32
H index
41
i10 index
9375
Citations
University of Rochester (50% share) | 32 H index 41 i10 index 9375 Citations RESEARCH PRODUCTION: 44 Articles 28 Papers 2 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 G. William Schwert. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 19 |
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2025 | Asymmetric effect of monetary policy on stock market performance in the ECOWAS zone: empirical evidence from the NARDL approach. (2025). Prao, Yao Sraphin ; Kongoza, Kouassi Cyrille. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:149-166. Full description at Econpapers || Download paper | |
2024 | Option Pricing Revisited: The Role of Price Volatility and Dynamics. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jean-Paul. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343544. Full description at Econpapers || Download paper | |
2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Shamsudin, Luqman ; Li, Xiao. In: FEEM Working Papers. RePEc:ags:feemwp:349169. Full description at Econpapers || Download paper | |
2024 | Asymmetric Models for Realized Covariances. (2024). Bauwens, Luc ; Hafner, Christian ; Dzuverovic, Emilija. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024022. Full description at Econpapers || Download paper | |
2024 | What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29. Full description at Econpapers || Download paper | |
2024 | Data-Driven Risk Measurement by SV-GARCH-EVT Model. (2024). , Shibo. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper | |
2024 | Bayesian Neural Networks for Macroeconomic Analysis. (2024). Marcellino, Massimiliano ; Huber, Florian ; Hauzenberger, Niko ; Klieber, Karin. In: Papers. RePEc:arx:papers:2211.04752. Full description at Econpapers || Download paper | |
2024 | Security Issuance, Institutional Investors and Quid Pro Quo. (2024). Aryal, Gaurab ; Chen, Zhaohui ; Yao, Yuchi ; Yung, Chris. In: Papers. RePEc:arx:papers:2211.16643. Full description at Econpapers || Download paper | |
2024 | Maximally Machine-Learnable Portfolios. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian. In: Papers. RePEc:arx:papers:2306.05568. Full description at Econpapers || Download paper | |
2024 | An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2024). Cao, YI ; Polukarov, Maria ; Li, Haochen ; Ventre, Carmine. In: Papers. RePEc:arx:papers:2308.14235. Full description at Econpapers || Download paper | |
2024 | Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing. (2024). Yang, Xuwei ; Grasselli, Matheus ; Krach, Florian ; Lucchi, Aurelien ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:2309.04557. Full description at Econpapers || Download paper | |
2024 | Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors. (2024). Yu, Xiang ; Wang, Wenyuan ; Yan, Kaixin. In: Papers. RePEc:arx:papers:2401.14672. Full description at Econpapers || Download paper | |
2024 | Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2402.16580. Full description at Econpapers || Download paper | |
2024 | Do Weibo platform experts perform better at predicting stock market?. (2024). Ma, Ziyuan ; Chochlov, Muslim ; Buckley, Jim ; Ryan, Conor. In: Papers. RePEc:arx:papers:2403.00772. Full description at Econpapers || Download paper | |
2024 | Causality-Inspired Models for Financial Time Series Forecasting. (2024). Lu, Yutong ; Lin, XI ; Cucuringu, Mihai ; Oliveira, Daniel Cunha ; Fujita, Andre. In: Papers. RePEc:arx:papers:2408.09960. Full description at Econpapers || Download paper | |
2024 | Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning. (2024). Taylor, Robert. In: Papers. RePEc:arx:papers:2408.15404. Full description at Econpapers || Download paper | |
2024 | Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010. Full description at Econpapers || Download paper | |
2024 | Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints. (2024). Yu, Xiang ; Yan, Kaixin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2411.13579. Full description at Econpapers || Download paper | |
2024 | Geometric Deep Learning for Realized Covariance Matrix Forecasting. (2024). Zhang, Chao ; Palma, Michele ; Bucci, Andrea. In: Papers. RePEc:arx:papers:2412.09517. Full description at Econpapers || Download paper | |
2025 | Forecasting the Volatility of Energy Transition Metals. (2025). Bastianin, Andrea ; Li, Xiao ; Shamsudin, Luqman. In: Papers. RePEc:arx:papers:2501.16069. Full description at Econpapers || Download paper | |
2025 | ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008. Full description at Econpapers || Download paper | |
2025 | Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method. (2025). Wang, Yanlong ; Xu, Jian ; Huang, Shao-Lun ; Sun, Danny Dongning ; Zhang, Xiao-Ping. In: Papers. RePEc:arx:papers:2503.06929. Full description at Econpapers || Download paper | |
2025 | The E-Rule: A Novel Composite Indicator for Predicting Economic Recessions. (2025). Ebadi, Esmaeil. In: Papers. RePEc:arx:papers:2503.09839. Full description at Econpapers || Download paper | |
2025 | Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767. Full description at Econpapers || Download paper | |
2025 | Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns. (2025). Serota, R A ; Farahani, Hamed. In: Papers. RePEc:arx:papers:2503.24241. Full description at Econpapers || Download paper | |
