[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.09 | 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 | 56 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.11 | 0 | 0 | 15 | 27 | 21 | 0 | 12 | 12 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.12 | 0 | 0 | 13 | 40 | 26 | 0 | 27 | 27 | 0 | 0 | 0.06 | |||||
1995 | 0.11 | 0.19 | 0.19 | 0.18 | 13 | 53 | 11 | 10 | 10 | 28 | 3 | 40 | 7 | 5 | 50 | 0 | 0.08 | |
1996 | 0.08 | 0.22 | 0.11 | 0.11 | 19 | 72 | 61 | 8 | 18 | 26 | 2 | 53 | 6 | 3 | 37.5 | 0 | 0.1 | |
1997 | 0.03 | 0.22 | 0.07 | 0.07 | 15 | 87 | 20 | 6 | 24 | 32 | 1 | 72 | 5 | 3 | 50 | 0 | 0.09 | |
1998 | 0.03 | 0.26 | 0.07 | 0.07 | 17 | 104 | 69 | 7 | 31 | 34 | 1 | 75 | 5 | 1 | 14.3 | 1 | 0.06 | 0.12 |
1999 | 0.03 | 0.27 | 0.1 | 0.05 | 17 | 121 | 117 | 12 | 43 | 32 | 1 | 77 | 4 | 3 | 25 | 3 | 0.18 | 0.13 |
2000 | 0.06 | 0.32 | 0.03 | 0.02 | 25 | 146 | 266 | 3 | 47 | 34 | 2 | 81 | 2 | 0 | 0 | 0.14 | ||
2001 | 0.19 | 0.35 | 0.1 | 0.15 | 26 | 172 | 200 | 18 | 65 | 42 | 8 | 93 | 14 | 0 | 0 | 0.15 | ||
2002 | 0.31 | 0.37 | 0.23 | 0.25 | 26 | 198 | 247 | 44 | 110 | 51 | 16 | 100 | 25 | 15 | 34.1 | 11 | 0.42 | 0.19 |
2003 | 0.31 | 0.4 | 0.19 | 0.24 | 32 | 230 | 290 | 41 | 154 | 52 | 16 | 111 | 27 | 4 | 9.8 | 2 | 0.06 | 0.19 |
2004 | 0.28 | 0.44 | 0.27 | 0.44 | 36 | 266 | 490 | 73 | 227 | 58 | 16 | 126 | 56 | 6 | 8.2 | 2 | 0.06 | 0.2 |
2005 | 0.24 | 0.45 | 0.25 | 0.32 | 33 | 299 | 366 | 73 | 301 | 68 | 16 | 145 | 46 | 8 | 11 | 3 | 0.09 | 0.21 |
2006 | 0.28 | 0.46 | 0.33 | 0.35 | 27 | 326 | 166 | 105 | 407 | 69 | 19 | 153 | 54 | 6 | 5.7 | 4 | 0.15 | 0.2 |
2007 | 0.35 | 0.42 | 0.39 | 0.45 | 29 | 355 | 287 | 132 | 544 | 60 | 21 | 154 | 70 | 17 | 12.9 | 5 | 0.17 | 0.18 |
2008 | 0.39 | 0.44 | 0.45 | 0.58 | 70 | 425 | 772 | 193 | 737 | 56 | 22 | 157 | 91 | 45 | 23.3 | 11 | 0.16 | 0.2 |
2009 | 0.52 | 0.43 | 0.49 | 0.54 | 34 | 459 | 627 | 223 | 960 | 99 | 51 | 195 | 106 | 59 | 26.5 | 5 | 0.15 | 0.21 |
2010 | 0.6 | 0.43 | 0.5 | 0.57 | 42 | 501 | 502 | 248 | 1210 | 104 | 62 | 193 | 110 | 59 | 23.8 | 3 | 0.07 | 0.18 |
2011 | 0.82 | 0.45 | 0.6 | 0.54 | 40 | 541 | 631 | 318 | 1536 | 76 | 62 | 202 | 110 | 111 | 34.9 | 7 | 0.18 | 0.2 |
2012 | 0.67 | 0.45 | 0.55 | 0.73 | 54 | 595 | 576 | 322 | 1865 | 82 | 55 | 215 | 157 | 47 | 14.6 | 5 | 0.09 | 0.19 |
2013 | 0.89 | 0.5 | 0.7 | 0.95 | 97 | 692 | 1381 | 486 | 2352 | 94 | 84 | 240 | 227 | 100 | 20.6 | 24 | 0.25 | 0.21 |
2014 | 1.21 | 0.51 | 0.92 | 1.27 | 107 | 799 | 1055 | 733 | 3086 | 151 | 183 | 267 | 338 | 80 | 10.9 | 40 | 0.37 | 0.2 |
2015 | 0.99 | 0.5 | 0.83 | 0.97 | 129 | 928 | 1327 | 773 | 3859 | 204 | 202 | 340 | 329 | 112 | 14.5 | 84 | 0.65 | 0.19 |
2016 | 1.24 | 0.5 | 1.04 | 1.28 | 157 | 1085 | 1207 | 1127 | 4988 | 236 | 292 | 427 | 545 | 155 | 13.8 | 50 | 0.32 | 0.18 |
2017 | 1 | 0.5 | 1.11 | 1.13 | 85 | 1170 | 526 | 1293 | 6284 | 286 | 287 | 544 | 613 | 116 | 9 | 23 | 0.27 | 0.18 |
2018 | 1.03 | 0.54 | 1.07 | 1.1 | 112 | 1282 | 726 | 1372 | 7662 | 242 | 249 | 575 | 635 | 118 | 8.6 | 38 | 0.34 | 0.21 |
2019 | 1.23 | 0.58 | 1.19 | 1.24 | 120 | 1402 | 764 | 1665 | 9332 | 197 | 243 | 590 | 729 | 132 | 7.9 | 94 | 0.78 | 0.21 |
2020 | 1.95 | 0.75 | 1.48 | 1.51 | 164 | 1566 | 451 | 2323 | 11655 | 232 | 452 | 603 | 913 | 339 | 14.6 | 86 | 0.52 | 0.29 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until year y |
D2Y: | Number of articles published in y-1 plus y-2 |
C2Y: | Cites in y to articles published in y-1 plus y-2 |
D5Y: | Number of articles published in y-1 until y-5 |
C5Y: | Cites in y to articles published in y-1 until y-5 |
SC: | selft citations in y to articles published in y-1 plus y-2 |
%SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
CiY: | Cites in year y to documents published in year y |
II: | Immediacy Index: CiY / Documents. |
AII: | Average Immediacy Index for series in RePEc in year y |
# | Year | Title | Cited |
---|---|---|---|
1 | 2011 | Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries. (2011). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: International Review of Financial Analysis. RePEc:eee:finana:v:20:y:2011:i:3:p:152-164. Full description at Econpapers || Download paper | 320 |
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 | 259 |
3 | 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 | 194 |
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 | 171 |
5 | 2013 | Global financial crisis and emerging stock market contagion: A multivariate FIAPARCHââ¬âDCC 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 | 139 |
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 | 134 |
7 | 2020 | COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. (2020). Sharif, Arshian ; Yarovaya, Larisa ; Aloui, Chaker. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s105752192030140x. Full description at Econpapers || Download paper | 128 |
8 | 2018 | Bitcoin is not the New Gold ââ¬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 | 122 |
9 | 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 | 122 |
10 | 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 | 114 |
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 | 105 |
12 | 2015 | Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). PotÃÆì, 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 | 101 |
13 | 2019 | Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; KriÃ
¡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 | 100 |
14 | 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 | 98 |
15 | 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 | 95 |
16 | 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 | 90 |
17 | 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 | 86 |
18 | 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 | 83 |
19 | 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 | 83 |
20 | 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 | 79 |
21 | 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 | 79 |
22 | 2015 | The financial economics of gold ââ¬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 | 79 |
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 | 76 |
24 | 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 | 76 |
25 | 2019 | Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272. Full description at Econpapers || Download paper | 73 |
26 | 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 | 71 |
27 | 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 | 71 |
28 | 2020 | Searching for safe-haven assets during the COVID-19 pandemic. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Yuqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301708. Full description at Econpapers || Download paper | 69 |
29 | 2014 | Can banks individually create money out of nothing? ââ¬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 | 67 |
30 | 2014 | Textual sentiment in finance: A survey of methods and models. (2014). Kearney, Colm ; Liu, Sha. In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:171-185. Full description at Econpapers || Download paper | 67 |
31 | 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 | 65 |
32 | 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 | 63 |
33 | 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 | 63 |
34 | 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 | 62 |
35 | 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 | 61 |
36 | 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 | 58 |
37 | 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 | 58 |
38 | 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 | 58 |
39 | 2018 | Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114. Full description at Econpapers || Download paper | 58 |
40 | 2016 | Google searches and stock returns. (2016). MolnÃÆár, 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 | 56 |
41 | 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 | 56 |
42 | 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 | 54 |
43 | 2001 | What drives contagion: Trade, neighborhood, or financial links?. (2001). Vald̮̩s, 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 | 54 |
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 | 53 |
45 | 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 | 53 |
46 | 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 | 51 |
47 | 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 | 50 |
48 | 2019 | Retail investor attention and stock price crash risk: Evidence from China. (2019). Wen, Fenghua ; Kou, Gang ; Ouyang, Guangda ; Xu, Longhao. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919301462. Full description at Econpapers || Download paper | 50 |
49 | 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 | 49 |
50 | 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 | 48 |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 172 |
2 | 2020 | COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach. (2020). Sharif, Arshian ; Yarovaya, Larisa ; Aloui, Chaker. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s105752192030140x. Full description at Econpapers || Download paper | 128 |
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 | 113 |
4 | 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 | 111 |
5 | 2018 | Bitcoin is not the New Gold ââ¬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 | 109 |
6 | 2019 | Is Bitcoin a better safe-haven investment than gold and commodities?. (2019). lucey, brian ; KriÃ
¡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 | 100 |
7 | 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 | 89 |
8 | 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 | 85 |
9 | 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 | 85 |
10 | 2019 | Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Marco, Chi Keung ; Bouri, Elie ; Ji, Qiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:257-272. Full description at Econpapers || Download paper | 72 |
11 | 2020 | Searching for safe-haven assets during the COVID-19 pandemic. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Yuqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301708. Full description at Econpapers || Download paper | 69 |
12 | 2015 | Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). PotÃÆì, 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 | 66 |
13 | 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 | 59 |
14 | 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 | 57 |
15 | 2018 | Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114. Full description at Econpapers || Download paper | 56 |
16 | 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 | 55 |
17 | 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 | 51 |
18 | 2016 | Google searches and stock returns. (2016). MolnÃÆár, 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 | 49 |
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20 | 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 | 48 |
21 | 2013 | Global financial crisis and emerging stock market contagion: A multivariate FIAPARCHââ¬âDCC approach. (2013). Simos, Theodore ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: International Review of Financial Analysis. RePEc:eee:finana:v:30:y:2013:i:c:p:46-56. Full description at Econpapers || Download paper | 48 |
22 | 2019 | Retail investor attention and stock price crash risk: Evidence from China. (2019). Wen, Fenghua ; Kou, Gang ; Ouyang, Guangda ; Xu, Longhao. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919301462. Full description at Econpapers || Download paper | 47 |
23 | 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 | 46 |
24 | 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 | 43 |
25 | 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 | 39 |
26 | 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 | 39 |
27 | 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 | 39 |
28 | 2015 | The financial economics of gold ââ¬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 | 39 |
29 | 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 | 39 |
30 | 2018 | The effects of uncertainty measures on the price of gold. (2018). G̮̦zg̮̦r, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7. Full description at Econpapers || Download paper | 39 |
31 | 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 | 38 |
32 | 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 | 36 |
33 | 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 | 35 |
34 | 2020 | Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903. Full description at Econpapers || Download paper | 35 |
35 | 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 | 32 |
36 | 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 | 32 |
37 | 2017 | Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26. Full description at Econpapers || Download paper | 30 |
38 | 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 | 29 |
39 | 2019 | The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242. Full description at Econpapers || Download paper | 28 |
40 | 2016 | Liquidity creation, regulatory capital, and bank profitability. (2016). Lin, Chien-Ting ; Nguyen, Hoa ; Tran, Vuong Thao. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:98-109. Full description at Econpapers || Download paper | 27 |
41 | 2015 | Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis. (2015). Syriopoulos, Theodore ; Boubaker, Adel ; Makram, Beljid . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:7-18. Full description at Econpapers || Download paper | 26 |
42 | 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 | 24 |
43 | 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 | 24 |
44 | 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 | 24 |
45 | 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 | 23 |
46 | 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 | 23 |
47 | 2017 | The financial economics of white precious metals ââ¬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 | 23 |
48 | 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 | 23 |
49 | 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 | 22 |
50 | 2014 | On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007ââ¬â2010. (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 | 22 |
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2020 | Corporate social responsibility and bank efficiency. (2020). Gomes, Mathieu ; Belasri, Sanaa ; Pijourlet, Guillaume. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300013. Full description at Econpapers || Download paper | |
2020 | Small and Medium-Sized Enterprises (SMEs): The Engine of Economic Growth through Investments and Innovation. (2020). Gherghina, Ã
žtefan ; Simionescu, Liliana Nicoleta ; Hosszu, Alexandra ; Botezatu, Mihai Alexandru . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:1:p:347-:d:304141. Full description at Econpapers || Download paper | |
2020 | Innovation and Firm Performance: The Moderating and Mediating Roles of Firm Size and Small and Medium Enterprise Finance. (2020). Phuensane, Pongsutti ; Kijkasiwat, Ploypailin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:97-:d:358892. Full description at Econpapers || Download paper | |
2020 | Formal Finance Usage and Innovative SMEs: Evidence from ASEAN Countries. (2020). Gan, Christopher ; Joyo, Ahmed Shafique ; Hasan, Mudassar ; Arif, Muhammad ; Abidin, Sazali. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:222-:d:418011. Full description at Econpapers || Download paper | |
2020 | Technology Acquisition and SMEs Performance, the Role of Innovation, Export and the Perception of Owner-Managers. (2020). Zoltan, Zeman ; Wasike, Christopher ; Mallinguh, Edmund. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:258-:d:436915. Full description at Econpapers || Download paper | |
2020 | Innovation in the global mining sector and the case of Chile. (2020). Fernandez, Viviana. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720300374. Full description at Econpapers || Download paper | |
2020 | Formal credit and innovation: Is there a uniform relationship across types of innovation?. (2020). Locke, Stuart ; Wellalage, Nirosha Hewa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:1-15. Full description at Econpapers || Download paper | |
2020 | 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 | |
