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International Review of Financial Analysis / Elsevier

0.89

Impact Factor

0.89

5-Years IF

24

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1121242007 (16.7%)0.04
19930.11152720.071612123 (18.8%)0.05
19940.1213401427277 (50%)0.05
19950.110.190.21353100.19102834081 (10%)0.07
19960.080.220.09197270.1462625359 (19.6%)0.09
19970.060.270.1168870.08173227273 (17.6%)0.09
19980.060.270.081710590.09483527666 (12.5%)10.060.1
19990.030.310.0517122110.098133178419 (23.5%)30.180.13
20000.060.40.022514740.0315734282219 (12.1%)0.15
20010.190.40.1526173190.11162428941412 (7.4%)10.040.15
20020.270.420.2326199410.2115151141012321 (13.9%)30.120.18
20030.270.440.2232231380.1616752141112431 (18.6%)20.060.18
20040.260.490.436267610.2327958151265038 (13.6%)10.030.2
20050.190.530.3133300650.2222568131454548 (21.3%)30.090.21
20060.30.510.3627327910.288969211535516 (18%)40.150.2
20070.330.440.44293561160.3316060201546732 (20%)50.170.18
20080.320.470.59704261590.3741656181579279 (19%)90.130.2
20090.480.470.54344601920.42303994819510649 (16.2%)40.120.19
20100.60.440.56425022110.422181046219310852 (23.9%)30.070.16
20110.920.510.72405422990.55236767020214543 (18.2%)70.180.2
20120.710.560.77545963050.51157825821516522 (14%)50.090.21
20130.810.660.97976934190.6353947624023243 (12.2%)230.240.23
20140.970.671.161078005760.7218715114726731028 (15%)240.220.22
20150.890.820.891299296230.6714720418134030426 (17.7%)440.340.27
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:

#YearTitleCited
12011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:3:p:152-164.

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114
22009Volatility transmission between oil prices and equity sector returns. (2009). Ewing, Bradley ; 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

72
32004Equity 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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68
42013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. (2013). lucey, brian ; 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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66
52008Financial crisis and stock market efficiency: Empirical evidence from Asian countries. (2008). Lim, Kian-Ping ; Kim, Jae ; Brooks, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:3:p:571-591.

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58
62008Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets. (2008). Hammoudeh, Shawkat ; Li, Huimin . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:47-63.

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53
72007Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. (2007). Syriopoulos, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:16:y:2007:i:1:p:41-60.

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51
82001What drives contagion: Trade, neighborhood, or financial links?. (2001). Valdés, Rodrigo ; 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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46
92004International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

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44
102013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:46-56.

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40
112009The impact of banking regulations on banks cost and profit efficiency: Cross-country evidence. (2009). Pasiouras, Fotios ; Zopounidis, Constantin ; Tanna, Sailesh . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:294-302.

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39
122009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Liu, LI ; Gu, Rongbao . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:271-276.

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36
132000Causality 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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36
142009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange. (2009). Tabak, Benjamin ; Gogas, Periklis ; Cajueiro, Daniel. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:50-57.

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32
152008Bank efficiency in the new European Union member states: Is there convergence?. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:5:p:1156-1172.

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32
162015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Narayan, Paresh ; 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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31
172001Dynamic 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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29
182012Foreign direct investment and institutional quality: Some empirical evidence. (2012). Buchanan, Bonnie ; 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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29
192015Stock return forecasting: Some new evidence. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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29
202005Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests. (2005). Aggarwal, Raj ; 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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28
211992Prices 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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26
222006The CAPM and value at risk at different time-scales. (2006). Fernandez, Viviana. In: International Review of Financial Analysis. RePEc:eee:finana:v:15:y:2006:i:3:p:203-219.

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26
232003Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange. (2003). Brorsen, B ; Buguk, Cumhur. In: International Review of Financial Analysis. RePEc:eee:finana:v:12:y:2003:i:5:p:579-590.

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26
242010Price and volatility spillovers across North American, European and Asian stock markets. (2010). Pandey, Ajay ; Singh, Priyanka ; Kumar, Brajesh ; Rajeshkumar, B. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:55-64.

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26
252008Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammad M.. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:27-46.

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24
262005Weather, biorhythms, beliefs and stock returns--Some preliminary Irish evidence. (2005). lucey, brian ; Dowling, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:3:p:337-355.

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23
272000On 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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23
282009Unifractality 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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22
292010An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation. (2010). Hatemi-J, Abdulnasser ; Al Janabi, Mazin A. M., ; Irandoust, Manuchehr ; Hatemi-J, Abdulnasser, ; Hatemi-J , Abdulnasser, . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:47-54.

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22
302004Equity market integration in the Asia-Pacific region: A smooth transition analysis. (2004). Chelley-Steeley, Patricia. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:621-632.

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21
312002Dividend 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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20
322005Wavelet multiresolution analysis of high-frequency Asian FX rates, Summer 1997. (2005). Los, Cornelis ; Karuppiah, Jeyanthi. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:2:p:211-246.

