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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

International Review of Financial Analysis / Elsevier


0.86

Impact Factor

1.05

5-Years IF

20

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09121229005 (17.2%)0.04
19930.1152720.071612123 (18.8%)0.05
19940.1113401227275 (41.7%)0.05
19950.110.190.21353100.198283408 (%)0.07
19960.080.230.09197270.1392625356 (15.4%)0.09
19970.060.270.1168870.08123227271 (8.3%)0.09
19980.030.270.071710570.07393517656 (15.4%)10.060.1
19990.030.310.0517122100.086633178414 (21.2%)20.120.13
20000.060.390.022514740.0313834282216 (11.6%)0.15
20010.190.410.1526173190.11149428941411 (7.4%)10.040.16
20020.270.430.2326199420.2112551141012314 (11.2%)30.120.19
20030.270.450.2232231350.1513952141112425 (18%)20.060.19
20040.220.510.3836267580.2224458131264832 (13.1%)10.030.21
20050.190.540.2933300620.2117968131454237 (20.7%)30.090.22
20060.290.520.3527327900.287669201535413 (17.1%)40.150.21
20070.280.450.41293561080.312260171546322 (18%)50.170.18
20080.320.480.58704261520.3631656181579157 (18%)90.130.2
20090.440.480.51344601810.39233994419510030 (12.9%)40.120.19
20100.550.440.52425021960.391541045719310132 (20.8%)20.050.16
20110.760.530.59405422400.44146765820211919 (13%)0.21
20120.520.580.6545962390.4103824321513012 (11.7%)50.090.22
20130.680.710.85976933530.51184946424020315 (8.2%)210.220.25
20140.860.811.051078005200.65781511302672818 (10.3%)240.220.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Degiannakis, Stavros ; Filis, George . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:3:p:152-164.

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68
2004Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes. (2004). Voronkova, Svitlana . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:633-647.

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61
2009Volatility transmission between oil prices and equity sector returns. (2009). Ewing, Bradley T. ; Malik, Farooq . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:3:p:95-100.

Full description at Econpapers || Download paper

56
2008Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets. (2008). Li, Huimin ; Hammoudeh, Shawkat . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:47-63.

Full description at Econpapers || Download paper

43
2007Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. (2007). . In: International Review of Financial Analysis. RePEc:eee:finana:v:16:y:2007:i:1:p:41-60.

Full description at Econpapers || Download paper

42
2001What drives contagion: Trade, neighborhood, or financial links?. (2001). Hernandez, Leonardo F. ; Valdes, Rodrigo O.. In: International Review of Financial Analysis. RePEc:eee:finana:v:10:y:2001:i:3:p:203-218.

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42
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries. (2008). Lim, Kian-Ping ; Brooks, Robert D.. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:3:p:571-591.

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41
2004International equity market integration: Theory, evidence and implications. (2004). . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

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39
2013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. (2013). Lucey, Brian M. ; Gurdgiev, Constantin ; Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:202-211.

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32
2009The impact of banking regulations on banks cost and profit efficiency: Cross-country evidence. (2009). Zopounidis, Constantin ; Tanna, Sailesh ; Pasiouras, Fotios . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:294-302.

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30
2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Liu, LI ; Wang, Yudong ; Gu, Rongbao . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:271-276.

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28
2001Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis. (2001). Viney, Christopher ; Kim, Sangbae ; Yoon, Jai Hyung . In: International Review of Financial Analysis. RePEc:eee:finana:v:10:y:2001:i:1:p:87-96.

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27
2000Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle. (2000). Huang, Bwo-Nung ; Chin- Wei Yang, . In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:3:p:281-297.

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27
2008Bank efficiency in the new European Union member states: Is there convergence?. (2008). Koutsomanoli-Filippaki, Anastasia ; Mamatzakis, Emmanuel ; Staikouras, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:5:p:1156-1172.

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26
2006The CAPM and value at risk at different time-scales. (2006). . In: International Review of Financial Analysis. RePEc:eee:finana:v:15:y:2006:i:3:p:203-219.

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23
2009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange. (2009). Tabak, Benjamin M. ; Gogas, Periklis ; Cajueiro, Daniel O.. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:50-57.

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22
2005Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests. (2005). NYO NYO A. KYAW, . In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:4:p:393-406.

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21
2012Foreign direct investment and institutional quality: Some empirical evidence. (2012). Buchanan, Bonnie G. ; Le, Quan V. ; Rishi, Meenakshi . In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:81-89.

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21
2003Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange. (2003). Buguk, Cumhur. In: International Review of Financial Analysis. RePEc:eee:finana:v:12:y:2003:i:5:p:579-590.

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20
2000On the conditional relationship between beta and return in international stock returns. (2000). Fletcher, Jonathan . In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:3:p:235-245.

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20
2004Equity market integration in the Asia-Pacific region: A smooth transition analysis. (2004). . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:621-632.

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20
2010Price and volatility spillovers across North American, European and Asian stock markets. (2010). Pandey, Ajay ; Singh, Priyanka ; Kumar, Brajesh . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:55-64.

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19
2009Unifractality and multifractality in the Italian stock market. (2009). Onali, Enrico ; Goddard, John . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:154-163.

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19
2008Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammad M. ; Nikkinen, Jussi . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:27-46.

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18
2013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Dimitriou, Dimitrios ; Simos, Theodore ; Kenourgios, Dimitris . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:46-56.

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18
1998Two puzzles in the analysis of foreign exchange market efficiency. (1998). Ennew, Christine ; Rayner, Tony ; Newbold, Paul ; Kellard, Neil . In: International Review of Financial Analysis. RePEc:eee:finana:v:7:y:1998:i:2:p:95-111.

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17
2010Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets. (2010). Masih, Mansur ; Al-Titi, Omar ; Alzahrani, Mohammed . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:10-18.

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17
2004Private benefits, block transaction premiums and ownership structure. (2004). . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:2:p:227-244.

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17
2005Cost frontier efficiency and risk-return analysis in an emerging market. (2005). . In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:3:p:283-303.

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17
2001Trading rule profits in Latin American currency spot rates. (2001). Lee, Chun I ; Gleason, Kimberly C. ; Mathur, Ike . In: International Review of Financial Analysis. RePEc:eee:finana:v:10:y:2001:i:2:p:135-156.

