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Citation Profile [Updated: 2020-01-06 15:15:11]
5 Years H
7
Impact Factor
0.44
5 Years IF
0.37
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.08 0 0 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 0.05
1995 0 0.19 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 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.28 0 0 0 0 0 0 0 0 0 0 0.14
2000 0 0.33 0 0 0 0 0 0 0 0 0 0 0.15
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.38 0 0 0 0 0 0 0 0 0 0 0.21
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.2
2004 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.21
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 5 5 7 0 0 0 0 0 0.21
2009 0 0.44 0 0 5 10 16 0 5 5 0 0 0.21
2010 0.1 0.43 0.07 0.1 5 15 4 1 1 10 1 10 1 1 100 0 0.18
2011 0 0.46 0.1 0 5 20 3 3 10 15 0 0 0.21
2012 0 0.47 0.04 0.05 5 25 14 1 4 10 20 1 0 0 0.19
2013 0 0.53 0.03 0.04 4 29 2 1 5 10 25 1 0 0 0.22
2014 0 0.55 0.05 0.04 10 39 21 2 7 9 24 1 0 0 0.22
2015 0 0.56 0.14 0.17 20 59 45 7 15 14 29 5 0 0 0.21
2016 0.43 0.57 0.31 0.39 16 75 14 23 38 30 13 44 17 0 2 0.13 0.2
2017 0.44 0.59 0.33 0.42 26 101 52 33 71 36 16 55 23 0 3 0.12 0.21
2018 0.71 0.75 0.5 0.86 91 192 42 95 167 42 30 76 65 6 6.3 11 0.12 0.3
2019 0.44 0.39 0.37 158 350 44 136 303 117 51 163 61 32 23.5 56 0.35
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12017GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895.

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32
22015The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108.

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20
32014International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901.

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17
42017A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126.

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14
52015Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467.

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11
62009China’s Stock Market Integration with a Leading Power and a Close Neighbor. (2009). Wong, Wing-Keung ; Heng, Chen ; YI, ZHENG . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:38-74:d:28328.

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8
72015Inflation and Speculation in a Dynamic Macroeconomic Model. (2015). Nguyen-Huu, Adrien ; Grasselli, Matheus R. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:285-310:d:52143.

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8
82012Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410.

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7
92016Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448.

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7
102012Stock Returns and Risk: Evidence from Quantile. (2012). Li, Jiandong ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408.

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7
112018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

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7
122019What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223.

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6
132018Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255.

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5
142009Corporate Risk Disclosure and Corporate Governance. (2009). Lajili, Kaouthar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:94-117:d:28365.

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5
152017On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525.

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4
162018Ensemble Learning or Deep Learning? Application to Default Risk Analysis. (2018). Hamori, Shigeyuki ; Watanabe, Chikara ; Murakami, Yuji ; Kume, Takahiro ; Kawai, Minami. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:12-:d:134731.

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4
172008Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:1-40:d:28255.

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4
1820194
192019A 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.

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4
202016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:-:d:64713.

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3
212018Greenhouse Emissions and Productivity Growth. (2018). Stengos, Thanasis ; KALAITZIDAKIS, PANTELIS ; Mamuneas, Theofanis P. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:38-:d:156902.

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3
222019Do Traditional Financial Distress Prediction Models Predict the Early Warning Signs of Financial Distress?. (2019). Serrasqueiro, Zelia ; Ashraf, Sumaira. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:55-:d:219945.

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3
232019Herding in Smart-Beta Investment Products. (2019). Schenk-Hoppé, Klaus ; Krkoska, Eduard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:47-:d:215980.

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3
242009Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital. (2009). Inanoglu, Hulusi ; Jacobs, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:118-189:d:28366.

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3
252018An Analysis of Bitcoin’s 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.

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3
262016Application of Vine Copulas to Credit Portfolio Risk Modeling. (2016). Geidosch, Marco ; Fischer, Matthias. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:4-:d:71610.

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3
272016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2:d:64713.

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3
282018Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664.

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3
292015Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information. (2015). Fiedor, Paweł ; You, Tao . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:266-284:d:50474.

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3
302019What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231.

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3
312016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2-:d:64713.

