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The European Journal of Finance / Taylor & Francis Journals

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
32
Impact Factor
0.67
5 Years IF
0.67
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 0.19 0.04 0 26 26 144 1 1 0 0 1 100 1 0.04 0.08
1996 0.12 0.22 0.1 0.12 23 49 36 3 6 26 3 26 3 2 66.7 0 0.1
1997 0.14 0.22 0.16 0.14 19 68 103 10 17 49 7 49 7 2 20 3 0.16 0.09
1998 0.05 0.26 0.13 0.1 20 88 144 7 28 42 2 68 7 0 0 0.12
1999 0.13 0.27 0.16 0.14 22 110 81 16 46 39 5 88 12 7 43.8 4 0.18 0.13
2000 0.07 0.32 0.09 0.09 19 129 136 10 57 42 3 110 10 3 30 0 0.14
2001 0.05 0.35 0.2 0.16 19 148 48 26 86 41 2 103 16 2 7.7 1 0.05 0.15
2002 0.16 0.37 0.17 0.17 23 171 262 29 115 38 6 99 17 3 10.3 6 0.26 0.19
2003 0.26 0.4 0.26 0.27 29 200 135 50 166 42 11 103 28 3 6 0 0.19
2004 0.29 0.44 0.24 0.27 32 232 105 51 221 52 15 112 30 0 1 0.03 0.2
2005 0.08 0.45 0.23 0.15 31 263 289 55 282 61 5 122 18 1 1.8 4 0.13 0.21
2006 0.25 0.46 0.27 0.32 41 304 356 75 365 63 16 134 43 1 1.3 5 0.12 0.2
2007 0.24 0.42 0.23 0.29 41 345 460 77 445 72 17 156 45 6 7.8 4 0.1 0.18
2008 0.37 0.44 0.31 0.36 44 389 195 115 564 82 30 174 63 1 0.9 0 0.2
2009 0.35 0.43 0.33 0.34 44 433 502 139 709 85 30 189 65 5 3.6 7 0.16 0.21
2010 0.35 0.43 0.41 0.47 39 472 226 182 903 88 31 201 94 0 6 0.15 0.18
2011 0.47 0.45 0.36 0.46 47 519 339 181 1090 83 39 209 97 3 1.7 4 0.09 0.2
2012 0.35 0.45 0.44 0.58 47 566 349 242 1341 86 30 215 125 2 0.8 7 0.15 0.19
2013 0.54 0.5 0.52 0.61 51 617 318 314 1662 94 51 221 135 8 2.5 10 0.2 0.21
2014 0.57 0.51 0.55 0.75 55 672 247 361 2031 98 56 228 171 5 1.4 4 0.07 0.2
2015 0.44 0.5 0.51 0.61 64 736 315 375 2410 106 47 239 146 1 0.3 8 0.13 0.19
2016 0.58 0.5 0.56 0.69 70 806 190 448 2860 119 69 264 182 0 4 0.06 0.18
2017 0.45 0.5 0.52 0.61 55 861 154 449 3310 134 60 287 176 5 1.1 10 0.18 0.18
2018 0.5 0.54 0.52 0.61 88 949 227 490 3800 125 62 295 180 1 0.2 22 0.25 0.21
2019 0.55 0.58 0.5 0.63 94 1043 110 520 4321 143 79 332 208 5 1 4 0.04 0.21
2020 0.67 0.75 0.62 0.67 93 1136 85 703 5025 182 122 371 250 66 9.4 24 0.26 0.29
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.

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113
22009The 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.

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111
32011Islamic 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.

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78
42007Stochastic 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.

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75
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.

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72
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.

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72
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.

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66
82005Generating 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.

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54
92010Option-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.

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54
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.

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51
112006Which 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.

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45
122013Competition 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.

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45
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.

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45
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.

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45
152010Efficient 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.

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42
161997Transformation 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.

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41
171995Calendar 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.

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41
182011Co-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.

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40
192013An 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.

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40
202007Conducting 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.

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39
211995Estimating 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.

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38
222002Forecasting 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.

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38
232000The 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.

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37
242012The 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.

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37
252012On 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.

