2.8
Impact Factor
1.55
5-Years IF
10
5-Years H index
2.8
Impact Factor
1.55
5-Years IF
10
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.11 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1991 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
1992 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1993 | 0.13 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1994 | 0.14 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1995 | 0.17 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
1996 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1997 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1998 | 0.24 | 0 | 0 | 0 | (%) | 0.12 | ||||||||||
1999 | 0.3 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
2000 | 0.36 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
2001 | 0.36 | 1 | 1 | 0 | 0 | (%) | 0.16 | |||||||||
2002 | 0.37 | 1 | 1 | 1 | (%) | 0.18 | ||||||||||
2003 | 0.39 | 1 | 1 | 1 | (%) | 0.19 | ||||||||||
2004 | 0.4 | 1 | 0 | 1 | (%) | 0.18 | ||||||||||
2005 | 0.42 | 1 | 0 | 1 | (%) | 0.2 | ||||||||||
2006 | 0.45 | 1 | 0 | 1 | (%) | 0.19 | ||||||||||
2007 | 0.38 | 1 | 0 | 0 | (%) | 0.16 | ||||||||||
2008 | 0.39 | 1 | 0 | 0 | (%) | 0.17 | ||||||||||
2009 | 0.36 | 1 | 0 | 0 | (%) | 0.17 | ||||||||||
2010 | 0.34 | 1 | 0 | 0 | (%) | 0.15 | ||||||||||
2011 | 0.4 | 14 | 15 | 1 | 0 | 0 | (%) | 0.19 | ||||||||
2012 | 0.44 | 11 | 26 | 30 | 14 | 14 | (%) | 0.2 | ||||||||
2013 | 0.08 | 0.49 | 0.08 | 5 | 31 | 3 | 0.1 | 14 | 25 | 2 | 25 | 2 | (%) | 0.2 | ||
2014 | 0.52 | 16 | 47 | 1 | 0.02 | 45 | 16 | 30 | (%) | 1 | 0.06 | 0.23 | ||||
2015 | 0.24 | 0.54 | 0.11 | 15 | 62 | 13 | 0.21 | 108 | 21 | 5 | 46 | 5 | (%) | 7 | 0.47 | 0.24 |
2016 | 0.55 | 0.6 | 0.38 | 62 | 26 | 0.42 | 31 | 17 | 61 | 23 | (%) | 0.27 | ||||
2017 | 2.8 | 0.64 | 1.55 | 62 | 91 | 1.47 | 15 | 42 | 47 | 73 | (%) | 0.28 |
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2015 | Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:dkn:ecomet:fe_2015_08. Full description at Econpapers || Download paper | 41 |
2 | 2012 | Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2012_01. Full description at Econpapers || Download paper | 30 |
3 | 2015 | Are Indian Stock Returns Predictable?. (2015). , Deepa . In: Working Papers. RePEc:dkn:ecomet:fe_2015_07. Full description at Econpapers || Download paper | 24 |
4 | 2015 | Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_12. Full description at Econpapers || Download paper | 24 |
5 | 2015 | Stock return forecasting: some new evidence. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_13. Full description at Econpapers || Download paper | 22 |
6 | 2014 | An analysis of price discovery from panel data models of CDS and equity returns. (2014). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_08. Full description at Econpapers || Download paper | 21 |
7 | 2015 | A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_05. Full description at Econpapers || Download paper | 18 |
8 | 2015 | Can governance quality predict stock market returns? New global evidence. (2015). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_04. Full description at Econpapers || Download paper | 16 |
9 | 2014 | Do oil prices predict economic growth? New global evidence. (2014). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_09. Full description at Econpapers || Download paper | 13 |
10 | 2013 | An analysis of commodity markets: what gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Working Papers. RePEc:dkn:ecomet:fe_2013_02. Full description at Econpapers || Download paper | 10 |
11 | 2014 | How profitable is the Indian stock market?. (2014). Sharma, Susan ; Narayan, Paresh ; Ali Ahmed, Huson ; Prabheesh, KP. In: Working Papers. RePEc:dkn:ecomet:fe_2014_14. Full description at Econpapers || Download paper | 4 |
12 | 2015 | Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2015_11. Full description at Econpapers || Download paper | 4 |
13 | 2015 | Is exchange rate trading profitable?. (2015). Thuraisamy, Kannan ; Narayan, Paresh K ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_09. Full description at Econpapers || Download paper | 4 |
14 | 2013 | Determinants of stock price bubbles. (2013). Narayan, Paresh ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2013_06. Full description at Econpapers || Download paper | 3 |
15 | 2015 | An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_02. Full description at Econpapers || Download paper | 3 |
16 | 2014 | Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange. (2014). Narayan, Paresh ; Ali Ahmed, Huson. In: Working Papers. RePEc:dkn:ecomet:fe_2014_11. Full description at Econpapers || Download paper | 3 |
17 | 2014 | A random coefficient approach to the predictability of stock returns in panels. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_10. Full description at Econpapers || Download paper | 3 |
18 | 2014 | The local power of the CADF and CIPS panel unit root tests. (2014). Westerlund, Joakim ; Solberger, Martin ; Hosseinkouchack, Mehdi. In: Working Papers. RePEc:dkn:ecomet:fe_2014_05. Full description at Econpapers || Download paper | 2 |