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19
332005Cost frontier efficiency and risk-return analysis in an emerging market. (2005). Rao, Ananth. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:3:p:283-303.

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18
342002The 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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18
352003Trading 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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18
362010International 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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18
372001Trading rule profits in Latin American currency spot rates. (2001). Lee, Chun I ; Gleason, Kimberly C.. In: International Review of Financial Analysis. RePEc:eee:finana:v:10:y:2001:i:2:p:135-156.

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18
382004Managing extreme risks in tranquil and volatile markets using conditional extreme value theory. (2004). Byström, Hans ; 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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18
391998Two puzzles in the analysis of foreign exchange market efficiency. (1998). Wohar, Mark ; 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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18
402013Herding behavior in REITs: Novel tests and the role of financial crisis. (2013). KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS ; Economou, Fotini ; Philippas, Nikolaos . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:166-174.

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17
412009Are 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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17
422009Together we invest? Individual and institutional investors trading behaviour in Poland. (2009). Gebka, Bartosz ; 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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17
432005Estimation of expected return: CAPM vs. Fama and French. (2005). Bartholdy, Jan ; Peare, Paula. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:4:p:407-427.

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17
442010Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets. (2010). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:10-18.

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17
452002The explanatory power of political risk in emerging markets. (2002). Bilson, Christopher M. ; Hooper, Vincent C. ; Brailsford, Timothy J.. In: International Review of Financial Analysis. RePEc:eee:finana:v:11:y:2002:i:1:p:1-27.

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17
462004Private benefits, block transaction premiums and ownership structure. (2004). Sembenelli, Alessandro ; Nicodano, Giovanna. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:2:p:227-244.

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17
472005The 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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16
482010Capital structure, dividend policy, and multinationality: Theory versus empirical evidence. (2010). Aggarwal, Raj ; Nyo Nyo Aung Kyaw, . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:2:p:140-150.

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16
492003Liquidity and stock returns in pure order-driven markets: evidence from the Australian stock market. (2003). Young, Martin ; 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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16
501996Common factors in international stock prices: Evidence from a cointegration study. (1996). Jeon, Bang ; Bachman, Daniel ; 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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16

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:3:p:152-164.

Full description at Econpapers || Download paper

85
22013Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. (2013). lucey, brian ; 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

57
32009Volatility transmission between oil prices and equity sector returns. (2009). Ewing, Bradley ; 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

47
42013Global financial crisis and emerging stock market contagion: A multivariate FIAPARCH–DCC approach. (2013). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:46-56.

Full description at Econpapers || Download paper

37
52015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Narayan, Paresh ; Sharma, Susan Sunila . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

Full description at Econpapers || Download paper

31
62008Financial crisis and stock market efficiency: Empirical evidence from Asian countries. (2008). Lim, Kian-Ping ; Kim, Jae ; Brooks, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:3:p:571-591.

Full description at Econpapers || Download paper

29
72015Stock return forecasting: Some new evidence. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

Full description at Econpapers || Download paper

29
82008Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets. (2008). Hammoudeh, Shawkat ; Li, Huimin . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:47-63.

Full description at Econpapers || Download paper

28
92012Foreign direct investment and institutional quality: Some empirical evidence. (2012). Buchanan, Bonnie ; 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

23
102009The impact of banking regulations on banks cost and profit efficiency: Cross-country evidence. (2009). Pasiouras, Fotios ; Zopounidis, Constantin ; Tanna, Sailesh . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:5:p:294-302.

Full description at Econpapers || Download paper

18
112009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis. (2009). Wang, Yudong ; Liu, LI ; 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

18
122009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange. (2009). Tabak, Benjamin ; Gogas, Periklis ; Cajueiro, Daniel. 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

17
132013Herding behavior in REITs: Novel tests and the role of financial crisis. (2013). KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS ; Economou, Fotini ; 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

17
142010Price and volatility spillovers across North American, European and Asian stock markets. (2010). Pandey, Ajay ; Singh, Priyanka ; Kumar, Brajesh ; Rajeshkumar, B. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:55-64.

Full description at Econpapers || Download paper

15
152010An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation. (2010). Hatemi-J, Abdulnasser ; Al Janabi, Mazin A. M., ; Irandoust, Manuchehr ; Hatemi-J, Abdulnasser, ; Hatemi-J , Abdulnasser, . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:47-54.

Full description at Econpapers || Download paper

14
162000Causality 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

14
172014The evolution of risk premium as a measure for intra-regional equity market integration. (2014). Teulon, Frédéric ; Muzaffar, Ahmed Taneem ; Guesmi, Khaled. In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:13-19.

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14
182004Equity 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

14
192014A microstructure analysis of the carbon finance market. (2014). Hyde, Stuart ; Bredin, Don ; Muckley, Cal . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:222-234.

