Keshab Shrestha : Citation Profile

Sunway University

13

H index

16

i10 index

581

Citations

RESEARCH PRODUCTION:

49

Articles

5

Chapters

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 15
   Journals where Keshab Shrestha has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 12 (2.02 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh1174
   Updated: 2026-01-17    RAS profile: 2025-08-08    
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Relations with other researchers

Works with:

Liu, Ming-Hua (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Keshab Shrestha.

Is cited by:

Conlon, Thomas (9)

Tansuchat, Roengchai (8)

Corbet, Shaen (8)

Chang, Chia-Lin (8)

HU, YANG (8)

GUPTA, RANGAN (7)

Wang, Xingchun (7)

Parisi, Laura (7)

Liu, Ming-Hua (7)

Holmes, Mark (6)

Siklos, Pierre (6)

Cites to:

Engle, Robert (14)

Lee, Cheng Few (12)

Ritter, Jay (9)

cotter, john (8)

Shleifer, Andrei (8)

Gonzalo, Jesus (7)

Fama, Eugene (7)

shin, yongcheol (6)

Weisbach, Michael (6)

Wurgler, Jeffrey (6)

Johansen, Soren (6)

Main data

Where Keshab Shrestha has published?

Journals with more than one article published# docs
Journal of Futures Markets8
Review of Quantitative Finance and Accounting6
Finance Research Letters4
Economics Letters3
Energy Economics3
American Business Review3
Journal of Banking & Finance2
Journal of Business Finance & Accounting2
Journal of Financial Research2
The Quarterly Review of Economics and Finance2

Recent works citing Keshab Shrestha (2025 and 2024)

YearTitle of citing document
2024Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2024). Chakraborty, Tanujit ; Singh, Sunny Kumar ; Sengupta, Shovon. In: Papers. RePEc:arx:papers:2401.00249.

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2024Echoes of Instability: How Geopolitical Risks Shape Government Debt Holdings. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11235.

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2025Towards the path of green finance: Unraveling the co-movement between green cryptocurrencies and Bitcoin. (2025). Jayasankar, Meghna ; Niveditha, P S. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00035.

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2024Segmented multifractal detrended fluctuation analysis for assessing inefficiency in North African stock markets. (2024). Saâdaoui, Foued ; Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s0960077924002030.

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2025Unleashing the empowered effect of data resource on inclusive green growth: Based on double machine learning. (2025). Albitar, Khaldoon ; Dong, Hao ; Liu, Zhaofei ; Huang, Zhehao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1270-1290.

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2024The valuation of arithmetic Asian options with mean reversion and jump clustering. (2024). Song, Shiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001821.

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2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2025Role of ECX futures in carbon pricing: Intraday evidence from EU-ETS. (2025). Vadhava, Charu. In: Economics Letters. RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525002381.

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2025Does asynchronous market update matter? Re-examining the price discovery of stock index and futures in China. (2025). Chen, Jing ; Zhao, Chengzhi ; Han, Qian ; Guo, Qian. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000561.

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2024Exploiting the sentiments: A simple approach for improving cross hedging effectiveness. (2024). Wang, Yudong ; Fu, Ziqian ; Pan, Zhiyuan ; Dong, Qingma. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003013.

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2024Price discovery redux—Analyzing energy spot and futures prices using a dynamic programming approach. (2024). Vatsa, Puneet ; Miljkovic, Dragan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400673x.

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2025Is there a robust hedging method during the COVID-19 pandemic? Evidence from Chinese crude oil futures. (2025). Geng, Qianjie. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001537.

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2025National board heterogeneity versus firm risk in times of war: Evidence from the Crimean crisis. (2025). Byrka-Kita, Katarzyna ; Czerwiski, Mateusz ; Pre-Perepeczo, Agnieszka ; Bajerska, Aurelia. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003771.

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2024The price discovery in the renminbi/USD market: Two spot, two swap, and three forward FX rates. (2024). Kitamura, Yoshihiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002941.

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2024Opportunistic behaviour behind corporate digitalization disclosure: The moderating role of economic policy uncertainty. (2024). Fu, Mengting ; Guan, Kaolei ; Zhu, Haining. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007347.

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2024Price discovery share: An order invariant measure of price discovery. (2024). Sultan, Syed Galib ; Shen, Shulin ; Zivot, Eric. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007645.

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2024Digitalization of tax administration and its impact on corporate ESG performance. (2024). Piao, Tianyu ; Shi, Hongyan ; Hai, Benlu ; Dou, Zhaoheng. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324008213.

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2024Geopolitical conflict and firm bankruptcy risk. (2024). Ahmed, Sarwar ; Abdullah, Mohammad ; Bhuiyan, Rubaiyat Ahsan ; Roy, Tonoy. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010353.