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17
2005Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence. (2005). Dowling, Michael . In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:3:p:337-355.

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16
2003Trading volume and stock market volatility: The Polish case. (2003). Henke, Harald ; Bohl, Martin T.. In: International Review of Financial Analysis. RePEc:eee:finana:v:12:y:2003:i:5:p:513-525.

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16
2005Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997. (2005). Karuppiah, Jeyanthi. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:2:p:211-246.

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16
2009Are RiskMetrics forecasts good enough? Evidence from 31 stock markets. (2009). McMillan, David G. ; Kambouroudis, Dimos . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:3:p:117-124.

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15
2002The costs of bankruptcy: A review. (2002). Branch, Ben . In: International Review of Financial Analysis. RePEc:eee:finana:v:11:y:2002:i:1:p:39-57.

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15
1992Prices and hedge ratios of average exchange rate options. (1992). Vorst, Ton . In: International Review of Financial Analysis. RePEc:eee:finana:v:1:y:1992:i:3:p:179-193.

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15
1996Common factors in international stock prices: Evidence from a cointegration study. (1996). Choi, Jongmoo Jay ; Kopecky, Kenneth J.. In: International Review of Financial Analysis. RePEc:eee:finana:v:5:y:1996:i:1:p:39-53.

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15
2010International Financial Reporting Standards and the quality of financial statement information. (2010). Iatridis, George . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:193-204.

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14
2000Bankruptcy prediction: Application of the Taylors expansion in logistic regression. (2000). Laitinen, Erkki K.. In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:4:p:327-349.

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14
2002Dividend policy theories and their empirical tests. (2002). Frankfurter, George M. ; Wood, Bob Jr., . In: International Review of Financial Analysis. RePEc:eee:finana:v:11:y:2002:i:2:p:111-138.

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14
2004Managing extreme risks in tranquil and volatile markets using conditional extreme value theory. (2004). Bystrom, Hans N. E., . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:2:p:133-152.

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14
2002Stochastic chaos or ARCH effects in stock series?: A comparative study. (2002). Terraza, Michel . In: International Review of Financial Analysis. RePEc:eee:finana:v:11:y:2002:i:4:p:407-431.

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14
2014The evolution of risk premium as a measure for intra-regional equity market integration. (2014). Muzaffar, Ahmed Taneem ; Guesmi, Khaled ; Teulon, Frederic . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:13-19.

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14
2009The value of stock analysts recommendations: Evidence from emerging markets. (2009). Ng, David ; Moshirian, Fariborz ; Wu, Eliza . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:74-83.

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14
2003Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market. (2003). Marshall, Ben R.. In: International Review of Financial Analysis. RePEc:eee:finana:v:12:y:2003:i:2:p:173-188.

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14
2005The use and abuse of the hedging effectiveness measure. (2005). Lien, Donald . In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:2:p:277-282.

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14
2013Herding behavior in REITs: Novel tests and the role of financial crisis. (2013). Economou, Fotini ; Babalos, Vassilios ; Philippas, Nikolaos . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:166-174.

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13
2007Debt-equity choice in Europe. (2007). Bender, Andre ; Gaud, Philippe ; Hoesli, Martin . In: International Review of Financial Analysis. RePEc:eee:finana:v:16:y:2007:i:3:p:201-222.

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13
2005Estimation of expected return: CAPM vs. Fama and French. (2005). Peare, Paula. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:4:p:407-427.

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12
1996Prospect theory: A literature review. (1996). Edwards, Kimberley D.. In: International Review of Financial Analysis. RePEc:eee:finana:v:5:y:1996:i:1:p:19-38.

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12

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Degiannakis, Stavros ; Filis, George . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:3:p:152-164.

Full description at Econpapers || Download paper

59
2009Volatility transmission between oil prices and equity sector returns. (2009). Ewing, Bradley T. ; Malik, Farooq . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:3:p:95-100.

Full description at Econpapers || Download paper

44
2013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. (2013). Lucey, Brian M. ; Gurdgiev, Constantin ; Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:202-211.

Full description at Econpapers || Download paper

28
2008Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets. (2008). Li, Huimin ; Hammoudeh, Shawkat . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:47-63.

Full description at Econpapers || Download paper

23
2012Foreign direct investment and institutional quality: Some empirical evidence. (2012). Buchanan, Bonnie G. ; Le, Quan V. ; Rishi, Meenakshi . In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:81-89.

Full description at Econpapers || Download paper

21
2008Financial crisis and stock market efficiency: Empirical evidence from Asian countries. (2008). Lim, Kian-Ping ; Brooks, Robert D.. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:3:p:571-591.

Full description at Econpapers || Download paper

19
2009The impact of banking regulations on banks cost and profit efficiency: Cross-country evidence. (2009). Zopounidis, Constantin ; Tanna, Sailesh ; Pasiouras, Fotios . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:294-302.

Full description at Econpapers || Download paper

19
2013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Dimitriou, Dimitrios ; Simos, Theodore ; Kenourgios, Dimitris . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:46-56.

Full description at Econpapers || Download paper

18
2004Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes. (2004). Voronkova, Svitlana . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:633-647.

Full description at Econpapers || Download paper

16
2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Liu, LI ; Wang, Yudong ; Gu, Rongbao . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:271-276.

Full description at Econpapers || Download paper

16
2010Price and volatility spillovers across North American, European and Asian stock markets. (2010). Pandey, Ajay ; Singh, Priyanka ; Kumar, Brajesh . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:55-64.

Full description at Econpapers || Download paper

14
2014The evolution of risk premium as a measure for intra-regional equity market integration. (2014). Muzaffar, Ahmed Taneem ; Guesmi, Khaled ; Teulon, Frederic . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:13-19.

Full description at Econpapers || Download paper

14
2013Herding behavior in REITs: Novel tests and the role of financial crisis. (2013). Economou, Fotini ; Babalos, Vassilios ; Philippas, Nikolaos . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:166-174.

Full description at Econpapers || Download paper

13
2007Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. (2007). . In: International Review of Financial Analysis. RePEc:eee:finana:v:16:y:2007:i:1:p:41-60.