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12
202007Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?. (2007). Syriopoulos, Theodore. In: International Review of Financial Analysis. RePEc:eee:finana:v:16:y:2007:i:1:p:41-60.

Full description at Econpapers || Download paper

12
212013Equity risk premium and regional integration. (2013). Teulon, Frédéric ; AROURI, Mohamed ; Rault, Christophe . In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:79-85.

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12
222014On 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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11
232014Can banks individually create money out of nothing? — The theories and the empirical evidence. (2014). Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:1-19.

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11
242008Halloween or January? Yet another puzzle. (2008). lucey, brian ; Zhao, Shelly. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:5:p:1055-1069.

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11
252008Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammad M.. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:27-46.

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11
262013Efficient or adaptive markets? Evidence from major stock markets using very long run historic data. (2013). Hudson, Robert ; Urquhart, Andrew . In: International Review of Financial Analysis. RePEc:eee:finana:v:28:y:2013:i:c:p:130-142.

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11
272009Unifractality 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

10
282013Financial 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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10
292013Stock market correlations during the financial crisis of 2008–2009: Evidence from 50 equity markets. (2013). Aijo, Janne ; 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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302008Bank efficiency in the new European Union member states: Is there convergence?. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:5:p:1156-1172.

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312013The short-run relationship between the financial system and economic growth: New evidence from regional panels. (2013). Narayan, Seema. In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:70-78.

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322004International equity market integration: Theory, evidence and implications. (2004). lucey, brian ; Kearney, Colm. In: International Review of Financial Analysis. RePEc:eee:finana:v:13:y:2004:i:5:p:571-583.

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332014Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets. (2014). Bekiros, Stelios. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:58-69.

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342009Together we invest? Individual and institutional investors trading behaviour in Poland. (2009). Gebka, Bartosz ; 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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352010Systematic risk and time scales: New evidence from an application of wavelet approach to the emerging Gulf stock markets. (2010). Masih, Abul ; Alzahrani, Mohammed ; Al-Titi, Omar . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:10-18.

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362015The gold price in times of crisis. (2015). Biakowski, Jdrzej ; Wisniewski, Tomasz P ; Stephan, Patrick M ; Bohl, Martin T. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:329-339.

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372006The CAPM and value at risk at different time-scales. (2006). Fernandez, Viviana. In: International Review of Financial Analysis. RePEc:eee:finana:v:15:y:2006:i:3:p:203-219.

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382015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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392009The value of stock analysts recommendations: Evidence from emerging markets. (2009). Wu, Eliza ; Ng, David ; Moshirian, Fariborz . In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:74-83.

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402005Estimation of expected return: CAPM vs. Fama and French. (2005). Bartholdy, Jan ; Peare, Paula. In: International Review of Financial Analysis. RePEc:eee:finana:v:14:y:2005:i:4:p:407-427.

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412011Robust global stock market interdependencies. (2011). lucey, brian ; Muckley, Cal . In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:4:p:215-224.

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422003Testing weak-form market efficiency: Evidence from the Istanbul Stock Exchange. (2003). Brorsen, B ; Buguk, Cumhur. In: International Review of Financial Analysis. RePEc:eee:finana:v:12:y:2003:i:5:p:579-590.

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432012Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets. (2012). Gupta, Rakesh ; Guidi, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:10-22.

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442011The 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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452013Price discovery of credit spreads in tranquil and crisis periods. (2013). Avino, Davide ; Varotto, Simone ; Lazar, Emese . In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:242-253.

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462011Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets. (2011). Deesomsak, Rataporn ; Chau, Frankie ; 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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472012Lessons from the Bank of England on ‘quantitative easing’ and other ‘unconventional’ monetary policies. (2012). Werner, Richard ; Lyonnet, Victor . In: International Review of Financial Analysis. RePEc:eee:finana:v:25:y:2012:i:c:p:94-105.

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482005Equity market integration in the NAFTA region: Evidence from unit root and cointegration tests. (2005). Aggarwal, Raj ; 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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492013The real effects of financial stress in the Eurozone. (2013). Sousa, Ricardo ; Mallick, Sushanta. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:1-17.

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502014Calendar 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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2015Use of Derivatives and Financial Stability in Turkish Banking Sector. (2015). Ta, Dilvin F ; Tutan, Ufuk . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2805197.

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2015Debt composition and lax screening in the Israel corporate bond market. (2015). Galil, Koresh ; Ben Zion, Uri ; Lahav, Eyal ; Benzion, Uri . In: Working Papers. RePEc:bgu:wpaper:1504.

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2015The determinants of price discovery: Evidence from US-Canadian cross-listed shares. (2015). Tourani-Rad, Alireza ; Frijns, Bart ; Gilbert, Aaron . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:457-468.

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2015Financial Contagion in Latin America. (2015). Torres, Jhon ; Melo, Luis ; Gomez-Gonzalez, Jose ; Torres-Gorron, Jhon E. ; Bejarano-Bejarano, Luis V. ; Melo-Velandia, Luis F.. In: Borradores de Economia. RePEc:bdr:borrec:884.

