Citation analysis for International Review of Financial Analysis / Elsevier

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

1.1

5 Years IF

1.07

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	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	0.09	0	0	12	12	49		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	0.06
1995	0.11	0.2	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	55	8	18	26	2	53	6	3	37.5		0	0.1
1997	0.03	0.23	0.07	0.07	15	87	16	6	24	32	1	72	5	3	50		0	0.1
1998	0.03	0.27	0.07	0.07	17	104	62	7	31	34	1	75	5	1	14.3	1	0.06	0.12
1999	0.03	0.29	0.1	0.05	17	121	101	12	43	32	1	77	4	3	25	3	0.18	0.14
2000	0.06	0.34	0.03	0.02	25	146	241	3	47	34	2	81	2		0		0	0.15
2001	0.19	0.36	0.1	0.15	26	172	190	18	65	42	8	93	14		0		0	0.16
2002	0.31	0.4	0.22	0.25	26	198	208	44	109	51	16	100	25	15	34.1	11	0.42	0.21
2003	0.29	0.41	0.18	0.23	32	230	252	40	151	52	15	111	26	4	10	2	0.06	0.2
2004	0.28	0.46	0.26	0.42	36	266	424	69	220	58	16	126	53	6	8.7	2	0.06	0.21
2005	0.21	0.47	0.23	0.29	33	299	330	68	289	68	14	145	42	8	11.8	3	0.09	0.22
2006	0.28	0.47	0.3	0.34	27	326	138	98	388	69	19	153	52	6	6.1	4	0.15	0.21
2007	0.35	0.42	0.37	0.44	29	355	239	127	519	60	21	154	68	17	13.4	5	0.17	0.19
2008	0.39	0.45	0.44	0.56	70	425	648	186	705	56	22	157	88	46	24.7	11	0.16	0.21
2009	0.52	0.44	0.48	0.53	34	459	517	219	924	99	51	195	103	60	27.4	5	0.15	0.21
2010	0.59	0.44	0.48	0.54	42	501	408	239	1165	104	61	193	104	59	24.7	3	0.07	0.18
2011	0.82	0.46	0.59	0.52	40	541	491	312	1485	76	62	202	106	111	35.6	7	0.18	0.21
2012	0.66	0.47	0.53	0.71	54	595	426	308	1800	82	54	215	153	47	15.3	5	0.09	0.19
2013	0.89	0.53	0.69	0.93	97	692	954	476	2277	94	84	240	223	100	21	26	0.27	0.22
2014	1.17	0.55	0.89	1.23	107	799	691	711	2988	151	177	267	329	80	11.3	38	0.36	0.21
2015	0.97	0.55	0.81	0.95	129	928	764	754	3742	204	197	340	323	113	15	82	0.64	0.21
2016	1.16	0.56	1	1.22	157	1085	631	1082	4826	236	273	427	521	156	14.4	44	0.28	0.2
2017	0.94	0.58	1.04	1.04	85	1170	210	1214	6042	286	269	544	567	116	9.6	23	0.27	0.21
2018	0.99	0.7	1	1.04	112	1282	195	1272	7319	242	239	575	597	121	9.5	25	0.22	0.28
2019	1.1	0.88	1.04	1.07	120	1402	108	1455	8774	197	217	590	634	139	9.6	85	0.71	0.33

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

50 most cited documents in this series

#	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	251
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	173
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	142
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	103
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	99
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	92
7	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	85
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	74
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	72
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	70
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	69
12	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	69
13	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	65
14	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	62
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	58
16	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	57
17	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	57
18	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	55
19	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	54
20	2015	Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). PotÃÂ¬, 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	51
21	2001	What drives contagion: Trade, neighborhood, or financial links?. (2001). ValdÃÂ©s, 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
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	46
23	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	46
24	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	44
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	44
26	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	43
27	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	43
28	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	43
29	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	40
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	40
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	40
32	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	39
33	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
34	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	37
35	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	37
36	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	36
37	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	36
38	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	35
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	35
40	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
41	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
42	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	34
43	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	32
44	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	32
45	2013	The short-run relationship between the financial system and economic growth: New evidence from regional panels. (2013). Narayan, Seema. In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:70-78. Full description at Econpapers \|\| Download paper	32
46	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	31
47	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	31
48	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	31
49	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	31
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	29

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

#	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	82
2	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	59
3	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	59
4	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	45
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	33
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	33
7	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	31
8	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	30
9	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	29
10	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	29
11	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	28
12	2015	Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). PotÃÂ¬, 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	27
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	25
14	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	24
15	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	23
16	2018	What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156. Full description at Econpapers \|\| Download paper	22
17	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	22
18	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	21
19	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	21
20	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	21
21	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	21
22	2016	Google searches and stock returns. (2016). MolnÃÂ¡r, 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	19
23	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	19
24	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	18
25	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	17
26	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	17
27	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	16
28	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	15
29	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	15
30	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	15
31	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	15
32	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
33	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	15
34	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	14
35	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	14
36	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	14
37	2012	Competition, efficiency and interest rate margins in Latin American banking. (2012). Girardone, Claudia ; Garza-Garcia, Jesus ; Chortareas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:24:y:2012:i:c:p:93-103. Full description at Econpapers \|\| Download paper	13
38	2013	The short-run relationship between the financial system and economic growth: New evidence from regional panels. (2013). Narayan, Seema. In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:70-78. Full description at Econpapers \|\| Download paper	13
39	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	12
40	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	12
41	2015	Does economic policy uncertainty drive CDS spreads?. (2015). Wisniewski, Tomasz Piotr ; Lambe, Brendan John . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:447-458. Full description at Econpapers \|\| Download paper	12
42	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	12
43	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	12
44	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	12
45	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	12
46	2015	Does the stock market drive herd behavior in commodity futures markets?. (2015). Demirer, Riza ; Lien, Donald ; Lee, Hsiang-Tai . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:32-44. Full description at Econpapers \|\| Download paper	11
47	2016	Oil price and stock market co-movement: What can we learn from time-scale approaches?. (2016). Guesmi, Khaled ; Ftiti, Zied ; Abid, Ilyes . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:266-280. Full description at Econpapers \|\| Download paper	11
48	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	11
49	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	11
50	2015	Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests. (2015). Shabi, Sarosh ; Hassan, Syed ; Choudhry, Taufiq. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:247-256. Full description at Econpapers \|\| Download paper	11

