18
H index
29
i10 index
1010
Citations
Open Universiteit | 18 H index 29 i10 index 1010 Citations RESEARCH PRODUCTION: 63 Articles 18 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bart Frijns. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 5 |
Post-Print / HAL | 3 |
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2022 | Betting on mean reversion in the VIX? Evidence from ETP flows. (2022). Posselt, Anders Merrild ; Nielsen, Ole Linnemann. In: CREATES Research Papers. RePEc:aah:create:2022-06. Full description at Econpapers || Download paper | |
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2023 | . Full description at Econpapers || Download paper | |
2023 | Asymmetric Effects of the COVID-19 Outbreak on Economic Policy Uncertainty. (2023). Lusta, Abdulmula ; Aimer, Nagmi. In: Asian Economics Letters. RePEc:ayb:jrnael:91. Full description at Econpapers || Download paper | |
2022 | The Financial literacy of micro-entrepreneurs: evidence from Italy. (2022). Rampazzi, Cristiana ; Galotto, Ludovica ; Russo, Paolo Finaldi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_727_22. Full description at Econpapers || Download paper | |
2022 | A shot in the arm: stimulus packages and firm performance during Covid-19. (2022). Moore, Tomoe ; Mirzaei, Ali ; Igan, Deniz. In: BIS Working Papers. RePEc:bis:biswps:1014. Full description at Econpapers || Download paper | |
2022 | The Capitalization Effect of Imputation Credits on Expected Stock Returns. (2022). Zhao, Jing ; Yin, Xiangkang ; Le, Anh. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:3:p:523-566. Full description at Econpapers || Download paper | |
2022 | Does lesbian and gay friendliness pay off? A new look at LGBT policies and firm performance. (2022). Vahamaa, Sami ; Sihvonen, Jukka ; Kihn, John ; Fatmy, Veda. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:213-242. Full description at Econpapers || Download paper | |
2022 | Investor feedback: impact on analyst biases and investor critical evaluation. (2022). Staehr, Simone ; Plenborg, Thomas ; Barradale, Nigel. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:767-803. Full description at Econpapers || Download paper | |
2022 | Drought risk and capital structure dynamics. (2022). Hou, Greg ; Bai, Min ; Nguyen, Thao ; Truong, Cameron. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3397-3439. Full description at Econpapers || Download paper | |
2022 | Local versus foreign analysts forecast accuracy: does herding matter?. (2022). Taylor, Nicholas ; Mira, Svetlana ; Choi, Youngsoo. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1143-1188. Full description at Econpapers || Download paper | |
2023 | Love thy neighbour: Evidence from capital structure decisions. (2023). Cheung, Adrian Waikong ; Li, Bin ; Omura, Akihiro ; Lin, Yuen ; Su, Xiufen ; Chu, Chien Chi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2907-2933. Full description at Econpapers || Download paper | |
2022 | To batch or not to batch? The release of USDA crop reports. (2022). Garcia, Philip ; Serra, Teresa ; Huang, Joshua ; Irwin, Scott H. In: Agricultural Economics. RePEc:bla:agecon:v:53:y:2022:i:1:p:143-154. Full description at Econpapers || Download paper | |
2023 | The financial and green effects of cultural values on mission drifts in European social enterprises. (2023). Dicorato, Spiridione Lucio ; Doronzo, Emanuele ; Esposito, Paolo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:1-29. Full description at Econpapers || Download paper | |
2022 | Premiums between Cross?listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness. (2022). Liu, Xue ; Xu, Ruihui ; Zhang, Xuechun. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:3:p:75-99. Full description at Econpapers || Download paper | |
2022 | Does the Federal Open Market Committee cycle affect credit risk?. (2022). Zhong, Zhaodong ; Wang, Xinjie ; Li, Yubin ; Huang, Difang. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:1:p:143-167. Full description at Econpapers || Download paper | |
2022 | CEO cultural heritage and the pricing of audit services. (2022). Truong, Cameron ; Pham, Mia Hang. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:181-214. Full description at Econpapers || Download paper | |
2022 | Credit rating downgrade risk and acquisition decisions. (2022). Kang, Mengyao. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:5-6:p:1011-1073. Full description at Econpapers || Download paper | |
2022 | A clash of cultures: The governance and valuation effects of corporate cultural distance. (2022). Zhang, Tim ; Jayaraman, Narayanan ; Ferris, Stephen P. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:9-10:p:1696-1735. Full description at Econpapers || Download paper | |
2022 | High?frequency trading: Definition, implications, and controversies. (2022). Hsu, Weihuei ; Young, Martin R ; Zaharudin, Khairul Zharif. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:75-107. Full description at Econpapers || Download paper | |
2022 | Ignorance illusion in decisions under risk: The impact of perceived expertise on probability weighting. (2022). Goeddemenke, Michael ; Baars, Maren. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:35-62. Full description at Econpapers || Download paper | |
2022 | Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849. Full description at Econpapers || Download paper | |
2023 | Green bond home bias and the role of supply and sustainability preferences. (2023). Wedow, Michael ; Lambert, Claudia ; Levels, Anouk. In: Working Papers. RePEc:dnb:dnbwpp:767. Full description at Econpapers || Download paper | |
2022 | Economic policy uncertainty and household consumption: Evidence from Chinese households. (2022). Zhao, Jing ; Wu, Weixing. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007821001640. Full description at Econpapers || Download paper | |
2022 | Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703. Full description at Econpapers || Download paper | |
