Citation analysis for Finance Research Letters / Elsevier

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

1.27

5 Years IF

1.02

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	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.2	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.23	0	0	0	0	0		1	0		0			0		0	0.1
1998	0	0.27	0	0	0	0	0		1	0		0			0		0	0.12
1999	0	0.29	0	0	0	0	0		1	0		0			0		0	0.14
2000	0	0.34	0	0	0	0	0		3	0		0			0		0	0.15
2001	0	0.36	0	0	0	0	0		5	0		0			0		0	0.16
2002	0	0.4	0	0	0	0	0		6	0		0			0		0	0.21
2003	0	0.41	0	0	0	0	0		8	0		0			0		0	0.2
2004	0	0.46	0.19	0	27	27	439	5	13	0		0			0	5	0.19	0.21
2005	0.85	0.47	0.58	0.85	25	52	254	27	43	27	23	27	23	2	7.4	4	0.16	0.22
2006	0.62	0.47	0.56	0.62	28	80	215	43	88	52	32	52	32	6	14	7	0.25	0.21
2007	0.42	0.42	0.5	0.64	29	109	152	54	143	53	22	80	51	3	5.6	1	0.03	0.19
2008	0.32	0.45	0.54	0.58	26	135	155	72	216	57	18	109	63		0	6	0.23	0.21
2009	0.24	0.44	0.65	0.73	26	161	187	104	320	55	13	135	99	2	1.9	4	0.15	0.21
2010	0.4	0.44	0.45	0.4	30	191	117	85	405	52	21	134	54	5	5.9	4	0.13	0.18
2011	0.38	0.46	0.55	0.44	26	217	173	119	524	56	21	139	61	4	3.4	3	0.12	0.21
2012	0.5	0.47	0.57	0.47	25	242	177	138	662	56	28	137	65	5	3.6	2	0.08	0.19
2013	0.8	0.53	0.72	0.69	23	265	79	190	854	51	41	133	92	8	4.2	4	0.17	0.22
2014	0.65	0.55	0.67	0.65	52	317	178	210	1066	48	31	130	84	21	10	9	0.17	0.21
2015	0.53	0.55	0.62	0.57	95	412	386	255	1321	75	40	156	89	38	14.9	18	0.19	0.21
2016	0.76	0.56	0.61	0.74	162	574	717	352	1674	147	112	221	163	87	24.7	37	0.23	0.2
2017	0.9	0.58	0.74	0.8	159	733	506	546	2220	257	231	357	286	108	19.8	58	0.36	0.21
2018	1	0.7	0.89	0.86	160	893	371	785	3011	321	322	491	421	115	14.6	84	0.53	0.28
2019	1.27	0.88	1.21	1.02	240	1133	161	1376	4387	319	404	628	642	261	19	141	0.59	0.33

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

#	Year	Title	Cited
1	2016	Bitcoin, gold and the dollar â A GARCH volatility analysis. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:85-92. Full description at Econpapers \|\| Download paper	152
2	2004	Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23. Full description at Econpapers \|\| Download paper	138
3	2017	On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; MolnÃÂ¡r, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198. Full description at Econpapers \|\| Download paper	128
4	2016	Hedging capabilities of bitcoin. Is it the virtual gold?. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:139-144. Full description at Econpapers \|\| Download paper	127
5	2004	On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73. Full description at Econpapers \|\| Download paper	87
6	2017	Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95. Full description at Econpapers \|\| Download paper	81
7	2011	Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131. Full description at Econpapers \|\| Download paper	72
8	2018	Datestamping 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. Full description at Econpapers \|\| Download paper	68
9	2009	Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185. Full description at Econpapers \|\| Download paper	59
10	2018	Bitcoin, gold and the US dollar â A replication and extension. (2018). Kuck, Konstantin ; Dimpfl, Thomas ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:103-110. Full description at Econpapers \|\| Download paper	54
11	2018	Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). GÃÂ¶zgÃÂ¶r, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149. Full description at Econpapers \|\| Download paper	51
12	2015	Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105. Full description at Econpapers \|\| Download paper	48
13	2004	Maximizing the expected net future value as an alternative strategy to gamma discounting. (2004). Gollier, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89. Full description at Econpapers \|\| Download paper	42
14	2005	A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130. Full description at Econpapers \|\| Download paper	42
15	2015	Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224. Full description at Econpapers \|\| Download paper	41
16	2012	Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175. Full description at Econpapers \|\| Download paper	40
17	2005	tays as good as cay. (2005). Brennan, Michael ; Xia, Yihong . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14. Full description at Econpapers \|\| Download paper	36
18	2004	Limited stock market participation and the equity premium. (2004). Polkovnichenko, Valery. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:24-34. Full description at Econpapers \|\| Download paper	35
19	2006	Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132. Full description at Econpapers \|\| Download paper	35
20	2016	Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141. Full description at Econpapers \|\| Download paper	34
21	2007	S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232. Full description at Econpapers \|\| Download paper	32
22	2012	Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110. Full description at Econpapers \|\| Download paper	31
23	2018	Time-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. Full description at Econpapers \|\| Download paper	29
24	2006	The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233. Full description at Econpapers \|\| Download paper	29
25	2005	The long-run equity risk premium. (2005). Harvey, Campbell ; Graham, John R.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194. Full description at Econpapers \|\| Download paper	29
26	2016	Determinants of non-performing loans: Evidence from Euro-area countries. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios ; Helen, Louri ; Dimitrios, Anastasiou ; Mike, Tsionas . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:116-119. Full description at Econpapers \|\| Download paper	28
27	2011	Financial volatility forecasting with range-based autoregressive volatility model. (2011). Hong, Yongmiao ; Li, Hongquan . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76. Full description at Econpapers \|\| Download paper	27
28	2018	Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234. Full description at Econpapers \|\| Download paper	27
29	2007	Exploring the components of credit risk in credit default swaps. (2007). Fabozzi, Frank ; Cheng, Xiaolin . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18. Full description at Econpapers \|\| Download paper	26
30	2017	On the transaction cost of Bitcoin. (2017). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:300-305. Full description at Econpapers \|\| Download paper	26
31	2006	Explosive bubbles in the cointegrated VAR model. (2006). Engsted, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162. Full description at Econpapers \|\| Download paper	26
32	2009	Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46. Full description at Econpapers \|\| Download paper	26
33	2004	The effect of market conditions on capital structure adjustment. (2004). Goyal, Vidhan ; Frank, Murray. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55. Full description at Econpapers \|\| Download paper	25
34	2004	Reported and secret interventions in the foreign exchange markets. (2004). Beine, Michel ; Lecourt, Christelle. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225. Full description at Econpapers \|\| Download paper	24
35	2005	Solving models with external habit. (2005). Wachter, Jessica. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226. Full description at Econpapers \|\| Download paper	23
36	2009	Extreme return-volume dependence in East-Asian stock markets: A copula approach. (2009). Wirjanto, Tony ; Ning, Cathy. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:4:p:202-209. Full description at Econpapers \|\| Download paper	23
37	2005	Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, SÃÂ¶hnke ; Wang, Yaw-Huei. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88. Full description at Econpapers \|\| Download paper	23
38	2008	Time-series predictability in the disaster model. (2008). Gourio, Francois. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203. Full description at Econpapers \|\| Download paper	23
39	2008	Positivity constraints on the conditional variances in the family of conditional correlation GARCH models. (2008). TerÃÂ¤svirta, Timo ; Nakatani, Tomoaki ; Tersvirta, Timo . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95. Full description at Econpapers \|\| Download paper	22
40	2016	Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296. Full description at Econpapers \|\| Download paper	22
41	2006	On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. (2006). Chen, Long ; Zhao, Xinlei. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:253-266. Full description at Econpapers \|\| Download paper	21
42	2005	Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164. Full description at Econpapers \|\| Download paper	21
43	2019	The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73. Full description at Econpapers \|\| Download paper	21
44	2004	Institutional trading and stock returns. (2004). Zheng, Lu ; Cai, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189. Full description at Econpapers \|\| Download paper	20
45	2018	Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227. Full description at Econpapers \|\| Download paper	19
46	2007	The navigation of an iceberg: The optimal use of hidden orders. (2007). Esser, Angelika ; Monch, Burkart. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:2:p:68-81. Full description at Econpapers \|\| Download paper	19
47		News sentiment and the investor fear gauge. (2014). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:2:p:122-130. Full description at Econpapers \|\| Download paper	18
48	2018	On the determinants of bitcoin returns: A LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:235-240. Full description at Econpapers \|\| Download paper	18
49	2017	Stock market contagion during the global financial crisis: A multiscale approach. (2017). Wang, Gang-Jin ; Stanley, Eugene H ; Lin, Min ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:163-168. Full description at Econpapers \|\| Download paper	18
50	2017	Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34. Full description at Econpapers \|\| Download paper	17

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

#	Year	Title	Cited
1	2016	Bitcoin, gold and the dollar â A GARCH volatility analysis. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:85-92. Full description at Econpapers \|\| Download paper	140
2	2017	On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; MolnÃÂ¡r, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198. Full description at Econpapers \|\| Download paper	114
3	2016	Hedging capabilities of bitcoin. Is it the virtual gold?. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:139-144. Full description at Econpapers \|\| Download paper	107
4	2017	Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95. Full description at Econpapers \|\| Download paper	73
5	2018	Datestamping 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. Full description at Econpapers \|\| Download paper	68
6	2018	Bitcoin, gold and the US dollar â A replication and extension. (2018). Kuck, Konstantin ; Dimpfl, Thomas ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:103-110. Full description at Econpapers \|\| Download paper	54
7	2018	Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). GÃÂ¶zgÃÂ¶r, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149. Full description at Econpapers \|\| Download paper	51
8	2015	Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105. Full description at Econpapers \|\| Download paper	30
9	2018	Time-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. Full description at Econpapers \|\| Download paper	29
10	2018	Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234. Full description at Econpapers \|\| Download paper	27
11	2017	On the transaction cost of Bitcoin. (2017). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:300-305. Full description at Econpapers \|\| Download paper	26
12	2016	Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141. Full description at Econpapers \|\| Download paper	25
13	2011	Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131. Full description at Econpapers \|\| Download paper	22
14	2015	Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224. Full description at Econpapers \|\| Download paper	22
15	2019	The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73. Full description at Econpapers \|\| Download paper	21
16	2018	Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227. Full description at Econpapers \|\| Download paper	19
17	2004	Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23. Full description at Econpapers \|\| Download paper	19
18	2017	Stock market contagion during the global financial crisis: A multiscale approach. (2017). Wang, Gang-Jin ; Stanley, Eugene H ; Lin, Min ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:163-168. Full description at Econpapers \|\| Download paper	18
19	2018	On the determinants of bitcoin returns: A LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:235-240. Full description at Econpapers \|\| Download paper	18
20	2016	Determinants of non-performing loans: Evidence from Euro-area countries. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios ; Helen, Louri ; Dimitrios, Anastasiou ; Mike, Tsionas . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:116-119. Full description at Econpapers \|\| Download paper	17
21	2012	Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175. Full description at Econpapers \|\| Download paper	17
22	2018	Financial inclusion and stability in MENA: Evidence from poverty and inequality. (2018). Neaime, Simon ; Gaysset, Isabelle. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:230-237. Full description at Econpapers \|\| Download paper	17
23	2012	Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110. Full description at Econpapers \|\| Download paper	14
24	2019	What determines bitcoin exchange prices? A network VAR approach. (2019). Abu-Hashish, Iman ; Giudici, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:309-318. Full description at Econpapers \|\| Download paper	14
25	2017	Geopolitical risks and the oil-stock nexus over 1899â2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173. Full description at Econpapers \|\| Download paper	13
26	2017	Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34. Full description at Econpapers \|\| Download paper	13
27	2017	Oil price shocks and stock returns of oil and gas corporations. (2017). PÃÂ©rez de Gracia, Fernando ; Diaz, Elena Maria . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:75-80. Full description at Econpapers \|\| Download paper	13
28	2016	How do Chinas oil markets affect other commodity markets both domestically and internationally?. (2016). Ji, Qiang ; Fan, Ying. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:247-254. Full description at Econpapers \|\| Download paper	13
29	2016	Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296. Full description at Econpapers \|\| Download paper	13
30	2017	Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Assaf, Ata ; Jammazi, Rania. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30. Full description at Econpapers \|\| Download paper	12
31	2004	On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73. Full description at Econpapers \|\| Download paper	12
32	2018	Some improved sparse and stable portfolio optimization problems. (2018). Dai, Zhifeng ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:46-52. Full description at Econpapers \|\| Download paper	12
33	2005	A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130. Full description at Econpapers \|\| Download paper	12
34	2009	Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185. Full description at Econpapers \|\| Download paper	12
35	2017	Dynamic correlation of precious metals and flight-to-quality in developed markets. (2017). Klein, Tony. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:283-290. Full description at Econpapers \|\| Download paper	11
36	2017	Twitters daily happiness sentiment and the predictability of stock returns. (2017). You, Wanhai ; Guo, Yawei ; Peng, Cheng. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:58-64. Full description at Econpapers \|\| Download paper	11
37	2016	The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry. (2016). Apergis, Emmanuel. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:186-192. Full description at Econpapers \|\| Download paper	11
38	2018	Informed trading in the Bitcoin market. (2018). Feng, Wenjun ; Zhang, Zhengjun ; Wang, Yiming. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:63-70. Full description at Econpapers \|\| Download paper	11
39	2019	The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). GÃÂ¶zgÃÂ¶r, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164. Full description at Econpapers \|\| Download paper	11
40	2017	The day-of-the-Week effects of stock markets in different countries. (2017). Lai, Yongzeng ; Zhang, Jilin ; Lin, Jianghong . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:47-62. Full description at Econpapers \|\| Download paper	11
41	2016	Brexit: (Not) another Lehman moment for banks?. (2016). Schiereck, Dirk ; Kolaric, Sascha ; Kiesel, Florian. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:291-297. Full description at Econpapers \|\| Download paper	11
42	2018	Volatility 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. Full description at Econpapers \|\| Download paper	11
43	2016	Almost stochastic dominance for risk averters and risk seeker. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:15-21. Full description at Econpapers \|\| Download paper	10