Full description at Econpapers || Download paper

13
2010Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets. (2010). Masih, Mansur ; Al-Titi, Omar ; Alzahrani, Mohammed . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:10-18.

Full description at Econpapers || Download paper

13
2008Bank efficiency in the new European Union member states: Is there convergence?. (2008). Koutsomanoli-Filippaki, Anastasia ; Mamatzakis, Emmanuel ; Staikouras, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:5:p:1156-1172.

Full description at Econpapers || Download paper

13
2010International Financial Reporting Standards and the quality of financial statement information. (2010). Iatridis, George . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:193-204.

Full description at Econpapers || Download paper

12
2009Unifractality and multifractality in the Italian stock market. (2009). Onali, Enrico ; Goddard, John . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:154-163.

Full description at Econpapers || Download paper

12
2009The value of stock analysts recommendations: Evidence from emerging markets. (2009). Ng, David ; Moshirian, Fariborz ; Wu, Eliza . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:74-83.

Full description at Econpapers || Download paper

11
2004International equity market integration: Theory, evidence and implications. (2004). . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

Full description at Econpapers || Download paper

11
2009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange. (2009). Tabak, Benjamin M. ; Gogas, Periklis ; Cajueiro, Daniel O.. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:50-57.

Full description at Econpapers || Download paper

10
2011Robust global stock market interdependencies. (2011). Lucey, Brian M. ; Muckley, Cal . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:4:p:215-224.

Full description at Econpapers || Download paper

10
2005Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests. (2005). NYO NYO A. KYAW, . In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:4:p:393-406.

Full description at Econpapers || Download paper

9
2013Equity risk premium and regional integration. (2013). Rault, Christophe ; Arouri, Mohamed ; Teulon, Frederic . In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:79-85.

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9
2008Halloween or January? Yet another puzzle. (2008). Lucey, Brian M ; Zhao, Shelly. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:5:p:1055-1069.

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9
2006The CAPM and value at risk at different time-scales. (2006). . In: International Review of Financial Analysis. RePEc:eee:finana:v:15:y:2006:i:3:p:203-219.

Full description at Econpapers || Download paper

9
2000Causality and cointegration of stock markets among the United States, Japan and the South China Growth Triangle. (2000). Huang, Bwo-Nung ; Chin- Wei Yang, . In: International Review of Financial Analysis. RePEc:eee:finana:v:9:y:2000:i:3:p:281-297.

Full description at Econpapers || Download paper

9
2004Equity market integration in the Asia-Pacific region: A smooth transition analysis. (2004). . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:621-632.

Full description at Econpapers || Download paper

8
2012Rating agencies credit signals: An analysis of sovereign watch and outlook. (2012). ap Gwilym, Owain ; Alsakka, Rasha . In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:45-55.

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8
2008Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammad M. ; Nikkinen, Jussi . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:27-46.

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8
2012Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2012). Guidi, Francesco ; Gupta, Rakesh . In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:10-22.

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8
2015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Narayan, Paresh Kumar ; Sharma, Susan Sunila . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

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7
2013Efficient or adaptive markets? Evidence from major stock markets using very long run historic data. (2013). Urquhart, Andrew ; Hudson, Robert . In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:130-142.

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7
2013Firm level governance and institutional determinants of liquidity: Evidence from Sub Saharan Africa. (2013). Hearn, Bruce ; Piesse, Jenifer . In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:93-111.

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7
2009Together we invest? Individual and institutional investors trading behaviour in Poland. (2009). Goodfellow, Christiane ; Bohl, Martin T.. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:212-221.

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7
2009Are RiskMetrics forecasts good enough? Evidence from 31 stock markets. (2009). McMillan, David G. ; Kambouroudis, Dimos . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:3:p:117-124.

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7
2010Testing the evolving efficiency of Arab stock markets. (2010). Abdmoulah, Walid . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:25-34.

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6
2011The relationship between product market competition and capital structure in Chinese listed firms. (2011). Li, Ling ; Guney, Yilmaz ; Fairchild, Richard . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:1:p:41-51.

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6
2011Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets. (2011). Chau, Frankie ; Deesomsak, Rataporn ; Lau, Marco C. K., . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:5:p:292-305.

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6
2008Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets. (2008). Abugri, Benjamin A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:2:p:396-410.

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6
2013Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets. (2013). Aijo, Janne ; Nikkinen, Jussi ; Kotkatvuori-ornberg, Juha . In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:70-78.

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6
2004A multilateral approach to examining the comovements among major world equity markets. (2004). Hsin, Chin-Wen . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:4:p:433-462.

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6
2014A microstructure analysis of the carbon finance market. (2014). Muckley, Cal ; Hyde, Stuart ; Bredin, Don . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:222-234.

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6
2003Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange. (2003). Buguk, Cumhur. In: International Review of Financial Analysis. RePEc:eee:finana:v:12:y:2003:i:5:p:579-590.

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6
2014On financial contagion and implied market volatility. (2014). Kenourgios, Dimitris . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:21-30.

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5
2013Exchange rate risk and the equity performance of financial intermediaries. (2013). Gounopoulos, Dimitrios ; Wilson, John O. S., ; Staikouras, Sotiris K. ; Molyneux, Philip ; Zhao, Gang . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:271-282.

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5
2001Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis. (2001). Viney, Christopher ; Kim, Sangbae ; Yoon, Jai Hyung . In: International Review of Financial Analysis. RePEc:eee:finana:v:10:y:2001:i:1:p:87-96.

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5
2011Accounting disclosures, accounting quality and conditional and unconditional conservatism. (2011). Iatridis, George Emmanuel . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:2:p:88-102.

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5
2004Equity market integration in Latin America: A time-varying integration score analysis. (2004). Barari, Mahua . In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:649-668.

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5
2013Financial distress and bankruptcy prediction among listed companies using accounting, market and macroeconomic variables. (2013). Tinoco, Mario Hernandez ; Wilson, Nick . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:394-419.

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YearTitleSee
2014On financial contagion and implied market volatility. (2014). Kenourgios, Dimitris . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:21-30.

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2014Sovereign rating actions and the implied volatility of stock index options. (2014). ap Gwilym, Owain ; Tran, VU ; Alsakka, Rasha . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:101-113.