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2015Financial Contagion in Latin America. (2015). Torres, Jhon ; Melo, Luis ; Gomez-Gonzalez, Jose ; Torres-Gorron, Jhon E. ; Bejarano-Bejarano, Luis V. ; Melo-Velandia, Luis F.. In: BORRADORES DE ECONOMIA. RePEc:col:000094:012820.

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2015An analysis of dependence between Central and Eastern European stock markets. (2015). Tiwari, Aviral ; Albulescu, Claudiu ; Reboredo, Juan C. In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:3:p:474-490.

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2015Estimation and Performance Assessment of Value-at-Risk and Expected Shortfall Based on Long-Memory GARCH-Class Models. (2015). Aloui, Chaker ; ben Hamida, Hela . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:65:y:2015:i:1:p:30-54.

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2015A comparison of Expected Shortfall estimation models. (2015). Righi, Marcelo Brutti ; Ceretta, Paulo Sergio . In: Journal of Economics and Business. RePEc:eee:jebusi:v:78:y:2015:i:c:p:14-47.

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2015Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model. (2015). Shi, Yanlin ; Ho, Kin-Yip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s189-s204.

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2015Islamic calendar anomalies: Evidence from Pakistani firm-level data. (2015). Tantisantiwong, Nongnuch ; Halari, Anwar ; Power, David M ; Helliar, Christine . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:64-73.

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2015Does the stock market drive herd behavior in commodity futures markets?. (2015). Demirer, Riza ; Lee, Hsiang-Tai ; Lien, Donald . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:32-44.

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2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin. (2015). Fry, John ; Cheah, Eng-Tuck . In: Economics Letters. RePEc:eee:ecolet:v:130:y:2015:i:c:p:32-36.

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2015The motives of cash reserve and bidder cash reserve effects. (2015). Gao, Ning . In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:73-88.

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2015Corporate Diversification Effect on Firm Value (Unilever Group Case Study). (2015). Nazarova, Varvara . In: Annals of Economics and Finance. RePEc:cuf:journl:y:2015:v:16:i:1:nazarova.

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2015Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad . In: MPRA Paper. RePEc:pra:mprapa:69366.

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2015Sharia compliant gold investment in Malaysia: Hedge or safe haven?. (2015). Lean, Hooi Hooi ; Bahari, Zakaria ; Ghazali, Mohd Fahmi . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:192-204.

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2015Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5333.

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2015Does gold act as a hedge or a safe haven for stocks? A smooth transition approach. (2015). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo . In: Economic Modelling. RePEc:eee:ecmode:v:48:y:2015:i:c:p:16-24.

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2015What drives gold returns? A decision tree analysis. (2015). Malliaris, Anastasios. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:45-53.

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2015.

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2015The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian . In: MPRA Paper. RePEc:pra:mprapa:65484.

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2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

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2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?. (2015). Nguyen, Duc Khuong ; Reboredo, Juan C ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:101-121.

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2015Gold-oil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid. In: MPRA Paper. RePEc:pra:mprapa:68110.

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2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

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2015Will precious metals shine ? A market efficiency perspective. (2015). Kim, Jae ; Charles, Amelie ; Darne, Olivier . In: Post-Print. RePEc:hal:journl:hal-01238706.

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2015Gold–oil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00444.

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2015Causality and volatility patterns between gold prices and exchange rates. (2015). Czudaj, Robert ; Beckmann, Joscha ; Pilbeam, Keith . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:292-300.

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2015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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2015Forecasting the price of gold using dynamic model averaging. (2015). GUPTA, RANGAN ; Aye, Goodness ; Hammoudeh, Shawkat . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:257-266.

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2015Time variation in systematic risk, returns and trading volume: Evidence from precious metals mining stocks. (2015). Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:277-283.

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2015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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2015The gold price in times of crisis. (2015). Biakowski, Jdrzej ; Wisniewski, Tomasz P ; Stephan, Patrick M ; Bohl, Martin T. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:329-339.

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2015What do scientists know about inflation hedging?. (2015). Arnold, Stephan ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:187-214.

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2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Pierdzioch, Christian . In: Working Papers. RePEc:pre:wpaper:201592.

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2015A nonparametric model of financial system and economic growth. (2015). Narayan, Paresh ; Mishra, Sagarika . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:175-191.

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2015Financial Development and Economic Growth: Evidence from North African Countries. (2015). . In: Economic Alternatives. RePEc:nwe:eajour:y:2015:i:2:p:17-33.

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2015Does Islamic banking development favor macroeconomic efficiency? Evidence on the Islamic finance-growth nexus. (2015). Weill, Laurent ; Gheeraert, Laurent . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:32-39.

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2015Financial development and economic growth in emerging market: bootstrap panel causality analysis. (2015). Akbas, Yusuf Ekrem . In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(604):y:2015:i:3(604):p:171-186.

