmad ; Wang, Man. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0018.

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2018How Does Unobserved Heterogeneity Affect Value Relevance?. (2018). Ertugrul, Melik ; Demir, Volkan. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:2:p:288-301.

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2018Herding tendency among investors with heterogeneous information: Evidence from China’s equity markets. (2018). Alhaj-Yaseen, Yaseen S ; Yau, Siu-Kong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:60-75.

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2018The valuation effects of investor attention in stock-financed acquisitions. (2018). Adra, Samer ; Barbopoulos, Leonidas G. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:108-125.

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2018Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns. (2018). Lovcha, Yuliya ; Laborda, alex Perez . In: Working Papers. RePEc:urv:wpaper:2072/307362.

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2018What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Śmiech, Sławomir ; Dąbrowski, Marek ; Fijorek, Kamil ; Dbrowski, Marek A ; Papie, Monika. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201855.

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2018Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-46.pdf.

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2018Glamour versus value, market timing and firm performance: evidence from mergers and acquisitions. (2018). Chuang, Kai-Shi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:4:d:10.1007_s11156-017-0694-1.

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2018Do Chinese internet stock message boards convey firm-specific information?. (2018). Shen, Dehua ; Zhang, Wei ; Li, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:1-14.

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2018A generative model for the collective attention of the Chinese stock market investors. (2018). Liu, Jian-Guo ; Yu, Chang-Rui ; Yang, Zhen-Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1175-1182.

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2018Are Internet message boards used to facilitate stock price manipulation? Evidence from an emerging market, Thailand. (2018). Laksomya, Nattapong ; Treepongkaruna, Sirimon ; Tanthanongsakkun, Suparatana ; Powell, John G. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:275-309.

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2018A sliding windows approach to analyse the evolution of bank shares in the European Union. (2018). Ferreira, Paulo ; Guedes, Everaldo Freitas ; Dionisio, Andreia ; Zebende, Gilney Figueira. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1355-1367.

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2018Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient. (2018). Ferreira, Paulo ; Brito, Paulo ; Nunes, Jose ; Loures, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:675-681.

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2018Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672.

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2018Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market. (2018). Gao, Yang ; Liu, Chao ; Wang, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:802-811.

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2018Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan. (2018). Khan, Mehwish Aziz ; Ahmad, Eatzaz. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:94-:d:192967.

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2018Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions. (2018). Brooks, Chris ; Zeng, Yeqin ; Chen, Zhong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:187-216.

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2018Institutional investor monitoring motivation and the marginal value of cash. (2018). Ward, Charles ; Zeng, Yeqin ; Yin, Chao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:49-75.

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2018Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households. (2018). Poitras, Geoffrey ; Zanotti, Giovanna. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:42-:d:158481.

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2018Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals. (2018). Omura, Akihiro ; Todorova, Neda ; Chung, Richard ; Li, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:496-510.

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2018Estimating the impact of Chinas export policy on tin prices: a mode decomposition counterfactual analysis method. (2018). Zhu, Yongguang ; Ali, Saleem Hassan ; Cheng, Jinhua ; Xu, Deyi. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:250-264.

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2018Business failure, efficiency, and volatility: Evidence from the European insurance industry. (2018). Eling, Martin ; Jia, Ruo. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:58-76.

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2018The New Insurance Distribution Regulation in the EU—A Critical Assessment from a Legal and Economic Perspective. (2018). Kohne, Thomas ; Brommelmeyer, Christoph. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:4:d:10.1057_s41288-018-0089-0.

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2018Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks. (2018). Rizvi, Syed Aun R. ; Ibrahim, Mansor. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:31-47.

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2018Determinants of Bank Stability: A Financial Statement Analysis of Turkish Banks. (2018). Daniman, Gamze Ozturk. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:180406.

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2018Impacts of Financial Inclusion on Non-Performing Loans of Commercial Banks: Evidence from China. (2018). Chen, Feng-Wen ; Wang, Wei ; Feng, Yuan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3084-:d:166573.