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2014Corporate yield spreads and real interest rates. (2014). Jacoby, Gady ; Liao, Rose C. ; Batten, Jonathan A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:89-100.

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2014Financial conservatism of private firms. (2014). Sanchez-Vidal, Javier F. ; Martin-Ugedo, Juan Francisco . In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:11:p:2419-2427.

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2014Conservadurismo financiero y creación de empleo. (2014). F. Javier Sanchez Vidal, ; hernandez-Robles, Myriam . In: Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2014). RePEc:eac:articl:08/13.

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2014The international business cycle and gold-price fluctuations. (2014). Pierdzioch, Christian ; Rohloff, Sebastian . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:2:p:292-305.

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2014A case for redistribution? Income inequality and wealth concentration in the recent crisis. (2014). Stockhammer, Engelbert ; Onaran, Ozlem . In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:012186.

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2014Sectoral herding behavior in the aftermarket of Malaysian IPOs. (2014). Dehghani, Pegah ; Ros Zam Zam Sapian, . In: Venture Capital. RePEc:taf:veecee:v:16:y:2014:i:3:p:227-246.

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2014An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits. (2014). Guidi, Francesco ; Ugur, Mehmet . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:119-136.

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2014Volatility Spillovers from Australias major trading partners across the GFC. (2014). Singh, Abhay K.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1426.

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2014Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?. (2014). Aloui, Chaker ; ben Hamida, Hela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:349-380.

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2014Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices. (2014). Kiohos, Apostolos . In: Journal of Economic Studies. RePEc:eme:jespps:v:41:y:2014:i:2:pp:216-232.

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2014How has the international harmonization of financial reporting standards affected merger premiums within the European Union?. (2014). Bozos, Konstantinos ; Ratnaike, Yasanji C. ; Alsharairi, Malek . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:48-60.

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2014Does gold offer a better protection against losses in sovereign debt bonds than other metals?. (2014). Gounopoulos, Dimitrios ; Agyei-Ampomah, Sam ; Mazouz, Khelifa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:507-521.

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2014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Aye, Goodness C. ; Kim, Won Joong ; Hammoudeh, Shawkat ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201415.

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2014Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan Carlos ; Mensi, Walid ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-159.

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2014On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree. (2014). Charlot, Philippe ; Marimoutou, Velayoudom . In: Working Papers. RePEc:hal:wpaper:hal-00980125.

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2014Precious metals shine? A market efficiency perspective. (2014). Charles, Amelie ; Darne, Olivier . In: Working Papers. RePEc:hal:wpaper:hal-01010516.

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2014Gold, Oil, and Stocks. (2014). . In: Papers. RePEc:arx:papers:1308.0210.

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2014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Aye, Goodness ; Kim, Won Joong ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-470.

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2014Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach. (2014). Beckmann, Joscha ; Berger, Theo . In: Ruhr Economic Papers. RePEc:rwi:repape:0502.

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2014Can gold hedge and preserve value when the US dollar depreciates?. (2014). Reboredo, Juan C. ; Rivera-Castro, Miguel A.. In: Economic Modelling. RePEc:eee:ecmode:v:39:y:2014:i:c:p:168-173.

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2014On the economic determinants of the gold–inflation relation. (2014). Lucey, Brian M ; Batten, Jonathan A. ; Ciner, Cetin . In: Resources Policy. RePEc:eee:jrpoli:v:41:y:2014:i:c:p:101-108.

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2014A view to the long-run dynamic relationship between crude oil and the major asset classes. (2014). Hacihasanoglu, Erk ; Ozturk, Kevser ; Turhan, Ibrahim M.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:286-299.

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2014Financial market interdependencies: a quantile regression analysis of volatility spillover. (2014). Ben Rejeb, Aymen ; ARFAOUI, Mongi . In: MPRA Paper. RePEc:pra:mprapa:61516.

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2014On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree. (2014). Charlot, Philippe ; Marimoutou, Velayoudom . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:456-467.

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2014Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach. (2014). Beckmann, Joscha ; Czudaj, Robert ; Berger, Theo . In: Ruhr Economic Papers. RePEc:zbw:rwirep:502.

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2014Banking development and energy consumption: Evidence from a panel of Middle Eastern countries. (2014). Aslan, Alper ; Apergis, Nicholas ; Topcu, Mert . In: Energy. RePEc:eee:energy:v:72:y:2014:i:c:p:427-433.

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2014Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements. (2014). Yoon, Seong-Min ; Mensi, Walid ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:101-119.

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2014Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). Chaouachi, Slim ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-147.

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2014Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim . In: Working Papers. RePEc:ipg:wpaper:2014-390.

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2014Speculate against speculative demand. (2014). Kita, A. ; ap Gwilym, O.. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:212-221.

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2014The Offshore Renminbi Exchange Rate: Microstructure and Links to the Onshore Market. (2014). Cheung, Yin-Wong . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4850.

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2014The offshore renminbi exchange rate: Microstructure and links to the onshore market. (2014). Rime, Dagfinn ; Cheung, Yin-Wong . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_017.

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2014The offshore renminbi exchange rate: Microstructure and links to the onshore market. (2014). Rime, Dagfinn ; Cheung, Yin-Wong . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pa:p:170-189.

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2014The onshore-offshore interaction of RMB market: a high-frequency analysis. (2014). Liu, Tao . In: MPRA Paper. RePEc:pra:mprapa:63905.

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2014The Association between microfinance rating scores and corporate governance: a global survey. (2014). Beisland, Leif Atle ; Randoy, Trond ; Mersland, Roy . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:268-280.

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2014Measuring systemic risk-adjusted liquidity (SRL)—A model approach. (2014). Jobst, Andreas A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:270-287.

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2014Systemic Risk and Bank Size. (2014). Zhao, Lei ; Varotto, Simone . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-17.

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2014Sovereign Default Risk and State-Owned Bank Fragility in Emerging Markets. (2014). Deev, Oleg . In: MPRA Paper. RePEc:pra:mprapa:62539.

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2014Short sale constraints, disperse pessimistic beliefs and market efficiency — Evidence from the Chinese stock market. (2014). XIONG, Heping ; Zhao, Zhongkuang ; Li, Shuqi . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:333-342.