44	2017	Measuring systemic risk: A comparison of alternative market-based approaches. (2017). Kleinow, Jacob ; Vahamaa, Sami ; Strobl, Sascha ; Moreira, Fernando. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:40-46. Full description at Econpapers \|\| Download paper	10
45	2017	Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks. (2017). Shen, Dehua ; Li, Xiao ; Zhang, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:210-216. Full description at Econpapers \|\| Download paper	9
46	2019	Chinaâs crude oil futures: Introduction and some stylized facts. (2019). Zhang, Dayong ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:376-380. Full description at Econpapers \|\| Download paper	9
47	2007	S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232. Full description at Econpapers \|\| Download paper	9
48	2016	Testing the adaptive market hypothesis and its determinants for the Indian stock markets. (2016). Narayan, Seema ; Hiremath, Gourishankar S. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:173-180. Full description at Econpapers \|\| Download paper	9
49	2017	Brexit: Short-term stock price effects and the impact of firm-level internationalization. (2017). Oehler, Andreas ; Wendt, Stefan ; Horn, Matthias. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:175-181. Full description at Econpapers \|\| Download paper	9
50	2019	Regime changes in Bitcoin GARCH volatility dynamics. (2019). Ardia, David ; Ruede, Maxime ; Bluteau, Keven. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:266-271. Full description at Econpapers \|\| Download paper	8

Citing documents used to compute impact factor: 404

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2019	Securitisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, PaweÅ. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/19. Full description at Econpapers \|\| Download paper
2019	Securisation special purpose entities, bank sponsors and derivatives. (2019). Killeen, Neill ; Fiedor, PaweÅ. In: ESRB Working Paper Series. RePEc:srk:srkwps:201999. Full description at Econpapers \|\| Download paper
2019	Factors influencing the European bankâs probability of default: An application of SYMBOL methodology. (2019). Partal-Urea, Antonio ; Gomez-Fernandez, Pilar ; Parrado-Martinez, Purificacion. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:223-240. Full description at Econpapers \|\| Download paper
2019	Comparing normative institutionalism with intended rationality in cultural-finance research. (2019). Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:124-134. Full description at Econpapers \|\| Download paper
2019	Forecasting cryptocurrency returns and volume using search engines. (2019). Nasir, Muhammad ; Duong, Duy ; Nguyen, Sang Phu ; Duc, Toan Luu. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-018-0119-8. Full description at Econpapers \|\| Download paper
2019	Bitcoin price forecasting with neuro-fuzzy techniques. (2019). Pasiouras, Fotios ; Zopounidis, Constantin ; Atsalaki, Ioanna G ; Atsalakis, George S. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:770-780. Full description at Econpapers \|\| Download paper
2019	The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. (2019). Chalvatzis, Konstantinos J ; Symitsi, Efthymia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:97-110. Full description at Econpapers \|\| Download paper
2019	Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market. (2019). Tiwari, Aviral Kumar ; Boako, Gideon ; Roubaud, David. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:77-90. Full description at Econpapers \|\| Download paper
2019	Which Cryptocurrencies Are Mostly Traded in Distressed Times?. (2019). Prassa, Paraskevi ; Kyriazis, Ikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:135-:d:259327. Full description at Econpapers \|\| Download paper
2019	Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120. Full description at Econpapers \|\| Download paper
2019	Portfolio diversification across cryptocurrencies. (2019). Liu, Weiyi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:200-205. Full description at Econpapers \|\| Download paper
2019	Regime changes in Bitcoin GARCH volatility dynamics. (2019). Ardia, David ; Ruede, Maxime ; Bluteau, Keven. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:266-271. Full description at Econpapers \|\| Download paper
2019	The impact of the Bitcoin bubble of 2017 on Bitcoins P2P market. (2019). Johnson, Jackie ; HOLUB, MARK . In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:357-362. Full description at Econpapers \|\| Download paper
2019	Explosive behavior in the prices of Bitcoin and altcoins. (2019). Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:398-403. Full description at Econpapers \|\| Download paper
2019	Bitcoin returns and risk: A general GARCH and GAS analysis. (2019). Troster, Victor ; Tiwari, Aviral ; Shahbaz, Muhammad ; Macedo, Demian Nicolas. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:187-193. Full description at Econpapers \|\| Download paper
2019	Media attention and Bitcoin prices. (2019). Guesmi, Khaled ; Goutte, StÃÂ©phane ; Philippas, Dionisis ; Rjiba, Hatem. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:37-43. Full description at Econpapers \|\| Download paper
2019	News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356. Full description at Econpapers \|\| Download paper
2019	Testing for Exuberance Behavior in Agricultural Commodities of Pakistan. (2019). Ahmed, Mumtaz ; Fatima, Hira. In: MPRA Paper. RePEc:pra:mprapa:95304. Full description at Econpapers \|\| Download paper
2019	A new attention proxy and order imbalance: Evidence from China. (2019). Li, Youwei ; Xiong, Xiong ; Gao, YA ; Vigne, Samuel A ; Feng, XU. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:411-417. Full description at Econpapers \|\| Download paper
2019	A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495. Full description at Econpapers \|\| Download paper
2019	Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach. (2019). Naji, Jalkh ; Elie, Bouri ; Uddin, Gazi Salah ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:544-553. Full description at Econpapers \|\| Download paper
2019	Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Awodumi, Olabanji B ; Adewuyi, Adeolu O ; Abodunde, Temitope T. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:348-362. Full description at Econpapers \|\| Download paper
2019	Nonlinear relationships amongst the implied volatilities of crude oil and precious metals. (2019). Bouri, Elie ; Dutta, Anupam ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:473-478. Full description at Econpapers \|\| Download paper
2019	Dynamic asymmetric spillovers and volatility interdependence on Chinaâs stock market. (2019). Qu, Fang ; Li, Wenqi ; Chen, Yufeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:825-838. Full description at Econpapers \|\| Download paper
2019	Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:297-309. Full description at Econpapers \|\| Download paper
2019	Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. (2019). Su, Xianfang ; Jiang, Yong ; Kuang, Yuanpei ; Lin, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300968. Full description at Econpapers \|\| Download paper
2019	Risk spillovers and portfolio management between precious metal and BRICS stock markets. (2019). Ruan, Weihua ; Fu, Yuyuan ; Jiang, Yonghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119306016. Full description at Econpapers \|\| Download paper
2019	Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models. (2019). Tiwari, Aviral ; Ji, Qiang ; Ibrahim, Muazu ; Boako, Gideon. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307104. Full description at Econpapers \|\| Download paper
2019	Order imbalances and market efficiency: New evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Gu, Gao-Feng ; Zhang, Ting. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:458-467. Full description at Econpapers \|\| Download paper
2019	Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets. (2019). Corbet, Shaen ; Akyildirim, Erdinc ; Ekinci, Cumhur . In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:155-164. Full description at Econpapers \|\| Download paper
2019	Competition Policy in Banking in the European Union. (2019). Vives, Xavier ; Maudos, Joaquin. In: Review of Industrial Organization. RePEc:kap:revind:v:55:y:2019:i:1:d:10.1007_s11151-019-09687-5. Full description at Econpapers \|\| Download paper
2019	Sources of Market Power among Firms in Sub-Saharan Africa: Do Institutions Matter in Competitive Policies?. (2019). Jibir, Adamu ; Abdu, Musa. In: Lahore Journal of Economics. RePEc:lje:journl:v:24:y:2019:i:2:p:115-148. Full description at Econpapers \|\| Download paper
2019	Historical evidence for anchoring bias: The 1875 cadastral survey in Istanbul. (2019). Baycar, Kazim ; Unveren, Burak. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:73:y:2019:i:c:p:1-14. Full description at Econpapers \|\| Download paper
2019	A Gravity Model Estimation of the Bi-Directional Relationship between International Trade and Migration. (2019). Roskruge, Matthew ; Cameron, Michael ; Cochrane, William ; Ghani, Rosmaiza A. In: Working Papers in Economics. RePEc:wai:econwp:19/02. Full description at Econpapers \|\| Download paper
2019	Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Besstremyannaya, Galina ; Golovan, Sergei. In: Working Papers. RePEc:cfr:cefirw:w0249. Full description at Econpapers \|\| Download paper
2019	Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Golovan, Sergei ; Besstremyannaya, Galina. In: Working Papers. RePEc:abo:neswpt:w0249. Full description at Econpapers \|\| Download paper
2019	Revisiting the Relationship between Financial Wealth, Housing Wealth, and Consumption: A Panel Analysis for the U.S.. (2019). Siokis, Fotios ; Kontana, Dimitra. In: Discussion Paper Series. RePEc:mcd:mcddps:2019_03. Full description at Econpapers \|\| Download paper
2019	Does financial development affect income inequality in the U.S. States?. (2019). Miller, Stephen ; GUPTA, RANGAN ; Bittencourt, Manoel ; Chang, Shinhye. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:6:p:1043-1056. Full description at Econpapers \|\| Download paper
2019	Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets. (2019). Canh, Nguyen ; Schinckus, Christophe ; Vu, Thai ; Nguyen, Canh Phuc. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:137-147. Full description at Econpapers \|\| Download paper
2019	Share repurchases under uncertainty: U.S. evidence. (2019). Dinergok, Burcu ; Pirgaip, Burak. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:130-138. Full description at Econpapers \|\| Download paper
2019	Social-media and intraday stock returns: The pricing power of sentiment. (2019). Zhang, Dayong ; Broadstock, David C. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:116-123. Full description at Econpapers \|\| Download paper
2019	Bearing the bear: Sentiment-based disagreement in multi-criteria portfolio optimization. (2019). , Schneller. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:47-53. Full description at Econpapers \|\| Download paper
2019	Determining the predictive power between cryptocurrencies and real time commodity futures: Evidence from quantile causality tests. (2019). Apergis, Nicholas ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:603-616. Full description at Econpapers \|\| Download paper
2019	Energy shocks pricing model: A non-linear US sectoral based analysis. (2019). Ur, Mobeen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313196. Full description at Econpapers \|\| Download paper
2019	Political incentives in firmsâ financial reporting: evidence from the crackdown on corrupt municipal officials. (2019). Gu, XI ; Wang, Xiu Hua . In: Economics of Governance. RePEc:spr:ecogov:v:20:y:2019:i:3:d:10.1007_s10101-019-00225-3. Full description at Econpapers \|\| Download paper
2019	Does anti-corruption campaign promote corporate R&D investment? Evidence from China. (2019). Xu, Xixiong ; Gan, Weiyu. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:292-296. Full description at Econpapers \|\| Download paper
2019	Ownership, corruption, and revenue regimes for infrastructure partnerships: Evidence from China. (2019). Ma, Liang ; Wang, Huanming. In: Utilities Policy. RePEc:eee:juipol:v:60:y:2019:i:c:7. Full description at Econpapers \|\| Download paper
2019	Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518. Full description at Econpapers \|\| Download paper
2019	Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration. (2019). YAYA, OLAOLUWA ; Mudida, Robert ; Ogbonna, Ephraim A. In: MPRA Paper. RePEc:pra:mprapa:91450. Full description at Econpapers \|\| Download paper
2019	Bitcoin: competitor or complement to gold?. (2019). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01994187. Full description at Econpapers \|\| Download paper
2019
2019	Bitcoin and gold prices: A fledging long-term relationship. (2019). Shah, Sarfaraz Ali ; Zwick, Helene Syed. In: MPRA Paper. RePEc:pra:mprapa:92512. Full description at Econpapers \|\| Download paper
2019	Exploring the dynamics of Bitcoinâs price: a Bayesian structural time series approach. (2019). Poyser, Obryan. In: Eurasian Economic Review. RePEc:spr:eurase:v:9:y:2019:i:1:d:10.1007_s40822-018-0108-2. Full description at Econpapers \|\| Download paper
2019	Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201927. Full description at Econpapers \|\| Download paper
2019	Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:29-36. Full description at Econpapers \|\| Download paper
2019	Cryptocurrencies 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. Full description at Econpapers \|\| Download paper
2019	The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). GÃÂ¶zgÃÂ¶r, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164. Full description at Econpapers \|\| Download paper
2019	Cryptocurrency-portfolios in a mean-variance framework. (2019). Mestel, Roland ; Brauneis, Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:259-264. Full description at Econpapers \|\| Download paper
2019	Centralized and decentralized bitcoin markets: Euro vs USD vs GBP. (2019). Matkovskyy, Roman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:270-279. Full description at Econpapers \|\| Download paper
2019	Investigating volatility transmission and hedging properties between Bitcoin and Ethereum. (2019). Papadamou, Stephanos ; Kyriazis, Nikolaos A ; Koulis, Alexandros ; Beneki, Christina . In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:219-227. Full description at Econpapers \|\| Download paper
2019	Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272. Full description at Econpapers \|\| Download paper
2019	Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:49-57. Full description at Econpapers \|\| Download paper
2019	The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242. Full description at Econpapers \|\| Download paper
2019	Gold prices and the cryptocurrencies: Evidence of convergence and cointegration. (2019). Gil-Alana, Luis A ; Adebola, Solarin Sakiru ; Madigu, Godfrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1227-1236. Full description at Econpapers \|\| Download paper
2019	Momentum and contrarian effects on the cryptocurrency market. (2019). Sakowski, Pawe ; Kosc, Krzysztof ; Lepaczuk, Robert. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:691-701. Full description at Econpapers \|\| Download paper
2019	Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51. Full description at Econpapers \|\| Download paper
2019	Predicting Bitcoin Returns: Comparing the Roles of Newspaper- and Internet Search-Based Measures of Uncertainty. (2019). GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201955. Full description at Econpapers \|\| Download paper
2019	A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957. Full description at Econpapers \|\| Download paper
2019	Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56. Full description at Econpapers \|\| Download paper
2019	The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; GÃÂ¶zgÃÂ¶r, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82. Full description at Econpapers \|\| Download paper
2019	Does the introduction of futures improve the efficiency of Bitcoin?. (2019). Posch, Peter N ; Muller, Janis ; Kochling, Gerrit. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:367-370. Full description at Econpapers \|\| Download paper
2019	Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a countryâs economic situation â A stochastic volatility approach. (2019). Kliber, Agata ; ÅwierczyÅska, Katarzyna ; Wierczyska, Katarzyna ; Musiakowska, Ida ; Marszaek, Pawe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:246-257. Full description at Econpapers \|\| Download paper
2019	Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis. (2019). Anandarao, S ; Kumar, Anoop S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:448-458. Full description at Econpapers \|\| Download paper
2019	Multiresolution analysis and spillovers of major cryptocurrency markets. (2019). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:191-206. Full description at Econpapers \|\| Download paper
2019	Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. (2019). Tiwari, Aviral ; Kang, Sanghoon ; Raheem, Ibrahim Dolapo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313159. Full description at Econpapers \|\| Download paper
2019	Exponentially decayed double power-law distribution of Bitcoin trade sizes. (2019). Zhou, Wei-Xing ; Gu, Gao-Feng ; Cai, Qing ; Li, Mu-Yao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s037843711931369x. Full description at Econpapers \|\| Download paper
2019	Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective. (2019). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:1-18. Full description at Econpapers \|\| Download paper
