13
H index
16
i10 index
664
Citations
Uniwersytet Ekonomiczny w Poznaniu (50% share) | 13 H index 16 i10 index 664 Citations RESEARCH PRODUCTION: 85 Articles 1 Papers 4 Books 9 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Adam Zaremba. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Russia-Ukraine war and G7 debt markets: Evidence from public sentiment towards economic sanctions during the conflict. (2023). Asongu, Simplice ; Adeabah, David ; Abdullah, Mohammad ; Sulong, Zunaidah. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/057. Full description at Econpapers || Download paper | |
2022 | Do Philippine Stocks Catch Coronavirus? Some Econometric Check-up on Pandemic Data, 2021-2022. (2022). Abueg, Luisito C ; Reniel, Mark. In: Journal of Economics, Management & Agricultural Development. RePEc:ags:pjemad:333542. Full description at Econpapers || Download paper | |
2022 | Developing a Framework for Real-Time Trading in a Laboratory Financial Market. (2022). Marner-Hausen, Mark. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:172. Full description at Econpapers || Download paper | |
2023 | Sektorowe zró?nicowanie efektu interwa?u akcji spó?ek z GPW w dobie pandemii COVID-19. (2023). Lisicki, Bartomiej. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:2:p:174-194. Full description at Econpapers || Download paper | |
2022 | Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777. Full description at Econpapers || Download paper | |
2022 | A systematic analysis of biotech startups that went public in the first half of 2021. (2022). Dahlman, James E ; da Silva, Alejandro J ; Lokugamage, Melissa P ; Huayamares, Sebastian G. In: Papers. RePEc:arx:papers:2205.00993. Full description at Econpapers || Download paper | |
2022 | New drugs and stock market: how to predict pharma market reaction to clinical trial announcements. (2022). Zhukov, Leonid ; Kovtun, Elizaveta ; Kazakov, Alexey ; Budennyy, Semen. In: Papers. RePEc:arx:papers:2208.07248. Full description at Econpapers || Download paper | |
2023 | COVID-19 Vaccination, Government Strict Policy and Capital Market Volatility: Evidence from ASEAN Countries. (2023). Suryani, Ani Wilujeng ; Izzahdi, Herjuna Qobush. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:2:p:117-135. Full description at Econpapers || Download paper | |
2022 | COVID?19 Disclosures and Market Uncertainty: Evidence from 10?Q Filings. (2022). Pham, Viet T ; Hao, Jie. In: Australian Accounting Review. RePEc:bla:ausact:v:32:y:2022:i:2:p:238-266. Full description at Econpapers || Download paper | |
2023 | Impact of government policy responses of COVID?19 pandemic on stock market liquidity for Australian companies. (2023). Zgheib, Bernard ; Kassamany, Talie. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:1:p:24-46. Full description at Econpapers || Download paper | |
2022 | Why dont asset managers accelerate ESG investing? A sentiment analysis based on 13,000 messages from finance professionals. (2022). Zeidan, Rodrigo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:7:p:3028-3039. Full description at Econpapers || Download paper | |
2022 | Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193. Full description at Econpapers || Download paper | |
2023 | The stock market and NO2 emissions effects of COVID?19 around the world. (2023). Klose, Jens ; Tillmann, Peter. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:2:p:556-594. Full description at Econpapers || Download paper | |
2022 | The COVID?19 risk in the Chinese option market. (2022). Zhang, Jin E ; Gehricke, Sebastian A ; Ruan, Xinfeng ; Li, Jianhui. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:346-355. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2022 | The Impact of the Corona Crisis on the Worldwide Stock Markets: An Empirical Analysis with Cross National Event Study Approach. (2022). Svoboda, Martin ; Reuse, Svend ; Opala, Noel ; Fischer, Annika. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-18. Full description at Econpapers || Download paper | |
2022 | Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program. (2022). Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-3. Full description at Econpapers || Download paper | |
2023 | The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?. (2023). Phiri, Andrew ; Anyikwa, Izunna ; Moyo, Clement. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-16. Full description at Econpapers || Download paper | |
2023 | Oil Exports, Political Issues, and Stock Market Nexus. (2023). Saleem, Awaz Mohamed ; Fatah, Omed Rafiq ; Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-39. Full description at Econpapers || Download paper | |
2022 | The effect of environmental, social and governance risks. (2022). Yilmaz, Muhammed Hasan ; Sharma, Abhinav ; Ozdemir, Ozgur ; Cepni, Oguzhan ; Akyildirim, Erdinc ; Dogru, Tarik. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000834. Full description at Econpapers || Download paper | |
2022 | Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100. Full description at Econpapers || Download paper | |
