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International Review of Financial Analysis / Elsevier

0.96

Impact Factor

1.17

5-Years IF

30

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
19910.1000 (%)0.04
19920.09121246007 (15.2%)0.04
19930.1115271812124 (22.2%)0.05
19940.1213401927277 (36.8%)0.04
19950.110.190.18135390.17122834071 (8.3%)0.07
19960.080.230.11197280.115326253610 (18.9%)0.09
19970.030.260.08168860.07163217263 (18.8%)0.09
19980.030.280.071710570.07603517658 (13.3%)10.060.1
19990.030.320.0517122110.099633178424 (25%)30.180.13
20000.060.390.022514740.0321834282222 (10.1%)0.15
20010.190.390.1526173190.11182428941415 (8.2%)10.040.14
20020.310.40.2626199440.2218551161012626 (14.1%)30.120.17
20030.290.430.2332231420.1822952151112635 (15.3%)20.060.18
20040.290.480.4436267680.2538858171265547 (12.1%)30.080.19
20050.210.520.3133300680.2329368141454554 (18.4%)30.090.2
20060.30.510.3927327990.312669211535921 (16.7%)40.150.2
20070.370.450.47293561270.3621460221547237 (17.3%)50.170.18
20080.390.480.69704261850.43568562215710990 (15.8%)100.140.2
20090.540.490.61344602130.46431995319511960 (13.9%)40.120.19
20100.620.460.6425022320.463561046419311661 (17.1%)30.070.17
20110.950.490.73405423100.57392767220214753 (13.5%)70.180.19
20120.720.520.8545963130.53324825921517342 (13%)50.090.19
20130.880.581.07976934670.67719948324025676 (10.6%)250.260.2
20141.180.61.391078006910.8649015117826737262 (12.7%)320.30.2
201510.611.041299297330.7948620420534035273 (15%)500.390.19
20161.180.681.34157108610430.9629423627942757440 (13.6%)420.270.2
20170.960.731.1785117111380.977128627454463815 (21.1%)170.20.22
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.

Full description at Econpapers || Download paper

190
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

134
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

111
42004Equity 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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91
52013Global 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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81
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

76
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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68
82004International 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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63
92008Sudden 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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63
102012Foreign 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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60
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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57
122000Causality 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

54
132015Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; 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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51
142009Analysis 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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48
152001What 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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48
162008Bank 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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47
172009Does 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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46
182015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Sharma, Susan ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

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42
192010Price 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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40
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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39
212006The 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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38
222005Weather, 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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36
232015The financial economics of gold — A survey. (2015). Batten, Jonathan ; O'Connor, Fergal A ; Baur, Dirk G ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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35
242003Testing 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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35
252001Dynamic 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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34
262013Herding 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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33
272010International 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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32
282008Stock returns and volatility following the September 11 attacks: Evidence from 53 equity markets. (2008). Aijo, Janne ; Sahlstrom, Petri ; Omran, Mohammad M. ; Nikkinen, Jussi . In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:27-46.

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32
292000On 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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31
302015Are gold and silver a hedge against inflation? A two century perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:267-276.

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30
312014Can 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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30
322010An 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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30
332008Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets. (2008). Abugri, Benjamin A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:2:p:396-410.

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30
342014Contagion, 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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30
352010Macroeconomic determinants of credit risk: Recent evidence from a cross country study. (2010). Ali, Asghar ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:165-171.

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29
361992Prices 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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29
372009Unifractality 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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29
382012Cointegration 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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28
392015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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28
402010Capital 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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27
412003Trading 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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25
422016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Marco, Chi Keung ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:96-114.

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25
432002The 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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25
442013Efficient 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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24
452009Together 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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24
462005Wavelet 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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24
472009Are 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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24
482015Does 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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24
492004Equity 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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23
502005Cost 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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23

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

90
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

83
32013Global 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

52
42009Volatility 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

44
52015Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; 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

43
62015The financial economics of gold — A survey. (2015). Batten, Jonathan ; O'Connor, Fergal A ; Baur, Dirk G ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

Full description at Econpapers || Download paper

34
72012Foreign 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

28
82015Are gold and silver a hedge against inflation? A two century perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:267-276.

Full description at Econpapers || Download paper

28
92015Does data frequency matter for the impact of forward premium on spot exchange rate?. (2015). Sharma, Susan ; Narayan, Paresh. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:45-53.

Full description at Econpapers || Download paper

27
102014Can 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.

Full description at Econpapers || Download paper

26
112016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Marco, Chi Keung ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:96-114.

Full description at Econpapers || Download paper

25
122008Financial 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

24
132004Equity 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

24
142015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos ; Kizys, Renatas. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

Full description at Econpapers || Download paper

23
152015Does 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.

Full description at Econpapers || Download paper

22
162016Impact of speculation and economic uncertainty on commodity markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Andreasson, Pierre . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:115-127.

Full description at Econpapers || Download paper

22
172014Contagion, 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.

Full description at Econpapers || Download paper

22
182009Does 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

21
192007Dynamic 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

20
202009Analysis 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

20
212004International 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.

Full description at Econpapers || Download paper

20
222009The 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

20
232016Negative bubbles and shocks in cryptocurrency markets. (2016). Cheah, Jeremy Eng Tuck ; Fry, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:343-352.

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19
242014Textual sentiment in finance: A survey of methods and models. (2014). Kearney, Colm ; Liu, Sha. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:171-185.

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18
252000Causality 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

18
262010Macroeconomic determinants of credit risk: Recent evidence from a cross country study. (2010). Ali, Asghar ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:165-171.

Full description at Econpapers || Download paper

18
272013Herding 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
282013Aggregated, voluntary, and mandatory risk disclosure incentives: Evidence from UK FTSE all-share companies. (2013). Fraser, Ian ; Elshandidy, Tamer ; Hussainey, Khaled. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:320-333.

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17
292015Diversifying finance research: From financialization to sustainability. (2015). Lagoarde-Segot, Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:1-6.

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302012Cointegration 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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17
312014Ownership structure and risk-taking: Comparative evidence from private and state-controlled banks in China. (2014). Hou, Wenxuan ; Meng, Chao ; Dong, Yizhe ; Firth, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:120-130.

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322014Dynamic capital structure and political patronage: The case of Malaysia. (2014). Williams, Jonathan ; Shah, Mohamed ; Girma, Sourafel ; Ebrahim, M. Shahid. In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:117-128.

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15
332015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange. (2015). Wong, Wing-Keung ; Lean, Hooi Hooi ; HOANG, Thi Hong Van. In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:98-108.

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15
342013The 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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15
352010Price 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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362013Efficient 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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15
372013Financial 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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14
382015The 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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14
392008Empirical relationship between macroeconomic volatility and stock returns: Evidence from Latin American markets. (2008). Abugri, Benjamin A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:2:p:396-410.