2019	Does gold or Bitcoin hedge economic policy uncertainty?. (2019). Derbali, Abdelkader ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:171-178. Full description at Econpapers \|\| Download paper
2019	When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749. Full description at Econpapers \|\| Download paper
2019	The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market. (2019). Raheem, Ibrahim D ; Isah, Kazeem O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305813. Full description at Econpapers \|\| Download paper
2019	Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Wei, QI ; Li, Xiafei ; Liu, Xinchun ; Zeng, Sheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314633. Full description at Econpapers \|\| Download paper
2019	Herd behavior and idiosyncratic volatility in a frontier market. (2019). Anh, Dang Bao ; Vo, Xuan Vinh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:321-330. Full description at Econpapers \|\| Download paper
2019	Differential market reactions to pre and post Brexit referendum. (2019). Bashir, Usman ; Abbas, Ghulam ; Ali, Ahmed ; Hussain, Muntazir ; Yu, Yugang ; Zebende, Gilney Figueira. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:151-158. Full description at Econpapers \|\| Download paper
2019	The Brexit vote and currency markets. (2019). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:153-164. Full description at Econpapers \|\| Download paper
2019	Network topology of FTSE 100 Index companies: From the perspective of Brexit. (2019). Memon, Bilal Ahmed ; Yao, Hongxing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1248-1262. Full description at Econpapers \|\| Download paper
2019	Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; KriÅ¡toufek, Ladislav ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:322-330. Full description at Econpapers \|\| Download paper
2019	Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm. (2019). el Aziz, Mohamed Abd ; Alameer, Zakaria ; Jianhua, Zhang ; Ye, Haiwang ; Ewees, Ahmed A ; Elaziz, Mohamed Abd. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:250-260. Full description at Econpapers \|\| Download paper
2019	Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Wanas, Idries Mohammad ; Maitra, Debasish ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303496. Full description at Econpapers \|\| Download paper
2019	The impact of oil price uncertainty on GCC stock markets. (2019). Khalid, Ali ; Klein, Tony ; Alqahtani, Abdullah. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719305021. Full description at Econpapers \|\| Download paper
2019	Construction Sector Role in Gross Fixed Capital Formation: Empirical Data from Russia. (2019). Sukhadolets, Tatyana ; Stupnikova, Elena. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:42-:d:229739. Full description at Econpapers \|\| Download paper
2019	Conic asset pricing and the costs of price fluctuations. (2019). Schoutens, Wim ; Madan, Dilip B. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:1:d:10.1007_s10436-018-0328-1. Full description at Econpapers \|\| Download paper
2019	Quantile information share. (2019). Lien, Donald ; Wang, Zijun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:1:p:38-55. Full description at Econpapers \|\| Download paper
2019	Ask CARL: Forecasting tail probabilities for energy commodities. (2019). Algieri, Bernardina ; Leccadito, Arturo. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302786. Full description at Econpapers \|\| Download paper
2019	Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587. Full description at Econpapers \|\| Download paper
2019	Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201918. Full description at Econpapers \|\| Download paper
2019	The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Papers. RePEc:arx:papers:1903.08076. Full description at Econpapers \|\| Download paper
2019	Arab Geopolitics in Turmoil: Implications Of Qatar-Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:erg:wpaper:1337. Full description at Econpapers \|\| Download paper
2019	Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Nicoleta-Claudia, MOLDOVAN ; Tao, Ran ; Khan, Khalid ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974. Full description at Econpapers \|\| Download paper
2019	Do geopolitical risks matter for inbound tourism?. (2019). Paramati, Sudharshan Reddy ; GÃÂ¶zgÃÂ¶r, Giray ; Demir, Ender. In: Eurasian Business Review. RePEc:spr:eurasi:v:9:y:2019:i:2:d:10.1007_s40821-019-00118-9. Full description at Econpapers \|\| Download paper
2019	What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?. (2019). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303184. Full description at Econpapers \|\| Download paper
2019	Geopolitical risk and oil volatility: A new insight. (2019). Liu, Jing ; Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433. Full description at Econpapers \|\| Download paper
2019	The determinants of IPO withdrawal â Evidence from Europe. (2019). lucey, brian ; Vigne, Samuel A ; Helbing, Pia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:415-436. Full description at Econpapers \|\| Download paper
2019	The anchoring effect of underwriters proposed price ranges on institutional investors bid prices in IPO auctions: Evidence from China. (2019). Fok, Robert ; Cao, Feng ; Gao, Shenghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:111-127. Full description at Econpapers \|\| Download paper
2019	How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?. (2019). Li, Youwei ; Waterworth, James ; Sun, Zhuowei ; Hamill, Philip A ; Lin, Zhongguo. In: MPRA Paper. RePEc:pra:mprapa:97768. Full description at Econpapers \|\| Download paper
2019	Risk appetite and the prices of precious metals. (2019). Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:136-153. Full description at Econpapers \|\| Download paper
2019	On the co-movements among gold and other financial markets: a multivariate time-varying asymmetric approach. (2019). Zardoub, Amna ; Abed, Riadh. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:4:d:10.1007_s10368-019-00444-3. Full description at Econpapers \|\| Download paper
2019
2019	European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?. (2019). Hougaard, Svend E ; Hutchison, Michael M ; Bergman, Michael U. In: European Journal of Political Economy. RePEc:eee:poleco:v:57:y:2019:i:c:p:3-21. Full description at Econpapers \|\| Download paper
2019	Short and long-term interest rate risk: The sovereign balance-sheet nexus. (2019). Alves, JosÃÂ© ; Afonso, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318302423. Full description at Econpapers \|\| Download paper
2019	Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159. Full description at Econpapers \|\| Download paper
2019	Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach. (2019). Rivieccio, Giorgia ; Guegan, Dominique ; de Luca, Giovanni . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:327-333. Full description at Econpapers \|\| Download paper
2019	Dependence of the âFragile Fiveâ and âTroubled Tenâ emerging market financial systems on US monetary policy and monetary policy uncertainty. (2019). Chadwick, Meltem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:251-268. Full description at Econpapers \|\| Download paper
2019	ECBâs unconventional monetary policy and cross-financial-market correlation dynamics. (2019). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Drakonaki, Emmanouela. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304856. Full description at Econpapers \|\| Download paper
2019	The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141. Full description at Econpapers \|\| Download paper
2019	International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84. Full description at Econpapers \|\| Download paper
2019	Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Qiang, Wei ; Wu, Jy S ; Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y. Full description at Econpapers \|\| Download paper
2019	Energy sector uncertainty decomposition: New approach based on implied volatilities. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Applied Energy. RePEc:eee:appene:v:248:y:2019:i:c:p:141-148. Full description at Econpapers \|\| Download paper
2019	Forecasting the Chinese stock volatility across global stock markets. (2019). Zhang, Yaojie ; Ma, Feng ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:466-477. Full description at Econpapers \|\| Download paper
2019
2019	Stock market behavior of pharmaceutical industry in Iran and macroeconomic factors. (2019). Mohammadzadeh, Yousef ; Kahriz, Arash Refah ; Heidari, Hassan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9228-7. Full description at Econpapers \|\| Download paper
2019	The Impact of Oil Prices on Stocks Markets: New Evidence During and After the Arab Spring in Gulf Cooperation Council Economies. (2019). El-Chaarani, Hani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-04-27. Full description at Econpapers \|\| Download paper
2019	Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective. (2019). Yang, Lu. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:219-233. Full description at Econpapers \|\| Download paper
2019	Dynamic Transmission of Correlation between Investor Attention and Stock Price: Evidence from Chinaâs Energy Industry Typical Stocks. (2019). Feng, Sida ; Guo, Sui ; Qi, Yajie ; Li, Huajiao. In: Complexity. RePEc:hin:complx:3540523. Full description at Econpapers \|\| Download paper
2019	Measuring Global Economic Activity. (2019). Hamilton, James. In: NBER Working Papers. RePEc:nbr:nberwo:25778. Full description at Econpapers \|\| Download paper
2019	Impact of Oil Prices on Stock Market Performance: Evidence from Top Oil Importing Countries. (2019). Iraqi, Khalid M. In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:4:y:2019:i:2:p:1-14. Full description at Econpapers \|\| Download paper
2019	Corporate liquidity and risk management with time-inconsistent preferences. (2019). Zhang, Yuhua ; Niu, Yingjie ; Liu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:295-307. Full description at Econpapers \|\| Download paper
2019	Corporate Investment, Tobins Q and Liquidity Management under Time-Inconsistent Preferences. (2019). Zou, Zhentao ; Niu, Yingjie. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2019:v:20:i:2:niuzou. Full description at Econpapers \|\| Download paper
2019	Effects of institutional factors on the accruals anomaly in Latin America. (2019). Gois, Alan Diogenes ; Cordeiro, Jeice Catrine. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:36:y:2019:i:c:5. Full description at Econpapers \|\| Download paper
2019	Green oriented crowdfunding campaigns: Their characteristics and diffusion in different institutional settings. (2019). Orsenigo, Carlotta ; Fumagalli, Elena ; Colombo, Massimo G ; Buttice, Vincenzo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:85-97. Full description at Econpapers \|\| Download paper
2019	Security design and credit rating risk in the CLO market. (2019). van Breemen, Vivian ; Nawas, Mike ; Vink, Dennis . In: DNB Working Papers. RePEc:dnb:dnbwpp:643. Full description at Econpapers \|\| Download paper
2019	The relationship between carry trade and asset markets in South Africa. (2019). Bonga-Bonga, Lumengo ; Maake, Tebogo. In: MPRA Paper. RePEc:pra:mprapa:96667. Full description at Econpapers \|\| Download paper
2019	Price range and the cross-section of expected country and industry returns. (2019). Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:174-189. Full description at Econpapers \|\| Download paper
2019	Another Look at Calendar Anomalies. (2019). Panagiotidis, Theodore ; Fountas, Stilianos ; Chatzitzisi, Evanthia. In: Discussion Paper Series. RePEc:mcd:mcddps:2019_02. Full description at Econpapers \|\| Download paper
2019	Study on the wandering weekday effect of the international carbon market based on trend moderation effect. (2019). Wagan, Zulfiqar Ali ; Yun, PO ; Zhang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:319-327. Full description at Econpapers \|\| Download paper
2019	Rise and fall of calendar anomalies over a century. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:181-205. Full description at Econpapers \|\| Download paper
2019	The day-of-the-week effect on Bitcoin return and volatility. (2019). Tanizaki, Hisashi ; Ma, Donglian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:127-136. Full description at Econpapers \|\| Download paper
2019	Seasonal anomalies in the market for American depository receipts. (2019). Lobo, Julio. In: Journal of Economics, Finance and Administrative Science. RePEc:ris:joefas:0148. Full description at Econpapers \|\| Download paper
2019	Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume. (2019). Liu, Zhangxin ; Godfrey, Keith ; Cahill, Daniel ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:78-92. Full description at Econpapers \|\| Download paper
2019	Bitcoin and the day-of-the-week effect. (2019). Qadan, Mahmoud ; Aharon, David Yechiam. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612317307894. Full description at Econpapers \|\| Download paper
2019	Day-of-the-week effect of major currency pairs: new evidences from investorsâ fear gauge. (2019). Singh, Vipul Kumar. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:7:d:10.1057_s41260-019-00140-6. Full description at Econpapers \|\| Download paper
2019	Day-of-the-week and month-of-the-year effects on French Small-Cap Volatility: the role of asymmetry and long memory. (2019). Chikhi, Mohamed ; BENDOB, ALI ; Siagh, Ahmed Ramzi. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:221-248. Full description at Econpapers \|\| Download paper
2019	Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376. Full description at Econpapers \|\| Download paper
2019	Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28. Full description at Econpapers \|\| Download paper
2019	Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. (2019). Bekiros, Stelios ; Raza, Naveed ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Roubaud, David. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1. Full description at Econpapers \|\| Download paper
2019	Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management. (2019). Tiwari, Aviral ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:22-32. Full description at Econpapers \|\| Download paper
2019	On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market. (2019). Dutta, Prof Karabi ; Sen, Abhibasu. In: Papers. RePEc:arx:papers:1904.05317. Full description at Econpapers \|\| Download paper
2019	The way to induce private participation in green finance and investment. (2019). Yoshino, Naoyuki ; Taghizadeh-Hesary, Farhad. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:98-103. Full description at Econpapers \|\| Download paper
2019	Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19. Full description at Econpapers \|\| Download paper
2019	Financial stress dynamics in the MENA region: Evidence from the Arab Spring. (2019). Yarovaya, Larisa ; Elsayed, Ahmed H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:20-34. Full description at Econpapers \|\| Download paper
2019	The Impact of Government Subsidy on Renewable Microgrid Investment Considering Double Externalities. (2019). Long, Yong ; Xu, Deng. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3168-:d:237462. Full description at Econpapers \|\| Download paper
2019	Do political connections enhance or impede corporate innovation?. (2019). Yu, Lin ; Xiao, Zuoping ; Su, Zhong-Qin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:94-110. Full description at Econpapers \|\| Download paper
2019	Political connections, corporate governance and M&A performance: Evidence from Chinese family firms. (2019). Yang, Ping ; Huang, Zhen ; Gao, Weiwei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:38-53. Full description at Econpapers \|\| Download paper
2019	Time-varied causality between US partisan conflict shock and crude oil return. (2019). Wu, Yanrui ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303019. Full description at Econpapers \|\| Download paper
2019	A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Gherghina, Åtefan ; PANAIT, Iulian ; Armeanu, Daniel Tefan ; Badea, Leonardo . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1325-:d:210534. Full description at Econpapers \|\| Download paper
2019	Loan loss provisioning by Italian banks: Managerial discretion, relationship banking, functional distance and bank risk. (2019). Gallo, Manuela ; Aristei, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:238-256. Full description at Econpapers \|\| Download paper
2019	Bank loan loss provisioning during election years in Nigeria. (2019). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:96704. Full description at Econpapers \|\| Download paper
2019	Price delay and market frictions in cryptocurrency markets. (2019). Kochling, Gerrit ; Posch, Peter N ; Muller, Janis. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:39-41. Full description at Econpapers \|\| Download paper
2019	Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253. Full description at Econpapers \|\| Download paper
2019	Are shocks on the returns and volatility of cryptocurrencies really persistent?. (2019). Maouchi, Youcef ; Charfeddine, Lanouar. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:423-430. Full description at Econpapers \|\| Download paper
2019	Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests. (2019). Oxley, Les ; Lang, Chunlin ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:19/12. Full description at Econpapers \|\| Download paper
2019	Nonlinear dependence in cryptocurrency markets. (2019). Laurini, MÃÂ¡rcio ; Chaim, Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:32-47. Full description at Econpapers \|\| Download paper