Citing documents used to compute impact factor: 217

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2019	Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets. (2019). Ohk, Ki Yool ; Wu, Ming ; Ko, Kwangsoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:58-68. Full description at Econpapers \|\| Download paper
2019	Board Governance, Sustainable Innovation Capability and Corporate Expansion: Empirical Data from Private Listed Companies in China. (2019). Bai, Guiyu ; Xu, Peng. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3529-:d:243394. Full description at Econpapers \|\| Download paper
2019	Good and bad volatility spillovers: An asymmetric connectedness. (2019). Bensaida, Ahmed. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:78-95. Full description at Econpapers \|\| Download paper
2019	Market risk and market-implied inflation expectations. (2019). Orlowski, Lucjan ; Soper, Carolyne. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919301978. Full description at Econpapers \|\| Download paper
2019	Herding and flash events: Evidence from the 2010 Flash Crash. (2019). Demirer, Riza ; Lien, Donald ; Leggio, Karyl B. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307475. Full description at Econpapers \|\| Download paper
2019	Does cross-listing in the US improve investment efficiency? Evidence from UK firms. (2019). Abdallah, Wissam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:215-231. Full description at Econpapers \|\| Download paper
2019	Internal capabilities, national governance and performance in African firms. (2019). Agyemang, Jacob ; Areneke, Geofry ; Agyei-Boapeah, Henry ; Tunyi, Abongeh A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:18-37. Full description at Econpapers \|\| Download paper
2019	Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach. (2019). Jalkh, Naji ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:385-392. Full description at Econpapers \|\| Download paper
2019	What drives the commodity-sovereign-risk-dependence in emerging market economies?. (2019). Giessler, Stefan ; Eichler, Stefan ; Bohm, Hannes. In: IWH Discussion Papers. RePEc:zbw:iwhdps:232019. Full description at Econpapers \|\| Download paper
2019	Forecasting downside risk in Chinaâs stock market based on high-frequency data. (2019). Xie, Nan ; Gong, XU ; Chen, Sicen ; Wang, Zongrun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541. Full description at Econpapers \|\| Download paper
2019	Do gold mining stocks behave like gold or equities? Evidence from the UK and the US. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:369-384. Full description at Econpapers \|\| Download paper
2019	Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Wanas, Idries Mohammad ; Maitra, Debasish ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303496. Full description at Econpapers \|\| Download paper
2019	Corporate Governance, Political Connections, and Bank Performance. (2019). Ul, Qurat ; Javaid, Hafiz Mustansar ; Tariq, Gulzara ; Yao, Hongxing ; Haris, Muhammad. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:62-:d:276815. Full description at Econpapers \|\| Download paper
2019	Corporate governance and financial stability in US banks: Do indirect interlocks matter?. (2019). Salama, Aly ; Abdelbadie, Roba Ashraf. In: Journal of Business Research. RePEc:eee:jbrese:v:104:y:2019:i:c:p:85-105. Full description at Econpapers \|\| Download paper
2019	Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, MarÃÂa ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6. Full description at Econpapers \|\| Download paper
2019	Higher multilateral development bank lending, unchanged capital resources and triple-A rating. A possible trinity after all?. (2019). Settimo, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_488_19. Full description at Econpapers \|\| Download paper
2019	The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297. Full description at Econpapers \|\| Download paper
2019	Economic constraints and stock return predictability: A new approach. (2019). Wei, YU ; Zhang, Yaojie ; Yi, Yongsheng ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:1-9. Full description at Econpapers \|\| Download paper
2019	Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:135-149. Full description at Econpapers \|\| Download paper
2019	Investment-related anomalies in Australia: Evidence and explanations. (2019). Zhong, Angel ; Gray, Philip ; Cao, Viet Nga . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:97-109. Full description at Econpapers \|\| Download paper
2019	Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar. In: Papers. RePEc:arx:papers:1912.10328. Full description at Econpapers \|\| Download paper
2019	Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Lin, Jia-Juan ; Zhang, Yue-Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387. Full description at Econpapers \|\| Download paper
2019	Gold prices fluctuation of co-movement forecast between China and Russia. (2019). Chen, Guang ; Kong, Rui ; Zhong, Wanxing. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:218-230. Full description at Econpapers \|\| Download paper
2019	Banks and corporate income taxation: A review. (2019). Gawehn, Vanessa. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:247. Full description at Econpapers \|\| Download paper
2019	Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966. Full description at Econpapers \|\| Download paper
2019	Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56. Full description at Econpapers \|\| Download paper
2019	The analysis of factors affecting global gold price. (2019). Zhang, BO ; Ralescu, Dan A ; Qian, Yao. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304337. Full description at Econpapers \|\| Download paper
2019	The role of uncertainty measures on the returns of gold. (2019). GÃÂ¶zgÃÂ¶r, Giray ; Yarovaya, Larisa ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398. Full description at Econpapers \|\| Download paper
2019	Does gold or Bitcoin hedge economic policy uncertainty?. (2019). Derbali, Abdelkader ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:171-178. Full description at Econpapers \|\| Download paper
2019	Time-varied causality between US partisan conflict shock and crude oil return. (2019). Wu, Yanrui ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303019. Full description at Econpapers \|\| Download paper
2019	Out-of-sample equity premium prediction in the presence of structural breaks. (2019). Yin, Anwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521918304745. Full description at Econpapers \|\| Download paper
2019	Innovation and SME finance: Evidence from developing countries. (2019). Fernandez, Viviana ; Wellalage, Nirosha Hewa. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919301644. Full description at Econpapers \|\| Download paper
2019	Strategic management in Latin America: Challenges in a changing world. (2019). Fernandez, Viviana ; Mingo, Santiago ; Bianchi, Constanza. In: Journal of Business Research. RePEc:eee:jbrese:v:105:y:2019:i:c:p:306-309. Full description at Econpapers \|\| Download paper
2019	Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States. (2019). Larkin, Charles ; Dunne, John James ; Corbet, Shaen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:321-334. Full description at Econpapers \|\| Download paper
2019	Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628. Full description at Econpapers \|\| Download paper
2019	Cost efficiency and welfare performance of banks: Evidence from an emerging economy. (2019). Andoh, Charles ; Adeabah, David. In: EconStor Open Access Articles. RePEc:zbw:espost:209117. Full description at Econpapers \|\| Download paper
2019	Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19. Full description at Econpapers \|\| Download paper
2019	The role of technical indicators in exchange rate forecasting. (2019). Panopoulou, Ekaterini ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:197-221. Full description at Econpapers \|\| Download paper
2019	The performance of technical trading rules in Socially Responsible Investments. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:397-411. Full description at Econpapers \|\| Download paper
2019	Asset commonality of European banks. (2019). Dissem, Sonia. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:1:d:10.1057_s41261-018-0064-5. Full description at Econpapers \|\| Download paper
2019	Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159. Full description at Econpapers \|\| Download paper
2019	Board-CEO friendship ties and firm value: Evidence from US firms. (2019). Fan, Yaoyao ; MacRae, Claire ; King, Timothy ; Boateng, Agyenim. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s105752191930078x. Full description at Econpapers \|\| Download paper
2019	Pricing corporate financial distress: Empirical evidence from the French stock market. (2019). Shahbaz, Muhammad ; Mselmi, Nada ; Lahiani, Amine ; Hamza, Taher. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:13-27. Full description at Econpapers \|\| Download paper
2019	Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data. (2019). Jayasekera, Ranadeva ; Chipulu, Maxwell ; Khoja, Layla. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919300869. Full description at Econpapers \|\| Download paper
2019	Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587. Full description at Econpapers \|\| Download paper