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14
402014The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion. (2014). Martins, Luis ; Lagoa, Sergio ; Horta, Paulo . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:140-153.

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13
412014On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010. (2014). Menla Ali, Faek ; Hunter, John ; Caporale, Guglielmo Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:87-103.

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13
422005Weather, 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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13
432015Forecasting the price of gold using dynamic model averaging. (2015). GUPTA, RANGAN ; Aye, Goodness ; Kim, Won Joong ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:257-266.

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13
442014Calendar 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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13
452016On Economic Space notion. (2016). Olkhov, Victor. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:372-381.

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13
462013Corporate governance and risk reporting in South Africa: A study of corporate risk disclosures in the pre- and post-2007/2008 global financial crisis periods. (2013). Ntim, Collins ; Lindop, Sarah ; Thomas, Dennis A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:363-383.

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13
472008Sudden 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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13
482014Revisiting fast profit investor sentiment and stock returns during Ramadan. (2014). Al-Khazali, Osamah. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:158-170.

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13
492013The 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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13
502014On 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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Citing documents used to compute impact factor 274:

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2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

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2017Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2017The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sanghoon . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2017Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Brzeszczyski, Janusz ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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2017Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks. (2017). Lee, Eun-Joo . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:1-22.

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2017Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201780.

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2017The effect of non-trading days on volatility forecasts in equity markets. (2017). Molnár, Peter ; Lyócsa, Štefan ; Lyocsa, Tefan ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:39-49.

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2017Identifying SME mortality factors in the life cycle stages: an empirical approach of relevant factors for small business owner-managers in Brazil. (2017). Filho, Edmundo Escrivo ; de Oliveira, Jair ; Philippsen, Luiz Adalberto ; Nagano, Marcelo Seido ; Albuquerque, Alexandre Farias . In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:7:y:2017:i:1:d:10.1186_s40497-017-0064-4.

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2017Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market. (2017). Hudson, Robert ; el Kalak, Izidin ; Karim, Mohamad Abd ; Azevedo, Alcino . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1383-1393.

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2017A Non-linear Estimation of the Capital Asset Pricing Model: The Case of Japanese Automobile Industry Firms. (2017). Tsuji, Chikashi. In: Applied Finance and Accounting. RePEc:rfa:afajnl:v:3:y:2017:i:2:p:20-26.

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2017Financial Development and Economic Growth: The Role of Foreign-Owned Banks in CESEE Countries. (2017). Witkowski, Bartosz ; Iwanicz-Drozdowska, Małgorzata ; Smaga, Pawe ; Bongini, Paola. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:3:p:335-:d:91990.

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2017Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices. (2017). Shahbaz, Muhammad ; GUPTA, RANGAN ; Bouri, Elie ; Lahiani, Amine. In: Working Papers. RePEc:pre:wpaper:201760.

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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

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2017Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2017In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework. (2017). Papież, Monika ; Śmiech, Sławomir. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:238-244.

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2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201708.

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2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

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2017Gender-diverse board and the relevance of voluntary CSR reporting. (2017). Nekhili, Mehdi ; Chtioui, Tawhid ; Nagati, Haithem. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:81-100.

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2017Exploring CSR and financial performance of full-service and low-cost air carriers. (2017). Yang, Ann Shawing ; Baasandorj, Suvd. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:291-299.

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2017Comparing Entropy and Beta as Measures of Risk in Asset Pricing. (2017). Deeva, Galina. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065061889.

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2017Crowdfunding cleantech. (2017). Cumming, Douglas ; Schwienbacher, Armin ; Leboeuf, Gael . In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:292-303.

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2017Mobilizing private finance for low-carbon innovation – A systematic review of barriers and solutions. (2017). Polzin, Friedemann. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:77:y:2017:i:c:p:525-535.

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2017Real determinants of stock split announcements. (2017). Malone, Chris ; Hu, May ; Chao, Chi-Chur ; Young, Martin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:574-598.

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2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

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2017The role of fractional-reserve banking in amplifying credit booms: evidence from panel data. (2017). . In: Working Papers. RePEc:sgh:kaewps:2016024.

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2017The role of fractional-reserve banking in amplifying credit booms: evidence from panel data. (2017). Albinowski, Maciej. In: Working Papers. RePEc:sgh:kaewps:2017024.

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2017The On-Going Price of Perceiving Money as a Veil. (2017). Phillips, Emir. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:12:p:215-228.

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2017Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259.

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2017Impact of Cost Efficiency on Bank Capital and the Cost of Financial Intermediation: Evidence from BRICS Countries. (2017). Ashraf, Badar Nadeem ; Begum, Munni ; Zheng, Changjun ; Rahman, Mohammed Mizanur. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:32-:d:121079.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1669.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6494.

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2017Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices. (2017). Sosvilla-Rivero, Simon ; Shah, Imran Hussain. In: IREA Working Papers. RePEc:ira:wpaper:201710.

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2017Decomposition of the Inequality of Income Distribution by Income Types - Application for Romania. (2017). Oancea, Bogdan ; Andrei, Tudorel ; Herteliu, Claudiu ; Dhesi, Gurjeet ; Richmond, Peter. In: Papers. RePEc:arx:papers:1709.07960.

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2017Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?. (2017). Ftiti, Zied ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:39-60.

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2017Good Consumer Information: the Information Paradigm at its (Dead) End?. (2017). Oehler, Andreas ; Wendt, Stefan . In: Journal of Consumer Policy. RePEc:kap:jcopol:v:40:y:2017:i:2:d:10.1007_s10603-016-9337-5.

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2017Strategic growth option, uncertainty, and R&D investment. (2017). van Vo, Lai ; Thu, Huong Thi. In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:16-24.

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2017Successive short‐selling ban lifts and gradual price efficiency: evidence from China. (2017). Xiong, Xiong ; Feng, XU ; Gao, YA. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1557-1604.

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2017Investor sentiment, heterogeneous agents and asset pricing model. (2017). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:504-512.

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2017Interactions between the design of short-term electricity markets in the CWE region and power system flexibility. (2017). Brijs, Tom ; Belmans, Ronnie ; Hobbs, Benjamin F ; de Jonghe, Cedric. In: Applied Energy. RePEc:eee:appene:v:195:y:2017:i:c:p:36-51.

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2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192.

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2017Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176.

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2017The impact of oil price volatility on net-oil exporter and importer countries’ 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.

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2017Sentiment dynamics and volatility of international stock markets. (2017). Aydogan, Berna. In: Eurasian Business Review. RePEc:spr:eurasi:v:7:y:2017:i:3:d:10.1007_s40821-016-0063-3.