2019	The adaptive market hypothesis in the high frequency cryptocurrency market. (2019). Zhang, Yuanyuan ; Chu, Jeffrey ; Chan, Stephen. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:221-231. Full description at Econpapers \|\| Download paper
2019	What can explain the price, volatility and trading volume of Bitcoin?. (2019). MolnÃÂ¡r, Peter ; Molnar, Peter ; Aalborg, Halvor Aarhus ; de Vries, Jon Erik. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:255-265. Full description at Econpapers \|\| Download paper
2019	Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model. (2019). Canh, Nguyen ; Choti, Udomsak Wong ; Thong, Nguyen Trung ; Thanh, Su Dinh ; Dinhthanh, SU ; Wongchoti, Udomsak . In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:90-100. Full description at Econpapers \|\| Download paper
2019	Detecting overreaction in the Bitcoin market: A quantile autoregression approach. (2019). Mascia, Danilo V ; Chevapatrakul, Thanaset. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:371-377. Full description at Econpapers \|\| Download paper
2019	Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145. Full description at Econpapers \|\| Download paper
2019	Bitcoin and market-(in)efficiency: a systematic time series approach. (2019). Wildi, Marc ; Bundi, Nils. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00004-z. Full description at Econpapers \|\| Download paper
2019	Friend or Foe? On the role of institutional reforms in the investment development path of Central and East European economies. (2019). Wolniak, Radosaw ; Trpczyski, Piotr ; Nowak, Jan ; Gorynia, Marian. In: International Business Review. RePEc:eee:iburev:v:28:y:2019:i:3:p:575-587. Full description at Econpapers \|\| Download paper
2019	Exploring Foreign Direct InvestmentâEconomic Growth NexusâEmpirical Evidence from Central and Eastern European Countries. (2019). Hudea, Oana Simona ; SIMIONESCU, LILIANA NICOLETA ; Gherghina, Tefan Cristian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5421-:d:272341. Full description at Econpapers \|\| Download paper
2019	Financial development and energy consumption: Is the MENA region different?. (2019). Abid, Ilyes ; Guesmi, Khaled ; Ayadi, Rim ; Kaabia, Olfa ; Gaies, Brahim. In: Energy Policy. RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519305877. Full description at Econpapers \|\| Download paper
2019	Volatility co-movement between Bitcoin and Ether. (2019). Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:221-227. Full description at Econpapers \|\| Download paper
2019	A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201978. Full description at Econpapers \|\| Download paper
2019	Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919. Full description at Econpapers \|\| Download paper
2019	The Effect of Cryptocurrency on Exchange Rate of China: Case Study of Bitcoin. (2019). Astuti, Riska ; Nadia, Fazira ; Dwi, Astuti Riska. In: MPRA Paper. RePEc:pra:mprapa:93052. Full description at Econpapers \|\| Download paper
2019	The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34. Full description at Econpapers \|\| Download paper
2019	A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155. Full description at Econpapers \|\| Download paper
2019	Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867. Full description at Econpapers \|\| Download paper
2019	Portfolio 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. Full description at Econpapers \|\| Download paper
2019	Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Roubaud, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201965. Full description at Econpapers \|\| Download paper
2019	Do Higher Asymmetry Threshold Effects Exist on the Gold Return Volatility during Highly Fluctuating Periods?. (2019). Goo, Yeong-Jia ; Liao, Yu-Hui. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4829-:d:264005. Full description at Econpapers \|\| Download paper
2019	Bitcoin as a safe haven: Is it even worth considering?. (2019). Smales, L A. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:385-393. Full description at Econpapers \|\| Download paper
2019	Co-movements between Bitcoin and Gold: A wavelet coherence analysis. (2019). Hernandez, Jose Arreola ; McIver, Ron P ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119304637. Full description at Econpapers \|\| Download paper
2019	Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market. (2019). Gupta, Saumya ; Malhotra, Nidhi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-06-26. Full description at Econpapers \|\| Download paper
2019	Exogenous drivers of Bitcoin and Cryptocurrency volatility â A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446. Full description at Econpapers \|\| Download paper
2019	Measuring Intangible Capital with Market Prices. (2019). Peters, Ryan ; Ewens, Michael ; Wang, Sean. In: NBER Working Papers. RePEc:nbr:nberwo:25960. Full description at Econpapers \|\| Download paper
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2019	Network connectedness and net spillover between financial and commodity markets. (2019). Yoon, Seong-Min ; Uddin, Gazi ; al Mamun, MD ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:801-818. Full description at Econpapers \|\| Download paper
2019	The changing network of financial market linkages: The Asian experience. (2019). Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Dungey, Mardi ; Chowdhury, Biplob. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:71-92. Full description at Econpapers \|\| Download paper
2019	Quantile coherency networks of international stock markets. (2019). Baumohl, Eduard ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:119-129. Full description at Econpapers \|\| Download paper
2019	Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912. Full description at Econpapers \|\| Download paper
2019	Directional spillover effects between ASEAN and world stock markets. (2019). Uddin, Gazi ; Troster, Victor ; Yoon, Seong-Min ; Kang, Sang Hoon. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751. Full description at Econpapers \|\| Download paper
2019	Financial attention and the demand for information. (2019). Zouabi, Maher ; Qadan, Mahmoud. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:82:y:2019:i:c:s2214804319300874. Full description at Econpapers \|\| Download paper
2019	Assessing the Sustainability of Inflation Targeting: Evidence from EU Countries with Non-EURO Currencies. (2019). Dumitrescu, Bogdan Andrei ; Strchinaru, Adina Ionela . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5654-:d:276184. Full description at Econpapers \|\| Download paper
2019	A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2019). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha . In: Papers. RePEc:arx:papers:1912.11166. Full description at Econpapers \|\| Download paper
2019	Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228. Full description at Econpapers \|\| Download paper
2019	An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365. Full description at Econpapers \|\| Download paper
2019	Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. (2019). Akosah, Nana ; Alagidede, Paul ; Omane-Adjepong, Maurice. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:105-120. Full description at Econpapers \|\| Download paper
2019	Altcoin-Bitcoin Arbitrage. (2019). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1903.06033. Full description at Econpapers \|\| Download paper
2019	Altcoin-Bitcoin Arbitrage. (2019). Kakushadze, Zura ; Yu, Willie. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:6:y:2019:i:1:p:87-110. Full description at Econpapers \|\| Download paper
2019	Portfolio management with cryptocurrencies: The role of estimation risk. (2019). Urquhart, Andrew ; Platanakis, Emmanouil. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80. Full description at Econpapers \|\| Download paper
2019	The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Moro, Andrea ; Kajtazi, Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:143-157. Full description at Econpapers \|\| Download paper
2019	Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin. (2019). Wu, Yan Wendy ; Chan, Wing ; Le, Minh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:107-113. Full description at Econpapers \|\| Download paper
2019	Do bitcoins follow a random walk model?. (2019). Aggarwal, Divya. In: Research in Economics. RePEc:eee:reecon:v:73:y:2019:i:1:p:15-22. Full description at Econpapers \|\| Download paper
2019	A bibliometric analysis of Bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:1906.08933. Full description at Econpapers \|\| Download paper
2019	âDistant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilitiesâ. (2019). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201912. Full description at Econpapers \|\| Download paper
2019	Co-explosivity in the cryptocurrency market. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Bouri, Elie ; Roubaud, David. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:178-183. Full description at Econpapers \|\| Download paper
2019	Herding behaviour in cryptocurrencies. (2019). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:216-221. Full description at Econpapers \|\| Download paper
2019	Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2019). Baumohl, Eduard. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:363-372. Full description at Econpapers \|\| Download paper
2019	Hedging bitcoin with other financial assets. (2019). Mitra, Subrata K ; Pal, Debdatta. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:30-36. Full description at Econpapers \|\| Download paper
2019	High frequency volatility co-movements in cryptocurrency markets. (2019). Corbet, Shaen ; Katsiampa, Paraskevi ; Lucey, Brian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:35-52. Full description at Econpapers \|\| Download paper
2019	The intraday dynamics of bitcoin. (2019). Wolfe, Simon ; Urquhart, Andrew ; McGroarty, Frank ; Eross, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:71-81. Full description at Econpapers \|\| Download paper
2019	Criptoactivos: anÃ¡lisis y revisiÃ³n de literatura. (2019). Parra-PolanÃÂa, JuliÃÂ¡n ; LeÃÂ³n, Carlos ; Gomez-Gonzalez, Jose ; GÃÂ³mez-Pineda, Javier ; Yanquen, Eduardo ; Suarez, Nicolas ; Rojas, Daniel ; Osorio, Daniel ; Machado, Clara ; Bernal, Joaquin ; Arango, Carlos . In: Revista ESPE - Ensayos sobre PolÃtica EconÃ³mica. RePEc:bdr:ensayo:y:2019:i:92:p:1-37. Full description at Econpapers \|\| Download paper
2019	Criptoactivos: anÃ¡lisis y revisiÃ³n de literatura. (2019). Parra-PolanÃÂa, JuliÃÂ¡n ; LeÃÂ³n, Carlos ; GÃÂ³mez-Pineda, Javier ; suarez -Eduardo, Nicolas ; osorio -Daniel, Daniel ; leon -Clara, Carlos ; gomez -Javier, Jose E ; arango -Joaquin, Carlos. In: Revista ESPE - Ensayos Sobre PolÃtica EconÃ³mica. RePEc:col:000107:017629. Full description at Econpapers \|\| Download paper
2019	EMPIRICAL EVIDENCE ON BITCOIN RETURNS AND PORTFOLIO VALUE. (2019). Mukherji, Sandip. In: The International Journal of Business and Finance Research. RePEc:ibf:ijbfre:v:13:y:2019:i:2:p:71-81. Full description at Econpapers \|\| Download paper
2019	A bibliometric analysis of bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:294-305. Full description at Econpapers \|\| Download paper
2019	Time-frequency analysis of behaviourally classified financial asset markets. (2019). Alagidede, Imhotep Paul ; Ababio, Kofi Agyarko ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:54-69. Full description at Econpapers \|\| Download paper
2019	High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093. Full description at Econpapers \|\| Download paper
2019	An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibaez, Oscar ; Aslanidis, Nektarios. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:130-137. Full description at Econpapers \|\| Download paper
2019	Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws. (2019). KriÅ¡toufek, Ladislav ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119304856. Full description at Econpapers \|\| Download paper
2019	Liquidity-adjusted value-at-risk optimization of a multi-asset portfolio using a vine copula approach. (2019). Hussain, Syed Jawad ; Ferrer, Roman. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314761. Full description at Econpapers \|\| Download paper
2019	Range-based DCC models for covariance and value-at-risk forecasting. (2019). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:58-76. Full description at Econpapers \|\| Download paper
2019	Losing by learning? A study of social trading platform. (2019). Huang, Ying Sophie ; Zhu, YU ; Jin, Xuejun. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:171-179. Full description at Econpapers \|\| Download paper
2019	Does abnormal lending behavior increase bank riskiness? Evidence from Turkey. (2019). Zulfiqar, Bushra ; FAREED, Zeeshan ; SHAHZAD, Farrukh ; Ikram, Muhammad ; Habiba, Umme. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0152-2. Full description at Econpapers \|\| Download paper
2019	Determinants of non-performing loans: What do we know? A systematic review and avenues for future research. (2019). Manz, Florian. In: Management Review Quarterly. RePEc:spr:manrev:v:69:y:2019:i:4:d:10.1007_s11301-019-00156-7. Full description at Econpapers \|\| Download paper
2019	Does mutual fund investment influence accounting fraud?. (2019). Ashton, john ; Jaafar, Aziz ; Wang, Yang. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:142-158. Full description at Econpapers \|\| Download paper
2019	Should Infrastructure Regulators regulate Dividends? Hints from a Literature Survey. (2019). Estache, Antonio ; Bertomeu-SÃÂ¡nchez, Salvador. In: Working Papers ECARES. RePEc:eca:wpaper:2013/289916. Full description at Econpapers \|\| Download paper
2019	The Impact of Dividend Events on Stock Returns: Findings on Companies Listed on the Bucharest Stock Exchange. (2019). Trifan, Ruxandra ; Yaseen, Hanaan. In: The Review of Finance and Banking. RePEc:rfb:journl:v:11:y:2019:i:2:p:59-78. Full description at Econpapers \|\| Download paper
2019	Monetary Policy, Cash Flow and Corporate Investment: Empirical Evidence from Vietnam. (2019). Vu, Chi Linh ; Le, Phuoc Huu ; Mai, Chi Hong ; My, Linh ; Duc, Toan Luu ; Phuong, Linh Viet. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:46-:d:215215. Full description at Econpapers \|\| Download paper
2019	Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95. Full description at Econpapers \|\| Download paper
2019	The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94. Full description at Econpapers \|\| Download paper
2019	A study of first generation commodity indices: Indices based on financial diversification. (2019). Six, Pierre ; Ahn, Jung-Hyun . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:194-200. Full description at Econpapers \|\| Download paper
2019	An explorative analysis of Italy banking financial stability. (2019). Angelini, Eliana ; Foglia, Matteo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00071. Full description at Econpapers \|\| Download paper
2019	Money Market Funds and Unconventional Monetary Policy. (2019). Dunne, Peter ; Sorbo, Jacopo ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:7/rt/19. Full description at Econpapers \|\| Download paper
2019	The Effectiveness of Internal Controls in Rural Community Banks: Evidence from Ghana. (2019). Santosh, Rupa Jaladi ; Yao, Peter Lartey ; Ibrahim, Rauf ; Jianguo, DU ; Kwabena, Amponsah Clinton. In: Business Management and Strategy. RePEc:mth:bmsmti:v:10:y:2019:i:1:p:202-218. Full description at Econpapers \|\| Download paper
2019	Farinelli and Tibiletti ratio and stochastic dominance. (2019). Wong, Wing-Keung ; Niu, Cuizhen ; Guo, XU. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:3:d:10.1057_s41283-019-00050-2. Full description at Econpapers \|\| Download paper
2019	Systemic Risk: Conditional Distortion Risk Measures. (2019). Laeven, Roger ; Dhaene, Jan ; Zhang, Yiying. In: Papers. RePEc:arx:papers:1901.04689. Full description at Econpapers \|\| Download paper
2019	Correlations and Turbulence of the European Markets. (2019). Brezeanu, Petre ; Diaconescu, Tiberiu ; Dinu, Sorin-Marius ; Andrei, Laurentiu Dumitru ; Anghelache, Constantin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:1:p:88-100. Full description at Econpapers \|\| Download paper
2019	Managerial risk-taking incentives and the systemic risk of financial institutions. (2019). Vahamaa, Sami ; Iqbal, Jamshed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0780-z. Full description at Econpapers \|\| Download paper
2019	Systemic risk in financial institutions of BRICS: measurement and identification of firm-specific determinants. (2019). Rashid, Abdul ; Zeb, Shumaila. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:4:d:10.1057_s41283-018-00048-2. Full description at Econpapers \|\| Download paper
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2019	The Three Musketeers Relationships between Hong Kong, Shanghai and Shenzhen Before and After ShanghaiâHong Kong Stock Connect. (2019). Wong, Wing-Keung ; Chui, David Kam-Hung ; Chow, Nikolai Sheung-Chi ; Cheng, Andy Wui-Wing. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3845-:d:248396. Full description at Econpapers \|\| Download paper
2019	A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables. (2019). Yoshioka, Hidekazu ; Yaegashi, Yuta. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:156:y:2019:i:c:p:40-66. Full description at Econpapers \|\| Download paper
2019	ÐÐ¾Ð²ÑÐµ Ð¼Ð¾Ð´ÐµÐ»Ð¸ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° Ð¸Ð·Ð¼ÐµÐ½ÐµÐ½Ð¸Ð¹ ÑÑÐ¾Ð¸Ð¼Ð¾ÑÑÐ¸ ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ð¸, Ð¾ÑÐ½Ð¾Ð²Ð°Ð½Ð½ÑÐµ Ð½Ð° ÑÑÐ¾ÑÐ°ÑÑÐ¸ÑÐµÑÐºÐ¸Ñ ÑÑÐ°Ð²ÐºÐ°Ñ Ð´Ð¸ÑÐºÐ¾Ð½ÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ // N. (2019). Ð. ÐÑÐºÐ¾Ð² Ð., ; Zhukov, P. In: Ð¤Ð¸Ð½Ð°Ð½ÑÑ: ÑÐµÐ¾ÑÐ¸Ñ Ð¸ Ð¿ÑÐ°ÐºÑÐ¸ÐºÐ°/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2019:i:3:p:35-48. Full description at Econpapers \|\| Download paper