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2018Provision for Bad & Doubtful Financing and Contingency Reserve Management: Assessing Resilient and Stable Islamic Banks. (2018). Ahmad, Asmalia Che ; Kamsi, Nor Samsinar ; Abd, Farrah Dina ; Nasir, Noormahayu Mohd ; Abu, Mohd Afandi. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:621-627.

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2018Bank Regulation and Financial Stability. (2018). Bui, Christina. In: PhD Thesis. RePEc:uts:finphd:5-2018.

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2018Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach. (2018). Tachibana, Minoru. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:75-106.

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2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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201857 Channels (And Nothin On) - Does TV-News on the Eurozone Affect Government Bond Yield Spreads?. (2018). Thomas, Tobias ; Feld, Lars ; Kohler, Ekkehard A ; Wolfinger, Julia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7437.

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2018Examination of the profitability of technical analysis based on moving average strategies in BRICS. (2018). Silva, Matheus Jose ; Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Pena, Marina Garcia ; Franco, Danilo Guimares. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0087-z.

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2018Equity Analysis in Buying Company Shares on the Philippine Stock Exchange. (2018). Medina, Prince T. In: GATR Journals. RePEc:gtr:gatrjs:jfbr148.

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2018The Business Cycle Model Beyond General Equilibrium. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87204.

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2018How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables. (2018). Olkhov, Victor. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:38-:d:138609.

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2018Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721.

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2018Economic Transactions Govern Business Cycles. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87207.

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2018Economic Transactions Govern Business Cycles. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:88531.

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2018Expectations, Price Fluctuations and Lorenz Attractor. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:89105.

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2018Economic and Financial Transactions Govern Business Cycles. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:93269.

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2018What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?. (2018). CAPELLE-BLANCARD, Gunther. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:1:d:10.1057_s41294-017-0049-x.

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2018One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?. (2018). Deng, Yongheng ; Wei, Shang-Jin ; Liu, Xin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:663-692.

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2018Empirical investigation of co-authorship in the field of finance: A network perspective. (2018). Samitas, Aristeidis ; Kampouris, Elias. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:235-246.

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2018Publication patterns and coauthorship in the Journal of Corporate Finance. (2018). Andrikopoulos, Andreas ; Trichas, Georgios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:98-108.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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2018Why do over-deviated firms from target leverage undertake foreign acquisitions?. (2018). Ahmed, Yousry ; Elshandidy, Tamer. In: International Business Review. RePEc:eee:iburev:v:27:y:2018:i:2:p:309-327.

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2018Investor sentiment and the risk–return tradeoff in the Brazilian market. (2018). Piccoli, Pedro ; da Silva, Wesley Vieira. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:599-618.

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2018SMEs near-death experiences. Do local banks extend a helping hand?. (2018). Iwanicz-Drozdowska, Magorzata ; Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:47-65.

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2018Free cash flow and corporate profitability in emerging economies: Empirical evidence from Vietnam. (2018). Nguyen, Tuan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00746.

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2018How does banking market power affect bank opacity? Evidence from analysts forecasts. (2018). Fosu, Samuel ; Murinde, Victor ; Ntim, Collins G ; Agyei-Boapeah, Henry ; Danso, Albert. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:38-52.

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2018Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:454-470.

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2018The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists. (2018). Poitras, Geoffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:89-98.

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2018Ising model, econophysics and analogies. (2018). Schinckus, Christophe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:95-103.

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2018Risk Management of Dollarization in Banking: Case of Post-Soviet Countries. (2018). Kaminskyi, Andrii ; Versal, Nataliia. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:14:y:2018:i:2:p:21-40.

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2018Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Ghadhab, Imen ; Mrad, Mouna . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204.

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2018A new method for better portfolio investment: A case of the Korean stock market. (2018). Eom, Cheoljun ; Park, Jongwon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:213-231.

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2018Oil volatility and sovereign risk of BRICS. (2018). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Raza, Naveed ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269.

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2018Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Bhatia, Vaneet. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

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2018The performance of precious-metal mutual funds: Does uncertainty matter?. (2018). Reboredo, Juan ; Otero, Luis A. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:13-22.