2020 | Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects. (2020). Gokmenoglu, Korhan ; al Al, Abobaker. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318307323. Full description at Econpapers || Download paper | |
2020 | Stock-bond return correlations: Moving away from âone-frequency-fits-allâ by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015. Full description at Econpapers || Download paper | |
2020 | Changing attitudes to risk at older ages: The role of health and other life events. (2020). Mammi, Irene ; Bassoli, Elena ; Banks, James. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:79:y:2020:i:c:s0167487018307311. Full description at Econpapers || Download paper | |
2020 | Personalized Robo-Advising: Enhancing Investment through Client Interaction. (2020). Zariphopoulou, Thaleia ; Olafsson, Sveinn ; Capponi, Agostino. In: Papers. RePEc:arx:papers:1911.01391. Full description at Econpapers || Download paper | |
2020 | Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206. Full description at Econpapers || Download paper | |
2020 | Bitcoin and Global Political Uncertainty âââ‰â¬Å Evidence from the U.S. Election Cycle. (2020). Burggraf, Tobias. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00047. Full description at Econpapers || Download paper | |
2020 | Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics. (2020). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2020rwp-167. Full description at Econpapers || Download paper | |
2020 | Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723. Full description at Econpapers || Download paper | |
2020 | Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics. (2020). KriÃ
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2020 | Crypto asset assessment models in financial reporting content typologies. (2020). Lukiyanova, Marina ; Meshkova, Galina Vladimirovna ; Yumashev, Alexei ; Lehoux, Liubov ; Akhmadeev, Ravil ; Morozova, Tatiana. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:7:y:2020:i:3:p:2196-2212. Full description at Econpapers || Download paper | |
2020 | On the investment credentials of Bitcoin: A cross-currency perspective. (2020). Bedi, Prateek ; Nashier, Tripti. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919301722. Full description at Econpapers || Download paper | |
2020 | Should investors include Bitcoin in their portfolios? A portfolio theory approach. (2020). Urquhart, Andrew ; Platanakis, Emmanouil. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300605. Full description at Econpapers || Download paper | |
2020 | Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220. Full description at Econpapers || Download paper | |
2020 | What drives Bitcoinââ¬â¢s price crash risk?. (2020). Urquhart, Andrew ; Sakkas, Athanasios ; Papakyriakou, Panayiotis ; Kalyvas, Antonios. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303908. Full description at Econpapers || Download paper | |
2020 | Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426. Full description at Econpapers || Download paper | |
2020 | News sentiment in the cryptocurrency market: An empirical comparison with Forex. (2020). Zhang, S. Sarah ; Hyde, Stuart ; Rognone, Lavinia. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752192030106x. Full description at Econpapers || Download paper | |
2020 | Does Bitcoin behave as a currency?: A standard monetary model approach. (2020). Wong, Andrew ; Chau, Po-Hon ; Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301629. Full description at Econpapers || Download paper | |
2020 | Safe haven or risky hazard? Bitcoin during the Covid-19 bear market. (2020). McGee, Richard ; Conlon, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244. Full description at Econpapers || Download paper | |
2020 | How does economic policy uncertainty affect the bitcoin market?. (2020). Li, Xiao ; Wang, Pengfei ; Zhang, Wei ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308037. Full description at Econpapers || Download paper | |
2020 | Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Hille, Erik ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143. Full description at Econpapers || Download paper | |
2020 | Complexity in economic and social systems: cryptocurrency market at around COVID-19. (2020). Stanisz, Tomasz ; O'Swikecimka, Pawel ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2009.10030. Full description at Econpapers || Download paper | |
2020 | Is Downside Risk Priced In Cryptocurrency Market?. (2020). Dobrynskaya, Victoria. In: HSE Working papers. RePEc:hig:wpaper:79/fe/2020. Full description at Econpapers || Download paper | |
2020 | Did Chinaââ¬â¢s ICO ban alter the Bitcoin market?. (2020). Lin, Boqiang ; Okorie, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:977-993. Full description at Econpapers || Download paper | |
2020 | Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741. Full description at Econpapers || Download paper | |
2020 | Searching for safe-haven assets during the COVID-19 pandemic. (2020). Zhang, Dayong ; Ji, Qiang ; Zhao, Yuqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301708. Full description at Econpapers || Download paper | |
2020 | Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x. Full description at Econpapers || Download paper | |
2020 | Does Bitcoin still own the dominant power? An intraday analysis. (2020). Ngene, Geoffrey M ; Wang, Jinghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301952. Full description at Econpapers || Download paper | |
2020 | A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118. Full description at Econpapers || Download paper | |
2020 | Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?. (2020). Ma, Xin-Yu ; Wang, Gang-Jin ; Wu, Hao-Yu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311146. Full description at Econpapers || Download paper | |
2020 | Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic. (2020). Corbet, Shaen ; Conlon, Thomas ; McGee, Richard J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304438. Full description at Econpapers || Download paper | |
2020 | Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4. Full description at Econpapers || Download paper | |
2020 | Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Arif, Muhammad. In: Working Papers. RePEc:hhs:cbsnow:2021_001. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies: Hedging Opportunities From Domestic Perspectives in Southeast Asia Emerging Markets. (2020). Robiyanto, Robiyanto ; Nugroho, Bayu Adi ; Demi, Irene Rini ; Wahyudi, Sugeng ; Susilo, Didik. In: SAGE Open. RePEc:sae:sagope:v:10:y:2020:i:4:p:2158244020971609. Full description at Econpapers || Download paper | |
2020 | The influence of Bitcoin on portfolio diversification and design. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305215. Full description at Econpapers || Download paper | |
2020 | Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?. (2020). Wang, Yudong ; Zhang, Yaojie ; Ma, Chaoqun ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309028. Full description at Econpapers || Download paper | |
2020 | Stock return predictability from a mixed model perspective. (2020). Zhu, Huan ; Dai, Zhifeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930633x. Full description at Econpapers || Download paper | |
2020 | Forecasting stock market returns: New technical indicators and two-step economic constraint method. (2020). Hong, Lianying ; Kang, Jie ; Dong, Xiaodi ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301133. Full description at Econpapers || Download paper | |
2020 | Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654. Full description at Econpapers || Download paper | |
2020 | Intraday momentum in Chinese commodity futures markets. (2020). Wang, Pengfei ; Zhang, Wei ; Li, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311328. Full description at Econpapers || Download paper | |
2020 | Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287. Full description at Econpapers || Download paper | |
2020 | Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642. Full description at Econpapers || Download paper | |
2020 | Government contracts and trade credit. (2020). Dao, Mai ; Xu, Hongkang. In: Advances in accounting. RePEc:eee:advacc:v:49:y:2020:i:c:s0882611020300432. Full description at Econpapers || Download paper | |
2020 | Uncertainty and R&D investment: Does product market competition matter?. (2020). Ullah, Irfan ; Jebran, Khalil ; Qin, Xuezhi ; Khan, Muhammad Arif. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308773. Full description at Econpapers || Download paper | |
2020 | CEOs market sentiment and corporate innovation: The role of financial uncertainty, competition and capital intensity. (2020). Danso, Albert ; Lartey, Theophilus ; Owusu-Agyei, Samuel. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302258. Full description at Econpapers || Download paper | |
2020 | The Price-Volume Relationship of the Shanghai Stock Index: Structural Change and the Threshold Effect of Volatility. (2020). Li, Yishi ; Ho, Tsungwu ; Wang, Panpan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3322-:d:347707. Full description at Econpapers || Download paper | |
2020 | Fund manager conviction and investment performance. (2020). Taffler, Richard ; Jin, Liang ; Tosun, Onur Kemal ; Eshraghi, Arman. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301940. Full description at Econpapers || Download paper | |
2020 | Eurozone regulation bias in the active share measure. (2020). Sarto, Jose Luis ; Loban, Lidia ; Vicente, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302088. Full description at Econpapers || Download paper | |
2020 | Pitfalls in long memory research. (2020). , Chandrashekhar ; Madhavan, Vinodh ; Saha, Kunal ; McMillan, David ; Shekhar, Chandra. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1733280. Full description at Econpapers || Download paper | |
2020 | Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202022. Full description at Econpapers || Download paper | |
2020 | Do environmentally sustainable practices lead to financially less constrained firms? International evidence. (2020). Banerjee, Rajabrata ; Mudalige, Priyantha ; Gupta, Kartick. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305015. Full description at Econpapers || Download paper | |
2020 | Impact of directors networks on corporate social responsibility: A cross country study. (2020). Lodh, Suman ; Nandy, Monomita ; Wang, Jin ; Kaur, Jaskaran. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302441. Full description at Econpapers || Download paper | |
2020 | Prediction of Stock Returns: Sum-of-the-Parts Method and Economic Constraint Method. (2020). Zhou, Huiting ; Dai, Zhifeng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:541-:d:307513. Full description at Econpapers || Download paper | |
2020 | Innovation and Sustainable Development: Does Aid and Political Instability Impede Innovation?. (2020). Xu, YI ; Bilal, Muhammad ; Younis, Amna ; Ali, Haji Suleman ; Liu, Zhiying ; Nadeem, Muhammad Athar. In: SAGE Open. RePEc:sae:sagope:v:10:y:2020:i:4:p:2158244020973021. Full description at Econpapers || Download paper | |
2020 | Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396. Full description at Econpapers || Download paper | |
2020 | The Seasonal Effect on the Chinese Gold Market using an Empirical Analysis of the Shanghai Gold Exchange. (2020). Maillebuau, Philippe ; Xiao, Bing. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:8:y:2020:i:2:p:104-114. Full description at Econpapers || Download paper | |
2020 | Does the price of strategic commodities respond to U.S. partisan conflict?. (2020). Sharp, Basil ; Liu, Jiang-Long ; Ma, Chao-Qun ; Ren, Yi-Shuai ; Jiang, Yong. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307299. Full description at Econpapers || Download paper | |
2020 | The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309365. Full description at Econpapers || Download paper | |
2020 | On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework. (2020). Maaira, Paula Medina ; Klotzle, Marcelo Cabus ; Palazzi, Rafael Baptista ; Fogliano, Felipe Arias ; de Oliveira, Erick Meira. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301496. Full description at Econpapers || Download paper | |
2020 | Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948. Full description at Econpapers || Download paper | |
2020 | Is factionalism a push for gold price?. (2020). Umar, Muhammad ; Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s030142071930604x. Full description at Econpapers || Download paper | |
2020 | Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390. Full description at Econpapers || Download paper | |
2020 | Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets. (2020). Matkovskyy, Roman ; Dowling, Michael ; Jalan, Akanksha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:150-155. Full description at Econpapers || Download paper | |
2020 | The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183. Full description at Econpapers || Download paper | |
2020 | Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718. Full description at Econpapers || Download paper | |
2020 | Examining the relationship between policy uncertainty and market uncertainty across the G7. (2020). Smales, Lee. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301848. Full description at Econpapers || Download paper | |
2020 | Insurance and economic policy uncertainty. (2020). Olasehinde-Williams, Godwin ; GUPTA, RANGAN ; Balcilar, Mehmet ; Lee, Chien-Chiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919306312. Full description at Econpapers || Download paper | |
2020 | Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis. (2020). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461232031597x. Full description at Econpapers || Download paper | |
2020 | Economic policy uncertainty and the Bitcoin-US stock nexus. (2020). Vo, Xuan Vinh ; Ajmi, Ahdi Noomen ; Bouri, Elie ; Mokni, Khaled. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300451. Full description at Econpapers || Download paper | |
2020 | Monetary Unions of Small Currencies and a Dominating Member: What Policies Work Best for Benefiting from the CMA?. (2020). WÃÆörgÃÆötter, Andreas ; BrixiovÃÆá, Zuzana ; Worgotter, Andreas. In: IZA Policy Papers. RePEc:iza:izapps:pp163. Full description at Econpapers || Download paper | |
2020 | Shadow of the Colossus: Euro Area Spillovers and Monetary Policy in Central and Eastern Europe. (2020). Tochkov, Kiril ; El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202007. Full description at Econpapers || Download paper | |
2020 | German trade forecasts since 1970: An evaluation using the panel dimension. (2020). Behrens, Christoph. In: Working Papers. RePEc:zbw:pp1859:26. Full description at Econpapers || Download paper | |
2020 | Estimating the Armington elasticity: The importance of study design and publication bias. (2020). Irsova, Zuzana ; Havranek, Tomas ; Schwarz, Jiri ; Bajzik, Josef. In: Journal of International Economics. RePEc:eee:inecon:v:127:y:2020:i:c:s0022199620300982. Full description at Econpapers || Download paper | |
2020 | The United Kingdom and the stability of the Euro area: From Maastricht to Brexit. (2020). Macchiarelli, Corrado ; Campos, Nauro. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1792-1808. Full description at Econpapers || Download paper | |
2020 | Real interest rate convergence and monetary policy independence in CEE countries. (2020). Dumeia, Mirna ; Buljan, Antonija ; Deskar-Krbia, Milan. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:38:y:2020:i:2:p:349-380. Full description at Econpapers || Download paper | |
2020 | Option trading and the crossââ¬Âlisted stock returns: Evidence from Chinese Aââ¬âH shares. (2020). Xu, QI ; Qin, Shihua ; Yu, Xiaoli ; Luo, Xingguo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1665-1690. Full description at Econpapers || Download paper | |
2020 | Efficiency in the markets of crypto-currencies. (2020). Leirvik, Thomas ; le Tran, VU. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319310438. Full description at Econpapers || Download paper | |
2020 | Volatility persistence in cryptocurrency markets under structural breaks. (2020). Madigu, Godfrey ; Gil-Alana, Luis ; Romero-Rojo, Fatima ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:680-691. Full description at Econpapers || Download paper | |