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2015Financial development and economic growth in emerging market: bootstrap panel causality analysis. (2015). Akbas, Yusuf Ekrem . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxii:y:2015:i:3(604):p:171-186.

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2015Modeling high-frequency volatility with three-state FIGARCH models. (2015). Shi, Yanlin ; Ho, Kin-Yip . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:473-483.

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2015Retail investor attention and stock liquidity. (2015). Hou, Wenxuan ; Ding, Rong . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:12-26.

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2015Forecasting unemployment with internet search data: Does it help to improve predictions when job destruction is skyrocketing?. (2015). Vicente, Mara Rosala ; Prez, Rigoberto ; Lpez-Menndez, Ana J. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:92:y:2015:i:c:p:132-139.

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2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5615.

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2015Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:54:y:2015:i:c:p:70-92.

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2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1519.

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2015Managerial risk incentives and investment related agency costs. (2015). Clark, Ephraim ; Belghitar, Yacine. In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:191-197.

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2015Earnings quality under financial crisis: A global empirical investigation. (2015). Persakis, Anthony ; Iatridis, George Emmanuel . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:1-35.

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2015Contrastes no parametricos de multiplos fundamentales frente a multiplos bursatiles en empresas alimentarias europeas. (2015). Vidal, R ; Ribal, J. In: Economia Agraria y Recursos Naturales. RePEc:ags:earnsa:211281.

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2015Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework. (2015). Xu, Bing ; Ouenniche, Jamal ; Mousavi, Mohammad M. In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:64-75.

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2015Gender and other major board characteristics in China: Explaining corporate dividend policy and governance. (2015). McGuinness, Paul ; Vieito, Joo ; Lam, Kevin . In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:32:y:2015:i:4:p:989-1038.

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2015Is forward-looking financial disclosure really informative? Evidence from UK narrative statements. (2015). Hassanein, Ahmed ; Hussainey, Khaled . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:52-61.

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2015Why stay-at-home investing makes sense. (2015). Berrill, Jenny ; O'Hagan-Luff, Martha . In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:1-14.

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2015The effects and applicability of financial media reports on corporate default ratings. (2015). Chang, Tsang-Yao . In: International Review of Economics & Finance. RePEc:eee:reveco:v:36:y:2015:i:c:p:69-87.

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2015Financial sustainability of wind electricity sectors in the Baltic States. (2015). Bobinaite, Viktorija . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:47:y:2015:i:c:p:794-815.

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2015International swap market contagion and volatility. (2015). Batten, Jonathan ; Azad, A.S.M. ; Sohel Azad, A. S. M., ; Wickramanayake, Jayasinghe ; Fang, Victor . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371.

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2015A New Methodology for Estimating Internal Credit Risk and Bankruptcy Prediction under Basel II Regime. (2015). Kumar, Naresh M. ; V. Sree Hari Rao, . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:1:p:83-102.

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2015The impact of SME’s pre-bankruptcy financial distress on earnings management tools. (2015). Campa, Domenico . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:222-234.

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2015Consumption growth, preference for smoothing, changes in expectations and risk premium. (2015). Wohar, Mark ; Sousa, Ricardo ; Rocha Armada, Manuel J., . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:56:y:2015:i:c:p:80-97.

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2015Challenges for long-term industry restructuring in the Upper Silesian Coal Basin: What has Polish coal mining achieved and failed from a twenty-year perspective?. (2015). Kowalska, Izabela Jonek . In: Resources Policy. RePEc:eee:jrpoli:v:44:y:2015:i:c:p:135-149.

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2015The value relevance of risk disclosure in annual reports: Evidence from MENA emerging markets. (2015). Moumen, Nejia ; Hussainey, Khaled ; Ben Othman, Hakim . In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:177-204.

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2015Islamic financial institutions, corporate governance, and corporate risk disclosure in Gulf Cooperation Council countries. (2015). Abdallah, Abed Al-Nasser ; McClelland, Patrick L ; Hassan, Mostafa Kamal . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:31:y:2015:i:c:p:63-82.

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2015Interdependencies of Markets in Southeastern Europe and Buyback of Shares on Shallow Capital Markets: The Application of Cointegration and Causality Tests. (2015). uki, Malia . In: Panoeconomicus. RePEc:voj:journl:v:62:y:2015:i:4:p:469-491.

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2015Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN. In: Energy Policy. RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

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2015Financial stress spillovers across the banking, securities and foreign exchange markets. (2015). Papadopoulos, Athanasios ; Apostolakis, George. In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:1-21.

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2015Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Kurmann, Philipp ; Bessler, Wolfgang ; Nohel, Tom . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68.

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2015Asymmetric Exchange Rate Exposure in Indonesian Industry Sectors. (2015). Lestano, Lestano. In: MPRA Paper. RePEc:pra:mprapa:64357.