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2017FX technical trading rules can be profitable sometimes!. (2017). Snaith, Stuart ; Coakley, Jerry ; Zarrabi, Nima . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:113-127.

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2017Can 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.

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2017Bank opacity and risk-taking: Evidence from analysts’ forecasts. (2017). Fosu, Samuel ; Murinde, Victor ; Coffie, William ; Ntim, Collins G. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:81-95.

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2017Investigating the sources of Black’s leverage effect in oil and gas stocks. (2017). Sanusi, Muhammad Surajo ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1318812.

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2017Internet big data and capital markets: a literature review. (2017). Ye, Minjian ; Li, Guangzhong . In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0056-y.

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2017Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sanghoon ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

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2017The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures. (2017). GUPTA, RANGAN ; Bahloul, Walid. In: Working Papers. RePEc:pre:wpaper:201715.

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2017The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201725.

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2017OPEC 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.

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2017Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

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2017DOES FEAR (VIX INDEX) INCITE VOLATILITY IN FOOD PRICES?. (2017). Inar, Gokhan ; Uzmay, Ayse. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266472.

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2017Econophysics Macroeconomic Model. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1701.06625.

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2017Econophysics: Past and present. (2017). de Area, Eder Johnson ; da Silva, Marcus Fernandes. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:251-261.

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2017Econophysics and Financial Economics: An Emerging Dialogue. (2017). Schinckus, Christophe ; Jovanovic, Franck . In: OUP Catalogue. RePEc:oxp:obooks:9780190205034.

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2017Firm life cycle and idiosyncratic volatility. (2017). Hasan, Mostafa Monzur ; Habib, Ahsan. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:164-175.

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2017Intraday herding on a cross-border exchange. (2017). Verousis, Thanos ; Kallinterakis, Vasileios ; Leite, Mario Pedro ; Andrikopoulos, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:25-36.

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2017Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Tolikas, Konstantinos ; Topaloglou, Nikolas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:39-57.

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2017Modeling volatility of the French stock market. (2017). Mgadmi, Nidhal ; Bougatef, Khemaies . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00154.

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2017Curbing the growth of stock trading? Order-to-trade ratios and financial transaction taxes. (2017). CAPELLE-BLANCARD, Gunther. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:48-73.

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2017À quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037.

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2017Exchange rate volatility and financial performance of agriculture firms in Malaysia: An empirical analysis using GARCH, wavelet and system GMM. (2017). Reaz, MD ; Saad, Abu ; Sahabuddin, Mohammad ; Dahir, Ahmed Mohamed ; Mahat, Fauziah. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264708.

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2017Adaptive Market Hypothesis: Evidence from three centuries of UK data. (2017). Almail, Ali ; Almudhaf, Fahad. In: Economics and Business Letters. RePEc:ove:journl:aid:11556.

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2017An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook. (2017). Liao, Qunfeng ; Rezvanian, Rasoul ; Mehdian, Seyed. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:58-65.

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2017Agency hazard, managerial incentives, and the wealth effects of joint venture investments. (2017). Lai, Jung-Ho ; Chen, Carl R. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:190-202.

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2017The relationship between pension funds and the stock market: Does the aging population of Europe affect it?. (2017). Alda, Mercedes. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:83-97.

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2017Determinants of capital structure in emerging markets: Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:105-113.

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2017Do institutional investors reinforce or reduce agency problems? Earnings management and the post-IPO performance. (2017). Lo, Huai-Chun ; Kweh, Qian Long ; Wu, Ruei-Shian . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:62-76.

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2017Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:986-991.

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2017Foreign independent directors and the quality of legal institutions. (2017). Wintoki, Babajide M ; Poulsen, Annette ; Miletkov, Mihail . In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:2:d:10.1057_s41267-016-0033-0.

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2017Board involvement in the M&A negotiation process. (2017). Demirta, Gul . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:27-43.

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2017META-ANALYTIC REVIEW OF THE RELATION BETWEEN BOARD GLOBALIZATION AND FIRM PERFORMANCE. (2017). Yagli, Ibrahim ; Mek, Burcu. In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:21:y:2017:i:2:p:31-55.

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2017Does it really matter how a firm diversifies? Assets-in-place diversification versus growth options diversification. (2017). de Andres, Pablo ; Velasco, Pilar ; de la Fuente, Gabriel . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:316-339.

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2017Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis. (2017). Us, Vuslat. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:109-117.

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2017Bank capital, lending and financing behaviour of dual banking systems. (2017). Louhichi, Awatef ; Boujelbene, Younes. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:61-79.

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2017The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:23-40.

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2017The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2017). Kapounek, Svatopluk. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:5:p:372-395.

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2017Bank ownership, regulation and efficiency: Perspectives from the Middle East and North Africa (MENA) Region. (2017). Brown, Kym ; Haque, Faizul . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:273-293.

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2017Corporate governance and cash holdings in MENA: Evidence from internal and external governance practices. (2017). Clark, Ephraim ; Al-Najjar, Basil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:1-12.

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2017Countries lending infrastructure and capital structure determination: The case of European SMEs. (2017). Murro, Pierluigi ; O'Donohoe, Sheila ; Mc, Andrea . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:122-138.

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2017Capital structure management differences in Latin American and US firms after 2008 crisis. (2017). Valcacer, Santiago ; Amorim, Vinicius ; Lopes, David ; de Moura, Heber Jose . In: Journal of Economics, Finance and Administrative Science. RePEc:ris:joefas:0108.

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2017Time-varying correlations and interrelations: Firm-level-based sector evidence. (2017). Evans, P ; McMillan, Fiona J. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0034-3.

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2017The impact of family ownership status on determinants of leverage. Empirical evidence from South East Asia. (2017). Le, Nhung. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2017-09.

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2017Private information implications for acquirers and targets in horizontal mergers. (2017). Mittal, Amit ; Garg, Ajay Kumar . In: MPRA Paper. RePEc:pra:mprapa:85355.

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2017Wealth transfer, signaling and leverage in M&A. (2017). Murray, Benjamin ; Wright, Danika ; Svec, Jiri. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:203-212.

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2017Generalized financial ratios to predict the equity premium. (2017). Algaba, Andres ; Boudt, Kris. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:244-257.

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2017Time-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.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2017Estimating the speed of adjustment to target levels: The case of energy prices. (2017). Narayan, Seema. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:419-427.

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2017Speculative bubbles or market fundamentals? An investigation of US regional housing markets. (2017). Shi, Shuping. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:101-111.

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2017Monetary policy and bank risk-taking: Evidence from emerging economies. (2017). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:116-140.

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2017Does the ownership structure matter for banks’ capital regulation and risk-taking behavior? Empirical evidence from a developing country. (2017). Ashraf, Badar Nadeem ; Zheng, Changjun ; Moudud-Ul, Syed ; Rahman, Mohammad Morshedur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:404-421.