2020 | Can international supply chain induce a return premium? Evidence from U.S. leading high-technology firms and Taiwan stock market. (2020). Zhao, Cuifang ; Zhang, Ruhui ; Tsai, Li-Chuan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318306330. Full description at Econpapers || Download paper | |
2020 | Impact of economic policy uncertainty on exchange rate volatility of China. (2020). Hu, Zhihao ; Du, Ziqing ; Chen, Liming. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319306038. Full description at Econpapers || Download paper | |
2020 | Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055. Full description at Econpapers || Download paper | |
2020 | Hedge fund strategies: A non-parametric analysis. (2020). Canepa, Alessandra ; Skinner, Frank S ; De, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919301802. Full description at Econpapers || Download paper | |
2020 | The impact of family-CEOs and their demographic characteristics on dividend payouts: Evidence from Latin America. (2020). , Guadalupe ; Peng, Hongfeng ; Li, Mingsheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930604x. Full description at Econpapers || Download paper | |
2020 | Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Papers. RePEc:arx:papers:2003.04007. Full description at Econpapers || Download paper | |
2020 | Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Working Papers. RePEc:hal:wpaper:hal-02501815. Full description at Econpapers || Download paper | |
2020 | Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456. Full description at Econpapers || Download paper | |
2020 | Trading behaviour connectedness across commodity markets: Evidence from the hedgersââ¬â¢ sentiment perspective. (2020). Ji, Qiang ; GUPTA, RANGAN ; Geng, Jiang-Bo ; Bahloul, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919308578. Full description at Econpapers || Download paper | |
2020 | How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384. Full description at Econpapers || Download paper | |
2020 | Dynamics and determinants of spillovers across the option-implied volatilities of US equities. (2020). lucey, brian ; Bouri, Elie ; Roubaud, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:257-264. Full description at Econpapers || Download paper | |
2020 | Quantifying the risk of price fluctuations based on weighted Granger causality networks of consumer price indices: evidence from G7 countries. (2020). Li, Yang ; Guo, Sui ; Liu, Siyao ; Wang, ZE ; Gao, Xiangyun ; Sun, Qingru. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:4:d:10.1007_s11403-019-00273-2. Full description at Econpapers || Download paper | |
2020 | Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Ji, Qiang. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308690. Full description at Econpapers || Download paper | |
2020 | Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective. (2020). Li, Jianping ; Yao, Yanzhen ; Wang, Jun ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304599. Full description at Econpapers || Download paper | |
2020 | Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179. Full description at Econpapers || Download paper | |
2020 | The volatility linkage between energy and agricultural futures markets with external shocks. (2020). Zeng, Hongchao ; Wu, Lei ; Jin, Jiayu ; Han, Liyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305209. Full description at Econpapers || Download paper | |
2020 | Implied volatility relationships between crude oil and the U.S. stock markets: Dynamic correlation and spillover effects. (2020). Ding, Zhihua ; Wu, Jy S ; Tseng, Hui-Kuan ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308153. Full description at Econpapers || Download paper | |
2020 | Dynamics of spillover network among oil and leading Asian oil trading countriesââ¬â¢ stock markets. (2020). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:207:y:2020:i:c:s0360544220311841. Full description at Econpapers || Download paper | |
2020 | Revising the Impact of Financial and Non-Financial Global Stock Market Volatility Shocks. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: MPRA Paper. RePEc:pra:mprapa:103019. Full description at Econpapers || Download paper | |
2020 | The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market. (2020). Iwaszczuk, Natalia ; Amasz, Bartosz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:20:p:5323-:d:427209. Full description at Econpapers || Download paper | |
2020 | Identifying the comovement of price between Chinas and international crude oil futures: A time-frequency perspective. (2020). Huang, Shupei. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302064. Full description at Econpapers || Download paper | |
2020 | Volatility Transmission between Oil Prices and Stock Prices as a New Source of Instability: Lessons from the UK Experience. (2020). Of, Dundee University ; Robertson, John . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:217-223. Full description at Econpapers || Download paper | |
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2020 | Sovereign wealth funds: Past, present and future. (2020). Bahoo, Salman ; Paltrinieri, Andrea ; Alon, Ilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918308068. Full description at Econpapers || Download paper | |
2020 | A meta-analysis understanding smallholder entry into high-value markets. (2020). Menapace, Luisa ; Ola, Oreoluwa. In: World Development. RePEc:eee:wdevel:v:135:y:2020:i:c:s0305750x20302059. Full description at Econpapers || Download paper | |
2020 | Meta-analysis in finance research: Opportunities, challenges, and contemporary applications. (2020). Hang, Markus ; Geyer-Klingeberg, Jerome ; Rathgeber, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030168x. Full description at Econpapers || Download paper | |
2020 | The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350. Full description at Econpapers || Download paper | |
2020 | The Exposure of European Union Productive Sectors to Oil Price Changes. (2020). , Hernane ; Ferreira, Paulo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1620-:d:323484. Full description at Econpapers || Download paper | |
2020 | Do Different Types of Oil Price Shocks Affect the Indian Stock Returns Differently at Firm-level? A Panel Structural Vector Autoregression Approach. (2020). Aruna, Bhagavatula ; Acharya, Rajesh H. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-30. Full description at Econpapers || Download paper | |
2020 | Crude oil and BRICS stock markets under extreme shocks: New evidence. (2020). He, Chengting ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:54-68. Full description at Econpapers || Download paper | |
2020 | Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867. Full description at Econpapers || Download paper | |
2020 | The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559. Full description at Econpapers || Download paper | |
2020 | Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330. Full description at Econpapers || Download paper | |
2020 | The impact of oil on equity returns of Canadian and U.S. Railways and airlines. (2020). Killins, Robert N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300759. Full description at Econpapers || Download paper | |
2020 | Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29. Full description at Econpapers || Download paper | |
2020 | The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751. Full description at Econpapers || Download paper | |
2020 | The Effects of Oil and Gas Risk Factors on Malaysian Oil and Gas Stock Returns: Do They Vary?. (2020). Shah, Mohd Azlan ; Low, Soo-Wah ; Hoque, Mohammad Enamul. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:15:p:3901-:d:392498. Full description at Econpapers || Download paper | |
2020 | Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110. Full description at Econpapers || Download paper | |
2020 | Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195. Full description at Econpapers || Download paper | |
2020 | Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301605. Full description at Econpapers || Download paper | |
2020 | Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583. Full description at Econpapers || Download paper | |
2020 | Movements in international bond markets: The role of oil prices. (2020). GUPTA, RANGAN ; Bouri, Elie ; Nazlioglu, Saban. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:47-58. Full description at Econpapers || Download paper | |
2020 | Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results. (2020). Salisu, Afees ; Usman, Nuruddeen ; Ebuh, Godday U. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:280-294. Full description at Econpapers || Download paper | |
2020 | The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:563-581. Full description at Econpapers || Download paper | |
2020 | Oil stocks, risk factors, and tail behavior. (2020). Cai, Jun ; Lian, Ziying ; Webb, Robert I. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302723. Full description at Econpapers || Download paper | |
2020 | Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. (2020). Tian, Gengyu ; Jiang, Yonghong ; Mo, Bin. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00208-y. Full description at Econpapers || Download paper | |
2020 | Time series momentum and macroeconomic risk. (2020). O'Brien, John ; Hutchinson, Mark C. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301137. Full description at Econpapers || Download paper | |
2020 | DYNAMIC CAUSALITIES BETWEEN WORLD OIL PRICE AND INDONESIAâS COCOA MARKET: EVIDENCE FROM THE 2008 GLOBAL FINANCIAL CRISIS AND THE 2011 EUROPEAN DEBT CRISIS. (2020). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Mukhlis, Mukhlis. In: Regional Science Inquiry. RePEc:hrs:journl:v:xii:y:2020:i:2:p:217-233. Full description at Econpapers || Download paper | |
2020 | The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Liu, Zhixin ; Chen, Hao ; Wu, You ; Zhang, Yinpeng . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069. Full description at Econpapers || Download paper | |
2020 | The impact of US economic policy uncertainty on WTI crude oil returns in different time and frequency domains. (2020). Yan, Xing-Xing ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:750-768. Full description at Econpapers || Download paper | |
2020 | Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599. Full description at Econpapers || Download paper | |
2020 | Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304764. Full description at Econpapers || Download paper | |
2020 | Regulatory Banking Leverage: what do you know?. (2020). Kimura, Herbert ; da Rosa, Douglas. In: Working Papers Series. RePEc:bcb:wpaper:540. Full description at Econpapers || Download paper | |
2020 | Oil price uncertainty and cash holdings: Evidence from China. (2020). Zhou, Han ; Zhang, Zongyi. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300712. Full description at Econpapers || Download paper | |
2020 | Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings. (2020). Magerakis, Efstathios ; Siriopoulos, Costas ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:163-:d:390535. Full description at Econpapers || Download paper | |
2020 | Corporate cash holdings and financial crisis: new evidence from an emerging market. (2020). Tran, Quoc Trung. In: Eurasian Business Review. RePEc:spr:eurasi:v:10:y:2020:i:2:d:10.1007_s40821-019-00134-9. Full description at Econpapers || Download paper | |
2020 | Deposit insurance and bank dividend policy. (2020). Wilson, John ; Scholtens, Bert ; Sobiech, Anna L ; Chronopoulos, Dimitris K ; Che, Edie Erman. In: Journal of Financial Stability. RePEc:eee:finsta:v:48:y:2020:i:c:s1572308920300231. Full description at Econpapers || Download paper | |
2020 | Bank competition, concentration and EU SME cost of debt. (2020). Han, Liang ; Wang, Xiaodong ; Huang, Xing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301782. Full description at Econpapers || Download paper | |
2020 | Stock market vulnerability to the Covid-19 pandemic: Evidence from emerging Asian stock markets. (2020). Rabhi, Ayoub. In: MPRA Paper. RePEc:pra:mprapa:101774. Full description at Econpapers || Download paper | |
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2020 | International Evidence of COVID-19 and Stock Market Returns: An Event Study Analysis. (2020). Bash, Ahmad. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-04-5. Full description at Econpapers || Download paper | |
2020 | Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy. (2020). Sinha, Pankaj ; Sawaliya, Priya. In: MPRA Paper. RePEc:pra:mprapa:103902. Full description at Econpapers || Download paper | |
2020 | Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns. (2020). Alhammadi, Salah ; Al-Awadhi, Ahmad ; Alsaifi, Khaled. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300800. Full description at Econpapers || Download paper | |
2020 | The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300. Full description at Econpapers || Download paper | |
2020 | COVID-19 and stock market volatility: An industry level analysis. (2020). Baek, Seungho ; Glambosky, Mina ; Mohanty, Sunil K. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320311843. Full description at Econpapers || Download paper | |
2020 | Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices. (2020). Vo, Xuan Vinh ; Sensoy, Ahmet ; Kang, Sanghoon ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308618. Full description at Econpapers || Download paper | |
2020 | Investorsâ herd behavior related to the pandemic-risk reflected on the GCC stock markets. (2020). Aldulaimi, Saeed Hameed ; al Dulaimi, Saeed Hameed ; Abdeldayem, Marwan Mohamed. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:38:y:2020:i:2:p:563-584. Full description at Econpapers || Download paper | |
2020 | Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x. Full description at Econpapers || Download paper | |
2020 | Herding in the Singapore stock Exchange. (2020). Ramlakhan, Prakash ; Bhatnagar, Chandra Shekhar ; Arjoon, Vaalmikki. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519300712. Full description at Econpapers || Download paper | |
2020 | Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets. (2020). Zhou, Shengjie ; Ye, Qing ; Zhang, Jie. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301939. Full description at Econpapers || Download paper | |
2020 | What drives the liquidity premium in the Chinese stock market?. (2020). Zhang, Zhaoyong ; Ho, Kin-Yip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302918. Full description at Econpapers || Download paper | |
2020 | Liquidity Risk and Stock Return in Latin American Emerging Markets. (2020). Fernandez, Prosper Lamothe ; Vasquez-Tejos, Francisco Javier. In: Investigación & Desarrollo. RePEc:iad:wpaper:0420. Full description at Econpapers || Download paper | |
2020 | Earnings management in the pre-IPO process: Biases and predictors. (2020). Smith, Garrett ; Premti, Arjan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300054. Full description at Econpapers || Download paper | |
2020 | Islamic stock market versus conventional: Are islamic investing a âSafe Havenâ for investors? A systematic literature review. (2020). Panetta, Ida Claudia ; delle Foglie, Andrea. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302833. Full description at Econpapers || Download paper | |
2020 | Role of corporate governance and lifecycle in determining payout precommitment in an emerging economy. (2020). Flavin, Thomas ; O'Connor, Thomas ; Goyal, Abhinav. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n297-20.pdf. Full description at Econpapers || Download paper | |
2020 | Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance. (2020). Goyal, Abhinav ; Hasan, Iftekhar ; Goodell, John W. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443118304839. Full description at Econpapers || Download paper | |
2020 | Financing the Sustainable Development Goals. (2020). Lagoarde-Segot, Thomas. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2775-:d:339942. Full description at Econpapers || Download paper | |
