20
H index
28
i10 index
1124
Citations
Open Universiteit | 20 H index 28 i10 index 1124 Citations RESEARCH PRODUCTION: 75 Articles 26 Papers 1 Chapters RESEARCH ACTIVITY: 22 years (2002 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfr176 |
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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Post-Print / HAL | 6 |
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 5 |
Year | Title of citing document | |
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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 | |
2023 | . 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 | |
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 | |
2024 | Environmental pressure and board gender diversity: Evidence from the European Union Emission Trading System. (2024). Torsin, Wouter ; Struyfs, Kristof ; Schoubben, Frederiek ; Dutordoir, Marie. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:3911-3935. Full description at Econpapers || Download paper | |
2024 | 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 | |
2023 | . Full description at Econpapers || Download paper | |
2024 | Discrimination announcements, employee opinion, and capital structure: Evidence from the EEOC. (2024). Barnes, Spencer. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:745-777. Full description at Econpapers || Download paper | |
2024 | Endogenous vs Exogenous Instability: An Out-of-Sample Comparison. (2024). Ricchiuti, Giorgio ; Delli Gatti, Domenico ; Gusella, Filippo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11082. 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 | |
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 | |
2024 | Societal secrecy and ADR IPOs underpricing. (2024). Simpson, Marc W ; Ngo, Thanh ; Grossmann, Axel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000030. 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 | |
2023 | Managers cultural origin and corporate response to an economic shock. (2023). Garcia-Appendini, Emilia ; Siming, Linus ; Bedendo, Mascia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000615. Full description at Econpapers || Download paper | |
2023 | Understanding E10 markets in the U.S.: Evidence from spatial data. (2023). Tokgoz, Simla ; Traore, Fousseini. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1267-1281. 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 | |
2023 | No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619. 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 | |
2023 | Familiarity bias and economic decisions: Evidence from a survey experiment. (2023). Jin, YI ; Qi, Zhenyan ; Zhu, Zhaobo. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002227. Full description at Econpapers || Download paper | |
2024 | Does twitter economic uncertainty matter for wheat prices?. (2024). Fakih, Ali ; Elgammal, Walid ; Alamah, Zein. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004895. Full description at Econpapers || Download paper | |
2023 | The commodity risk premium and neural networks. (2023). faff, robert ; Yew, Rand Kwong ; Rad, Hossein ; Miffre, Joelle. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007. 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 | |
2023 | The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062. Full description at Econpapers || Download paper | |
2023 | Do increases in gasoline prices cause higher food prices?. (2023). Karaki, Mohamad B ; Diab, Sara. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005649. Full description at Econpapers || Download paper | |
2024 | Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing. (2024). Balli, Hatice ; Dang, Tam Hoang-Nhat ; Nguyen, Hannah. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000173. Full description at Econpapers || Download paper | |
2024 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. 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 | |
2024 | Dose digital transformation contribute to improving financing efficiency? Evidence and implications for energy enterprises in China. (2024). Zhou, LI ; Chen, Shanshan ; Gao, Weiyan ; Zhang, Ruchuan ; Li, Aijun. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224010442. 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 | |
2023 | Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995. Full description at Econpapers || Download paper | |
2023 | The bright side of analyst coverage on corporate innovation: Evidence from China. (2023). Wang, Yiru ; Zhang, Ping. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003071. Full description at Econpapers || Download paper | |
2023 | Do religiosity and political beliefs affect female representation and firm performance?. (2023). Shank, Corey A ; Carter, David A. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003253. Full description at Econpapers || Download paper | |
2023 | Price discovery in carbon exchange traded fund markets. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003307. Full description at Econpapers || Download paper | |
2023 | Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach. (2023). Yarovaya, Larisa ; Ali, Md Hakim ; Karim, Muhammad Mahmudul ; Hammoudeh, Shawkat ; Uddin, Md Hamid. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004106. Full description at Econpapers || Download paper | |
2023 | Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market. (2023). Yang, Jimmy J ; Chen, Yu-Lun ; Xu, KE. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300412x. Full description at Econpapers || Download paper | |
2024 | Director foreign experience: Geographic specificity and value implication. (2024). Zhao, Hong ; Tao, Ran ; Belaounia, Samia. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005148. Full description at Econpapers || Download paper | |
2024 | The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x. Full description at Econpapers || Download paper | |
2024 | Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper | |
2024 | Friends in media: Implications of media connections for analyst forecast optimism. (2024). Vakilzadeh, Hamid ; Mammadov, Babak ; Hossain, Md Miran. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001145. Full description at Econpapers || Download paper | |
2024 | Across the faultlines: A multi-dimensional index to measure and assess board diversity. (2024). Omara, Hossam ; Bamber, Matthew ; Elshandidy, Tamer. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001637. Full description at Econpapers || Download paper | |
2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper | |
2024 | Ecological product value accounting and analyst behavior. (2024). Wang, Hongmei ; Sun, Jing ; Li, Zhe ; Ben, Fang ; Zhao, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002059. Full description at Econpapers || Download paper | |
2024 | Merchant guild culture and cash holdings: Evidence from China. (2024). Zhao, Xiangfang ; Long, Zhineng ; Wang, Xiaoyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002369. Full description at Econpapers || Download paper | |
2024 | Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices. (2024). Akinsomi, Omokolade ; Odusami, Babatunde O. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002618. 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 | |