19 | 2015 | New empirical evidence on the bid-ask spread. (2015). Narayan, Seema ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_06. Full description at Econpapers || Download paper | 2 |
20 | 2014 | Testing for predictability in conditionally heteroskedastic stock returns. (2014). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_01. Full description at Econpapers || Download paper | 2 |
21 | 2015 | Intraday volatility interaction between the crude oil and equity markets. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_14. Full description at Econpapers || Download paper | 1 |
22 | 2011 | Some hypothesis on commonality in liquidity: new evidence from the Chinese stock market. (2011). Zhang, Zhichao ; Narayan, Paresh ; Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2011_11. Full description at Econpapers || Download paper | 1 |
23 | 2013 | Does tourism predict macroeconomic performance in Pacific Island countries?. (2013). Sharma, Susan ; Narayan, Paresh ; Bannigidadmath, Deepa. In: Working Papers. RePEc:dkn:ecomet:fe_2013_03. Full description at Econpapers || Download paper | 1 |
24 | 2014 | Testing Slope Homogeneity in Large Panels with Serial Correlation. (2014). , Joakimwesterlund ; Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_04. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2015 | Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Working Papers. RePEc:dkn:ecomet:fe_2015_08. Full description at Econpapers || Download paper | 41 |
2 | 2012 | Does the choice of estimator matter when forecasting returns?. (2012). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2012_01. Full description at Econpapers || Download paper | 29 |
3 | 2015 | Are Indian Stock Returns Predictable?. (2015). , Deepa . In: Working Papers. RePEc:dkn:ecomet:fe_2015_07. Full description at Econpapers || Download paper | 24 |
4 | 2015 | Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_12. Full description at Econpapers || Download paper | 22 |
5 | 2015 | Stock return forecasting: some new evidence. (2015). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_13. Full description at Econpapers || Download paper | 21 |
6 | 2015 | A unit root model for trending time-series energy variables. (2015). Narayan, Paresh ; Liu, Ruipeng. In: Working Papers. RePEc:dkn:ecomet:fe_2015_05. Full description at Econpapers || Download paper | 18 |
7 | 2014 | An analysis of price discovery from panel data models of CDS and equity returns. (2014). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_08. Full description at Econpapers || Download paper | 18 |
8 | 2014 | Do oil prices predict economic growth? New global evidence. (2014). Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_09. Full description at Econpapers || Download paper | 12 |
9 | 2015 | Can governance quality predict stock market returns? New global evidence. (2015). Thuraisamy, Kannan ; Sharma, Susan ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_04. Full description at Econpapers || Download paper | 11 |
10 | 2013 | An analysis of commodity markets: what gain for investors?. (2013). Sharma, Susan ; Narayan, Seema. In: Working Papers. RePEc:dkn:ecomet:fe_2013_02. Full description at Econpapers || Download paper | 9 |
11 | 2014 | How profitable is the Indian stock market?. (2014). Sharma, Susan ; Narayan, Paresh ; Ali Ahmed, Huson ; Prabheesh, KP. In: Working Papers. RePEc:dkn:ecomet:fe_2014_14. Full description at Econpapers || Download paper | 4 |
12 | 2015 | Is exchange rate trading profitable?. (2015). Thuraisamy, Kannan ; Narayan, Paresh K ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_09. Full description at Econpapers || Download paper | 4 |
13 | 2015 | Testing For Stock Return Predictability In A Large Chinese Panel. (2015). Zheng, Xinwei. In: Working Papers. RePEc:dkn:ecomet:fe_2015_11. Full description at Econpapers || Download paper | 4 |
14 | 2014 | Importance of Skewness in Decision Making: Evidence from the Indian Stock Exchange. (2014). Narayan, Paresh ; Ali Ahmed, Huson. In: Working Papers. RePEc:dkn:ecomet:fe_2014_11. Full description at Econpapers || Download paper | 3 |
15 | 2015 | An analysis of sectoral equity and CDS spreads. (2015). Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2015_02. Full description at Econpapers || Download paper | 3 |
16 | 2014 | A random coefficient approach to the predictability of stock returns in panels. (2014). Westerlund, Joakim. In: Working Papers. RePEc:dkn:ecomet:fe_2014_10. Full description at Econpapers || Download paper | 3 |
17 | 2013 | Determinants of stock price bubbles. (2013). Narayan, Paresh ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2013_06. Full description at Econpapers || Download paper | 2 |
18 | 2014 | Testing for predictability in conditionally heteroskedastic stock returns. (2014). Westerlund, Joakim ; Narayan, Paresh. In: Working Papers. RePEc:dkn:ecomet:fe_2014_01. Full description at Econpapers || Download paper | 2 |
19 | 2015 | New empirical evidence on the bid-ask spread. (2015). Narayan, Seema ; Mishra, Sagarika. In: Working Papers. RePEc:dkn:ecomet:fe_2015_06. Full description at Econpapers || Download paper | 2 |