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2014Predicting distress in European banks. (2014). Betz, Frank ; Peltonen, Tuomas A. ; Opric, Silviu ; Sarlin, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:225-241.

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2014Monetary and Fiscal Policy in Times of Crises: A New Keynesian Perspective in Continuous Time. (2014). Hayo, Bernd ; Niehof, Britta . In: MAGKS Papers on Economics. RePEc:mar:magkse:201455.

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2014Analysis of Monetary Policy Responses after Financial Market Crises in a Continuous Time New Keynesian Model. (2014). Hayo, Bernd ; Niehof, Britta . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100410.

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2014Banking efficiency in Brazil. (2014). Barros, Carlos Pestana ; Wanke, Peter . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:54-65.

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2014Dealing with cross-firm heterogeneity in bank efficiency estimates: Some evidence from Latin America. (2014). Goddard, John ; Molyneux, Philip ; Williams, Jonathan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:130-142.

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2014Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients. (2014). Sarmiento, Miguel . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws142013.

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2014Open Market Share Repurchases in Germany - A Conditional Event Study Approach. (2014). Betzer, Andre ; Doumet, Markus ; Theissen, Erik ; Andres, Christian . In: Schumpeter Discussion Papers. RePEc:bwu:schdps:sdp14010.

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2014Exploring the effects of financial and fiscal vulnerabilities on G7 economies: Evidence from SVAR analysis. (2014). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:343-367.

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2014Bank risk factors and changing risk exposures: Capital market evidence before and during the financial crisis. (2014). Kurmann, Philipp ; Bessler, Wolfgang . In: Journal of Financial Stability. RePEc:eee:finsta:v:13:y:2014:i:c:p:151-166.

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2014Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet. (2014). TIWARI, Aviral Kumar ; Ihnatov, Iulian . In: Economic Modelling. RePEc:eee:ecmode:v:41:y:2014:i:c:p:227-238.

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2014Revisiting the Performance of MACD and RSI Oscillators. (2014). CHONG, TERENCE TAI-LEUNG ; Liew, Venus Khim-Sen . In: MPRA Paper. RePEc:pra:mprapa:54149.

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2014Supply chain analytics. (2014). Souza, Gilvan C.. In: Business Horizons. RePEc:eee:bushor:v:57:y:2014:i:5:p:595-605.

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2014Probabilistic dominance and status quo bias. (2014). Riella, Gil ; Teper, Roee . In: Games and Economic Behavior. RePEc:eee:gamebe:v:87:y:2014:i:c:p:288-304.

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2014AN EVALUATION OF INSTITUTIONAL STRENGTH OF CROSS-BORDER COOPERATION STRUCTURES. (2014). ROBU, Raluca ; Cojanu, Valentin . In: EURINT. RePEc:jes:eurint:y:2014:v:1:p:60-72.

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2014Volatility and dynamic conditional correlations of worldwide emerging and frontier markets. (2014). Baumohl, Eduard . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:175-183.

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2014Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis. (2014). Wang, Lihong . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:182-203.

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2014Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007–2009 US financial crisis. (2014). Yamamoto, Shugo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:88-103.

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2014Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors. (2014). Dimitriou, Dimitrios ; Kenourgios, Dimitris . In: Panoeconomicus. RePEc:voj:journl:v:61:y:2014:i:3:p:275-288.

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2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker . In: Working Papers. RePEc:ipg:wpaper:2014-549.

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2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?. (2014). Aloui, Chaker ; Chkili, Walid ; Nguyen, Duc Khuong . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:354-366.

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2014The Eurozone crisis and its contagion effects on the European stock markets. (2014). Sehgal, Sanjay ; Ahmad, Wasim . In: Studies in Economics and Finance. RePEc:eme:sefpps:v:31:y:2014:i:3:p:325-352.

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2014Volatilities implied by price changes in the S&P 500 options and futures contracts. (2014). Hilliard, Jitka . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:4:p:599-626.

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2014Aggregate net flows, inflows, and outflows of equity funds: The U.S. versus Japan. (2014). Ko, Kwangsoo ; Paek, Miyoun . In: Japan and the World Economy. RePEc:eee:japwor:v:32:y:2014:i:c:p:85-95.

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2014What makes carbon traders cluster their orders?. (2014). Pardo, angel ; Palao, Fernando . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165.

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2014Institutional impact on the expropriation of private benefits of control in North Africa. (2014). Hearn, Bruce . In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:1-23.

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2014The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa. (2014). Hearn, Bruce . In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:91-110.

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2014The impact of institutions, ownership structure, business angels, venture capital and lead managers on IPO firm underpricing across North Africa. (2014). Hearn, Bruce . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:24:y:2014:i:c:p:19-42.

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2014Corporate Governance and Market Microstructure: Evidence on Institutional Investors in the Tunisian Stock Exchange. (2014). Bouri, Abdelfatteh ; Boujelbene, Nadia Belkhir . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:4:y:2014:i:2:p:58-71.

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2014The political institutional and firm governance determinants of liquidity: Evidence from North Africa and the Arab Spring. (2014). Hearn, Bruce . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:31:y:2014:i:c:p:127-158.

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2014Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?. (2014). Charles, Amelie ; Redor, Etienne . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00109.

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2014Women are from Venus, Men are from Mars: But Do the Financial Markets Know It?. (2014). Charles, Amelie ; Redor, Etienne . In: Post-Print. RePEc:hal:journl:hal-00977037.

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2014Revisiting Herding Behavior in REITs: A RegimeSwitching Approach. (2014). Babalos, Vassilios ; Philippas, Nikolaos . In: Working Papers. RePEc:emu:wpaper:15-15.pdf.

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2014Do ADR investors herd?: Evidence from advanced and emerging markets. (2014). Kutan, Ali M. ; Demirer, Rza ; Zhang, Huacheng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:138-148.

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2014Revisiting Herding Behavior in REITs: A Regime-Switching Approach. (2014). Balcilar, Mehmet ; Gupta, Rangan ; Philippas, Nikolaos . In: Working Papers. RePEc:pre:wpaper:201448.

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2014Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market. (2014). Economou, Fotini ; Babalos, Vassilios ; Gupta, Rangan ; Akinsomi, Kola ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201454.

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2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440.