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2017Determinants of European bank risk during financial crisis. (2017). Mighri, Zouheir Ahmed ; McMillan, David ; Mansouri, Faysal ; ben Jabra, Wiem . In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1298420.

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2017Bank market power, asset liquidity and funding liquidity: International evidence. (2017). Skully, Michael ; Nguyen, MY ; Perera, Shrimal . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:23-38.

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2017Quantitative wave model of macro-finance. (2017). Olkhov, Victor. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:143-150.

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2017Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.01748.

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2017Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1709.00282.

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2017Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.07758.

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2017Quantitative Description of Financial Transactions and Risks. (2017). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87316.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

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2017A 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.

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2017Oil price shocks and American depositary receipt stock returns. (2017). Sharma, Shahil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1040-1056.

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2017The asymmetric relationship between returns and implied volatility: Evidence from global stock markets. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Jlassi, Mouna. In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:156-174.

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2017Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil. (2017). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1021-1029.

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2017Forecasting Financial Market Volatility Using a Dynamic Topic Model. (2017). Morimoto, Takayuki ; Kawasaki, Yoshinori. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:3:d:10.1007_s10690-017-9228-z.

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2017The Impact of Attention to News about Tax Changes on the Stock Market. (2017). Stejskalova, Jolana. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065062113.

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2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test. (2017). Balcilar, Mehmet ; Babalos, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:126-131.

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2017Can 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.

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2017DOES FEAR (VIX INDEX) INCITE VOLATILITY IN FOOD PRICES?. (2017). Inar, Gokhan ; Uzmay, Ayse. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266472.

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2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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2017Integrated reporting: Is it the last piece of the accounting disclosure puzzle?. (2017). Pavlopoulos, Athanasios ; Iatridis, George Emmanuel ; Magnis, Chris. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:23-46.

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2017The benefits of doing good: a meta-analysis of corporate philanthropy business outcomes and its implications for management control. (2017). Plewnia, Frederik ; Guenther, Edeltraud. In: Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung. RePEc:spr:jmgtco:v:28:y:2017:i:3:d:10.1007_s00187-017-0252-y.

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2017The Analysis of Dividend Announcement Impact on Stock Prices of Baltic Companies. (2017). Legenzova, Renata ; Galinskaite, Agne ; Jurakovaite, Otilija . In: Central European Business Review. RePEc:prg:jnlcbr:v:2017:y:2017:i:1:id:173:p:61-75.

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2017Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries. (2017). Yang, Sheng-Ping . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:337-354.

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2017Do we need bigger Islamic banks? An assessment of bank stability. (2017). Rizvi, Syed Aun R. ; Ibrahim, Mansor ; Aun, Syed . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:40:y:2017:i:c:p:77-91.

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2017The winner-loser anomaly: recent evidence from Greece. (2017). Gallagher, Liam ; Oa, Cormac. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:47:p:4718-4728.

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2017Customer financing, bargaining power and trade credit uptake. (2017). Mateut, Simona ; Chevapatrakul, Thanaset. In: Discussion Papers. RePEc:not:notcfc:17/04.

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2017A new weighting-scheme for equity indexes. (2017). Chevallier, Julien ; Aboura, Sofiane. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:159-175.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2017Parameter 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.

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2017Does 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.

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2017The impact of oil price volatility on net-oil exporter and importer countries’ 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.

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2017Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0039.

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2017Stock 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.

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2017News sentiment and jumps in energy spot and futures markets. (2017). Dokumentov, Alexander ; Rotaru, Kristian ; Maslyuk-Escobedo, Svetlana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:186-210.

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2017Construction of an Optimum Currency Area Index Anchored to the Gold Dinar: The Case of Selected Islamic Countries. (2017). Agustiar, Memet ; Djafar, Fariastuti . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-8.

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2017How predictable are precious metal returns?. (2017). Urquhart, Andrew. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

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2017Board involvement in the M&A negotiation process. (2017). Demirta, Gul . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:27-43.

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2017Effects of changes in stock index compositions: A literature survey. (2017). Afego, Pyemo. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:228-239.

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2017Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27.

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2017Board diversity and financial fragility: Evidence from European banks. (2017). Mallin, Chris ; Farag, Hisham. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:98-112.

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2017Gender-diverse board and the relevance of voluntary CSR reporting. (2017). Nekhili, Mehdi ; Chtioui, Tawhid ; Nagati, Haithem. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:81-100.

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2017Boardroom gender diversity and stock liquidity: Evidence from Australia. (2017). Ahmed, Ammad ; Ali, Searat. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:13:y:2017:i:2:p:148-165.

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2017Monetary policy and bank risk-taking: Evidence from emerging economies. (2017). Wu, Ji ; Jeon, Bang ; Wang, Rui ; Chen, Minghua . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:116-140.

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2017In good times and in bad: Bank capital ratios and lending rates. (2017). Milne, Alistair ; Fuertes, Ana-Maria ; Osborne, Matthew. In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:102-112.

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2017Bank capital, lending and financing behaviour of dual banking systems. (2017). Louhichi, Awatef ; Boujelbene, Younes. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:61-79.

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2017The value of bank capital buffers in maintaining financial system resilience. (2017). Wu, Eliza ; Scheule, Harald ; Bui, Christina. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:23-40.

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2017Board structure and corporate risk taking in the UK financial sector. (2017). Akbar, Saeed ; Ali, Syed Zulfiqar ; Poletti-Hughes, Jannine ; Kharabsheh, Buthiena . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:101-110.

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2017In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework. (2017). Papież, Monika ; Śmiech, Sławomir. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:238-244.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201708.

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2017The price of shelter - Downside risk reduction with precious metals. (2017). Potì, Valerio ; Conlon, Thomas ; Bredin, Don ; Poti, Valerio. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:48-58.

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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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2017Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Ali, Azwadi ; Raza, Naveed. In: MPRA Paper. RePEc:pra:mprapa:78595.

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2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep012.

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2017Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sanghoon ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

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2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

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2017Corporate governance practices, ownership structure, and corporate performance in the GCC countries. (2017). Ismail, Ahmad ; Abdallah, Abed Al-Nasser. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:98-115.

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2017Firm Growth Dynamics and Financial Constraints: Evidence from Serbian Firms. (2017). Stemmer, Michael ; Markovic, Milos . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17012.

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2017Firm Growth Dynamics and Financial Constraints: Evidence from Serbian Firms. (2017). Stemmer, Michael ; Markovic, Milos . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01489222.

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2017Does the human capital of board directors add value to firms? Evidence from an Asian market. (2017). Nguyen, Tuan ; Murray, Louis ; Reddy, Krishna ; Locke, Stuart. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1385439.