2023 | Do algorithmic traders exploit volatility?. (2023). Marathe, Rahul R ; Prasanna, Krishna P ; Arumugam, Devika. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001009. Full description at Econpapers || Download paper | |
2022 | Societal secrecy and IPO underpricing. (2022). Goyal, Abhinav ; Chui, Andy C. W. ; Chen, Yangyang ; Veeraraghavan, Madhu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001006. Full description at Econpapers || Download paper | |
2023 | A shot in the arm: Economic support packages and firm performance during COVID-19. (2023). Igan, Deniz ; Moore, Tomoe ; Mirzaei, Ali. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001833. Full description at Econpapers || Download paper | |
2022 | Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397. Full description at Econpapers || Download paper | |
2022 | The dimension of green economy: Culture viewpoint. (2022). Lee, Chien-Chiang ; Ho, Shan-Ju ; Wang, Chih-Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:122-138. Full description at Econpapers || Download paper | |
2023 | Do directors with foreign experience increase the corporate demand for directors and officers liability insurance? Evidence from China. (2023). Chan, Kam C ; Yang, Zeng ; Xia, Changyuan. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003832. Full description at Econpapers || Download paper | |
2023 | Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x. Full description at Econpapers || Download paper | |
2023 | Board diversity and outward FDI: Evidence from europe. (2023). Rossi, Francesca ; Natale, Piergiovanna ; Gattai, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003935. Full description at Econpapers || Download paper | |
2022 | Hedging local currency risk with precious metals. (2022). Kunkler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001923. Full description at Econpapers || Download paper | |
2023 | Attitudinal drivers of home bias in public preferences for transboundary nature protected areas. (2023). Valasiuk, Sviataslau ; Halse, Askill ; Czajkowski, Mikolaj ; Veisten, Knut ; Ylicz, Tomasz ; Giergiczny, Marek ; Angelstam, Per ; Mata, Iratxe Landa. In: Ecological Economics. RePEc:eee:ecolec:v:208:y:2023:i:c:s0921800923000617. Full description at Econpapers || Download paper | |
2022 | Building financial resilience through financial and digital literacy in South Asia and Sub-Saharan Africa. (2022). Liu, Fan ; Lyons, Angela C ; Kass-Hanna, Josephine. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000546. Full description at Econpapers || Download paper | |
2022 | Mutual fund (sub)advisor connections and crowds. (2022). Devault, Luke ; Beggs, William. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:231-252. Full description at Econpapers || Download paper | |
2022 | I only fear when I hear: How media affects insider trading in takeover targets. (2022). Wu, Betty ; Siganos, Antonios ; Danbolt, JO ; Aleksanyan, Mark. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:318-342. Full description at Econpapers || Download paper | |
2022 | It is not just What you say, but How you say it: Why tonality matters in central bank communication. (2022). Shen, Aizhong ; Stan, Raluca ; Chen, Denghui ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:216-231. Full description at Econpapers || Download paper | |
2023 | US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks. (2023). Pascual, Roberto ; Indriawan, Ivan ; Frijns, Bart ; Dodd, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:301-320. Full description at Econpapers || Download paper | |
2022 | The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. (2022). Zhang, Gongqiu ; Xu, Yahua ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s014098832200127x. Full description at Econpapers || Download paper | |
2022 | Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730. Full description at Econpapers || Download paper | |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper | |
2023 | Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725. Full description at Econpapers || Download paper | |
2023 | Convenience yield risk. (2023). Wichmann, Robert ; Simen, Chardin Wese ; Symeonidis, Lazaros ; Prokopczuk, Marcel. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000348. Full description at Econpapers || Download paper | |
2023 | The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032. Full description at Econpapers || Download paper | |
2022 | Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663. Full description at Econpapers || Download paper | |
2023 | Evaluating the financial performance of companies from the perspective of fund procurement and application: New strategy cross efficiency network data envelopment analysis models. (2023). Li, Aijun ; Zhou, LI ; Zhang, Ruchuan ; Liu, Hai Yue. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001330. Full description at Econpapers || Download paper | |
2023 | The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062. Full description at Econpapers || Download paper | |
2022 | A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151. Full description at Econpapers || Download paper | |
2022 | Investment and access to external finance in Europe: Does analyst coverage matter?. (2022). Vaubourg, Anne-Gael ; Leroy, Aurelien ; Galanti, Sebastien. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000758. Full description at Econpapers || Download paper | |
2022 | Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795. Full description at Econpapers || Download paper | |
2022 | Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259. Full description at Econpapers || Download paper | |
2022 | News-based sentiment and bitcoin volatility. (2022). Sapkota, Niranjan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001454. Full description at Econpapers || Download paper | |