2025 | A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction. (2025). Pigato, Paolo ; Pra, Paolo Dai. In: Papers. RePEc:arx:papers:2504.03445. Full description at Econpapers || Download paper | |
2025 | The impact of institutional quality on the relation between FDI and house prices in ASEAN emerging countries. (2025). Le, Hoang-Anh. In: Papers. RePEc:arx:papers:2504.13459. Full description at Econpapers || Download paper | |
2025 | Assessing the Dynamics of the Coffee Value Chain in Davao del Sur: An Agent-Based Modeling Approach. (2025). Aila, Novy ; Stephanie, Lucia ; Fae, Giovanna. In: Papers. RePEc:arx:papers:2505.05797. Full description at Econpapers || Download paper | |
2025 | Machine learning approach to stock price crash risk. (2025). Karasan, Abdullah ; Weber, Gerhard-Wilhelm ; Alp, Ozge Sezgin. In: Papers. RePEc:arx:papers:2505.16287. Full description at Econpapers || Download paper | |
2025 | Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?. (2025). Pollok, Austin. In: Papers. RePEc:arx:papers:2506.07928. Full description at Econpapers || Download paper | |
2024 | Are Industry Returns Informative about Other Industries and Fundamentals?. (2024). Laopodis, Nikiforos T. In: Journal of Economic Analysis. RePEc:bba:j00001:v:0:y:2024:i:1:p:1-:d:310. Full description at Econpapers || Download paper | |
2025 | Are Industry Returns Informative about Other Industries and Fundamentals?. (2025). laopodis, nikiforos. In: Journal of Economic Analysis. RePEc:bba:j00001:v:4:y:2025:i:1:p:1-28:d:310. Full description at Econpapers || Download paper | |
2024 | Inflation Expectations, U.S. Categorical Equity Market Uncertainty and Real Stock Returns – Evidence from Global Markets. (2024). Chiang, Thomas C. In: Financial Economics Letters. RePEc:bba:j00007:v:3:y:2024:i:4:p:13-35:d:373. Full description at Econpapers || Download paper | |
2024 | Accounting for Inflation: The Dog That Didnt Bark. (2024). Ball, Ray. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:1:p:1-12. Full description at Econpapers || Download paper | |
2024 | The effect of auditor experience on stock price crash risk. (2024). Zhang, Yifan ; Peng, Tao ; Li, Siying ; Wang, Liangcheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:411-444. Full description at Econpapers || Download paper | |
2024 | The disciplinary role of unsuccessful takeovers and changes in corporate governance. (2024). Shan, Yaowen ; Zu, Yanglan ; Bugeja, Martin. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:941-973. Full description at Econpapers || Download paper | |
2024 | Does sustainable development matter for initial public offering underpricing?. (2024). Boulton, Thomas J. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:8361-8387. Full description at Econpapers || Download paper | |
2024 | Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Mukanjari, Samson ; Sterner, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836. Full description at Econpapers || Download paper | |
2024 | Rent or Buy? Inflation Experiences and Homeownership within and across Countries. (2024). Wellsjo, Alexandra Steiny ; Malmendier, Ulrike. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1977-2023. Full description at Econpapers || Download paper | |
2024 | What Drives Variation in the U.S. Debt‐to‐Output Ratio? The Dogs that Did not Bark. (2024). Van Nieuwerburgh, Stijn ; Xiaolan, Mindy Z ; Lustig, Hanno ; Jiang, Zhengyang. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:4:p:2603-2665. Full description at Econpapers || Download paper | |
2024 | A Multifactor Perspective on Volatility‐Managed Portfolios. (2024). Uppal, Raman ; Martnutrera, Alberto ; Demiguel, Victor. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3859-3891. Full description at Econpapers || Download paper | |
2024 | Non‐executive Employee Ownership and Target Selection in High‐Tech Mergers and Acquisitions. (2024). Shi, Wei ; Li, Jiangyan ; McNamara, Gerry. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:5:p:2033-2071. Full description at Econpapers || Download paper | |
2024 | Statistical inference for GQARCH‐Itô‐jumps model based on the realized range volatility. (2024). Yu, Jin ; Liu, Guangying ; Hao, Hongxia ; Lin, Jin Guan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:613-638. Full description at Econpapers || Download paper | |
2024 | Smooth and Abrupt Dynamics in Financial Volatility: The MS‐MEM‐MIDAS. (2024). Gallo, Giampiero ; Otranto, Edoardo ; Domianello, Luca Scaffidi. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:21-43. Full description at Econpapers || Download paper | |
2024 | ‘From aspirations for climate action to the reality of climate disasters’: Can remittances play key role in disaster response?. (2024). Selmi, Refk ; Makhlouf, Farid. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:8:p:3487-3510. Full description at Econpapers || Download paper | |
2024 | Stagflationary Stock Returns. (2024). Timmer, Yannick ; Knox, Ben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11236. Full description at Econpapers || Download paper | |
2025 | Persistence in Real GDP: Evidence from Europe and the US. (2025). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11764. Full description at Econpapers || Download paper | |
2025 | The ‘Secret Sauce’?: Understanding the Success of the State Bank of North Dakota. (2025). Chirinko, Robert S. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11819. Full description at Econpapers || Download paper | |
