[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 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
1993 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
1994 | 0 | 0.12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1995 | 0 | 0.19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
1997 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.09 | |||||
1998 | 0 | 0.26 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.12 | |||||
1999 | 0 | 0.27 | 0 | 0 | 0 | 0 | 0 | 1 | 0 | 0 | 0 | 0 | 0.13 | |||||
2000 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 0 | 0.14 | |||||
2001 | 0 | 0.35 | 0 | 0 | 0 | 0 | 0 | 5 | 0 | 0 | 0 | 0 | 0.15 | |||||
2002 | 0 | 0.37 | 0 | 0 | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 0 | 0.19 | |||||
2003 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 8 | 0 | 0 | 0 | 0 | 0.19 | |||||
2004 | 0 | 0.44 | 0.19 | 0 | 27 | 27 | 527 | 5 | 13 | 0 | 0 | 0 | 5 | 0.19 | 0.2 | |||
2005 | 0.85 | 0.45 | 0.56 | 0.85 | 25 | 52 | 287 | 26 | 42 | 27 | 23 | 27 | 23 | 2 | 7.7 | 3 | 0.12 | 0.21 |
2006 | 0.63 | 0.46 | 0.58 | 0.63 | 28 | 80 | 251 | 44 | 88 | 52 | 33 | 52 | 33 | 6 | 13.6 | 7 | 0.25 | 0.2 |
2007 | 0.45 | 0.42 | 0.55 | 0.7 | 29 | 109 | 180 | 59 | 148 | 53 | 24 | 80 | 56 | 3 | 5.1 | 1 | 0.03 | 0.18 |
2008 | 0.37 | 0.44 | 0.59 | 0.62 | 26 | 135 | 170 | 78 | 227 | 57 | 21 | 109 | 68 | 0 | 6 | 0.23 | 0.2 | |
2009 | 0.24 | 0.43 | 0.65 | 0.74 | 26 | 161 | 222 | 105 | 332 | 55 | 13 | 135 | 100 | 2 | 1.9 | 4 | 0.15 | 0.21 |
2010 | 0.42 | 0.43 | 0.51 | 0.43 | 30 | 191 | 134 | 97 | 429 | 52 | 22 | 134 | 58 | 5 | 5.2 | 4 | 0.13 | 0.18 |
2011 | 0.38 | 0.45 | 0.59 | 0.45 | 26 | 217 | 224 | 128 | 557 | 56 | 21 | 139 | 63 | 4 | 3.1 | 3 | 0.12 | 0.2 |
2012 | 0.5 | 0.45 | 0.57 | 0.47 | 25 | 242 | 256 | 138 | 695 | 56 | 28 | 137 | 64 | 5 | 3.6 | 2 | 0.08 | 0.19 |
2013 | 0.84 | 0.5 | 0.76 | 0.73 | 23 | 265 | 107 | 199 | 896 | 51 | 43 | 133 | 97 | 8 | 4 | 4 | 0.17 | 0.21 |
2014 | 0.69 | 0.51 | 0.7 | 0.68 | 52 | 317 | 257 | 221 | 1119 | 48 | 33 | 130 | 88 | 21 | 9.5 | 9 | 0.17 | 0.2 |
2015 | 0.56 | 0.5 | 0.63 | 0.6 | 95 | 412 | 626 | 261 | 1380 | 75 | 42 | 156 | 93 | 38 | 14.6 | 17 | 0.18 | 0.19 |
2016 | 0.77 | 0.5 | 0.64 | 0.75 | 162 | 574 | 1308 | 362 | 1745 | 147 | 113 | 221 | 166 | 86 | 23.8 | 38 | 0.23 | 0.18 |
2017 | 0.91 | 0.5 | 0.77 | 0.81 | 159 | 733 | 1128 | 560 | 2306 | 257 | 233 | 357 | 290 | 107 | 19.1 | 59 | 0.37 | 0.18 |
2018 | 1.05 | 0.54 | 0.94 | 0.91 | 160 | 893 | 1097 | 830 | 3146 | 321 | 336 | 491 | 445 | 106 | 12.8 | 81 | 0.51 | 0.21 |
2019 | 1.41 | 0.58 | 1.35 | 1.15 | 240 | 1133 | 1168 | 1526 | 4674 | 319 | 451 | 628 | 724 | 258 | 16.9 | 168 | 0.7 | 0.21 |
2020 | 1.66 | 0.75 | 1.77 | 1.33 | 300 | 1433 | 889 | 2492 | 7214 | 400 | 664 | 816 | 1089 | 390 | 15.7 | 284 | 0.95 | 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 | 2017 | On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; MolnÃÆár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198. Full description at Econpapers || Download paper | 303 |
2 | 2016 | Bitcoin, gold and the dollar ââ¬â A GARCH volatility analysis. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:85-92. Full description at Econpapers || Download paper | 271 |
3 | 2016 | Hedging capabilities of bitcoin. Is it the virtual gold?. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:139-144. Full description at Econpapers || Download paper | 227 |
4 | 2020 | Financial markets under the global pandemic of COVID-19. (2020). Zhang, Dayong ; Ji, Qiang ; Hu, Min. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320304050. Full description at Econpapers || Download paper | 210 |
5 | 2017 | Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95. Full description at Econpapers || Download paper | 187 |
6 | 2018 | Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88. Full description at Econpapers || Download paper | 184 |
7 | 2004 | Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23. Full description at Econpapers || Download paper | 178 |
8 | 2018 | Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). G̮̦zg̮̦r, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149. Full description at Econpapers || Download paper | 155 |
9 | 2020 | COVID-19 and finance: Agendas for future research. (2020). Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320303974. Full description at Econpapers || Download paper | 132 |
10 | 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 | 125 |
11 | Bitcoin, gold and the US dollar ââ¬â A replication and extension. (2018). Kuck, Konstantin ; Dimpfl, Thomas ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:103-110. Full description at Econpapers || Download paper | 119 | |
12 | 2015 | Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105. Full description at Econpapers || Download paper | 108 |
13 | 2004 | On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73. Full description at Econpapers || Download paper | 106 |
14 | 2011 | Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131. Full description at Econpapers || Download paper | 106 |
15 | 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 | 92 |