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37
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.

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36
272013The 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.

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36
282009Dynamic 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.

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36
292003Variance 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.

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35
302005Hedge 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.

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35
312006Ownership 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.

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35
322009The 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.

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34
332005Which 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.

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32
342000Testing 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.

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32
352015Earnings 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.

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32
362006Ownership 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.

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32
372014Does 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.

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30
382015Financing 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.

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30
392010Large 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.

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29
401999Is 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.

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29
412009Econometrical 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.

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29
422015Skewed 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.

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28
432002An 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.

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28
442011Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies. (2011). Casu, Barbara ; Clare, Andrew ; Thomas, Stephen ; Sarkisyan, Anna . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:769-788.

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28
452003Basis 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.

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26
461995Heterogeneous 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.

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25
472002Do 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.

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25
482016Multivariate 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.

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25
492002New 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.

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25
502006The impact of monetary policy on the financing behaviour of firms in the Euro area and the UK. (2006). Sterken, Elmer ; de Haan, Leo. In: The European Journal of Finance. RePEc:taf:eurjfi:v:12:y:2006:i:5:p:401-420.

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25
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

43
22011Islamic 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.

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20
32016Commodity 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.

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19
42007Efficiency 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.

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19
52017Risk 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.

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18
62010Efficient 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

18
72013An 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

18
82015Earnings 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

17
92015Skewed 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

16
102006Small 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.

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16
112018Measuring 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.

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16
122013Competition 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.

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15
132009Econometrical 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

15
142005Generating 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.

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14
152015The 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.

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14
162012Price 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.

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14
172018Determinants 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.

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13
182017Multi-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.

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13
192016Multivariate 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.

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13
202014Reputational 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.

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13
212013The 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.

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12
222018Real 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.

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12
232006Ownership 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.

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12
242011Does securitization reduce credit risk taking? Empirical evidence from US bank holding companies. (2011). Casu, Barbara ; Clare, Andrew ; Thomas, Stephen ; Sarkisyan, Anna . In: The European Journal of Finance. RePEc:taf:eurjfi:v:17:y:2011:i:9-10:p:769-788.

Full description at Econpapers || Download paper

11
252009Models 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

11
262015Financing 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.

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11
272018Bank 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.

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282010Option-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.

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292009Copula 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.

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302011Banking 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.

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312017Exchange rate risk exposure and the value of European firms. (2017). PARLAPIANO, FABIO ; Dungey, Mardi ; Alexeev, Vitali. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:2:p:111-129.

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322012How 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.

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332005Market 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.

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342018Emotional finance: investment and the unconscious. (2018). Taffler, Richard. In: The European Journal of Finance. RePEc:taf:eurjfi:v:24:y:2018:i:7-8:p:630-653.

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352018Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries. (2018). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The European Journal of Finance. RePEc:taf:eurjfi:v:24:y:2018:i:4:p:333-346.

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362014Domestic 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.

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372019The demand for eurozone stocks and bonds in a time-varying asset allocation framework. (2019). Samitas, Aristeidis ; Shehzad, Choudhry Tanveer ; Umar, Zaghum. In: The European Journal of Finance. RePEc:taf:eurjfi:v:25:y:2019:i:11:p:994-1011.

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382006Which 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.

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392015When 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.

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402009Dynamic 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.

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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.

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422007Stochastic 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.

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432015Linking 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.

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442018Macro 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.

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452000Testing 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.

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462013An 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.

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472007Multivariate 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.

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482015The 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.

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492020Noise traders, mispricing, and price adjustments in derivatives markets. (2020). Yang, Heejin ; Ryu, Doojin. In: The European Journal of Finance. RePEc:taf:eurjfi:v:26:y:2020:i:6:p:480-499.

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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.

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

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

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

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2020Challenges of Banking Profitability in Eurozone Countries: Analysis of Specific and Macroeconomic Factors. (2020). Esat, Durguti. In: Naše gospodarstvo/Our economy. RePEc:vrs:ngooec:v:66:y:2020:i:4:p:1-10:n:1.

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2020Predicting the equity premium with the implied volatility spread. (2020). Simin, Timothy ; Cao, Charles ; Xiao, Han. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119303611.