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2017Foreign Direct Investment and Public Sector Management and Institutions: The Acquaintances in Sub-Saharan Africa (SSA) Low-Income Economies. (2017). Jumanne, Bilali Basesa ; Keong, Choong Chee. In: African Journal of Economic Review. RePEc:ags:afjecr:264564.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2017A Short Note on Information Transmissions Across US-BRIC Equity Markets: Evidence from Volatility Spillover Index. (2017). Singh, Amanjot ; Kaur, Parneet . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:15:y:2017:i:1:d:10.1007_s40953-016-0047-2.

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2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Brzeszczyski, Janusz ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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2017Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency. (2017). Wong, Wing-Keung ; Xiao, Zhijie . In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:666-678.

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2017Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:440-453.

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2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Time-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.

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2017Celebrities and ordinaries in social networks: Who knows more information?. (2017). An, Yahui ; Jin, XI ; Feng, XU ; Zhang, Yongjie. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:153-161.

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2017Shifting load through space–The economics of spatial demand side management using distributed data centers. (2017). Fridgen, Gilbert ; Wederhake, Lars ; Thimmel, Markus ; Keller, Robert . In: Energy Policy. RePEc:eee:enepol:v:109:y:2017:i:c:p:400-413.

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2017Easing the traffic: The effects of Indonesia’s fuel subsidy reforms on toll-road travel. (2017). Burke, Paul ; Yudhistira, Muhammad Halley ; Batsuuri, Tsendsuren. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:105:y:2017:i:c:p:167-180.

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2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals. (2017). Xu, Bing ; Sakemoto, Ryuta ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:80791.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sanghoon . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity. (2017). Wang, Shixuan ; Yarovaya, Larisa ; Vigne, Samuel A ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:316-332.

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2017Dynamic spillover between commodities and commodity currencies during United States Q.E.. (2017). Yip, Pick Schen ; Do, Hung Xuan ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sanghoon ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2017On the dynamic dependence and investment performance of crude oil and clean energy stocks. (2017). Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:376-389.

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2017Volatility Dynamics of Precious Metals: Evidence from Russia. (2017). Kirkulak, Berna ; Lkhamazhapov, Zorikto ; Kirkulak-Uludag, Berna . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:4:p:300-317.

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2017Forecasting the realized range-based volatility using dynamic model averaging approach. (2017). , ; Wei, YU ; Liu, Jing ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:12-26.

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2017Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:112-127.

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2017Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176.

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2017Grain Price Forecasting Using a Hybrid Stochastic Method. (2017). Zhao, YU ; He, Lei ; Shi, Zhongshun ; Zhang, XI. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:05:n:s0217595917500208.

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2017Equal Risk Bounding is better than Risk Parity for portfolio selection. (2017). Cesarone, Francesco ; Tardella, Fabio . In: Journal of Global Optimization. RePEc:spr:jglopt:v:68:y:2017:i:2:d:10.1007_s10898-016-0477-6.

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2017Measuring the under-diversification of socially responsible investments. (2017). Pizzutilo, Fabio. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:14:p:1005-1018.

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2017Flight-to-quality, economic fundamentals, and stock returns. (2017). Kaul, Aditya ; Kayacetin, Nuri Volkan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:162-175.

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2017Modelling Oil‑Sector Dependency of Tax Revenues in a Resource Rich Country: Evidence from Azerbaijan. (2017). Musayev, Akif ; Aliyev, Khatai. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065031023.

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2017A Note on Relationship between Economic Activity and Stock Market Development: a Case of Euro Area Countries. (2017). Kajurova, Veronika. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065061953.

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2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910 -1914. (2017). Hanedar, Avni. In: Working Papers. RePEc:tek:wpaper:2017/2.

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2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914. (2017). Hanedar, Avni. In: eabh Papers. RePEc:zbw:eabhps:1702.

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2017Geopolitical risks and the oil-stock nexus over 1899–2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173.

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2017How does the public perceive alliances? The Central and Allied Powers in World War I. (2017). Jopp, Tobias A. In: IBF Paper Series. RePEc:zbw:ibfpps:1217.

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2017Does institutional ownership influence firm performance? Evidence from China. (2017). Lin, Yongjia Rebecca ; Fu, Xiaoqing Maggie . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:17-57.

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2017Do institutional investors reinforce or reduce agency problems? Earnings management and the post-IPO performance. (2017). Lo, Huai-Chun ; Kweh, Qian Long ; Wu, Ruei-Shian . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:62-76.

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2017Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts. (2017). Rodríguez, Gabriel ; Alvaro, Dennis ; Guillen, Angel . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:153:y:2017:i:1:d:10.1007_s10290-016-0271-z.

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2017The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures. (2017). EL KHAMLICHI, ABDELBARI ; Yildiz, Selim Baha . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00446.

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2017One-sided performance measures under Gram-Charlier distributions. (2017). Moreno, Manuel ; Leon, Angel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:38-50.

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2017International stock return co-movements and trading activity. (2017). Brzeszczynski, Janusz ; Sheng, Xin ; Brzeszczyski, Janusz ; Ibrahim, Boulis M. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:12-18.

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2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2017Capital structure management differences in Latin American and US firms after 2008 crisis. (2017). Valcacer, Santiago ; Amorim, Vinicius ; Lopes, David ; de Moura, Heber Jose . In: Journal of Economics, Finance and Administrative Science. RePEc:ris:joefas:0108.

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2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan. In: MPRA Paper. RePEc:pra:mprapa:76915.

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2017Gold Monetization in India as a Transformative Policy: A Mixed Method Analysis. (2017). Gopalakrishnan, Balagopal ; Narayanan, Priya ; Sahay, Arvind . In: IIMA Working Papers. RePEc:iim:iimawp:14556.

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2017Gold Price Dynamics and the Role of Uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep006.

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2017Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology Companies. (2017). Shubhasis, Dey ; Aravind, Sampath . In: Working papers. RePEc:iik:wpaper:251.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:152-164.

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2017The Risk Premium of Gold. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-616.

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2017The Market Performance of Socially Responsible Investment during Periods of the Economic Cycle – Illustrated Using the Case of FTSE. (2017). Wu, Junjie ; Gioulmpaxiotis, Georgios ; Dean, Aftab ; Lodorfos, George. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:38:y:2017:i:2:p:238-251.

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2017STOCK MARKET PARTICIPATION PUZZLE IN EMERGING ECONOMIES: THE CASE OF LITHUANIA. (2017). Mauricas, Ygimantas ; Evaita, Tamara Marinia ; Mariniaevaita, Tamara ; Darkuviena, Valdona. In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:9:y:2017:i:2:id:234.

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2017STOCK MARKET PARTICIPATION PUZZLE IN EMERGING ECONOMIES: THE CASE OF LITHUANIA. (2017). Darskuviene, Valdone ; Marinicevaite, Tamara ; Mauricas, Zygimantas. In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:8:y:2017:i:2:id:234.