2020 | Sustainable Financial Partnerships for the SDGs: The Case of Social Impact Bonds. (2020). Kabli, Abdellah ; Rizzello, Alessandro. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:13:p:5362-:d:379546. Full description at Econpapers || Download paper | |
2020 | Delineating social finance. (2020). Andrikopoulos, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301630. Full description at Econpapers || Download paper | |
2020 | Do financial technology firms influence bank performance?. (2020). Hutabarat, Akhis R ; Rahman, Eki R ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x18305638. Full description at Econpapers || Download paper | |
2020 | Abnormal operating performance in IPOs: Does public float matter?. (2020). Salerno, Dario ; Meles, Antonio. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301678. Full description at Econpapers || Download paper | |
2020 | The effect of board gender diversity on cross-listing. (2020). Ahammad, Mohammad Faisal ; Tarba, Shlomo Y ; Khan, Zaheer ; Lee, Sang Mook ; Shoham, Amir. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s092911992030211x. Full description at Econpapers || Download paper | |
2020 | Does higher business risk influence financial risk and induce savings among small agricultural operations? Findings from Tennessee. (2020). Khanal, Aditya R ; Adhikari, Sudip. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304509. Full description at Econpapers || Download paper | |
2020 | The zero-leverage phenomenon: A bivariate probit with partial observability approach. (2020). Ramalho, Joaquim ; Morais, Flavio ; Serrasqueiro, Zelia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919310785. Full description at Econpapers || Download paper | |
2020 | The importance of managerial ability on crude oil price uncertainty-firm performance relationship. (2020). Le, Anh ; Nguyen, Dat Thanh ; Tran, Vuong Thao ; Bach, Dinh Hoang. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301183. Full description at Econpapers || Download paper | |
2020 | Trendââ¬Âcycle Estimation Using Fuzzy Transform and Its Application for Identifying Bull and Bear Phases in Markets. (2020). Mirshahi, Soheyla ; Novak, Vilem ; Nguyen, Linh. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:27:y:2020:i:3:p:111-124. Full description at Econpapers || Download paper | |
2020 | Financial Integration and Economic Growth: Should Asia Emulate Europe?. (2020). Ab-Rahim, Rossazana ; Selvarajan, Sonia Kumari. In: Journal of Economic Integration. RePEc:ris:integr:0796. Full description at Econpapers || Download paper | |
2020 | Institutional characteristics and the development of crowdfunding across countries. (2020). Buttice, Vincenzo ; di Pietro, Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301873. Full description at Econpapers || Download paper | |
2020 | Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). , Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919303873. Full description at Econpapers || Download paper | |
2020 | Predicting exchange rate returns. (2020). Narayan, Paresh Kumar ; Liu, Guangqiang ; Bach, Dinh Hoang ; Sharma, Susan Sunila. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119303504. Full description at Econpapers || Download paper | |
2020 | Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Wanas, Idries Mohammad ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420720301173. Full description at Econpapers || Download paper | |
2020 | Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108. Full description at Econpapers || Download paper | |
2020 | The role of psychological barriers in lottery-related anomalies. (2020). Kim, Da-Hea ; Goh, Jihoon ; Byun, Suk-Joon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300546. Full description at Econpapers || Download paper | |
2020 | Toward an internal governance structure of Chinaâs large SOEs. (2020). Shen, Jim Huangnan ; Lee, Chien-Chiang ; Li, Weiping ; Zhang, Jun. In: Journal of Asian Economics. RePEc:eee:asieco:v:70:y:2020:i:c:s1049007820301160. Full description at Econpapers || Download paper | |
2020 | Individual analysts, stock return synchronicity and information efficiency. (2020). Zhao, Shangmei ; Hou, Jianlei ; Yang, Haijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301575. Full description at Econpapers || Download paper | |
2020 | Perceived problems with collateral: The value of informal networking. (2020). Naegels, Vanessa ; Mori, Neema ; Despallier, Bert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:32-45. Full description at Econpapers || Download paper | |
2020 | Are microfinance institutions resilient to economic slowdown? Evidence from their capital ratio adjustment over the business cycle. (2020). , Helyoth ; Tchuigoua, Hubert Tchakoute ; TchakouteTchuigoua, Hubert ; Soumare, Issouf. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:1-22. Full description at Econpapers || Download paper | |
2020 | Cooperative financial institutions: A review of the literature. (2020). Wilson, John ; French, Declan ; John , ; Sobiech, Anna L ; Quinn, Barry ; McKillop, Donal. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301642. Full description at Econpapers || Download paper | |
2020 | Lending and business cycle: Evidence from microfinance institutions. (2020). , Helyoth ; Soumare, Issouf ; TchakouteTchuigoua, Hubert . In: Journal of Business Research. RePEc:eee:jbrese:v:119:y:2020:i:c:p:1-12. Full description at Econpapers || Download paper | |
2020 | Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696. Full description at Econpapers || Download paper | |
2020 | Oil market conditions and sovereign risk in MENA oil exporters and importers. (2020). Roubaud, David ; Kachacha, Imad ; Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306603. Full description at Econpapers || Download paper | |
2020 | Modeling the relationship between oil and USD exchange rates: Evidence from a regime-switching-quantile regression approach. (2020). Mokni, Khaled ; Youssef, Manel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300141. Full description at Econpapers || Download paper | |
2020 | Diamonds versus precious metals: What gleams most against USD exchange rates?. (2020). PORCHER, Thomas ; Guesmi, Khaled ; Bedoui, Rihab ; Kalai, Saoussen. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319305288. Full description at Econpapers || Download paper | |
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2020 | Revisiting the valuable roles of commodities for international stock markets. (2020). Czudaj, Robert ; Hussain, Syed Jawad ; Bouri, Elie ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275. Full description at Econpapers || Download paper | |
2020 | The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273. Full description at Econpapers || Download paper | |
2020 | The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country. (2020). G̮̦zg̮̦r, Giray ; Marco, Chi Keung ; Semeyutin, Artur ; Li, Haiping. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301424. Full description at Econpapers || Download paper | |
2020 | Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386. Full description at Econpapers || Download paper | |
2020 | Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Å iraÅová, Mária ; Molnár, Peter ; Lyócsa, Å tefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482. Full description at Econpapers || Download paper | |
2020 | Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies. (2020). Elendner, Hermann ; Hardle, Wolfgang Karl ; Trimborn, Simon ; Petukhina, Alla. In: Papers. RePEc:arx:papers:2009.04461. Full description at Econpapers || Download paper | |
2020 | Dynamic Connectedness between Bitcoin, Gold, and Crude Oil Volatilities and Returns. (2020). Ozturk, Serda Selin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:275-:d:442690. Full description at Econpapers || Download paper | |
2020 | Regime-Dependent Good and Bad Volatility of Bitcoin. (2020). Jha, Kislay Kumar ; Baur, Dirk G. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:312-:d:457861. Full description at Econpapers || Download paper | |
2020 | Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic. (2020). Ali, Shoaib ; Yousaf, Imran. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00213-1. Full description at Econpapers || Download paper | |
2020 | DETERMINANTS OF G7 AND CHINESE STOCK MARKET RETURNS DURING COVID-19 OUTBREAK. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Business Excellence and Management. RePEc:rom:bemann:v:10:y:2020:i:5:p:256-266. Full description at Econpapers || Download paper | |
2020 | Weekly dynamic conditional correlations among cryptocurrencies and traditional assets. (2020). Fernandez Bariviera, Aurelio ; Savva, Christos S ; Aslanidis, Nektarios. In: Working Papers. RePEc:urv:wpaper:2072/417680. Full description at Econpapers || Download paper | |
2020 | Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors. (2020). Charfeddine, Lanouar ; Maouchi, Youcef ; Benlagha, Noureddine. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:198-217. Full description at Econpapers || Download paper | |
2020 | Technical trading rules in the cryptocurrency market. (2020). Sapkota, Niranjan ; Ahmed, Shaker ; Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319308852. Full description at Econpapers || Download paper | |
2020 | Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. (2020). KriÃ
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2020 | Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis. (2020). Goutte, St̮̩phane ; Goodell, John. In: Working Papers. RePEc:hal:wpaper:halshs-02613277. Full description at Econpapers || Download paper | |
2020 | Diversifying with cryptocurrencies during COVID-19. (2020). Goutte, Stephane ; Goodell, John. In: Working Papers. RePEc:hal:wpaper:halshs-02876529. Full description at Econpapers || Download paper | |
2020 | BITCOIN: Systematic Force of Cryptocurrency Portfolio. (2020). TomiÃâ¡, Bojan. In: MPRA Paper. RePEc:pra:mprapa:101290. Full description at Econpapers || Download paper | |
2020 | Forecasting bitcoin volatility: Evidence from the options market. (2020). Baur, Dirk G ; Hoang, Lai T. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1584-1602. Full description at Econpapers || Download paper | |
2020 | Does Bitcoin add value to global industry portfolios?. (2020). Elsayed, Ahmed H ; Damianov, Damian S. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304768. Full description at Econpapers || Download paper | |
2020 | The psychology of cryptocurrency prices. (2020). Aloosh, Arash ; Ouzan, Samuel. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309036. Full description at Econpapers || Download paper | |
2020 | The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137. Full description at Econpapers || Download paper | |
2020 | The prevalence of price overreactions in the cryptocurrency market. (2020). Czudaj, Robert ; Borgards, Oliver. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300780. Full description at Econpapers || Download paper | |
2020 | Bitcoin and gold price returns: A quantile regression and NARDL analysis. (2020). Sierra, Karen ; Tolentino, Marta ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309985. Full description at Econpapers || Download paper | |
2020 | The role of Bitcoin on developed and emerging markets ââ¬â on the basis of a Bitcoin users graph analysis. (2020). Stroyska-Szajek, Agnieszka ; Mizerka, Jacek. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319307408. Full description at Econpapers || Download paper | |
2020 | Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model. (2020). Tiwari, Aviral ; G̮̦zg̮̦r, Giray ; Lu, Zhou ; Shi, Yongjing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311419. Full description at Econpapers || Download paper | |
2020 | Gold, platinum, and expected Bitcoin returns. (2020). Wang, Mei ; Burggraf, Tobias ; Duc, Toan Luu. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177. Full description at Econpapers || Download paper | |
2020 | Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933. Full description at Econpapers || Download paper | |
2020 | Cryptocurrency accepting venues, investor attention, and volatility. (2020). Sabah, Nasim. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930649x. Full description at Econpapers || Download paper | |
2020 | Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar. (2020). Das, Debojyoti ; Dutta, Anupam ; Jana, R K ; le Roux, Corlise Liesl. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319306725. Full description at Econpapers || Download paper | |
2020 | Investing in gold â Market timing or buy-and-hold?. (2020). Dichtl, Hubert ; Baur, Dirk G ; Wendt, Viktoria-Sophie ; Drobetz, Wolfgang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306227. Full description at Econpapers || Download paper | |
2020 | Do FOMC and macroeconomic announcements affect Bitcoin prices?. (2020). Lee, Jaewook ; Pyo, Sujin. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s154461231930159x. Full description at Econpapers || Download paper | |
2020 | Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. (2020). Su, Zhi ; Fang, Tong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302106. Full description at Econpapers || Download paper | |
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2020 | Bank earnings management and analyst coverage: evidence from loan loss provisions. (2020). Hong, Yongtao ; Zhang, Wei ; Sardarli, Sabuhi ; Huseynov, Fariz. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00835-2. Full description at Econpapers || Download paper | |
2020 | Financial Stability and its Impact on National Security State: Organizational and Legal Aspects. (2020). Chernysh, Roman ; Petroye, Olha ; Onyshchuk, Igor I. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:1:p:353-365. Full description at Econpapers || Download paper | |
2020 | Financial crisis, bank diversification, and financial stability: OECD countries. (2020). Kim, Hakkon ; Ryu, Doojin ; Batten, Jonathan A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:94-104. Full description at Econpapers || Download paper | |
2020 | Does it pay to be green? A disaggregated analysis of U.S. firms with green patents. (2020). Przychodzen, Wojciech ; Segbotangni, Elyse A ; van Hoang, Thi Hong. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:3:p:1331-1361. Full description at Econpapers || Download paper | |
2020 | A survey of data envelopment analysis applications in the insurance industry 1993ââ¬â2018. (2020). Azizi, Roza ; Kaffash, Sepideh ; Zhu, Joe ; Huang, Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:801-813. Full description at Econpapers || Download paper | |
2020 | Why do insurers fail? A comparison of life and non-life insolvencies using a new international database. (2020). Overton, George ; DE BANDT, OLIVIER. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-15. Full description at Econpapers || Download paper | |
2020 | Credit Absorption Capacity of Businesses in the Construction Sector of the Czech RepublicâAnalysis Based on the Difference in Values of EVA Entity and EVA Equity. (2020). Kollmann, Jaroslav ; Suler, Petr ; Horak, Jakub ; Marecek, Jan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:9078-:d:438317. Full description at Econpapers || Download paper | |
2020 | Path Analysis of Beijingââ¬â¢s Dematerialization Development Based on System Dynamics. (2020). Shan, Shuo ; Dai, Tiejun. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:3:p:829-:d:312077. Full description at Econpapers || Download paper | |
2020 | The Role of Income and Substitution in Commodity Demand. (2020). Kabundi, Alain ; Oliver, Peter Stephen ; Baffes, John. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9122. Full description at Econpapers || Download paper | |
2020 | THE EFFECTS OF VOLATILITY AND CHANGES IN CONDITIONAL CORRELATIONS IN THE STOCK MARKETS OF RUSSIA AND DEVELOPED COUNTRIES. (2020). Salmanova, Irina P ; Drachena, Irina P ; Samoshkina, Marina V ; Babina, Natalia V. In: Economic Annals. RePEc:beo:journl:v:65:y:2020:i:227:p:67-94. Full description at Econpapers || Download paper | |
2020 | Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097. Full description at Econpapers || Download paper | |
2020 | The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117. Full description at Econpapers || Download paper | |
