Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2020-11-03 07:59:29]
5 Years H
30
Impact Factor
0.41
5 Years IF
0.43
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 0.09 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 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.2 0.04 0 26 26 136 1 1 0 0 1 100 1 0.04 0.09
1996 0.12 0.23 0.1 0.12 23 49 31 3 6 26 3 26 3 2 66.7 0 0.11
1997 0.14 0.23 0.18 0.14 19 68 101 10 18 49 7 49 7 2 20 3 0.16 0.1
1998 0.05 0.27 0.13 0.1 20 88 135 7 29 42 2 68 7 0 0 0.13
1999 0.15 0.29 0.17 0.15 22 110 78 17 48 39 6 88 13 7 41.2 4 0.18 0.14
2000 0.07 0.34 0.09 0.09 19 129 127 10 59 42 3 110 10 3 30 0 0.15
2001 0.05 0.36 0.19 0.17 19 148 46 27 87 41 2 103 17 2 7.4 1 0.05 0.16
2002 0.16 0.4 0.16 0.17 23 171 241 27 114 38 6 99 17 3 11.1 4 0.17 0.21
2003 0.24 0.41 0.24 0.24 29 200 122 46 161 42 10 103 25 3 6.5 0 0.2
2004 0.29 0.46 0.24 0.27 32 232 96 51 216 52 15 112 30 0 1 0.03 0.2
2005 0.08 0.47 0.23 0.15 31 263 247 54 276 61 5 122 18 1 1.9 4 0.13 0.22
2006 0.24 0.47 0.27 0.31 41 304 291 72 357 63 15 134 41 1 1.4 5 0.12 0.21
2007 0.24 0.43 0.22 0.29 41 345 443 74 434 72 17 156 45 6 8.1 4 0.1 0.19
2008 0.4 0.45 0.31 0.37 44 389 166 115 554 82 33 174 64 1 0.9 1 0.02 0.21
2009 0.36 0.44 0.33 0.34 44 433 431 139 698 85 31 189 65 5 3.6 7 0.16 0.21
2010 0.34 0.44 0.4 0.46 39 472 190 177 887 88 30 201 92 0 5 0.13 0.18
2011 0.48 0.47 0.35 0.46 47 519 298 179 1071 83 40 209 96 3 1.7 4 0.09 0.21
2012 0.34 0.47 0.44 0.59 47 566 286 241 1320 86 29 215 126 2 0.8 7 0.15 0.19
2013 0.54 0.53 0.5 0.61 51 617 272 304 1631 94 51 221 134 8 2.6 9 0.18 0.22
2014 0.57 0.54 0.55 0.75 55 672 201 363 2003 98 56 228 171 5 1.4 5 0.09 0.21
2015 0.42 0.54 0.5 0.59 64 736 248 365 2371 106 45 239 142 1 0.3 8 0.13 0.21
2016 0.54 0.54 0.54 0.67 70 806 130 433 2806 119 64 264 177 0 4 0.06 0.19
2017 0.43 0.55 0.5 0.6 55 861 95 427 3234 134 58 287 172 5 1.2 9 0.16 0.2
2018 0.47 0.64 0.5 0.59 88 949 112 470 3704 125 59 295 174 1 0.2 21 0.24 0.25
2019 0.53 0.74 0.47 0.6 94 1043 35 487 4192 143 76 332 200 5 1 3 0.03 0.27
2020 0.41 0.84 0.37 0.43 77 1120 10 413 4605 182 75 371 160 0 6 0.08 0.28
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
12007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

Full description at Econpapers || Download paper

114
22007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

Full description at Econpapers || Download paper

79
32009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

Full description at Econpapers || Download paper

75
42011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

Full description at Econpapers || Download paper

68
52009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

Full description at Econpapers || Download paper

67
62002Modelling the demand for M3 in the Euro area. (2002). Golinelli, Roberto ; Pastorello, Sergio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:371-401.

Full description at Econpapers || Download paper

64
72009Models for construction of multivariate dependence – a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

Full description at Econpapers || Download paper

60
82010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). Muzzioli, Silvia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

Full description at Econpapers || Download paper

47
92005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

Full description at Econpapers || Download paper

45
102005Market risk models for intraday data. (2005). Giot, Pierre. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:4:p:309-324.

Full description at Econpapers || Download paper

43
112013Competition and risk in Japanese banking. (2013). Wilson, John ; Liu, Hong ; John O. S. Wilson, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:1:p:1-18.

Full description at Econpapers || Download paper

41
121995Calendar effects in the London Stock Exchange FT-SE indices. (1995). Coutts, Andrew J. ; Mills, Terence . In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:1:p:79-93.

Full description at Econpapers || Download paper

40
131997Transformation of Heath?Jarrow?Morton models to Markovian systems. (1997). Chiarella, Carl. In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:1:p:1-26.

Full description at Econpapers || Download paper

40
141998Board size and corporate performance: evidence from European countries. (1998). Conyon, Martin ; Peck, Simon . In: The European Journal of Finance. RePEc:taf:eurjfi:v:4:y:1998:i:3:p:291-304.

Full description at Econpapers || Download paper

40
152011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Nikkinen, Jussi ; Graham, Michael. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

Full description at Econpapers || Download paper

39
161995Estimating the time Varying Components of international stock markets risk. (1995). Giannopoulos, K.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:2:p:129-164.

Full description at Econpapers || Download paper

37
172006Which factors determine sovereign credit ratings?. (2006). Mellios, Constantin ; Paget-Blanc, Eric. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:4:p:361-377.

Full description at Econpapers || Download paper

37
182007Conducting Event Studies on a Small Stock Exchange. (2007). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

Full description at Econpapers || Download paper

37
192002Forecasting inflation in the European Monetary Union: A disaggregated approach by countries and by sectors. (2002). Espasa, Antoni ; Albacete, R. ; Senra, E.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:4:p:402-421.