2022 | Journal of Behavioral and Experimental Finance: A bibliometric overview. (2022). Goyal, Nisha ; Rao, Sandeep ; Kumar, Satish. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000181. Full description at Econpapers || Download paper | |
2022 | Covid-19 and herding in global equity markets. (2022). de Souza, Gerson ; Rubesam, Alexandre. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000284. Full description at Econpapers || Download paper | |
2022 | Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454. Full description at Econpapers || Download paper | |
2022 | Global momentum: The optimal trading approach. (2022). Muradoglu, Yaz ; Tsitsianis, Nicholas ; Muradolu, Yaz Gulnur ; Wouassom, Alain. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000788. Full description at Econpapers || Download paper | |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper | |
2023 | Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072. Full description at Econpapers || Download paper | |
2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper | |
2023 | Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246. Full description at Econpapers || Download paper | |
2022 | The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309. Full description at Econpapers || Download paper | |
2023 | Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634. Full description at Econpapers || Download paper | |
2022 | Is there a value premium in cryptoasset markets?. (2022). Liebi, Luca J. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000232. Full description at Econpapers || Download paper | |
2022 | Price overreaction to up-limit events and revised momentum strategies in the Chinese stock market. (2022). Zhu, Dongming ; Wu, Ying ; Liu, Chenye. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001560. Full description at Econpapers || Download paper | |
2022 | COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x. Full description at Econpapers || Download paper | |
2022 | Seasonality and momentum across national equity markets. (2022). Balvers, Ronald ; Song, Jian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000584. Full description at Econpapers || Download paper | |
2022 | The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Maitra, Debasish ; Dash, Saumya Ranjan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200064x. Full description at Econpapers || Download paper | |
2022 | The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857. Full description at Econpapers || Download paper | |
2022 | Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model. (2022). Wang, Mingjin ; Gao, Yang ; Zhao, Wandi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001164. Full description at Econpapers || Download paper | |
2022 | Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds. (2022). Ling, Boya ; Huang, Xinrui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001577. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108. Full description at Econpapers || Download paper | |
2023 | Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074. Full description at Econpapers || Download paper | |
2023 | A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177. Full description at Econpapers || Download paper | |
2023 | Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359. Full description at Econpapers || Download paper | |
2023 | Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426. Full description at Econpapers || Download paper | |
2023 | Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566. Full description at Econpapers || Download paper | |
2022 | The price of COVID-19-induced uncertainty in the options market. (2022). Zhang, Jin E ; Ruan, Xinfeng ; Li, Jianhui. In: Economics Letters. RePEc:eee:ecolet:v:211:y:2022:i:c:s0165176521004912. Full description at Econpapers || Download paper | |
2022 | Emerging market dynamics in H1N1 and COVID-19 pandemics. (2022). Henriquez, Boris Pasten ; Grien, Pablo Tapia ; Velasquez, Jorge Sepulveda. In: Economics Letters. RePEc:eee:ecolet:v:218:y:2022:i:c:s0165176522002749. Full description at Econpapers || Download paper | |
2022 | The impact of policy, political and economic uncertainty on corporate capital investment in the emerging markets of Eastern Europe and Turkey. (2022). Azimli, Asil. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s093936252200036x. Full description at Econpapers || Download paper | |
2022 | Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems. (2022). Maghyereh, Aktham ; Al-Shboul, Mohammad ; Abdoh, Hussein. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522001005. Full description at Econpapers || Download paper | |
2022 | Does a sustainability risk premium exist where it matters the most?. (2022). Burlacu, Radu ; Daty, Frederic ; Ferrat, Yann. In: Emerging Markets Review. RePEc:eee:ememar:v:53:y:2022:i:c:s1566014122000607. Full description at Econpapers || Download paper | |
2023 | Machine learning and the cross-section of emerging market stock returns. (2023). Kalsbach, Tobias ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000274. Full description at Econpapers || Download paper | |