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3
322018Exchange Rate Effects on International Commercial Trade Competitiveness. (2018). Bostan, Ionel ; Firtescu, Bogdan-Narcis ; Toderacu, Carmen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:19-:d:140015.

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3
332019Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan. (2019). Malik, Ali ; Tariq, Gulzara ; Yao, Hongxing ; Haris, Muhammad ; Javaid, Hafiz Mustansar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:56-:d:220009.

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3
342013Testing for a Single-Factor Stochastic Volatility in Bivariate Series. (2013). Kobayashi, Masahito ; Chiba, Masaru . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:31-61:d:31492.

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3
352017Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310.

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3
362014Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458.

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3
372019Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country. (2019). VO, ANH ; Zhang, Zhaoyong. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:12-:d:196107.

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2
382015Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812.

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2
392017Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors. (2017). Nesmith, Travis ; Oh, Dong Hwan ; Dobrev, Dobrislav. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:5-:d:89239.

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2
402010Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets. (2010). Pinho, Carlos ; Madaleno, Mara. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:3:y:2010:i:1:p:26-62:d:28368.

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2
412010Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness. (2010). Madan, Dilip B.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:3:y:2010:i:1:p:1-25:d:28367.

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2
422008Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon. (2008). Marriott, Luke ; Dewally, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:41-76:d:28294.

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2
432011Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors. (2011). Fu, Man ; Bidarkota, Prasad V.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:97-132:d:28375.

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2
442019Expectations for Statistical Arbitrage in Energy Futures Markets. (2019). Nakajima, Tadahiro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:14-:d:197788.

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2
452008Financial Distress Comparison Across Three Global Regions. (2008). Platt, Harlan D.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:129-162:d:28326.

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2
462011A Pseudo-Bayesian Model for Stock Returns In Financial Crises. (2011). Wong, Wing-Keung ; Siu, Tak Kuen ; Fung, Eric S. ; Lam, Kin . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:43-73:d:28373.

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2
472019On Tuning Parameter Selection in Model Selection and Model Averaging: A Monte Carlo Study. (2019). Sun, Yiguo ; Xiao, Hui. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:109-:d:243056.

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1
4820191
492018Are 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.

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1
502019A Cointegration of the Exchange Rate and Macroeconomic Fundamentals: The Case of the Indonesian Rupiah vis-á-vis Currencies of Primary Trade Partners. (2019). Shi, Kai ; Salim, Agus. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:87-:d:230690.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895.

Full description at Econpapers || Download paper

32
22017A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126.

Full description at Econpapers || Download paper

14
32014International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901.

Full description at Econpapers || Download paper

12
42015The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108.

Full description at Econpapers || Download paper

10
52018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629.

Full description at Econpapers || Download paper

7
62015Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467.

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6
72019What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223.

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6
82009China’s Stock Market Integration with a Leading Power and a Close Neighbor. (2009). Wong, Wing-Keung ; Heng, Chen ; YI, ZHENG . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:38-74:d:28328.

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6
92015Inflation and Speculation in a Dynamic Macroeconomic Model. (2015). Nguyen-Huu, Adrien ; Grasselli, Matheus R. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:285-310:d:52143.

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5
102018Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255.

Full description at Econpapers || Download paper

5
1120194
122019A 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.

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4
132018Ensemble Learning or Deep Learning? Application to Default Risk Analysis. (2018). Hamori, Shigeyuki ; Watanabe, Chikara ; Murakami, Yuji ; Kume, Takahiro ; Kawai, Minami. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:12-:d:134731.

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4
142018Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664.

Full description at Econpapers || Download paper

3
152016Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448.

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3
162016Application of Vine Copulas to Credit Portfolio Risk Modeling. (2016). Geidosch, Marco ; Fischer, Matthias. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:4-:d:71610.

Full description at Econpapers || Download paper

3
172017Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310.

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3
182019Do Traditional Financial Distress Prediction Models Predict the Early Warning Signs of Financial Distress?. (2019). Serrasqueiro, Zelia ; Ashraf, Sumaira. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:55-:d:219945.

Full description at Econpapers || Download paper

3
192012Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410.

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3
202019Herding in Smart-Beta Investment Products. (2019). Schenk-Hoppé, Klaus ; Krkoska, Eduard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:47-:d:215980.