Full description at Econpapers || Download paper

37
202006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

Full description at Econpapers || Download paper

36
212012On the hidden side of liquidity. (2012). PASCUAL, ROBERTO ; Pardo, Angel . In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:949-967.

Full description at Econpapers || Download paper

35
222012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

Full description at Econpapers || Download paper

35
232009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouyé, Eric ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

Full description at Econpapers || Download paper

35
242000The effects of trading activity on market volatility. (2000). Gallo, Giampiero. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:163-175.

Full description at Econpapers || Download paper

34
252007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

Full description at Econpapers || Download paper

34
262013An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

Full description at Econpapers || Download paper

34
272003Variance ratio tests of the random walk hypothesis for European emerging stock markets. (2003). Smith, Graham ; Ryoo, Hyun-Jung . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:3:p:290-300.

Full description at Econpapers || Download paper

32
282005Hedge fund performance and persistence in bull and bear markets. (2005). Hübner, Georges ; Capocci, Daniel ; Corhay, Albert ; Hubner, Georges . In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

Full description at Econpapers || Download paper

32
292010Efficient market hypothesis in European stock markets. (2010). Borges, Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

Full description at Econpapers || Download paper

30
302013The determinants of bank CDS spreads: evidence from the financial crisis. (2013). Casu, Barbara ; Chiaramonte, Laura. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:861-887.

Full description at Econpapers || Download paper

30
312000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). Perote, Javier ; Mauleón, Ignacio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

Full description at Econpapers || Download paper

30
322005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads. (2005). Sironi, Andrea ; Gabbi, Giampaolo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74.

Full description at Econpapers || Download paper

28
332009The Advent of Copulas in Finance. (2009). Genest, Christian ; Gendron, Michel ; Michaël Bourdeau-Brien, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:609-618.

Full description at Econpapers || Download paper

28
342006Ownership structure and open market stock repurchases in France. (2006). Ginglinger, Edith ; Jean-François L’her, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:1:p:77-94.

Full description at Econpapers || Download paper

27
352002An analysis of the causes of recent banking crises. (2002). Llewellyn, David T.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:152-175.

Full description at Econpapers || Download paper

27
362010Large debt financing: syndicated loans versus corporate bonds. (2010). Marques-Ibanez, David ; Kara, Alper ; Altunbas, Yener. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:5:p:437-458.

Full description at Econpapers || Download paper

26
372006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

Full description at Econpapers || Download paper

26
381999Is beta still alive? Conclusive evidence from the Swiss stock market. (1999). Isakov, Dusan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:5:y:1999:i:3:p:202-212.

Full description at Econpapers || Download paper

26
392015Earnings and capital management and signaling: the use of loan-loss provisions by European banks. (2015). HASAN, IFTEKHAR ; Curcio, Domenico . In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:1:p:26-50.

Full description at Econpapers || Download paper

25
402003Basis variations and regime shifts in the oil futures market. (2003). See, Kim Hock ; Fong, Wai Mun. In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:5:p:499-513.

Full description at Econpapers || Download paper

25
412014Does insurance activity promote economic growth? Further evidence based on bootstrap panel Granger causality test. (2014). Lee, Chien-Chiang ; Chang, Tsangyao. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:12:p:1187-1210.

Full description at Econpapers || Download paper

25
422002Do environmental variables affect the performance and technical efficiency of the European banking systems? A parametric analysis using the stochastic frontier approach. (2002). Cavallo, Laura ; Stefania P. S. Rossi, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:1:p:123-146.

Full description at Econpapers || Download paper

24
432015Financing obstacles and growth: an analysis for euro area non-financial firms. (2015). Martinez Carrascal, Carmen ; Coluzzi, Chiara ; Martinez-Carrascal, Carmen ; Ferrando, Annalisa. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:10-11:p:773-790.

Full description at Econpapers || Download paper

24
442009Econometrical analysis of the sample efficient frontier. (2009). Bodnar, Taras ; Schmid, Wolfgang. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:3:p:317-335.

Full description at Econpapers || Download paper

23
451995Heterogeneous real-time trading strategies in the foreign exchange market. (1995). Dacorogna, Michel ; Jost, C. ; Muller, U. A. ; Pictet, O. V. ; Ward, J. R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:1:y:1995:i:4:p:383-403.

Full description at Econpapers || Download paper

22
462015Skewed distributions in finance and actuarial science: a review. (2015). Loperfido, Nicola ; Adcock, Christopher ; Eling, Martin. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:13-14:p:1253-1281.

Full description at Econpapers || Download paper

22
472003Asset pricing implications of benchmarking: a two-factor CAPM. (2003). Zapatero, Fernando ; Gomez, Juan-Pedro . In: The European Journal of Finance. RePEc:taf:eurjfi:v:9:y:2003:i:4:p:343-357.

Full description at Econpapers || Download paper

22
482002New evidence on the implied-realized volatility relation. (2002). Hansen, Charlotte ; Christensen, Bent Jesper. In: The European Journal of Finance. RePEc:taf:eurjfi:v:8:y:2002:i:2:p:187-205.

Full description at Econpapers || Download paper

22
492006Measuring the liquidity impact on EMU government bond prices. (2006). Mosenbacher, H. ; Pichler, S. ; Jankowitsch, R.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:2:p:153-169.

Full description at Econpapers || Download paper

21
502014Reputational losses and operational risk in banking. (2014). Fiordelisi, Franco ; Schwizer, Paola ; Soana, Maria-Gaia . In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:2:p:105-124.

Full description at Econpapers || Download paper

20
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12009The impact of board size on firm performance: evidence from the UK. (2009). Guest, paul. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:4:p:385-404.

Full description at Econpapers || Download paper

18
22007Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000. (2007). Yildirim, H. Semih ; Philippatos, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:2:p:123-143.