16 | 2021 | Financial contagion during COVIDâ19 crisis. (2021). Sensoy, Ahmet ; Akhtaruzzaman, MD ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305754. Full description at Econpapers || Download paper | 88 |
17 | 2016 | Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141. Full description at Econpapers || Download paper | 88 |
18 | 2009 | Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185. Full description at Econpapers || Download paper | 73 |
19 | 2012 | Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175. Full description at Econpapers || Download paper | 71 |
20 | The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73. Full description at Econpapers || Download paper | 70 | |
21 | 2020 | Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe. (2020). Demir, Ender ; Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320306310. Full description at Econpapers || Download paper | 69 |
22 | 2019 | Regime changes in Bitcoin GARCH volatility dynamics. (2019). Ardia, David ; Ruede, Maxime ; Bluteau, Keven. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:266-271. Full description at Econpapers || Download paper | 69 |
23 | 2018 | Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234. Full description at Econpapers || Download paper | 63 |
24 | 2017 | On the transaction cost of Bitcoin. (2017). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:300-305. Full description at Econpapers || Download paper | 61 |
25 | 2020 | The impact of COVID-19 on emerging stock markets. (2020). Topcu, Mert ; Gulal, Omer Serkan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320306966. Full description at Econpapers || Download paper | 57 |
26 | 2021 | COVID-19 and the march 2020 stock market crash. Evidence from S&P1500. (2021). Dang, Man ; Mazur, Mieszko ; Vega, Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320306668. Full description at Econpapers || Download paper | 57 |
27 | 2015 | Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224. Full description at Econpapers || Download paper | 56 |
28 | 2019 | Does gold or Bitcoin hedge economic policy uncertainty?. (2019). Derbali, Abdelkader ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:171-178. Full description at Econpapers || Download paper | 55 |
29 | 2018 | Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284. Full description at Econpapers || Download paper | 55 |
30 | 2019 | Bitcoin as a safe haven: Is it even worth considering?. (2019). Smales, L A. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:385-393. Full description at Econpapers || Download paper | 53 |
31 | 2016 | Determinants of non-performing loans: Evidence from Euro-area countries. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios ; Helen, Louri ; Dimitrios, Anastasiou ; Mike, Tsionas . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:116-119. Full description at Econpapers || Download paper | 53 |
32 | 2019 | The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). G̮̦zg̮̦r, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164. Full description at Econpapers || Download paper | 52 |
33 | 2018 | On the determinants of bitcoin returns: A LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:235-240. Full description at Econpapers || Download paper | 51 |
34 | 2005 | A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130. Full description at Econpapers || Download paper | 50 |
35 | 2019 | Co-explosivity in the cryptocurrency market. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Bouri, Elie ; Roubaud, David. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:178-183. Full description at Econpapers || Download paper | 48 |
36 | 2004 | Maximizing the expected net future value as an alternative strategy to gamma discounting. (2004). Gollier, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89. Full description at Econpapers || Download paper | 48 |
37 | 2019 | Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. (2019). lucey, brian ; Corbet, Shaen ; Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:68-74. Full description at Econpapers || Download paper | 48 |
38 | 2019 | Herding behaviour in cryptocurrencies. (2019). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:216-221. Full description at Econpapers || Download paper | 47 |
39 | 2007 | S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232. Full description at Econpapers || Download paper | 46 |
40 | 2012 | Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110. Full description at Econpapers || Download paper | 46 |
41 | 2018 | Financial inclusion and stability in MENA: Evidence from poverty and inequality. (2018). Neaime, Simon ; Gaysset, Isabelle. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:230-237. Full description at Econpapers || Download paper | 43 |
42 | 2021 | COVID-19 and the United States financial marketsâ volatility. (2021). Albulescu, Claudiu. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303202. Full description at Econpapers || Download paper | 42 |
43 | 2004 | Limited stock market participation and the equity premium. (2004). Polkovnichenko, Valery. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:24-34. Full description at Econpapers || Download paper | 40 |