2019	Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Husain, Shaiara ; Sohag, Kazi. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:57-65. Full description at Econpapers \|\| Download paper
2019	Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Qiang, Wei ; Wu, Jy S ; Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y. Full description at Econpapers \|\| Download paper
2019	Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers \|\| Download paper
2019	Board gender diversity and the technical efficiency of microfinance institutions: Does size matter?. (2019). Adusei, Michael. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:393-411. Full description at Econpapers \|\| Download paper
2019	Corporate life cycle research in accounting, finance and corporate governance: A survey, and directions for future research. (2019). Hasan, Mostafa Monzur ; Habib, Ahsan. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:188-201. Full description at Econpapers \|\| Download paper
2019	Risk appetite, idiosyncratic volatility and expected returns. (2019). Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919301760. Full description at Econpapers \|\| Download paper
2019	A study of first generation commodity indices: Indices based on financial diversification. (2019). Six, Pierre ; Ahn, Jung-Hyun . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:194-200. Full description at Econpapers \|\| Download paper
2019	The Effect of Sociodemographic Variables and Love of Money on Financial Risk Tolerance of Bankers. (2019). Eker, Melek ; Anbar, Adem . In: Business and Economics Research Journal. RePEc:ris:buecrj:0428. Full description at Econpapers \|\| Download paper
2019	Experience wears the trousers: Exploring gender and attitude to financial risk. (2019). Sangiorgi, Ivan ; Brooks, Chris ; Money, Kevin ; Hillenbrand, Carola. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:163:y:2019:i:c:p:483-515. Full description at Econpapers \|\| Download paper
2019	Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377. Full description at Econpapers \|\| Download paper
2019	Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354. Full description at Econpapers \|\| Download paper
2019	Forecasting Corporate Failure in the Chinese Energy Sector: A Novel Integrated Model of Deep Learning and Support Vector Machine. (2019). Fu, Hongyong ; Chen, Wenting ; Pan, Yuchen ; Xu, Wei. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:12:p:2251-:d:239311. Full description at Econpapers \|\| Download paper
2019	On the Relationship between Economic Policy Uncertainty and the Implied Volatility Index. (2019). Shaikh, Imlak. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1628-:d:214829. Full description at Econpapers \|\| Download paper
2019	A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Gherghina, Åtefan ; PANAIT, Iulian ; Armeanu, Daniel Tefan ; Badea, Leonardo . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1325-:d:210534. Full description at Econpapers \|\| Download paper
2019	Hedge fund return higher moments over the business cycle. (2019). Racicot, FranÃÂ§ois-ÃÂric ; Theoret, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:73-97. Full description at Econpapers \|\| Download paper
2019	Identifying influential nodes based on fluctuation conduction network model. (2019). Wang, ZE ; Chen, Zhihua ; Sun, Qingru ; Liu, Xueyong ; Tang, Renwu ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:355-369. Full description at Econpapers \|\| Download paper
2019	International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84. Full description at Econpapers \|\| Download paper
2019	Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. (2019). Xu, Jianjun ; Chen, Rongda. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:379-391. Full description at Econpapers \|\| Download paper
2019	Dynamic transmission mechanisms in global crude oil prices: Estimation and implications. (2019). Zhang, Dayong ; Ji, Qiang ; Kutan, Ali M. In: Energy. RePEc:eee:energy:v:175:y:2019:i:c:p:1181-1193. Full description at Econpapers \|\| Download paper
2019	Dynamic asymmetric spillovers and volatility interdependence on Chinaâs stock market. (2019). Qu, Fang ; Li, Wenqi ; Chen, Yufeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:825-838. Full description at Econpapers \|\| Download paper
2019	The changing network of financial market linkages: The Asian experience. (2019). Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Dungey, Mardi ; Chowdhury, Biplob. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:71-92. Full description at Econpapers \|\| Download paper
2019	Information interdependence among energy, cryptocurrency and major commodity markets. (2019). KriÅ¡toufek, Ladislav ; Ji, Qiang ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1042-1055. Full description at Econpapers \|\| Download paper
2019	Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544. Full description at Econpapers \|\| Download paper
2019	Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, StÃÂ©phane ; Chevallier, Julien ; Urom, Christian ; Abid, Ilyes. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276. Full description at Econpapers \|\| Download paper
2019	Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:297-309. Full description at Econpapers \|\| Download paper
2019	Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective. (2019). Kumar, Pawan ; Singh, Vipul Kumar ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:321-335. Full description at Econpapers \|\| Download paper
2019	Developing a hierarchical system for energy corporate risk factors based on textual risk disclosures. (2019). Wenli, Guo ; Wei, LU ; Sun, Xiaolei ; Zhu, Xiaoqian. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:452-460. Full description at Econpapers \|\| Download paper
2019	Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economiesâ stock returns. (2019). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:188:y:2019:i:c:s0360544219316962. Full description at Econpapers \|\| Download paper
2019	Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. (2019). Su, Xianfang ; Jiang, Yong ; Kuang, Yuanpei ; Lin, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300968. Full description at Econpapers \|\| Download paper
2019	High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093. Full description at Econpapers \|\| Download paper
2019	The impact of oil price uncertainty on GCC stock markets. (2019). Khalid, Ali ; Klein, Tony ; Alqahtani, Abdullah. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719305021. Full description at Econpapers \|\| Download paper
2019	Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership. (2019). Hamori, Shigeyuki ; Kinkyo, Takuji ; Chen, Wang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:567-581. Full description at Econpapers \|\| Download paper
2019	Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?. (2019). Papadopoulos, Athanasios P ; Giannellis, Nikolaos ; Apostolakis, Georgios N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302190. Full description at Econpapers \|\| Download paper
2019	Unconventional monetary policy and the credit channel in the euro area. (2019). Salachas, Evangelos ; Evgenidis, Anastasios. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303465. Full description at Econpapers \|\| Download paper
2019	Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test. (2019). Andriansyah, Andriansyah ; Messinis, George . In: MPRA Paper. RePEc:pra:mprapa:97992. Full description at Econpapers \|\| Download paper
2019	A New Literature Review on Financialization. (2019). Qi, Hanying. In: Journal of Accounting, Business and Finance Research. RePEc:spi:joabfr:2019:p:40-50. Full description at Econpapers \|\| Download paper
2019	Regulatory sanctions and stock pricing efficiency: Evidence from the Chinese stock market. (2019). Fang, Cai ; He, Qing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19300514. Full description at Econpapers \|\| Download paper
2019	The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes. (2019). Yin, Xiangkang ; Zhao, Jing ; Xu, Liao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x19303051. Full description at Econpapers \|\| Download paper
2019	What is the Investment Loss due to Uncertainty?. (2019). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Working Paper series. RePEc:rim:rimwps:19-06. Full description at Econpapers \|\| Download paper
2019	What is the Investment Loss due to Uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: GreeSE â Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:138. Full description at Econpapers \|\| Download paper
2019	What is the Investment Loss due to Uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: Working Papers. RePEc:ost:wpaper:383. Full description at Econpapers \|\| Download paper
2019	What is the investment loss due to uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102648. Full description at Econpapers \|\| Download paper
2019	Economic policy uncertainty: A literature review. (2019). Algharabali, Barrak Ghanim ; Al-Thaqeb, Saud Asaad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300726. Full description at Econpapers \|\| Download paper
2019	Improving the predictability of the oilâUS stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171. Full description at Econpapers \|\| Download paper
2019	Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55. Full description at Econpapers \|\| Download paper
2019	Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0128-2. Full description at Econpapers \|\| Download paper