Full description at Econpapers || Download paper

13
32013Competition and risk in Japanese banking. (2013). Wilson, John ; Liu, Hong ; John O. S. Wilson, . In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:1:p:1-18.

Full description at Econpapers || Download paper

12
42011Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries. (2011). Andreas G. F. Hoepner, ; Rezec, Michael ; Rammal, Hussain G.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:829-850.

Full description at Econpapers || Download paper

12
52013An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

Full description at Econpapers || Download paper

12
62015Earnings and capital management and signaling: the use of loan-loss provisions by European banks. (2015). HASAN, IFTEKHAR ; Curcio, Domenico . In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:1:p:26-50.

Full description at Econpapers || Download paper

10
72012Price discovery in spot and futures markets: a reconsideration. (2012). Theissen, Erik. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:10:p:969-987.

Full description at Econpapers || Download paper

10
82015Skewed distributions in finance and actuarial science: a review. (2015). Loperfido, Nicola ; Adcock, Christopher ; Eling, Martin. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:13-14:p:1253-1281.

Full description at Econpapers || Download paper

10
92014Reputational losses and operational risk in banking. (2014). Fiordelisi, Franco ; Schwizer, Paola ; Soana, Maria-Gaia . In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:2:p:105-124.

Full description at Econpapers || Download paper

9
102016Commodity futures hedging, risk aversion and the hedging horizon. (2016). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: The European Journal of Finance. RePEc:taf:eurjfi:v:22:y:2016:i:15:p:1534-1560.

Full description at Econpapers || Download paper

9
112009Econometrical analysis of the sample efficient frontier. (2009). Bodnar, Taras ; Schmid, Wolfgang. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:3:p:317-335.

Full description at Econpapers || Download paper

8
122018Measuring systemic risk in the European banking sector: a copula CoVaR approach. (2018). Karimalis, Emmanouil N ; Nomikos, Nikos K. In: The European Journal of Finance. RePEc:taf:eurjfi:v:24:y:2018:i:11:p:944-975.

Full description at Econpapers || Download paper

8
132006Small sample properties of GARCH estimates and persistence. (2006). Valls Pereira, Pedro ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:6-7:p:473-494.

Full description at Econpapers || Download paper

8
142015The dynamics of US bank profitability. (2015). Wilson, John ; Chronopoulos, Dimitris K. ; John O. S. Wilson, ; McMillan, Fiona J. ; Liu, Hong. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:5:p:426-443.

Full description at Econpapers || Download paper

8
152015The disappearance of momentum. (2015). Rubesam, Alexandre ; Hwang, Soosung. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:7:p:584-607.

Full description at Econpapers || Download paper

7
162009Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets. (2009). Salmon, Mark ; Bouyé, Eric ; Bouye, Eric . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:721-750.

Full description at Econpapers || Download paper

7
172011Banking competition and economic growth: cross-country evidence. (2011). Maudos, Joaquin ; Fernández de Guevara, Juan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:8:p:739-764.

Full description at Econpapers || Download paper

7
182009Copula goodness-of-fit testing: an overview and power comparison. (2009). Berg, Daniel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:675-701.

Full description at Econpapers || Download paper

7
192007Stochastic Dominance Analysis of iShares. (2007). Wong, Wing-Keung ; Gasbarro, Dominic ; Zumwalt, Kenton J.. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:1:p:89-101.

Full description at Econpapers || Download paper

7
202010Efficient market hypothesis in European stock markets. (2010). Borges, Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:7:p:711-726.

Full description at Econpapers || Download paper

7
212000Testing densities with financial data: an empirical comparison of the Edgeworth-Sargan density to the Students t. (2000). Perote, Javier ; Mauleón, Ignacio. In: The European Journal of Finance. RePEc:taf:eurjfi:v:6:y:2000:i:2:p:225-239.

Full description at Econpapers || Download paper

7
222018Determinants and value of enterprise risk management: empirical evidence from Germany. (2018). Lechner, Philipp ; Gatzert, Nadine. In: The European Journal of Finance. RePEc:taf:eurjfi:v:24:y:2018:i:10:p:867-887.

Full description at Econpapers || Download paper

6
232016Multivariate asset models using Lévy processes and applications. (2016). Ballotta, Laura ; Bonfiglioli, Efrem. In: The European Journal of Finance. RePEc:taf:eurjfi:v:22:y:2016:i:13:p:1320-1350.

Full description at Econpapers || Download paper

6
242018Bank efficiency, productivity, and convergence in EU countries: a weighted Russell directional distance model. (2018). Managi, Shunsuke ; Fujii, Hidemichi ; Rughoo, Aarti ; Matousek, Roman. In: The European Journal of Finance. RePEc:taf:eurjfi:v:24:y:2018:i:2:p:135-156.

Full description at Econpapers || Download paper

6
252014Domestic and foreign institutional investors’ behavior in China. (2014). Bredin, Don ; Yi, Zhihong ; Liu, Ningyue ; Wang, Liming. In: The European Journal of Finance. RePEc:taf:eurjfi:v:20:y:2014:i:7-9:p:728-751.

Full description at Econpapers || Download paper

6
262007Multivariate Shrinkage for Optimal Portfolio Weights. (2007). Golosnoy, Vasyl ; Okhrin, Yarema. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:5:p:441-458.

Full description at Econpapers || Download paper

6
272018Macro news and bond yield spreads in the euro area. (2018). Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: The European Journal of Finance. RePEc:taf:eurjfi:v:24:y:2018:i:2:p:114-134.

Full description at Econpapers || Download paper

6
282005Generating science-based growth: an econometric analysis of the impact of organizational incentives on university-industry technology transfer. (2005). Siegel, Donald ; Link, Albert. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:3:p:169-181.