Full description at Econpapers || Download paper

3
212015Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information. (2015). Fiedor, Paweł ; You, Tao . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:266-284:d:50474.

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3
222019What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231.

Full description at Econpapers || Download paper

3
232008Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:1-40:d:28255.

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3
242018An Analysis of Bitcoin’s 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.

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252019Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan. (2019). Malik, Ali ; Tariq, Gulzara ; Yao, Hongxing ; Haris, Muhammad ; Javaid, Hafiz Mustansar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:56-:d:220009.

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3
262014Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458.

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3
272012Stock Returns and Risk: Evidence from Quantile. (2012). Li, Jiandong ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408.

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2
282016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:-:d:64713.

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2
292016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2:d:64713.

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2
302009Corporate Risk Disclosure and Corporate Governance. (2009). Lajili, Kaouthar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:94-117:d:28365.

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2
312017Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors. (2017). Nesmith, Travis ; Oh, Dong Hwan ; Dobrev, Dobrislav. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:5-:d:89239.

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2
322018Exchange Rate Effects on International Commercial Trade Competitiveness. (2018). Bostan, Ionel ; Firtescu, Bogdan-Narcis ; Toderacu, Carmen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:19-:d:140015.

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2
332019Expectations for Statistical Arbitrage in Energy Futures Markets. (2019). Nakajima, Tadahiro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:14-:d:197788.

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342019Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country. (2019). VO, ANH ; Zhang, Zhaoyong. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:12-:d:196107.

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2
352016VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2-:d:64713.

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Citing documents used to compute impact factor: 51
YearTitle
2019Nonparametric Quantile Regressions for Panel Data Models with Large T. (2019). Chen, Liang. In: Papers. RePEc:arx:papers:1911.01824.

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2019Factors influencing the European bank’s 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.

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2019Wavelet 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.

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2019Stylised facts for high frequency cryptocurrency data. (2019). Zhang, Yuanyuan ; Nadarajah, Saralees ; Chu, Jeffrey ; Chan, Stephen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:598-612.

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2019Multifractal behavior of price and volume changes in the cryptocurrency market. (2019). Stosic, Tatijana ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:54-61.

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2019Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation. (2019). Fabozzi, Frank J ; Rache, Svetlozar T ; Hu, Yuan. In: Papers. RePEc:arx:papers:1908.05419.

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2019Lévy processes on the cryptocurrency market. (2019). Ziba, Damian. In: Working Papers. RePEc:war:wpaper:2019-15.

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2019A 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.

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2019The 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.

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2019Forecasting Bitcoin risk measures: A robust approach. (2019). Trucíos, Carlos ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:836-847.

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2019Portfolio diversification across cryptocurrencies. (2019). Liu, Weiyi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:200-205.

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2019Exploring disorder and complexity in the cryptocurrency space. (2019). Ludermir, Teresa B ; Stosic, Dusan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:548-556.

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2019
2019Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919.

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2019Does 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.

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2019Modelling volatility of cryptocurrencies using Markov-Switching GARCH models. (2019). Caporale, Guglielmo Maria ; Zekokh, Timur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:143-155.

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2019On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?. (2019). Phiri, Andrew ; Apopo, Natalya. In: Working Papers. RePEc:mnd:wpaper:1904.

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2019On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?. (2019). Phiri, Andrew ; Apopo, Natalay. In: MPRA Paper. RePEc:pra:mprapa:94712.

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2019Estimación de la distribución multivariada de los rendimientos de los tipos de cambio contra el dólar 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.

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2019Estimating the volatility of Bitcoin using GARCH models. (2019). Gyamerah, Samuel Asante. In: Papers. RePEc:arx:papers:1909.04903.

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2019Structural Change Analysis of Active Cryptocurrency Market. (2019). Ng, K H ; Koh, Y B ; Tan, C Y. In: Papers. RePEc:arx:papers:1909.10679.

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2019Regime 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.

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2019High 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.

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2019A New Heavy Tailed Class of Distributions Which Includes the Pareto. (2019). Meenakshi, Mareeswaran ; Calderin-Ojeda, Enrique ; Bhati, Deepesh. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:99-:d:269272.

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2019Machine Learning in Banking Risk Management: A Literature Review. (2019). Maddulety, K ; Sharma, Suneel ; Leo, Martin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:29-:d:211265.