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2017Could Black Be the New Gold? Design-Driven Challenges in New Sustainable Luxury Materials for Jewelry. (2017). Lerma, Beatrice ; de Giorgi, Claudia ; Grande, Marco Actis ; Palu, Doriana Dal. In: Sustainability. RePEc:gam:jsusta:v:10:y:2017:i:1:p:2-:d:123842.

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2017Price discovery in Indian stock index futures market: new evidence based on intraday data. (2017). Inani, Sarveshwar Kumar. In: International Journal of Indian Culture and Business Management. RePEc:ids:ijicbm:v:14:y:2017:i:1:p:23-43.

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2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

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2017Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity. (2017). Papapostolou, Nikos ; Kyriakou, Ioannis ; Pouliasis, Panos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:104:y:2017:i:c:p:36-51.

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2017Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, Ian. In: DNB Working Papers. RePEc:dnb:dnbwpp:569.

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2017Parameter estimation risk in asset pricing and risk management: A Bayesian approach. (2017). Tunaru, Radu ; Zheng, Teng. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:80-93.

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2017The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. (2017). Fang, Libing ; Li, Lei ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:139-145.

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2017Political uncertainty and a firms credit risk: Evidence from the international CDS market. (2017). Liu, Jinyu ; Zhong, Rui . In: Journal of Financial Stability. RePEc:eee:finsta:v:30:y:2017:i:c:p:53-66.

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2017Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis. (2017). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Hammoudeh, Shawkat ; Naifar, Nader ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:327-339.

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2017Does investor attention matter? The attention-return relation in gold futures market. (2017). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201737.

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2017Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECBs Expanded Assets Purchase Program. (2017). Droes, Martijn ; Mattheussens, Simona ; van Lamoen, Ryan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170080.

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2017Do economic and societal factors influence the financial performance of alternative energy firms?. (2017). Gupta, Kartick. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:172-182.

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2017European Green Mutual Fund Performance: A Comparative Analysis with their Conventional and Black Peers. (2017). Ibikunle, Gbenga ; Steffen, Tom. In: Journal of Business Ethics. RePEc:kap:jbuset:v:145:y:2017:i:2:d:10.1007_s10551-015-2850-7.

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2017Hedonic evaluation of the SRI label of mutual funds using matching methodology. (2017). Bilbao-Terol, Amelia ; Caal-Fernandez, Veronica ; Alvarez-Otero, Susana . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:213-227.

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2017A historical perspective of the informational content of commodity futures. (2017). Fernandez, Viviana. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:135-150.

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2017Investigating market efficiency through a forecasting model based on differential equations. (2017). de Resende, Charlene C ; Bosco, A R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:474:y:2017:i:c:p:199-212.

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2017Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil. (2017). Lau, Wee-Yeap ; Go, You-How. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:135-146.

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2017Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200.

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2017The role of board gender and foreign ownership in the CSR performance of Chinese listed firms. (2017). McGuinness, Paul B ; Wang, Mingzhu ; Vieito, Joo Paulo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:75-99.

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2017The effects of fair value reporting on corporate foreign exchange exposures. (2017). Krapl, Alain ; Salyer, Robert . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:215-238.

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2017Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom. (2017). Hansen, Erwin ; Wagner, Rodrigo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:197-212.

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2017Cash Holdings and Cash Flow Uncertainty. (2017). Cho-Min, Lin ; Hui-Wen, Chen ; Min-Lee, Chan . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:6:f:7_6_3.

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2017Multinationals and the impact of corruption on financial derivatives use and firm value: Evidence from East Asia. (2017). Kim, Trang ; Nguyen, Quang ; Papanastassiou, Marina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:39:y:2017:i:c:p:39-59.

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2017The Effect of Corporate International Diversification on Firm Risk. (2017). Kwak, Charee. In: Discussion Papers. RePEc:kbb:dpaper:2017-17.

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2017Was the collapse of the communist bloc a game changer in the stock markets? Left-wing vs. right-wing political preferences and stock market development. (2017). Geller, Gabriel ; Coelho, Maria Joo . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:423-432.

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2017Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory. (2017). Mghaieth, Asma ; el Mehdi, Imen Khanchel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:595-611.

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2017The way we live now: Financialization and securitization. (2017). Buchanan, Bonnieg . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:663-677.

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2017Financialisation, financial chains and uneven geographical development: Towards a research agenda. (2017). Sokol, Martin . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:678-685.

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2017Financialization: Towards a new research agenda. (2017). Lagoarde-Segot, Thomas. In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:113-123.

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2017News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil. (2017). Bassil, Charbel ; Nehme, Tamara ; Hamadi, Hassan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:148-157.

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2017Risk management process: Profiling of islamic microfinance providers. (2017). Rozzani, Nabilah ; Syed, Sharifah Norzehan ; Mohamed, Intan Salwani . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:20-27.

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2017Cognitive biases in investors behaviour under stress: Evidence from the London Stock Exchange. (2017). Philippas, Dionisis ; SIRIOPOULOS, COSTAS ; Kariofyllas, Spyridon. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:54-62.

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2017The role of banks in the governance of non-financial firms: Evidence from Europe. (2017). Guesmi, Khaled ; Ftouhi, Khaoula ; Zemzem, Ahmed . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:285-294.

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2017Evidence of algorithmic trading from Indian equity market: Interpreting the transaction velocity element of financialization. (2017). Syamala, Sudhakara Reddy ; Dubey, Ritesh Kumar ; Chauhan, Yogesh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:31-38.

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2017The mediating effect of REM on the relationship between CEO overconfidence and subsequent firm performance moderated by IFRS adoption: A moderated-mediation analysis. (2017). Kouaib, Amel ; Jarboui, Anis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:338-352.

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2017The role of banks in the governance of nonfinancial firms: Evidence from Europe. (2017). Zemzem, Ahmed ; Guesmi, Khaled ; Ftouhi, Khaoula. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:784-793.

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2017Nonperforming loans in the GCC banking sectors: Does the Islamic finance matter?. (2017). Asutay, Mehmet ; Alandejani, Maha. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:832-854.

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2017Applying a Ruggiero three-stage super-efficiency DEA model to gauge regional carbon emission efficiency: evidence from China. (2017). Dong, Feng ; Wang, Ying ; Yu, Bolin ; Xu, Xihui ; Bian, Zhengfu ; Long, Ruyin. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:87:y:2017:i:3:d:10.1007_s11069-017-2826-2.

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2017An out-of-sample evaluation framework for DEA with application in bankruptcy prediction. (2017). Ouenniche, Jamal ; Tone, Kaoru. In: Annals of Operations Research. RePEc:spr:annopr:v:254:y:2017:i:1:d:10.1007_s10479-017-2431-5.