Full description at Econpapers || Download paper

6
292013The determinants of bank CDS spreads: evidence from the financial crisis. (2013). Casu, Barbara ; Chiaramonte, Laura. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:9:p:861-887.

Full description at Econpapers || Download paper

6
302006Ownership structure and dividend policy: Evidence from Italian firms. (2006). Ozkan, Aydin ; Mancinelli, Luciana . In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:3:p:265-282.

Full description at Econpapers || Download paper

6
312017Risk management with expectiles. (2017). Bellini, Fabio ; di Bernardino, Elena. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:6:p:487-506.

Full description at Econpapers || Download paper

6
322017Multi-asset portfolio optimization and out-of-sample performance: an evaluation of Black–Litterman, mean-variance, and naïve diversification approaches. (2017). Bessler, Wolfgang ; Wolff, Dominik ; Opfer, Heiko . In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:1:p:1-30.

Full description at Econpapers || Download paper

5
332012Permanent trading impacts and bond yields. (2012). Dufour, Alfonso ; Nguyen, Minh. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:9:p:841-864.

Full description at Econpapers || Download paper

5
342017Media, sentiment and market performance in the long run. (2017). Kräussl, Roman ; Mirgorodskaya, Elizaveta ; Kraussl, Roman. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:11:p:1059-1082.

Full description at Econpapers || Download paper

5
352015Linking wealth and labour income with stock returns and government bond yields. (2015). Sousa, Ricardo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:10-11:p:806-825.

Full description at Econpapers || Download paper

5
362010Option-based forecasts of volatility: an empirical study in the DAX-index options market. (2010). Muzzioli, Silvia. In: The European Journal of Finance. RePEc:taf:eurjfi:v:16:y:2010:i:6:p:561-586.

Full description at Econpapers || Download paper

5
372009Models for construction of multivariate dependence – a comparison study. (2009). Berg, Daniel ; Aas, Kjersti . In: The European Journal of Finance. RePEc:taf:eurjfi:v:15:y:2009:i:7-8:p:639-659.

Full description at Econpapers || Download paper

5
382005Hedge fund performance and persistence in bull and bear markets. (2005). Hübner, Georges ; Capocci, Daniel ; Corhay, Albert ; Hubner, Georges . In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:5:p:361-392.

Full description at Econpapers || Download paper

5
392013An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis. (2013). Tamakoshi, Go ; Hamori, Shigeyuki. In: The European Journal of Finance. RePEc:taf:eurjfi:v:19:y:2013:i:10:p:939-950.

Full description at Econpapers || Download paper

5
402016Political connections and tax-induced earnings management: evidence from China. (2016). Li, Chen ; Wang, Yaping ; Xiao, Jason Zezhong ; Wu, Liansheng . In: The European Journal of Finance. RePEc:taf:eurjfi:v:22:y:2016:i:4-6:p:413-431.

Full description at Econpapers || Download paper

5
412012How have M&As changed? Evidence from the sixth merger wave. (2012). Mavrovitis, Christos F. ; Travlos, Nickolaos G. ; Alexandridis, George. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:663-688.

Full description at Econpapers || Download paper

5
422007Conducting Event Studies on a Small Stock Exchange. (2007). Olson, Dennis ; Bartholdy, Jan ; Peare, Paula. In: The European Journal of Finance. RePEc:taf:eurjfi:v:13:y:2007:i:3:p:227-252.

Full description at Econpapers || Download paper

5
432012The changing and relative efficiency of European emerging stock markets. (2012). Smith, Graham. In: The European Journal of Finance. RePEc:taf:eurjfi:v:18:y:2012:i:8:p:689-708.

Full description at Econpapers || Download paper

5
442015Financing obstacles and growth: an analysis for euro area non-financial firms. (2015). Martinez Carrascal, Carmen ; Coluzzi, Chiara ; Martinez-Carrascal, Carmen ; Ferrando, Annalisa. In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:10-11:p:773-790.

Full description at Econpapers || Download paper

5
452015When times get tough, gold is golden. (2015). Areal, Nelson ; Sampaio, Raquel ; Oliveira, Benilde . In: The European Journal of Finance. RePEc:taf:eurjfi:v:21:y:2015:i:6:p:507-526.

Full description at Econpapers || Download paper

5
462018Real estate investments and financial stability: evidence from regional commercial banks in China. (2018). Zhang, Dayong ; Kutan, Ali M ; Liu, Jia ; Cai, Jing. In: The European Journal of Finance. RePEc:taf:eurjfi:v:24:y:2018:i:16:p:1388-1408.

Full description at Econpapers || Download paper

4
472011Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries. (2011). Girardone, Claudia ; Nankervis, John ; Chronopoulos, Dimitris . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:8:p:603-621.

Full description at Econpapers || Download paper

4
482011Co-movement of the Finnish and international stock markets: a wavelet analysis. (2011). Nikkinen, Jussi ; Graham, Michael. In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:5-6:p:409-425.

Full description at Econpapers || Download paper

4
491997Transformation of Heath?Jarrow?Morton models to Markovian systems. (1997). Chiarella, Carl. In: The European Journal of Finance. RePEc:taf:eurjfi:v:3:y:1997:i:1:p:1-26.

Full description at Econpapers || Download paper

4
502005Which factors affect corporate bonds pricing? Empirical evidence from eurobonds primary market spreads. (2005). Sironi, Andrea ; Gabbi, Giampaolo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:11:y:2005:i:1:p:59-74.

Full description at Econpapers || Download paper

4
Citing documents used to compute impact factor: 75
YearTitle
2020Do smart beta ETFs deliver persistent performance?. (2020). Soggiu, Marco ; Mateus, Irina B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00174-1.

Full description at Econpapers || Download paper

2020Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. (2020). Yan, Cheng ; Wang, Guipu ; Zhang, Jinhua. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:11-20.

