[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1992 | 0 | 0.08 | 0 | 0 | 12 | 12 | 47 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.1 | 0 | 0 | 15 | 27 | 18 | 0 | 12 | 12 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.11 | 0 | 0 | 13 | 40 | 21 | 0 | 27 | 27 | 0 | 0 | 0.05 | |||||
1995 | 0.11 | 0.19 | 0.19 | 0.18 | 13 | 53 | 11 | 10 | 10 | 28 | 3 | 40 | 7 | 5 | 50 | 0 | 0.08 | |
1996 | 0.08 | 0.22 | 0.11 | 0.11 | 19 | 72 | 53 | 8 | 18 | 26 | 2 | 53 | 6 | 3 | 37.5 | 0 | 0.1 | |
1997 | 0.03 | 0.22 | 0.07 | 0.07 | 15 | 87 | 16 | 6 | 24 | 32 | 1 | 72 | 5 | 3 | 50 | 0 | 0.09 | |
1998 | 0.03 | 0.26 | 0.07 | 0.07 | 17 | 104 | 61 | 7 | 31 | 34 | 1 | 75 | 5 | 1 | 14.3 | 1 | 0.06 | 0.12 |
1999 | 0.03 | 0.28 | 0.1 | 0.05 | 17 | 121 | 96 | 12 | 43 | 32 | 1 | 77 | 4 | 3 | 25 | 3 | 0.18 | 0.14 |
2000 | 0.06 | 0.33 | 0.03 | 0.02 | 25 | 146 | 234 | 3 | 47 | 34 | 2 | 81 | 2 | 0 | 0 | 0.15 | ||
2001 | 0.17 | 0.36 | 0.1 | 0.14 | 26 | 172 | 188 | 18 | 65 | 42 | 7 | 93 | 13 | 0 | 1 | 0.04 | 0.15 | |
2002 | 0.31 | 0.39 | 0.22 | 0.24 | 26 | 198 | 199 | 43 | 108 | 51 | 16 | 100 | 24 | 15 | 34.9 | 11 | 0.42 | 0.21 |
2003 | 0.27 | 0.4 | 0.17 | 0.22 | 32 | 230 | 240 | 37 | 147 | 52 | 14 | 111 | 24 | 4 | 10.8 | 1 | 0.03 | 0.2 |
2004 | 0.26 | 0.45 | 0.26 | 0.41 | 36 | 266 | 414 | 68 | 215 | 58 | 15 | 126 | 52 | 6 | 8.8 | 2 | 0.06 | 0.2 |
2005 | 0.21 | 0.46 | 0.23 | 0.29 | 33 | 299 | 317 | 68 | 284 | 68 | 14 | 145 | 42 | 8 | 11.8 | 3 | 0.09 | 0.22 |
2006 | 0.28 | 0.46 | 0.3 | 0.34 | 27 | 326 | 134 | 98 | 383 | 69 | 19 | 153 | 52 | 6 | 6.1 | 4 | 0.15 | 0.21 |
2007 | 0.35 | 0.42 | 0.37 | 0.44 | 29 | 355 | 230 | 127 | 514 | 60 | 21 | 154 | 68 | 17 | 13.4 | 5 | 0.17 | 0.18 |
2008 | 0.39 | 0.44 | 0.44 | 0.56 | 70 | 425 | 622 | 185 | 699 | 56 | 22 | 157 | 88 | 46 | 24.9 | 11 | 0.16 | 0.21 |
2009 | 0.52 | 0.44 | 0.47 | 0.53 | 34 | 459 | 486 | 218 | 917 | 99 | 51 | 195 | 103 | 60 | 27.5 | 5 | 0.15 | 0.21 |
2010 | 0.59 | 0.43 | 0.48 | 0.54 | 42 | 501 | 389 | 238 | 1156 | 104 | 61 | 193 | 104 | 59 | 24.8 | 3 | 0.07 | 0.18 |
2011 | 0.82 | 0.46 | 0.59 | 0.52 | 40 | 541 | 459 | 312 | 1473 | 76 | 62 | 202 | 106 | 111 | 35.6 | 7 | 0.18 | 0.21 |
2012 | 0.66 | 0.47 | 0.53 | 0.71 | 54 | 595 | 395 | 307 | 1787 | 82 | 54 | 215 | 153 | 47 | 15.3 | 5 | 0.09 | 0.19 |
2013 | 0.89 | 0.53 | 0.69 | 0.93 | 97 | 692 | 878 | 474 | 2262 | 94 | 84 | 240 | 223 | 100 | 21.1 | 25 | 0.26 | 0.22 |
2014 | 1.16 | 0.55 | 0.89 | 1.22 | 107 | 799 | 626 | 708 | 2970 | 151 | 175 | 267 | 327 | 80 | 11.3 | 38 | 0.36 | 0.22 |
2015 | 0.97 | 0.56 | 0.81 | 0.94 | 129 | 928 | 661 | 751 | 3721 | 204 | 197 | 340 | 320 | 113 | 15 | 82 | 0.64 | 0.21 |
2016 | 1.15 | 0.58 | 0.99 | 1.21 | 157 | 1085 | 524 | 1069 | 4792 | 236 | 271 | 427 | 515 | 156 | 14.6 | 44 | 0.28 | 0.2 |
2017 | 0.93 | 0.6 | 1.02 | 1.03 | 85 | 1170 | 151 | 1196 | 5990 | 286 | 266 | 544 | 561 | 116 | 9.7 | 21 | 0.25 | 0.22 |
2018 | 0.97 | 0.76 | 0.97 | 1.01 | 112 | 1282 | 103 | 1244 | 7239 | 242 | 235 | 575 | 583 | 121 | 9.7 | 26 | 0.23 | 0.31 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2011 | Dynamic 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 | 236 |
2 | 2013 | Hedges 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 | 162 |
3 | 2009 | Volatility 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 | 129 |
4 | 2013 | Global financial crisis and emerging stock market contagion: A multivariate FIAPARCHâDCC 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 | 100 |
5 | 2004 | Equity 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 | 97 |
6 | 2008 | Financial 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 | 84 |
7 | 2012 | Foreign 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 | 80 |
8 | 2007 | Dynamic 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 | 71 |
9 | 2008 | Sudden changes in volatility in emerging markets: The case of Gulf Arab stock markets. (2008). Hammoudeh, Shawkat ; Li, Huimin. In: International Review of Financial Analysis. RePEc:eee:finana:v:17:y:2008:i:1:p:47-63. Full description at Econpapers || Download paper | 70 |
10 | 2004 | International 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 | 66 |
11 | 2009 | The 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 | 64 |
12 | 2015 | Stock 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 | 63 |
13 | 2009 | Analysis 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 | 59 |
14 | 2000 | Causality 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 | 56 |
15 | 2009 | Does 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 | 56 |
16 | 2008 | Bank 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. Full description at Econpapers || Download paper | 52 |
17 | 2015 | Does 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 | 51 |
18 | 2016 | Negative 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. Full description at Econpapers || Download paper | 51 |
19 | 2001 | What 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. Full description at Econpapers || Download paper | 50 |
20 | 2015 | The financial economics of gold â A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205. Full description at Econpapers || Download paper | 50 |
21 | 2015 | Does 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 | 45 |
22 | 2010 | Price and volatility spillovers across North American, European and Asian stock markets. (2010). Pandey, Ajay ; Singh, Priyanka ; Kumar, Brajesh ; Rajeshkumar, B. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:55-64. Full description at Econpapers || Download paper | 43 |
23 | 2005 | Weather, 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. Full description at Econpapers || Download paper | 42 |
24 | 2005 | Equity 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. Full description at Econpapers || Download paper | 42 |
25 | 2015 | Are 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 | 41 |
26 | 2014 | Can banks individually create money out of nothing? â 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 | 41 |
27 | 2015 | Dynamic 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 | 40 |
28 | 2008 | Stock 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. Full description at Econpapers || Download paper | 39 |
29 | 2006 | The 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. Full description at Econpapers || Download paper | 39 |
30 | 2014 | Contagion, 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 | 38 |
31 | 2016 | Intra- 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 | 37 |
32 | 2003 | Testing 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. Full description at Econpapers || Download paper | 37 |
33 | 2010 | An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation. (2010). Hatemi-J, Abdulnasser ; Al Janabi, Mazin A. M., ; Irandoust, Manuchehr ; Hatemi-J, Abdulnasser, ; Hatemi-J , Abdulnasser, . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:1:p:47-54. Full description at Econpapers || Download paper | 36 |
34 | 2000 | On 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. Full description at Econpapers || Download paper | 36 |
35 | 2013 | Herding behavior in REITs: Novel tests and the role of financial crisis. (2013). KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS ; Economou, Fotini ; Philippas, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:166-174. Full description at Econpapers || Download paper | 35 |
36 | 2001 | Dynamic 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. Full description at Econpapers || Download paper | 35 |
37 | 2010 | International Financial Reporting Standards and the quality of financial statement information. (2010). Iatridis, George. In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:3:p:193-204. Full description at Econpapers || Download paper | 35 |
38 | 2009 | Unifractality and multifractality in the Italian stock market. (2009). Onali, Enrico ; Goddard, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:4:p:154-163. Full description at Econpapers || Download paper | 34 |
39 | 2008 | Empirical 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. Full description at Econpapers || Download paper | 34 |
40 | 2012 | Cointegration 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. Full description at Econpapers || Download paper | 32 |
41 | 2010 | Macroeconomic 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 | 31 |
42 | 1992 | Prices 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. Full description at Econpapers || Download paper | 30 |
43 | 2013 | Financial 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. Full description at Econpapers || Download paper | 30 |
44 | 2016 | Impact 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 | 29 |
45 | 2013 | Efficient 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. Full description at Econpapers || Download paper | 29 |
46 | 2014 | Textual 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. Full description at Econpapers || Download paper | 28 |
47 | 2010 | Capital 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. Full description at Econpapers || Download paper | 28 |
48 | 2002 | The 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. Full description at Econpapers || Download paper | 27 |
49 | 2009 | Together 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. Full description at Econpapers || Download paper | 27 |
50 | 2014 | On 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. Full description at Econpapers || Download paper | 26 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2011 | Dynamic 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 | 97 |
2 | 2013 | Hedges 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 | 80 |
3 | 2009 | Volatility 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 | 50 |
4 | 2016 | Negative 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. Full description at Econpapers || Download paper | 49 |
5 | 2013 | Global financial crisis and emerging stock market contagion: A multivariate FIAPARCHâDCC 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 | 48 |
6 | 2012 | Foreign 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 | 42 |
7 | 2015 | The financial economics of gold â A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205. Full description at Econpapers || Download paper | 37 |
8 | 2015 | Does 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 | 33 |
9 | 2016 | Intra- 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 | 32 |
10 | 2015 | Are 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 | 32 |
11 | 2015 | Stock 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 | 32 |
12 | 2015 | Dynamic 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 | 28 |
13 | 2016 | Impact 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 | 26 |
14 | 2014 | Can banks individually create money out of nothing? â 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 | 25 |
15 | 2009 | Analysis 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 | 24 |