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2017IPOs’ signalling effects for speculative stock detection: evidence from the Stock Exchange of Thailand. (2017). Xu, Bing ; Sherif, Mohamed ; Komenkul, Kulabutr . In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:31:p:3067-3085.

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2017Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Nor, Safwan Mohd ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:351-363.

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2017Firm-specific time preferences and postmerger firm performance. (2017). Siebert, Ralph ; Harris, Jeremiah . In: International Journal of Industrial Organization. RePEc:eee:indorg:v:53:y:2017:i:c:p:32-62.

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2017Who acquires whom among stand-alone commercial banks and bank holding company affiliates?. (2017). Ly, Kim Cuong ; Opong, Kwaku ; Liu, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:144-158.

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2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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2017Robust multiobjective portfolio optimization: A minimax regret approach. (2017). Xidonas, Panos ; Zopounidis, Constantin ; Hassapis, Christis ; Mavrotas, George. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:299-305.

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2017Robust minimum variance portfolio optimization modelling under scenario uncertainty. (2017). Xidonas, Panos ; Samitas, Aristeidis ; Soulis, John ; Hassapis, Christis. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:60-71.

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2017Changes in the relationship between interest rates and housing prices in South Africa around the 2007 financial crisis. (2017). Phiri, Andrew ; Kolisi, Nwabisa. In: MPRA Paper. RePEc:pra:mprapa:80173.

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2017Financial and Housing Wealth Effects on Private Consumption: The Case of Greece. (2017). Tsouma, Ekaterini ; Athanassiou, Ersi. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:15:y:2017:i:1:p:63-86.

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2017The Effect of Pre-bankruptcy Financial Distress on Earnings Management Tools. (2017). Hassanpour, Sara ; Ardakani, Mehdi Nazemi . In: International Review of Management and Marketing. RePEc:eco:journ3:2017-03-27.

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2017Under-or-overreaction: Market responses to announcements of earnings surprises. (2017). Al-Zoubi, Haitham ; Dubofsky, David A ; Alwathnani, Abdulaziz M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:160-171.

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2017On the nonlinear relation between crude oil and gold. (2017). Kumar, Satish. In: Resources Policy. RePEc:eee:jrpoli:v:51:y:2017:i:c:p:219-224.

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2017A Study of Perfect Hedges. (2017). Ivanov, Stoyu I. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:28-:d:118768.

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2017Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:53-57.

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2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

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2017Bond Fund Performance During Recessions and Expansions: Empirical Evidence from a Small Market. (2017). Leite, Paulo ; Armada, Manuel Rocha . In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:163-170.

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Recent citations (cites in year: CiY)

Recent citations received in 2017
YearCiting document
2017Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.01748.

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2017Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.07758.

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2017Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1709.00282.

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2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andrés ; Cortés, Lina ; Cortes, Lina M. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015923.

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2017Oil 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.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017Director compensation incentives and acquisition performance. (2017). Navatte, Patrick ; Lahlou, Ismail. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:1-11.

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2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2017Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach. (2017). Chkili, Walid. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:152-163.

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2017The role of banks in the governance of nonfinancial firms: Evidence from Europe. (2017). Zemzem, Ahmed ; Guesmi, Khaled ; Ftouhi, Khaoula. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:784-793.

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2017Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis. (2017). Welch, Robert ; Tao, Yusi ; ben Omrane, Walid . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:9-30.

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2017Antitakeover provisions and CEO monetary benefits: Revisiting the E-index. (2017). Michael, Amir ; Dixon, Rob ; al Dah, Bilal . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:992-1004.

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2017Exchange-traded Funds as an Alternative Investment Option: a Case Study. (2017). Afonso, Antonio ; Cardoso, Pedro . In: Working Papers REM. RePEc:ise:remwps:wp0222017.

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2017Quantitative Description of Financial Transactions and Risks. (2017). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87316.

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2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201708.

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2017Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201780.

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Recent citations received in 2016
YearCiting document
2016Money Demand Features in CEE Countries. (2016). Mera, Valentina-Ioana . In: Informatica Economica. RePEc:aes:infoec:v:20:y:2016:i:4:p:88-99.

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2016Non-performing loans in the euro area: are core-periphery banking markets fragmented?. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios. In: Working Papers. RePEc:bog:wpaper:219.

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2016Herd Behavior in Emerging Equity Markets: Evidence from Vietnam. (2016). Vo, Xuan Vinh ; Phan, Dang Bao Anh ; Bao, Phan Dang ; Xuan, VO. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:7:y:2016:i:3:p:369-383:n:2.

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2016Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Ameer, Saba . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00683.

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2016Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M ; Peat, Maurice. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

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2016Short selling constraints and stock returns volatility: Empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Bohl, Martin T ; Reher, Gerrit . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:159-166.

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2016Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian. In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122.

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2016The inefficiency of Bitcoin. (2016). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:80-82.

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2016Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin. In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23.

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2016Another January effect—Evidence from stock split announcements. (2016). Beladi, Hamid ; Hu, May ; Chao, Chi Chur. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:123-138.

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2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:211-218.

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2016Corporate debt maturity in the MENA region: Does institutional quality matter?. (2016). Boubaker, Sabri ; Maghyereh, Aktham ; Awartani, Basel ; Belkhir, Mohamed. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:309-325.

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2016Stock market risk in the financial crisis. (2016). Grout, Paul ; Zalewska, Anna. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:326-345.

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2016Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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2016Herd behavior and equity market liquidity: Evidence from major markets. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:140-149.

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2016A macro-analysis of financial decisions: An examination of special dividend announcements. (2016). Beladi, Hamid ; Chao, Chi Chur ; Hu, May. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:162-181.

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2016Are real options a missing piece in the diversification-value puzzle?. (2016). de Andres, Pablo ; Velasco, Pilar ; de la Fuente, Gabriel . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:261-271.

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2016The role of analyst forecasts in the momentum effect. (2016). Tan, Enoch ; Yew, Rand Kwong. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:67-84.

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2016Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:158-166.

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2016Who are the net senders and recipients of volatility spillovers in China’s financial markets?. (2016). Wang, Gang-Jin ; Stanley, Eugene H ; Jiang, Zhi-Qiang ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:255-262.

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2016African stock markets convergence: Regional and global analysis. (2016). ALAGIDEDE, PAUL ; Boako, Gideon . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:317-321.

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2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets. (2016). Yoon, Seong-Min ; Kang, Sanghoon . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:181-188.

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2016Patents and R&D expenditure in explaining stock price movements. (2016). Yu, Gun Jea ; Hong, Kihoon. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:197-203.

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2016Inflation volatility effects on the allocation of bank loans. (2016). Xu, Bing ; Caglayan, Mustafa. In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:27-39.