2023 | Cryptocurrency Momentum and VIX premium. (2023). Nie, Wei-Ying ; Chang, Hsuan-Ling ; Yen, Kuang-Chieh ; Cheng, Hung-Wen. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005688. Full description at Econpapers || Download paper | |
2023 | COVID-19 and commodity pricing premium: Evidence from the Chinese market. (2023). Chen, Haiqiang ; Hsieh, Pei-Lin ; Zhang, LU. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323002714. Full description at Econpapers || Download paper | |
2024 | Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Sampath, Aravind ; Natashekara, Karthik. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813. Full description at Econpapers || Download paper | |
2024 | Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502. Full description at Econpapers || Download paper | |
2024 | Impacts of gender inequality on international trade and innovation. (2024). Nam, Hyun-Jung ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003969. Full description at Econpapers || Download paper | |
2023 | Insider trading regulation and trader migration. (2023). Palan, Stefan ; Merl, Robert ; Stockl, Thomas ; Schmidt, Dominik. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s138641812300037x. Full description at Econpapers || Download paper | |
2024 | The lead–lag relation between VIX futures and SPX futures. (2024). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000496. Full description at Econpapers || Download paper | |
2023 | CEO power, bank risk-taking and national culture: International evidence. (2023). Amini, Shima ; Murinde, Victor ; Uddin, Moshfique ; Pour, Eilnaz Kashefi. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000335. Full description at Econpapers || Download paper | |
2023 | Western cultural influence on corporate innovation: Evidence from Chinese listed companies. (2023). Yeh, Yin-Hua ; Li, Guoxing. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000054. Full description at Econpapers || Download paper | |
2023 | Extreme negative events and corporate acquisitions: Terrorist attacks. (2023). Lin, Chih-Yen ; Huang, Chia-Wei. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000832. Full description at Econpapers || Download paper | |
2024 | Exploring the drivers of investment in Fintech: Board composition and home bias in banking. (2024). Previtali, Daniele ; Gallo, Serena ; del Gaudio, Belinda Laura. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000164. 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 | |
2023 | What explains the benefits of international portfolio diversification?. (2023). Sy, Oumar ; Nazaire, Gregory ; Guedhami, Omrane ; Attig, Najah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002013. Full description at Econpapers || Download paper | |
2023 | Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252. Full description at Econpapers || Download paper | |
2023 | Exploring style herding by mutual funds. (2023). , Remco ; Santi, Caterina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000306. Full description at Econpapers || Download paper | |
2023 | Do peer effects matter in bank risk? Some cross-country evidence. (2023). Wu, JI ; Chen, Minghua ; Wang, Peiwen ; Yan, Yuanyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001129. Full description at Econpapers || Download paper | |
2024 | National culture and banks stock volatility. (2024). Varon, Eva ; Galil, Koresh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123002007. Full description at Econpapers || Download paper | |
2024 | The relevance of media sentiment for small and large scale bitcoin investors. (2024). Beckmann, Joscha ; Wustenfeld, Jan ; Geldner, Teo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000295. Full description at Econpapers || Download paper | |
2023 | Foreign exchange exposure and analysts’ earnings forecasts. (2023). Naiker, Vic ; Lai, Karen ; Chen, Chen ; Yusoff, Iliyas ; Wang, Jun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002953. Full description at Econpapers || Download paper | |
2023 | Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x. Full description at Econpapers || Download paper | |
2023 | Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632. Full description at Econpapers || Download paper | |
2024 | Corporate culture and M&A deals: Using text from crowdsourced employer reviews to measure cultural differences. (2024). Reichmann, Doron ; Kaya, Devrimi ; Hertel, Tobias. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000384. Full description at Econpapers || Download paper | |
2023 | The roles of innovation strategy and founding team diversity in new venture growth. (2023). Pickernell, David ; Battisti, Martina ; Huang, Shuangfa. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000115. Full description at Econpapers || Download paper | |
2023 | Foreign bias in institutional portfolio allocation: The role of social trust. (2023). Schroder, Henning ; Requejo, Ignacio ; Monkemeyer, Marwin ; Drobetz, Wolfgang. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:214:y:2023:i:c:p:233-269. Full description at Econpapers || Download paper | |
2023 | ESG score, board structure and the impact of the non-financial reporting directive on European firms. (2023). mengoli, stefano ; BIGELLI, MARCO ; Sandri, Sandro. In: Journal of Economics and Business. RePEc:eee:jebusi:v:127:y:2023:i:c:s0148619523000267. Full description at Econpapers || Download paper | |
2023 | Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134. Full description at Econpapers || Download paper | |
2024 | Foreign institutional ownership and Cross-Listing. (2024). Tsang, Albert ; Kong, Xiangting ; Yan, Shuo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001808. Full description at Econpapers || Download paper | |
2024 | Analyst distance and credit rating consistency. (2024). Loffler, Gunter ; Guettler, Andre ; Altdorfer, Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000421. Full description at Econpapers || Download paper | |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper | |
2023 | Volatility in US dairy futures markets. (2023). Yu, Linda ; Tse, Yiuman ; Jump, Jeff ; Fan, Zaifeng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000666. Full description at Econpapers || Download paper | |
2023 | Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053. Full description at Econpapers || Download paper | |
2023 | A Bayesian perspective on commodity style integration. (2023). Zhao, Nan ; Fuertes, Ana-Maria. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000181. Full description at Econpapers || Download paper | |
2023 | Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259. Full description at Econpapers || Download paper | |
2023 | The Fortune and crash of common risk factors in Chinese commodity markets. (2023). Zhao, Yuqian ; Liu, Zhenya. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000521. 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 | 7 |
2019 | Surprise and dispersion: informational impact of USDA announcements.(2019) In: Agricultural Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2015 | On the Role of Cultural Distance in the Decision to Cross†List In: European Financial Management. [Full Text][Citation analysis] | article | 8 |