Full description at Econpapers || Download paper

2020Central Bank Communication and Financial Market Comovements in the Euro Area. (2020). Horvath, Roman ; Gertler, Pavel ; Jonaova, Julia . In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09561-7.

Full description at Econpapers || Download paper

2020What makes an investment risky? An analysis of price path characteristics. (2020). Borsboom, Charlotte ; Zeisberger, Stefan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:92-125.

Full description at Econpapers || Download paper

2020How negative interest rates affect the risk-taking of individual investors: Experimental evidence. (2020). Mohrschladt, Hannes ; Cordes, Henning ; Baars, Maren. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318303921.

Full description at Econpapers || Download paper

2020Does mood affect institutional herding?. (2020). Ozturkkal, Belma ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019303119.

Full description at Econpapers || Download paper

2020Debt, or not debt, that is the question: A Shakespearean question to a corporate decision. (2020). san Martin, Pablo ; Vallelado, Eleuterio ; Saona, Paolo. In: Journal of Business Research. RePEc:eee:jbrese:v:115:y:2020:i:c:p:378-392.

Full description at Econpapers || Download paper

2020Banking Competition and Bank Size: Some Evidence from Italy. (2020). Coccorese, Paolo ; Santucci, Laura. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:2:d:10.1007_s12197-019-09488-2.

Full description at Econpapers || Download paper

2020Competition and stability in the credit industry: Banking vs. factoring industries. (2020). Fiordelisi, Franco ; Trinugroho, Irwan ; Deglinnocenti, Marta. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:1:s089083891930037x.

Full description at Econpapers || Download paper

2020A generalized Freund bivariate model for a two-component load sharing system. (2020). Vivo, Juana-Maria ; Kundu, Debasis ; Franco, Manuel. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:203:y:2020:i:c:s0951832020305974.

Full description at Econpapers || Download paper

2020Does bank capitalization matter for bank stock returns?. (2020). Scholtens, Bert ; Huang, Qiubin ; de Haan, Jakob. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300681.

Full description at Econpapers || Download paper

2020Cross-Border Portfolio Flows and News Media Coverage. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Ali, Faek Menla . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8112.

Full description at Econpapers || Download paper

2020Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696.

Full description at Econpapers || Download paper

2020The impact of business and political news on the GCC stock markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310778.

Full description at Econpapers || Download paper

2020Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17). (2020). de Melo, Andre ; Noronha, George Augusto ; de Carvalho, Osmani Teixeira ; DA SILVA, TARCISO GOUVEIA . In: Working Papers Series. RePEc:bcb:wpaper:536.

Full description at Econpapers || Download paper

2020What are the drivers of inefficiency in the Gulf Cooperation Council banking industry? A comparison between conventional and Islamic banks. (2020). Zeitun, Rami ; Moradi-Motlagh, Amir ; Saleh, Ali Salman. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19302835.

Full description at Econpapers || Download paper

2020Endogenous network efficiency, macroeconomy, and competition: Evidence from the Portuguese banking industry. (2020). Chen, Zhongfei ; Antunes, Jorge ; Wanke, Peter ; Alves, Andre Bernardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818300366.

Full description at Econpapers || Download paper

2020Examining irresponsible lending using non-radial inefficiency measures: Evidence from Australian banks. (2020). Jubb, Christine ; Moradi-Motlagh, Amir. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:96-108.

Full description at Econpapers || Download paper

2020Multidirectional conditional convergence in European banking. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Tsionas, Mike G. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:173:y:2020:i:c:p:88-106.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020First-mover disadvantage - The sovereign ratings mousetrap. (2020). Vu, Huong ; Klusak, Patrycja ; Kraemer, Moritz. In: CEPS Papers. RePEc:eps:cepswp:26352.

Full description at Econpapers || Download paper

2020Which is the better fourth factor in China? Reversal or turnover?. (2020). Chen, Shu-Heng ; Zhang, Joyce ; Lin, Kun-Ben ; Huang, Jing-Bo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030113x.

Full description at Econpapers || Download paper

2020Does innovation and financial constraints affect the propensity to save in emerging markets?. (2020). Machokoto, Michael ; Areneke, Geofry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305392.

Full description at Econpapers || Download paper

2020Internal pyramid structure, contract enforcement, minority investor protection, and firms’ performance: Evidence from emerging economies. (2020). Ahmad, Mushtaq ; Quresh, Shakir ; Ullah, Abd ; Xiao, Zuoping ; Shah, Muhammad Hashim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305665.

Full description at Econpapers || Download paper

2020Let’s talk about money! Assessing the link between firm performance and voluntary Say-on-Pay votes. (2020). Obermann, Jorn. In: Journal of Business Economics. RePEc:spr:jbecon:v:90:y:2020:i:1:d:10.1007_s11573-019-00931-8.

Full description at Econpapers || Download paper

2020Corporate governance and firms’ acquisition behavior: The role of antitakeover provisions. (2020). Zhu, Pengcheng ; Morgan, Horatio M ; Malhotra, Shavin. In: Journal of Business Research. RePEc:eee:jbrese:v:118:y:2020:i:c:p:26-37.

Full description at Econpapers || Download paper

2020Funds of hedge funds: Are they really the high society for little guys?. (2020). Yao, Juan ; Cui, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:346-361.

Full description at Econpapers || Download paper

2020Heterogeneous speculators and stock market dynamics: A simple agent-based computational model. (2020). Westerhoff, Frank ; Schwartz, Ivonne ; Schmitt, Noemi. In: BERG Working Paper Series. RePEc:zbw:bamber:160.

Full description at Econpapers || Download paper

2020The Determinants of Credit Risk: An Evidence from ASEAN and GCC Islamic Banks. (2020). Bhatti, Ishaq M ; Misman, Faridah Najuna. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:89-:d:354365.