16 | 2016 | Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:209-220. Full description at Econpapers || Download paper | 24 |
17 | 2014 | Contagion, 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 | 23 |
18 | 2009 | The 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 | 22 |
19 | 2009 | Does 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 |
20 | 2013 | Financial 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. Full description at Econpapers || Download paper | 20 |
21 | 2015 | Diversifying 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. Full description at Econpapers || Download paper | 19 |
22 | 2004 | Equity 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 | 18 |
23 | 2004 | International 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 | 18 |
24 | 2015 | Is 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. Full description at Econpapers || Download paper | 18 |
25 | 2015 | Does 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 | 17 |
26 | 2017 | Return 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. Full description at Econpapers || Download paper | 17 |
27 | 2012 | Cointegration 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. Full description at Econpapers || Download paper | 17 |
28 | 2014 | On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007â2010. (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. Full description at Econpapers || Download paper | 16 |
29 | 2012 | Loan loss provisioning and income smoothing in US banks pre and post the financial crisis. (2012). El Sood, Heba Abou . In: International Review of Financial Analysis. RePEc:eee:finana:v:25:y:2012:i:c:p:64-72. Full description at Econpapers || Download paper | 16 |
30 | 2014 | Textual 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. Full description at Econpapers || Download paper | 16 |
31 | 2008 | Financial 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 | 16 |
32 | 2016 | Google searches and stock returns. (2016). Molnár, Peter ; Bijl, Laurens ; Molnar, Peter ; Sandvik, Eirik ; Kringhaug, Glenn . In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:150-156. Full description at Econpapers || Download paper | 15 |
33 | 2014 | Ownership 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. Full description at Econpapers || Download paper | 15 |
34 | 2013 | Efficient 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. Full description at Econpapers || Download paper | 15 |
35 | 2013 | The 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. Full description at Econpapers || Download paper | 15 |
36 | 2018 | Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. (2018). Roubaud, David ; Ji, Qiang ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:1-12. Full description at Econpapers || Download paper | 14 |
37 | 2010 | Macroeconomic 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 | 14 |
38 | 2007 | Dynamic 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 | 14 |
39 | 2005 | Weather, 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. Full description at Econpapers || Download paper | 14 |
40 | 2014 | On 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. Full description at Econpapers || Download paper | 14 |
41 | 2012 | Basel III: Is the cure worse than the disease?. (2012). Milne, Alistair ; Thomas, Steve ; Chan, Ka Kei ; Allen, Bill . In: International Review of Financial Analysis. RePEc:eee:finana:v:25:y:2012:i:c:p:159-166. Full description at Econpapers || Download paper | 14 |
42 | 2016 | Deflation, bank credit growth, and non-performing loans: Evidence from Japan. (2016). Vithessonthi, Chaiporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:295-305. Full description at Econpapers || Download paper | 14 |
43 | 2015 | Ownership concentration and corporate performance from a dynamic perspective: Does national governance quality matter?. (2015). Nguyen, Tuan ; Reddy, Krishna ; Locke, Stuart. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:148-161. Full description at Econpapers || Download paper | 14 |
44 | 2019 | Portfolio diversification with virtual currency: Evidence from bitcoin. (2019). Saadi, Samir ; Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:431-437. Full description at Econpapers || Download paper | 14 |
45 | 2016 | On Economic Space notion. (2016). Olkhov, Victor. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:372-381. Full description at Econpapers || Download paper | 14 |
46 | 2017 | Oil 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. Full description at Econpapers || Download paper | 14 |
47 | 2019 | Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199. Full description at Econpapers || Download paper | 13 |
48 | 2000 | Causality 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 | 13 |
49 | 2013 | Corporate 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. Full description at Econpapers || Download paper | 13 |
50 | 2018 | Bitcoin is not the New Gold â A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116. Full description at Econpapers || Download paper | 13 |
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2018 | Bank Survival in European Emerging Markets. (2018). Kocenda, Evzen ; Iwasaki, Ichiro ; Koenda, Even. In: Discussion Paper Series. RePEc:hit:hituec:675. Full description at Econpapers || Download paper | |
2018 | Credit risk of subsidiaries of foreign banks in CEE countries: Impacts of the parent bank and home country economic environment. (2018). Skrabic Peric, Blanka ; Aljinovi, Zdravka ; Smiljani, Ana Rimac. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:49-69. Full description at Econpapers || Download paper | |
2018 | Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies. (2018). Kalyvas, Antonios ; Nguyen, Thanh Cong ; Bermpei, Theodora. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:255-275. Full description at Econpapers || Download paper | |
2018 | Are equity market anomalies disappearing? Evidence from the U.K.. (2018). cotter, john ; McGeever, Niall. In: Working Papers. RePEc:ucd:wpaper:201804. Full description at Econpapers || Download paper | |
2018 | Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Pätäri, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville ; Patari, Eero. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672. Full description at Econpapers || Download paper | |
2018 | Why are older investors less willing to take financial risks?. (2018). Brooks, Chris ; Money, Kevin ; Hillenbrand, Carola ; Sangiorgi, Ivan. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:52-72. Full description at Econpapers || Download paper | |
2018 | The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39. Full description at Econpapers || Download paper | |
2018 | Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201816. Full description at Econpapers || Download paper | |
2018 | Analyzing timeâfrequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102. Full description at Econpapers || Download paper | |
2018 | What drives natural gas prices in the United States? â A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying . In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:79-88. Full description at Econpapers || Download paper | |
2018 | Evaluating the dynamic performance of energy portfolios: Empirical evidence from the DEA directional distance function. (2018). Zhang, Yue-Jun ; Chen, Ming-Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:1:p:64-78. Full description at Econpapers || Download paper | |
2018 | Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256. Full description at Econpapers || Download paper | |
2018 | Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404. Full description at Econpapers || Download paper | |
2018 | The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469. Full description at Econpapers || Download paper | |
2018 | Wavelet power spectrum and cross-coherency of Spanish economic variables. (2018). Gonzalez-Concepcion, Concepcion ; Pestano-Gabino, Celina ; Gil-Faria, Maria Candelaria . In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1295-5. Full description at Econpapers || Download paper | |
2018 | OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach. (2018). GUPTA, RANGAN ; Yoon, Seong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214. Full description at Econpapers || Download paper | |
2018 | Copper price determination: fundamentals versus non-fundamentals. (2018). Guzman, Juan Ignacio ; Silva, Enrique. In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y. Full description at Econpapers || Download paper | |
2018 | Is food financialized? Yes, but only when liquidity is abundant. (2018). Oran, Adil ; Soytas, Ugur ; Ordu, Beyza Mina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96. Full description at Econpapers || Download paper | |
2018 | Crude oil price and speculative activity: a cointegration analysis. (2018). Socha, Robert ; Wdowiski, Piotr. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:10:y:2018:i:3:p:263-304. Full description at Econpapers || Download paper | |
2018 | Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29. Full description at Econpapers || Download paper | |
2018 | Are diamonds a safe haven?. (2018). Decclesia, Rita Laura ; Jotanovic, Vera. In: Review of Managerial Science. RePEc:spr:rvmgts:v:12:y:2018:i:4:d:10.1007_s11846-017-0234-3. Full description at Econpapers || Download paper | |
2018 | IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Bouri, Elie. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:95-114. Full description at Econpapers || Download paper | |
2018 | Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34. Full description at Econpapers || Download paper | |
2018 | Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55 | |
2018 | Information transmission across stock indices and stock index futures: International evidence using wavelet framework. (2018). Aloui, Chaker ; Yarovaya, Larisa ; Keung, Marco Chi ; Hkiri, Besma. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:411-421. Full description at Econpapers || Download paper | |
2018 | Information Transmission between Mature and Emerging Equity Markets During Normal and Crisis Periods: An Empirical Examination. (2018). Deisting, Florent ; Jain, Payal ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:1:d:10.1007_s40953-016-0067-y. Full description at Econpapers || Download paper | |
2018 | A return spillover network perspective analysis of Chinese financial institutionsâ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421. Full description at Econpapers || Download paper | |
2018 | Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114. Full description at Econpapers || Download paper | |
2018 | Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429. Full description at Econpapers || Download paper | |