2019	On the Linkage between the Energy Market and Stock Returns: Evidence from Romania. (2019). JoldeÈ, Camelia ; armeanu, dan ; Gherghina, Tefan Cristian. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1463-:d:223779. Full description at Econpapers \|\| Download paper
2019	Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Vosgha, Hamed ; Fenech, Jean-Pierre. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:81-91. Full description at Econpapers \|\| Download paper
2019	Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58. Full description at Econpapers \|\| Download paper
2019	The impact of economic policy uncertainty and commodity prices on CARB country stock market volatility. (2019). Haug, Alfred ; Basher, Syed ; Perry, Sadorsky ; Alfred, Haug ; Abul, Basher Syed . In: MPRA Paper. RePEc:pra:mprapa:96577. Full description at Econpapers \|\| Download paper
2019	Do oil prices predict Indonesian macroeconomy?. (2019). Iyke, Bernard ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:2-12. Full description at Econpapers \|\| Download paper
2019	On the performance of a stepping-stone market. (2019). Suret, Jean-Marc ; Carpentier, Cecile. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:226-239. Full description at Econpapers \|\| Download paper
2019	Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Alqahtani, Faisal ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:445-466. Full description at Econpapers \|\| Download paper
2019	Oil prices and stock market anomalies. (2019). Scrimgeour, Frank ; Cheema, Muhammad A. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:578-587. Full description at Econpapers \|\| Download paper
2019	US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151. Full description at Econpapers \|\| Download paper
2019	Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x. Full description at Econpapers \|\| Download paper
2019	US Monetary Policy, Oil and Gold Prices: Which has a greater impact on BRICS Stock Markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Working papers. RePEc:iik:wpaper:343. Full description at Econpapers \|\| Download paper
2019	Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930283x. Full description at Econpapers \|\| Download paper
2019	Dynamics of oil price, precious metal prices and the exchange rate in the long-run. (2019). Smyth, Russell ; Ivanovski, Kris ; Inekwe, John ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930297x. Full description at Econpapers \|\| Download paper
2019
2019	Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144. Full description at Econpapers \|\| Download paper
2019	Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205. Full description at Econpapers \|\| Download paper
2019	Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023. Full description at Econpapers \|\| Download paper
2019	Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia. (2019). Ahmed, Habib ; Elsayed, Ahmed H. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:56-66. Full description at Econpapers \|\| Download paper
2019	Volatility specifications versus probability distributions in VaR forecasting. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1926. Full description at Econpapers \|\| Download paper
2019	Social media and stock price reaction to data breach announcements: Evidence from US listed companies. (2019). Rosati, Pierangelo ; Lynn, Theo ; van der Werff, Lisa ; Cummins, Mark ; Deeney, Peter . In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:458-469. Full description at Econpapers \|\| Download paper
2019	Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm. (2019). el Aziz, Mohamed Abd ; Alameer, Zakaria ; Jianhua, Zhang ; Ye, Haiwang ; Ewees, Ahmed A ; Elaziz, Mohamed Abd. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:250-260. Full description at Econpapers \|\| Download paper
2019	Forecasting Aluminum Prices with Commodity Currencies. (2019). Pincheira, Pablo ; Hardy, Nicolas. In: MPRA Paper. RePEc:pra:mprapa:97005. Full description at Econpapers \|\| Download paper
2019	Forecasting prices of selected metals with Bayesian data-rich models. (2019). Drachal, Krzysztof. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719306713. Full description at Econpapers \|\| Download paper
2019	Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index. (2019). Biktimirov, Ernest N ; Xu, Yuanbin. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:2:d:10.1057_s41260-019-00108-6. Full description at Econpapers \|\| Download paper
2019	Advance notice labor conflicts and firm valueâAn event study analysis on Israeli companies. (2019). Lahav, Yaron ; Haim, Roi ; Afik, Zvika. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306457. Full description at Econpapers \|\| Download paper
2019	Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach. (2019). Omay, Tolga ; Iren, Perihan. In: Journal of Asian Economics. RePEc:eee:asieco:v:60:y:2019:i:c:p:85-100. Full description at Econpapers \|\| Download paper
2019	Foreign institutional investorsâ trading and information dissemination in emerging markets: Further evidence. (2019). Wadhwa, Kavita ; Syamala, Sudhakara Reddy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:301-314. Full description at Econpapers \|\| Download paper
2019	The impact of foreign ownership on return volatility, volume, and stock risks: Evidence from ASEAN countries. (2019). Lau, Wee-Yeap ; Nuka, Wayan I ; Naufa, Ahmad Maulin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:221-235. Full description at Econpapers \|\| Download paper
2019	On the calibration of the Schwartz two-factor model to WTI crude oil options and the extended Kalman Filter. (2019). Zong, Zhe ; Zhang, Aihua ; Ewald, Christian-Oliver. In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2770-x. Full description at Econpapers \|\| Download paper
2019	Risk appetite and the prices of precious metals. (2019). Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:136-153. Full description at Econpapers \|\| Download paper
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
2019	An analysis of the intellectual structure of research on the financial economics of precious metals. (2019). Corbet, Shaen ; Vigne, Samuel A ; Lucey, Brian ; Huang, Shupei ; Gao, Xiangyun ; Dowling, Michael. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:42. Full description at Econpapers \|\| Download paper
2019	The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters. (2019). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313445. Full description at Econpapers \|\| Download paper
2019	Taking advantage of Ramadan and January in Muslim countries. (2019). Tantisantiwong, Nongnuch ; Power, David M ; Helliar, Christine ; Halari, Anwar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:85-96. Full description at Econpapers \|\| Download paper
2019	A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market. (2019). Shah, Imran Hussain ; Hatfield, Richard ; Malki, Issam ; Schmidt-Fischer, Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:204-220. Full description at Econpapers \|\| Download paper
2019	What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2019). DÄbrowski, Marek ; Dbrowski, Marek A ; Fijorek, Kamil ; Papie, Monika ; Miech, Sawomir. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201914. Full description at Econpapers \|\| Download paper
2019	Dynamic spillover effects among derivative markets in tanker shipping. (2019). Liu, Hailong ; Haralambides, Hercules ; Sun, Xiaolin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:122:y:2019:i:c:p:384-409. Full description at Econpapers \|\| Download paper
2019	Ownership structure, board characteristics and dividend policy: evidence from the Warsaw Stock Exchange. (2019). Pieloch-Babiarz, Aleksandra. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:18:y:2019:i:3:p:317-330. Full description at Econpapers \|\| Download paper
2019	The payout policy of politically connected firms: Tunnelling or reputation?. (2019). LÃÂ³pez-Iturriaga, FÃÂ©lix ; Santana, Domingo Javier ; Lopez-Iturriaga, Felix J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301123. Full description at Econpapers \|\| Download paper
2019	Testing extensions of Fama & French models: A quantile regression approach. (2019). JareÃÂ±o, Francisco ; Jareo, Francisco ; De, Maria. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:188-204. Full description at Econpapers \|\| Download paper
2019	Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis. (2019). Maizonada, Adrin ; Hussain, Syed Jawad ; Ferrer, Romn. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00008. Full description at Econpapers \|\| Download paper
2019	Do stock markets lead or lag macroeconomic variables? Evidence from select European countries. (2019). Camilleri, Silvio ; Bai, YE ; Scicluna, Nicolanne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:170-186. Full description at Econpapers \|\| Download paper
2019	Time-varying predictability of oil market movements over a century of data: The role of US financial stress. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306090. Full description at Econpapers \|\| Download paper
2019	Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model. (2019). Wang, Shixuan ; GÃÂ¶zgÃÂ¶r, Giray ; Apergis, Nicholas ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:129-142. Full description at Econpapers \|\| Download paper
2019	Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Awartani, Basel ; Abdoh, Hussein ; Maghyereh, Aktham I. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28. Full description at Econpapers \|\| Download paper