2023 | Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty. (2023). Khandaker, Sarod ; Trinh, Hai Hong ; Baghdadi, Ghasan ; al Farooque, Omar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000304. Full description at Econpapers || Download paper | |
2022 | Different strokes for different folks: The case of oil shocks and emerging equity markets. (2022). Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000780. Full description at Econpapers || Download paper | |
2022 | Oil shocks and BRIC markets: Evidence from extreme quantile approach. (2022). Karim, Sitara ; Senthilkumar, Arunachalam ; Pham, Linh ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001104. Full description at Econpapers || Download paper | |
2022 | Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384. Full description at Econpapers || Download paper | |
2022 | Spillovers between sovereign yield curve components and oil price shocks. (2022). Alwahedi, Wafa ; Esparcia, Carlos ; Aharon, David Y ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001396. Full description at Econpapers || Download paper | |
2022 | Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979. Full description at Econpapers || Download paper | |
2022 | How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279. Full description at Econpapers || Download paper | |
2022 | The growth of oil futures in China: Evidence of market maturity through global crises. (2022). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003863. Full description at Econpapers || Download paper | |
2023 | COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497. Full description at Econpapers || Download paper | |
2023 | The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609. Full description at Econpapers || Download paper | |
2023 | Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Jamasb, Tooraj ; Nepal, Rabindra ; Naeem, Muhammad A ; Karim, Sitara ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000634. Full description at Econpapers || Download paper | |
2023 | The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches. (2023). Ren, Xiaohang ; Gözgör, Giray ; Gozgor, Giray ; Qi, Yinshu ; Wei, Ping. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300155x. Full description at Econpapers || Download paper | |
2022 | Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics. (2022). Qi, Yinshu ; Ren, Xiaohang ; Duan, Kun ; Li, Yiying. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222010751. Full description at Econpapers || Download paper | |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper | |
2023 | Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078. Full description at Econpapers || Download paper | |
2022 | The impact and role of COVID-19 uncertainty: A global industry analysis. (2022). Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708. Full description at Econpapers || Download paper | |
2022 | Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503. 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 | Cross-sectional seasonalities and seasonal reversals: Evidence from China. (2022). Guo, Shuxin ; Yuan, Yue ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001260. Full description at Econpapers || Download paper | |
2022 | Effects of investor sentiment and country governance on unexpected conditional volatility during the COVID-19 pandemic: Evidence from global stock markets. (2022). Tang, Leilei ; Hsu, Yu-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001478. Full description at Econpapers || Download paper | |
2022 | Analysis of risk correlations among stock markets during the COVID-19 pandemic. (2022). Chen, Yun ; Zhang, Chao ; Wu, Junfeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001818. Full description at Econpapers || Download paper | |
2022 | The effects of overnight events on daytime trading sessions. (2022). Webb, Robert I ; Ryu, Doojin ; Ham, Hyuna. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922001892. Full description at Econpapers || Download paper | |
2022 | Can salience theory explain investor behaviour? Real-world evidence from the cryptocurrency market. (2022). Sung, Ming-Chien ; Tai, Chung-Ching ; Lepori, Gabriele M ; Chen, Rongxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003696. Full description at Econpapers || Download paper | |
2023 | COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082. Full description at Econpapers || Download paper | |
2023 | Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161. Full description at Econpapers || Download paper | |
2023 | Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340. Full description at Econpapers || Download paper | |
2023 | Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649. Full description at Econpapers || Download paper | |
2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper | |
2023 | Industry costs of equity: Evidence from frontier markets. (2023). McGroarty, Frank ; Demiralay, Sercan ; Wang, Yan ; Hourani, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000893. 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 | |
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 | The persistence of financial volatility after COVID-19. (2022). Vera-Valdes, Eduardo J. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001379. Full description at Econpapers || Download paper | |