Year | Title | |
---|---|---|
2017 | Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350. Full description at Econpapers || Download paper | |
2017 | Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:24-45. Full description at Econpapers || Download paper | |
2017 | Can investor attention predict oil prices?. (2017). Yin, Libo ; Han, Liyan ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558. Full description at Econpapers || Download paper | |
2017 | Corporate governance, bank concentration and economic growth. (2017). Diallo, Boubacar. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:28-37. Full description at Econpapers || Download paper | |
2017 | Parameter instability, stochastic volatility and estimation based on simulated likelihood: Evidence from the crude oil market. (2017). Nonejad, Nima. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:388-408. Full description at Econpapers || Download paper | |
2017 | Modelling oil price-inflation nexus: The role of asymmetries. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; Isah, Kazeem ; Akanni, Lateef. In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:97-106. Full description at Econpapers || Download paper | |
2017 | Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483. Full description at Econpapers || Download paper | |
2017 | Modelling oil price-inflation nexus: The role of asymmetries and structural breaks. (2017). Salisu, Afees ; Olofin, Sam. In: Working Papers. RePEc:cui:wpaper:0020. Full description at Econpapers || Download paper | |
2017 | Forecasting the return volatility of energy prices: A GARCH MIDAS approach. (2017). Salisu, Afees ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0029. Full description at Econpapers || Download paper | |
2017 | Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0039. Full description at Econpapers || Download paper | |
2017 | Asymmetry and break effects of oil price -macroeconomic fundamentals dynamics: The trade effect channel. (2017). Raheem, Ibrahim D. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:16:y:2017:i:c:p:12-25. Full description at Econpapers || Download paper | |
2017 | Investigating Structural break-GARCH-based Unit root test in US exchange rates. (2017). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Akinlana, Damola M. In: MPRA Paper. RePEc:pra:mprapa:88768. Full description at Econpapers || Download paper | |
2017 | Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests. (2017). YAYA, OLAOLUWA. In: MPRA Paper. RePEc:pra:mprapa:88769. Full description at Econpapers || Download paper | |
2017 | Psychological price barriers in frontier equities. (2017). Berk, Ales S ; Lucey, Brian M ; Dowling, Michael ; Cummins, Mark. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:1-14. Full description at Econpapers || Download paper | |
2017 | Is there a financial news risk premium in Islamic stocks?. (2017). Narayan, Seema ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:158-170. Full description at Econpapers || Download paper | |
2017 | Can investors gain from investing in certain sectors?. (2017). Narayan, Seema ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177. Full description at Econpapers || Download paper | |
2017 | Is the profitability of Indian stocks compensation for risks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:47-64. Full description at Econpapers || Download paper | |
2017 | A multi-factor predictive model for oil-US stock nexus with persistence, endogeneity and conditional heteroscedasticity effects. (2017). Salisu, Afees ; Oloko, Tirimisiyu ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0024. Full description at Econpapers || Download paper | |
2017 | Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00609. Full description at Econpapers || Download paper | |
2017 | Modelling Return and Volatility Spillovers in Global Foreign Exchange Markets. (2017). Salisu, Afees ; Oyewole, Oluwatomisin ; fasanya, Ismail. In: Working Papers. RePEc:cui:wpaper:0030. Full description at Econpapers || Download paper | |
2017 | A new look at the stock price-exchange rate nexus. (2017). Salisu, Afees ; Ndako, Umar. In: Working Papers. RePEc:cui:wpaper:0031. Full description at Econpapers || Download paper | |
2017 | A sectoral analysis of asymmetric nexus between oil and stock. (2017). Salisu, Afees ; Ndako, Umar ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0033. Full description at Econpapers || Download paper | |
2017 | Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0035. Full description at Econpapers || Download paper | |
2017 | Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism. (2017). Lv, Xin ; Bouri, Elie ; Xin Lv, ; Lien, Donald ; Chen, Qian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:34-48. Full description at Econpapers || Download paper | |
2017 | Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531. Full description at Econpapers || Download paper | |
2017 | Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090. Full description at Econpapers || Download paper | |