2019	Spillovers from oil to precious metals: Quantile approaches. (2019). Ur, Mobeen ; Hussain, Syed Jawad ; Jammazi, Rania. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:508-521. Full description at Econpapers \|\| Download paper
2019	Returns spillovers between tourism ETFs. (2019). Lee, Yun-Huan ; Chang, Shu-Lien. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305898. Full description at Econpapers \|\| Download paper
2019	Exploring the time and frequency domain connectedness of oil prices and metal prices. (2019). Tiwari, Aviral ; solarin, sakiru ; Nasreen, Samia ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718304458. Full description at Econpapers \|\| Download paper
2019	Stochastic modeling of currency exchange rates with novel validation techniques. (2019). Michalak, Anna ; Sikora, Grzegorz ; Wyomaska, Agnieszka ; Mita, Pawe ; Bielak, Ukasz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1202-1215. Full description at Econpapers \|\| Download paper
2019	An examination of ex ante fund performance: identifying indicators of future performance. (2019). Clare, Mariana. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00118-4. Full description at Econpapers \|\| Download paper
2019	Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model. (2019). Ozkan, Aydin ; Grillini, Stefano ; Sharma, Abhijit. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:145-158. Full description at Econpapers \|\| Download paper
2019	How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis?. (2019). Li, Youwei ; Waterworth, James ; Sun, Zhuowei ; Hamill, Philip A ; Lin, Zhongguo. In: MPRA Paper. RePEc:pra:mprapa:97768. Full description at Econpapers \|\| Download paper
2019	The Impact of Knowledge Sharing and Innovation on Sustainable Performance in Islamic Banks: A Mediation Analysis through a SEM Approach. (2019). Niu, Ben ; Shaheen, Imrab ; Akram, Sabahat ; Hussain, Safdar ; Abbas, Jaffar. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:15:p:4049-:d:252041. Full description at Econpapers \|\| Download paper
2019	Alternative equity markets and firm creation. (2019). Sapio, Alessandro ; Revest, Valerie. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:29:y:2019:i:3:d:10.1007_s00191-019-00618-x. Full description at Econpapers \|\| Download paper
2019	Relationship banking and information technology: the role of artificial intelligence and FinTech. (2019). Marin, Matej ; Jaki, Marko. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0039-y. Full description at Econpapers \|\| Download paper
2019	Cross-sectional seasonalities in international government bond returns. (2019). Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:80-94. Full description at Econpapers \|\| Download paper
2019	Firm Performance and Family Related Directors: Empirical Evidence from an Emerging Market. (2019). Ali, Mohsin ; Thas, Hassanudin Mohd ; Hussain, Hafezali Iqbal. In: Contemporary Economics. RePEc:wyz:journl:id:570. Full description at Econpapers \|\| Download paper
2019	The determinants of IPO withdrawal â Evidence from Europe. (2019). lucey, brian ; Vigne, Samuel A ; Helbing, Pia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:415-436. Full description at Econpapers \|\| Download paper
2019	Information or noise: What does algorithmic trading incorporate into the stock prices?. (2019). Elliott, Robert J ; Zhou, Hao ; Kalev, Petko S. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:27-39. Full description at Econpapers \|\| Download paper
2019	Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange. (2019). Lien, Donald ; Hung, Pi-Hsia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:231-251. Full description at Econpapers \|\| Download paper
2019	Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets. (2019). Yang, Chunpeng ; Zhou, Liyun. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:14:y:2019:i:4:d:10.1007_s11403-019-00264-3. Full description at Econpapers \|\| Download paper
2019	The high frequency multifractal properties of Bitcoin. (2019). Lahmiri, Salim ; Bekiros, Stelios ; Babalos, Vassilios ; Stavroyiannis, Stavros ; Uddin, Gazi Salah. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:62-71. Full description at Econpapers \|\| Download paper
2019	Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets. (2019). JareÃÂ±o, Francisco ; el Haddouti, Camalea ; Jareo, Francisco ; De, Maria. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4618-:d:260794. Full description at Econpapers \|\| Download paper
2019	Co-movements between Bitcoin and Gold: A wavelet coherence analysis. (2019). Hernandez, Jose Arreola ; McIver, Ron P ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119304637. Full description at Econpapers \|\| Download paper
2019	Female CEOs and Core Earnings Quality: New Evidence on the Ethics Versus Risk-Aversion Puzzle. (2019). Gyapong, Ernest ; Aboud, Ahmed ; Ntim, Collins ; Zalata, Alaa Mansour. In: Journal of Business Ethics. RePEc:kap:jbuset:v:160:y:2019:i:2:d:10.1007_s10551-018-3918-y. Full description at Econpapers \|\| Download paper
2019	Comparing normative institutionalism with intended rationality in cultural-finance research. (2019). Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:124-134. Full description at Econpapers \|\| Download paper
2019	The effects of prudential policies on bank leverage and insolvency risk in Central and Eastern Europe. (2019). Moagr-Poladian, Simona ; Clichici, Dorina ; NIOI, Mihai . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:148-160. Full description at Econpapers \|\| Download paper
2019	The Concept of Financial Sustainability Measurement: A Case of Food Companies from Northern Europe. (2019). Wasilewski, Mirosaw ; Zabolotnyy, Serhiy. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5139-:d:268891. Full description at Econpapers \|\| Download paper
2019	Do board structure and compensation matter for bank stability and bank performance? Evidence from European banks. (2019). Psillaki, Maria ; Mavrakana, Christina. In: MPRA Paper. RePEc:pra:mprapa:95776. Full description at Econpapers \|\| Download paper
2019	Diversity on management and supervisory board and accuracy of management earnings forecasts in IPO prospectuses. (2019). Wawryszuk-Misztal, Anna ; Sosnowski, Tomasz. In: Ekonomia i Prawo. RePEc:cpn:umkeip:v:18:y:2019:i:3:p:347-363. Full description at Econpapers \|\| Download paper
2019	Chair-CEO generation gap and bank risk-taking. (2019). Molyneux, Philip ; Kara, Alper ; Zhou, Yifan. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:352-372. Full description at Econpapers \|\| Download paper
2019	Strategic change and corporate governance: Evidence from the stock exchange industry. (2019). Padilla Angulo, Laura ; ben Slimane, Faten. In: Journal of Business Research. RePEc:eee:jbrese:v:103:y:2019:i:c:p:206-218. Full description at Econpapers \|\| Download paper
2019	Board diversity and firm performance: The role of business group affiliation. (2019). Seth, Rama ; Jindal, Varun ; Aggarwal, Raj. In: International Business Review. RePEc:eee:iburev:v:28:y:2019:i:6:14. Full description at Econpapers \|\| Download paper
2019	The impact of ESMA regulatory identifiers on the quality of ratings. (2019). ap Gwilym, Owain ; Alsakka, Rasha ; Klusak, Patrycja . In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521918307798. Full description at Econpapers \|\| Download paper
2019	Capital structure volatility, financial vulnerability, and stock returns: Evidence from Korean firms. (2019). Kim, Heonsoo ; CHONG, BYUNG-UK. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:318-326. Full description at Econpapers \|\| Download paper
2019	Pricing dynamics of natural gas futures. (2019). Li, Bingxin. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:91-108. Full description at Econpapers \|\| Download paper
2019	The influence of cultural distance on the volatility of the international stock market. (2019). Wang, Weiqing ; Wu, Shihwei ; Cui, Yadi ; Zhou, Xiaoguang. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:289-300. Full description at Econpapers \|\| Download paper
2019	Leverage effect and dynamics correlation between international crude oil and Chinaâs precious metals. (2019). Qu, Fang ; Chen, Yufeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119313238. Full description at Econpapers \|\| Download paper
2019	Range-based DCC models for covariance and value-at-risk forecasting. (2019). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:58-76. Full description at Econpapers \|\| Download paper
2019	How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study. (2019). cipollini, andrea ; Muzzioli, Silvia ; Caloia, Francesco Giuseppe. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303317. Full description at Econpapers \|\| Download paper
2019	Does twitter predict Bitcoin?. (2019). Shen, Dehua ; Wang, Pengfei ; Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:118-122. Full description at Econpapers \|\| Download paper
2019	Does Social Network Sentiment Influence S&P 500 Environmental & Socially Responsible Index?. (2019). Lopez-Cabarcos, Angeles M ; Lopez-Perez, Luisa M ; Perez-Pico, Ada M. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:320-:d:196371. Full description at Econpapers \|\| Download paper
2019	The quality of governance and momentum profits: International evidence. (2019). Chen, Jiaqi ; Sherif, Mohamed. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:5:s0890838919300484. Full description at Econpapers \|\| Download paper