44 | 2019 | The way to induce private participation in green finance and investment. (2019). Yoshino, Naoyuki ; Taghizadeh-Hesary, Farhad. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:98-103. Full description at Econpapers || Download paper | 40 |
45 | 2017 | Geopolitical risks and the oil-stock nexus over 1899ââ¬â2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173. Full description at Econpapers || Download paper | 40 |
46 | 2017 | Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34. Full description at Econpapers || Download paper | 39 |
47 | 2019 | What determines bitcoin exchange prices? A network VAR approach. (2019). Abu-Hashish, Iman ; Giudici, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:309-318. Full description at Econpapers || Download paper | 38 |
48 | 2018 | The impact of liquidity risk on the yield spread of green bonds. (2018). Febi, Wulandari ; Sun, Chen ; Stephan, Andreas ; Schafer, Dorothea. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:53-59. Full description at Econpapers || Download paper | 38 |
49 | 2019 | When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749. Full description at Econpapers || Download paper | 38 |
50 | 2016 | Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296. Full description at Econpapers || Download paper | 38 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2017 | On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; MolnÃÆár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198. Full description at Econpapers || Download paper | 251 |
2 | 2016 | Bitcoin, gold and the dollar ââ¬â A GARCH volatility analysis. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:85-92. Full description at Econpapers || Download paper | 212 |
3 | 2020 | Financial markets under the global pandemic of COVID-19. (2020). Zhang, Dayong ; Ji, Qiang ; Hu, Min. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320304050. Full description at Econpapers || Download paper | 210 |
4 | 2016 | Hedging capabilities of bitcoin. Is it the virtual gold?. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:139-144. Full description at Econpapers || Download paper | 166 |
5 | 2017 | Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95. Full description at Econpapers || Download paper | 156 |
6 | 2018 | Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88. Full description at Econpapers || Download paper | 152 |
7 | 2018 | Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation. (2018). G̮̦zg̮̦r, Giray ; Demir, Ender ; Vigne, Samuel A ; Marco, Chi Keung ; Gozgor, Giray . In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:145-149. Full description at Econpapers || Download paper | 143 |
8 | 2020 | COVID-19 and finance: Agendas for future research. (2020). Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320303974. Full description at Econpapers || Download paper | 132 |
9 | 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 | 125 |
10 | 2018 | Bitcoin, gold and the US dollar ââ¬â A replication and extension. (2018). Kuck, Konstantin ; Dimpfl, Thomas ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:103-110. Full description at Econpapers || Download paper | 92 |
11 | 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 | 92 |
12 | 2021 | Financial contagion during COVIDâ19 crisis. (2021). Sensoy, Ahmet ; Akhtaruzzaman, MD ; Boubaker, Sabri. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305754. Full description at Econpapers || Download paper | 88 |
13 | 2020 | Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe. (2020). Demir, Ender ; Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320306310. Full description at Econpapers || Download paper | 69 |
14 | 2015 | Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105. Full description at Econpapers || Download paper | 69 |
15 | 2016 | Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141. Full description at Econpapers || Download paper | 67 |
16 | 2018 | Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets. (2018). Al-Yahyaee, Khamis Hamed ; Yoon, Seong-Min ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:228-234. Full description at Econpapers || Download paper | 63 |
17 | 2019 | The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:68-73. Full description at Econpapers || Download paper | 58 |
18 | 2020 | The impact of COVID-19 on emerging stock markets. (2020). Topcu, Mert ; Gulal, Omer Serkan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320306966. Full description at Econpapers || Download paper | 57 |
19 | 2021 | COVID-19 and the march 2020 stock market crash. Evidence from S&P1500. (2021). Dang, Man ; Mazur, Mieszko ; Vega, Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320306668. Full description at Econpapers || Download paper | 57 |
20 | 2019 | Regime changes in Bitcoin GARCH volatility dynamics. (2019). Ardia, David ; Ruede, Maxime ; Bluteau, Keven. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:266-271. Full description at Econpapers || Download paper | 56 |
21 | 2019 | Does gold or Bitcoin hedge economic policy uncertainty?. (2019). Derbali, Abdelkader ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:171-178. Full description at Econpapers || Download paper | 55 |