2018 | Volatility Spillover Analysis Post Implementation of AEC 2015 Agreement: Empirical Study on ASEAN-5 Stock Market. (2018). Panjaitan, Yunia ; Saadah, Siti . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:9:y:2018:i:2:p:105-111. Full description at Econpapers || Download paper | |
2018 | Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230. Full description at Econpapers || Download paper | |
2018 | Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202. Full description at Econpapers || Download paper | |
2018 | Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20. Full description at Econpapers || Download paper | |
2018 | Cyclicality of lending in Africa: The influence of bank ownership. (2018). Weill, Laurent ; Zins, Alexandra . In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:164-180. Full description at Econpapers || Download paper | |
2018 | Credit growth and non-performing loans: evidence from Turkey and some Balkan countries. (2018). Alihodi, Almir ; Ek, Brahim Halil. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2018:v:9:p:229-249. Full description at Econpapers || Download paper | |
2018 | Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach. (2018). Economou, Fotini ; Tsouma, Ekaterini ; Panagopoulos, Yannis. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:459-470. Full description at Econpapers || Download paper | |
2018 | The determinants of Bank Profitability: Does Liquidity Creation matter?. (2018). Sahyouni, Ahmad ; Wang, Man. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0018. Full description at Econpapers || Download paper | |
2018 | How Does Unobserved Heterogeneity Affect Value Relevance?. (2018). Ertugrul, Melik ; Demir, Volkan. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:2:p:288-301. Full description at Econpapers || Download paper | |
2018 | Herding tendency among investors with heterogeneous information: Evidence from Chinaâs equity markets. (2018). Alhaj-Yaseen, Yaseen S ; Yau, Siu-Kong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:60-75. Full description at Econpapers || Download paper | |
2018 | The valuation effects of investor attention in stock-financed acquisitions. (2018). Adra, Samer ; Barbopoulos, Leonidas G. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:108-125. Full description at Econpapers || Download paper | |
2018 | Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns. (2018). Lovcha, Yuliya ; Laborda, alex Perez . In: Working Papers. RePEc:urv:wpaper:2072/307362. Full description at Econpapers || Download paper | |
2018 | What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2018). Åmiech, SÅawomir ; DÄ
browski, Marek ; Fijorek, Kamil ; Dbrowski, Marek A ; Papie, Monika. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201855. Full description at Econpapers || Download paper | |
2018 | Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-46.pdf. Full description at Econpapers || Download paper | |
2018 | Glamour versus value, market timing and firm performance: evidence from mergers and acquisitions. (2018). Chuang, Kai-Shi . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:4:d:10.1007_s11156-017-0694-1. Full description at Econpapers || Download paper | |
2018 | Do Chinese internet stock message boards convey firm-specific information?. (2018). Shen, Dehua ; Zhang, Wei ; Li, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:1-14. Full description at Econpapers || Download paper | |
2018 | A generative model for the collective attention of the Chinese stock market investors. (2018). Liu, Jian-Guo ; Yu, Chang-Rui ; Yang, Zhen-Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1175-1182. Full description at Econpapers || Download paper | |
2018 | Are Internet message boards used to facilitate stock price manipulation? Evidence from an emerging market, Thailand. (2018). Laksomya, Nattapong ; Treepongkaruna, Sirimon ; Tanthanongsakkun, Suparatana ; Powell, John G. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:275-309. Full description at Econpapers || Download paper | |
2018 | A sliding windows approach to analyse the evolution of bank shares in the European Union. (2018). Ferreira, Paulo ; Guedes, Everaldo Freitas ; Dionisio, Andreia ; Zebende, Gilney Figueira. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1355-1367. Full description at Econpapers || Download paper | |
2018 | Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient. (2018). Ferreira, Paulo ; Brito, Paulo ; Nunes, Jose ; Loures, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:675-681. Full description at Econpapers || Download paper | |
2018 | Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672. Full description at Econpapers || Download paper | |
2018 | Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market. (2018). Gao, Yang ; Liu, Chao ; Wang, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:802-811. Full description at Econpapers || Download paper | |
2018 | Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and LeadâLag Relationship with Returns: Evidence from Pakistan. (2018). Khan, Mehwish Aziz ; Ahmad, Eatzaz. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:94-:d:192967. Full description at Econpapers || Download paper | |
2018 | Institutional cross-ownership and corporate strategy: The case of mergers and acquisitions. (2018). Brooks, Chris ; Zeng, Yeqin ; Chen, Zhong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:187-216. Full description at Econpapers || Download paper | |
2018 | Institutional investor monitoring motivation and the marginal value of cash. (2018). Ward, Charles ; Zeng, Yeqin ; Yin, Chao. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:49-75. Full description at Econpapers || Download paper | |
2018 | Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households. (2018). Poitras, Geoffrey ; Zanotti, Giovanna. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:42-:d:158481. Full description at Econpapers || Download paper | |
2018 | Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals. (2018). Omura, Akihiro ; Todorova, Neda ; Chung, Richard ; Li, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:496-510. Full description at Econpapers || Download paper | |
2018 | Estimating the impact of Chinas export policy on tin prices: a mode decomposition counterfactual analysis method. (2018). Zhu, Yongguang ; Ali, Saleem Hassan ; Cheng, Jinhua ; Xu, Deyi. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:250-264. Full description at Econpapers || Download paper | |
2018 | Business failure, efficiency, and volatility: Evidence from the European insurance industry. (2018). Eling, Martin ; Jia, Ruo. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:58-76. Full description at Econpapers || Download paper | |
2018 | The New Insurance Distribution Regulation in the EUâA Critical Assessment from a Legal and Economic Perspective. (2018). Kohne, Thomas ; Brommelmeyer, Christoph. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:4:d:10.1057_s41288-018-0089-0. Full description at Econpapers || Download paper | |
2018 | Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks. (2018). Rizvi, Syed Aun R. ; Ibrahim, Mansor. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:31-47. Full description at Econpapers || Download paper | |
2018 | Determinants of Bank Stability: A Financial Statement Analysis of Turkish Banks. (2018). Daniman, Gamze Ozturk. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:180406. Full description at Econpapers || Download paper | |
2018 | Impacts of Financial Inclusion on Non-Performing Loans of Commercial Banks: Evidence from China. (2018). Chen, Feng-Wen ; Wang, Wei ; Feng, Yuan. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3084-:d:166573. Full description at Econpapers || Download paper | |
2018 | Provision for Bad & Doubtful Financing and Contingency Reserve Management: Assessing Resilient and Stable Islamic Banks. (2018). Ahmad, Asmalia Che ; Kamsi, Nor Samsinar ; Abd, Farrah Dina ; Nasir, Noormahayu Mohd ; Abu, Mohd Afandi. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:621-627. Full description at Econpapers || Download paper | |
2018 | Bank Regulation and Financial Stability. (2018). Bui, Christina. In: PhD Thesis. RePEc:uts:finphd:5-2018. Full description at Econpapers || Download paper | |
2018 | Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach. (2018). Tachibana, Minoru. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:75-106. Full description at Econpapers || Download paper | |
2018 | Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340. Full description at Econpapers || Download paper | |
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2018 | 57 Channels (And Nothin On) - Does TV-News on the Eurozone Affect Government Bond Yield Spreads?. (2018). Thomas, Tobias ; Feld, Lars ; Kohler, Ekkehard A ; Wolfinger, Julia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7437. Full description at Econpapers || Download paper | |
2018 | Examination of the profitability of technical analysis based on moving average strategies in BRICS. (2018). Silva, Matheus Jose ; Kimura, Herbert ; Sobreiro, Vinicius Amorim ; Pena, Marina Garcia ; Franco, Danilo Guimares. In: Financial Innovation. RePEc:spr:fininn:v:4:y:2018:i:1:d:10.1186_s40854-018-0087-z. Full description at Econpapers || Download paper | |
2018 | Equity Analysis in Buying Company Shares on the Philippine Stock Exchange. (2018). Medina, Prince T. In: GATR Journals. RePEc:gtr:gatrjs:jfbr148. Full description at Econpapers || Download paper | |
2018 | The Business Cycle Model Beyond General Equilibrium. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87204. Full description at Econpapers || Download paper | |
2018 | How Macro Transactions Describe the Evolution and Fluctuation of Financial Variables. (2018). Olkhov, Victor. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:38-:d:138609. Full description at Econpapers || Download paper | |
2018 | Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721. Full description at Econpapers || Download paper | |
2018 | Economic Transactions Govern Business Cycles. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87207. Full description at Econpapers || Download paper | |
2018 | Economic Transactions Govern Business Cycles. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:88531. Full description at Econpapers || Download paper | |
2018 | Expectations, Price Fluctuations and Lorenz Attractor. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:89105. Full description at Econpapers || Download paper | |
2018 | Economic and Financial Transactions Govern Business Cycles. (2018). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:93269. Full description at Econpapers || Download paper | |
2018 | What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?. (2018). CAPELLE-BLANCARD, Gunther. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:1:d:10.1057_s41294-017-0049-x. Full description at Econpapers || Download paper | |