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2018Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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2018Interdependence structure of precious metal prices: A multi-scale perspective. (2018). Tweneboah, George ; Alagidede, Paul. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:427-434.

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2018EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033.

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2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

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2018Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective. (2018). Huang, Shupei ; Jia, Xiaoliang . In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:122-130.

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2018A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2018Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Degiannakis, Stavros ; Arora, Vipin ; Filis, George. In: MPRA Paper. RePEc:pra:mprapa:96270.

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2018Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018.

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2018Imitation-related performance outcomes in social trading: A configurational approach. (2018). , Elisabeth ; Wohlgemuth, Veit ; Wenzel, Matthias. In: Journal of Business Research. RePEc:eee:jbrese:v:89:y:2018:i:c:p:322-327.

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2018To follow or not to follow – An empirical analysis of the returns of actors on social trading platforms. (2018). Dorfleitner, Gregor ; Dietrich, Natalie ; Stang, Nico ; Willmertinger, Philipp ; Lung, Carina ; Fischer, Lukas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:160-171.

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2018Beyond gender diversity: How specific attributes of female directors affect earnings management. (2018). Gull, Ammar Ali ; Chtioui, Tawhid ; Nagati, Haithem ; Nekhili, Mehdi. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:3:p:255-274.

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2018The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57.

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2018Medición de la vulnerabilidad monetaria en el área latinoamericana bajo un enfoque de señales ?móviles?/Measurement of Monetary Vulnerability in the Latin American Area using a. (2018). Medina, Eva ; Perucha, David Salvador ; Moral, Eva Medina . In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:36_2_12.

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2018Implied volatility indices: A review and extension in the Turkish case. (2018). Sensoy, Ahmet ; Omole, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:151-161.

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2018Oil market volatility and stock market volatility. (2018). Molnár, Peter ; Molnar, Peter ; Bata, Milan. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:204-214.

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2018Bank Concentration and Firms Debt Structure: Evidence from China. (2018). Liu, Peisen ; Huang, Shoujun. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:liu:huang:li.

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2018African stock markets in the midst of the global financial crisis: Recoupling or decoupling?. (2018). Boako, Gideon ; Alagidede, Paul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:166-180.

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2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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2018Survivorship bias and comparability of UK open-ended fund databases. (2018). Hanke, Bernd ; Zagonov, Maxim ; Quigley, Garrett ; Keswani, Aneel . In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:110-114.

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2018A conditional regime switching CAPM. (2018). Vendrame, Vasco ; Tucker, Jon ; Guermat, Cherif. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:1-11.

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2018Venture capital in Europe: social capital, formal institutions and mediation effects. (2018). Grilli, Luca ; Latifi, Gresa ; Mrkajic, Boris . In: Small Business Economics. RePEc:kap:sbusec:v:51:y:2018:i:2:d:10.1007_s11187-018-0007-7.

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2018Market integration, country institutions and IPO underpricing. (2018). Marcato, Gianluca ; Zheng, Chen ; Milcheva, Stanimira. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:87-105.

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2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Ji, Qiang ; Uddin, Gazi Salah ; Nehler, Henrik ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126.

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2018On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market. (2018). Damianov, Damian S ; Elsayed, Ahmed H. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:193-200.

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2018Forecasting and risk management in the Vietnam Stock Exchange. (2018). Darné, Olivier ; Ha, Manh. In: Working Papers. RePEc:hal:wpaper:halshs-01679456.

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2018Who exacerbates the extreme swings in the Chinese stock market?. (2018). Wu, Eliza ; Tian, Shu. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:50-59.

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2018A strategic fund family business decision: The pension fund liquidation. (2018). Alda, Mercedes. In: Journal of Business Research. RePEc:eee:jbrese:v:91:y:2018:i:c:p:248-265.

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2018The Impact of Business and Political News on the GCC Stock Markets. (2018). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7353.

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2018Does Analyst Coverage Enhance Firms’ Corporate Social Performance? Evidence from Korea. (2018). Chun, Hong-Min ; Shin, Sang-Yi. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2561-:d:159246.