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2015Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests. (2015). Choudhry, Taufiq ; Shabi, Sarosh ; Hassan, Syed S. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:247-256.

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2015Endogenous crisis dating and contagion using smooth transition structural GARCH. (2015). Thorp, Susan ; Dungey, Mardi ; Milunovich, George ; Yang, Minxian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:71-79.

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2015Sequential rationalization of multivalued choice. (2015). Alcantud, José ; Alcantud, Jose Carlos R., ; Garcia-Sanz, Maria D.. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:74:y:2015:i:c:p:29-33.

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2015Beyond Classical Rationality: Two-Stage Rationalization. (2015). Danilov, Vladimir. In: Journal of the New Economic Association. RePEc:nea:journl:y:2015:i:26:p:12-35.

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2015Quantifying distribution-system operators economic incentives to promote residential demand response. (2015). Koliou, Elta ; Hakvoort, Rudi A ; Soder, Lennart ; Eklund, Tobias ; Picciariello, Angela ; Bartusch, Cajsa . In: Utilities Policy. RePEc:eee:juipol:v:35:y:2015:i:c:p:28-40.

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2015Discrepancies in Human Development Index Values. (2015). Ciupac-Ulici, Maria. In: International Journal of Economics and Empirical Research (IJEER). RePEc:ijr:journl:v:3:y:2015:i:8:p:389-404.

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2015The coming breakthrough in risk research. (2015). Jaeger, Carlo . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201565.

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2015IPO waves in China and Hong Kong. (2015). Güçbilmez, Ufuk ; Gubilmez, Ufuk . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:14-26.

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2015The 2008 financial crisis: Stock market contagion and its determinants. (2015). Luchtenberg, Kimberly F. ; Vu, Quang Viet . In: Research in International Business and Finance. RePEc:eee:riibaf:v:33:y:2015:i:c:p:178-203.

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2015Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:311-329.

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2015Sovereign public debt crisis in Europe. A network analysis. (2015). Gómez, David ; Ortega, Guillermo J. ; Matesanz, David . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:436:y:2015:i:c:p:756-766.

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2015Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis. (2015). Maghyereh, Aktham I. ; Al Hilu, Khalil ; Awartani, Basel . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:56:y:2015:i:c:p:123-138.

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2015Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2015). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15078.

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2015Contagion in the Worlds Stock Exchanges Seen as a Set of Coupled Oscillators. (2015). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01215620.

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2015Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2015). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01242303.

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2015Time-varying regional and global integration and contagion: Evidence from style portfolios. (2015). Hyde, Stuart ; Cho, Sungjun ; Nguyen, Ngoc . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:109-131.

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2015Contagion in the Worlds Stock Exchanges Seen as a Set of Coupled Oscillators. (2015). Bellenzier, Lucia ; Rotundo, Giulia ; Andersen, Jorgen Vitting . In: Working Papers. RePEc:hal:wpaper:hal-01215620.

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2015Contagion in the worlds stock exchanges seen as a set of coupled oscillators. (2015). Bellenzier, Lucia ; Andersen, Jorgen Vitting ; Rotundo, Giulia . In: Post-Print. RePEc:hal:journl:halshs-01242303.

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2015Foreign participation and banking competition: Evidence from the Indonesian banking industry. (2015). Miranti, Riyana ; Mulyaningsih, Tri ; Daly, Anne . In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:70-82.

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2015The dynamics of market volatility, market return, and equity fund flow: International evidence. (2015). Lee, BongSoo ; Ha, Yeonjeong ; Paek, Miyoun ; Ko, Kwangsoo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:35:y:2015:i:c:p:214-227.

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2015Determinants of money flows into investment trusts in Japan. (2015). Shinozawa, Yoshikatsu . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:138-161.

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2015Determinants of corporate listings on stock markets in Sub-Saharan Africa: Evidence from Ghana. (2015). Acquaah, Moses . In: Emerging Markets Review. RePEc:eee:ememar:v:22:y:2015:i:c:p:154-175.

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2015Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures. (2015). Ledebur, Ernst-Oliver ; Adammer, Philipp ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3815.

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2015The long-term performance of index additions and deletions: Evidence from the Hang Seng Index. (2015). Kot, Hung Wan . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:407-420.

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2015Herding behavior and loss functions of exchange rate forecasters over interventions and financial crises. (2015). Tsuchiya, Yoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:266-276.

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2015Investor attention to the Eurozone crisis and herding effects in national bank stock indexes. (2015). Peltomaki, Jarkko ; Vahamaa, Emilia . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:111-116.

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2015Herding dynamics in exchange groups: Evidence from Euronext. (2015). Goyal, Abhinav ; Economou, Fotini ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:228-244.

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2015Industry herding and momentum strategies. (2015). Demirer, Riza ; Lien, Donald ; Zhang, Huacheng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:95-110.

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2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

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2015How exactly do markets adapt? Evidence from the moving average rule in three developed markets. (2015). Hudson, Robert ; Gebka, Bartosz ; Urquhart, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:127-147.