2019	Market sentiment and firm investment decision-making. (2019). Uddin, Moshfique ; Lu, Qinye ; Adomako, Samuel ; Amankwah-Amoah, Joseph ; Lartey, Theophilus ; Danso, Albert. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s105752191830766x. Full description at Econpapers \|\| Download paper
2019	Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions. (2019). faff, robert ; Shams, Syed ; Prasadh, Shyaam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:267-278. Full description at Econpapers \|\| Download paper
2019	Improving quality of life perception with ICT use and technological capacity in Europe. (2019). Alfaro-Navarro, Jose-Luis ; Lopez-Ruiz, Victor-Raul ; Nevado-Pea, Domingo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:148:y:2019:i:c:s0040162519303671. Full description at Econpapers \|\| Download paper
2019	Professional Forecasters and January. (2019). Franses, Philip Hans ; P H, . In: Econometric Institute Research Papers. RePEc:ems:eureir:118666. Full description at Econpapers \|\| Download paper
2019	Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective. (2019). Yang, Lu. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:219-233. Full description at Econpapers \|\| Download paper
2019	Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201927. Full description at Econpapers \|\| Download paper
2019	The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34. Full description at Econpapers \|\| Download paper
2019	Centralized and decentralized bitcoin markets: Euro vs USD vs GBP. (2019). Matkovskyy, Roman. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:270-279. Full description at Econpapers \|\| Download paper
2019	The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction. (2019). Hatemi-J, Abdulnasser ; GUPTA, RANGAN ; Bouri, Elie ; Hajji, Mohamed A. In: Working Papers. RePEc:pre:wpaper:201959. Full description at Econpapers \|\| Download paper
2019	A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957. Full description at Econpapers \|\| Download paper
2019	Bitcoin as a safe haven: Is it even worth considering?. (2019). Smales, L A. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:385-393. Full description at Econpapers \|\| Download paper
2019	Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a countryâs economic situation â A stochastic volatility approach. (2019). Kliber, Agata ; ÅwierczyÅska, Katarzyna ; Wierczyska, Katarzyna ; Musiakowska, Ida ; Marszaek, Pawe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:246-257. Full description at Econpapers \|\| Download paper
2019	Multiresolution analysis and spillovers of major cryptocurrency markets. (2019). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:191-206. Full description at Econpapers \|\| Download paper
2019	Forecasting Bitcoin Returns: Is there a Role for the U.S. â China Trade War?. (2019). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201980. Full description at Econpapers \|\| Download paper
2019	Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. (2019). Tiwari, Aviral ; Kang, Sanghoon ; Raheem, Ibrahim Dolapo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313159. Full description at Econpapers \|\| Download paper
2019	A bibliometric analysis of bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:294-305. Full description at Econpapers \|\| Download paper
2019	News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356. Full description at Econpapers \|\| Download paper
2019	Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective. (2019). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:1-18. Full description at Econpapers \|\| Download paper
2019	An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibaez, Oscar ; Aslanidis, Nektarios. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:130-137. Full description at Econpapers \|\| Download paper
2019	Do cryptocurrencies and traditional asset classes influence each other?. (2019). Kurka, Josef. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:38-46. Full description at Econpapers \|\| Download paper
2019	Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume. (2019). Liu, Zhangxin ; Godfrey, Keith ; Cahill, Daniel ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:78-92. Full description at Econpapers \|\| Download paper
2019	Exogenous drivers of Bitcoin and Cryptocurrency volatility â A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446. Full description at Econpapers \|\| Download paper
2019	Global consistent or market-oriented? A quantitative assessment of RBC standards, solvency II, and C-ROSS. (2019). Sun, Qixiang ; Zhao, Yulong ; Jia, Ruo ; Liu, Shuyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18302427. Full description at Econpapers \|\| Download paper
2019	Assessing cycles of mine production and prices of industrial metals. (2019). Fernandez, Viviana. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:50. Full description at Econpapers \|\| Download paper
2019	Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Rahman, Md Lutfur ; Uddin, Gazi Salah ; Ahmed, Ali ; Hedstrom, Axel. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759. Full description at Econpapers \|\| Download paper
2019	Geopolitical risk and oil volatility: A new insight. (2019). Liu, Jing ; Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433. Full description at Econpapers \|\| Download paper
2019	Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969. Full description at Econpapers \|\| Download paper
2019	A Normative Dual-value Theory for Bitcoin and other Cryptocurrencies. (2019). Ju, Lan ; Tu, Zhiyong. In: Papers. RePEc:arx:papers:1904.05028. Full description at Econpapers \|\| Download paper
2019	In search for stability in crypto-assets: are stablecoins the solution?. (2019). Pinna, Andrea ; Klemm, Jonas ; Bullmann, Dirk. In: Occasional Paper Series. RePEc:ecb:ecbops:2019230. Full description at Econpapers \|\| Download paper
2019	Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?. (2019). KokoszczyÅski, Ryszard ; Ziba, Damian ; Ledziewska, Katarzyna ; Kokoszczyski, Ryszard. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:102-125. Full description at Econpapers \|\| Download paper
2019	Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply. (2019). Gronwald, Marc. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:86-92. Full description at Econpapers \|\| Download paper
2019	Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains. (2019). Wang, Qian ; Liu, Yuntong ; Zhang, Xuhui ; Bai, Lan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313998. Full description at Econpapers \|\| Download paper
2019	When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749. Full description at Econpapers \|\| Download paper
2019	CEO incentive compensation and stock liquidity. (2019). Yan, Shu ; Feng, Hongrui. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0775-9. Full description at Econpapers \|\| Download paper
2019	Managerial risk-taking incentives and the systemic risk of financial institutions. (2019). Vahamaa, Sami ; Iqbal, Jamshed. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:4:d:10.1007_s11156-018-0780-z. Full description at Econpapers \|\| Download paper
2019	Intraday momentum and reversal in Chinese stock market. (2019). Zhou, Haigang ; Gu, Zherong ; Chu, Xiaojun. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:83-88. Full description at Econpapers \|\| Download paper
2019	Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246. Full description at Econpapers \|\| Download paper
2019	Competition and bank stability in the MENA region: The moderating effect of Islamic versus conventional banks. (2019). Hanifa, Abu ; Mallek, Ray Saadaoui ; Albaity, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:310-325. Full description at Econpapers \|\| Download paper
2019	Structural changes, competition and bank stability in Malaysiaâs dual banking system. (2019). Ibrahim, Mansor ; Abojeib, Moutaz ; Salim, Kinan ; Yeap, Lau Wee. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:111-129. Full description at Econpapers \|\| Download paper
2019	Competition, efficiency and stability: An empirical study of East Asian commercial banks. (2019). My, Hanh Thi ; Robert, W ; Anwar, Sajid ; Phan, Hien Thu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305473. Full description at Econpapers \|\| Download paper
2019	Intricacies of competition, stability, and diversification: Evidence from dual banking economies. (2019). Aun, Syed ; Arshad, Shaista ; Ali, Mohsin ; Azmi, Wajahat. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:111-126. Full description at Econpapers \|\| Download paper
2019	A review on IPO withdrawal. (2019). Helbing, Pia. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:200-208. Full description at Econpapers \|\| Download paper
2019	Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:49-57. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:11-19. Full description at Econpapers \|\| Download paper
2019	An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365. Full description at Econpapers \|\| Download paper
2019	Growth Dynamics of Value and Cost Trade-off in Competitive Temporal Networks. (2019). Jafari, Hamid ; Sedighi, Mohammadbashir ; Ardalankia, Jamshid ; Masoomi, Razieh ; Hasani, Sheida. In: Papers. RePEc:arx:papers:1908.11433. Full description at Econpapers \|\| Download paper
2019	A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957. Full description at Econpapers \|\| Download paper