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2024Price discovery of climate risk and green bonds: A dynamic information leadership share approach. (2024). Goodell, John W ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011279.

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2024Crowdfunding for sustainability: How environmental activism moderates support for B2B and B2C campaigns. (2024). Maiolini, Riccardo ; Nasta, Luigi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012364.

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2024Navigating crises: Golds role as a safe haven for U.S. sectors. (2024). Gurrib, Ikhlaas ; Kinateder, Harald ; Choudhury, Tonmoy. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401239x.

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2024The pass-through effect of the Reserve Bank of Australias cash rate on deposit and lending rates. (2024). O'Mahony, Barry ; Valadkhani, Abbas. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013588.

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2025ESG-ETFs and the constituent firms’ default risk mitigation. (2025). Kanno, Masayasu. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325006440.

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2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

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2024Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul. (2024). Karahan, Cenk C ; Alayan-Gm, Aye. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000929.

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2025Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets. (2025). Wali, G M ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000092.

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2024Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064.

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2025Governmental venture capital and investor sentiment: Evidence from Chinese government guidance funds. (2025). Zong, Zhe ; Zhang, Yue ; Huang, Xinfei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000101.

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2025Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Chakraborty, Tanujit ; Sengupta, Shovon ; Singh, Sunny Kumar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981.

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2025Board declassification and bargaining power. (2025). Straska, Miroslava ; Waller, Gregory H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001104.

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2025Pricing efficiency in cryptocurrencies: The case of centralized and decentralized markets. (2025). Perlin, Marcelo Scherer ; Almeida, Lucas Mussoi ; Mller, Fernanda Maria. In: Journal of Economics and Business. RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000663.

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2025Exploring global financial interdependencies among ASEAN-5, major developed and developing markets. (2025). Kumar, Pankaj ; Yadav, Mahender ; Saini, Mohit ; Dhingra, Barkha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000471.

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2025How to manage a multifactor-driven crude oil market more effectively? A revisit based on the multiple criteria perspective. (2025). Jiang, HE ; Lu, Haiyan ; Wang, Jianzhou ; Yu, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008134.

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2024Analyzing the Co-movement of FinTech market efficiency and oil Resource efficiency: An Input-Output study. (2024). Liu, Jiexian. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000357.

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2024Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293.

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2024Impact of post-IPO investments on the long-term financial market performance of Japanese IPOs: A preregistered report. (2024). Todd, James ; Tonkin, Isaac ; Jiang, Guoliang ; Southam, Colette. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002142.

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2025How Bitcoin market trends affect major cryptocurrencies?. (2025). el Alaoui, Marwane ; Benbachir, Soufiane ; Bouri, Elie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:668:y:2025:i:c:s0378437125002390.

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2025On the multifractal cross-correlations and coupling coordination characteristics of Fintech, global technology and bitcoin markets. (2025). Yu, Hongxia ; Li, Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:671:y:2025:i:c:s0378437125002973.

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2024Can corporate social performance mitigate the risk of extreme stock returns?. (2024). Chibane, Messaoud ; ben Abdelaziz, Fouad ; Kuhanathan, Ano. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001236.

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2025Forecasting realised volatility using regime-switching models. (2025). McMillan, David G ; Kambouroudis, Dimos ; Ding, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s105905602500334x.

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2025Does climate policy uncertainty affect the top financiers of the energy sector?. (2025). Migliavacca, Milena ; Farid, Saqib ; Boulanouar, Zakaria ; Anwer, Zaheer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004393.

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2025Risk hedging: How geopolitical risks affect enterprises overseas merger and acquisition?. (2025). Tian, Lin ; Zhang, Heting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004599.

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2025Pricing vulnerable options when debts have performance- sensitivity provisions. (2025). Hung, Mao-Wei ; Jiang, I-Ming ; Liu, Yu-Hong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006471.

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2025Supply chain resilience, ESG performance, and corporate growth. (2025). Li, Shoubo ; Lin, Yuya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s105905602400755x.

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2024Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Taffler, Richard ; Cioroianu, Iulia ; Larkin, Charles. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000977.

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2024Economic activity and suicides: Causal evidence from macroeconomic shocks in England and Wales. (2024). Mishra, Tapas ; Morgan, Sara ; Lepori, Gabriele M ; Assarian, Borna A. In: Social Science & Medicine. RePEc:eee:socmed:v:342:y:2024:i:c:s027795362300895x.

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2024IPO of Russian Companies: Theory, Indicators, Trends and Prospects. (2024). Chernova, Maria ; Abramov, Alexander E. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240603:p:42-60.

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2024Estimation of Optimal Hedge Ratio: A Wild Bootstrap Approach. (2024). Henry, Darren ; Colombage, Sisira ; Nguyen, Phong Minh ; Kim, Jae H. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:310-:d:1439431.