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2018Security analysts’ earnings forecasting performance based on information transmission network. (2018). Hou, Jianlei ; Yang, Haijun ; Zhao, Shangmei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:611-619.

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2018The economics of different generation technologies for frequency response provision. (2018). Wyman-Pain, Heather ; Li, Furong ; Thomas, Cain ; Bian, Yuankai. In: Applied Energy. RePEc:eee:appene:v:222:y:2018:i:c:p:554-563.

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2018CryptoRuble: From Russia with Love. (2018). Liew, Jim Kyung-Soo ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1801.05760.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2018Herding Behaviour in the Cryptocurrency Market. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201834.

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2018Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63.

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2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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2018An investigation into the dependence structure of major cryptocurrencies. (2018). Saha, Kunal. In: EconStor Preprints. RePEc:zbw:esprep:181878.

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2018Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices. (2018). Mba, Ifeoma Christy ; Arazu, Winnie Ogochukwu ; Ogbuabor, Jonathan Emenike. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-35.

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness. (2018). Milunovich, George. In: Papers. RePEc:arx:papers:1809.03072.

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2018Cryptocurrency, Artificial Intelligence and Basic Income as Innovative Technological System. (2018). Sopilnyk, Lyubomyr ; Kopytko, Vasyl ; Shevchuk, Andriy. In: Traektoriâ Nauki = Path of Science. RePEc:pos:journl:37-4.

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2018Сryptocurrency and Internet of Things: Problems of Implementation and Realization. (2018). Sopilnyk, Lyubomyr ; Yankovska, Larysa ; Kopytko, Vasyl ; Shevchuk, Andriy. In: Traektoriâ Nauki = Path of Science. RePEc:pos:journl:38-1.

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2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?. (2018). Fry, John. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:225-229.

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2018Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88.

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2018Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664.

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness. (2018). Milunovich, George. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:551-563.

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2018HERDING IN CRYPTO-CURRENCY MARKETS. (2018). Ajaz, Taufeeq ; Kumar, Anoop S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069.

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2018How do turbulent sectoral conditions sector influence the value of coal mining enterprises? Perspectives from the Central-Eastern Europe coal mining industry. (2018). Jonek-Kowalska, Izabela. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:103-112.

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2018Optimistic bias of analysts earnings forecasts: Does investor sentiment matter in China?. (2018). Yin, Libo ; Wu, Yanran ; Han, Liyan ; Liu, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:147-163.

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2018Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization?. (2018). Ly, Kim Cuong ; Shimizu, Katsutoshi. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:77-89.

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2018Do banks adjust their liquidity to cope with environmental variation? A study of bank deregulation. (2018). Ly, Kim Cuong ; Jiang, Showyi Yuxiang ; Fan, Yaoyao. In: Working Papers. RePEc:swn:wpaper:2018-31.

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2018Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature. (2018). Schreder, Max. In: Journal of Accounting Literature. RePEc:eee:joacli:v:41:y:2018:i:c:p:142-172.

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2018International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries. (2018). Vo, Xuan Vinh ; Ellis, Craig . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:19-27.

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2018Credit risk contagion coupling with sentiment contagion. (2018). Jiang, Shanshan ; Fan, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:186-202.

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2018Reaching Sustainable Financial Health: Gender Differences in Risk-Taking Patterns of Financially Excluded People. (2018). Kim, Eunmi ; Lee, Joonwhan David. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1289-:d:142523.

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2018Microfinance in Cambodia: Development, Challenges, and Prospects. (2018). Thath, Rido. In: MPRA Paper. RePEc:pra:mprapa:89969.

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2018
2018Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach. (2018). Ryu, Doojin ; Lee, Geul. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201868.

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2018Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States. (2018). GUPTA, RANGAN ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201832.

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2018Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches. (2018). Shahzad, Syed Jawad Hussain ; Al-Yahyaee, Khamis Hamed ; Shafiullah, Muhammad ; Hussain, Syed Jawad ; Hamdi, Atef ; Mensi, Walid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:576-589.