2020 | Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas. (2020). Bonga-Bonga, Lumengo ; Hendriks, Johannes Jurgens. In: MPRA Paper. RePEc:pra:mprapa:102473. Full description at Econpapers || Download paper | |
2020 | Information Asymmetry and firm value: Is Vietnam different?. (2020). Huynh, Toan ; Wu, Junjie ; Duc, Toan Luu ; Duong, An Trong. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300866. Full description at Econpapers || Download paper | |
2020 | Credit information sharing and loan default in developing countries: the moderating effect of banking market concentration and national governance quality. (2020). Ntim, Collins ; Fosu, Samuel ; Adegbite, Emmanuel ; Agyei-Boapeah, Henry ; Danso, Albert. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00836-1. Full description at Econpapers || Download paper | |
2020 | Volatility dynamics of crypto-currenciesââ¬â¢ returns: Evidence from asymmetric and long memory GARCH models. (2020). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930056x. Full description at Econpapers || Download paper | |
2020 | Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815. Full description at Econpapers || Download paper | |
2020 | Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062. Full description at Econpapers || Download paper | |
2020 | Business conditions, uncertainty shocks and Bitcoin returns. (2020). Jiang, Yong ; Yang, Xiao-Guang ; Wen, Dan-Yan ; Wang, Gang-Jin. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:17:y:2020:i:2:d:10.1007_s40844-020-00172-3. Full description at Econpapers || Download paper | |
2020 | Do Bitcoin and other cryptocurrencies jump together?. (2020). Hussain, Syed Jawad ; Roubaud, David ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:396-409. Full description at Econpapers || Download paper | |
2020 | Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:131:y:2020:i:c:s0960077919304187. Full description at Econpapers || Download paper | |
2020 | Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037. Full description at Econpapers || Download paper | |
2020 | Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Yao, Kai ; Chevapatrakul, Thanaset ; Nguyen, Linh Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355. Full description at Econpapers || Download paper | |
2020 | Price discovery and microstructure in ether spot and derivative markets. (2020). Choi, Jaehyuk ; Alexander, Carol ; Sohn, Sungbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301502. Full description at Econpapers || Download paper | |
2020 | Is idiosyncratic volatility priced in cryptocurrency markets?. (2020). Li, YI ; Zhang, Wei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301926. Full description at Econpapers || Download paper | |
2020 | The impact of blockchain related name changes on corporate performance. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302030. Full description at Econpapers || Download paper | |
2020 | Efficient willow tree method for variable annuities valuation and risk managementâËâ . (2020). Sevic, Zeljko ; Xu, Wei ; Dong, Bing. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305149. Full description at Econpapers || Download paper | |
2020 | Participation in setting technology standards and the implied cost of equity. (2020). Mateut, Simona ; Li, Cher ; Deng, Xin. In: Discussion Papers. RePEc:not:notgep:2020-29. Full description at Econpapers || Download paper | |
2020 | Profitability of momentum strategies in Latin America. (2020). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301460. Full description at Econpapers || Download paper | |
2020 | Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003. Full description at Econpapers || Download paper | |
2020 | Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Vo, Xuan Vinh. In: Working Papers. RePEc:pre:wpaper:202015. Full description at Econpapers || Download paper | |
2020 | The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model. (2020). Zhou, Wei-Xing ; Xiong, Xiong ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2007.12838. Full description at Econpapers || Download paper | |
2020 | The relationship between cryptocurrencies and COVID-19 pandemic. (2020). Bilgin, Mehmet ; Doker, Asli Cansin ; Karabulut, Gokhan ; Demir, Ender. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:3:d:10.1007_s40822-020-00154-1. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies and the downside risk in equity investments. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318306342. Full description at Econpapers || Download paper | |
2020 | Signal-herding in cryptocurrencies. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Rjiba, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300755. Full description at Econpapers || Download paper | |
2020 | Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Ã
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2020 | Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?. (2020). Umar, Muhammad ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520310040. Full description at Econpapers || Download paper | |
2020 | Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. (2020). Bouri, Elie ; Roubaud, David ; Hussain, Syed Jawad ; Lucey, Brian ; Kristoufek, Ladislav. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:156-164. Full description at Econpapers || Download paper | |
2020 | Can Bitcoin hedge the risks of geopolitical events?. (2020). Albu, Lucian ; Umar, Muhammad ; Shao, Xue-Feng ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310088. Full description at Econpapers || Download paper | |
2020 | Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897. Full description at Econpapers || Download paper | |
2020 | Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models. (2020). Gözgör, Giray ; Liu, Wei ; Gozgor, Giray ; Marco, Chi Keung ; Semeyutin, Artur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301240. Full description at Econpapers || Download paper | |
2020 | Pandemics and cryptocurrencies. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Ogbonna, Ahamuefula. In: MPRA Paper. RePEc:pra:mprapa:109597. Full description at Econpapers || Download paper | |
2020 | Mapping the oil price-stock market nexus researches: A scientometric review. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:133-147. Full description at Econpapers || Download paper | |
2020 | Debt De-risking. (2020). Schrimpf, Andreas ; Parise, Gianpaolo ; Cutura, Jannic. In: BIS Working Papers. RePEc:bis:biswps:868. Full description at Econpapers || Download paper | |
2020 | The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak. (2020). Abbas, Syed Kumail ; Naqvi, Bushra ; Hasnaoui, Jamila Abaidi ; Mirza, Nawazish. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00066-6. Full description at Econpapers || Download paper | |
2020 | Dividend policy and corporate investment under information shocks. (2020). Harakeh, Mostafa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300688. Full description at Econpapers || Download paper | |
2020 | Information asymmetry and dividend policy of Sarbanes-Oxley Act. (2020). Sayour, Nagham ; Matar, Ghida ; Harakeh, Mostafa. In: Journal of Economic Studies. RePEc:eme:jespps:jes-08-2019-0355. Full description at Econpapers || Download paper | |
2020 | Firm life cycle and the disclosure of estimates and judgments in goodwill impairment tests: Evidence from Australia. (2020). Su, LI ; Kabir, Humayun ; Rahman, Asheq. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:3:s1815566918300729. Full description at Econpapers || Download paper | |
2020 | The Effect of Using Securitization on the Stability and the Risk of Banks: Evidence From Emerging Countries. (2020). Farjaoui, Amal ; Keffala, Mohamed Rochdi. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:2:p:205-217. Full description at Econpapers || Download paper | |
2020 | Does Bitcoin Improve Investment Portfolio Efficiency?. (2020). Turovtseva, Daria ; Sakowski, Pawe. In: Working Papers. RePEc:war:wpaper:2020-42. Full description at Econpapers || Download paper | |
2020 | Portfolio optimization in the era of digital financialization using cryptocurrencies. (2020). Wang, Zi Long ; Liu, Miao ; Ahmad, Ferhana. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s004016252031091x. Full description at Econpapers || Download paper | |
2020 | Do productive firms get external finance? Evidence from Chinese listed manufacturing firms. (2020). Chen, Minjia ; Matousek, Roman. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919302522. Full description at Econpapers || Download paper | |
2020 | Corruption in banks: A bibliometric review and agenda. (2020). Bahoo, Salman. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311730. Full description at Econpapers || Download paper | |
2020 | The effects of three types of Chinas official turnover on air quality: A regression discontinuity study. (2020). Gao, Ming ; Chen, Liqiang. In: Growth and Change. RePEc:bla:growch:v:51:y:2020:i:3:p:1081-1101. Full description at Econpapers || Download paper | |
2020 | US non-linear causal effects on global equity indices in Normal times versus unconventional eras. (2020). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00457-y. Full description at Econpapers || Download paper | |
2020 | Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings. (2020). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:88-:d:352757. Full description at Econpapers || Download paper | |
2020 | EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926. Full description at Econpapers || Download paper | |
2020 | Do export, financial development, and institutions affect FDI outflows? Insights from Asian developing countries. (2020). Mishra, Bikash Ranjan ; Tripathy, Prajukta ; Behera, Pragyanrani. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:175-190. Full description at Econpapers || Download paper | |
2020 | Social capital and payout policies. (2020). Habib, Ahsan ; Hasan, Mostafa Monzur. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:16:y:2020:i:1:s1815566920300023. Full description at Econpapers || Download paper | |
2020 | Unpacking the black box of trade credit to socially responsible customers. (2020). Tribo, Josep A ; Garcia, Juan Manuel ; Zhang, Yanlei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301746. Full description at Econpapers || Download paper | |
2020 | Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies. (2020). Winkler-Drews, Tadeusz ; Podgorski, Baej ; Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300851. Full description at Econpapers || Download paper | |
2020 | Do state subsidies increase corporate environmental spending?. (2020). Zhang, Yifei ; Wang, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302362. Full description at Econpapers || Download paper | |
2020 | National culture and bank risk-taking: Contradictory case of individualism. (2020). Illiashenko, Pavlo ; Laidroo, Laivi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300704. Full description at Econpapers || Download paper | |
2020 | The cross-country transmission of credit risk between sovereigns and firms in Asia. (2020). Tantisantiwong, Nongnuch ; Power, David ; Zha, Yiling. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:309-320. Full description at Econpapers || Download paper | |
2020 | Momentum trading in cryptocurrencies: Short-term returns and diversification benefits. (2020). Tsend-Ayush, Bayasgalan ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303647. Full description at Econpapers || Download paper | |
2020 | Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258. Full description at Econpapers || Download paper | |
2020 | Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning. (2020). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Working Papers. RePEc:hhs:cbsnow:2020_020. Full description at Econpapers || Download paper | |
2020 | Cyber-Attacks and Cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8124. Full description at Econpapers || Download paper | |
2020 | Risk Spillover between Bitcoin and Conventional Financial Markets: An Expectile-Based Approach. (2020). GUPTA, RANGAN ; Bouri, Elie ; Zhang, Yue-Jun. In: Working Papers. RePEc:pre:wpaper:202027. Full description at Econpapers || Download paper | |
2020 | A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8. Full description at Econpapers || Download paper | |
2020 | Taming the blockchain beast? Regulatory implications for the cryptocurrency Market. (2020). Shanaev, Savva ; Shuraeva, Arina ; Ghimire, Binam ; Sharma, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919305963. Full description at Econpapers || Download paper | |
2020 | Non-linearities, cyber attacks and cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377. Full description at Econpapers || Download paper | |
2020 | Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position. (2020). lucey, brian ; Corbet, Shaen ; Meegan, Andrew ; Larkin, Charles ; Yarovaya, Larisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576. Full description at Econpapers || Download paper | |
2020 | Is bitcoin a channel of capital inflow? Evidence from carry trade activity. (2020). Dai, Yanke ; Cheng, Jiameng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:261-278. Full description at Econpapers || Download paper | |
2020 | Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628. Full description at Econpapers || Download paper | |
2020 | Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach. (2020). Grilli, Luca ; Santoro, Domenico. In: MPRA Paper. RePEc:pra:mprapa:99591. Full description at Econpapers || Download paper | |
2020 | DCCA and DMCA correlations of cryptocurrency markets. (2020). KriÃ
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2020 | Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations. (2020). Younas, Zahid Irshad ; Meloni, Mirko ; Jeleskovic, Vahidin . In: MAGKS Papers on Economics. RePEc:mar:magkse:202034. Full description at Econpapers || Download paper | |
2020 | The destabilising effects of cryptocurrency cybercriminality. (2020). lucey, brian ; Cumming, Douglas ; Corbet, Shaen ; Vigne, Samuel A ; Peat, Maurice. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519303714. Full description at Econpapers || Download paper | |
2020 | Testing for herding in the cryptocurrency market. (2020). Drakos, Konstantinos ; Ballis, Antonis. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301643. Full description at Econpapers || Download paper | |
2020 | The relationship between implied volatility and cryptocurrency returns. (2020). Sensoy, Ahmet ; lucey, brian ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303381. Full description at Econpapers || Download paper | |
2020 | Consumer resistance and inertia of retail investors: Development of the resistance adoption inertia continuance (RAIC) framework. (2020). Dhir, Amandeep ; Saxena, Akanksha ; Bhatia, Anuj ; Talwar, Shalini ; Seth, Himanshu. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:55:y:2020:i:c:s0969698919309567. Full description at Econpapers || Download paper | |
2020 | Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple. (2020). Corbet, Shaen ; Gurdgiev, Constantin ; Celeste, Valerio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:310-324. Full description at Econpapers || Download paper | |
2020 | Are virtual currencies virtuous? Ethical and environmental issues. (2019). Berne, Michel ; Trabelsi, Donia ; Mbarek, Sondes. In: Post-Print. RePEc:hal:journl:hal-02434877. Full description at Econpapers || Download paper | |
2020 | The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies. (2020). lucey, brian ; Corbet, Shaen ; Larkin, Charles. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304098. Full description at Econpapers || Download paper | |
2020 | High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x. Full description at Econpapers || Download paper | |
2020 | The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Akyildirim, Erdinc ; Kellard, Neil ; Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304714. Full description at Econpapers || Download paper | |