2022 | Do precious metals hedge crude oil volatility jumps?. (2022). Basu, Sankarshan ; Kumar, Surya Bhushan ; Bhatia, Vaneet ; Das, Debojyoti. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002150. Full description at Econpapers || Download paper | |
2022 | Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market. (2022). Chen, Pengzhan ; Wu, Bin ; Xia, Wenjing ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002320. Full description at Econpapers || Download paper | |
2022 | Subsidiary financing choices: The roles of institutional distances from home countries. (2022). Vulanovic, Milos ; Piljak, Vanja ; Goodell, John W ; Du, Yan. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002368. Full description at Econpapers || Download paper | |
2022 | Cultural diversity among directors and corporate social responsibility. (2022). Garel, Alexandre ; Frijns, Bart ; Dodd, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002873. Full description at Econpapers || Download paper | |
2022 | Stock market return predictability: A combination forecast perspective. (2022). Qi, Jipeng ; Lv, Wendai. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200326x. Full description at Econpapers || Download paper | |
2023 | A bibliometric analysis of cultural finance. (2023). Pandey, Nitesh ; Lahmar, Oumaima ; Kumar, Satish ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003921. Full description at Econpapers || Download paper | |
2023 | From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933. Full description at Econpapers || Download paper | |
2023 | The change in stock-selection risk and stock market returns. (2023). Liang, Chao ; Toan, Luu Duc ; He, Qiubei ; Liu, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004070. Full description at Econpapers || Download paper | |
2023 | Behavioral asset pricing under expected feedback mode. (2023). Xu, Shaojun. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000248. Full description at Econpapers || Download paper | |
2023 | Long-term adjusted volatility: Powerful capability in forecasting stock market returns. (2023). Li, Yan ; Liu, Jing ; Qiu, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000467. Full description at Econpapers || Download paper | |
2023 | Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets. (2023). Rao, Yulei ; Peng, Diefeng ; Guo, Shijun ; Bao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001321. Full description at Econpapers || Download paper | |
2023 | Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369. Full description at Econpapers || Download paper | |
2023 | Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539. Full description at Econpapers || Download paper | |
2022 | Firm efficiency and stock returns during the COVID-19 crisis. (2022). Posch, Peter N ; Krause, Miguel ; Engelhardt, Nils ; Neukirchen, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001185. Full description at Econpapers || Download paper | |
2022 | Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond. (2022). Pradhan, H K ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002166. Full description at Econpapers || Download paper | |
2022 | COVID–19 media coverage and ESG leader indices. (2022). Umar, Zaghum ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002440. Full description at Econpapers || Download paper | |
2022 | Overconfidence and US stock market returns. (2022). Apergis, Nicholas. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002580. Full description at Econpapers || Download paper | |
2022 | Can skewness predict CNY-CNH spread?. (2022). Wu, You ; Han, Liyan ; Liu, Yiye. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003925. Full description at Econpapers || Download paper | |
2022 | Management team cultural alignment and mergers and acquisitions. (2022). Zhao, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004359. Full description at Econpapers || Download paper | |
2022 | Culture and mutual funds’ performance. (2022). Tanos, Barbara Abou. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004463. Full description at Econpapers || Download paper | |
2022 | Price discovery in fiat currency and cryptocurrency markets. (2022). Wu, Zhen-Xing ; Gau, Yin-Feng ; Huang, Guan-Ying. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005535. Full description at Econpapers || Download paper | |
2022 | A closed-form mean–variance–skewness portfolio strategy. (2022). Chen, Jingnan ; Zhen, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001957. Full description at Econpapers || Download paper | |
2022 | Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence. (2022). Pati, Pratap Chandra. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003117. Full description at Econpapers || Download paper | |
2022 | Ancestry barriers to the cross-border diffusion of global market information. (2022). Todea, Anita. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003749. Full description at Econpapers || Download paper | |
2022 | Comparisons of Alternative Information Share Measures. (2022). Lien, Donald. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200472x. Full description at Econpapers || Download paper | |
2022 | Forecasting US stock market returns by the aggressive stock-selection opportunity. (2022). Duc, Toan Luu ; Liang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005025. Full description at Econpapers || Download paper | |
2023 | Traders’ heterogeneous beliefs about stock volatility and the implied volatility skew in financial options markets. (2023). Vagnani, Gianluca ; Marchetti, Fabio Massimo ; Nappo, Giovanna. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000387. Full description at Econpapers || Download paper | |
2022 | Is the index efficient? A worldwide tour with stochastic dominance. (2022). Xu, Xia ; le Courtois, Olivier ; Kolokolova, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000410. Full description at Econpapers || Download paper | |
2022 | Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange. (2022). Nguyen, James ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302933. Full description at Econpapers || Download paper | |