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2018Asymmetric market efficiency using the index-based asymmetric-MFDFA. (2018). Lee, Minhyuk ; Chang, Woojin ; Kim, Sondo ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1278-1294.

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2018Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets. (2018). Mensi, Walid ; Yoon, Seong-Min ; Hamdi, Atef. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1107-1116.

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2018The impact of stringent insider trading laws and institutional quality on cost of capital. (2018). Kwabi, Frank O ; Adegbite, Emmanuel ; Boateng, Agyenim. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:127-137.

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2018Foreign ownership and market power: the special case of European banks. (2018). Samantas, Ioannis G ; Alexakis, Panayotis D. In: Working Papers. RePEc:bog:wpaper:242.

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2018Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption. (2018). Sokolinskiy, Oleg ; Sopranzetti, Ben ; Melamed, Benjamin. In: Annals of Operations Research. RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-2965-1.

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2018Capital market consequences of cultural influences on earnings: The case of cross-listed firms in the U.S. stock market. (2018). Wijayana, Singgih ; Gray, Sidney J. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:134-147.

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2018Do firms with state ownership in transitional economies take more risk? Evidence from Vietnam. (2018). Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:251-256.

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2018Does intraday technical trading have predictive power in precious metal markets?. (2018). Batten, Jonathan ; Urquhart, Andrew ; Peat, Maurice ; McGroarty, Frank ; Lucey, Brian M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:102-113.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2018New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: MPRA Paper. RePEc:pra:mprapa:84778.

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2018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

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2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

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2018Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis. (2018). Ali, Faek Menla ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:382018.

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2018Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

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2018Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100.

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2018New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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2018Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis. (2018). Eraslan, Sercan ; Ali, Faek Menla. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:59-62.

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2018Volatility of ruble exchange rate: Oil and sanctions. (2018). Peresetsky, Anatoly ; Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0353.

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2018Oil Price Shocks and Uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: MPRA Paper. RePEc:pra:mprapa:96271.

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2018Quantum-like model of subjective expected utility. (2018). Basieva, Irina ; Khrennikov, Andrei ; Asano, Masanari ; Pothos, Emmanuel M ; Khrennikova, Polina . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:78:y:2018:i:c:p:150-162.

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2018A quantum-probabilistic paradigm: Non-consequential reasoning and state dependence in investment choice. (2018). Haven, Emmanuel ; Khrennikova, Polina . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:78:y:2018:i:c:p:186-197.

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2018The “Donald” and the market: Is there a cointegration?. (2018). Angelini, Eliana ; Leone, Maria ; Ortolano, Alessandra ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:30-37.

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2018What drives economic policy uncertainty in the long and short runs: European and U.S. evidence over several decades. (2018). Saving, Jason ; Duca, John. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:128-145.

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2018Access to Finance for French Firms: Do boardroom attributes matter?. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Uyar, Ali ; Hamrouni, Amal . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00319.

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2018Maximum diversification strategies along commodity risk factors. (2018). Bernardi, Simone ; Lohre, Harald ; Leippold, Markus. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:53-78.

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2018Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2018). Dunne, Peter. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/18.

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2018The interaction between monetary and macroprudential policy: Should central banks lean against the wind to foster macro-financial stability?. (2018). Krug, Sebastian. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20187.

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2018Economic Inequality and Household Energy Consumption in High-income Countries: A Challenge for Social Science Based Energy Research. (2018). Galvin, Ray ; Sunikka-Blank, Minna. In: Ecological Economics. RePEc:eee:ecolec:v:153:y:2018:i:c:p:78-88.

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2018Population ageing and inflation with endogenous money creation. (2018). Fedotenkov, Igor. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:3:p:392-403.

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2018Credit mechanics - a precursor to the current money supply debate. (2018). Decker, Frank ; Goodhart, Charles A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13233.

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2018The economic rationale for the proposed banking reform in Iceland. (2018). Moosa, Imad A. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:19:y:2018:i:4:d:10.1057_s41261-018-0062-7.

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2018Quantum Economics. (2018). Orrell, David. In: Economic Thought. RePEc:wea:econth:v:7:y:2018:i:2:p:63.