2020 | GARCH Modelling of High-Capitalization Cryptocurrencies Impacts During Bearish Markets. (2020). Athanasios, Pandazis ; Anastasios-Taxiarchis, Koutsioukis ; Efthymios, Katsaros ; Panagiotis, Anastasiadis. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:3:p:87-106. Full description at Econpapers || Download paper | |
2020 | What predicts the legal status of cryptocurrencies?. (2020). Shchepeleva, Maria ; Stolbov, Mikhail. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:67:y:2020:i:c:p:273-291. Full description at Econpapers || Download paper | |
2020 | Tail dependence in the return-volume of leading cryptocurrencies. (2020). Bouri, Elie ; Roubaud, David ; Boako, Gideon ; Naeem, Muhammad. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319306087. Full description at Econpapers || Download paper | |
2020 | Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency. (2020). Bouri, Elie ; Saeed, Tareq ; Aftab, Muhammad ; Qureshi, Saba. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305641. Full description at Econpapers || Download paper | |
2020 | Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements. (2020). Sensoy, Ahmet ; Corbet, Shaen ; Lucey, Brian ; Cumming, Douglas ; Akyildirim, Erdin . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310179. Full description at Econpapers || Download paper | |
2020 | A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037. Full description at Econpapers || Download paper | |
2020 | One model does not fit all: a multi-scale analysis of eighty-four cryptocurrencies. (2020). Fernandez Bariviera, Aurelio. In: Papers. RePEc:arx:papers:2003.09720. Full description at Econpapers || Download paper | |
2020 | Asymmetric mean reversion of Bitcoin price returns. (2020). Corbet, Shaen ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306136. Full description at Econpapers || Download paper | |
2020 | Distributed ledger technology for securities clearing and settlement: benefits, risks, and regulatory implications. (2020). Priem, Randy. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0169-6. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies: market analysis and perspectives. (2020). Vinogradov, Dmitri ; Milne, Alistair ; Giudici, Giancarlo. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00138-6. Full description at Econpapers || Download paper | |
2020 | A place next to Satoshi: foundations of blockchain and cryptocurrency research in business and economics. (2020). Ante, Lennart. In: Scientometrics. RePEc:spr:scient:v:124:y:2020:i:2:d:10.1007_s11192-020-03492-8. Full description at Econpapers || Download paper | |
2020 | Are cryptocurrencies becoming more interconnected?. (2020). Perez-Laborda, Alejandro ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:2009.14561. Full description at Econpapers || Download paper | |
2020 | The evolving topology of the Lightning Network: Centralization, efficiency, robustness, synchronization, and anonymity. (2020). Flori, Andrea ; Martinazzi, Stefano. In: PLOS ONE. RePEc:plo:pone00:0225966. Full description at Econpapers || Download paper | |
2020 | A Comprehensive Statistical Analysis of the Six Major Crypto-Currencies from August 2015 through June 2020. (2020). Carneiro, Andre Fluminense ; de Melo, Beatriz Vaz. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:192-:d:403893. Full description at Econpapers || Download paper | |
2020 | âSmall things matter mostâ: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716. Full description at Econpapers || Download paper | |
2020 | Are cryptocurrencies becoming more interconnected?. (2020). Fernandez Bariviera, Aurelio ; Laborda, Alex Perez ; Aslanidis, Nektarios. In: Working Papers. RePEc:urv:wpaper:2072/417679. Full description at Econpapers || Download paper | |
2020 | From code to market: Network of developers and correlated returns of cryptocurrencies. (2020). Baronchelli, Andrea ; Gallo, Angela ; Lepri, Bruno ; Alessandretti, Laura ; Lucchini, Lorenzo. In: Papers. RePEc:arx:papers:2004.07290. Full description at Econpapers || Download paper | |
2020 | The Microeconomics of Cryptocurrencies. (2020). Halaburda, Hanna ; Haeringer, Guillaume ; Gandal, Neil ; Gans, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:27477. Full description at Econpapers || Download paper | |
2020 | Investor attention and the pricing of cryptocurrency market. (2020). Zhang, Wei ; Wang, Pengfei. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:17:y:2020:i:2:d:10.1007_s40844-020-00182-1. Full description at Econpapers || Download paper | |
2020 | A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302266. Full description at Econpapers || Download paper | |
2020 | A Scientometric Review of Digital Currency and Electronic Payment Research: A Network Perspective. (2020). Sun, Xiaoqi ; Shi, Qing. In: Complexity. RePEc:hin:complx:8876017. Full description at Econpapers || Download paper | |
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2020 | Beyond narrative disclosure tone: The upper echelons theory perspective. (2020). Tao, Lei ; Abdelfattah, Tarek ; Bassyouny, Hesham. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301435. Full description at Econpapers || Download paper | |
2020 | The role of internal corporate governance mechanisms on default risk: A systematic review for different institutional settings. (2020). Gonzalez-Urteaga, Ana ; Ballester, Laura ; Martinez, Beatriz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920303561. Full description at Econpapers || Download paper | |
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2020 | First-mover disadvantage - The sovereign ratings mousetrap. (2020). Vu, Huong ; Klusak, Patrycja ; Kraemer, Moritz. In: CEPS Papers. RePEc:eps:cepswp:26352. Full description at Econpapers || Download paper | |
2020 | Everybody likes shopping, including the US capital market. (2020). Cohen, Gil ; Aharon, David Y ; Qadan, Mahmoud. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300224. Full description at Econpapers || Download paper | |
2020 | Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis. (2020). Geng, Jiang-Bo ; Ji, Qiang ; Xia, Tongshui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119313299. Full description at Econpapers || Download paper | |
2020 | Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315. Full description at Econpapers || Download paper | |
2020 | Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126. Full description at Econpapers || Download paper | |
2020 | One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns. (2020). Smales, Lee Alan. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:2:p:118-132. Full description at Econpapers || Download paper | |
2020 | Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324. Full description at Econpapers || Download paper | |
2020 | Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505. Full description at Econpapers || Download paper | |
2020 | Knowledge diffusion paths of blockchain domain: the main path analysis. (2020). Sheng, Libo ; Yu, Dejian. In: Scientometrics. RePEc:spr:scient:v:125:y:2020:i:1:d:10.1007_s11192-020-03650-y. Full description at Econpapers || Download paper | |
2020 | Real-time prediction of Bitcoin bubble crashes. (2020). Zhu, Wei ; Shu, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:548:y:2020:i:c:s0378437120302077. Full description at Econpapers || Download paper | |
2020 | The drivers of Bitcoin trading volume in selected emerging countries. (2020). Bouraoui, Taoufik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:218-229. Full description at Econpapers || Download paper | |
2020 | Uncovering the global network of economic policy uncertainty. (2020). Zhao, Wan-Li ; Marfatia, Hardik ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311845. Full description at Econpapers || Download paper | |
2020 | The profitability of technical trading rules in the Bitcoin market. (2020). Gerritsen, Dirk ; Bouri, Elie ; Roubaud, David ; Ramezanifar, Ehsan. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303770. Full description at Econpapers || Download paper | |
2020 | Tail behavior of Bitcoin, the dollar, gold and the stock market index. (2020). Ho, JI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s104244312030086x. Full description at Econpapers || Download paper | |
2020 | Excess volatility and market efficiency in government bond markets: the ASEAN-5 context. (2020). Liao, Szu-Lang ; Lin, Shih-Kuei ; Wong, Shao-Jye ; Tang, Kin-Boon . In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00154-5. Full description at Econpapers || Download paper | |
2020 | Institutional distance and cross-border M&A performance: A dynamic perspective. (2020). Zhao, Ding ; Ren, Qizhe ; Wang, Chaohui ; Li, Wanli. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300913. Full description at Econpapers || Download paper | |
2020 | Google trends and the predictability of precious metals. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719307408. Full description at Econpapers || Download paper | |
2020 | Income smoothing through loan loss provisions in south and Eastern European banks. (2020). Ahmeti, Skender ; Toi, Valentin ; Shala, Albulena . In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:38:y:2020:i:2:p:429-452. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667. Full description at Econpapers || Download paper | |
2020 | A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:33-:d:319970. Full description at Econpapers || Download paper | |
2020 | A principal component-guided sparse regression approach for the determination of bitcoin returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Working Papers. RePEc:gue:guelph:2020-01. Full description at Econpapers || Download paper | |
2020 | Efficiency of the Brazilian Bitcoin: A DFA Approach. (2020). Ferreira, Paulo ; Burnquist, Heloisa ; Campoli, Jessica ; Quintino, Derick. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:25-:d:347854. Full description at Econpapers || Download paper | |
2020 | Cryptocurrency Returns before and after the Introduction of Bitcoin Futures. (2020). Stengos, Thanasis ; Deniz, Pinar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:116-:d:367403. Full description at Econpapers || Download paper | |
2020 | Googlization and retail investors trading activity. (2020). D'Hondt, Catherine ; Desagre, Christophe. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020004. Full description at Econpapers || Download paper | |
2020 | Multiple duration analyses of dynamic limit order placement strategies and aggressiveness in a low-latency market environment. (2020). LE, Thai-Ha ; Tu, Anh ; Fong, Kingsley Y ; Liu, Wai-Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302192. Full description at Econpapers || Download paper | |
2020 | Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic. (2020). Tayal, Jitendra ; Bergsma, Kelley. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301551. Full description at Econpapers || Download paper | |
2020 | Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market. (2020). Gregoriou, Andros ; Zhang, Sijia. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:13-26. Full description at Econpapers || Download paper | |
2020 | A Review of the Post-Earnings-Announcement Drift. (2020). Fink, Josef. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2020-04. Full description at Econpapers || Download paper | |
2020 | Short-selling risk in Australia. (2020). Hayat, Aziz ; Ang, Tze Chuan ; Li, Bob. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x20303437. Full description at Econpapers || Download paper | |
2020 | The devil in the style: Mutual fund style drift, performance and common risk factors. (2020). Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:264-273. Full description at Econpapers || Download paper | |
2020 | Do smart beta ETFs deliver persistent performance?. (2020). Soggiu, Marco ; Mateus, Irina B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00174-1. Full description at Econpapers || Download paper | |
2020 | CEO power and stock price crash risk in China: Do female directors critical mass and ownership structure matter?. (2020). Ntim, Collins ; Ye, Zhiwei ; Yugang, Chen ; Ullah, Farid ; Shahab, Yasir. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919302947. Full description at Econpapers || Download paper | |
2020 | Ethereum as a Hedge: The intraday analysis. (2020). Ivanov, Stoyu ; Meshcheryakov, Artem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01010. Full description at Econpapers || Download paper | |
2020 | Cryptocurrencies as hedges and safe-havens for US equity sectors. (2020). Hussain, Syed Jawad ; Bouri, Elie ; Roubaud, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:294-307. Full description at Econpapers || Download paper | |
2020 | Re-evaluating cryptocurrencies contribution to portfolio diversification -- A portfolio analysis with special focus on German investors. (2020). Hoffmann, Ingo ; Schmitz, Tim. In: Papers. RePEc:arx:papers:2006.06237. Full description at Econpapers || Download paper | |
2020 | Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x. Full description at Econpapers || Download paper | |
2020 | Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. (2020). Ghosh, Sajal ; Uddin, Gazi Salah ; Dutta, Anupam ; Kanjilal, Kakali ; Yahya, Muhammad. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308847. Full description at Econpapers || Download paper | |
2020 | Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822. Full description at Econpapers || Download paper | |
2020 | Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets. (2020). el Meslmani, Nabil ; Lee, Seungho ; Switzer, Lorne N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309808. Full description at Econpapers || Download paper | |
2020 | A note on regulatory responses to COVID-19 pandemic: Balancing banks solvency and contribution to recovery. (2020). TARAZI, Amine ; Bitar, Mohammad. In: Working Papers. RePEc:hal:wpaper:hal-02964598. Full description at Econpapers || Download paper | |
2020 | Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. (2020). Corbet, Shaen ; Marco, Chi Keung ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302155. Full description at Econpapers || Download paper | |
2020 | Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities. (2020). Huruta, Andrian Dolfriandra ; Handriani, Eka ; Nugroho, Bayu Adi ; Robiyanto, Robiyanto. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00199-w. Full description at Econpapers || Download paper | |
2020 | When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898. Full description at Econpapers || Download paper | |
2020 | Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo Brutti ; Ramos, Henrique Pinto. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301071. Full description at Econpapers || Download paper | |
2020 | Economic feasibility valuing of deep mineral resources based on risk analysis: Songtao manganese ore - China case study. (2020). Pan, Wen ; Xiao, Jian-Zhong ; Liu, Jiang-Yi ; Dou, Shi-Quan. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719303162. Full description at Econpapers || Download paper | |
2020 | State-Dependent Stock Liquidity Premium: The Case of the Warsaw Stock Exchange. (2020). Stereczak, Szymon. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:13-:d:329185. Full description at Econpapers || Download paper | |
2020 | Accuracy of European Stock Target Prices. (2020). Gaspar, Raquel M ; Almeida, Joana. In: Working Papers REM. RePEc:ise:remwps:wp01152020. Full description at Econpapers || Download paper | |
2020 | Is the market surprised by the surprise?. (2020). Petracci, Barbara ; Olugbode, Mojisola ; Kyaw, Khine. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:17:y:2020:i:1:d:10.1057_s41310-020-00071-4. Full description at Econpapers || Download paper | |
2020 | Stock market integration in East and Southeast Asia: The role of global factors. (2020). Wu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919304016. Full description at Econpapers || Download paper | |
2020 | Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, Jianping ; Sun, Xiaolei ; Le, Wei ; Yao, Xiaoyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238. Full description at Econpapers || Download paper | |
2020 | Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381. Full description at Econpapers || Download paper | |