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2019A Deep Neural Network (DNN) based classification model in application to loan default prediction. (2019). Susuz, Orkun ; Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:75-84.

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2019Centralized 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.

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2019“Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201912.

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2019Risk Analysis and Portfolio Modelling. (2019). Luciano, Elisa ; Allen, David Edmund. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:154-:d:269386.

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2019Algorithmic Decision-Making in AVs: Understanding Ethical and Technical Concerns for Smart Cities. (2019). Taeihagh, Araz ; Si, Hazel. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5791-:d:278030.

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2019
2019Information interdependence among energy, cryptocurrency and major commodity markets. (2019). Krištoufek, Ladislav ; Ji, Qiang ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1042-1055.

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2019Is 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.

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2019Corporate Social Responsibility, Corporate Governance and Business Performance: Limits and Challenges Imposed by the Implementation of Directive 2013/34/EU in Romania. (2019). Gh, Cristina Raluca. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5146-:d:268987.

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2019Asymmetric Mean Reversion in Low Liquid Markets: Evidence from BRVM. (2019). Moussa, Richard Kouame ; Gbenro, Nathaniel . In: Post-Print. RePEc:hal:journl:hal-02059799.

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2019Editorial for the Special Issue on Financial Econometrics. (2019). Tse, Yiu-Kuen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:153-:d:268561.

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2019Sentiment-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.

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2019Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach. (2019). Kliber, Agata ; Świerczyńska, 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.

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2019Bitcoin and Web Search Query Dynamics: Is the price driving the hype or is the hype driving the price?. (2019). Sussmuth, Bernd. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203566.

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2019Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-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.

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2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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2019The Effect of Direct Foreign Investment on Stock Price Volatility in the Saudi Market. (2019). Alawi, Suha . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:875-887.

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2019
2019
2019Dynamic semiparametric models for expected shortfall (and Value-at-Risk). (2019). Ziegel, Johanna F ; Patton, Andrew J ; Chen, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:211:y:2019:i:2:p:388-413.

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2019Making the square-root formula compatible with capital allocation. (2019). Schlutter, Sebastian ; Paulusch, Joachim. In: ICIR Working Paper Series. RePEc:zbw:icirwp:3319.

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2019The Role of a Manager’s Intangible Capabilities in Resource Acquisition and Sustainable Competitive Performance. (2019). Ying, Qianwei ; Ahmad, Habib ; Hassan, Hazrat. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:527-:d:199263.

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2019The Role of Entrepreneurial Strategy, Network Ties, Human and Financial Capital in New Venture Performance. (2019). Khan, Zia Ullah ; Safdar, Muhammad Nabeel ; Li, Shuangjie. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:41-:d:212774.

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2019How Does Financial Literacy Promote Sustainability in SMEs? A Developing Country Perspective. (2019). Kulathunga, Kmmcb ; Ye, Jianmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2990-:d:234453.

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2019Artificial Intelligence Based Commercial Risk Management Framework for SMEs. (2019). Alzbutas, Robertas ; Rybakovas, Egidijus ; Igien, Gerda. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:16:p:4501-:d:259177.

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2019Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488.

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Recent citations
Recent citations received in 2019

YearCiting document
2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599.

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2019Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. (2019). Ozbayoglu, Ahmet Murat ; Gudelek, Mehmet Ugur ; Sezer, Omer Berat. In: Papers. RePEc:arx:papers:1911.13288.

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2019Herding behaviour in P2P lending markets. (2019). Talavera, Oleksandr ; Zhang, Wei ; Caglayan, Mustafa. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_022.

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2019How effective are sovereign bond-backed securities as a spillover prevention device?. (2019). Dunne, Peter ; Cronin, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:49-66.

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2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147.

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2019What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115611.

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2019.

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2019The Efficiency of the Sustainable Development Policy for Energy Consumption under Environmental Law in Thailand: Adapting the SEM-VARIMAX Model. (2019). Naluang, Sthianrapab ; Sutthichaimethee, Pruethsan. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:16:p:3092-:d:256815.

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2019Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets. (2019). Toyoshima, Yuki ; Nakajima, Tadahiro. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3927-:d:277263.