22 | 2019 | Bitcoin as a safe haven: Is it even worth considering?. (2019). Smales, L A. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:385-393. Full description at Econpapers || Download paper | 53 |
23 | 2018 | Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284. Full description at Econpapers || Download paper | 52 |
24 | 2017 | On the transaction cost of Bitcoin. (2017). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:300-305. Full description at Econpapers || Download paper | 49 |
25 | 2018 | On the determinants of bitcoin returns: A LASSO approach. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:235-240. Full description at Econpapers || Download paper | 49 |
26 | 2019 | Co-explosivity in the cryptocurrency market. (2019). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Bouri, Elie ; Roubaud, David. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:178-183. Full description at Econpapers || Download paper | 48 |
27 | 2019 | Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis. (2019). lucey, brian ; Corbet, Shaen ; Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:68-74. Full description at Econpapers || Download paper | 47 |
28 | 2019 | Herding behaviour in cryptocurrencies. (2019). GUPTA, RANGAN ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:216-221. Full description at Econpapers || Download paper | 47 |
29 | 2011 | Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131. Full description at Econpapers || Download paper | 46 |
30 | 2019 | The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test. (2019). G̮̦zg̮̦r, Giray ; Demir, Ender ; Downing, Gareth ; Dastgir, Shabbir ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:160-164. Full description at Econpapers || Download paper | 46 |
31 | 2021 | COVID-19 and the United States financial marketsâ volatility. (2021). Albulescu, Claudiu. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303202. Full description at Econpapers || Download paper | 42 |
32 | 2019 | The way to induce private participation in green finance and investment. (2019). Yoshino, Naoyuki ; Taghizadeh-Hesary, Farhad. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:98-103. Full description at Econpapers || Download paper | 40 |
33 | 2017 | Geopolitical risks and the oil-stock nexus over 1899ââ¬â2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173. Full description at Econpapers || Download paper | 38 |
34 | 2018 | The impact of liquidity risk on the yield spread of green bonds. (2018). Febi, Wulandari ; Sun, Chen ; Stephan, Andreas ; Schafer, Dorothea. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:53-59. Full description at Econpapers || Download paper | 38 |
35 | 2019 | When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin. (2019). Wang, Gang-Jin ; Zhao, Longfeng ; Wen, Danyan ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318305749. Full description at Econpapers || Download paper | 37 |
36 | 2019 | Trading volume and the predictability of return and volatility in the cryptocurrency market. (2019). lucey, brian ; Lau, Chi Keung ; Bouri, Elie ; Roubaud, David ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:340-346. Full description at Econpapers || Download paper | 36 |
37 | 2020 | Did Congress trade ahead? Considering the reaction of US industries to COVID-19. (2020). Duc, Toan Luu ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305018. Full description at Econpapers || Download paper | 36 |
38 | 2019 | Economic policy uncertainty, prudential regulation and bank lending. (2019). Gong, Di ; Hu, Shiwei. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:373-378. Full description at Econpapers || Download paper | 34 |
39 | 2016 | Determinants of non-performing loans: Evidence from Euro-area countries. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios ; Helen, Louri ; Dimitrios, Anastasiou ; Mike, Tsionas . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:116-119. Full description at Econpapers || Download paper | 34 |
40 | 2019 | An analysis of cryptocurrencies conditional cross correlations. (2019). Fernandez Bariviera, Aurelio ; Martinez-Ibaez, Oscar ; Aslanidis, Nektarios. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:130-137. Full description at Econpapers || Download paper | 34 |
41 | 2018 | Financial inclusion and stability in MENA: Evidence from poverty and inequality. (2018). Neaime, Simon ; Gaysset, Isabelle. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:230-237. Full description at Econpapers || Download paper | 33 |
42 | 2019 | What determines bitcoin exchange prices? A network VAR approach. (2019). Abu-Hashish, Iman ; Giudici, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:309-318. Full description at Econpapers || Download paper | 33 |
43 | 2019 | A bibliometric analysis on green finance: Current status, development, and future directions. (2019). Zhang, Dayong ; Managi, Shunsuke. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:425-430. Full description at Econpapers || Download paper | 33 |
44 | 2019 | What can explain the price, volatility and trading volume of Bitcoin?. (2019). MolnÃÆár, Peter ; Molnar, Peter ; Aalborg, Halvor Aarhus ; de Vries, Jon Erik. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:255-265. Full description at Econpapers || Download paper | 33 |