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 |
2024 | Board cultural diversity and firm performance under competitive pressures In: The Financial Review. [Full Text][Citation analysis] | article | 1 |
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 |
2008 | INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID-ASK SPREAD In: Journal of Financial Research. [Full Text][Citation analysis] | article | 17 |
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 nother version. Agregated cites: 18 | article | |
2009 | Behavioral Heterogeneity in the Option Market In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 66 |
2010 | Behavioral heterogeneity in the option market.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2010 | Behavioral heterogeneity in the option market.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | 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 nother 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 | 13 |
2014 | Learning by doing: the role of financial experience in financial literacy In: Journal of Public Policy. [Full Text][Citation analysis] | article | 20 |
2016 | The impact of cultural diversity in corporate boards on firm performance In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 64 |
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 nother 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 | 8 |
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 | 2 |
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 nother version. Agregated cites: 2 | paper | |
2024 | Effects of option incentive compensation on corporate innovation: The case of China In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
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 | 23 |
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 | 30 |
2023 | US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2016 | Contemporaneous interactions among fuel, biofuel and agricultural commodities In: Energy Economics. [Full Text][Citation analysis] | article | 43 |
2016 | Asymmetries of the intraday return-volatility relation In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 17 |
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 | 13 |
2018 | NYSE closure and global equity trading: The case of cross-listed stocks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2022 | Cultural diversity among directors and corporate social responsibility In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2022 | Cultural diversity among directors and corporate social responsibility.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | Who buys Bitcoin? The cultural determinants of Bitcoin activity In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2022 | Who buys Bitcoin? The cultural determinants of Bitcoin activity.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2024 | On practitioners closed-form GARCH option pricing In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2015 | Cross-listing decisions and the foreign bias of investors In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2022 | National culture and corporate risk-taking around the world In: Global Finance Journal. [Full Text][Citation analysis] | article | 7 |
2023 | The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
2024 | Trade openness and income inequality: The moderating role of institutional quality In: Global Finance Journal. [Full Text][Citation analysis] | article | 2 |
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 | 22 |
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 | 40 |
2010 | A cultural explanation of the foreign bias in international asset allocation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 122 |
2012 | Political crises and the stock market integration of emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 24 |
2013 | Uncertainty avoidance, risk tolerance and corporate takeover decisions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 60 |
2014 | Speed, algorithmic trading, and market quality around macroeconomic news announcements In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 40 |
2012 | Speed, Algorithmic Trading, and Market Quality around Macroeconomic News Announcements.(2012) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2015 | The determinants of price discovery: Evidence from US-Canadian cross-listed shares In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 20 |
2018 | The skewness of commodity futures returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 71 |
2018 | The skewness of commodity futures returns.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | 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 | 29 |
2020 | Absence of speculation in the European sovereign debt markets In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
2008 | On the determinants of portfolio choice In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 25 |
2022 | Profit margin hedging in the New Zealand dairy farming industry In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 3 |
2008 | The impact of corporate governance on corporate performance: Evidence from Japan In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 35 |
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 |
2024 | Nonstandard errors In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 9 |
2021 | Non-Standard Errors.(2021) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2021 | Non-Standard Errors.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
In: . [Full Text][Citation analysis] | article | 0 | |
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In: . [Full Text][Citation analysis] | article | 2 | |
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2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
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 | 16 |
2012 | Sentiment Trades and Option Prices In: DEM Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
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 | 7 |
2019 | Volatility spillovers among oil and stock markets in the US and Saudi Arabia In: Applied Economics. [Full Text][Citation analysis] | article | 9 |
2020 | Pairs trading of Chinese and international commodities In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2008 | Forecasting daily volatility with intraday data In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
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 | 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 | 45 |
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 | 27 |
2018 | A comprehensive look at the return predictability of variance risk premia In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 11 |
2018 | Determinants of intraday price discovery in VIX exchange traded notes In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
2018 | Volatility discovery and volatility quoting on markets for options and warrants In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
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 | 36 |
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. Last updated November, 3 2024. Contact: CitEc Team