2019	The impact of tick-size reductions in foreign currency futures markets. (2019). Tse, Yiuman ; Martinez, Valeria. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:32-38. Full description at Econpapers \|\| Download paper
2019	Similarities between stock price correlation networks and co-main product networks: Threshold scenarios. (2019). Wang, Yanli ; Liu, Nairong ; Guan, Jianhe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:66-77. Full description at Econpapers \|\| Download paper
2019	Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum. (2019). Kang, Sanghoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:222-230. Full description at Econpapers \|\| Download paper
2019	Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China. (2019). Nie, HE ; Meng, Juan ; He, Luli ; Jiang, Yonghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:626-634. Full description at Econpapers \|\| Download paper
2019	Refinement of the hedging ratio using copula-GARCH models. (2019). RaÃÂ¯s, Hassen ; Rais, Hassen ; Louhichi, Wael. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-019-00133-5. Full description at Econpapers \|\| Download paper
2019	A Continuous Differentiable Wavelet Shrinkage Function for Economic Data Denoising. (2019). He, Xuansen. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9849-y. Full description at Econpapers \|\| Download paper
2019	Sovereign bond return prediction with realized higher moments. (2019). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:53-73. Full description at Econpapers \|\| Download paper
2019	Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains. (2019). Tiwari, Aviral ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201909. Full description at Econpapers \|\| Download paper
2019	Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies. (2019). Ning, YE ; Wang, Yiming ; Han, Chenyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313627. Full description at Econpapers \|\| Download paper
2019	Competition and bank stability in the MENA region: The moderating effect of Islamic versus conventional banks. (2019). Hanifa, Abu ; Mallek, Ray Saadaoui ; Albaity, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:310-325. Full description at Econpapers \|\| Download paper
2019	Financial Inclusion, Mobile Phone Diffusion, and Economic Growth; Evidence from Africa. (2019). Akande, Joseph Olorunfemi ; Chinoda, Tough. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-15. Full description at Econpapers \|\| Download paper
2019	The switching impact of financial stability and economic growth in Qatar: Evidence from an oil-rich country. (2019). Barkat, Karim ; Jarallah, Shaif ; Mrabet, Zouhair ; Alsamara, Mouyad ; Al Samara, Mouyad . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:205-216. Full description at Econpapers \|\| Download paper
2019	The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73. Full description at Econpapers \|\| Download paper
2019	Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications. (2019). Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid ; Kang, Sang Hoon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:283-294. Full description at Econpapers \|\| Download paper
2019	An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets. (2019). Tiwari, Aviral Kumar ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:168-177. Full description at Econpapers \|\| Download paper
2019	Cryptocurrencies and momentum. (2019). Sapkota, Niranjan ; Grobys, Klaus. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:6-10. Full description at Econpapers \|\| Download paper
2019	Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis. (2019). Sensoy, Ahmet ; Yoon, Seong-Min ; Al-Yahyaee, Khamis Hamed ; Lee, Yun-Jung ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:19-25. Full description at Econpapers \|\| Download paper
2019	Bitcoin priceâvolume: A multifractal cross-correlation approach. (2019). Roubaud, David ; Bouri, Elie ; el Alaoui, Marwane . In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306251. Full description at Econpapers \|\| Download paper
2019	What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2019). DÄbrowski, Marek ; Dbrowski, Marek A ; Fijorek, Kamil ; Papie, Monika ; Miech, Sawomir. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201914. Full description at Econpapers \|\| Download paper
2019	The causality between liquidity and volatility in the Polish stock market. (2019). Kliber, Agata ; Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:110-115. Full description at Econpapers \|\| Download paper
2019	Capital Structure and the Profitability-Liquidity Trade-off. (2019). Ikpesu, Fredrick ; Olofin, Sodik Adejonwo ; Omoregie, Osaretin Kayode. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-10. Full description at Econpapers \|\| Download paper
2019	Picking winners to pick your winners: The momentum effect in commodity risk factors. (2019). Osman, Mohamed ; Karathanasopoulos, Andreas ; Mikutowski, Mateusz ; Zaremba, Adam. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306053. Full description at Econpapers \|\| Download paper
2019	Forecasting the market return direction based on a time-varying probability density model. (2019). Peng, Yiqing ; Gu, Wentao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:148:y:2019:i:c:s0040162519310741. Full description at Econpapers \|\| Download paper
2019	Trader differences in Shanghaiâs A-share and B-share markets: Effects on interaction with the Shanghai housing market. (2019). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Wen-Yuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:64:y:2019:i:c:4. Full description at Econpapers \|\| Download paper
2019	Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). Ferreira, Paulo ; Pereira, Hernane Borges ; da Silva, Marcus Fernandes ; de Area, Eder Johson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:86-96. Full description at Econpapers \|\| Download paper
2019	The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices. (2019). Pereira, Der ; Ferreira, Paulo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00642. Full description at Econpapers \|\| Download paper
2019	Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226. Full description at Econpapers \|\| Download paper
2019	Las correlaciones dinÃ¡micas de contagio financiero:Estados Unidos y AmÃ©rica Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:151-168. Full description at Econpapers \|\| Download paper
2019	Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model. (2019). Jienwatcharamongkhol, Viroj ; Uddin, Reaz ; A. M. M. Shahiduzzaman Quoreshi, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:94-:d:237782. Full description at Econpapers \|\| Download paper
2019	The correlation structure in the international stock markets during global financial crisis. (2019). Mei, Dong-Cheng ; Gao, Hai-Ling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312002. Full description at Econpapers \|\| Download paper
2019	Advanced model calibration on bitcoin options. (2019). Schoutens, Wim ; Reyners, Sofie ; Madan, Dilip B. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00002-1. Full description at Econpapers \|\| Download paper
2019	The organizational implications of Brexit. (2019). Moschieri, Caterina ; Blake, Daniel J. In: Journal of Organization Design. RePEc:spr:jorgde:v:8:y:2019:i:1:d:10.1186_s41469-019-0047-8. Full description at Econpapers \|\| Download paper
2019	Economic policy uncertainty: A literature review. (2019). Algharabali, Barrak Ghanim ; Al-Thaqeb, Saud Asaad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300726. Full description at Econpapers \|\| Download paper
2019	The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging. (2019). Demirer, Riza ; Badshah, Ihsan ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303482. Full description at Econpapers \|\| Download paper
2019	Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Demirer, Riza ; Albulescu, Claudiu ; Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388. Full description at Econpapers \|\| Download paper
2019	Flight-to-liquidity: Evidence from Chinas stock market. (2019). Li, Yingxiang ; Zhang, Teng. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:159-181. Full description at Econpapers \|\| Download paper
2019	Tail risk and expected stock returns around the world. (2019). Chen, Lifang ; Zhu, Yanjian ; Long, Huaigang ; Jiang, Yuexiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:162-178. Full description at Econpapers \|\| Download paper
2019	Investor behavior around monetary policy announcements: Evidence from the Korean stock market. (2019). Jimmy, Ji Yeol ; Hong, Dahae ; Park, Keun Woo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:355-362. Full description at Econpapers \|\| Download paper
2019	Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach. (2019). Czudaj, Robert. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:78-145. Full description at Econpapers \|\| Download paper
2019	Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Ji, Qiang. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/092. Full description at Econpapers \|\| Download paper
2019	Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Kumar, Satish ; Ji, Qiang. In: Working Papers. RePEc:exs:wpaper:19/092. Full description at Econpapers \|\| Download paper
2019	Can agricultural commodity prices predict Nigerias inflation?. (2019). Salisu, Afees ; Chiemeke, Charles C ; Tule, Moses K. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:16:y:2019:i:c:s2405851318301107. Full description at Econpapers \|\| Download paper
2019	Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach. (2019). Tiwari, Aviral ; Ji, Qiang ; Raheem, Ibrahim D. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/092. Full description at Econpapers \|\| Download paper
2019	CEO compensation, pay inequality, and the gender diversity of bank board of directors. (2019). Temesvary, Judit ; Owen, Ann. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:276-279. Full description at Econpapers \|\| Download paper
2019	The Effects of Global, Regional, and Local Macroeconomic Events on the Price of the Colombian Castilla Blend. (2019). Perez, Juan Sebastian ; Garzon, Natalia Andrea ; Cayon, Edgardo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-06-15. Full description at Econpapers \|\| Download paper
2019	Leverage and evolving heterogeneous beliefs in a simple agent-based financial market. (2019). Gaffeo, Edoardo. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:272-279. Full description at Econpapers \|\| Download paper
2019	Corporate innovations as institutional anomie: Patent activities and financial performance of the international aerospace industry. (2019). Okada, Hiromu ; Yang, Ann Shawing. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:328-336. Full description at Econpapers \|\| Download paper
2019	The Oil Market Reactions to OPECâs Announcements. (2019). Failler, Pierre ; Dong, Hao ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3238-:d:259961. Full description at Econpapers \|\| Download paper
2019	Optimization of multi-period portfolio model after fitting best distribution. (2019). Jahandideh, Mohammad-Taghi ; Mahmoodi, Safieh ; Kamali, Rezvan. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:44-50. Full description at Econpapers \|\| Download paper
2019	A composition between risk and deviation measures. (2019). Righi, Marcelo Brutti. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2913-0. Full description at Econpapers \|\| Download paper
2019	Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility. (2019). Yamawake, Toshiyuki ; Hodoshima, Jiro. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:74-81. Full description at Econpapers \|\| Download paper
2019	The value of corporate governance: Evidence from the Chinese anti-corruption campaign. (2019). Fu, Yishu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:461-476. Full description at Econpapers \|\| Download paper
2019	Are overconfident executives alike? overconfident executives and compensation structure: Evidence from China. (2019). Li, Mengyu ; Huang, Ying Sophie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:434-449. Full description at Econpapers \|\| Download paper
2019	Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628. Full description at Econpapers \|\| Download paper
2019	Portfolio strategy of International crude oil markets: A study based on multiwavelet denoising-integration MF-DCCA method. (2019). Dai, Yimin ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119314414. Full description at Econpapers \|\| Download paper
2019	Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries. (2019). Ozcelebi, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:498-513. Full description at Econpapers \|\| Download paper
2019	Inflation Targeting and Inflation Risk in Latin America. (2019). Frascaroli, Bruno ; Lacerda, Wellington Charles. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:55:y:2019:i:11:p:2389-2408. Full description at Econpapers \|\| Download paper
2019	Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609. Full description at Econpapers \|\| Download paper
2019	Goodwillâs Accounting Practices in Belgium and Compliance with IAS 36 Required Disclosures. (2019). Colot, Olivier ; Tchatchou, Julius Gael. In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:3:p:139-152. Full description at Econpapers \|\| Download paper
2019	IFRS 9: Initiator of Changes in Management Accounting Processes. (2019). Gornjak, Mojca. In: Management. RePEc:mgt:youmng:v:14:y:2019:i:2:p:95-116. Full description at Econpapers \|\| Download paper
2019	An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:322-335. Full description at Econpapers \|\| Download paper
2019	Macroeconomics Challenges and Resilience of Emerging Market Economies. (2019). Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:26361. Full description at Econpapers \|\| Download paper
2019	The effectiveness of technical trading rules in cryptocurrency markets. (2019). Sensoy, Ahmet ; lucey, brian ; Eraslan, Veysel ; Corbet, Shaen. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:32-37. Full description at Econpapers \|\| Download paper
2019	Cryptocurrencies as financial bubbles: The case of Bitcoin. (2019). Wagner, Niklas ; Kinateder, Harald ; Geuder, Julian. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306846. Full description at Econpapers \|\| Download paper
2019	Do Hierarchical Jumps in CEO Succession Invigorate Innovation? Evidence from Chinese Economy. (2019). Sarfraz, Muddassar ; Fareed, Zeeshan ; Meran, Syed Ghulam ; Qun, Wang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2017-:d:220093. Full description at Econpapers \|\| Download paper
2019	CEO social status and M&A decision making. (2019). Gallagher, Liam ; Plaksina, Yulia ; Dowling, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:282-300. Full description at Econpapers \|\| Download paper
2019	On the Linkage between the Energy Market and Stock Returns: Evidence from Romania. (2019). JoldeÈ, Camelia ; armeanu, dan ; Gherghina, Tefan Cristian. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1463-:d:223779. Full description at Econpapers \|\| Download paper
2019	The Heterogeneous Interconnections between Supply or Demand Side and Oil Risks. (2019). Liu, Yue ; Du, Ziqing ; Liao, Gaoke. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:11:p:2226-:d:238956. Full description at Econpapers \|\| Download paper
2019	Haze, investor attention and Chinas stock markets: Evidence from internet stock forum. (2019). Tao, Lingfeng ; Zhang, Yihao. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318302149. Full description at Econpapers \|\| Download paper
2019	Detecting West Texas Intermediate (WTI) Pricesâ Bubble Periods. (2019). Perifanis, Theodosios. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:14:p:2649-:d:247267. Full description at Econpapers \|\| Download paper
2019	How social movements influence crowdfunding success. (2019). Chi, Thi Huyen ; Hsieh, Ying-Che. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:308-320. Full description at Econpapers \|\| Download paper
2019	The Characteristics of Bulgarian Reward-Based Crowdfunding Campaigns. (2019). Dobreva, Nevena. In: Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series. RePEc:vra:journl:v:8:y:2019:i:1:p:174-182. Full description at Econpapers \|\| Download paper
2019	Invest or regret? An empirical investigation into funding dynamics during the final days of equity crowdfunding campaigns. (2019). Rich, Judith ; Cox, Joe ; Nguyen, Thang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:784-803. Full description at Econpapers \|\| Download paper
2019	Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets. (2019). Townsend, Richard R ; Shue, Kelly. In: NBER Working Papers. RePEc:nbr:nberwo:25751. Full description at Econpapers \|\| Download paper
2019	Deep convolutional autoencoder for cryptocurrency market analysis. (2019). Puzyrev, Vladimir. In: Papers. RePEc:arx:papers:1910.12281. Full description at Econpapers \|\| Download paper
2019	On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index. (2019). Shaikh, Imlak. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1628-:d:214829. Full description at Econpapers \|\| Download paper
2019	Asymmetric monetary policy effects on cryptocurrency markets. (2019). Pham, Huy ; Nguyen, Kien Son ; Vu, Thai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:335-339. Full description at Econpapers \|\| Download paper
2019	Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests. (2019). Chen, Cuiqiong ; Mo, Bin ; Jiang, Yonghong ; Nie, HE. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:234-251. Full description at Econpapers \|\| Download paper