2022 | A factor approach to the performance of ESG leaders and laggards. (2022). Fain, Mate ; Naffa, Helena. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001549. Full description at Econpapers || Download paper | |
2022 | To diversify or not to diversify internationally?. (2022). Yargi, Seher Goren ; Umutlu, Mehmet. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001914. Full description at Econpapers || Download paper | |
2022 | Impact of global health crisis and oil price shocks on stock markets in the GCC. (2022). Eissa, Mohamed Abdel-Aziz ; Zeitun, Rami ; al Refai, Hisham. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002117. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis. (2022). karamti, chiraz ; Belhassine, Olfa. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002178. Full description at Econpapers || Download paper | |
2022 | COVID-19 And the african financial markets : Less infection, less economic impact ?. (2022). Sene, Babacar ; Bassene, Theophile ; del Lo, Gaye. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002294. Full description at Econpapers || Download paper | |
2022 | How stock markets reacted to COVID-19? Evidence from 25 countries. (2022). Gong, Qiang ; Bach, Dinh Hoang ; Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002403. Full description at Econpapers || Download paper | |
2022 | Understanding exchange rate shocks during COVID-19. (2022). Narayan, Paresh Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002531. Full description at Econpapers || Download paper | |
2022 | Persistence in US Treasury bonds. (2022). Gil-Alana, Luis ; Abakah, Emmanuel ; Aikins, Emmanuel Joel. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002610. Full description at Econpapers || Download paper | |
2022 | Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach. (2022). Nefzi, Nourhaine ; Melki, Abir. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002993. Full description at Econpapers || Download paper | |
2022 | The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility: An expanded APARCH model. (2022). Serrasqueiro, Pedro ; Curto, Jose Dias. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003020. Full description at Econpapers || Download paper | |
2022 | The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic. (2022). DeLisle, Jared ; Baig, Ahmed S ; Aharon, David Y. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003172. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach. (2022). Umeno, Ken ; Kakinaka, Shinji. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003469. Full description at Econpapers || Download paper | |
2022 | COVID-19 impact on digital companies’ stock return: A dynamic data analysis. (2022). ben Hamad, Salah ; Ayadi, Imen ; Ben-Ahmed, Kais. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003524. Full description at Econpapers || Download paper | |
2022 | Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets. (2022). Cyril, Sajan ; Liu, Yiyang ; Saverimuttu, Vivienne ; Kavalmthara, Peter John ; Bakry, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s154461232100355x. Full description at Econpapers || Download paper | |
2022 | Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak. (2022). Fu, Xiaoqing ; Wang, Yizhi ; Lin, Yongjia. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003561. Full description at Econpapers || Download paper | |
2022 | Did the COVID-19 pandemic (really) positively impact the IPO Market? An Analysis of information uncertainty. (2022). Chen, Mengxi ; Baig, Ahmed S. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003743. Full description at Econpapers || Download paper | |
2022 | Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor. (2022). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003949. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2015 | Skewness preference across countries In: Business and Economic Horizons (BEH). [Full Text][Citation analysis] | article | 1 |
2015 | Skewness preference across countries.(2015) In: Business and Economic Horizons (BEH). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2014 | IPO Initial Underpricing Anomaly: the Election Gimmick Hypothesis In: Copernican Journal of Finance & Accounting. [Full Text][Citation analysis] | article | 1 |
2015 | The January seasonality and the performance of country-level value and momentum strategies In: Copernican Journal of Finance & Accounting. [Full Text][Citation analysis] | article | 3 |
2016 | Investor sentiment, limits on arbitrage, and the performance of cross-country stock market anomalies In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 7 |
2017 | The cross section of international government bond returns In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2021 | Herding for profits: Market breadth and the cross-section of global equity returns In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