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2014A cross-country analysis of herd behavior in Europe. (2014). Mobarek, Asma ; Mollah, Sabur ; Keasey, Kevin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:107-127.

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2014Herding behaviour and volatility in the Athens Stock Exchange. (2014). Zapranis, Achilleas ; Messis, Petros . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:15:y:2014:i:5:p:572-590.

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2014Market states, expectations, sentiment and momentum: How naive are investors?. (2014). Galariotis, Emilios C ; Ma, Xiaodong S ; Kallinterakis, Vasileios ; Holmes, Phil . In: Post-Print. RePEc:hal:journl:hal-00943345.

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2014Stock returns predictability and the adaptive market hypothesis in emerging markets: evidence from India. (2014). Hiremath, Gourishankar S ; Kumari, Jyoti . In: MPRA Paper. RePEc:pra:mprapa:58378.

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2014Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data. (2014). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:154-166.

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2014The importance of using a test of weak-form market efficiency that does not require investigating the data first. (2014). Dryver, Arthur L. ; Aumeboonsuke, Vesarach . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:350-357.

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2014Credit Risk Calibration based on CDS Spreads. (2014). Pham-Thu, Hien ; Hardle, Wolfgang Karl ; Chao, Shih-Kang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-026.

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2014Real Financial Market Exchange Rates and Capital Flows. (2014). . In: Kiel Working Papers. RePEc:kie:kieliw:1946.

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2014The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7.

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2014Corporate yield spreads and real interest rates. (2014). Jacoby, Gady ; Liao, Rose C. ; Batten, Jonathan A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:89-100.

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2014Impact of ethical behavior on syndicated loan rates. (2014). Surroca, Jordi ; Kim, Moshe . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:122-144.

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2014The effects of corporate and country sustainability characteristics on the cost of debt: An international investigation. (2014). Hoepner, Andreas ; Schroder, Michael ; Oikonomou, Ioannis . In: ZEW Discussion Papers. RePEc:zbw:zewdip:14100.

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2014Financial globalization or great financial expansion? The impact of capital flows on credit and banking crises. (2014). van Tilburg, Ruben . In: DNB Working Papers. RePEc:dnb:dnbwpp:441.

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2014Governance and the Effectiveness of Foreign Capital. (2014). Siftain, Hasan ; Qayyum, Unbreen . In: PIDE-Working Papers. RePEc:pid:wpaper:2014:98.

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2014Determinants of Foreign Direct Investment in Fast-Growing Economies: A Study of BRICS and MINT. (2014). Uduak, Akpan ; Salisu, Isihak . In: Working Papers. RePEc:agd:wpaper:14/002.

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2014Equitable and Sustainable Development of Foreign Land Acquisitions: what have we learnt on policy syndromes and implications?. (2014). . In: MPRA Paper. RePEc:pra:mprapa:56808.

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2014Determinants of Foreign Direct Investment in Fast-Growing Economies: A Study of BRICS and MINT. (2014). Isihak, Salisu ; Akpan, Uduak . In: MPRA Paper. RePEc:pra:mprapa:56810.

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2014Growth Effect of FDI in Developing Economies: the Role of Institutional Quality. (2014). Jude, Cristina ; Levieuge, Gregory . In: Working Papers. RePEc:hal:wpaper:halshs-01014404.

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2014The impact of international financial integration on economic growth: New evidence on threshold effects. (2014). Quang, Therese . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:475-489.

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2014The Association between microfinance rating scores and corporate governance: a global survey. (2014). Beisland, Leif Atle ; Randoy, Trond ; Mersland, Roy . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:268-280.

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2014Equitable and sustainable development of foreign land acquisitions: Lessons, Policies and Implications. (2014). Nguena, Christian Lambert ; ASONGU, Simplice Anutechia . In: AAYE Policy Research Working Paper Series. RePEc:aay:wpaper:14_013.

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2014Long-run growth in Ghana : determinants and prospects. (2014). Aykut, Dilek ; Herrera, Santiago . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7115.

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2014Equitable and Sustainable Development of Foreign Land Acquisitions: Lessons, Policies and Implications. (2014). Nguena, Christian L. In: MPRA Paper. RePEc:pra:mprapa:66598.

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2014Enhanced Debt Management: Solving the eurozone crisis by linking debt management with fiscal and monetary policy. (2014). Werner, Richard A.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:443-469.

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2014CDX and iTraxx and their relation to the systemically important financial institutions: Evidence from the 2008–2009 financial crisis. (2014). Calice, Giovanni . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:20-37.

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2014Basel III, capital stability, risk-taking, ownership: Evidence from Asia. (2014). Chalermchatvichien, Pichaphop ; Jumreornvong, Seksak ; Jiraporn, Pornsit . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:28-46.

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2014MEASURING THE FINANCIAL PERFORMANCE OF THE EUROPEAN SYSTEMICALLY IMPORTANT BANKS. (2014). TOMULEASA, Ioana-Iuliana ; COCRI, Vasile . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:18:y:2014:i:4:p:31-51.

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2014Impact of Monetary Policy on Financial Markets Efficiency and Speculative Bubbles: A Non-linear Entropy-based Approach. (2014). Alonso-Rivera, Angelica ; Cruz-Ake, Salvador ; Venegas-Martinez, Francisco . In: MPRA Paper. RePEc:pra:mprapa:56127.

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2014Effects of global financial crisis on network structure in a local stock market. (2014). Nobi, Ashadun ; Maeng, Seong Eun ; Lee, Jae Woo ; Ha, Gyeong Gyun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:407:y:2014:i:c:p:135-143.

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2014Market efficiency during the global financial crisis: Empirical evidence from European banks. (2014). Jayasekera, Ranadeva ; Choudhry, Taufiq . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:299-318.

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2014CREDIT RISK MANAGEMENT WITH THE PURPOSE OF OPTIMIZING THE PERFORMANCES OF THE FINANCIAL INSTITUTIONS. (2014). MARINELA, BARBULESCU ; VICTORIA-MIHAELA, BRINZEA . In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2014:v:1:p:208-212.

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2014Cointegration analysis and influence rank—A network approach to global stock markets. (2014). Yang, Chunxia ; Chen, Yanhua ; Li, Qian ; Niu, Lei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:400:y:2014:i:c:p:168-185.