2022 | National culture and corporate risk-taking around the world. (2022). Xu, Yahua ; Roh, Tai-Yong ; Kim, Donghoon ; Hubers, Frank ; Frijns, Bart. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000126. Full description at Econpapers || Download paper | |
2022 | Multinationals and stock return comovement. (2022). , Quan ; Nguyen, Nhut H ; Do, Hung X. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000163. Full description at Econpapers || Download paper | |
2022 | Uncertainty avoidance, loss aversion and stock market participation. (2022). Rieger, Marc Oliver. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028320302982. Full description at Econpapers || Download paper | |
2022 | The information content of ETF options. (2022). Yang, Dongxiao ; Ramchander, Sanjay ; Miao, Hong ; Lockwood, Larry . In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000278. Full description at Econpapers || Download paper | |
2022 | Board gender diversity and firm risk in UK private firms. (2022). Roberts, Helen ; Biswas, Pallab Kumar ; Sattar, Mahnoor. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028322000680. Full description at Econpapers || Download paper | |
2023 | Religion and foreign direct investment. (2023). Shin, Donglim ; Oh, Frederick Dongchuhl ; Lee, Jun Yong ; Hong, Seiwoong. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:1:s0969593122000634. Full description at Econpapers || Download paper | |
2023 | Asymmetric risk perception and firm financing in the institutional envelope. (2023). Stocco, Giulia ; Puck, Jonas ; Lindner, Thomas. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:3:s0969593122000956. Full description at Econpapers || Download paper | |
2022 | Non-fundamental home bias in international equity markets. (2022). Kim, Hoffmann. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:213-234. Full description at Econpapers || Download paper | |
2022 | Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233. Full description at Econpapers || Download paper | |
2022 | Informativeness of trades around macroeconomic announcements in the foreign exchange market. (2022). Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000245. Full description at Econpapers || Download paper | |
2022 | Commodity return predictability: Evidence from implied variance, skewness, and their risk premia??. (2022). Haas, Jose Renato ; Finta, Marinela Adriana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000543. Full description at Econpapers || Download paper | |
2022 | Explaining cryptocurrency returns: A prospect theory perspective. (2022). Sung, Ming-Chien ; Tai, Chung-Ching ; Lepori, Gabriele M ; Chen, Rongxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000804. Full description at Econpapers || Download paper | |
2022 | The size of good and bad volatility shocks does matter for spillovers. (2022). Bouri, Elie ; Harb, Etienne. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020. Full description at Econpapers || Download paper | |
2022 | Foreign ownership and stock liquidity uncertainty. (2022). faff, robert ; Zhang, Hao ; Li, Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001457. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2017 | Surprise and Dispersion: Informational Impact of USDA Announcements In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. [Full Text][Citation analysis] | paper | 6 |
2019 | Surprise and dispersion: informational impact of USDA announcements.(2019) In: Agricultural Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2015 | On the Role of Cultural Distance in the Decision to Cross†List In: European Financial Management. [Full Text][Citation analysis] | article | 7 |
2006 | Inferring Public and Private Information from Trades and Quotes In: The Financial Review. [Full Text][Citation analysis] | article | 2 |
2013 | Do Criminal Sanctions Deter Insider Trading? In: The Financial Review. [Full Text][Citation analysis] | article | 3 |
2017 | Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets In: The Financial Review. [Full Text][Citation analysis] | article | 8 |
2019 | Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures In: The Financial Review. [Full Text][Citation analysis] | article | 7 |
2019 | Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Quote dynamics of cross?listed stocks In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2008 | INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD In: Journal of Financial Research. [Full Text][Citation analysis] | article | 14 |
2004 | Price Discovery in Tick Time In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 18 |
2009 | Price discovery in tick time.(2009) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2009 | Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 65 |
2010 | Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | article | |
2010 | Behavioral heterogeneity in the option market.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
2009 | A Volatility Targeting GARCH model with Time-Varying Coefficients In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Modelling structural changes in the volatility process In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2011 | Modeling structural changes in the volatility process.(2011) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2011 | Cultural Values, CEO Risk Aversion and Corporate Takeovers In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2012 | Sentiment Trades and Option Prices In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2016 | On the Style-Based Feedback Trading of Mutual Fund Managers In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 10 |
2014 | Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy. [Full Text][Citation analysis] | article | 14 |
2016 | The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 52 |
2006 | Nonlinear dynamics in Nasdaq dealer quotes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 5 |