Full description at Econpapers || Download paper

2020Trade credit in China: Exploring the link between short term debt and payables. (2020). Moro, Andrea ; Tang, Ying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19305062.

Full description at Econpapers || Download paper

2020The Price-Volume Relationship of the Shanghai Stock Index: Structural Change and the Threshold Effect of Volatility. (2020). Li, Yishi ; Ho, Tsungwu ; Wang, Panpan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3322-:d:347707.

Full description at Econpapers || Download paper

2020Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches. (2020). Tiwari, Aviral ; Raheem, Ibrahim ; Trabelsi, Nader ; Alqahtani, Faisal. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304438.

Full description at Econpapers || Download paper

2020Is the market surprised by the surprise?. (2020). Petracci, Barbara ; Olugbode, Mojisola ; Kyaw, Khine. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:17:y:2020:i:1:d:10.1057_s41310-020-00071-4.

Full description at Econpapers || Download paper

2020Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780.

Full description at Econpapers || Download paper

2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

Full description at Econpapers || Download paper

2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

Full description at Econpapers || Download paper

2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

Full description at Econpapers || Download paper

2020The behavior of private entrepreneurs in an imperfect financial market. (2020). Gu, Tao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00419.

Full description at Econpapers || Download paper

2020Il ruolo delle imprese a conduzione statale nella lotta della Cina contro il COVID-19 (The role of State-Owned Enterprises in Chinas fight against the coronavirus disease). (2020). Macheda, Francesco. In: Moneta e Credito. RePEc:psl:moneta:2020:21.

Full description at Econpapers || Download paper

2020The impacts of electricity consumption in Chinas key economic regions. (2020). Wang, Jiancheng ; Yu, Qian ; Hao, Peng ; Fang, Debin. In: Applied Energy. RePEc:eee:appene:v:267:y:2020:i:c:s0306261920305900.

Full description at Econpapers || Download paper

2020Does sub-Saharan Africa overinvest? Evidence from a panel of non-financial firms. (2020). Noubbigh, Hedi ; Khemiri, Wafa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:118-130.

Full description at Econpapers || Download paper

2020Corruption in banks: A bibliometric review and agenda. (2020). Bahoo, Salman. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311730.

Full description at Econpapers || Download paper

2020Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Discussion Paper. RePEc:tiu:tiucen:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

Full description at Econpapers || Download paper

2020Option market trading activity and the estimation of the pricing kernel: A Bayesian approach. (2020). Fusari, Nicola ; Barone-Adesi, Giovanni ; Sala, Carlo ; Mira, Antonietta. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:430-449.

Full description at Econpapers || Download paper

2020A note on options and bubbles under the CEV model: implications for pricing and hedging. (2020). Cruz, Aricson ; Vidal, Joo Pedro ; Dias, Jose Carlos. In: Review of Derivatives Research. RePEc:kap:revdev:v:23:y:2020:i:3:d:10.1007_s11147-019-09164-x.

Full description at Econpapers || Download paper

2020The impact of ratings and other information on the fluctuation of Polish stock indexes. (2020). Adamczyk, Magdalena. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:51:y:2020:i:3:p:239-262.

Full description at Econpapers || Download paper

2020Environmental disclosure and idiosyncratic risk in the European manufacturing sector. (2020). Sagitova, Roza ; Chatziantoniou, Ioannis ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300542.

Full description at Econpapers || Download paper

2020Regulatory stress testing and bank performance. (2020). Weigert, Florian ; Vonhoff, Volker ; Vogt, Pascal ; Ahnert, Lukas. In: CFR Working Papers. RePEc:zbw:cfrwps:2003.

Full description at Econpapers || Download paper

2020Banking business models and risk: Findings from the ECBs comprehensive assessment. (2020). Rotondi, Zeno ; Paladino, Giovanna. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:2:n:e12158.

Full description at Econpapers || Download paper

2020Banks and Sovereigns: Did adversity bring them closer?. (2020). Sheenan, L ; Dongue, M ; Flavin, T. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n307-20.pdf.

Full description at Econpapers || Download paper

2020Five Fundamental Questions on Central Counterparties. (2020). Berndsen, Ron. In: Other publications TiSEM. RePEc:tiu:tiutis:1f3bd844-92ab-4104-8f57-9e18c384bd2b.

Full description at Econpapers || Download paper

2020Financial stability and real estate price fluctuation in China. (2020). Liu, Chao ; Wang, Chao ; Zhao, QI ; Zheng, Ying. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119316851.

Full description at Econpapers || Download paper

2020Real Estate Market and Macroeconomic Factors in Kuwait: An ARDL Approach. (2020). Al-Kandari, Ahmad M ; Abul, Sadeq. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0878.

Full description at Econpapers || Download paper

2020Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Sruthi, Rajan ; Shijin, Santhakumar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

Full description at Econpapers || Download paper

2020Enterprise risk management and firm performance: Role of the risk committee. (2020). Buckby, Sherrena ; Zaman, Mahbub ; Malik, Muhammad Farhan . In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:1:s1815566918301231.

Full description at Econpapers || Download paper

2020Enterprise risk management and solvency: The case of the listed EU insurers. (2020). Nguyen, Duc Khuong ; Vo, Dinh-Tri. In: Journal of Business Research. RePEc:eee:jbrese:v:113:y:2020:i:c:p:360-369.

Full description at Econpapers || Download paper

2020Information Asymmetry and firm value: Is Vietnam different?. (2020). Huynh, Toan ; Wu, Junjie ; Duc, Toan Luu ; Duong, An Trong. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300866.

Full description at Econpapers || Download paper

2020Investigation of the Pillars of Sustainability Risk Management as an Extension of Enterprise Risk Management on Palestinian Insurance Firms’ Profitability. (2020). Alrub, Ahmad Abu ; Abualrub, Ahmad ; Rjoub, Husam ; Aa, Mehmet ; Shaheen, Rami. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4709-:d:369296.