2019	Deep convolutional autoencoder for cryptocurrency market analysis. (2019). Puzyrev, Vladimir. In: Papers. RePEc:arx:papers:1910.12281. Full description at Econpapers \|\| Download paper
2019	Risk of Bitcoin Market: Volatility, Jumps, and Forecasts. (2019). Kuo, Weiyu ; Hardle, Wolfgang Karl ; Hu, Junjie. In: Papers. RePEc:arx:papers:1912.05228. Full description at Econpapers \|\| Download paper
2019	A Jackknife Model Averaging Analysis of RMB Misalignment Estimates. (2019). Cheung, Yin-Wong ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7840. Full description at Econpapers \|\| Download paper
2019	Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000. Full description at Econpapers \|\| Download paper
2019	Political turnover and firm pollution discharges: An empirical study. (2019). Xu, Helian ; Wu, Yanrui ; Deng, Yuping. In: China Economic Review. RePEc:eee:chieco:v:58:y:2019:i:c:s1043951x19301245. Full description at Econpapers \|\| Download paper
2019	The determinants of IPO withdrawal â Evidence from Europe. (2019). lucey, brian ; Vigne, Samuel A ; Helbing, Pia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:415-436. Full description at Econpapers \|\| Download paper
2019	Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56. Full description at Econpapers \|\| Download paper
2019	High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093. Full description at Econpapers \|\| Download paper
2019	Does twitter predict Bitcoin?. (2019). Shen, Dehua ; Wang, Pengfei ; Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:118-122. Full description at Econpapers \|\| Download paper
2019	Portfolio management with cryptocurrencies: The role of estimation risk. (2019). Urquhart, Andrew ; Platanakis, Emmanouil. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:76-80. Full description at Econpapers \|\| Download paper
2019	A closed-form solution to the risk-taking motivation of subordinated debtholders. (2019). Raviv, Alon ; Heller, Yuval ; Peleg-Lazar, Sharon. In: Economics Letters. RePEc:eee:ecolet:v:181:y:2019:i:c:p:169-173. Full description at Econpapers \|\| Download paper
2019	Ownership and control in a double decision framework for raising capital. (2019). Bhatti, Muhammad ; Ashraf, Dawood ; Khawaja, Mohsin. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119301505. Full description at Econpapers \|\| Download paper
2019	Information interdependence among energy, cryptocurrency and major commodity markets. (2019). KriÅ¡toufek, Ladislav ; Ji, Qiang ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1042-1055. Full description at Econpapers \|\| Download paper
2019	Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches. (2019). Ma, Feng ; Zhang, Yaojie ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1109-1120. Full description at Econpapers \|\| Download paper
2019	The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets. (2019). Song, Yingjie ; Geng, Jiang-Bo ; Du, Ya-Juan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303597. Full description at Econpapers \|\| Download paper
2019	The time-varying linkages between global oil market and Chinas commodity sectors: Evidence from DCC-GJR-GARCH analyses. (2019). Jiang, Yonghong ; Mo, Bin ; Nie, HE. In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:577-586. Full description at Econpapers \|\| Download paper
2019	The role of bitcoin in well diversified portfolios: A comparative global study. (2019). Moro, Andrea ; Kajtazi, Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:143-157. Full description at Econpapers \|\| Download paper
2019	Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:29-36. Full description at Econpapers \|\| Download paper
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
2019	The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34. Full description at Econpapers \|\| Download paper
2019	Today I got a million, tomorrow, I dont know: On the predictability of cryptocurrencies by means of Google search volume. (2019). Dimpfl, Thomas ; Bleher, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:147-159. Full description at Econpapers \|\| Download paper
2019	Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; KriÅ¡toufek, Ladislav ; Kristoufek, Ladislav ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:322-330. Full description at Econpapers \|\| Download paper
2019	The adaptive market hypothesis in the high frequency cryptocurrency market. (2019). Zhang, Yuanyuan ; Chu, Jeffrey ; Chan, Stephen. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:221-231. Full description at Econpapers \|\| Download paper
2019	Forecasting stock returns with cycle-decomposed predictors. (2019). Ma, Feng ; Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:250-261. Full description at Econpapers \|\| Download paper
2019	The risk spiral: The effects of bank capital and diversification on risk taking. (2019). Raviv, Alon ; Lazar, Sharon Peleg. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919300973. Full description at Econpapers \|\| Download paper
2019	The impact of ESMA regulatory identifiers on the quality of ratings. (2019). ap Gwilym, Owain ; Alsakka, Rasha ; Klusak, Patrycja . In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521918307798. Full description at Econpapers \|\| Download paper
2019	What determines bitcoin exchange prices? A network VAR approach. (2019). Abu-Hashish, Iman ; Giudici, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:309-318. Full description at Econpapers \|\| Download paper
2019	The relationship between Bitcoin returns and trade policy uncertainty. (2019). Tiwari, Aviral ; GÃÂ¶zgÃÂ¶r, Giray ; Demir, Ender ; Akron, Sagi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:75-82. Full description at Econpapers \|\| Download paper
2019	Share repurchases under uncertainty: U.S. evidence. (2019). Dinergok, Burcu ; Pirgaip, Burak. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:130-138. Full description at Econpapers \|\| Download paper
2019	Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective. (2019). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:1-18. Full description at Econpapers \|\| Download paper
2019	Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Oxley, Les ; Glenn, Harold ; Hu, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145. Full description at Econpapers \|\| Download paper
2019	Does gold or Bitcoin hedge economic policy uncertainty?. (2019). Derbali, Abdelkader ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:171-178. Full description at Econpapers \|\| Download paper
2019	Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51. Full description at Econpapers \|\| Download paper
2019	High frequency volatility co-movements in cryptocurrency markets. (2019). Corbet, Shaen ; Katsiampa, Paraskevi ; Lucey, Brian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:35-52. Full description at Econpapers \|\| Download paper
2019	Exogenous drivers of Bitcoin and Cryptocurrency volatility â A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446. Full description at Econpapers \|\| Download paper
2019	Has macroeconomic forecasting changed after the Great Recession? Panel-based evidence on forecast accuracy and forecaster behavior from Germany. (2019). Dopke, Jorg ; Muller, Karsten ; Fritsche, Ulrich. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070418303550. Full description at Econpapers \|\| Download paper
2019	Corporate social responsibility and provision of trade credit. (2019). Pok, Wee Ching ; Cheung, Adrian. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:15:y:2019:i:3:s1815566919300876. Full description at Econpapers \|\| Download paper
2019	Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a countryâs economic situation â A stochastic volatility approach. (2019). Kliber, Agata ; ÅwierczyÅska, Katarzyna ; Wierczyska, Katarzyna ; Musiakowska, Ida ; Marszaek, Pawe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:246-257. Full description at Econpapers \|\| Download paper
2019	Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. (2019). Tiwari, Aviral ; Kang, Sanghoon ; Raheem, Ibrahim Dolapo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313159. Full description at Econpapers \|\| Download paper
2019	Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518. Full description at Econpapers \|\| Download paper
2019	Female directors, earnings management, and CEO incentive compensation: UK evidence. (2019). Matar, Ghida ; El-Gammal, Walid ; Harakeh, Mostafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:153-170. Full description at Econpapers \|\| Download paper
2019	Internal capabilities, national governance and performance in African firms. (2019). Agyemang, Jacob ; Areneke, Geofry ; Agyei-Boapeah, Henry ; Tunyi, Abongeh A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:18-37. Full description at Econpapers \|\| Download paper
2019	A bibliometric analysis of bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:294-305. Full description at Econpapers \|\| Download paper
2019	An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:322-335. Full description at Econpapers \|\| Download paper
2019	News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356. Full description at Econpapers \|\| Download paper
2019	Are cryptocurrencies contagious to Asian financial markets?. (2019). Hazrati, Shinta Amalina ; Soepriyanto, Gatot ; Handika, Rangga. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:416-429. Full description at Econpapers \|\| Download paper

