11
H index
11
i10 index
434
Citations
| 11 H index 11 i10 index 434 Citations RESEARCH PRODUCTION: 32 Articles 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 Mbodja MOUGOUE. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Research | 3 |
| Journal of Futures Markets | 3 |
| Communications in Statistics - Theory and Methods | 2 |
| Empirical Economics | 2 |
| International Journal of Finance & Economics | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | A GCN-LSTM Approach for ES-mini and VX Futures Forecasting. (2024). Howison, Sam ; Michael, Nikolas ; Cucuringu, Mihai. In: Papers. RePEc:arx:papers:2408.05659. Full description at Econpapers || Download paper |
| 2024 | Does size matter? Examining the probability of firm emergence from bankruptcy. (2024). Krishnamurti, Chandrasekhar ; Rashid, Afzalur ; Shams, Syed ; Zikri, Miftah. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:4:p:669-713. Full description at Econpapers || Download paper |
| 2024 | Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704. Full description at Econpapers || Download paper |
| 2025 | Political sentiment and credit ratings. (2025). Hossain, Ashrafee ; Jiang, Haiyan ; Hasan, Mostafa Monzur. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924001963. Full description at Econpapers || Download paper |
| 2025 | From social networks to sustainable solutions: Unpacking the influence of social capital on green innovation. (2025). Zhang, Aoran ; Li, Xinyuan ; Liu, Liang. In: China Economic Review. RePEc:eee:chieco:v:93:y:2025:i:c:s1043951x25001543. Full description at Econpapers || Download paper |
| 2024 | Long-term institutional investors and climate change news Beta. (2024). Hossain, Ashrafee ; Benkraiem, Ramzi ; Masum, Abdullah-Al. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s092911992400155x. Full description at Econpapers || Download paper |
| 2024 | The real impacts of third-party certification on green bond issuances: Evidence from the Chinese green bond market. (2024). Hui, Eddie Chi-Man ; Yu, Qing ; Shen, Jianfu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001561. 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 |
| 2025 | Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195. Full description at Econpapers || Download paper |
| 2025 | Dynamic connections between Africas emerging equity markets and global financial assets. (2025). Lee, Chi-Chuan ; Abakah, Emmanuel ; Dankwah, Boakye ; Agbloyor, Elikplimi Komla ; Aikins, Emmanuel Joel. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s156601412500086x. Full description at Econpapers || Download paper |
| 2024 | Environmental performance and credit ratings: A transatlantic study. (2024). Lazar, Emese ; Wang, Shixuan ; Pan, Jingqi ; Hu, Haoshen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005672. Full description at Econpapers || Download paper |
| 2025 | Mandatory CSR expenditure regulation and credit ratings: Evidence from India. (2025). Kumar, Satish ; Yadav, Neetu. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000765. Full description at Econpapers || Download paper |
| 2024 | Strategic alliances and shared auditors. (2024). Baxamusa, Mufaddal ; Raman, K K ; Jha, Anand. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000561. Full description at Econpapers || Download paper |
| 2024 | U.S. Political corruption and labor investment (in)efficiency. (2024). Estreich, Timothy ; Zheng, Jiayi ; Chowdhury, Hasibul ; Hossain, Ashrafee. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000346. Full description at Econpapers || Download paper |
| 2024 | RMB exchange rate volatility and the cross-section of Chinese A-share returns. (2024). Ding, Wenjie ; Qiao, Tongshuai ; Han, Liyan ; Li, Donghui. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000111. Full description at Econpapers || Download paper |
| 2024 | The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Kao, Yu-Sheng ; Ku, Yu-Cheng ; Zhao, Kai ; Chuang, Hwei-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542. Full description at Econpapers || Download paper |
| 2024 | An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting. (2024). Patra, Saswat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400426x. Full description at Econpapers || Download paper |
| 2024 | Comparative analysis of the exchange rates-stock returns nexus in commodity-exporters and -importers before and during the war in Ukraine. (2024). Hammoudeh, Shawkat ; Iftiolu, Serhan ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002787. Full description at Econpapers || Download paper |
| 2024 | Volatility spillover across spot and futures markets: Evidence from dual financial system. (2024). Elsayed, Ahmed ; Asutay, Mehmet ; Jusoh, Hashim Bin ; Elalaoui, Abdelkader O. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002666. Full description at Econpapers || Download paper |
| 2024 | Exploring the Spillover effects of tail risk fluctuations in the RMB exchange rate—The time-frequency and quantile connectivity perspective. (2024). Huang, Zhigang ; Zhang, Weilan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003271. Full description at Econpapers || Download paper |
| 2024 | Applying the analytic hierarchy process for investigating key indicators of responsible innovation in the Taiwan software service industry. (2024). Hsieh, Yao-Chian ; Chang, Tsung-Sheng. In: Technology in Society. RePEc:eee:teinso:v:78:y:2024:i:c:s0160791x24002380. Full description at Econpapers || Download paper |
| 2025 | Safe Haven Re-Evaluated: Technological Disruption and the Collapse of Natural and Synthetic (Manmade) Diamond Value. (2025). Wolf, Ingo ; Uk, Martin. In: Commodities. RePEc:gam:jcommo:v:4:y:2025:i:4:p:25-:d:1772813. Full description at Econpapers || Download paper |
| 2024 | New Evidence of Causal Relationships Between Government Spending and Economic Growth in the United Kingdom. (2024). Saraidaris, Anastasios ; Pempetzoglou, Maria ; Karagianni, Stella. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:52:y:2024:i:4:d:10.1007_s11293-024-09814-y. Full description at Econpapers || Download paper |
| 2025 | Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models. (2025). Jin, Xiaoye. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10779-y. Full description at Econpapers || Download paper |
| 2024 | Realized higher moments and trading activity. (2024). Yuan, Shu-Fang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01227-3. Full description at Econpapers || Download paper |