2024 | Asymmetric Models for Realized Covariances. (2024). Bauwens, Luc ; Hafner, Christian ; Dzuverovic, Emilija. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2024024. Full description at Econpapers || Download paper | |
2025 | Day-of-the-week effect: a meta-analysis. (2025). Grebe, Leonard ; Schiereck, Dirk. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:154180. Full description at Econpapers || Download paper | |
2024 | Inflation preferences. (2024). Priftis, Romanos ; Afrouzi, Hassan ; Schoenle, Raphael S ; Ove, Kristian ; Dietrich, Alexander M. In: Working Paper Series. RePEc:ecb:ecbwps:20242957. Full description at Econpapers || Download paper | |
2025 | Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050. Full description at Econpapers || Download paper | |
2024 | Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16. Full description at Econpapers || Download paper | |
2024 | Economic Diversification, Oil Revenue and Energy Transition in Oil Dependent Countries: A Wavelet Decomposition and Panel Data Approach. (2024). ben Hamida, Hela ; Aloui, Chaker ; Hathroubi, Salem. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-46. Full description at Econpapers || Download paper | |
2024 | Optimal public deficit and tax-smoothing in the Spanish economy, 1850-2022. (2024). Congregado, Emilio ; Esteve, Vicente ; Maria, Juan A. In: Working Papers. RePEc:eec:wpaper:2401. Full description at Econpapers || Download paper | |
2024 | Privileged information access, analyst consensus building, and stock return volatility: Evidence from the JOBS Act. (2024). Jin, Shunyao ; Kimbrough, Michael D ; Wang, Isabel Yanyan. In: Advances in accounting. RePEc:eee:advacc:v:64:y:2024:i:c:s0882611023000883. Full description at Econpapers || Download paper | |
2024 | Firm-specific climate risk and market valuation. (2024). berkman, henk ; Soderstrom, Naomi ; Jona, Jonathan. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:112:y:2024:i:c:s0361368224000072. Full description at Econpapers || Download paper | |
2024 | Prospect theory in M&A: Do historical purchase prices affect merger offer premiums and announcement returns?. (2024). Mugerman, Yevgeny ; Shemesh, Joshua ; Lauterbach, Beni. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000467. Full description at Econpapers || Download paper | |
2024 | Extrapolative beliefs and return predictability: Evidence from China. (2024). Liu, Yumin ; Jiang, Fuwei ; Zhang, Huajing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000728. Full description at Econpapers || Download paper | |
2024 | IPO price formation and board gender diversity. (2024). Rau, Raghavendra ; Vermaelen, Theo ; Sandvik, Jason. In: Journal of Corporate Finance. RePEc:eee:corfin:v:88:y:2024:i:c:s0929119924000919. Full description at Econpapers || Download paper | |
2024 | Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x. Full description at Econpapers || Download paper | |
2024 | Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075. Full description at Econpapers || Download paper | |
2024 | The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238. Full description at Econpapers || Download paper | |
2024 | Cross-regional connectedness of financial market: Measurement and determinants. (2024). Wang, Xuya ; Yang, Xin ; Zhao, Lili ; Cao, Jie ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000822. Full description at Econpapers || Download paper | |
2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper | |
2025 | A common component of Fama and French factor variances. (2025). Grobys, Klaus ; Fathi, Masoumeh ; Ij, Janne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002171. Full description at Econpapers || Download paper | |
2024 | Speculative and non-speculative equity premia. (2024). Dorobiala, Zachary ; Ghazi, Soroush ; Schneider, Mark. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001022. Full description at Econpapers || Download paper | |
2024 | Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150. Full description at Econpapers || Download paper | |
2024 | Robust inference of panel data models with interactive fixed effects under long memory: A frequency domain approach. (2024). Su, Liangjun ; Phillips, Peter ; Ke, Shuyao. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001076. Full description at Econpapers || Download paper | |
2024 | A new macro-financial condition index for the euro area. (2024). MORANA, CLAUDIO. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:64-87. Full description at Econpapers || Download paper | |
2025 | The dynamics of U.S. industrial production: A time-varying Granger causality perspective. (2025). Otero, Jesus ; Hurn, Stan ; Baum, Christopher. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:13-22. Full description at Econpapers || Download paper | |
2025 | Time-varying stock return correlation, news shocks, and business cycles. (2025). Metiu, Norbert ; Prieto, Esteban. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s0014292124002459. Full description at Econpapers || Download paper | |
2024 | First passage times in portfolio optimization: A novel nonparametric approach. (2024). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:3:p:1074-1085. Full description at Econpapers || Download paper | |