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2016Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Gozgor, Giray ; Marco, Chi Keung. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:35-45.

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2016Liquidity risk contagion in the interbank market. (2016). Eross, Andrea ; Wolfe, Simon ; Urquhart, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:142-155.

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2016Commodities common factor: An empirical assessment of the markets drivers. (2016). Posch, Peter N ; Lubbers, Johannes . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:28-40.

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2016Cross-listing and value creation. (2016). Ghadhab, Imen ; Hellara, Slaheddine. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:1-11.

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2016How does the tax status of a country impact capital structure? Evidence from the GCC region. (2016). Temimi, Akram ; Mimouni, Karim ; Zeitun, Rami. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:71-89.

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2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark. In: Post-Print. RePEc:hal:journl:hal-01387596.

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2016THE IMPACT OF A CENTRAL BANK’S VERBAL INTERVENTIONS ON STOCK EXCHANGE INDICES IN A RESOURCE BASED ECONOMY: THE EVIDENCE FROM RUSSIA. (2016). Kuznetsova, Olga ; Ulyanova, Sofiya R. In: HSE Working papers. RePEc:hig:wpaper:155/ec/2016.

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2016Impact of the information on tax burden on the stock market. (2016). Stejskalová, Jolana. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:62_2016.

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2016The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging. (2016). Kapounek, Svatopluk. In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:69_2016.

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2016On Hidden Problems of Option Pricing. (2016). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87173.

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2016The impact of the Great Lent and of the Nativity Fast on the Bucharest Stock Exchange. (2016). Stefanescu, Rzvan ; Dumitriu, Ramona. In: MPRA Paper. RePEc:pra:mprapa:89023.

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2016Testing the Efficiency of the Wine Market using Unit Root Tests with Sharp and Smooth Breaks. (2016). Chang, Tsangyao ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:201664.

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2016Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Sheung ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201674.

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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690.

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2016The profitability of pairs trading strategies: distance, cointegration and copula methods. (2016). faff, robert ; Yew, Rand Kwong ; Rad, Hossein . In: Quantitative Finance. RePEc:taf:quantf:v:16:y:2016:i:10:p:1541-1558.

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2016MEASURING FINANCIAL SYSTEMIC STRESS IN ROMANIA: A COMPOSITE INDICATOR APPROACH. (2016). Nagy, Agnes ; Szekely, Imre ; Dezsi-Benyovszki, Annamaria . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:20:y:2016:i:3:p:28-38.

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2016Financial transaction taxes: Announcement effects, short-run effects, and long-run effects. (2016). Eichfelder, Sebastian ; Lau, Mona . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:211.

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2016Regimes dependent speculative trading: Evidence from the United States housing market. (2016). Chen, Zhenxi. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:66.

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Recent citations received in 2015
YearCiting document
2015Driven by the Discount Factor: Impact of Mergers on Market Performance in the Semiconductor Industry. (2015). Siebert, Ralph ; Harris, Jeremiah . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5199.

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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). Zhenzhen, Zhu ; 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. 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 ; Nguyen, Vu Hong Thai, ; Boateng, Agyenim. 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). Sharma, Susan ; Narayan, Paresh ; 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 ; O'Connor, Fergal A ; Baur, Dirk G ; Lucey, Brian M. 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). Nwachukwu, Jacinta ; Ntim, Collins ; Wang, Yan ; 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 ; Kizys, Renatas. 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 ; Peat, Maurice. 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 ; Pierdzioch, Christian ; Rohloff, Sebastian . 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, Seema ; 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 ; Gajdka, Jerzy ; 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). Vortelinos, Dimitrios I. 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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2015Oil 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.

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2015Can SRI Funds Better Resist Global Financial Crisis? Evidence from Japan. (2015). Takeuchi, Kenji ; Nakai, Miwa ; Yamaguchi, Keiko . 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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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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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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2015The Impact of Oil Prices on Macroeconomic Fundamentals, Monetary Policy and Stock Market for eight Middle East and North African Countries. (2015). Maliki, Samir Baha-Eddine ; Simohammed, Kamel ; Benhabib, Abderrezzak . In: MPRA Paper. RePEc:pra:mprapa:75278.

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2015Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach. (2015). Wohar, Mark ; Nguyen, Duc Khuong ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201595.

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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 ; Bayar, Yilmaz. In: Romanian Economic Business Review. RePEc:rau:journl:v:10:y:2015:i:3:p:91-104.

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2015Stock market reaction to dividend surprises: Evidence from Russia. (2015). Berezinets, Irina ; Smirnov, M V ; Ilina, Y B ; Bulatova, L A. In: Working Papers. RePEc:sps:wpaper:6427.

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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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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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2014The role of reconciliation quality in limiting mispricing of non-GAAP earnings announcements by EURO STOXX firms. (2014). Aubert, Franois ; Grudnitski, Gary. In: Advances in accounting. RePEc:eee:advacc:v:30:y:2014:i:1:p:154-167.

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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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2014Modelling stock volatilities during financial crises: A time varying coefficient approach. (2014). Menla Ali, Faek ; Paraskevopoulos, Alexandros G. ; Yfanti, Stavroula ; Karoglou, Michail ; Karanasos, Menelaos. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:113-128.

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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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2014Does the quality of lender–borrower relationships affect small business access to debt? Evidence from Canada and implications in China. (2014). Johan, Sofia A. ; Wu, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:206-211.

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2014Does external finance pressure affect corporate disclosure of Chinese non-state-owned enterprises?. (2014). Zeng, Cheng ; Zhu, Zhenmei ; Tan, Youchao ; Gao, Minghua . In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:212-222.

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2014Returns and volatility spillover in the European banking industry during global financial crisis: Flight to perceived quality or contagion?. (2014). Jayasekera, Ranadeva ; Choudhry, Taufiq. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:36-45.

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2014How do banks create money, and why can other firms not do the same? An explanation for the coexistence of lending and deposit-taking. (2014). Werner, Richard A.. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:71-77.

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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 ; Ftiti, Zied. In: Working Papers. RePEc:ipg:wpaper:2014-440.

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2014Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia. (2014). 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 ; Śmiech, Sławomir. In: MPRA Paper. RePEc:pra:mprapa:57706.

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2014Ownership structure and dividend policy: A study of Russian public companies with dual class shares. (2014). Ilina, Yulia ; Berezinets, Irina ; Alekseeva, L. In: Working Papers. RePEc:sps:wpaper:6384.

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2014Modeling international stock market contagion using multivariate fractionally integrated APARCH approach. (2014). Mighri, Zouheir Ahmed ; Mansouri, Faysal. In: Cogent Economics & Finance. RePEc:taf:oaefxx:doi:10.1080/23322039.2014.963632.

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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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