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2019Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China. (2019). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091.

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2019The Predictive Power of the User Cost Spread for Economic Recession in China and the US. (2019). Tang, Biyan ; Mattson, Ryan S ; Chang, Dongfeng. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:34-:d:240702.

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2019Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies. (2019). Ferreira, Paulo ; Silva, Cesar ; Costa, Natalia. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:51-:d:267455.

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2019Financial Structure, Misery Index, and Economic Growth: Time Series Empirics from Pakistan. (2019). Abbas, Shah ; Ali, Kishwar ; Shah, Muhammad Haroon ; Wang, Nianyong ; Ullah, Sami. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:100-:d:239789.

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2019Exchange Rate Misalignment and Capital Flight from Botswana: A Cointegration Approach with Risk Thresholds. (2019). Nadolny, Andrew ; Dzator, Janet ; Bosupeng, Mpho. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:101-:d:240586.

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2019Next-Day Bitcoin Price Forecast. (2019). Alon, Ilan ; Shakil, Mohammad Hassan ; Munim, Ziaul Haque . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:103-:d:241532.

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2019Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500. (2019). Schneider, Lucas ; Stubinger, Johannes. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:51-:d:218983.

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2019Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time. (2019). Petrov, Vladimir ; Olsen, Richard ; Golub, Anton . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:54-:d:219095.

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2019What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231.

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2019Examination and Modification of Multi-Factor Model in Explaining Stock Excess Return with Hybrid Approach in Empirical Study of Chinese Stock Market. (2019). Liu, Huazhang ; Huang, Jian. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:91-:d:234295.

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2019Sectoral Analysis of Factors Influencing Dividend Policy: Case of an Emerging Financial Market. (2019). Rastogi, Shailesh ; Pinto, Geetanjali. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:110-:d:243128.

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2019Contagion Effect in Cryptocurrency Market. (2019). Pereira, Eder ; Ferreira, Paulo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:115-:d:247119.

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2019Currency Crisis: Are There Signals to Read?. (2019). Islam, Faridul. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:128-:d:254384.

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2019Which 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.

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2019Editorial for the Special Issue on Financial Econometrics. (2019). Tse, Yiu-Kuen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:153-:d:268561.

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2019Risk Analysis and Portfolio Modelling. (2019). Luciano, Elisa ; Allen, David Edmund. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:154-:d:269386.

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2019ISA 701 and Materiality Disclosure as Methods to Minimize the Audit Expectation Gap. (2019). Iwanowicz, Bartomiej. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:161-:d:276997.

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2019How Does Financial Literacy Promote Sustainability in SMEs? A Developing Country Perspective. (2019). Kulathunga, Kmmcb ; Ye, Jianmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2990-:d:234453.

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2019Risk Factor Identification of Sustainable Guarantee Network Based on Logistic Regression Algorithm. (2019). Manta, Otilia ; Yue, Xiao-Guang ; Duarte, Nelson ; Hu, Lin ; He, Han . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3525-:d:243353.

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2019Intellectual Capital, Profitability, and Productivity: Evidence from Pakistani Financial Institutions. (2019). Shafique, Muhammad Aamir ; Javaid, Hafiz Mustansar ; Tariq, Gulzara ; Haris, Muhammad ; Yao, Hongxing. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3842-:d:248307.

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2019Is Factor Investing Sustainable after Price Impact Costs? The Capacity of Factor Investing in Korea. (2019). Park, Yuen Jung ; Kim, Jungmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4797-:d:263518.

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2019The Concept of Financial Sustainability Measurement: A Case of Food Companies from Northern Europe. (2019). Wasilewski, Mirosaw ; Zabolotnyy, Serhiy. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5139-:d:268891.

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2019Corporate Social Responsibility, Corporate Governance and Business Performance: Limits and Challenges Imposed by the Implementation of Directive 2013/34/EU in Romania. (2019). Gh, Cristina Raluca. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5146-:d:268987.

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2019Sustainable Environmental Management System Integration and Business Performance: A Balance Assessment Approach Using Fuzzy Logic. (2019). Balan, Catalin ; Avasilci, Silvia ; Asandului, Anca Laura ; Vilcu, Adrian ; Pislaru, Marius ; Robu, Ioan-Bogdan ; Herghiligiu, Ionut Viorel. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5311-:d:270952.