2024 | Option valuation via nonaffine dynamics with realized volatility. (2024). Wang, Zerong ; Zhang, Yuanyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000215. Full description at Econpapers || Download paper | |
2024 | Why do firms with no leverage still have leverage and volatility feedback effects?. (2024). Smith, Geoffrey Peter. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000513. Full description at Econpapers || Download paper | |
2024 | The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537. Full description at Econpapers || Download paper | |
2024 | Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707. Full description at Econpapers || Download paper | |
2024 | Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951. Full description at Econpapers || Download paper | |
2025 | On the performance of volatility-managed equity factors — International and further evidence. (2025). Schwarz, Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s092753982400094x. Full description at Econpapers || Download paper | |
2025 | Market neutrality and beta crashes. (2025). Xu, Xia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001117. Full description at Econpapers || Download paper | |
2024 | Portfolio management of ESG-labeled energy companies based on PTV and ESG factors. (2024). Alonso, Maria-Teresa ; Esparcia, Carlos ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002536. Full description at Econpapers || Download paper | |
2024 | Betting on war? Oil prices, stock returns, and extreme geopolitical events. (2024). Sorensen, Lars Qvigstad ; Nygaard, Knut. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003670. Full description at Econpapers || Download paper | |
2024 | Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493. Full description at Econpapers || Download paper | |
2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper | |
2024 | Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006595. Full description at Econpapers || Download paper | |
2024 | Investor attention and market reactions to early announcements in mergers and acquisitions. (2024). Muradoglu, Yaz ; Peng, NI ; Qin, Huai ; Xia, Chunling. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005094. Full description at Econpapers || Download paper | |
2024 | Carbon intensity and market pricing: An asymmetric valuation. (2024). Mariani, Massimo ; D'Ercole, Francesco ; Frascati, Domenico ; Caragnano, Alessandra. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001236. Full description at Econpapers || Download paper | |
2024 | Cryptocurrency anomalies and economic constraints. (2024). Liedtke, Gerrit ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509. Full description at Econpapers || Download paper | |
2024 | Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765. Full description at Econpapers || Download paper | |
2024 | Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Hansen, Erwin ; Diaz, Juan D ; Cabrera, Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187. Full description at Econpapers || Download paper | |
2024 | Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241. Full description at Econpapers || Download paper | |
2024 | Do managers have more incentives to hoard bad news during panic? A study of terrorist attacks and stock price crash risk. (2024). Zhao, Sheng ; Wei, ZI ; Liu, Xianda. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004861. Full description at Econpapers || Download paper | |
2024 | Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490. Full description at Econpapers || Download paper | |
2024 | Macro-Driven Stock Market Volatility Prediction: Insights from a New Hybrid Machine Learning Approach. (2024). Lin, YU ; Xu, Jin ; Lu, Xinjie ; Zeng, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006434. Full description at Econpapers || Download paper | |
2024 | State-dependent volatility feedback effect in the ICAPM. (2024). Kilic, Osman ; O'Connor, Matthew L ; Nam, Kiseok. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010723. Full description at Econpapers || Download paper | |
2024 | The impact of the war in Ukraine on the idiosyncratic risk and the market risk. (2024). le Saout, Erwan ; Soliman, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012679. Full description at Econpapers || Download paper | |
2024 | Internet stock message boards and the price–volume relationship: Registered users vs non-registered users. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000941. Full description at Econpapers || Download paper | |
2024 | Not all the news fitting to reprint: Evidence from price-volume relationship. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001582. Full description at Econpapers || Download paper | |
2024 | Predicting stock market returns with average correlation and average variance: Decomposition approach. (2024). Oh, Jong-Min. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003738. Full description at Econpapers || Download paper | |
2024 | Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2024). Li, Chenxing ; Zhang, Zehua ; Zhao, Ran. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008547. Full description at Econpapers || Download paper | |
2024 | Financial market volatility: Does banking concentration play a role?. (2024). Zeeshan, Mohammad. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009905. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2025. Contact: CitEc Team