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2025Enhancing Technical Efficiency in the Oil and Gas Sector: The Role of CEO Characteristics and Board Composition. (2025). ben Mohamed, Ezzeddine ; Zaabouti, Kaouther. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:80-:d:1583365.

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2025Analytical Pricing Vulnerable Options with Stochastic Volatility in a Two-Factor Stochastic Interest Rate Model. (2025). Kim, Geonwoo ; Jeon, Junkee. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:15:p:2515-:d:1717760.

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2025On the Pricing of Vulnerable Foreign Equity Options with Stochastic Volatility in an Intensity-Based Model. (2025). Kim, Geonwoo ; Jeon, Junkee. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:400-:d:1576971.

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2024Echoes of Instability: How Geopolitical Risks Shape Government Debt Holdings. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03332024.

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2025Do Bitcoin ETFs Lead Price Discovery Following their Introduction in the Bitcoin Market?. (2025). Mohamad, Azhar. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-025-10998-x.

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2025Valuing Vulnerable Basket Options with Stochastic Liquidity Risk in Reduced-form Models. (2025). Wang, Xingchun ; Zhao, Meng Jie. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10794-z.

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2025Echoes of instability: how geopolitical risks shape government debt holdings. (2025). Afonso, Antonio ; Monteiro, Sofia ; Alves, Jos. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:3:d:10.1007_s10644-025-09879-y.

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2025Valuation of vulnerable options using a bivariate Gram–Charlier approximation. (2025). Wang, Xingchun ; Ou, Xinyue ; Dong, Dingding. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-024-09207-y.

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2025Employee treatment and firm performance: evidence from topic modelling in lawsuit announcements. (2025). Hassan, Kabir M ; Unsal, Omer. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:1:d:10.1007_s11156-023-01168-x.

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2025Multifractal relationship between decomposed oil price shocks and trading volume. (2025). Apergis, Nicholas ; Yan, Huanhuan ; He, Pengchao ; Lu, Xunfa. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05227-7.

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2025Does CEO Ownership in High-Tech Companies Affect Corporate Financial Decisions?. (2025). Florek, Irmina ; Czerniak, Jakub ; Bukalska, Elbieta. In: Central European Business Review. RePEc:prg:jnlcbr:v:2025:y:2025:i:4:id:395:p:81-106.

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2024Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05884-y.

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2025Multifractal analysis of GCC banking stock efficiency dynamics: impact of financial stress, economic policy uncertainty, and geopolitical factors. (2025). Hoque, Mohammad ; Billah, Mabruk ; Kayal, Ghadeer. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:3:d:10.1007_s40822-025-00319-w.

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2024A probabilistic approach for the valuation of variance swaps under stochastic volatility with jump clustering and regime switching. (2024). He, Xin-Jiang ; Lin, Sha. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00640-4.

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2025Analysing the financial innovation-based characteristics of stock market efficiency using fuzzy decision-making technique. (2025). Mikhaylov, Alexey ; Yksel, Serhat ; Diner, Hasan ; Firli, Anisah ; Rahadian, Dadan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00716-1.

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2025Crypto market betas: the limits of predictability and hedging. (2025). Weber, Thomas ; Sila, Jan ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Mark, Michael. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00777-w.

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2025Climate risk co-movements effect on South Asia’s emerging stock market for financial inclusion. (2025). Shah, Waheed Ullah ; Missaoui, Ibtissem ; Liu, Xiyu ; Younis, Ijaz. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00525-7.

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2024Investor Herding and Price Informativeness in Global Markets: Evidence from Earnings Announcements. (2024). Chen, Tao ; Larson, Robert K ; Mo, Han. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:25:y:2024:i:1:p:92-110.

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2025Market Efficiency and Equity Risk Premium Predictability. (2025). da Silva, Ricardo Franceli ; Santos, Leandro Dos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:3064-3091.

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2024Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning. (2024). Rabbouch, Hana ; Saadaoui, Foued. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2917-2934.

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2024Time‐varying price discovery in regular and microbitcoin futures. (2024). Chen, Yulun ; Yang, Jimmy J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:103-121.

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2024Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity. (2024). Wang, Tianyang ; Shangguan, Peng ; He, Mengying ; Qu, Hui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:218-251.

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2024Hedging performance analysis of energy markets: Evidence from copula quantile regression. (2024). Yu, Xinping ; Ren, Xianling. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:432-450.

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2024A deep learning‐based financial hedging approach for the effective management of commodity risks. (2024). Hu, Yan ; Ni, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:879-900.