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2014Equity Risk Premium and Regional Integration. (2014). Rault, Christophe ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-371.

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2014An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits. (2014). Guidi, Francesco ; Ugur, Mehmet . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:119-136.

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2014Frontier stock market integration and the global financial crisis. (2014). Chen, Mei-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:84-103.

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2014The FMLS-based CUSUM statistic for testing the null of smooth time-varying cointegration in the presence of a structural break. (2014). Neto, David . In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:2:p:208-211.

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2014Chinas energy consumption under the global economic crisis: Decomposition and sectoral analysis. (2014). Li, Fangyi ; Song, Zhouying ; Liu, Weidong . In: Energy Policy. RePEc:eee:enepol:v:64:y:2014:i:c:p:193-202.

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2014Does auditor choice matter to foreign investors? Evidence from foreign mutual funds worldwide. (2014). Zhang, Bohui ; Zaiats, Nataliya ; Chou, Julia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:1-20.

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2014Conservation laws, financial entropy and the Eurozone crisis. (2014). Zachariah, David ; Cockshott, Paul . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20145.

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2014Concentration and Competition in the Banking Sector of Turkey. (2014). Stavarek, Daniel ; Repkova, Iveta . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:36:y:2014:i:16:p:625.

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2014Internal and external spillover effects for the BRIC countries: Multivariate GARCH-in-mean approach. (2014). Fedorova, Elena ; Gilenko, Evgenii . In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:32-45.

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2014Asset pricing for inefficient markets: Evidence from China and India. (2014). Majumder, Debasish . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:2:p:282-291.

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2014How has the international harmonization of financial reporting standards affected merger premiums within the European Union?. (2014). Bozos, Konstantinos ; Ratnaike, Yasanji C. ; Alsharairi, Malek . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:48-60.

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2014Optimally sampled realized range-based volatility estimators. (2014). Vortelinos, Dimitrios I.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:34-50.

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2014What drives investment bank performance? the role of risk, liquidity and fees prior to and during the crisis.. (2014). bermpei, t. In: MPRA Paper. RePEc:pra:mprapa:60196.

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2014What drives investment bank performance? The role of risk, liquidity and fees prior to and during the crisis. (2014). Mamatzakis, Emmanuel ; Bermpei, Theodora . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:102-117.

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2014Dynamic Spillover Effects in Futures Markets. (2014). Floros, Christos ; Kizys, Renatas . In: MPRA Paper. RePEc:pra:mprapa:53876.

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2014The Eurozone crisis and its contagion effects on the European stock markets. (2014). Sehgal, Sanjay ; Ahmad, Wasim . In: Studies in Economics and Finance. RePEc:eme:sefpps:v:31:y:2014:i:3:p:325-352.

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2014.

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2014Quo Vadis, raters? A frontier approach to identify misratings in sovereign credit risk. (2014). Tortosa-Ausina, Emili ; Shaban, Mohamed ; Duygun, Meryem ; Ozturk, Huseyin . In: Working Papers. RePEc:jau:wpaper:2014/10.

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2014The effects of sovereign rating drifts on financial return distributions: Evidence from the European Union. (2014). Wu, Eliza ; Treepongkaruna, Sirimon ; Brooks, Robert ; Do, Hung Xuan . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:5-20.

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2014.

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2014The origin of bias in sovereign credit ratings: reconciling agency views with institutional quality. (2014). Ozturk, Huseyin . In: Journal of Developing Areas. RePEc:jda:journl:vol.48:year:2014:issue4:pp:161-188.

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2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment. (2014). Baumohl, Eduard ; v{S}tefan Ly'ocsa, ; Tom'av{s} V'yrost, . In: Papers. RePEc:arx:papers:1408.2985.

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2014Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate. (2014). Ali, Faek Menla ; Hunter, John . In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:42-51.

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2014Asymmetric adjustment toward optimal capital structure: Evidence from a crisis. (2014). Kim, Minjoo ; Shin, Yongcheol ; Dang, Viet Anh . In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:226-242.

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2014Premiums, discounts and feedback trading: Evidence from emerging markets ETFs. (2014). Charteris, Ailie ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos ; Chau, Frankie . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:80-89.

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2014The (un)informative value of credit rating announcements in small markets. (2014). Feinstein, Itai ; Afik, Zvika ; Galil, Koresh . In: Journal of Financial Stability. RePEc:eee:finsta:v:14:y:2014:i:c:p:66-80.

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2014Financial linkages between US sector credit default swaps markets. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Jawadi, Fredj . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:223-243.

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2014Non-parametric analysis of equity arbitrage. (2014). Vortelinos, Dimitrios I.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:199-216.

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2014Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries. (2014). Hall, John H. ; Bahmani, Sahar ; Pradhan, Rudra P. ; Arvin, Mak B.. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:155-173.

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2014The Effects Of Competition Policy: Merger Approval, Entry Barrier Removal, Antitrust Enforcement Compared. (2014). Tsytsulina, Dina V. ; Avdasheva, Svetlana B.. In: HSE Working papers. RePEc:hig:wpaper:34/fe/2014.

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2014Further evidence on the determinants of regional stock market integration in Latin America. (2014). Nguyen, Duc Khuong ; Guesmi, Khaled . In: Working Papers. RePEc:ipg:wpaper:2014-415.

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2014Greece’s Stock Market Integration with Southeast Europe. (2014). Abid, Ilyes ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-440.

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2014Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia. (2014). Abid, Ilyes ; Kaabia, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-444.

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2014Financial Crises and Contagion Effects between the US and OECD Equity Markets. (2014). Abid, Ilyes ; Kaabia, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-451.

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2014Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Applied with Con-integration. (2014). Levyne, Olivier ; ALI, SYED ALAMDAR ; Butt, Shazaib ; Masood, Omar . In: Working Papers. RePEc:ipg:wpaper:2014-452.

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2014Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test. (2014). Simo -Kengne, Beatrice D. ; Chang, Tsangyao ; Apergis, Nicholas ; Emirmahmutoglu, Furkan ; Simo-Kengne, Beatrice D.. In: Working Papers. RePEc:ipg:wpaper:2014-466.