2018 | One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?. (2018). Deng, Yongheng ; Wei, Shang-Jin ; Liu, Xin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:663-692. Full description at Econpapers || Download paper | |
2018 | Empirical investigation of co-authorship in the field of finance: A network perspective. (2018). Samitas, Aristeidis ; Kampouris, Elias. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:235-246. Full description at Econpapers || Download paper | |
2018 | Publication patterns and coauthorship in the Journal of Corporate Finance. (2018). Andrikopoulos, Andreas ; Trichas, Georgios. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:98-108. Full description at Econpapers || Download paper | |
2018 | Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239. Full description at Econpapers || Download paper | |
2018 | Why do over-deviated firms from target leverage undertake foreign acquisitions?. (2018). Ahmed, Yousry ; Elshandidy, Tamer. In: International Business Review. RePEc:eee:iburev:v:27:y:2018:i:2:p:309-327. Full description at Econpapers || Download paper | |
2018 | Investor sentiment and the riskâreturn tradeoff in the Brazilian market. (2018). Piccoli, Pedro ; da Silva, Wesley Vieira. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:599-618. Full description at Econpapers || Download paper | |
2018 | SMEs near-death experiences. Do local banks extend a helping hand?. (2018). Iwanicz-Drozdowska, Magorzata ; Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:47-65. Full description at Econpapers || Download paper | |
2018 | Free cash flow and corporate profitability in emerging economies: Empirical evidence from Vietnam. (2018). Nguyen, Tuan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00746. Full description at Econpapers || Download paper | |
2018 | How does banking market power affect bank opacity? Evidence from analysts forecasts. (2018). Fosu, Samuel ; Murinde, Victor ; Ntim, Collins G ; Agyei-Boapeah, Henry ; Danso, Albert. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:38-52. Full description at Econpapers || Download paper | |
2018 | Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis. (2018). Ferreira, Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:454-470. Full description at Econpapers || Download paper | |
2018 | The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists. (2018). Poitras, Geoffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:89-98. Full description at Econpapers || Download paper | |
2018 | Ising model, econophysics and analogies. (2018). Schinckus, Christophe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:95-103. Full description at Econpapers || Download paper | |
2018 | Risk Management of Dollarization in Banking: Case of Post-Soviet Countries. (2018). Kaminskyi, Andrii ; Versal, Nataliia. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:14:y:2018:i:2:p:21-40. Full description at Econpapers || Download paper | |
2018 | Does US cross-listing come with incremental benefit for already UK cross-listed firms. (2018). Ghadhab, Imen ; Mrad, Mouna . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:188-204. Full description at Econpapers || Download paper | |
2018 | A new method for better portfolio investment: A case of the Korean stock market. (2018). Eom, Cheoljun ; Park, Jongwon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:213-231. Full description at Econpapers || Download paper | |
2018 | Oil volatility and sovereign risk of BRICS. (2018). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Raza, Naveed ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269. Full description at Econpapers || Download paper | |
2018 | Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Bhatia, Vaneet. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252. Full description at Econpapers || Download paper | |
2018 | The performance of precious-metal mutual funds: Does uncertainty matter?. (2018). Reboredo, Juan ; Otero, Luis A. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:13-22. Full description at Econpapers || Download paper | |
2018 | Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7. Full description at Econpapers || Download paper | |
2018 | Interdependence structure of precious metal prices: A multi-scale perspective. (2018). Tweneboah, George ; Alagidede, Paul. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:427-434. Full description at Econpapers || Download paper | |
2018 | EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033. Full description at Econpapers || Download paper | |
2018 | Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583. Full description at Econpapers || Download paper | |
2018 | Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective. (2018). Huang, Shupei ; Jia, Xiaoliang . In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:122-130. Full description at Econpapers || Download paper | |
2018 | A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:199-218. Full description at Econpapers || Download paper | |
2018 | Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593. Full description at Econpapers || Download paper | |
2018 | Oilâgold time varying nexus: A timeâfrequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104. Full description at Econpapers || Download paper | |
2018 | Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis. Full description at Econpapers || Download paper | |
2018 | Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Degiannakis, Stavros ; Arora, Vipin ; Filis, George. In: MPRA Paper. RePEc:pra:mprapa:96270. Full description at Econpapers || Download paper | |
2018 | Asymmetric and nonlinear inter-relations of US stock indices. (2018). Gkillas (Gillas), Konstantinos ; Svingou, Argyro ; Syriopoulos, Costas ; Vortelinos, Dimitrios. In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:ijmf-02-2017-0018. Full description at Econpapers || Download paper | |
2018 | Imitation-related performance outcomes in social trading: A configurational approach. (2018). , Elisabeth ; Wohlgemuth, Veit ; Wenzel, Matthias. In: Journal of Business Research. RePEc:eee:jbrese:v:89:y:2018:i:c:p:322-327. Full description at Econpapers || Download paper | |
2018 | To follow or not to follow â An empirical analysis of the returns of actors on social trading platforms. (2018). Dorfleitner, Gregor ; Dietrich, Natalie ; Stang, Nico ; Willmertinger, Philipp ; Lung, Carina ; Fischer, Lukas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:160-171. Full description at Econpapers || Download paper | |
2018 | Beyond gender diversity: How specific attributes of female directors affect earnings management. (2018). Gull, Ammar Ali ; Chtioui, Tawhid ; Nagati, Haithem ; Nekhili, Mehdi. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:3:p:255-274. Full description at Econpapers || Download paper | |
2018 | The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). ap Gwilym, Owain ; Alsakka, Rasha ; Abad, Pilar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57. Full description at Econpapers || Download paper | |
2018 | Medición de la vulnerabilidad monetaria en el área latinoamericana bajo un enfoque de señales ?móviles?/Measurement of Monetary Vulnerability in the Latin American Area using a. (2018). Medina, Eva ; Perucha, David Salvador ; Moral, Eva Medina . In: Estudios de EconomÃa Aplicada. RePEc:lrk:eeaart:36_2_12. Full description at Econpapers || Download paper | |
2018 | Implied volatility indices: A review and extension in the Turkish case. (2018). Sensoy, Ahmet ; Omole, John. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:151-161. Full description at Econpapers || Download paper | |
2018 | Oil market volatility and stock market volatility. (2018). Molnár, Peter ; Molnar, Peter ; Bata, Milan. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:204-214. Full description at Econpapers || Download paper | |
2018 | Bank Concentration and Firms Debt Structure: Evidence from China. (2018). Liu, Peisen ; Huang, Shoujun. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2018:v:19:i:1:liu:huang:li. Full description at Econpapers || Download paper | |
2018 | African stock markets in the midst of the global financial crisis: Recoupling or decoupling?. (2018). Boako, Gideon ; Alagidede, Paul. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:166-180. Full description at Econpapers || Download paper | |
2018 | The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298. Full description at Econpapers || Download paper | |
2018 | Survivorship bias and comparability of UK open-ended fund databases. (2018). Hanke, Bernd ; Zagonov, Maxim ; Quigley, Garrett ; Keswani, Aneel . In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:110-114. Full description at Econpapers || Download paper | |
2018 | A conditional regime switching CAPM. (2018). Vendrame, Vasco ; Tucker, Jon ; Guermat, Cherif. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:1-11. Full description at Econpapers || Download paper | |
2018 | Venture capital in Europe: social capital, formal institutions and mediation effects. (2018). Grilli, Luca ; Latifi, Gresa ; Mrkajic, Boris . In: Small Business Economics. RePEc:kap:sbusec:v:51:y:2018:i:2:d:10.1007_s11187-018-0007-7. Full description at Econpapers || Download paper | |
2018 | Market integration, country institutions and IPO underpricing. (2018). Marcato, Gianluca ; Zheng, Chen ; Milcheva, Stanimira. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:87-105. Full description at Econpapers || Download paper | |
2018 | Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Ji, Qiang ; Uddin, Gazi Salah ; Nehler, Henrik ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126. Full description at Econpapers || Download paper | |
2018 | On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market. (2018). Damianov, Damian S ; Elsayed, Ahmed H. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:193-200. Full description at Econpapers || Download paper | |
2018 | Forecasting and risk management in the Vietnam Stock Exchange. (2018). Darné, Olivier ; Ha, Manh. In: Working Papers. RePEc:hal:wpaper:halshs-01679456. Full description at Econpapers || Download paper | |
2018 | Who exacerbates the extreme swings in the Chinese stock market?. (2018). Wu, Eliza ; Tian, Shu. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:50-59. Full description at Econpapers || Download paper | |
2018 | A strategic fund family business decision: The pension fund liquidation. (2018). Alda, Mercedes. In: Journal of Business Research. RePEc:eee:jbrese:v:91:y:2018:i:c:p:248-265. Full description at Econpapers || Download paper | |
2018 | The Impact of Business and Political News on the GCC Stock Markets. (2018). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Al-Maadid, Alanoud. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7353. Full description at Econpapers || Download paper | |
2018 | Does Analyst Coverage Enhance Firmsâ Corporate Social Performance? Evidence from Korea. (2018). Chun, Hong-Min ; Shin, Sang-Yi. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2561-:d:159246. Full description at Econpapers || Download paper | |