2018 | Size matters everywhere: Decomposing the small country and small industry premia In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Picking winners to pick your winners: The momentum effect in commodity risk factors In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Return seasonalities in government bonds and macroeconomic risk In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2019 | Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data In: Economics Letters. [Full Text][Citation analysis] | article | 35 |
2019 | Two centuries of global financial market integration: Equities, government bonds, treasury bills, and currencies In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
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2019 | The cross-section of returns in frontier equity markets: Integrated or segmented pricing? In: Emerging Markets Review. [Full Text][Citation analysis] | article | 7 |
2020 | Is there an illiquidity premium in frontier markets? In: Emerging Markets Review. [Full Text][Citation analysis] | article | 15 |
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2021 | Oil shocks and equity markets: The case of GCC and BRICS economies In: Energy Economics. [Full Text][Citation analysis] | article | 20 |
2018 | Paper profits or real money? Trading costs and stock market anomalies in country ETFs In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
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2021 | Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 36 |
2021 | Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2016 | Risk-based explanation for the country-level size and value effects In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2017 | Performance persistence of government bond factor premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
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2020 | Seasonality in the Cross-Section of Cryptocurrency Returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 13 |
2020 | Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe In: Finance Research Letters. [Full Text][Citation analysis] | article | 185 |
2021 | Commodity financialisation and price co-movement: Lessons from two centuries of evidence In: Finance Research Letters. [Full Text][Citation analysis] | article | 20 |
2021 | Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020 In: Finance Research Letters. [Full Text][Citation analysis] | article | 13 |
2021 | Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic In: Finance Research Letters. [Full Text][Citation analysis] | article | 17 |
2022 | Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2022 | When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 9 |
2019 | Short-term momentum (almost) everywhere In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
2021 | The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 25 |
2021 | Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
2020 | Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2021 | Liquidity and the cross-section of international stock returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2021 | Long-run reversal in commodity returns: Insights from seven centuries of evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Cross-sectional seasonalities in international government bond returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
2020 | Business sentiment and the cross-section of global equity returns In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
2020 | Dissecting anomalies in Islamic stocks: Integrated or segmented pricing? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 0 |
2021 | False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
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2018 | Is there momentum in factor premia? Evidence from international equity markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
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2021 | COVID-19, government policy responses, and stock market liquidity around the world: A note In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 39 |
2021 | Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 15 |
2022 | Twitter-Based uncertainty and cryptocurrency returns In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 16 |
2015 | Country selection strategies based on quality In: Managerial Finance. [Full Text][Citation analysis] | article | 1 |
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2021 | COVID-19 Vaccinations and the Volatility of Energy Companies in International Markets In: JRFM. [Full Text][Citation analysis] | article | 8 |
2022 | Sail Away to a Safe Harbor? COVID-19 Vaccinations and the Volatility of Travel and Leisure Companies In: JRFM. [Full Text][Citation analysis] | article | 0 |
2022 | Government Interventions and Sovereign Bond Market Volatility during COVID 19: A Quantile Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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2019 | An Application of Factor Pricing Models to the Polish Stock Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
2020 | Performance Persistence in Anomaly Returns: Evidence from Frontier Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