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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.

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2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence. (2020). Kenourgios, Dimitris ; Papathanasiou, Sypros ; Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124.

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2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312.

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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.

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2020On quantile based co-risk measures and their estimation. (2020). Wolfgang, Trutschnig ; Sebastian, Fuchs. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:396-416:n:21.

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2020On quantile based co-risk measures and their estimation. (2020). Wolfgang, Trutschnig ; Sebastian, Fuchs. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:396-416:n:19.

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2020Stairway to heaven? rethinking angel investment policy and practice. (2020). Gregson, Geoff ; Bock, Adam J ; Harrison, Richard T. In: Journal of Business Venturing Insights. RePEc:eee:jobuve:v:14:y:2020:i:c:s2352673420300366.

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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.

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2020Impact of Changes in Exchange Rate on Stock Market: An Empirical Evidence from Indonesia. (2020). Amado, Armida ; Choon, Looi Mun. In: International Journal of Applied Economics, Finance and Accounting. RePEc:oap:ijaefa:2020:p:24-31.

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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.

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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.

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2020Integration between real estate and stock markets: new evidence from Pakistan. (2020). Ali, Shoaib ; Yousaf, Imran. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-01-2020-0001.

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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.

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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.

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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.

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2020Impact of directors networks on corporate social responsibility: A cross country study. (2020). Lodh, Suman ; Nandy, Monomita ; Wang, Jin ; Kaur, Jaskaran. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302441.

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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.

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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.

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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.

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

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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.

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

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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.

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2020Development and testing of an augmented distress prediction model: A comparative study on a developed and an emerging market. (2020). Serrasqueiro, Zelia ; Ashraf, Sumaira. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300487.

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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.

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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.

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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.

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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.

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

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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.

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

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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.

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2020Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540.

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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.

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2020The impact of financial contagion on real economy-An empirical research based on combination of complex network technology and spatial econometrics model. (2020). Li, Yali ; Hao, Aimin ; Chen, Xiurong. In: PLOS ONE. RePEc:plo:pone00:0229913.

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2020Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104.

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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.

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2020Friend or foe: The divergent effects of FinTech on financial stability. (2020). Yuen, Fei Lung ; Lee, Wing Yan. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120301072.

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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.

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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.

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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.

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2020Systemic risk: The coordination of macroprudential and monetary policies in China. (2020). Weng, Yin-Che ; Liu, Bai ; Pan, Mengmeng ; Zhang, Ailian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:415-429.

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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.

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2020Diagnosis of the Domino Effect in Bankruptcy Situations Through Positioning Maps and Their Evolution 10 Years Later. (2020). Torra, Salvador ; Somoza, Antonio ; Patau, Josep . In: SAGE Open. RePEc:sae:sagope:v:10:y:2020:i:4:p:2158244020965250.

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2020A looming revolution: Implications of self-generation for the risk exposure of retailers. (2020). Bertsch, Valentin ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303108.

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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.

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2020The Risk Monitoring of the Financial Ecological Environment in Chinese Outward Foreign Direct Investment Based on a Complex Network. (2020). Yang, Jian-Bo ; Zhu, Jiaojiao ; Min, Jian. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9456-:d:444589.

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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.

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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.

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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.

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2020.

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2020The role of internal corporate governance mechanisms on default risk: A systematic review for different institutional settings. (2020). Gonzalez-Urteaga, Ana ; Ballester, Laura ; Martinez, Beatriz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920303561.

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2020Is Corporate Social Responsibility (CSR) a New Alternative to Governance Challenges of State-Owned Enterprises (SOEs)?. (2020). Irakli, Shakiashvili ; Mariam, Tkeshelashvili ; Magda, Lazishvili ; Giorgi, Narmania ; Davit, Maisuradze. In: Central European Journal of Public Policy. RePEc:vrs:cejopp:v:14:y:2020:i:2:p:28-46:n:4.

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2020Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2020). Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2020-17.

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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.

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Recent citations
Recent citations received in 2020
YearCiting document
2020Measuring the Financial Cycle in South Africa. (2020). Farrell, Greg ; Kemp, Esti. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:123-144.