| 2025 | You are only as strong as your weakest link: Founder and community social capital and start-up survival. (2025). Boudreaux, Christopher ; Bradley, Steven W ; Jha, Anand ; Mazzoni, Joao F. In: Small Business Economics. RePEc:kap:sbusec:v:64:y:2025:i:4:d:10.1007_s11187-024-00977-1. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic Forces Affecting Islamic Performance Indices. (2024). Yahya, Norliza Che ; Ab, Zainora ; Khalid, Amireza Mohd ; Karim, Muhammad Azizi ; Mohd, Siti Norbaya. In: Information Management and Business Review. RePEc:rnd:arimbr:v:16:y:2024:i:3:p:979-990. Full description at Econpapers || Download paper |
| 2024 | Asymmetric Effect of Fiscal Deficit on Current Account Deficit: Evidence from India. (2024). Sharma, Vishal ; Fatima, Sana ; Adil, Masudul Hasan ; Mittal, Ashok. In: Vision. RePEc:sae:vision:v:28:y:2024:i:4:p:480-493. Full description at Econpapers || Download paper |
| 2024 | The nexus between black and digital gold: evidence from US markets. (2024). Shahbaz, Muhammad ; Nasir, Muhammad Ali ; Duc, Toan Luu ; Anh, Ngoc Quang ; Ahmed, Rizwan. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04192-z. Full description at Econpapers || Download paper |
| 2025 | A Two-Stage Analysis of Interaction Between Stock and Exchange Rate Markets: Evidence from Turkey. (2025). Faisal, Muhammad Ali ; Donduran, Murat. In: Annals of Data Science. RePEc:spr:aodasc:v:12:y:2025:i:1:d:10.1007_s40745-024-00547-y. Full description at Econpapers || Download paper |
| 2025 | Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening. (2025). Tiwari, Aviral ; Roudari, Soheil ; Sokhanvar, Amin ; Ahmadian-Yazdi, Farzaneh. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00694-4. Full description at Econpapers || Download paper |
| 2025 | Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis. (2025). Xiong, Xiong ; Ma, Junjun ; Zhang, Yuzhao ; Zhao, Ruwei. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00753-4. Full description at Econpapers || Download paper |
| 2025 | Causality Nexus Between Volatility, Liquidity and Foreign Ownership: Evidence from Borsa Istanbul. (2025). Benturk, Mehmet. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:3:d:10.1007_s40953-025-00446-w. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates In: Review of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 1997 | The Causality Effects of the Federal Reserves Monetary Policy on U.S. and Eurodollar Interest Rates. In: The Financial Review. [Citation analysis] | article | 5 |
| 2003 | The Information Signaling Hypothesis of Dividends: Evidence from Cointegration and Causality Tests In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 7 |
| 1992 | THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET In: Journal of Financial Research. [Full Text][Citation analysis] | article | 11 |
| 1994 | AN INVESTIGATION INTO THE CAUSALITY AMONG FIRMS DIVIDEND, INVESTMENT, AND FINANCING DECISIONS In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 1996 | ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 152 |
| 2023 | Credit ratings and social capital In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 12 |
| 2014 | Testing for heteroskedasticity and spatial correlation in a two way random effects model In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 1993 | Cointegration among Southeast Asian and Japanese currencies: Preliminary evidence of a Yen bloc? In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
| 2010 | Is there a symmetric nonlinear causal relationship between large and small firms? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 21 |
| 1996 | Stock returns and volatility: An empirical investigation of the German and French equity markets In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2021 | Return and volatility spillovers to African currencies markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
| 1996 | Cointegration among Asian currencies: Evidence of the increasing influence of the Japanese yen In: Japan and the World Economy. [Full Text][Citation analysis] | article | 26 |
| 2011 | Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 41 |
| 1991 | Corporate dividend policy and the partial adjustment model In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 1 |
| 1996 | International linkages between short-term real interest rates In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 1996 | The pricing of foreign exchange risk: Evidence from ADRS In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 15 |
| 1998 | Common Stochastic Trends among Asian Currencies: Evidence for Japan, ASEANs, and the Asian Tigers. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 5 |
| 2021 | Financial Frictions and Macroeconomy During Financial Crises: A Bayesian DSGE Assessment In: American Business Review. [Full Text][Citation analysis] | article | 1 |
| 2009 | How Firms Foreign Tax Credit Limitation Affects the Amount of Foreign Assets Deployed In: Public Finance Review. [Full Text][Citation analysis] | article | 0 |
| 2004 | Causality tests of the relationship between the twin deficits In: Empirical Economics. [Full Text][Citation analysis] | article | 48 |
| 2021 | Return and volatility spillovers to African equity markets and their determinants In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2007 | Testing for infrequent permanent shocks: is the US inflation rate stationary? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2014 | Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2008 | An empirical re-examination of the dividend-investment relation In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2021 | The democracy income‐growth nexus in the southern African development community revisited In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Effects of diamond price volatility on stock returns: Evidence from a developing economy In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
| 2014 | Estimating and Predicting the General Random Effects Model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1997 | Linear dependence, nonlinear dependence and petroleum futures market efficiency In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
| 1997 | An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 18 |
| 2002 | An empirical examination of the relation between futures spreads volatility, volume, and open interest In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 23 |
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