2020 | Credit risk and financial integration: An application of network analysis. (2020). Inekwe, John Nkwoma ; Bhattacharya, Mita ; Valenzuela, Maria Rebecca. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302325. Full description at Econpapers || Download paper | |
2020 | Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence. (2020). Shen, Dehua ; Li, Xiao ; Meng, Yongqiang ; Xiong, Xiong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119304822. Full description at Econpapers || Download paper | |
2020 | Stock mispricing, hard-to-value stocks and the influence of internet stock message boards. (2020). Meng, Yongqiang ; Xiong, Xiong ; Shen, Dehua ; Joseph, Nathan Lael. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302209. Full description at Econpapers || Download paper | |
2020 | Financial market risk and macroeconomic stability variables: dynamic interactions and feedback effects. (2020). Orlowski, Lucjan T ; Chomicz-Grabowska, Agnieszka M. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-020-09505-9. Full description at Econpapers || Download paper | |
2020 | Inflation targeting & implications of oil shocks for inflation expectations in oil-importing and exporting economies: Evidence from three Nordic Kingdoms. (2020). Nasir, Muhammad Ali ; Yarovaya, Larisa ; Duc, Toan Luu. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302027. Full description at Econpapers || Download paper | |
2020 | Intraday timeââ¬Âseries momentum: Evidence from China. (2020). Li, Youwei ; Yang, Yung Chiang ; Jin, Muzhao ; Kearney, Fearghal. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:632-650. Full description at Econpapers || Download paper | |
2020 | Accrual mispricing: Evidence from European sovereign debt crisis. (2020). Lelis, Carlos ; Gaio, Cristina ; Gonalves, Tiago. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310419. Full description at Econpapers || Download paper | |
2020 | Is knowledge powerful? Evidence from financial education and earnings quality. (2020). Zhang, XU ; Sun, Hongyan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919309304. Full description at Econpapers || Download paper | |
2020 | The impact of corporate governance and agency effect on earnings management â A test of the dual banking system. (2020). Alam, Nafis ; Nahomy, Aisha Homy ; Ramachandran, Jayalakshmy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s027553191930707x. Full description at Econpapers || Download paper | |
2020 | Switching due diligence auditor in Chinese mergers and acquisitions. (2020). Bi, Xiaogang ; Tharyan, Rajesh ; Tang, Judy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310372. Full description at Econpapers || Download paper | |
2020 | Profit status of microfinance institutions and incentives for earnings management. (2020). Santos, Layla Dos ; de Oliveira, Rodrigo ; de Lacerda, Rafael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311201. Full description at Econpapers || Download paper | |
2020 | Influence of geographic distribution on real activities manipulation within consolidated companies: Evidence from Japan. (2020). Sakurai, Yuuta ; Yamada, Akihiro ; Ishida, Ryo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919312334. Full description at Econpapers || Download paper | |
2020 | External financing and earnings management: Evidence from international data. (2020). Uchida, Konari ; Zhang, Yuyang ; Dong, Liping. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300088. Full description at Econpapers || Download paper | |
2020 | Extreme learning with chemical reaction optimization for stock volatility prediction. (2020). Misra, Bijan Bihari ; Nayak, Sarat Chandra. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00177-2. Full description at Econpapers || Download paper | |
2020 | Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks. (2020). Zheng, Yuhang ; Peng, Jiaying ; Failler, Pierre ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2395-:d:356651. Full description at Econpapers || Download paper | |
2020 | Can Crude Oil Serve as a Hedging Asset for Underlying Securities?ââ¬âResearch on the Heterogenous Correlation between Crude Oil and Stock Index. (2020). Zhang, Hai ; Du, Ziqing ; Xu, SA. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3139-:d:372639. Full description at Econpapers || Download paper | |
2020 | Forecast on silver futures linked with structural breaks and day-of-the-week effect. (2020). Fang, Qiang ; Cheng, Yuxiang ; Li, Wenlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300899. Full description at Econpapers || Download paper | |
2020 | Debt choice, growth opportunities and corporate investment: evidence from China. (2020). Jebran, Khalil ; Bhat, Kalimullah ; Ding, Ning. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00194-1. Full description at Econpapers || Download paper | |
2020 | Sentiment stocks. (2020). Gil-Bazo, Javier ; Dong, Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302179. Full description at Econpapers || Download paper | |
2020 | How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast. (2020). Chen, Qiguang ; Liu, Lin. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00200-6. Full description at Econpapers || Download paper | |
2020 | S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA. (2020). Rao, Siva Nageswara ; Malepati, Venkataramanaiah ; Challa, Madhavi Latha. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00201-5. Full description at Econpapers || Download paper | |
2020 | Comprehensive review of text-mining applications in finance. (2020). Shah, Manan ; Kheruwala, Hamza Abubakar ; Dengre, Vinya ; Gupta, Aaryan. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00205-1. Full description at Econpapers || Download paper | |
2020 | The effect of individual factors on user behaviour and the moderating role of trust: an empirical investigation of consumersââ¬â¢ acceptance of electronic banking in the Kurdistan Region of Iraq. (2020). Taha, Yadgar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00206-0. Full description at Econpapers || Download paper | |
2020 | The macroeconomic effects of COVID-19 in Montenegro: a Bayesian VARX approach. (2020). Bojaj, Martin M ; Djurovic, Vasilije. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00207-z. Full description at Econpapers || Download paper | |
2020 | Monetary policy uncertainty spillovers in time and frequency domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00219-z. Full description at Econpapers || Download paper | |
2020 | Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823. Full description at Econpapers || Download paper | |
2020 | Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases. (2020). Bishara, Norman ; Arslan-Ayaydin, Ozgur ; Torsin, Wouter ; Thewissen, James. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302416. Full description at Econpapers || Download paper | |
2020 | ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547. Full description at Econpapers || Download paper | |
2020 | I am a blockchain too: How does the market respond to companiesââ¬â¢ interest in blockchain?. (2020). Yang, Joey W ; Liu, Zhangxin ; Baur, Dirk G ; Cahill, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300078. Full description at Econpapers || Download paper | |
2020 | Co-movement across european stock and real estate markets. (2020). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:189-208. Full description at Econpapers || Download paper | |
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2020 | The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach. (2020). lucey, brian ; Bekiros, Stelios ; Brian, Lucey ; Stelios, Bekiros ; Christos, Avdoulas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:23:n:4. Full description at Econpapers || Download paper | |
2020 | Female independent directors and financial irregularities in chinese listed firms: From the perspective of audit committee chairpersons. (2020). Li, Yanxi. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305051. Full description at Econpapers || Download paper | |
2020 | The Transformation of Governance System: A Decade Long Experience of Corporate Governance Using Meta-analysis. (2020). Gulati, Khushboo ; Gupta, C P. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:21:y:2020:i:3:d:10.1007_s40171-020-00244-8. Full description at Econpapers || Download paper | |
2020 | Corporate social responsibility strategy and corporate environmental and social performance: The moderating role of board gender diversity. (2020). Orazalin, Nurlan ; Baydauletov, Mady. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:27:y:2020:i:4:p:1664-1676. Full description at Econpapers || Download paper | |
2020 | Audit committees, female directors and the types of female and male financial experts: Further evidence. (2020). Uddin, Md Borhan ; Alam, Ashraful ; Abbasi, Kaleemullah. In: Journal of Business Research. RePEc:eee:jbrese:v:114:y:2020:i:c:p:186-197. Full description at Econpapers || Download paper | |
2020 | Women on corporate boards and corporate financial and non-financial performance: A systematic literature review and future research agenda. (2020). Ntim, Collins G ; Hanh, Thi Hong ; Malagila, John K. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301988. Full description at Econpapers || Download paper | |
2020 | Real earnings management and the relevance of operating cash flows: A study of french listed firms. (2020). Alqatan, Ahmad ; Khemakhem-Feki, Hela ; Boujelben, Saoussen. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:17:y:2020:i:4:d:10.1057_s41310-020-00091-0. Full description at Econpapers || Download paper | |
2020 | Exploring the mismatch between credit ratings and loss-given-default: A credit risk approach. (2020). Shi, Baofeng ; Li, Weiping ; Chi, Guotai. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:420-428. Full description at Econpapers || Download paper | |
2020 | Are cyclical patterns of international housing markets interdependent?. (2020). Chang, Kuang-Liang. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:14-24. Full description at Econpapers || Download paper | |
2020 | Do narrative-related disclosures predict corporate failure? Evidence from UK non-financial publicly quoted firms. (2020). Elsayed, Mohamed ; el Sayed, Mohamed ; Elshandidy, Tamer. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030199x. Full description at Econpapers || Download paper | |
2020 | Credit Risk Assessment Models of Retail Microfinancing: The Case of a Malaysian National Savings Bank¡¯s Branch. (2020). AZHAR, ZUBIR ; Ahmad, Azlina ; Abdullah, Mazni Asrida ; Mat, Nor Azam. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:3:p:73-83. Full description at Econpapers || Download paper | |
2020 | Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964. Full description at Econpapers || Download paper | |
2020 | Can happiness predict future volatility in stock markets?. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Faruk, Balli ; Farid, Saqib. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919312292. Full description at Econpapers || Download paper | |
2020 | Managerial incentives to take asset risk. (2020). Wolff, Vincent ; Wagner, Alexander F ; Stromberg, Jacob ; Chesney, Marc. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302029. Full description at Econpapers || Download paper | |
2020 | Historical volatility of advanced equity markets: The role of local and global crises. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Goswami, Samrat. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303617. Full description at Econpapers || Download paper | |
2020 | Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS. (2020). Gasbarro, Dominic ; Wali, Muammer ; Hoque, Ariful ; Hassan, Kamrul. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030325x. Full description at Econpapers || Download paper | |
2020 | Stock liquidity and dividend policy: Evidence from an imputation tax environment. (2020). Nguyen, Truong-Giang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302039. Full description at Econpapers || Download paper | |
2020 | The consumption response to household leverage in China: The role of investment at household level. (2020). Guo, Rui ; Zhang, Dongyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302246. Full description at Econpapers || Download paper | |
2020 | Bringing owners back on board: A review of the role of ownership type in board governance. (2020). Ponomareva, Yuliya ; Federo, Ryan ; Losada, Carlos ; Sazcarranza, Angel ; Aguilera, Ruth V. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:28:y:2020:i:6:p:348-371. Full description at Econpapers || Download paper | |
2020 | Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303615. Full description at Econpapers || Download paper | |
2020 | On the effect of credit rating announcements on sovereign bonds: International evidence. (2020). Lemonidi, Paraskevi ; Umar, Zaghum ; Kenourgios, Dimitrios . In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:58-71. Full description at Econpapers || Download paper | |
2020 | Macroprudential policies, corporate governance and bank risk: Cross-country evidence. (2020). Pasiouras, Fotios ; Lozano-Vivas, Ana ; Papadimitri, Panagiota ; Gaganis, Chrysovalantis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:169:y:2020:i:c:p:126-142. Full description at Econpapers || Download paper | |
2020 | Political risk and bank stability in the Middle East and North Africa region. (2020). Al-Shboul, Mohammad ; Molyneux, Phillip ; Hassan, Abul ; Maghyereh, Aktham. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303609. Full description at Econpapers || Download paper | |
2020 | Capital regulation, deposit insurance and bank risk: International evidence from normal and crisis periods. (2020). Ashraf, Badar Nadeem ; Qian, Ningyu ; Jiang, Chonghui ; Zheng, Changjun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918311231. Full description at Econpapers || Download paper | |
2020 | Bank profit efficiency and financial consumer protection policies. (2020). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Galariotis, Emilios ; Staikouras, Christos. In: Journal of Business Research. RePEc:eee:jbrese:v:118:y:2020:i:c:p:98-116. Full description at Econpapers || Download paper | |
2020 | Governance quality, bank price synchronicity and political uncertainty. (2020). Lin, Kun-Li ; Phan, Thu ; Doan, Anh-Tuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:231-262. Full description at Econpapers || Download paper | |
2020 | Does cyber tech spending matter for bank stability?. (2020). Mollah, Sabur ; Uddin, Md Hamid ; Ali, Md Hakim. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302313. Full description at Econpapers || Download paper | |
2020 | Moral hazard, external governance and risk-taking: Evidence from commercial banks in China. (2020). Wu, Fei ; Zhang, Zhiwei. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319312577. Full description at Econpapers || Download paper | |
2020 | Inflation targeting and bank risk: The interacting effect of institutional quality. (2020). McMillan, David ; Boujelbene, Younes ; Louati, Salma. In: Cogent Business & Management. RePEc:taf:oabmxx:v:7:y:2020:i:1:p:1847889. Full description at Econpapers || Download paper | |
2020 | Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:21:y:2020:i:4:d:10.1057_s41261-019-00122-z. Full description at Econpapers || Download paper | |
2020 | How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487. Full description at Econpapers || Download paper | |
2020 | Interindustry volatility spillover effects in Chinaââ¬â¢s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632. Full description at Econpapers || Download paper | |
2020 | Capital market pressure, real earnings management, and institutional ownership stability - Evidence from Poland. (2020). Jewartowski, Tomasz ; Kadoski, Micha ; Mizerka, Jacek. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918305921. Full description at Econpapers || Download paper | |
2020 | Development and testing of an augmented distress prediction model: A comparative study on a developed and an emerging market. (2020). Serrasqueiro, Zelia ; Ashraf, Sumaira. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300487. Full description at Econpapers || Download paper | |