Full description at Econpapers || Download paper

2020The Criteria of Optimal Training Cost Allocation for Sustainable Value in Aesthetic Medicine Industry. (2020). Yen, Hui-Tzu ; Lin, Tyrone T. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:149-:d:381864.

Full description at Econpapers || Download paper

2020Does Corporate Governance Mechanisms Matter in Explaining Risk Management? Evidence from Non-Financial Kenyan Listed Firms. (2020). Tarus, Thomas Kiptanui. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0037.

Full description at Econpapers || Download paper

2020Confidence, Financial Literacy and Investment in Risky Assets: Evidence from the Survey of Consumer Finances. (2020). Fessler, Pirmin ; Cupak, Andrej ; Paradowski, Piotr R ; Hsu, Joanne W. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-04.

Full description at Econpapers || Download paper

2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios ; Papadamou, Stephanos. In: MPRA Paper. RePEc:pra:mprapa:100020.

Full description at Econpapers || Download paper

2020Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone: A sample of non-Eurozone countries. (2020). Kiss, Gábor Dávid ; David, Kiss Gabor ; Mercedesz, Meszaros. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:20:y:2020:i:2:p:171-195:n:3.

Full description at Econpapers || Download paper

2020Threshold effect of economic openness on bank risk-taking: Evidence from emerging markets. (2020). Mai, Hoai Thi ; Bui, Tung Duy. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:790-803.

Full description at Econpapers || Download paper

2020Female management, overconfidence and debt maturity: European evidence. (2020). Rocca, Maurizio ; Neha, Neha. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:24:y:2020:i:3:d:10.1007_s10997-019-09479-9.

Full description at Econpapers || Download paper

2020Directors’ and officers’ liability insurance and firm innovation. (2020). Zhang, Fan ; Huang, Haoyue ; Wang, Jialong. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:414-426.

Full description at Econpapers || Download paper

2020TFP growth in Chinese cities: The role of factor-intensity and industrial agglomeration. (2020). Wang, Jun-Sheng ; Wen, Jun ; Zhang, Wan-Li ; Wei, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:534-549.

Full description at Econpapers || Download paper

2020Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets. (2020). Booc, Claudiu ; Barna, Flavia Mirela ; Milo, Marius Cristian ; Haiegan, Cornel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:535-:d:307486.

Full description at Econpapers || Download paper

2020The volatility spillover effects among risk appetite indexes: insight from the VIX and the rise. (2020). Alola, Andrew Adewale ; Skenderoglu, Omer ; Akdag, Saffet. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:13:y:2020:i:1:d:10.1007_s12076-020-00244-3.

Full description at Econpapers || Download paper

2020Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030090x.

Full description at Econpapers || Download paper

2020The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market. (2020). Wan, Xiaoyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:104-118.

Full description at Econpapers || Download paper

2020The local market perception of firm risks during cross‐listing events. (2020). Sono, Hui ; Semaan, Elias ; Schumannfoster, Kathryn. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:221-246.

Full description at Econpapers || Download paper

2020Real estate bubbles in a bank-real estate loan network model integrating economic cycle and macro-prudential stress testing. (2020). Meng, YI ; Wang, Jining ; Li, Shouwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119314748.

Full description at Econpapers || Download paper

2020Financial Inclusion and Bank Stability: Evidence from Europe. (2020). TARAZI, Amine ; Danisman, Gamze. In: Working Papers. RePEc:hal:wpaper:hal-02624355.

Full description at Econpapers || Download paper

2020Application of Deep Q-Network in Portfolio Management. (2020). Su, Jionglong ; Jiang, Zhengyong ; Hu, YI ; Gao, Yuan. In: Papers. RePEc:arx:papers:2003.06365.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2020

YearCiting document
2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies. (2020). lucey, brian ; Corbet, Shaen ; Larkin, Charles. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304098.

Full description at Econpapers || Download paper

2020Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

Full description at Econpapers || Download paper

2020Volatility Spillovers between Equity and Green Bond Markets. (2020). Park, Jiyeon ; Ryu, Doojin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3722-:d:353863.

Full description at Econpapers || Download paper

2020Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386.

Full description at Econpapers || Download paper

2020Towards a new index of mobile money inclusion and the role of the regulatory environment. (2020). Mohnen, Pierre ; KONTE, Maty ; Goedhuys, Micheline ; Tetteh, Godsway Korku. In: MERIT Working Papers. RePEc:unm:unumer:2020035.

Full description at Econpapers || Download paper

2020Fintech Revolution in the Financial Industry. (2020). Klopotan, Igor ; Rnjevi, Sandra ; Martinevi, Ivana. In: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2020), Virtual Conference. RePEc:zbw:entr20:224722.

Full description at Econpapers || Download paper

Recent citations received in 2019

YearCiting document
2019Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds. (2019). Zouaoui, Marwa. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:48-:d:263760.

Full description at Econpapers || Download paper

2019Crises in Some Emerging Economy and Its Contagion Effect. (2019). Chuluunbayar, Delgerjargal. In: MPRA Paper. RePEc:pra:mprapa:98810.

Full description at Econpapers || Download paper

2019Резервный буфер капитала как инструмент макропруденциальной политики // Reserve Capital buffer as an Instrument of Macroprudential Policy. (2019). Г. Господарчук Г., ; Gospodarchuk, G. In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2019:i:4:p:43-56.

Full description at Econpapers || Download paper

Recent citations received in 2018

YearCiting document
2018How Do Large Banking Groups Manage the Efficiency of Their Subsidiaries? Evidence from CEE. (2018). Hausenblas, Václav ; Lesanovska, Jitka . In: Working Papers. RePEc:cnb:wpaper:2018/13.