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Recent citations received in 2018

Year	Citing document
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

Recent citations received in 2017

Year	Citing document
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, AndrÃÂ©s ; CortÃÂ©s, Lina ; Cortes, Lina M. In: Documentos de Trabajo CIEF. RePEc:col:000122:015923. Full description at Econpapers \|\| Download paper
2017	Relationship between Corporate Governance and CEO Compensation among Listed Firms in Tehran Stock Exchange. (2017). Irani, Mahroo ; Gerayeli, Mehdi Safari . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-37. 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	Female Directors and Corporate Social Responsibility: Evidence from the Environmental Investment of Chinese Listed Companies. (2017). Wei, Feng ; Kong, YU ; Ding, Binyan. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:12:p:2292-:d:122693. 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

Recent citations received in 2016

Year	Citing document
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 ; GÃÂ¶zgÃÂ¶r, 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). StejskalovÃÂ¡, 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

10 most frequent citing series

#	Series	H	Cites
1	International Review of Financial Analysis / Elsevier	36	676
2	Research in International Business and Finance / Elsevier	24	299
3	Economic Modelling / Elsevier	58	291
4	Physica A: Statistical Mechanics and its Applications / Elsevier	54	266
5	MPRA Paper / University Library of Munich, Germany	90	232
6	Finance Research Letters / Elsevier	27	190
7	Energy Economics / Elsevier	118	184
8	International Review of Economics & Finance / Elsevier	40	143
9	Journal of International Financial Markets, Institutions and Money / Elsevier	49	141
10	Resources Policy / Elsevier	34	132
11	The North American Journal of Economics and Finance / Elsevier	33	121