2019	EstimaciÃ³n de la distribuciÃ³n multivariada de los rendimientos de los tipos de cambio contra el dÃ³lar de las criptomonedas Bitcoin, Ripple y Ether. (2019). Nuez, Jose Antonio ; Aragon, Beatriz Mota . In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:3:p:447-457. Full description at Econpapers \|\| Download paper
2019	Forecasting Bitcoin Returns: Is there a Role for the U.S. â China Trade War?. (2019). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201980. Full description at Econpapers \|\| Download paper
2019	Predicting the price of Bitcoin by the most frequent edges of its transaction network. (2019). Kurbucz, Marcell Tamas. In: Economics Letters. RePEc:eee:ecolet:v:184:y:2019:i:c:s0165176519303271. Full description at Econpapers \|\| Download paper
2019	An Analysis of Corporate Social Responsibility and Firm Performance with Moderating Effects of CEO Power and Ownership Structure: A Case Study of the Manufacturing Sector of Pakistan. (2019). Javeed, Sohail Ahmad ; Lefen, Lin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:1:p:248-:d:195308. Full description at Econpapers \|\| Download paper
2019	Chinese Financial Market Investors Attitudes toward Corporate Social Responsibility: Evidence from Mergers and Acquisitions. (2019). Zhang, Meilan ; Li, Minghui. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2615-:d:228785. Full description at Econpapers \|\| Download paper
2019	Corporate social responsibility and M&A uncertainty. (2019). AROURI, Mohamed ; Pukthuanthong, Kuntara ; Gomes, Mathieu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:176-198. Full description at Econpapers \|\| Download paper
2019	Bidder excess control, target overpayment and control contestability: Evidence from France. (2019). Hamza, Taher ; Thraya, Mohamed Firas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:178-190. Full description at Econpapers \|\| Download paper
2019	Does CSR influence M&A target choices?. (2019). Gomes, Mathieu. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:153-159. Full description at Econpapers \|\| Download paper
2019	Corporate social responsibility and M&A uncertainty. (2019). AROURI, Mohamed ; Pukthuanthong, Kuntara ; Gomes, Mathieu. In: Post-Print. RePEc:hal:journl:hal-02056009. Full description at Econpapers \|\| Download paper
2019	Does CSR influence M&A target choices?. (2019). Gomes, Mathieu. In: Post-Print. RePEc:hal:journl:halshs-02007313. Full description at Econpapers \|\| Download paper
2019	Determinants of Personal Financial Literacy among Young Adults in Malaysian Accounting Firms. (2019). Peong, Kwee Kim. In: GATR Journals. RePEc:gtr:gatrjs:gjbssr524. Full description at Econpapers \|\| Download paper
2019	Money laundering and bank risk: evidence from US banks. (2019). Thornton, John ; Uymaz, Yurtsev ; Altunba, Yener. In: Working Papers. RePEc:bng:wpaper:19005. Full description at Econpapers \|\| Download paper
2019	Evaluation of state support programs for small business: A regional aspect. (2019). Kuzmina, Nadehzda N ; Pylaeva, Irina S ; Podshivalova, Mariya V. In: Upravlenets. RePEc:url:upravl:v:10:y:2019:i:1:p:28-39. Full description at Econpapers \|\| Download paper
2019	Credit rating and microfinance lending decisions based on loss given default (LGD). (2019). Wu, BI ; Zhao, Xue ; Shi, Baofeng ; Dong, Yizhe. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:124-129. Full description at Econpapers \|\| Download paper
2019	The Role of Mutual Guarantee Institutions in the Financial Sustainability of New Family-Owned Small Businesses. (2019). Santero, Rosa ; Laguna-Sanchez, Pilar ; Santero-Sanchez, Rosa ; de Castro-Pardo, Monica ; de la Fuente-Cabrero, Concepcion. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6409-:d:286963. Full description at Econpapers \|\| Download paper
2019	Does government support promote SME tax payments? New evidence from Vietnam. (2019). Cuong, Ly Kim ; van Huong, VU. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306159. Full description at Econpapers \|\| Download paper
2019	Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7917. Full description at Econpapers \|\| Download paper
2019	Is Bitcoin a bubble?. (2019). Laurini, MÃÂ¡rcio ; Chaim, Pedro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:222-232. Full description at Econpapers \|\| Download paper
2019	Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Studentâs-t Copulas. (2019). Duc, Toan Luu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:52-:d:218986. Full description at Econpapers \|\| Download paper
2019	Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:53-:d:219083. Full description at Econpapers \|\| Download paper
2019	Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724. Full description at Econpapers \|\| Download paper
2019	Virtual Money Illusion and the Fundamental Value of Non-Fiat Anonymous Digital Payment Methods. (2019). Kerr, Craig ; Hunter, Greg W. In: International Advances in Economic Research. RePEc:kap:iaecre:v:25:y:2019:i:2:d:10.1007_s11294-019-09737-4. Full description at Econpapers \|\| Download paper
2019	Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159. Full description at Econpapers \|\| Download paper
2019	Cryptocurrencies: Dust in the wind?. (2019). Zhou, Jian ; Pantelous, Athanasios A ; Kontosakos, Vasileios E ; Luo, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1063-1079. Full description at Econpapers \|\| Download paper
2019	A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2019). Fantazzini, Dean ; Zimin, Stephan. In: MPRA Paper. RePEc:pra:mprapa:95988. Full description at Econpapers \|\| Download paper
2019	Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. (2019). lucey, brian ; Corbet, Shaen ; Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:68-74. Full description at Econpapers \|\| Download paper
2019	Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply. (2019). Gronwald, Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:86-92. Full description at Econpapers \|\| Download paper
2019	Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:660. Full description at Econpapers \|\| Download paper
2019	Was there a bubble in the ICO market?. (2019). Stolbov, Mikhail. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00673. Full description at Econpapers \|\| Download paper
2019	Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction. (2019). Gurgul, Henryk ; Syrek, Robert ; Duda, Jaroslaw. In: Papers. RePEc:arx:papers:1911.02361. Full description at Econpapers \|\| Download paper
2019	Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange. (2019). Lien, Donald ; Hung, Pi-Hsia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:231-251. Full description at Econpapers \|\| Download paper
2019	Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104. Full description at Econpapers \|\| Download paper
2019	Trade linkages and transmission of oil price fluctuations. (2019). Chang, Youngho ; Rasoulinezhad, Ehsan ; Yoshino, Naoyuki ; Taghizadeh-Hesary, Farhad. In: Energy Policy. RePEc:eee:enepol:v:133:y:2019:i:c:s0301421519304501. Full description at Econpapers \|\| Download paper
2019	Do Environmental Practices Improve Business Performance Even in an Economic Crisis? Extending the Win-Win Perspective. (2019). Lopes, Ana Beatriz ; Roman, Bruno Michel ; Roubaud, David ; Latan, Hengky ; Chiappetta, Charbel Jose. In: Ecological Economics. RePEc:eee:ecolec:v:163:y:2019:i:c:p:189-204. Full description at Econpapers \|\| Download paper
2019	Variations and Influences of Connectedness among US Housing Markets. (2019). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:27-59. Full description at Econpapers \|\| Download paper
2019	Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach. (2019). GUPTA, RANGAN ; Caporin, Massimiliano ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps61. Full description at Econpapers \|\| Download paper
2019	Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; AndrÃÂ©, Christophe ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:201947. Full description at Econpapers \|\| Download paper
2019	Variations and Influences of Connectedness among US Housing Markets. (2019). Lin, Che-Chun ; Tsai, I-Chun ; I-Chun Tsai, . In: International Real Estate Review. RePEc:ire:issued:v:22:n:01:2019:p:27-58. Full description at Econpapers \|\| Download paper
2019	On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Risse, Marian. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:160-169. Full description at Econpapers \|\| Download paper
2019	Family presence, family firm reputation and perceived financial performance: Empirical evidence from the Philippines. (2019). Manalac, Ma Theresa ; Pandey, Shweta ; Santiago, Andrea . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:10:y:2019:i:1:p:49-56. Full description at Econpapers \|\| Download paper
2019	Neighbors matter: Geographical distance and trade timing in the stock market. (2019). Kanniainen, Juho ; Karkkainen, Hannu ; Baltakien, Margarita ; Baltakys, Kstutis. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318304367. Full description at Econpapers \|\| Download paper
2019	The effect of pro-environmental preferences on bond prices: Evidence from green bonds. (2019). Zerbib, Olivier David. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:39-60. Full description at Econpapers \|\| Download paper
2019	The Green Bonds Premium Puzzle: The Role of Issuer Characteristics and Third-Party Verification. (2019). Becchetti, Leonardo ; Manfredonia, Stefano ; Bachelet, Maria Jua. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:4:p:1098-:d:207377. Full description at Econpapers \|\| Download paper
2019	A bibliometric analysis on green finance: Current status, development, and future directions. (2019). Zhang, Dayong ; Managi, Shunsuke. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:425-430. Full description at Econpapers \|\| Download paper
2019	DOES GREEN BONDS PLACEMENT CREATE VALUE FOR FIRMS?. (2019). Chulok, Alexander ; Dranev, Yury ; Baranovskii, Gennady ; Kuchin, Ilia. In: HSE Working papers. RePEc:hig:wpaper:101sti2019. Full description at Econpapers \|\| Download paper
2019	Green Bonds, Corporate Performance, and Corporate Social Responsibility. (2019). Cui, Yadi ; Zhou, Xiaoguang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6881-:d:293789. Full description at Econpapers \|\| Download paper
2019
2019	Can investor sentiment predict the size premium?. (2019). Aharon, David Y ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:10-26. Full description at Econpapers \|\| Download paper
2019	Sentiment contagion analysis of interacting investors: Evidence from Chinaâs stock forum. (2019). Tang, Ye-Ran ; Shi, Yong ; Long, Wen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:246-259. Full description at Econpapers \|\| Download paper
2019	Sparsity and Stability for Minimum-Variance Portfolios. (2019). Steinert, Rick ; Shivarova, Antoniya ; Husmann, Sven . In: Papers. RePEc:arx:papers:1910.11840. Full description at Econpapers \|\| Download paper
2019	Time-varying effects of international copper price shocks on Chinas producer price index. (2019). Hu, Chunyan ; Zhao, Cong ; Wen, Fenghua. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:507-514. Full description at Econpapers \|\| Download paper
2019	Modeling stock market volatility using new HAR-type models. (2019). Lin, Boqiang ; Gong, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:194-211. Full description at Econpapers \|\| Download paper
2019	Forecasting downside risk in Chinaâs stock market based on high-frequency data. (2019). Xie, Nan ; Gong, XU ; Chen, Sicen ; Wang, Zongrun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541. Full description at Econpapers \|\| Download paper
2019
2019	Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. (2019). Xu, Jianjun ; Chen, Rongda. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:379-391. Full description at Econpapers \|\| Download paper
2019	Analysis of regional difference decomposition of changes in energy consumption in China during 1995â2015. (2019). Wen, Fenghua ; Tian, Meiyu ; Wang, Chang ; Liu, Hong. In: Energy. RePEc:eee:energy:v:171:y:2019:i:c:p:1139-1149. Full description at Econpapers \|\| Download paper
2019	Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect. (2019). Gong, XU ; Yang, Cai ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:548-563. Full description at Econpapers \|\| Download paper
2019	Sparse and robust meanâvariance portfolio optimization problems. (2019). Wang, Fei ; Dai, Zhifeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1371-1378. Full description at Econpapers \|\| Download paper
2019	A new online portfolio selection algorithm based on Kalman Filter and anti-correlation. (2019). Zhang, Xiaotao ; Sun, Guofeng ; Chu, Gang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305412. Full description at Econpapers \|\| Download paper
2019	Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market. (2019). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:1-12. Full description at Econpapers \|\| Download paper
2019	OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2019). Yoon, Seong-Min ; Lau, Chi Keung ; Gupta, Rangan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23. Full description at Econpapers \|\| Download paper
2019	Economic News Releases and Financial Markets in South Africa. (2019). Tsagkanos, Athanasios ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:112-:d:285205. Full description at Econpapers \|\| Download paper
2019	Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679. Full description at Econpapers \|\| Download paper
2019	Nonlinear Relationships between Oil Prices and Implied Volatilities: Providing More Valuable Information. (2019). Tsai, Wei ; Liang, Chin-Chia ; Lin, Jeng-Bau. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3906-:d:249371. Full description at Econpapers \|\| Download paper
2019	The Relations of Oil Price Change with Fear Gauges in Global Political and Economic Environment. (2019). Tsai, Wei ; Lin, Jeng-Bau. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:15:p:2982-:d:254115. Full description at Econpapers \|\| Download paper
2019	Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535. Full description at Econpapers \|\| Download paper
2019	Energy and non-energy commodities: An asymmetric approach towards portfolio diversification in the commodity market. (2019). Kumar, Satish ; Eraslan, Veysel ; Bouri, Elie. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:20. Full description at Econpapers \|\| Download paper
2019	Smart network based portfolios. (2019). Hitaj, Asmerilda ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1907.01274. Full description at Econpapers \|\| Download paper
2019	Improving the predictability of the oilâUS stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171. Full description at Econpapers \|\| Download paper
2019	Exchange rates, oil prices and world stock returns. (2019). Sakaki, Hamid ; Mollick, Andre Varella. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:585-602. Full description at Econpapers \|\| Download paper
2019	Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis. (2019). Li, Xiafei ; Qin, Songkun ; Wei, YU ; Zhu, Sha. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:23-29. Full description at Econpapers \|\| Download paper
2019	The impact of social and environmental sustainability on financial performance: A global analysis of the banking sector. (2019). Nagayev, Ruslan ; Dewandaru, Ginanjar ; Ng, Adam ; Nizam, Esma ; Nkoba, Malik Abdulrahman. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:35-53. Full description at Econpapers \|\| Download paper
2019	Does Liquidity Matter on Bank Profitability? Evidence from a Nonlinear Framework for a Large Sample. (2019). HAMDI, Helmi ; HAKIMI, ABDELAZIZ. In: Business and Economics Research Journal. RePEc:ris:buecrj:0374. Full description at Econpapers \|\| Download paper
2019	Capital Flows and the Real Economy. (2019). Zoega, Gylfi ; Raza, Hamid. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:47:y:2019:i:1:d:10.1007_s11293-019-09605-w. Full description at Econpapers \|\| Download paper
2019	Greece and the Western Financial Crisis. (2019). Zoega, Gylfi. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:47:y:2019:i:2:d:10.1007_s11293-019-09614-9. Full description at Econpapers \|\| Download paper
2019	Time-Varying PriceâVolume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195. Full description at Econpapers \|\| Download paper
2019	Does university reputation matter? Evidence from peer-to-peer lending. (2019). Hu, Jinyan ; Li, Jianwen. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:66-77. Full description at Econpapers \|\| Download paper
2019	Complex analytic wavelets in the measurement of macroeconomic risks. (2019). Bruzda, Joanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818302493. Full description at Econpapers \|\| Download paper
2019	Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices. (2019). Ebrahimi, Seyed Babak ; Ghazani, Majid Mirzaee. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:60-68. Full description at Econpapers \|\| Download paper
2019	Internal capabilities, national governance and performance in African firms. (2019). Agyemang, Jacob ; Areneke, Geofry ; Agyei-Boapeah, Henry ; Tunyi, Abongeh A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:18-37. Full description at Econpapers \|\| Download paper
2019
2019	Family firms and access to credit. Is family ownership beneficial?. (2019). Peruzzi, Valentina ; Murro, Pierluigi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:173-187. Full description at Econpapers \|\| Download paper
2019	Capital Structure Adjustments and Asymmetric Information. (2019). Ripamonti, Alexandre . In: MPRA Paper. RePEc:pra:mprapa:96936. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Adachi, Takanori ; Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1902.09253. Full description at Econpapers \|\| Download paper