Full description at Econpapers || Download paper

2018Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models. (2018). Escribano, Alvaro ; Blazsek, Szabolcs ; Saez, Alvaro Escribano ; Licht, Adrian. In: UC3M Working papers. Economics. RePEc:cte:werepe:27483.

Full description at Econpapers || Download paper

2018The Single Supervisory Mechanism: competitive implications for the banking sectors in the euro area. (2018). Bikker, Jacob ; Okolelova, Iryna. In: DNB Working Papers. RePEc:dnb:dnbwpp:621.

Full description at Econpapers || Download paper

2018Impacts of a medium voltage direct current link on the performance of electrical distribution networks. (2018). Qi, QI ; Yu, James ; Wu, Jianzhong ; Long, Chao. In: Applied Energy. RePEc:eee:appene:v:230:y:2018:i:c:p:175-188.

Full description at Econpapers || Download paper

2018Customer financing, bargaining power and trade credit uptake. (2018). Mateut, Simona ; Chevapatrakul, Thanaset. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:147-162.

Full description at Econpapers || Download paper

2018Does a scopic regime erode the disposition effect? Evidence from a social trading platform. (2018). Gemayel, Roland ; Preda, Alex. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:154:y:2018:i:c:p:175-190.

Full description at Econpapers || Download paper

2018A Novel Hybrid Algorithm to Forecast Functional Time Series Based on Pattern Sequence Similarity with Application to Electricity Demand. (2018). Martinez-Alvarez, Francisco ; Jacques, Julien ; Asencio-Cortes, Gualberto ; Schmutz, Amandine. In: Energies. RePEc:gam:jeners:v:12:y:2018:i:1:p:94-:d:193747.

Full description at Econpapers || Download paper

2018Credit Rating as a Mechanism for Capital Structure Optimization: Empirical Evidence from Panel Data Analysis. (2018). Sajjad, Faiza ; Zakaria, Muhammad. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:13-:d:128713.

Full description at Econpapers || Download paper

2018Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure. (2018). Sajjad, Faiza ; Zakaria, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:24-:d:145854.

Full description at Econpapers || Download paper

2018Enterprise 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

2018Some Results on Measures of Interaction between Paired Risks. (2018). Fang, Rui ; Li, Xiaohu. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:88-:d:166067.

Full description at Econpapers || Download paper

2018Do International Capabilities and Resources Configure Firm’s Sustainable Competitive Performance? Research within Pakistani SMEs. (2018). Degong, MA ; Anwar, Muhammad ; Khattak, Muhammad Sualeh ; ULLAH, Farid . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4298-:d:184122.

Full description at Econpapers || Download paper

2018Sustainability and Efficiency of the European Banking Market after the Global Crisis: The Impact of Some Strategic Choices. (2018). Pampurini, Francesca ; Quaranta, Anna Grazia. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2237-:d:155173.

Full description at Econpapers || Download paper

2018Industry Concentration, Firm Efficiency and Average Stock Returns: Evidence from Australia. (2018). Hu, T. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:3:d:10.1007_s10690-018-9246-5.

Full description at Econpapers || Download paper

2018.

Full description at Econpapers || Download paper

2018The betting market over time: overround and surebets in European football. (2018). del Corral, Julio ; Gomez-Gonzalez, Carlos. In: Economics and Business Letters. RePEc:ove:journl:aid:12711.

Full description at Econpapers || Download paper

2018The Log-GARCH Model via ARMA Representations. (2018). Sucarrat, Genaro. In: MPRA Paper. RePEc:pra:mprapa:100386.

Full description at Econpapers || Download paper

2018Does Bank Concentration Affect Debt Maturity?. (2018). Liu, Peisen ; Huang, Shoujun. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:3:p:73-87.

Full description at Econpapers || Download paper

2018Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk. (2018). Gubareva, Mariya ; Borges, Maria. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2438-y.

Full description at Econpapers || Download paper

2018Financial market fragmentation and monetary transmission in the euro area: what do we know?. (2018). Horvath, Roman. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:21:y:2018:i:4:p:319-334.

Full description at Econpapers || Download paper

2018The Impact of Regulatory Stress Testing on Banks Equity and CDS Performance. (2018). Weigert, Florian ; Vonhoff, Volker ; Vogt, Pascal ; Ahnert, Lukas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:14.

Full description at Econpapers || Download paper

Recent citations received in 2017

YearCiting document
2017A two-step hybrid investment strategy for pension funds. (2017). Pagnoncelli, Bernardo K ; Denis, Gabriela ; Cifuentes, Arturo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:574-583.

Full description at Econpapers || Download paper

2017The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715.

Full description at Econpapers || Download paper

2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

Full description at Econpapers || Download paper

2017A 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

2017MULTIVARIATE EXTENSIONS OF EXPECTILES RISK MEASURES. (2017). Rulliere, Didier ; Said, Khalil ; Maume-Deschamps, Veronique. In: Post-Print. RePEc:hal:journl:hal-01367277.

Full description at Econpapers || Download paper

2017Should Portfolio Model Inputs Be Estimated Using One or Two Economic Regimes?. (2017). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2017-07.

Full description at Econpapers || Download paper

2017Harmful Diversification: Evidence from Alternative Investments. (2017). Sutcliffe, Charles ; Sakkas, Athanasios ; Platanakis, Emmanouil. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2017-09.

Full description at Econpapers || Download paper

2017Effects of intraday weather changes on asset returns and volatilities. (2017). Shim, Hyein ; Ryu, Doojin ; Kim, Maria H. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:35:y:2017:i:2:p:301-330.

Full description at Econpapers || Download paper

2017Dynamic mean variance asset allocation: Tests for robustness. (2017). Forsyth, Peter A ; Vetzal, Kenneth R. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500219.

Full description at Econpapers || Download paper