2017 | OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2017). Yoon, Seong-Min ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201726. Full description at Econpapers || Download paper | |
2017 | Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China. (2017). Du, Ziping ; Zhang, Guofu . In: Energy. RePEc:eee:energy:v:135:y:2017:i:c:p:249-256. Full description at Econpapers || Download paper | |
2017 | Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186. Full description at Econpapers || Download paper | |
2017 | Dynamic relationship of oil price shocks and country risks. (2017). Lee, Chien-Chiang ; Ning, Shao-Lin. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:571-581. Full description at Econpapers || Download paper | |
2017 | Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267. Full description at Econpapers || Download paper | |
2017 | The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). GUPTA, RANGAN ; Suleman, Tahir ; Hassapis, Christis ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201774. Full description at Econpapers || Download paper | |
2017 | Oil Returns and Volatility: The Role of Mergers and Acquisitions. (2017). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Working Papers. RePEc:pre:wpaper:201775. Full description at Econpapers || Download paper | |
2017 | Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:51-67. Full description at Econpapers || Download paper | |
2017 | Sampling frequency and the performance of different types of technical trading rules. (2017). Hudson, Robert ; Urquhart, Andrew ; McGroarty, Frank. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:136-139. Full description at Econpapers || Download paper | |
2017 | The impact of oil price volatility on net-oil exporter and importer countriesâ stock markets. (2017). AYDOAN, Berna ; Yelkenci, Tezer ; Tun, Goke . In: Eurasian Economic Review. RePEc:spr:eurase:v:7:y:2017:i:2:d:10.1007_s40822-017-0065-1. Full description at Econpapers || Download paper | |
2017 | Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570. Full description at Econpapers || Download paper | |
2017 | Stock return predictability: the role of inflation and threshold dynamics. (2017). McMillan, David G. In: International Review of Applied Economics. RePEc:taf:irapec:v:31:y:2017:i:3:p:357-375. Full description at Econpapers || Download paper | |
2017 | Analysing the Effect of Oil Price Shocks on Asset Prices: evidence from UK firms. (2017). Alaali, Fatema. In: MPRA Paper. RePEc:pra:mprapa:78013. Full description at Econpapers || Download paper | |
2017 | Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. (2017). Alaali, Fatema . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-51. Full description at Econpapers || Download paper | |
2017 | Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18. Full description at Econpapers || Download paper | |
2017 | The relationship between oil and stock prices: The case of developing and developed countries. (2017). Tuna, Gulfen ; Gole, Nazire. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:97-108. Full description at Econpapers || Download paper |
Year | Citing document | |
---|---|---|
2015 | Limited 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. Full description at Econpapers || Download paper | |
2015 | Institutional infrastructure and economic growth in member countries of the Organization of Islamic Cooperation (OIC). (2015). Slesman, Ly ; Baharumshah, Ahmad Zubaidi ; Ra, Wahabuddin . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:214-226. Full description at Econpapers || Download paper | |
2015 | Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas. (2015). Yang, Lu ; Hamori, Shigeyuki ; Li, Mengling ; Cai, Xiaojing. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:308-314. Full description at Econpapers || Download paper | |
2015 | Measuring 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. Full description at Econpapers || Download paper | |
2015 | Testing for stock return predictability in a large Chinese panel. (2015). Narayan, Paresh ; Zheng, Xinwei ; Westerlund, Joakim. In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:81-100. Full description at Econpapers || Download paper | |
2015 | Corporate governance, firm value and risk: Past, present, and future. (2015). faff, robert ; Balachandran, Balasingham. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:1-12. Full description at Econpapers || Download paper | |
2015 | Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey. In: Post-Print. RePEc:hal:journl:hal-01385980. Full description at Econpapers || Download paper |
Year | Citing document | |
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2014 | Does oil price volatility matter for Asian emerging economies?. (2014). Salim, Ruhul ; Rafiq, Shuddhasattwa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:44:y:2014:i:4:p:417-441. Full description at Econpapers || Download paper |
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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, 2th 2018. Contact: CitEc Team