2019	A bibliometric analysis of Bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:1906.08933. Full description at Econpapers \|\| Download paper
2019	A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957. Full description at Econpapers \|\| Download paper
2019	Deep convolutional autoencoder for cryptocurrency market analysis. (2019). Puzyrev, Vladimir. In: Papers. RePEc:arx:papers:1910.12281. Full description at Econpapers \|\| Download paper
2019	A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2019). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha . In: Papers. RePEc:arx:papers:1912.11166. Full description at Econpapers \|\| Download paper
2019	Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7917. Full description at Econpapers \|\| Download paper
2019	Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks. (2019). Darn, Olivier ; Charles, Amlie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00117. Full description at Econpapers \|\| Download paper
2019	Impacts of China-US trade conflicts on the energy sector. (2019). Zhang, Dayong ; Ji, Qiang ; Kong, Yishu ; Xia, Yan. In: China Economic Review. RePEc:eee:chieco:v:58:y:2019:i:c:s1043951x1930121x. Full description at Econpapers \|\| Download paper
2019	Nonlinear dependence in cryptocurrency markets. (2019). Laurini, MÃÂ¡rcio ; Chaim, Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:32-47. Full description at Econpapers \|\| Download paper
2019	Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120. Full description at Econpapers \|\| Download paper
2019	Rise and fall of calendar anomalies over a century. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:181-205. Full description at Econpapers \|\| Download paper
2019	Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56. Full description at Econpapers \|\| Download paper
2019	A brief survey on the choice of parameters for: âKernel density estimation for time series dataâ. (2019). Oneill, Robert ; Semeyutin, Artur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304376. Full description at Econpapers \|\| Download paper
2019	Independent directors, CEO career concerns, and firm innovation: Evidence from China. (2019). Fu, Yishu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305813. Full description at Econpapers \|\| Download paper
2019	Valuation of new-designed contracts for catastrophe risk management. (2019). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301032. Full description at Econpapers \|\| Download paper
2019	High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093. Full description at Econpapers \|\| Download paper
2019	Cryptocurrencies and momentum. (2019). Sapkota, Niranjan ; Grobys, Klaus. In: Economics Letters. RePEc:eee:ecolet:v:180:y:2019:i:c:p:6-10. Full description at Econpapers \|\| Download paper
2019	The role of uncertainty measures on the returns of gold. (2019). GÃÂ¶zgÃÂ¶r, Giray ; Yarovaya, Larisa ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398. Full description at Econpapers \|\| Download paper
2019	Bitcoin price forecasting with neuro-fuzzy techniques. (2019). Pasiouras, Fotios ; Zopounidis, Constantin ; Atsalaki, Ioanna G ; Atsalakis, George S. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:770-780. Full description at Econpapers \|\| Download paper
2019	Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376. Full description at Econpapers \|\| Download paper
2019	How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119. Full description at Econpapers \|\| Download paper
2019	Driving factors of CO2 emissions and inequality characteristics in China: A combined decomposition approach. (2019). Chen, Jiandong ; Song, Malin ; Huang, Shuo ; Cui, Lianbiao ; Xu, Chong. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:589-597. Full description at Econpapers \|\| Download paper
2019	Testing the oil price efficiency using various measures of long-range dependence. (2019). Tiwari, Aviral ; Roubaud, David ; Pathak, Rajesh. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303421. Full description at Econpapers \|\| Download paper
2019	The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets. (2019). Song, Yingjie ; Geng, Jiang-Bo ; Du, Ya-Juan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303597. Full description at Econpapers \|\| Download paper
2019	Global overview of crude oil use: From source to sink through inter-regional trade. (2019). Chen, G Q ; Wu, X F. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:476-486. Full description at Econpapers \|\| Download paper
2019	Trans-ASEAN gas pipeline and ASEAN gas market integration: Insights from a scenario analysis. (2019). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:83-95. Full description at Econpapers \|\| Download paper
2019	Does gender inequality affect household green consumption behaviour in China?. (2019). Ji, Qiang ; Zhang, Dayong ; Li, Jiajia. In: Energy Policy. RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519306585. Full description at Econpapers \|\| Download paper
2019	Futures hedging in crude oil markets: A comparison between minimum-variance and minimum-risk frameworks. (2019). Wang, Yudong ; Meng, Fanyi ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:181:y:2019:i:c:p:815-826. Full description at Econpapers \|\| Download paper
2019	Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Nicoleta-Claudia, MOLDOVAN ; Tao, Ran ; Khan, Khalid ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974. Full description at Econpapers \|\| Download paper
2019	Cryptocurrencies 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. Full description at Econpapers \|\| Download paper
2019	Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159. Full description at Econpapers \|\| Download paper
2019	The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242. Full description at Econpapers \|\| Download paper
2019	Forecasting stock returns with cycle-decomposed predictors. (2019). Ma, Feng ; Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:250-261. Full description at Econpapers \|\| Download paper
2019	CEO social status and M&A decision making. (2019). Gallagher, Liam ; Plaksina, Yulia ; Dowling, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:282-300. Full description at Econpapers \|\| Download paper
2019	Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Lin, Jia-Juan ; Zhang, Yue-Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387. Full description at Econpapers \|\| Download paper
2019	Intraday price behavior of cryptocurrencies. (2019). Zeng, LI ; Miller, Jonathan ; McInish, Thomas ; Hu, Bill. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:337-342. Full description at Econpapers \|\| Download paper
2019	The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; GÃÂ¶zgÃÂ¶r, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82. Full description at Econpapers \|\| Download paper
2019	Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis. (2019). Li, Xiafei ; Qin, Songkun ; Wei, YU ; Zhu, Sha. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:23-29. Full description at Econpapers \|\| Download paper
2019	Hedging bitcoin with other financial assets. (2019). Mitra, Subrata K ; Pal, Debdatta. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:30-36. Full description at Econpapers \|\| Download paper
2019	Media attention and Bitcoin prices. (2019). Guesmi, Khaled ; Goutte, StÃÂ©phane ; Philippas, Dionisis ; Rjiba, Hatem. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:37-43. Full description at Econpapers \|\| Download paper
2019	Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective. (2019). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:1-18. Full description at Econpapers \|\| Download paper
2019	The asymmetric high-frequency volatility transmission across international stock markets. (2019). Wang, Shengquan ; Luo, Jiawen. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:104-109. Full description at Econpapers \|\| Download paper
2019	An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibaez, Oscar ; Aslanidis, Nektarios. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:130-137. Full description at Econpapers \|\| Download paper
2019	Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145. Full description at Econpapers \|\| Download paper
2019	The effectiveness of technical trading rules in cryptocurrency markets. (2019). Sensoy, Ahmet ; lucey, brian ; Eraslan, Veysel ; Corbet, Shaen. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:32-37. Full description at Econpapers \|\| Download paper
2019	Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume. (2019). Liu, Zhangxin ; Godfrey, Keith ; Cahill, Daniel ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:78-92. Full description at Econpapers \|\| Download paper
2019	From financial markets to Bitcoin markets: A fresh look at the contagion effect. (2019). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:93-97. Full description at Econpapers \|\| Download paper
2019	The way to induce private participation in green finance and investment. (2019). Yoshino, Naoyuki ; Taghizadeh-Hesary, Farhad. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:98-103. Full description at Econpapers \|\| Download paper
2019	Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash. (2019). Hassan, Arshad ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s154461231930683x. Full description at Econpapers \|\| Download paper
2019	Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2018

Year	Citing document
2018	Revisiting the Finance-Inequality Nexus in a Panel of African Countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: Research Africa Network Working Papers. RePEc:abh:wpaper:18/014. Full description at Econpapers \|\| Download paper
2018	Revisiting the Finance-Inequality Nexus in a Panel of African Countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: AFEA Working Papers. RePEc:afe:wpaper:18/012. Full description at Econpapers \|\| Download paper
2018	Revisiting the Finance-Inequality Nexus in a Panel of African Countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:18/014. Full description at Econpapers \|\| Download paper
2018	Bitcoin price and its marginal cost of production: support for a fundamental value. (2018). Hayes, Adam. In: Papers. RePEc:arx:papers:1805.07610. Full description at Econpapers \|\| Download paper
2018	Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250. Full description at Econpapers \|\| Download paper
2018	CRYPTOâCURRENCIES â AN INTRODUCTION TO NOTâSOâFUNNY MONEYS. (2018). Smith, Christie ; Kumar, Aaron. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:5:p:1531-1559. Full description at Econpapers \|\| Download paper
2018	Managerial Compensation and Stock Price Manipulation. (2018). Schroth, Josef. In: Journal of Accounting Research. RePEc:bla:joares:v:56:y:2018:i:5:p:1335-1381. Full description at Econpapers \|\| Download paper
2018	La inclusiÃ³n financiera en Sincelejo (Colombia). Un modelo economÃ©trico probit.. (2018). Anaya, Alfredo R ; Romero, Yaneth Patricia. In: REVISTA ECOS DE ECONOMÃA. RePEc:col:000442:016366. Full description at Econpapers \|\| Download paper
2018	Could this be a fiction? Bitcoin forecasts most tradable currency pairs better than ARFIMA. (2018). Salisu, Afees ; Azeez, Rasheed ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0051. Full description at Econpapers \|\| Download paper
2018	Predicting the stock prices of G7 countries with Bitcoin prices. (2018). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: Working Papers. RePEc:cui:wpaper:0054. Full description at Econpapers \|\| Download paper
2018	The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056. Full description at Econpapers \|\| Download paper
2018	Revisiting The Finance-Inequality Nexus in a Panel of African Countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: Working Papers 1. RePEc:dbn:wps208:3001. Full description at Econpapers \|\| Download paper
2018	European quanto option pricing in presence of liquidity risk. (2018). Li, Zhe ; Liu, Yong-Jun ; Zhang, Wei-Guo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:230-244. Full description at Econpapers \|\| Download paper
2018	What causes the attention of Bitcoin?. (2018). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44. Full description at Econpapers \|\| Download paper
2018	How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets. (2018). Dyhrberg, Anne H ; Svec, Jiri ; Foley, Sean. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:140-143. Full description at Econpapers \|\| Download paper
2018	The impact of Tether grants on Bitcoin. (2018). Wei, Wang Chun. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:19-22. Full description at Econpapers \|\| Download paper
2018	Booms, 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. Full description at Econpapers \|\| Download paper
2018	Optimal vs naÃ¯ve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96. Full description at Econpapers \|\| Download paper
2018	Bitcoin FuturesâWhat 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. Full description at Econpapers \|\| Download paper
2018	Volatility and return jumps in bitcoin. (2018). Laurini, MÃÂ¡rcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163. Full description at Econpapers \|\| Download paper
2018	A new approach to financial integration and market income inequality. (2018). Inekwe, John ; Valenzuela, Maria Rebecca ; Jin, YI. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:134-147. Full description at Econpapers \|\| Download paper
2018	Analyzing volatility transmission using group transfer entropy. (2018). Dimpfl, Thomas ; Peter, Franziska J. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:368-376. Full description at Econpapers \|\| Download paper
2018	Uncovering 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. Full description at Econpapers \|\| Download paper
2018	Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486. Full description at Econpapers \|\| Download paper
2018	Bitcoin is not the New Gold â 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. Full description at Econpapers \|\| Download paper
2018	Volatility 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. Full description at Econpapers \|\| Download paper
2018	Time-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. Full description at Econpapers \|\| Download paper
2018	Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). GÃÂ¶zgÃÂ¶r, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149. Full description at Econpapers \|\| Download paper
2018	Safety promise, moral hazard and financial supervision: Evidence from peer-to-peer lending. (2018). Zhu, Zongyuan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:1-5. Full description at Econpapers \|\| Download paper
2018	Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227. Full description at Econpapers \|\| Download paper
2018	Semi-strong efficiency of Bitcoin. (2018). IbÃÂ¡ÃÂ±ez, Ana ; Ibaez, Ana ; Vidal-Tomas, David. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:259-265. Full description at Econpapers \|\| Download paper
2018	Accounting discretion and executive cash compensation: An empirical investigation of corporate governance, credit ratings and firm value. (2018). Iatridis, George Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:29-49. Full description at Econpapers \|\| Download paper
2018	Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Stone, Anna-Leigh ; Chiu, Ching-Wai ; Jack, Chak Hung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90. Full description at Econpapers \|\| Download paper
2018	Whether the fluctuation of Chinaâs financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040. Full description at Econpapers \|\| Download paper
2018	Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647. Full description at Econpapers \|\| Download paper
2018	Quantifying 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. Full description at Econpapers \|\| Download paper
2018	Oil prices and unemployment in the UK before and after the crisis: A Bayesian VAR approach. A note. (2018). OrdÃÂ³ÃÂ±ez, Javier ; Cuestas, Juan ; Ordoez, Javier. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:200-207. Full description at Econpapers \|\| Download paper
2018	The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670. Full description at Econpapers \|\| Download paper
2018	Revisiting the finance-inequality nexus in a panel of African countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:399-419. Full description at Econpapers \|\| Download paper
2018	Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets. (2018). Vo, Duc ; McAleer, Michael ; Van, L. T.-H., . In: Econometric Institute Research Papers. RePEc:ems:eureir:113132. Full description at Econpapers \|\| Download paper
2018	An Analysis of Bitcoinâs Price Dynamics. (2018). Kjarland, Frode ; Oust, Are ; Krogstad, Erlend A ; Khazal, Aras. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:63-:d:175742. Full description at Econpapers \|\| Download paper
2018	Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?. (2018). Trabelsi, Nader. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:66-:d:177661. Full description at Econpapers \|\| Download paper
2018	Chinaâs Outward FDI in Indonesia: Spatial Patterns and Determinants. (2018). Fu, YU ; Wang, Tao ; Supriyadi, Agus. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4632-:d:188376. Full description at Econpapers \|\| Download paper
2018	Is the Development of Chinaâs Financial Inclusion Sustainable? Evidence from a Perspective of Balance. (2018). Zhu, Bao ; He, Jing ; Zhai, Shiting. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1200-:d:141288. Full description at Econpapers \|\| Download paper