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Works by Keshab Shrestha:

YearTitleTypeCited
1989Empirical Measurement of an Inflation Index: A Multiple-Indicators Distributed-Lag Approach. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2019Forecasting realised volatility: a Markov switching approach with time‐varying transition probabilities In: Accounting and Finance.
[Full Text][Citation analysis]		article8
2021Multifractal Detrended Fluctuation Analysis of Return on Bitcoin In: International Review of Finance.
[Full Text][Citation analysis]		article10
2008Insider Trading and Earnings Management In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article18
2014Misvaluation and Insider Trading Incentives for Accrual-based and Real Earnings Management In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article9
2002Are Expected Inflation Rates and Expected Real Rates Negatively Correlated? A Long‐Run Test of the Mundell‐Tobin Hypothesis In: Journal of Financial Research.
[Full Text][Citation analysis]		article11
2020DO STOCK MARKET FLUCTUATIONS AFFECT SUICIDE RATES? In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
2021An Institutional Isomorphism Perspective of Tourism Impact In: Annals of Tourism Research.
[Full Text][Citation analysis]		article1
2011Cross-country IPOs: What explains differences in underpricing? In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article53
1986The lag relationship between producer and consumer prices : An unobservable variable approach In: Economics Letters.
[Full Text][Citation analysis]		article0
1987Multiple Cause Model with autocorrelated errors : A gain in efficiency analysis In: Economics Letters.
[Full Text][Citation analysis]		article0
1988Estimation of a general linear model with an unobservable stochastic variable In: Economics Letters.
[Full Text][Citation analysis]		article0
2014Price discovery in energy markets In: Energy Economics.
[Full Text][Citation analysis]		article26
2017Pure martingale and joint normality tests for energy futures contracts In: Energy Economics.
[Full Text][Citation analysis]		article2
2018Quantile hedge ratio for energy markets In: Energy Economics.
[Full Text][Citation analysis]		article15
2023Price discovery in carbon exchange traded fund markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2022Analytical properties of Hasbrouck and generalized information shares In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2023Fintech market efficiency: A multifractal detrended fluctuation analysis In: Finance Research Letters.
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2020Pricing and hedging foreign equity options under Hawkes jump–diffusion processes In: Physica A: Statistical Mechanics and its Applications.
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2008Do the pure martingale and joint normality hypotheses hold for futures contracts: Implications for the optimal hedge ratios In: The Quarterly Review of Economics and Finance.
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2008Hedging effectiveness comparisons: A note In: International Review of Economics & Finance.
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2022Does the conventional money market overnight rate influence the investment rate of Islamic deposits? Evidence from Malaysia In: International Journal of Islamic and Middle Eastern Finance and Management.
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1999Equality of Real Returns on Canadian and US Treasury Bills: A Fractional Cointegration Analysis. In: Review of Quantitative Finance and Accounting.
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2001Relationship between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis. In: Review of Quantitative Finance and Accounting.
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2004Nonlinear Models in Corporate Finance Research: Review, Critique, and Extensions In: Review of Quantitative Finance and Accounting.
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2005Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets In: Review of Quantitative Finance and Accounting.
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2007Relationship between Treasury bills and Eurodollars: Theoretical and Empirical Analyses In: Review of Quantitative Finance and Accounting.
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2021The impact of financial regulation on the stickiness of credit card lending rate: evidence from the USA In: Review of Quantitative Finance and Accounting.
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2020Price Discovery in Agricultural Markets In: American Business Review.
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2020Contributions of Crude Oil Exchange Traded Funds in Price Discovery Process In: American Business Review.
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2023Contribution of Exchange Traded Funds in Hedging Crude Oil Price Risk In: American Business Review.
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2022Do CEO Gender and Marital Status Affect Firm’s R&D and Value? An Empirical Analysis Using Nonlinear Models In: Springer Books.
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2016Corporate Governance and the Information Content of Earnings Announcements: A Cross€ Country Analysis In: Contemporary Accounting Research.
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2001On a Mean—Generalized Semivariance Approach to Determining the Hedge Ratio In: Journal of Futures Markets.
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2004An empirical analysis of the relationship between the hedge ratio and hedging horizon: A simultaneous estimation of the short‐ and long‐run hedge ratios In: Journal of Futures Markets.
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2005Estimating the optimal hedge ratio with focus information criterion In: Journal of Futures Markets.
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2007An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis In: Journal of Futures Markets.
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2009A new information share measure In: Journal of Futures Markets.
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2014Price Discovery in Interrelated Markets In: Journal of Futures Markets.
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2016Quantile Estimation of Optimal Hedge Ratio In: Journal of Futures Markets.
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2017Pricing Vulnerable Options with Jump Clustering In: Journal of Futures Markets.
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2012THE EFFECTS OF PRICE DYNAMICS ON OPTIMAL FUTURES HEDGING In: Annals of Financial Economics (AFE).
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