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2018Credit mechanics: a precursor to the current money supply debate. (2018). Goodhart, C. A. E., ; Decker, Frank. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100017.

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2018Stock market liquidity and trading activity: Is China different?. (2018). Marshall, Ben ; Anderson, Hamish D. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:32-51.

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2018Internationalization paths of fruit export companies from emerging economies: Are they regionally or globally oriented?. (2018). Otter, V ; Engler, A ; Losilla, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277400.

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2018Volatility jumps: The role of geopolitical risks. (2018). Gkillas, Konstantinos ; Wohar, Mark E ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258.

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2018Crisi delle PMI e strumenti di warning. Un test di verifica nel settore manifatturiero. (2018). Paoloni, Mauro ; Celli, Massimiliano. In: MANAGEMENT CONTROL. RePEc:fan:macoma:v:html10.3280/maco2018-002005.

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2018High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Luo, Jiawen ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438.

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2018Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis. (2018). Nusair, Salah ; Al-Khasawneh, Jamal A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-017-9207-4.

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2018Audit committee financial expertise, gender, and earnings management: Does gender of the financial expert matter?. (2018). Zalata, Alaa Mansour ; Tingbani, Ishmael ; Tauringana, Venancio. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:170-183.

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2018Working capital management policy in health care: The effect of leverage. (2018). Dalci, Ilhan ; Ozyapici, Hasan . In: Health Policy. RePEc:eee:hepoli:v:122:y:2018:i:11:p:1266-1272.

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2018Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500. (2018). Pae, Yuntaek ; Lee, Namhoon ; Bae, Sung C. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:127-135.

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2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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2018Age diversity, directors personal values, and bank performance. (2018). Talavera, Oleksandr ; Zhang, Mao ; Yin, Shuxing. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:60-79.

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2018Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis. (2018). Marfatia, Hardik ; Ji, Qiang ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201815.

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2018THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013. (2018). Jareño, Francisco ; De, Maria ; Tolentino, Marta ; Jareo, Francisco. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:18:y:2018:i:1_5.

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2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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2018The predictive relationship between exchange rate expectations and base metal prices. (2018). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:89423.

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2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212.

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2018Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices. (2018). Drachal, Krzysztof. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2801-:d:162455.

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2018Stability of cross-market bivariate return distributions during financial turbulence. (2018). Mudakkar, Syeda Rabab ; Uppal, Jamshed Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:389-401.

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2018Internal factors of bank profitability in the Republic of Serbia. (2018). Domanovic, Violeta ; Savovic, Sladjana ; Todorovic, Violeta. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:3:p:659-673.

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2018Financial stability, competitiveness and banks innovation capacity: Evidence from the Global Financial Crisis. (2018). Tzeremes, Nickolaos ; Evi, Aleksandar ; Grant, Kevin ; Degl, Marta. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:35-46.

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2018The Dodd-Frank Act and Basel III: Market-based risk implications for global systemically important banks (G-SIBs). (2018). Mohanty, Sunil K ; Ur, Haroon ; Basheikh, Abdulrahman ; Akhigbe, Aigbe. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:91-109.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2018The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market. (2018). Sakemoto, Ryuta. In: Economics and Business Letters. RePEc:ove:journl:aid:12565.

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2018Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches. (2018). Jiang, Yonghong ; Nie, HE ; Mo, Bin ; Lao, Jiashun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:265-279.

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2018Precious metal returns and oil shocks: A time varying connectedness approach. (2018). Ur, Mobeen ; Hedstrom, Axel ; Uddin, Gazi Salah ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:77-89.

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2018Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Ferrer, Roman ; Jareo, Francisco ; Lopez, Raquel ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20.

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2018What is the Impact of Successful Cyberattacks on Target Firms?. (2018). Milidonis, Andreas ; Kamiya, Shinichi ; Stulz, Rene M ; Kim, Jungmin ; Kang, Jun-Koo. In: NBER Working Papers. RePEc:nbr:nberwo:24409.