2018	Impacts 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. Full description at Econpapers \|\| Download paper
2018	A Systematic Review of Smart Real Estate Technology: Drivers of, and Barriers to, the Use of Digital Disruptive Technologies and Online Platforms. (2018). Ullah, Fahim ; Wang, Changxin . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3142-:d:167479. Full description at Econpapers \|\| Download paper
2018	A High-Frequency Analysis of Bitcoin Markets. (2018). Theissen, Erik ; Mestel, Roland ; Riordan, Ryan ; Brauneis, Alexander. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2018-06. Full description at Econpapers \|\| Download paper
2018	Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test. (2018). Erdas, Mehmet Levent ; Caglar, Abdullah Emre. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2018:v:9:p:27-45. Full description at Econpapers \|\| Download paper
2018	The 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. Full description at Econpapers \|\| Download paper
2018	Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL. (2018). Masih, Abul ; Abu-Bakar, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:87569. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2017

Year	Citing document
2017	Bitcoin as digital money: Its growth and future sustainability. (2017). Sahoo, Pradipta Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:53-64. Full description at Econpapers \|\| Download paper
2017	Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2017). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:135. Full description at Econpapers \|\| Download paper
2017	Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308. Full description at Econpapers \|\| Download paper
2017	Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan. In: Papers. RePEc:arx:papers:1706.01437. Full description at Econpapers \|\| Download paper
2017	The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284. Full description at Econpapers \|\| Download paper
2017	Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach. (2017). Tarnopolski, Mariusz . In: Papers. RePEc:arx:papers:1707.03746. Full description at Econpapers \|\| Download paper
2017	Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.07977. Full description at Econpapers \|\| Download paper
2017	Value-at-Risk and Expected Shortfall for the major digital currencies. (2017). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:1708.09343. Full description at Econpapers \|\| Download paper
2017	The inefficiency of Bitcoin revisited: a dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:1709.08090. Full description at Econpapers \|\| Download paper
2017	Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis. (2017). Kanniainen, Juho ; Rasanen, Esa ; Kim, Jiyeong ; Magris, Martin. In: Papers. RePEc:arx:papers:1711.03534. Full description at Econpapers \|\| Download paper
2017	Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009. Full description at Econpapers \|\| Download paper
2017	Herd Behavior and Rational Expectations: A Test of Chinaâs Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85. Full description at Econpapers \|\| Download paper
2017	Stability and Economic Performance of the Inflation-Targeting Policy Facing the Crisis. (2017). Aguir, Abdelkader. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-53. Full description at Econpapers \|\| Download paper
2017	The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230. Full description at Econpapers \|\| Download paper
2017	Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81. Full description at Econpapers \|\| Download paper
2017	What drives the sensitivity of limit order books to company announcement arrivals?. (2017). Siikanen, Milla ; Luoma, Arto ; Kanniainen, Juho. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:65-68. Full description at Econpapers \|\| Download paper
2017	The inefficiency of Bitcoin revisited: A dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:1-4. Full description at Econpapers \|\| Download paper
2017	Economic policy uncertainty and cash holdings: Evidence from BRIC countries. (2017). Demir, Ender ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:189-200. Full description at Econpapers \|\| Download paper
2017	Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. (2017). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:315-327. Full description at Econpapers \|\| Download paper
2017	Oil 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. Full description at Econpapers \|\| Download paper
2017	Oil and stock market momentum. (2017). Demirer, Riza ; Cheng, Chiao-Ming . In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:151-159. Full description at Econpapers \|\| Download paper
2017	Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131. Full description at Econpapers \|\| Download paper
2017	Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Assaf, Ata ; Jammazi, Rania. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30. Full description at Econpapers \|\| Download paper
2017	Dynamic correlation of precious metals and flight-to-quality in developed markets. (2017). Klein, Tony. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:283-290. Full description at Econpapers \|\| Download paper
2017	Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95. Full description at Econpapers \|\| Download paper
2017	Can investors gain from investing in certain sectors?. (2017). Narayan, Seema ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177. Full description at Econpapers \|\| Download paper
2017	Volatility of commodity futures prices and market-implied inflation expectations. (2017). Orlowski, Lucjan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:133-141. Full description at Econpapers \|\| Download paper
2017	The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:81-87. Full description at Econpapers \|\| Download paper
2017	The impact of mergers and acquisitions on shareholders wealth in the logistics service industry. (2017). Tielmann, Artur ; Ries, Jorg M ; Kiesel, Florian. In: International Journal of Production Economics. RePEc:eee:proeco:v:193:y:2017:i:c:p:781-797. Full description at Econpapers \|\| Download paper
2017	Reprint of âThe impact of mergers and acquisitions on shareholders wealth in the logistics service industryâ. (2017). Kiesel, Florian ; Tielmann, Artur ; Ries, Jorg M. In: International Journal of Production Economics. RePEc:eee:proeco:v:194:y:2017:i:c:p:261-277. Full description at Econpapers \|\| Download paper
2017	True or spurious long memory in European non-EMU currencies. (2017). Walther, Thomas ; Piontek, Krzysztof ; Thu, Hien Pham ; Klein, Tony. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:217-230. Full description at Econpapers \|\| Download paper
2017	Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly. (2017). Wong, Wing-Keung ; Guo, Xu ; Jiang, Xuejun. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:38-:d:115667. Full description at Econpapers \|\| Download paper
2017	Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098. Full description at Econpapers \|\| Download paper
2017	Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01480031. Full description at Econpapers \|\| Download paper
2017	The Bitcoin price formation: Beyond the fundamental sources. (2017). bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:hal:wpaper:hal-01548710. Full description at Econpapers \|\| Download paper
2017	Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01567277. Full description at Econpapers \|\| Download paper
2017	PÃ©nzÃ¼gyi hÃ¡lÃ³zatok mag-perifÃ©ria szerkezete. A magyar bankkÃ¶zi fedezetlen hitelek piaca, 2003-2012. (2017). DÃÂ¶mÃÂ¶tÃÂ¶r, Barbara ; Berlinger, Edina ; Vadasz, Tamas ; Daroczi, Gergely ; Domotor, Barbara. In: KÃ¶zgazdasÃ¡gi Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1734. Full description at Econpapers \|\| Download paper
2017	Does family ownership structure affect investment-cash flow sensitivity? Evidence from Italian SMEs. (2017). Peruzzi, Valentina. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc16. Full description at Econpapers \|\| Download paper
2017	Family firms and access to credit. Is family ownership beneficial?. (2017). Peruzzi, Valentina ; Murro, Pierluigi. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc23. Full description at Econpapers \|\| Download paper
2017	Fiscal Rules. (2017). TÃÂ³th, Csaba ; Berta, David. In: MNB Handbook. RePEc:mnb:handbk:v:2:y:2017:i:14:p:60. Full description at Econpapers \|\| Download paper
2017	Kappa ratios and (higher-order) stochastic dominance. (2017). Wong, Wing-Keung ; Xu, Qunfang ; Niu, Cuizhen. In: Risk Management. RePEc:pal:risman:v:19:y:2017:i:3:d:10.1057_s41283-017-0020-1. Full description at Econpapers \|\| Download paper
2017	Discerning lead-lag between fear index and realized volatility. (2017). Masih, Abul ; Wahab, Fatin Farhana . In: MPRA Paper. RePEc:pra:mprapa:79433. Full description at Econpapers \|\| Download paper
2017	Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752. Full description at Econpapers \|\| Download paper
2017	Own or inherited? The effect of national fiscal rules after changes of government. (2017). TÃÂ³th, Csaba. In: MPRA Paper. RePEc:pra:mprapa:81178. Full description at Econpapers \|\| Download paper
2017	The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis. (2017). Masih, Mansur ; Cikiryel, Burak. In: MPRA Paper. RePEc:pra:mprapa:95681. Full description at Econpapers \|\| Download paper
2017	Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach. (2017). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201729. Full description at Econpapers \|\| Download paper
2017	Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Wang, Shixuan ; Roubaud, David ; Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201750. Full description at Econpapers \|\| Download paper
2017	Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices. (2017). Shahbaz, Muhammad ; GUPTA, RANGAN ; Bouri, Elie ; Lahiani, Amine. In: Working Papers. RePEc:pre:wpaper:201760. Full description at Econpapers \|\| Download paper
2017	Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201767. Full description at Econpapers \|\| Download paper
2017	The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). Suleman, Tahir ; GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201774. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2016

Year	Citing document
2016	Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016. (2016). Menezes, Rui ; Bentes, Sonia . In: Papers. RePEc:arx:papers:1610.00259. Full description at Econpapers \|\| Download paper
2016	Non-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. Full description at Econpapers \|\| Download paper
2016	Dependency analysis between Bitcoin and selected global currencies. (2016). Szetela, Beata ; Gedek, Stanislaw ; Mentel, Grzegorz . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:133-144. Full description at Econpapers \|\| Download paper
2016	International investment positions revisited: Investor heterogeneity and individual security characteristics. (2016). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:531. Full description at Econpapers \|\| Download paper
2016	Gold 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. Full description at Econpapers \|\| Download paper
2016	International sign predictability of stock returns: The role of the United States. (2016). PÃÂ¶nkÃÂ¤, Harri ; Nyberg, Henri ; Ponka, Harri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:323-338. Full description at Econpapers \|\| Download paper
2016	On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334. Full description at Econpapers \|\| Download paper
2016	The inefficiency of Bitcoin. (2016). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:80-82. Full description at Econpapers \|\| Download paper
2016	Impact of terrorist attacks on stock market volatility in emerging markets. (2016). Nechi, Salem ; Mnasri, Ayman. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:184-202. Full description at Econpapers \|\| Download paper
2016	Alternative 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. Full description at Econpapers \|\| Download paper
2016	The impact of the French securities transaction tax on market liquidity and volatility. (2016). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:166-178. Full description at Econpapers \|\| Download paper
2016	Are stock markets really efficient? Evidence of the adaptive market hypothesis. (2016). Urquhart, Andrew ; McGroarty, Frank. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:39-49. Full description at Econpapers \|\| Download paper
2016	Media 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. Full description at Econpapers \|\| Download paper
2016	Identifying portfolio-based systematic risk factors in equity markets. (2016). Grobys, Klaus ; Haga, Jesper. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:88-92. Full description at Econpapers \|\| Download paper
2016	The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market. (2016). Luo, Xingguo ; Ye, Zinan ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:105-111. Full description at Econpapers \|\| Download paper
2016	Almost stochastic dominance for risk averters and risk seeker. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:15-21. Full description at Econpapers \|\| Download paper
2016	Dynamic 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. Full description at Econpapers \|\| Download paper
2016	Integral representation of vega for American put options. (2016). Zhang, Ning ; Liu, Yanchu ; Cui, Zhenyu. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:204-208. Full description at Econpapers \|\| Download paper
2016	On the weight sign of the global minimum variance portfolio. (2016). Chiu, Wan-Yi ; Jiang, Ching-Hai. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:241-246. Full description at Econpapers \|\| Download paper
2016	How do Chinas oil markets affect other commodity markets both domestically and internationally?. (2016). Ji, Qiang ; Fan, Ying. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:247-254. Full description at Econpapers \|\| Download paper
2016	The risk in capital controls. (2016). Gkillas (Gillas), Konstantinos ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:261-266. Full description at Econpapers \|\| Download paper
2016	Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models. (2016). Ben Cheikh, Nidhaleddine ; ben Hmiden, Oussama . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:273-278. Full description at Econpapers \|\| Download paper
2016	Pricing vulnerable options with stochastic default barriers. (2016). Wang, Xingchun. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:305-313. Full description at Econpapers \|\| Download paper
2016	Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; GÃÂ¶zgÃÂ¶r, 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. Full description at Econpapers \|\| Download paper
2016	Are UK industries resilient in dealing with uncertainty? The case of Brexit. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01880322. Full description at Econpapers \|\| Download paper
2016	Bank risk shifting and diversification in an emerging market. (2016). Vo, Xuan Vinh ; Batten, Jonathan. In: Risk Management. RePEc:pal:risman:v:18:y:2016:i:4:d:10.1057_s41283-016-0008-2. Full description at Econpapers \|\| Download paper
2016	Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; ChuliÃÂ¡, Helena ; Chulia, Helena. In: Working Papers. RePEc:pre:wpaper:201656. Full description at Econpapers \|\| Download paper
2016	Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Bonato, Matteo ; Apergis, Nicholas ; Kyei, Clement. In: Working Papers. RePEc:pre:wpaper:201671. Full description at Econpapers \|\| Download paper
2016	Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach. (2016). Suleman, Tahir ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201675. Full description at Econpapers \|\| Download paper
2016	The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach. (2016). Wohar, Mark ; Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201686. Full description at Econpapers \|\| Download paper
2016	Does 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. Full description at Econpapers \|\| Download paper
2016	The Relation between Return and Volatility in ETFs Traded in Borsa Istanbul: Is there any Difference between Islamic and Conventional ETFs?. (2016). Hassan, M. Kabir ; Kayhana, Selim ; Bayatb, Tayfur . In: Islamic Economic Studies. RePEc:ris:isecst:0157. Full description at Econpapers \|\| Download paper
2016	Are UK industries resilient in dealing with uncertainty? The case of Brexit. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:tac:wpaper:2016-2017_3. Full description at Econpapers \|\| Download paper
2016	On the relationship among efficiency, capitalization and risk: does management matter in local banking market?. (2016). Zotti, Roberto ; Barra, Cristian ; Bimonte, Giovanna . In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:41:p:3912-3934. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Finance Research Letters / Elsevier	27	658
2	Papers / arXiv.org	54	211
3	Physica A: Statistical Mechanics and its Applications / Elsevier	54	166
4	International Review of Financial Analysis / Elsevier	36	161
5	Research in International Business and Finance / Elsevier	24	159
6	MPRA Paper / University Library of Munich, Germany	90	111
7	The North American Journal of Economics and Finance / Elsevier	33	96
8	Working Papers / University of Pretoria, Department of Economics	17	86
9	Journal of International Financial Markets, Institutions and Money / Elsevier	49	78
10	Sustainability / MDPI, Open Access Journal	31	74
11	Energy Economics / Elsevier	118	72