2018 | Security analystsâ earnings forecasting performance based on information transmission network. (2018). Hou, Jianlei ; Yang, Haijun ; Zhao, Shangmei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:611-619. Full description at Econpapers || Download paper | |
2018 | The economics of different generation technologies for frequency response provision. (2018). Wyman-Pain, Heather ; Li, Furong ; Thomas, Cain ; Bian, Yuankai. In: Applied Energy. RePEc:eee:appene:v:222:y:2018:i:c:p:554-563. Full description at Econpapers || Download paper | |
2018 | CryptoRuble: From Russia with Love. (2018). Liew, Jim Kyung-Soo ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1801.05760. Full description at Econpapers || Download paper | |
2018 | The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056. Full description at Econpapers || Download paper | |
2018 | Herding Behaviour in the Cryptocurrency Market. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201834. Full description at Econpapers || Download paper | |
2018 | Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63. Full description at Econpapers || Download paper | |
2018 | Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284. Full description at Econpapers || Download paper | |
2018 | An investigation into the dependence structure of major cryptocurrencies. (2018). Saha, Kunal. In: EconStor Preprints. RePEc:zbw:esprep:181878. Full description at Econpapers || Download paper | |
2018 | Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices. (2018). Mba, Ifeoma Christy ; Arazu, Winnie Ogochukwu ; Ogbuabor, Jonathan Emenike. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-35. Full description at Econpapers || Download paper | |
2018 | Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness. (2018). Milunovich, George. In: Papers. RePEc:arx:papers:1809.03072. Full description at Econpapers || Download paper | |
2018 | Cryptocurrency, Artificial Intelligence and Basic Income as Innovative Technological System. (2018). Sopilnyk, Lyubomyr ; Kopytko, Vasyl ; Shevchuk, Andriy. In: Traektoriâ Nauki = Path of Science. RePEc:pos:journl:37-4. Full description at Econpapers || Download paper | |
2018 | Сryptocurrency and Internet of Things: Problems of Implementation and Realization. (2018). Sopilnyk, Lyubomyr ; Yankovska, Larysa ; Kopytko, Vasyl ; Shevchuk, Andriy. In: Traektoriâ Nauki = Path of Science. RePEc:pos:journl:38-1. Full description at Econpapers || Download paper | |
2018 | Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?. (2018). Fry, John. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:225-229. Full description at Econpapers || Download paper | |
2018 | Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88. Full description at Econpapers || Download paper | |
2018 | Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664. Full description at Econpapers || Download paper | |
2018 | Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness. (2018). Milunovich, George. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:551-563. Full description at Econpapers || Download paper | |
2018 | HERDING IN CRYPTO-CURRENCY MARKETS. (2018). Ajaz, Taufeeq ; Kumar, Anoop S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069. Full description at Econpapers || Download paper | |
2018 | How do turbulent sectoral conditions sector influence the value of coal mining enterprises? Perspectives from the Central-Eastern Europe coal mining industry. (2018). Jonek-Kowalska, Izabela. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:103-112. Full description at Econpapers || Download paper | |
2018 | Optimistic bias of analysts earnings forecasts: Does investor sentiment matter in China?. (2018). Yin, Libo ; Wu, Yanran ; Han, Liyan ; Liu, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:147-163. Full description at Econpapers || Download paper | |
2018 | Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization?. (2018). Ly, Kim Cuong ; Shimizu, Katsutoshi. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:77-89. Full description at Econpapers || Download paper | |
2018 | Do banks adjust their liquidity to cope with environmental variation? A study of bank deregulation. (2018). Ly, Kim Cuong ; Jiang, Showyi Yuxiang ; Fan, Yaoyao. In: Working Papers. RePEc:swn:wpaper:2018-31. Full description at Econpapers || Download paper | |
2018 | Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature. (2018). Schreder, Max. In: Journal of Accounting Literature. RePEc:eee:joacli:v:41:y:2018:i:c:p:142-172. Full description at Econpapers || Download paper | |
2018 | International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries. (2018). Vo, Xuan Vinh ; Ellis, Craig . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:19-27. Full description at Econpapers || Download paper | |
2018 | Credit risk contagion coupling with sentiment contagion. (2018). Jiang, Shanshan ; Fan, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:186-202. Full description at Econpapers || Download paper | |
2018 | Reaching Sustainable Financial Health: Gender Differences in Risk-Taking Patterns of Financially Excluded People. (2018). Kim, Eunmi ; Lee, Joonwhan David. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1289-:d:142523. Full description at Econpapers || Download paper | |
2018 | Microfinance in Cambodia: Development, Challenges, and Prospects. (2018). Thath, Rido. In: MPRA Paper. RePEc:pra:mprapa:89969. Full description at Econpapers || Download paper | |
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2018 | Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach. (2018). Ryu, Doojin ; Lee, Geul. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201868. Full description at Econpapers || Download paper | |
2018 | Macroeconomic Uncertainty and the Comovement in Buying versus Renting in the United States. (2018). GUPTA, RANGAN ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201832. Full description at Econpapers || Download paper | |
2018 | Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches. (2018). Shahzad, Syed Jawad Hussain ; Al-Yahyaee, Khamis Hamed ; Shafiullah, Muhammad ; Hussain, Syed Jawad ; Hamdi, Atef ; Mensi, Walid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:576-589. Full description at Econpapers || Download paper | |
2018 | Asymmetric market efficiency using the index-based asymmetric-MFDFA. (2018). Lee, Minhyuk ; Chang, Woojin ; Kim, Sondo ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1278-1294. Full description at Econpapers || Download paper | |
2018 | Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets. (2018). Mensi, Walid ; Yoon, Seong-Min ; Hamdi, Atef. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1107-1116. Full description at Econpapers || Download paper | |
2018 | The impact of stringent insider trading laws and institutional quality on cost of capital. (2018). Kwabi, Frank O ; Adegbite, Emmanuel ; Boateng, Agyenim. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:127-137. Full description at Econpapers || Download paper | |
2018 | Foreign ownership and market power: the special case of European banks. (2018). Samantas, Ioannis G ; Alexakis, Panayotis D. In: Working Papers. RePEc:bog:wpaper:242. Full description at Econpapers || Download paper | |
2018 | Precautionary replenishment in financially-constrained inventory systems subject to credit rollover risk and supply disruption. (2018). Sokolinskiy, Oleg ; Sopranzetti, Ben ; Melamed, Benjamin. In: Annals of Operations Research. RePEc:spr:annopr:v:271:y:2018:i:2:d:10.1007_s10479-018-2965-1. Full description at Econpapers || Download paper | |
2018 | Capital market consequences of cultural influences on earnings: The case of cross-listed firms in the U.S. stock market. (2018). Wijayana, Singgih ; Gray, Sidney J. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:134-147. Full description at Econpapers || Download paper | |
2018 | Do firms with state ownership in transitional economies take more risk? Evidence from Vietnam. (2018). Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:251-256. Full description at Econpapers || Download paper | |
2018 | Does intraday technical trading have predictive power in precious metal markets?. (2018). Batten, Jonathan ; Urquhart, Andrew ; Peat, Maurice ; McGroarty, Frank ; Lucey, Brian M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:102-113. Full description at Econpapers || Download paper | |
2018 | Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211. Full description at Econpapers || Download paper | |
2018 | New Insights into the US Stock Market Reactions to Energy Price Shocks. (2018). Shahbaz, Muhammad ; miloudi, anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: MPRA Paper. RePEc:pra:mprapa:84778. Full description at Econpapers || Download paper | |
2018 | Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33. Full description at Econpapers || Download paper | |
2018 | Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515. Full description at Econpapers || Download paper | |
2018 | Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53. Full description at Econpapers || Download paper | |
2018 | Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051. Full description at Econpapers || Download paper | |
2018 | Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis. (2018). Ali, Faek Menla ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:382018. Full description at Econpapers || Download paper | |
2018 | Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402. Full description at Econpapers || Download paper | |
2018 | Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100. Full description at Econpapers || Download paper | |
2018 | New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187. Full description at Econpapers || Download paper | |
2018 | Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis. (2018). Eraslan, Sercan ; Ali, Faek Menla. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:59-62. Full description at Econpapers || Download paper | |
2018 | Volatility of ruble exchange rate: Oil and sanctions. (2018). Peresetsky, Anatoly ; Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0353. Full description at Econpapers || Download paper | |
2018 | Oil Price Shocks and Uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: MPRA Paper. RePEc:pra:mprapa:96271. Full description at Econpapers || Download paper | |
2018 | Quantum-like model of subjective expected utility. (2018). Basieva, Irina ; Khrennikov, Andrei ; Asano, Masanari ; Pothos, Emmanuel M ; Khrennikova, Polina . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:78:y:2018:i:c:p:150-162. Full description at Econpapers || Download paper | |