2021 | Explaining Equity Anomalies in Frontier Markets: A Horserace of Factor Pricing Models In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2015 | The Financialization of Commodity Markets In: Palgrave Macmillan Books. [Citation analysis] | book | 1 |
2015 | Financialization of Commodity Markets.(2015) In: Palgrave Macmillan Books. [Citation analysis] This paper has another version. Agregated cites: 1 | chapter | |
2017 | Country Asset Allocation In: Palgrave Macmillan Books. [Citation analysis] | book | 1 |
2015 | Asset Allocation in Commodity Markets In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2015 | Passive Investment Strategies in Commodity Markets In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2015 | Active Investment Strategies in Commodity Markets In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2015 | Performance Measurement of Commodity Investments In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2015 | Commodity Investments in Financialized Markets—a Study In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2015 | Conclusions In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2014 | Country Value Premiums and Financial Crises In: International Journal of Finance & Banking Studies. [Full Text][Citation analysis] | article | 0 |
2014 | A Performance Evaluation Model for Global Macro Funds In: International Journal of Finance & Banking Studies. [Full Text][Citation analysis] | article | 1 |
2015 | Portfolio Diversification with Commodities in Times of Financialization In: International Journal of Finance & Banking Studies. [Full Text][Citation analysis] | article | 0 |
2015 | Inflation, Business Cycles, and Commodity Investing in Financialized Markets In: Business and Economics Research Journal. [Full Text][Citation analysis] | article | 1 |
2016 | Strategies Based on Momentum and Term Structure in Financialized Commodity Markets In: Business and Economics Research Journal. [Full Text][Citation analysis] | article | 2 |
2015 | LOW RISK ANOMALY IN THE CEE STOCK MARKETS In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
2016 | Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
2017 | Fundamental Indexation in European Emerging Markets In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 3 |
2014 | THE LOW PRICE EFFECT ON THE POLISH MARKET In: e-Finanse. [Full Text][Citation analysis] | article | 3 |
2015 | THE PROFITABILITY OF FOLLOWING ANALYST RECOMMENDATIONS ON THE POLISH STOCK MARKET In: e-Finanse. [Full Text][Citation analysis] | article | 0 |
2016 | Paper profits from value, size and momentum: evidence from the Polish market In: e-Finanse. [Full Text][Citation analysis] | article | 0 |
2020 | A Factor Model for Country-Level Equity Returns In: Eurasian Studies in Business and Economics. [Citation analysis] | chapter | 0 |
2020 | A Tale of Two States: An Application of a Markov Switching Model to Anomaly Returns In: Eurasian Studies in Business and Economics. [Citation analysis] | chapter | 0 |
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2018 | Price-Based Investment Strategies In: Springer Books. [Citation analysis] | book | 2 |
2020 | One shape fits all? A comprehensive examination of cryptocurrency return distributions In: Applied Economics Letters. [Full Text][Citation analysis] | article | 4 |
2022 | Seven centuries of commodity co-movement: a wavelet analysis approach In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2018 | Strategies can be expensive too! The value spread and asset allocation in global equity markets In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2019 | Beware of the crash risk: Tail beta and the cross-section of stock returns in China In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2019 | Idiosyncratic volatility and the cross-section of anomaly returns: is risk your Ally? In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2019 | The sources of momentum in international government bond returns In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Spillover and risk transmission in the components of the term structure of eurozone yield curve In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2021 | FINANCIAL RESILIENCE TO THE COVID-19 PANDEMIC: THE ROLE OF BANKING MARKET STRUCTURE In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
2021 | Decomposing the earnings-to-price ratio and the cross-section of international equity-index returns In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Mergers and acquisitions: Evidence on post-announcement performance from CEE stock markets In: Journal of Business Economics and Management. [Full Text][Citation analysis] | article | 1 |
2017 | Size, Value, and Momentum in Polish Equity Returns: Local or International Factors? In: International Journal of Management and Economics. [Full Text][Citation analysis] | article | 0 |
2010 | Are Managed Futures Indices Telling Truth? Biases in CTA Databases and Proposals of Potential Enhancements In: Contemporary Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Sources of Return in the Index Futures Markets In: Contemporary Economics. [Full Text][Citation analysis] | article | 0 |
2017 | Combining Equity Country Selection Strategies In: Contemporary Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team