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2018Emerging IT Risks: Insights from German Banking. (2018). Ashby, Simon ; Peisl, Thomas ; Noth-Zahn, Stephanie ; Buck, Trevor. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:2:d:10.1057_s41288-018-0081-8.

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2018How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market. (2018). Selarka, Ekta ; Bhaumik, Sumon ; Kutan, Ali M ; Chakrabarty, Manisha. In: GLO Discussion Paper Series. RePEc:zbw:glodps:290.

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2018Is optimal Islamic financial contract stabilizing? The perspective of a New Keynesian model with the financial accelerator. (2018). Wong, Chin-Yoong ; Eng, Yoke-Kee. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:121-133.

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2018Determinants of financial performance of banks in Central and Eastern Europe. (2018). Antoun, Roger ; Georgievski, Bojan ; Coskun, Ali . In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:3:p:513-529.

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2018Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume. (2018). Shahzad, Syed Jawad Hussain ; Kayani, Ghulam Mujtaba ; Hanif, Waqas ; Hernandez, Jose Areola ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:433-450.

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2018Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181.

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2018What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543.

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2018The price-volume relationship for new and remanufactured smartphones. (2018). Casalin, Fabrizio ; Phantratanamongkol, Supanan ; Sanderson, Joseph ; Pang, GU. In: International Journal of Production Economics. RePEc:eee:proeco:v:199:y:2018:i:c:p:78-94.

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2018Volatility forecasting across tanker freight rates: The role of oil price shocks. (2018). Tsouknidis, Dimitris ; Gavriilidis, Konstantinos ; Tsakou, Katerina ; Kambouroudis, Dimos S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:118:y:2018:i:c:p:376-391.

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2018Volatility forecasting across tanker freight rates: the role of oil price shocks. (2018). Tsakou, Katerina ; Tsouknidis, Dimitris ; Kambouroudis, Dimos S ; Gavriilidis, Konstantinos. In: Working Papers. RePEc:swn:wpaper:2018-27.

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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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2018The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia. (2018). Benlagha, Noureddine ; Hemrit, Wael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9249-2.

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2018Competition in dual markets: Implications for banking system stability. (2018). Trinugroho, Irwan ; TARAZI, Amine ; Risfandy, Tastaftiyan. In: Working Papers. RePEc:hal:wpaper:hal-01757982.

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2018Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence. (2018). Kim, Jae H ; Ji, Philip Inyeob ; Ahmed, Kamran. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:524-546.

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Recent citations
Recent citations received in 2018

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2018Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2018Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?. (2018). masciandaro, donato ; Cillo, Alessandra ; Rabitti, Giovanno ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1895.

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2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

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2018Central Bank Digital Cash and Cryptocurrencies: Insights from a New Baumol–Friedman Demand for Money. (2018). masciandaro, donato. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:540-550.

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2018Efficiency or speculation? A dynamic analysis of the Bitcoin market. (2018). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00395.

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2018Do macroeconomic conditions and oil prices influence corporate risk-taking?. (2018). Gupta, Kartick ; Krishnamurti, Chandrasekhar. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:65-86.

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2018Bitcoin Futures—What use are they?. (2018). Corbet, Shaen ; Vigne, Samuel ; Peat, Maurice ; Lucey, Brian. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:23-27.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

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2018Financial stability, competitiveness and banks innovation capacity: Evidence from the Global Financial Crisis. (2018). Tzeremes, Nickolaos ; Evi, Aleksandar ; Grant, Kevin ; Degl, Marta. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:35-46.

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2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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2018An analysis of liquidity skewness for European sovereign bond markets. (2018). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Hamill, Philip ; Yan, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:274-280.

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2018Credit risk and monetary pass-through—Evidence from Chile. (2018). Pedersen, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:144-158.

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2018Day of the week and the cross-section of returns. (2018). Birru, Justin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:182-214.

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2018Price and income elasticity of demand for mineral commodities. (2018). Fernandez, Viviana. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:160-183.

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2018Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429.

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2018Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-46.pdf.