2018 | A quantum-probabilistic paradigm: Non-consequential reasoning and state dependence in investment choice. (2018). Haven, Emmanuel ; Khrennikova, Polina . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:78:y:2018:i:c:p:186-197. Full description at Econpapers || Download paper | |
2018 | The âDonaldâ and the market: Is there a cointegration?. (2018). Angelini, Eliana ; Leone, Maria ; Ortolano, Alessandra ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:30-37. Full description at Econpapers || Download paper | |
2018 | What drives economic policy uncertainty in the long and short runs: European and U.S. evidence over several decades. (2018). Saving, Jason ; Duca, John. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:128-145. Full description at Econpapers || Download paper | |
2018 | Access to Finance for French Firms: Do boardroom attributes matter?. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Uyar, Ali ; Hamrouni, Amal . In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00319. Full description at Econpapers || Download paper | |
2018 | Maximum diversification strategies along commodity risk factors. (2018). Bernardi, Simone ; Lohre, Harald ; Leippold, Markus. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:53-78. Full description at Econpapers || Download paper | |
2018 | Positive Liquidity Spillovers from Sovereign Bond-Backed Securities. (2018). Dunne, Peter. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/18. Full description at Econpapers || Download paper | |
2018 | The interaction between monetary and macroprudential policy: Should central banks lean against the wind to foster macro-financial stability?. (2018). Krug, Sebastian. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20187. Full description at Econpapers || Download paper | |
2018 | Economic Inequality and Household Energy Consumption in High-income Countries: A Challenge for Social Science Based Energy Research. (2018). Galvin, Ray ; Sunikka-Blank, Minna. In: Ecological Economics. RePEc:eee:ecolec:v:153:y:2018:i:c:p:78-88. Full description at Econpapers || Download paper | |
2018 | Population ageing and inflation with endogenous money creation. (2018). Fedotenkov, Igor. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:3:p:392-403. Full description at Econpapers || Download paper | |
2018 | Credit mechanics - a precursor to the current money supply debate. (2018). Decker, Frank ; Goodhart, Charles A. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13233. Full description at Econpapers || Download paper | |
2018 | The economic rationale for the proposed banking reform in Iceland. (2018). Moosa, Imad A. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:19:y:2018:i:4:d:10.1057_s41261-018-0062-7. Full description at Econpapers || Download paper | |
2018 | Quantum Economics. (2018). Orrell, David. In: Economic Thought. RePEc:wea:econth:v:7:y:2018:i:2:p:63. Full description at Econpapers || Download paper | |
2018 | Credit mechanics: a precursor to the current money supply debate. (2018). Goodhart, C. A. E., ; Decker, Frank. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100017. Full description at Econpapers || Download paper | |
2018 | Stock market liquidity and trading activity: Is China different?. (2018). Marshall, Ben ; Anderson, Hamish D. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:32-51. Full description at Econpapers || Download paper | |
2018 | Internationalization paths of fruit export companies from emerging economies: Are they regionally or globally oriented?. (2018). Otter, V ; Engler, A ; Losilla, L. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277400. Full description at Econpapers || Download paper | |
2018 | Volatility jumps: The role of geopolitical risks. (2018). Gkillas, Konstantinos ; Wohar, Mark E ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:247-258. Full description at Econpapers || Download paper | |
2018 | Crisi delle PMI e strumenti di warning. Un test di verifica nel settore manifatturiero. (2018). Paoloni, Mauro ; Celli, Massimiliano. In: MANAGEMENT CONTROL. RePEc:fan:macoma:v:html10.3280/maco2018-002005. Full description at Econpapers || Download paper | |
2018 | High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Luo, Jiawen ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438. Full description at Econpapers || Download paper | |
2018 | Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis. (2018). Nusair, Salah ; Al-Khasawneh, Jamal A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:4:d:10.1007_s10644-017-9207-4. Full description at Econpapers || Download paper | |
2018 | Audit committee financial expertise, gender, and earnings management: Does gender of the financial expert matter?. (2018). Zalata, Alaa Mansour ; Tingbani, Ishmael ; Tauringana, Venancio. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:170-183. Full description at Econpapers || Download paper | |
2018 | Working capital management policy in health care: The effect of leverage. (2018). Dalci, Ilhan ; Ozyapici, Hasan . In: Health Policy. RePEc:eee:hepoli:v:122:y:2018:i:11:p:1266-1272. Full description at Econpapers || Download paper | |
2018 | Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500. (2018). Pae, Yuntaek ; Lee, Namhoon ; Bae, Sung C. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:127-135. Full description at Econpapers || Download paper | |
2018 | Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196. Full description at Econpapers || Download paper | |
2018 | Age diversity, directors personal values, and bank performance. (2018). Talavera, Oleksandr ; Zhang, Mao ; Yin, Shuxing. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:60-79. Full description at Econpapers || Download paper | |
2018 | Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis. (2018). Marfatia, Hardik ; Ji, Qiang ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201815. Full description at Econpapers || Download paper | |
2018 | THE US STOCK MARKET AT SECTOR LEVEL: INFLATION NEWS, 1990-2013. (2018). Jareño, Francisco ; De, Maria ; Tolentino, Marta ; Jareo, Francisco. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:18:y:2018:i:1_5. Full description at Econpapers || Download paper | |
2018 | Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113. Full description at Econpapers || Download paper | |
2018 | The predictive relationship between exchange rate expectations and base metal prices. (2018). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:89423. Full description at Econpapers || Download paper | |
2018 | Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212. Full description at Econpapers || Download paper | |
2018 | Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices. (2018). Drachal, Krzysztof. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2801-:d:162455. Full description at Econpapers || Download paper | |
2018 | Stability of cross-market bivariate return distributions during financial turbulence. (2018). Mudakkar, Syeda Rabab ; Uppal, Jamshed Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:389-401. Full description at Econpapers || Download paper | |
2018 | Internal factors of bank profitability in the Republic of Serbia. (2018). Domanovic, Violeta ; Savovic, Sladjana ; Todorovic, Violeta. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:3:p:659-673. Full description at Econpapers || Download paper | |
2018 | Financial stability, competitiveness and banks innovation capacity: Evidence from the Global Financial Crisis. (2018). Tzeremes, Nickolaos ; Evi, Aleksandar ; Grant, Kevin ; Degl, Marta. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:35-46. Full description at Econpapers || Download paper | |
2018 | The Dodd-Frank Act and Basel III: Market-based risk implications for global systemically important banks (G-SIBs). (2018). Mohanty, Sunil K ; Ur, Haroon ; Basheikh, Abdulrahman ; Akhigbe, Aigbe. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:91-109. Full description at Econpapers || Download paper | |
2018 | The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7. Full description at Econpapers || Download paper | |
2018 | The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market. (2018). Sakemoto, Ryuta. In: Economics and Business Letters. RePEc:ove:journl:aid:12565. Full description at Econpapers || Download paper | |
2018 | Dynamic linkages among global oil market, agricultural raw material markets and metal markets: An application of wavelet and copula approaches. (2018). Jiang, Yonghong ; Nie, HE ; Mo, Bin ; Lao, Jiashun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:265-279. Full description at Econpapers || Download paper | |
2018 | Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70. Full description at Econpapers || Download paper | |
2018 | Precious metal returns and oil shocks: A time varying connectedness approach. (2018). Ur, Mobeen ; Hedstrom, Axel ; Uddin, Gazi Salah ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:77-89. Full description at Econpapers || Download paper | |
2018 | Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Ferrer, Roman ; Jareo, Francisco ; Lopez, Raquel ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:1-20. Full description at Econpapers || Download paper | |
2018 | What is the Impact of Successful Cyberattacks on Target Firms?. (2018). Milidonis, Andreas ; Kamiya, Shinichi ; Stulz, Rene M ; Kim, Jungmin ; Kang, Jun-Koo. In: NBER Working Papers. RePEc:nbr:nberwo:24409. Full description at Econpapers || Download paper | |
2018 | Emerging IT Risks: Insights from German Banking. (2018). Ashby, Simon ; Peisl, Thomas ; Noth-Zahn, Stephanie ; Buck, Trevor. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:43:y:2018:i:2:d:10.1057_s41288-018-0081-8. Full description at Econpapers || Download paper | |
2018 | How Effective are Stock Market Reforms in Emerging Market Economies? Evidence from a Panel VAR Model of the Indian Stock Market. (2018). Selarka, Ekta ; Bhaumik, Sumon ; Kutan, Ali M ; Chakrabarty, Manisha. In: GLO Discussion Paper Series. RePEc:zbw:glodps:290. Full description at Econpapers || Download paper | |
2018 | Is optimal Islamic financial contract stabilizing? The perspective of a New Keynesian model with the financial accelerator. (2018). Wong, Chin-Yoong ; Eng, Yoke-Kee. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:121-133. Full description at Econpapers || Download paper | |
2018 | Determinants of financial performance of banks in Central and Eastern Europe. (2018). Antoun, Roger ; Georgievski, Bojan ; Coskun, Ali . In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:3:p:513-529. Full description at Econpapers || Download paper | |
2018 | Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume. (2018). Shahzad, Syed Jawad Hussain ; Kayani, Ghulam Mujtaba ; Hanif, Waqas ; Hernandez, Jose Areola ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:433-450. Full description at Econpapers || Download paper | |
2018 | Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181. Full description at Econpapers || Download paper | |