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2015Adaptive Market Efficiency of Agricultural Commodity Futures Contracts. (2015). Rojas, Omar ; Semei Coronado-Ram'irez, ; Celso-Arellano, Pedro . In: Papers. RePEc:arx:papers:1412.8017.

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2015Towards a new framework on efficient markets. (2015). De Moor, Lieven ; Verheyden, Tim ; Van den Bossche, Filip . In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:294-308.

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2015Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. (2015). Zeng, Zhaofa ; Zhu, Hui-Ming ; Li, ZhaoLai ; You, Wanhai . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:142-153.

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2015The effect of firm size on the leverage–performance relationship during the financial crisis of 2007–2009. (2015). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:29:y:2015:i:c:p:1-29.

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2015Should zombie lending always be prevented?. (2015). Jaskowski, Marcin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:191-203.

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2015The accrual anomaly in Europe: The role of accounting distortions. (2015). Tsiritakis, Emmanuel ; Papanastasopoulos, Georgios A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:176-185.

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2015Geographical diversification with a World Volatility Index. (2015). Chevallier, Julien ; Aboura, Sofiane. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:62-82.

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2015Model-free volatility indexes in the financial literature: A review. (2015). Gonzalez-Perez, Maria T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:141-159.

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2015Time varying price discovery. (2015). Avino, Davide ; Varotto, Simone ; Lazar, Emese . In: Economics Letters. RePEc:eee:ecolet:v:126:y:2015:i:c:p:18-21.

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2015An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:80-93.

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2015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1212r2.

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2015The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

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2015The liquidity premium in CDS transaction prices: Do frictions matter?. (2015). Gündüz, Yalin ; Nasev, Julia ; Gunduz, Yalin ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:184-205.

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2015The impact of profitability on capital structure and speed of adjustment: An empirical examination of selected firms in Nigerian Stock Exchange. (2015). Oino, Isaiah ; Ukaegbu, Ben . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:111-121.

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2015Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries. (2015). Koufadakis, Stylianos X. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:65:y:2015:i:3-4:p:29-65.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:198-211.

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2015Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247.

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2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

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2015Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265.

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2015Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274.

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2015Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?. (2015). Huang, Zhuo ; Yi, Yanping ; Chen, Wei . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:64-71.

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2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104.

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2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Kim, Hyung-Gun ; Li, Haiqi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122.

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2015Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach. (2015). Kim, Hyeongwoo ; Ryu, Deockhyun . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:227-241.

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2015Policy risks, technological risks and stock returns: New evidence from the US stock market. (2015). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:359-365.

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2015Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector. (2015). Tong, Bin ; Wu, Chongfeng ; Diao, Xundi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:366-382.

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2015A new risk measure and its application in portfolio optimization: The SPP–CVaR approach. (2015). bin, Liu. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:383-390.

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2015Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, Yu ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671.

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2015Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5. (2015). Lee, Chien-Chiang ; Hu, Hui-Ting . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:84-98.

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2015Causality and volatility patterns between gold prices and exchange rates. (2015). Czudaj, Robert ; Beckmann, Joscha ; Pilbeam, Keith . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:292-300.

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2015Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

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2015Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India. (2015). Rath, Badri Narayan ; Bal, Debi Prasad . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:149-156.

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2015Bank excess reserves in emerging economies: A critical review and research agenda. (2015). Nguyen, Thai ; Boateng, Agyenim ; Nguyen, Vu Hong Thai, . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:158-166.

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2015Positivism in finance and its implication for the diversification finance research. (2015). Schinckus, Christophe . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:103-106.

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2015Revisiting the asymmetric dynamic dependence of stock returns: Evidence from a quantile autoregression model. (2015). Zeng, Zhaofa ; Zhu, Hui-Ming ; Li, ZhaoLai ; You, Wanhai . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:142-153.

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2015Stock return forecasting: Some new evidence. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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2015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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2015On the efficiency of the global gold markets. (2015). Ntim, Collins ; Wang, Yan ; Nwachukwu, Jacinta ; English, John . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:218-236.

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2015Diversifying financial research: Final remarks. (2015). Lagoarde-Segot, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:28-30.

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2015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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2015Is forward-looking financial disclosure really informative? Evidence from UK narrative statements. (2015). Hassanein, Ahmed ; Hussainey, Khaled . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:52-61.

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2015The impact of SME’s pre-bankruptcy financial distress on earnings management tools. (2015). Campa, Domenico . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:222-234.

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2015Liquidity costs, idiosyncratic volatility and expected stock returns. (2015). Bradrania, Reza M ; Satchell, Stephen . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:394-406.

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2015Cointegration of the prices of gold and silver: RALS-based evidence. (2015). Risse, Marian ; Rohloff, Sebastian ; Pierdzioch, Christian . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:133-137.

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2015Risk aversion and monetary policy in a global context. (2015). Nave, Juan M ; Ruiz, Javier . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:14-35.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306.