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2020 | Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723. Full description at Econpapers || Download paper | |
2020 | A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Hao, Wenyan ; Chi, Yeguang. In: Papers. RePEc:arx:papers:2010.07402. Full description at Econpapers || Download paper | |
2020 | Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741. Full description at Econpapers || Download paper | |
2020 | COVID-19: Media coverage and financial markets behaviorâA sectoral inquiry. (2020). Rizvi, Syed Aun R. ; Aun, Syed ; Haroon, Omair. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020301386. Full description at Econpapers || Download paper | |
2020 | The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136. Full description at Econpapers || Download paper | |
2020 | Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets. (2020). Ashraf, Badar Nadeem. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302422. Full description at Econpapers || Download paper | |
2020 | A timeâfrequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets. (2020). Gubareva, Mariya ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303312. Full description at Econpapers || Download paper | |
2020 | Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304811. Full description at Econpapers || Download paper | |
2020 | Is equity crowdfunding always good? Deal structure and the attraction of venture capital investors. (2020). Tenca, Francesca ; di Pietro, Francesca ; Buttice, Vincenzo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302170. Full description at Econpapers || Download paper | |
2020 | Japanese currency and stock marketâWhat happened during the COVID-19 pandemic?. (2020). Devpura, Neluka ; Narayan, Paresh Kumar ; Wang, Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:191-198. Full description at Econpapers || Download paper | |
2020 | Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042. Full description at Econpapers || Download paper | |
2020 | The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980. Full description at Econpapers || Download paper | |
2020 | Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092. Full description at Econpapers || Download paper | |
2020 | Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis. (2020). Yoon, Seong-Min ; Jiang, Zhuhua. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301754. Full description at Econpapers || Download paper | |
2020 | Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Nepal, Rabindra ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Suleman, Mouhammed Tahir ; Peng, Zhe. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541. Full description at Econpapers || Download paper | |
2020 | The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802. Full description at Econpapers || Download paper | |
2020 | Relationship between green bonds and financial and environmental variables: A novel time-varying causality. (2020). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302814. Full description at Econpapers || Download paper | |
2020 | Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19. (2020). Corbet, Shaen ; Gunay, Samet ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303182. Full description at Econpapers || Download paper | |
2020 | Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780. Full description at Econpapers || Download paper | |
2020 | The impact of political instruments on building energy retrofits: A risk-integrated thermal Energy Hub approach. (2020). Wenninger, Simon ; Trankler, Timm ; Rockstuhl, Sebastian ; Ahlrichs, Jakob. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520305681. Full description at Econpapers || Download paper | |
2020 | Heterogeneous dependence between crude oil price volatility and Chinaâs agriculture commodity futures: Evidence from quantile-on-quantile regression. (2020). Ma, Xiang ; Huang, Rui ; Zhu, Huiming ; Hau, Liya. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318880. Full description at Econpapers || Download paper | |
2020 | Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Ã
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2020 | Parent-subsidiary dispersion and executive excess perks consumption. (2020). Ntim, Collins ; Li, Hai-Xia ; Shahab, Yasir ; Yao, Yao. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301459. Full description at Econpapers || Download paper | |
2020 | Bank competition, concentration and EU SME cost of debt. (2020). Han, Liang ; Wang, Xiaodong ; Huang, Xing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301782. Full description at Econpapers || Download paper | |
2020 | Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x. Full description at Econpapers || Download paper | |
2020 | Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S.. (2020). Li, Jingyu ; Casu, Barbara ; Yao, Yinhong ; Zhu, Xiaoqian. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301885. Full description at Econpapers || Download paper | |
2020 | Fund manager conviction and investment performance. (2020). Taffler, Richard ; Jin, Liang ; Tosun, Onur Kemal ; Eshraghi, Arman. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301940. Full description at Econpapers || Download paper | |
2020 | Women on corporate boards and corporate financial and non-financial performance: A systematic literature review and future research agenda. (2020). Ntim, Collins G ; Hanh, Thi Hong ; Malagila, John K. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301988. Full description at Econpapers || Download paper | |
2020 | Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. (2020). Corbet, Shaen ; Marco, Chi Keung ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302155. Full description at Econpapers || Download paper | |
2020 | The consumption response to household leverage in China: The role of investment at household level. (2020). Guo, Rui ; Zhang, Dongyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302246. Full description at Econpapers || Download paper | |
2020 | Identifying the comovement of price between Chinas and international crude oil futures: A time-frequency perspective. (2020). Huang, Shupei. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302064. Full description at Econpapers || Download paper | |
2020 | A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118. Full description at Econpapers || Download paper | |
2020 | Sentiment stocks. (2020). Gil-Bazo, Javier ; Dong, Hang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302179. Full description at Econpapers || Download paper | |
2020 | Impact of internet finance on the performance of commercial banks in China. (2020). Yin, Lijun ; Dong, Jichang ; Liu, Lei ; Hu, Meiting. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302234. Full description at Econpapers || Download paper | |
2020 | Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability. (2020). Katsaiti, Marina-Selini ; Polyzos, Stathis ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302349. Full description at Econpapers || Download paper | |
2020 | Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386. Full description at Econpapers || Download paper | |
2020 | The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies. (2020). lucey, brian ; Corbet, Shaen ; Larkin, Charles. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304098. Full description at Econpapers || Download paper | |
2020 | Price reaction, volatility timing and fundsâ performance during Covid-19. (2020). Abbas, Syed Kumail ; Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305316. Full description at Econpapers || Download paper | |
2020 | The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic. (2020). Wang, Jiqian ; Ma, Feng ; Liang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320308515. Full description at Econpapers || Download paper | |
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2020 | Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns. (2020). Maydybura, Alina ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302284. Full description at Econpapers || Download paper | |
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2020 | When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898. Full description at Econpapers || Download paper | |
2020 | Exchange rate pass-through & management of inflation expectations in a small open inflation targeting economy. (2020). Vo, Xuan Vinh ; Nasir, Muhammad ; Duc, Toan Luu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:178-188. Full description at Econpapers || Download paper | |
2020 | Innovation dynamics -what are the housing market uncertaintyâs impacts. (2020). Zhang, Dongyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:413-422. Full description at Econpapers || Download paper | |
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2020 | The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273. Full description at Econpapers || Download paper |
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2019 | Deep convolutional autoencoder for cryptocurrency market analysis. (2019). Puzyrev, Vladimir. In: Papers. RePEc:arx:papers:1910.12281. Full description at Econpapers || Download paper | |
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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 | |
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2019 | The effect of investor sentiment on market reactions to financial earnings restatements: Lessons from the United States. (2019). Bouteska, Ahmed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:24:y:2019:i:c:s2214635019300693. Full description at Econpapers || Download paper | |
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2019 | The determinants of IPO withdrawal ââ¬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 | |
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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 | |
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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 | |
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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 | |
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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 | |
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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 | |
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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 | |
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2019 | Exogenous drivers of Bitcoin and Cryptocurrency volatility ââ¬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 | |
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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 | |
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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 | |
2019 | The Cost of Overcoming the Zero Lower-Bound: A Welfare Analysis. (2019). Seitz, Franz ; Todter, Karl-Heinz ; Rosl, Gerhard . In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:67-:d:245767. Full description at Econpapers || Download paper | |
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2019 | Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies. (2019). Ferreira, Paulo ; Silva, Cesar ; Costa, Natalia. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:51-:d:267455. Full description at Econpapers || Download paper | |
2019 | Next-Day Bitcoin Price Forecast. (2019). Alon, Ilan ; Shakil, Mohammad Hassan ; Munim, Ziaul Haque . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:103-:d:241532. Full description at Econpapers || Download paper | |
2019 | Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488. Full description at Econpapers || Download paper | |
2019 | A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155. Full description at Econpapers || Download paper | |
2019 | Contagion Effect in Cryptocurrency Market. (2019). Pereira, Eder ; Ferreira, Paulo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:115-:d:247119. Full description at Econpapers || Download paper | |
2019 | Which Cryptocurrencies Are Mostly Traded in Distressed Times?. (2019). Prassa, Paraskevi ; Kyriazis, Ikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:135-:d:259327. Full description at Econpapers || Download paper | |
2019 | A Survey on Empirical Findings about Spillovers in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:170-:d:286273. Full description at Econpapers || Download paper |
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2018 | CHINAââ¬â¢S MARKET AND GLOBAL ECONOMIC FACTORS. (2018). Gregu, Michal ; Bohdalova, Maria. In: CBU International Conference Proceedings. RePEc:aad:iseicj:v:6:y:2018:i:0:p:58-61. Full description at Econpapers || Download paper | |
2018 | Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?. (2018). masciandaro, donato ; Cillo, Alessandra ; Rabitti, Giovanno ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1895. Full description at Econpapers || Download paper | |
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2018 | The role of major emerging markets in global commodity demand. (2018). Ohnsorge, Franziska ; Kabundi, Alain ; Oliver, Peter Stephen ; Baffes, John. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8495. Full description at Econpapers || Download paper | |
2018 | Toolbox: Gaussian comparison on Eucledian balls. (2018). Spokoiny, Vladimir ; Koziuk, Andzhey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018028. Full description at Econpapers || Download paper | |
2018 | Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective. (2018). Hardle, Wolfgang Karl ; Tao, Yubo ; Guo, LI. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018032. Full description at Econpapers || Download paper | |
2018 | A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018034. Full description at Econpapers || Download paper | |
2018 | Correlation Under Stress In Normal Variance Mixture Models. (2018). Packham, Natalie ; Kalkbrener, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018035. Full description at Econpapers || Download paper | |
2018 | Penalized Adaptive Forecasting with Large Information Sets and Structural Changes. (2018). Hardle, Wolfgang Karl ; Li, Xinjue ; Zbonakova, Lenka. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018039. Full description at Econpapers || Download paper | |
2018 | On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables. (2018). Yan, Jigao ; Kuczmaszewska, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018041. Full description at Econpapers || Download paper | |
2018 | Inferences for a Partially Varying Coefficient Model With Endogenous Regressors. (2018). Su, Jia ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018047. Full description at Econpapers || Download paper | |
2018 | A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Zhu, Yanli ; Lin, Ming ; Chen, Haiqiang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018048. Full description at Econpapers || Download paper | |
2018 | Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach. (2018). Zhou, Yinggang ; Yu, Fan ; Wang, Honglin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018051. Full description at Econpapers || Download paper |
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2017 | Econophysics of Macro-Finance: Local Multi-fluid Models and Surface-like Waves of Financial Variables. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.01748. Full description at Econpapers || Download paper | |
2017 | Non-Local Macroeconomic Transactions and Credits-Loans Surface-Like Waves. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1706.07758. Full description at Econpapers || Download paper | |
2017 | Econophysics of Business Cycles: Aggregate Economic Fluctuations, Mean Risks and Mean Square Risks. (2017). Olkhov, Victor. In: Papers. RePEc:arx:papers:1709.00282. Full description at Econpapers || Download paper | |
2017 | Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach. (2017). Perote, Javier ; Mora-Valencia, Andr̮̩s ; Cort̮̩s, 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 ââ¬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 |