2018 | What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543. Full description at Econpapers || Download paper | |
2018 | The price-volume relationship for new and remanufactured smartphones. (2018). Casalin, Fabrizio ; Phantratanamongkol, Supanan ; Sanderson, Joseph ; Pang, GU. In: International Journal of Production Economics. RePEc:eee:proeco:v:199:y:2018:i:c:p:78-94. Full description at Econpapers || Download paper | |
2018 | Volatility forecasting across tanker freight rates: The role of oil price shocks. (2018). Tsouknidis, Dimitris ; Gavriilidis, Konstantinos ; Tsakou, Katerina ; Kambouroudis, Dimos S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:118:y:2018:i:c:p:376-391. Full description at Econpapers || Download paper | |
2018 | Volatility forecasting across tanker freight rates: the role of oil price shocks. (2018). Tsakou, Katerina ; Tsouknidis, Dimitris ; Kambouroudis, Dimos S ; Gavriilidis, Konstantinos. In: Working Papers. RePEc:swn:wpaper:2018-27. Full description at Econpapers || Download paper | |
2018 | A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22. Full description at Econpapers || Download paper | |
2018 | The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia. (2018). Benlagha, Noureddine ; Hemrit, Wael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9249-2. Full description at Econpapers || Download paper | |
2018 | Competition in dual markets: Implications for banking system stability. (2018). Trinugroho, Irwan ; TARAZI, Amine ; Risfandy, Tastaftiyan. In: Working Papers. RePEc:hal:wpaper:hal-01757982. Full description at Econpapers || Download paper | |
2018 | Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence. (2018). Kim, Jae H ; Ji, Philip Inyeob ; Ahmed, Kamran. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:524-546. Full description at Econpapers || Download paper |
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2018 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
2018 | Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?. (2018). masciandaro, donato ; Cillo, Alessandra ; Rabitti, Giovanno ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1895. Full description at Econpapers || Download paper | |
2018 | Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051. Full description at Econpapers || Download paper | |
2018 | Central Bank Digital Cash and Cryptocurrencies: Insights from a New BaumolâFriedman Demand for Money. (2018). masciandaro, donato. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:540-550. Full description at Econpapers || Download paper | |
2018 | Efficiency or speculation? A dynamic analysis of the Bitcoin market. (2018). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00395. Full description at Econpapers || Download paper | |
2018 | Do macroeconomic conditions and oil prices influence corporate risk-taking?. (2018). Gupta, Kartick ; Krishnamurti, Chandrasekhar. In: Journal of Corporate Finance. RePEc:eee:corfin:v:53:y:2018:i:c:p:65-86. Full description at Econpapers || Download paper | |
2018 | Bitcoin FuturesâWhat use are they?. (2018). Corbet, Shaen ; Vigne, Samuel ; Peat, Maurice ; Lucey, Brian. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:23-27. Full description at Econpapers || Download paper | |
2018 | Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593. Full description at Econpapers || Download paper | |
2018 | Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166. Full description at Econpapers || Download paper | |
2018 | Financial stability, competitiveness and banks innovation capacity: Evidence from the Global Financial Crisis. (2018). Tzeremes, Nickolaos ; Evi, Aleksandar ; Grant, Kevin ; Degl, Marta. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:35-46. Full description at Econpapers || Download paper | |
2018 | Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196. Full description at Econpapers || Download paper | |
2018 | An analysis of liquidity skewness for European sovereign bond markets. (2018). Li, Youwei ; Waterworth, James ; Vigne, Samuel A ; Hamill, Philip ; Yan, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:274-280. Full description at Econpapers || Download paper | |
2018 | Credit risk and monetary pass-throughâEvidence from Chile. (2018). Pedersen, Michael. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:144-158. Full description at Econpapers || Download paper | |
2018 | Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70. Full description at Econpapers || Download paper | |
2018 | Day of the week and the cross-section of returns. (2018). Birru, Justin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:182-214. Full description at Econpapers || Download paper | |
2018 | Price and income elasticity of demand for mineral commodities. (2018). Fernandez, Viviana. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:160-183. Full description at Econpapers || Download paper | |
2018 | Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429. Full description at Econpapers || Download paper | |
2018 | Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-46.pdf. Full description at Econpapers || Download paper | |
2018 | The Impact of Capital Structure on Risk and Firm Performance: Empirical Evidence for the Bucharest Stock Exchange Listed Companies. (2018). Vintila, Georgeta ; Gherghina, Åtefan ; Nenu, Elena Alexandra. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:41-:d:140401. Full description at Econpapers || Download paper | |
2018 | Research on Sustainable Development of the Stock Market Based on VIX Index. (2018). Ruan, Lei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4113-:d:181650. Full description at Econpapers || Download paper | |
2018 | On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study. (2018). Muzzioli, Silvia ; Cipollini, Andrea ; Caloia, Francesco. In: Department of Economics. RePEc:mod:depeco:0131. Full description at Econpapers || Download paper | |
2018 | Capital Structure and Political Risk in an Emerging Market: Evidence from Companies Listed on the Stock Exchange of Mauritius. (2018). Marcelle, Lydie Myriam ; Lamport, Mattew ; USHAD, Subadar Agathee . In: Business and Economic Research. RePEc:mth:ber888:v:8:y:2018:i:3:p:104-117. Full description at Econpapers || Download paper | |
2018 | Oil Shocks and Volatility Jumps. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201825. Full description at Econpapers || Download paper |
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2017 | Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.01748. Full description at Econpapers || Download paper | |
2017 | Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.07758. Full description at Econpapers || Download paper | |
2017 | Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1709.00282. Full description at Econpapers || Download paper | |
2017 | Implicit 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. Full description at Econpapers || Download paper | |
2017 | Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18. Full description at Econpapers || Download paper | |
2017 | The financial economics of white precious metals â 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. Full description at Econpapers || Download paper | |
2017 | Director 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. Full description at Econpapers || Download paper | |
2017 | Exploring 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. Full description at Econpapers || Download paper | |
2017 | Stock 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. Full description at Econpapers || Download paper | |
2017 | Is 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. Full description at Econpapers || Download paper | |
2017 | The 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. Full description at Econpapers || Download paper | |
2017 | Scheduled 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. Full description at Econpapers || Download paper | |
2017 | Antitakeover 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. Full description at Econpapers || Download paper | |
2017 | An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets Using Generated Regressors. (2017). McAleer, Michael ; Chang, Chia-Lin ; Wang, Chien-Hsun. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2017:i:1:p:2-:d:124175. Full description at Econpapers || Download paper | |
2017 | Exchange-traded Funds as an Alternative Investment Option: a Case Study. (2017). Cardoso, Pedro ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0222017. Full description at Econpapers || Download paper | |
2017 | Quantitative Description of Financial Transactions and Risks. (2017). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87316. Full description at Econpapers || Download paper | |
2017 | Is 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. Full description at Econpapers || Download paper | |
2017 | Volatility 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. Full description at Econpapers || Download paper |
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2016 | Money Demand Features in CEE Countries. (2016). Mera, Valentina-Ioana. In: Informatica Economica. RePEc:aes:infoec:v:20:y:2016:i:4:p:88-99. Full description at Econpapers || Download paper | |
2016 | Non-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. Full description at Econpapers || Download paper | |
2016 | Herd 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. Full description at Econpapers || Download paper | |
2016 | Disaggregating 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. Full description at Econpapers || Download paper | |
2016 | Gold 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. Full description at Econpapers || Download paper | |
2016 | Short selling constraints and stock returns volatility: Empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Reher, Gerrit ; Bohl, Martin T. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:159-166. Full description at Econpapers || Download paper | |
2016 | Does 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. Full description at Econpapers || Download paper | |
2016 | The inefficiency of Bitcoin. (2016). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:80-82. Full description at Econpapers || Download paper | |
2016 | Alternative 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. Full description at Econpapers || Download paper | |
2016 | Another January effectâEvidence 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. Full description at Econpapers || Download paper | |
2016 | Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Cummins, Mark ; Dowling, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:211-218. Full description at Econpapers || Download paper | |
2016 | Corporate debt maturity in the MENA region: Does institutional quality matter?. (2016). Boubaker, Sabri ; Awartani, Basel ; Maghyereh, Aktham ; Belkhir, Mohamed. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:309-325. Full description at Econpapers || Download paper | |