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2019Intellectual Capital, Technological Innovation and Firm Performance: Evidence from China’s Manufacturing Sector. (2019). Liu, Feng ; Yu, Weizhen ; Shang, Yue ; Xu, Jian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5328-:d:271134.

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2019Does Herding Bias Drive the Firm Value? Evidence from the Chinese Equity Market. (2019). Olah, Judit ; Meyer, Daniel F ; Khan, Muhammad Asif ; Hussain, Sayyed Sadaqat. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5583-:d:275035.

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2019Eliciting Weights of Significance of Criteria for a Monitoring Model of Performance of SMEs for Successful Insolvency Administrator’s Intervention. (2019). Lapinskiene, Giedre ; Kurschus, Ralph ; Podviezko, Askoldas. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5667-:d:276337.

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2019Integrating Capital Structure, Financial and Non-Financial Performance: Distress Prediction of SMEs. (2019). Kristanti, Farida Titik. In: GATR Journals. RePEc:gtr:gatrjs:afr175.

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2019Xây dựng mô hình phát hiện gian lận trong báo cáo tài chính của các công ty tại Việt Nam. (2019). Ho, Toan Manh ; Linh, Nguyen Thi ; van Cuong, Dinh ; Binh, Man Duc. In: OSF Preprints. RePEc:osf:osfxxx:kecmv.

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2019Lời mời đóng góp bài Chuyên đề Tài chính khởi nghiệp ở bình minh công nghiệp 4.0 [Journal of Risk and Financial Management — ISI Web of Science]. (2019). Toan, Ho. In: OSF Preprints. RePEc:osf:osfxxx:ne3ux.

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2019Trade Uncertainties and the Hedging Abilities of Bitcoin. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201948.

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2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

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2019Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2019). Gupta, Rangan ; Boachie, Micheal Kofi ; Tiwari, Aviral Kumar. In: Working Papers. RePEc:pre:wpaper:201982.

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2019Determinants and Impacts of Financial Literacy in the Lao PDR. (2019). Trinh, Long ; Morgan, Peter. In: ADBI Working Papers. RePEc:ris:adbiwp:0928.

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2019Fintech and Financial Literacy in the Lao PDR. (2019). Trinh, Long ; Morgan, Peter. In: ADBI Working Papers. RePEc:ris:adbiwp:0933.

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Recent citations received in 2018

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2018ARTIFICIAL INTELLIGENCE AND ECONOMIC GROWTH. (2018). Hamori, Shigeyuki ; Kume, Takahiro. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:256-278.

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2018Trade Selection with Supervised Learning and OCA. (2018). Benhamou, Eric ; Saltiel, David. In: Papers. RePEc:arx:papers:1812.04486.

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2018Asymmetric volatility in cryptocurrencies. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:148-151.

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

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2018Insider Trading and Institutional Holdings in Seasoned Equity Offerings. (2018). Wu, Ching-Chih ; Yang, Tung-Hsiao. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:53-:d:168880.

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2018Identification of Core Suppliers Based on E-Invoice Data Using Supervised Machine Learning. (2018). Hong, Jung-Sik ; Ahn, Taeuk ; Cho, Nam-Wook ; Yeo, Hyeongyu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:70-:d:178637.

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2018The Role of Government Support in Sustainable Competitive Position and Firm Performance. (2018). Songling, YANG ; Ahmed, Hamid ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3495-:d:172812.

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2018.

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2018
2018Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting. (2018). Walther, Thomas ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:15.

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Recent citations received in 2017

YearCiting document
2017Statistical Arbitrage Pairs Trading with High-frequency Data. (2017). Stubinger, Johannes ; Bredthauer, Jens. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-76.

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2017Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation. (2017). Osarumwense, Osabuohien-Irabor ; Mbegbu, Julian I. In: Romanian Statistical Review. RePEc:rsr:journl:v:65:y:2017:i:3:p:17-34.

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2017Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data. (2017). Knoll, Julian ; Walter, Dominik ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:192017.

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Recent citations received in 2016

YearCiting document
2016A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2016). McAleer, Michael ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:98658.

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2016A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1703.

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