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2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

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2015Do order imbalances predict Chinese stock returns? New evidence from intraday data. (2015). Narayan, Paresh ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:136-151.

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2015Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

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2015Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets. (2015). . In: Review of Financial Economics. RePEc:eee:revfin:v:27:y:2015:i:c:p:58-67.

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2015On quantitative easing and high frequency exchange rate dynamics. (2015). Papadamou, Stephanos ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:110-125.

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2015Liquidity commonality and pricing in UK equities. (2015). O'Sullivan, Niall ; Foran, Jason ; Hutchinson, Mark C.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:281-293.

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2015Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2015-35.

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2015Can SRI Funds Better Resist Global Financial Crisis? Evidence from Japan. (2015). Takeuchi, Kenji ; Yamaguchi, Keiko ; Nakai, Miwa . In: Discussion Papers. RePEc:koe:wpaper:1530.

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2015The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian . In: MPRA Paper. RePEc:pra:mprapa:65484.

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2015Theory and Evidence on the Finance-Growth Relationship: The Virtuous and Unvirtuous Cycles. (2015). Lauretta, Eliana ; Mullineux, Andy ; Chaudhry, Sajid . In: MPRA Paper. RePEc:pra:mprapa:70613.

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2015IMPACT OF OIL AND NATURAL GAS PRICES ON THE TURKISH FOREIGN TRADE BALANCE: UNIT ROOT AND COINTEGRATION TESTS WITH STRUCTURAL BREAKS. (2015). karamelikli, huseyin. In: Romanian Economic Business Review. RePEc:rau:journl:v:10:y:2015:i:3:p:91-104.

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2015Investor sentiment, flight-to-quality, and corporate bond comovement. (2015). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: CFR Working Papers. RePEc:zbw:cfrwps:1306r3.

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Recent citations received in 2014
YearCiting document
2014Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment. (2014). Výrost, Tomáš ; Lyócsa, Štefan ; 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). Menla Ali, Faek ; 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). shin, yongcheol ; Dang, Viet ; Kim, Minjoo . 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). Galil, Koresh ; Feinstein, Itai ; Afik, Zvika . 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 ; AROURI, Mohamed. 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. 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). Arvin, Mak ; Hall, John H. ; Bahmani, Sahar ; Pradhan, Rudra P.. 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 ; 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). GUESMI, Khaled ; Nguyen, Duc Khuong . In: Working Papers. RePEc:ipg:wpaper:2014-415.

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2014Greece’s Stock Market Integration with Southeast Europe. (2014). GUESMI, Khaled ; Abid, Ilyes . 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). GUESMI, Khaled ; 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). GUESMI, Khaled ; 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). Wanat, Stanisław ; Papież, Monika ; 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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Recent citations received in 2013
YearCiting document
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). Williams, Jonathan ; Molyneux, Philip. In: Working Papers. RePEc:bng:wpaper:13011.

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2013Is there a Friday the 13th Effect in Emerging Asian Stock Markets?. (2013). Rottmann, Horst ; Auer, Benjamin R.. 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. 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). Smyth, Russell ; Narayan, Paresh. In: Journal of Asian Economics. RePEc:eee:asieco:v:28:y:2013:i:c:p:125-130.

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2013The international zero-leverage phenomenon. (2013). Meier, Iwan ; Drobetz, Wolfgang ; Bessler, Wolfgang . In: Journal of Corporate Finance. RePEc:eee:corfin:v:23:y:2013:i:c:p:196-221.

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2013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

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2013Experience-based corporate corruption and stock market volatility: Evidence from emerging markets. (2013). Lau, Chi Keung ; Demir, Ender ; Bilgin, Mehmet ; 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). Poon, Ser-Huang ; Stathopoulos, Konstantinos ; 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). Kenourgios, Dimitris ; Dimitriou, Dimitrios. 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). Philippas, Dionisis ; SIRIOPOULOS, COSTAS. 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). Kazi, Irfan Akbar ; Ben Slimane, Faten ; Mehanaoui, Mohamed . 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 ; 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). Shahbaz, Muhammad ; 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). Sinha, Pankaj ; 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 ; 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). Masih, Abul ; 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). Miyazaki, Takashi ; Hamori, Shigeyuki. 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). Novotny, Jan ; Kočenda, Evžen ; 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). Novotny, Jan ; Kočenda, Evžen ; Hanousek, 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). Theissen, Erik ; Betzer, Andre ; Doumet, Markus ; Andres, Christian . In: CFR Working Papers. RePEc:zbw:cfrwps:1302.

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Recent citations received in 2012
YearCiting document
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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2012Lessons from the Bank of England on ‘quantitative easing’ and other ‘unconventional’ monetary policies. (2012). Werner, Richard ; Lyonnet, Victor . In: International Review of Financial Analysis. RePEc:eee:finana:v:25:y:2012:i:c:p:94-105.

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team