2005 | Nonlinear dynamics in Nasdaq dealer quotes.(2005) In: Research Memorandum. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | Time-varying arbitrage and dynamic price discovery In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
2021 | The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2021 | The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance.(2021) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 24 |
2017 | When no news is good news – The decrease in investor fear after the FOMC announcement In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 27 |
2016 | Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics. [Full Text][Citation analysis] | article | 38 |
2016 | Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
2018 | The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
2018 | NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 4 |
2015 | Cross-listing decisions and the foreign bias of investors In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2017 | Excess stock return comovements and the role of investor sentiment In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 20 |
2010 | The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 38 |
2010 | A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 113 |
2012 | Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
2013 | Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 58 |
2014 | Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 39 |
2012 | Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2015 | The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
2018 | The skewness of commodity futures returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 59 |
2018 | The skewness of commodity futures returns.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 59 | paper | |
2018 | Institutional trading and asset pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Herding in analysts’ recommendations: The role of media In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
2020 | Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
2008 | On the determinants of portfolio choice In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 24 |
2008 | The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 34 |
2019 | The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2008 | Investor sentiment, mutual fund flows and its impact on returns and volatility In: Managerial Finance. [Full Text][Citation analysis] | article | 16 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | Heterogeneity and sentiment in the stock market In: International Journal of Behavioural Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2012 | Firm efficiency and stock returns In: Journal of Productivity Analysis. [Full Text][Citation analysis] | article | 15 |
2002 | The Dynamics of Dealer Quoting Behavior In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
2019 | Time-varying contemporaneous spillovers during the European Debt Crisis In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Precious metals, oil and the exchange rate: contemporaneous spillovers In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
2019 | Behavioural heterogeneity in wine investments In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2019 | Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2020 | Pairs trading of Chinese and international commodities In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Forecasting daily volatility with intraday data In: The European Journal of Finance. [Full Text][Citation analysis] | article | 6 |
2008 | The New Zealand implied volatility index In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 2 |
2018 | Behavioural heterogeneity in the New Zealand stock market In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 0 |
2019 | Turn of the Month effect in the New Zealand stock market In: New Zealand Economic Papers. [Full Text][Citation analysis] | article | 3 |
2013 | Market timing ability and mutual funds: a heterogeneous agent approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 10 |
2007 | Insider trading laws what works and what doesnt In: Competition & Regulation Times. [Full Text][Citation analysis] | paper | 0 |
2007 | Elements of Effective Insider Trading Laws In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2010 | The information content of implied volatility: Evidence from Australia In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 42 |
2013 | Contemporaneous Spill?Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices In: Journal of Futures Markets. [Citation analysis] | article | 18 |
2015 | The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2016 | On the Intraday Relation Between the VIX and its Futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 25 |
2018 | A comprehensive look at the return predictability of variance risk premia In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
2018 | Determinants of intraday price discovery in VIX exchange traded notes In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2018 | Volatility discovery and volatility quoting on markets for options and warrants In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
2019 | Properties and the predictive power of implied volatility in the New Zealand dairy market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2020 | The determinants of price discovery on bitcoin markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 23 |
2022 | Editors Note In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2014 | Institutional Trading and Stock Returns: Evidence from China In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 5 |
2010 | INSIDER TRADING REGULATIONS: A THEORETICAL AND EMPIRICAL REVIEW In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2019 | Noise trading and informational efficiency In: EconStor Preprints. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team