2016 | Stock 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. Full description at Econpapers || Download paper | |
2016 | Media 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. Full description at Econpapers || Download paper | |
2016 | Herd 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. Full description at Econpapers || Download paper | |
2016 | A 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. Full description at Econpapers || Download paper | |
2016 | Are 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. Full description at Econpapers || Download paper | |
2016 | The 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. Full description at Econpapers || Download paper | |
2016 | Volatility 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. Full description at Econpapers || Download paper | |
2016 | Who are the net senders and recipients of volatility spillovers in Chinaâs 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. Full description at Econpapers || Download paper | |
2016 | African 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. Full description at Econpapers || Download paper | |
2016 | Dynamic spillovers between Shanghai and London nonferrous metal futures markets. (2016). Yoon, Seong-Min ; Kang, Sang Hoon. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:181-188. Full description at Econpapers || Download paper | |
2016 | Patents 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. Full description at Econpapers || Download paper | |
2016 | Inflation 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. Full description at Econpapers || Download paper | |
2016 | Commodity 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. Full description at Econpapers || Download paper | |
2016 | Liquidity 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. Full description at Econpapers || Download paper | |
2016 | Commodities 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. Full description at Econpapers || Download paper | |
2016 | Cross-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. Full description at Econpapers || Download paper | |
2016 | How 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. Full description at Econpapers || Download paper | |
2016 | Oil 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. Full description at Econpapers || Download paper | |
2016 | THE IMPACT OF A CENTRAL BANKâS 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. Full description at Econpapers || Download paper | |
2016 | Impact 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. Full description at Econpapers || Download paper | |
2016 | The 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. Full description at Econpapers || Download paper | |
2016 | On Hidden Problems of Option Pricing. (2016). Olkhov, Victor. In: MPRA Paper. RePEc:pra:mprapa:87173. Full description at Econpapers || Download paper | |
2016 | The 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. Full description at Econpapers || Download paper | |
2016 | Testing the Efficiency of the Wine Market using Unit Root Tests with Sharp and Smooth Breaks. (2016). Chang, Tsang Yao ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:201664. Full description at Econpapers || Download paper | |
2016 | Causal 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. Full description at Econpapers || Download paper | |
2016 | Does 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. Full description at Econpapers || Download paper | |
2016 | The 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. Full description at Econpapers || Download paper | |
2016 | MEASURING 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. Full description at Econpapers || Download paper | |
2016 | Financial 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. Full description at Econpapers || Download paper | |
2016 | Regimes dependent speculative trading: Evidence from the United States housing market. (2016). Chen, Zhenxi. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:66. Full description at Econpapers || Download paper |
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2015 | Driven 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. Full description at Econpapers || Download paper | |
2015 | Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc ; Joets, Marc. In: Working Papers. RePEc:cii:cepidt:2015-02. Full description at Econpapers || Download paper | |
2015 | Does the volatility of commodity prices reflect macroeconomic uncertainty?. (2015). Razafindrabe, Tovonony ; Mignon, Valérie ; Joëts, Marc. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-7. Full description at Econpapers || Download paper | |
2015 | New 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. Full description at Econpapers || Download paper | |
2015 | Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247. Full description at Econpapers || Download paper | |
2015 | Is 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. Full description at Econpapers || Download paper | |
2015 | Semiparametric 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. Full description at Econpapers || Download paper | |
2015 | Investor sentiment and its nonlinear effect on stock returnsâNew 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. Full description at Econpapers || Download paper | |
2015 | Is there a structural change in the persistence of WTIâBrent 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. Full description at Econpapers || Download paper | |
2015 | Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104. Full description at Econpapers || Download paper | |
2015 | The 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. Full description at Econpapers || Download paper | |
2015 | Measuring 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. Full description at Econpapers || Download paper | |
2015 | Policy 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. Full description at Econpapers || Download paper | |
2015 | Modeling 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. Full description at Econpapers || Download paper | |
2015 | A new risk measure and its application in portfolio optimization: The SPPâCVaR approach. (2015). bin, Liu. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:383-390. Full description at Econpapers || Download paper | |
2015 | Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, YU ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671. Full description at Econpapers || Download paper | |
2015 | Dynamic 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. Full description at Econpapers || Download paper | |
2015 | Causality 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. Full description at Econpapers || Download paper | |
2015 | Downside/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. Full description at Econpapers || Download paper | |
2015 | Nonlinear 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. Full description at Econpapers || Download paper | |
2015 | Bank 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. Full description at Econpapers || Download paper | |
2015 | Positivism 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. Full description at Econpapers || Download paper | |
2015 | Revisiting 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. Full description at Econpapers || Download paper | |
2015 | Stock 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 | |
2015 | The financial economics of gold â A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205. Full description at Econpapers || Download paper | |
2015 | On 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. Full description at Econpapers || Download paper | |
2015 | Diversifying 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. Full description at Econpapers || Download paper | |
2015 | Dynamic 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 | |
2015 | Is 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. Full description at Econpapers || Download paper | |
2015 | The impact of SMEâs 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. Full description at Econpapers || Download paper | |
2015 | Liquidity 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. Full description at Econpapers || Download paper | |
2015 | Cointegration 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. Full description at Econpapers || Download paper | |
2015 | Risk 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. Full description at Econpapers || Download paper | |
2015 | Time-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. Full description at Econpapers || Download paper | |
2015 | A 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. Full description at Econpapers || Download paper | |
2015 | Do 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. Full description at Econpapers || Download paper | |
2015 | Do 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. Full description at Econpapers || Download paper | |
2015 | Investor 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. Full description at Econpapers || Download paper | |
2015 | Out-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. Full description at Econpapers || Download paper | |
2015 | On 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. Full description at Econpapers || Download paper | |
2015 | Liquidity 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. Full description at Econpapers || Download paper | |
2015 | Time-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. Full description at Econpapers || Download paper | |
2015 | Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey. In: Post-Print. RePEc:hal:journl:hal-01385980. Full description at Econpapers || Download paper | |
2015 | Can SRI Funds Better Resist Global Financial Crisis? Evidence from Japan. (2015). Takeuchi, Kenji ; Nakai, Miwa ; Yamaguchi, Keiko . In: Discussion Papers. RePEc:koe:wpaper:1530. Full description at Econpapers || Download paper | |
2015 | The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian. In: MPRA Paper. RePEc:pra:mprapa:65484. Full description at Econpapers || Download paper | |
2015 | Gold 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. Full description at Econpapers || Download paper | |
2015 | Theory 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. Full description at Econpapers || Download paper | |
2015 | The 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. Full description at Econpapers || Download paper | |
2015 | Causal 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. Full description at Econpapers || Download paper | |
2015 | IMPACT 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. Full description at Econpapers || Download paper |
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