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2018The Impact of Capital Structure on Risk and Firm Performance: Empirical Evidence for the Bucharest Stock Exchange Listed Companies. (2018). Vintila, Georgeta ; Gherghina, Ştefan ; Nenu, Elena Alexandra. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:41-:d:140401.

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2018Research on Sustainable Development of the Stock Market Based on VIX Index. (2018). Ruan, Lei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4113-:d:181650.

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2018On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study. (2018). Muzzioli, Silvia ; Cipollini, Andrea ; Caloia, Francesco. In: Department of Economics. RePEc:mod:depeco:0131.

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2018Capital Structure and Political Risk in an Emerging Market: Evidence from Companies Listed on the Stock Exchange of Mauritius. (2018). Marcelle, Lydie Myriam ; Lamport, Mattew ; USHAD, Subadar Agathee . In: Business and Economic Research. RePEc:mth:ber888:v:8:y:2018:i:3:p:104-117.

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2018Oil Shocks and Volatility Jumps. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201825.

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Recent citations received in 2017

YearCiting document
2017Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.01748.

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2017Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.07758.

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2017Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1709.00282.

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2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: Documentos de Trabajo CIEF. RePEc:col:000122:015923.

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2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

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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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2017Director compensation incentives and acquisition performance. (2017). Navatte, Patrick ; Lahlou, Ismail. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:1-11.

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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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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2017Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach. (2017). Chkili, Walid. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:152-163.

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2017The role of banks in the governance of nonfinancial firms: Evidence from Europe. (2017). Zemzem, Ahmed ; Guesmi, Khaled ; Ftouhi, Khaoula. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:784-793.

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2017Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis. (2017). Welch, Robert ; Tao, Yusi ; ben Omrane, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:9-30.

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2017Antitakeover provisions and CEO monetary benefits: Revisiting the E-index. (2017). Michael, Amir ; Dixon, Rob ; al Dah, Bilal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:992-1004.

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2017An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors. (2017). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2017:i:1:p:2-:d:124175.

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2017Exchange-traded Funds as an Alternative Investment Option: a Case Study. (2017). Cardoso, Pedro ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0222017.

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2017Quantitative Description of Financial Transactions and Risks. (2017). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87316.

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2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201708.

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2017Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201780.

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Recent citations received in 2016

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

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

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2016Herd Behavior in Emerging Equity Markets: Evidence from Vietnam. (2016). Vo, Xuan Vinh ; Phan, Dang Bao Anh ; Bao, Phan Dang ; Xuan, VO. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:7:y:2016:i:3:p:369-383:n:2.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark. In: Post-Print. RePEc:hal:journl:hal-01387596.

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

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

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

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2016On Hidden Problems of Option Pricing. (2016). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87173.

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2016The impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange. (2016). Stefanescu, Rzvan ; Dumitriu, Ramona. In: MPRA Paper. RePEc:pra:mprapa:89023.

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2016Testing the Efficiency of the Wine Market using Unit Root Tests with Sharp and Smooth Breaks. (2016). Chang, Tsang Yao ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:201664.

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

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

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2016The profitability of pairs trading strategies: distance, cointegration and copula methods. (2016). faff, robert ; Yew, Rand Kwong ; Rad, Hossein . In: Quantitative Finance. RePEc:taf:quantf:v:16:y:2016:i:10:p:1541-1558.

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2016MEASURING FINANCIAL SYSTEMIC STRESS IN ROMANIA: A COMPOSITE INDICATOR APPROACH. (2016). Nagy, Agnes ; Szekely, Imre ; Dezsi-Benyovszki, Annamaria . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:20:y:2016:i:3:p:28-38.

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

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2016Regimes dependent speculative trading: Evidence from the United States housing market. (2016). Chen, Zhenxi. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:66.

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Recent citations received in 2015

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

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2015Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc ; Joets, Marc. In: Working Papers. RePEc:cii:cepidt:2015-02.

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2015Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-7.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2015Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey. In: Post-Print. RePEc:hal:journl:hal-01385980.

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

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

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

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

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

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2015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach. (2015). Wohar, Mark ; Nguyen, Duc Khuong ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201595.

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

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