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2020DETERMINATION OF THE BENEFITS AND RISKS OF PEER-TO-PEER (P2P) LENDING: A SOCIAL NETWORK TEORY APPROACH. (2020). Purkayastha, Nadia Nahar ; Tuzlukaya, Ule Erdem. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:9:y:2020:i:3:p:131-143.

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2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

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2020Combining investment advice and asset management. (2020). Hlobil, Tobias ; van Leuvensteijn, M. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303876.

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2020Hybrid bond issuances by insurance firms. (2020). Yu, Jinyoung ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s156601412030203x.

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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.

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2020Twenty years of the International Journal of Accounting Information Systems: A bibliometric analysis. (2020). Pandey, Nitesh ; Liu, QI ; Marrone, Mauricio ; Kumar, Satish. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:39:y:2020:i:c:s1467089520300567.

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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.

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2020The role of macroeconomic factors in the capital structure of European firms: How influential is bank debt?. (2020). Velasco, Pilar ; Rodriguez-Sanz, Juan Antonio ; Azofra, Valentin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:494-514.

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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.

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2020An exploratory analysis of financial inclusion in Chad. (2020). Ahmat, Mahamat Ibrahim. In: Post-Print. RePEc:hal:journl:hal-03322905.

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2020Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning. (2020). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Working Papers. RePEc:hhs:cbsnow:2020_020.

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2020Conventional or Reverse Magnitude Effect for Negative Outcomes: A Matter of Framing. (2020). Steininger, Bertram ; Soypak, Can K ; Breuer, Wolfgang. In: Working Paper Series. RePEc:hhs:kthrec:2020_016.

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2020Edgeworth Expansions for Multivariate Random Sums. (2020). Mazur, Stepan ; Loperfido, Nicola ; Javed, Farrukh. In: Working Papers. RePEc:hhs:oruesi:2020_009.

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2020A Scientometric Review of Digital Currency and Electronic Payment Research: A Network Perspective. (2020). Sun, Xiaoqi ; Shi, Qing. In: Complexity. RePEc:hin:complx:8876017.

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2020Measuring Financial Wellbeing with Self-Reported and Bank-Record Data. (2020). de New, John ; Comerton-Forde, Carole ; Ross, James ; Nicastro, Andrea ; Ribar, David C ; Salamanca, Nicolas. In: IZA Discussion Papers. RePEc:iza:izadps:dp13884.

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2020.

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2020Impact Assessment of Pradhan Mantri Jan-Dhan Yojana in Augmenting Financial Inclusion in India - A District-Level Analysis. (2020). Aftab, Md Asif ; Velan, Nirmala ; Singh, Shishir Kumar ; Yadav, Vishal. In: MPRA Paper. RePEc:pra:mprapa:105064.

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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.

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2020Predictive ability of investor sentiment for the stock market. (2020). Ryu, Doojin ; Kim, Karam. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:4:p:33-46.

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2020Bank capital: excess credit and crisis incidence. (2020). Dilruba, Karim ; Barrell, Ray. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/71b87sa9s888hpa0qfc4jlo1od.

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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.

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2020Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic. (2020). Oxley, Les ; Lucey, Brian ; Hu, Yang ; Hou, Yang ; Corbet, Shaen. In: Working Papers in Economics. RePEc:wai:econwp:20/04.

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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.

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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.

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2019Predicting the equity premium with the implied volatility spread. (2019). Xiao, Han ; Simin, Timothy ; Cao, Charles. In: MPRA Paper. RePEc:pra:mprapa:103651.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2018.

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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.

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

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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.

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2018CEOs’ Characteristics and Firm Performance: A Study of Indian Firms. (2018). Singh, Balwinder ; Kaur, Rupinder. In: Indian Journal of Corporate Governance. RePEc:sae:ijcgvn:v:11:y:2018:i:2:p:185-200.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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2017VaR bounds in models with partial dependence information on subgroups. (2017). Julian, Witting ; Ludger, Ruschendorf. In: Dependence Modeling. RePEc:vrs:demode:v:5:y:2017:i:1:p:59-74:n:4.

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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.

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