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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). Thompson, Kirsten ; van Eyden, Renee . In: Working Papers. RePEc:ipg:wpaper:2014-468.

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2014Shift-volatility transmission in East Asian Equity Markets. (2014). de Truchis, Gilles ; Aloy, Marcel ; Dufrenot, Gilles . In: Working Papers. RePEc:ipg:wpaper:2014-500.

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2014Kappa Performance Measures with Johnson Distributions. (2014). Prigent, Jean-Luc ; Naguez, Naceur . In: Working Papers. RePEc:ipg:wpaper:2014-510.

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2014Corporate Investment Choice and Exchange Option between Production Functions. (2014). Prigent, Jean-Luc ; Bouasker, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-511.

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2014Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-531.

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2014Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-604.

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2014Capital structure, profitability and firm value: panel evidence of listed firms in Kenya. (2014). Maina, Leonard ; Mokoaleli-Mokoteli, Thabang ; Kodongo, Odongo . In: MPRA Paper. RePEc:pra:mprapa:57116.

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2014Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula. (2014). Papie, Monika ; Wanat, Stanisaw ; Miech, Sawomir . In: MPRA Paper. RePEc:pra:mprapa:57706.

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2014An alternative test of the trade-off theory of capital structure. (2014). Canarella, Giorgio ; Sullivan, Michael J. ; Nourayi, Mahmoud . In: Contemporary Economics. RePEc:wyz:journl:id:378.

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2013DO EXCHANGE RATE REGIMES MATTER FOR BANK PERFORMANCE? THE CASE OF NON-EUROZONE EU MEMBERS. (2013). Cpraru, Bogdan ; Ihnatov, Iulian . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2013:i:12:ihnatovi.

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2013Dealing with Cross-Firm Heterogeneity in Bank Efficiency Estimates: Some evidence from Latin America. (2013). Goddard, John ; Molyneux, Phil ; Williams, Jonathan . In: Working Papers. RePEc:bng:wpaper:13011.

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2013Is there a Friday the 13th Effect in Emerging Asian Stock Markets?. (2013). Auer, Benjamin R. ; Rottmann, Horst . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4409.

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2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677.

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2013Has political instability contributed to price clustering on Fijis stock market?. (2013). Narayan, Paresh Kumar ; Smyth, Russell . In: Journal of Asian Economics. RePEc:eee:asieco:v:28:y:2013:i:c:p:125-130.

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2013Experience-based corporate corruption and stock market volatility: Evidence from emerging markets. (2013). Demir, Ender ; Bilgin, Mehmet Huseyin ; Lau, Chi Keung Marco, . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:1-13.

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2013Market liquidity and institutional trading during the 2007–8 financial crisis. (2013). Stathopoulos, Konstantinos ; Poon, Ser-Huang ; Rockinger, Michael . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:86-97.

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2013Financial crises and dynamic linkages among international currencies. (2013). Dimitriou, Dimitrios ; Kenourgios, Dimitris . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:319-332.

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2013Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). SIRIOPOULOS, COSTAS ; Philippas, Dionisis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:161-176.

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2013Information disclosure, CEO overconfidence, and share buyback completion rates. (2013). Andriosopoulos, Dimitris ; Hoque, Hafiz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5486-5499.

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2013Household Debt and the European Crisis. (2013). Chmelar, Ales . In: ECRI Papers. RePEc:eps:ecriwp:8239.

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2013How Does the Financial Crisis Affect Volatility Behavior and Transmission Among European Stock Markets?. (2013). ben Slimane, Faten ; Mehanaoui, Mohamed ; Kazi, Irfan Akbar . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:1:y:2013:i:3:p:81-101:d:27968.

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2013Systemic Contingent Claims Analysis: Estimating Market-Implied Systemic Risk. (2013). Jobst, Andreas A. ; Gray, Dale F.. In: IMF Working Papers. RePEc:imf:imfwpa:13/54.

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2013Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks. (2013). Ali, Imran ; Tahir, Mohammad Iqbal . In: MPRA Paper. RePEc:pra:mprapa:47924.

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2013International Linkages of Agri-Processed and Energy commodities traded in India. (2013). Mathur, Kritika . In: MPRA Paper. RePEc:pra:mprapa:50214.

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2013Stock Returns Predictability and the Adaptive Market Hypothesis: Evidence from India. (2013). Hiremath, Gourishankar S ; Kumari, Jyoti . In: MPRA Paper. RePEc:pra:mprapa:52581.

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2013The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios. (2013). Nagayev, Ruslan . In: MPRA Paper. RePEc:pra:mprapa:58852.

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2013Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’. (2013). . In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:1:p:27-40.

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2013Price Jump Indicators: Stock Market Empirics During the Crisis. (2013). Koenda, Even ; Novotn, Jan ; Hanousek, Jan . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2013-1050.

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2013Price Jumps on European Stock Markets. (2013). Koenda, Even ; Novotn, Jan . In: William Davidson Institute Working Papers Series. RePEc:wdi:papers:2013-1059.

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2013Open market share repurchases in Germany: A conditional event study approach. (2013). Betzer, Andre ; Doumet, Markus ; Theissen, Erik ; Andres, Christian . In: CFR Working Papers. RePEc:zbw:cfrwps:1302.

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Recent citations received in: 2012


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2012Conditional Spread Determinants for Emerging Sovereign Debt. (2012). Riedel, Christoph ; Wagner, Niklas ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_08.

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2012Towards a new research programme on ‘banking and the economy’ — Implications of the Quantity Theory of Credit for the prevention and resolution of banking and debt crises. (2012). Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:25:y:2012:i:c:p:1-17.

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2012Foreign exchange market reactions to sovereign credit news. (2012). ap Gwilym, Owain ; Alsakka, Rasha . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:4:p:845-864.

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2012Do asset regulations impede portfolio diversification? evidence from European life insurance funds. (2012). Croci, Manuela ; Zaidi, Rida ; Bijapur, Mohan . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:56618.

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2012Do Asset Regulations Impede Portfolio Diversification? Evidence from European Life Insurance Funds. (2012). Croci, Manuela ; Zaidi, Rida ; Bijapur, Mohan . In: MPRA Paper. RePEc:pra:mprapa:54265.

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Recent citations received in: 2011


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Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.