45 | 2019 | Do cryptocurrencies and traditional asset classes influence each other?. (2019). Kurka, Josef. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:38-46. Full description at Econpapers || Download paper | 32 |
46 | 2018 | Bayesian change point analysis of Bitcoin returns. (2018). Thies, Sven ; Molnar, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:223-227. Full description at Econpapers || Download paper | 31 |
47 | 2020 | COVID-19âs disasters are perilous than Global Financial Crisis: A rumor or fact?. (2020). Kazouz, Hayfa ; Xiaoxing, Liu ; Shehzad, Khurram. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305249. Full description at Econpapers || Download paper | 30 |
48 | 2021 | Stock markets and the COVID-19 fractal contagion effects. (2021). Lin, Boqiang ; Okorie, David Iheke. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305638. Full description at Econpapers || Download paper | 30 |
49 | 2017 | Dynamic correlation of precious metals and flight-to-quality in developed markets. (2017). Klein, Tony. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:283-290. Full description at Econpapers || Download paper | 30 |
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2020 | CARL and His POT: Measuring Risks in Commodity Markets. (2020). Algieri, Bernardina ; Leccadito, Arturo. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:27-:d:332245. Full description at Econpapers || Download paper | |
2020 | Accounting for horizontal inequity in the delivery of health care: A framework for measurement and decomposition. (2020). Ma, Chao ; Cao, Xinbang ; Zhao, Guangchuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:13-24. 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 | Predictive power of web search behavior in five ASEAN stock markets. (2020). Thas, Hassanudin Mohd ; Sifat, Imtiaz Mohammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307433. Full description at Econpapers || Download paper | |
2020 | Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios ; Papadamou, Stephanos. In: MPRA Paper. RePEc:pra:mprapa:100020. 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 | Fear of the coronavirus and the stock markets. (2020). MolnÃÆár, Peter ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: EconStor Preprints. RePEc:zbw:esprep:219336. Full description at Econpapers || Download paper | |
2020 | Computing the Time-Varying Effects of Investor Attention in Islamic Stock Returns. (2020). Jawadi, Nabila ; Cheffou, Abdoulkarim Idi. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:1:d:10.1007_s10614-020-09988-y. Full description at Econpapers || Download paper | |
2020 | Did Congress trade ahead? Considering the reaction of US industries to COVID-19. (2020). Duc, Toan Luu ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305018. Full description at Econpapers || Download paper | |
2020 | Stock market oscillations during the corona crash: The role of fear and uncertainty. (2020). Molnár, Peter ; Lyócsa, Štefan ; Molnar, Peter ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320309818. Full description at Econpapers || Download paper | |
2020 | Fear of the coronavirus and the stock markets. (2020). Výrost, Tomᚠ; Molnár, Peter ; Lyócsa, Štefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813. Full description at Econpapers || Download paper | |
2020 | Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144. Full description at Econpapers || Download paper | |
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 | |
2020 | Geographic distance, venture capital and technological performance: Evidence from Chinese enterprises. (2020). Zhang, Weike ; Kou, Gang ; Tian, Xiaoli. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309811. Full description at Econpapers || Download paper | |
2020 | Politician as venture capitalist: Politically-connected VCs and IPO activity in China. (2020). Wu, Chaopeng ; Wang, Rouzhi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300766. Full description at Econpapers || Download paper | |
2020 | Executive Incentives Matter for Corporate Social Responsibility under Earnings Pressure and Institutional Investors Supervision. (2020). Zhao, Zhongchao ; Ding, Lili ; Wang, Lei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2492-:d:335689. 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 | Do precious metals act as hedges or safe havens for Chinas financial markets?. (2020). Peng, Xiaofan . In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612318309462. Full description at Econpapers || Download paper | |
2020 | CSR engagement and market structure: Evidence from listed banks. (2020). Migliardo, Carlo ; Forgione, Antonio Fabio. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319314394. Full description at Econpapers || Download paper | |
2020 | Golden geese or black sheep: Are stakeholders the saviors or saboteurs of financial distress?. (2020). Dumitrescu, Ariadna ; Zakriya, Mohammed ; el Hefnawy, Menatalla. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319307378. Full description at Econpapers || Download paper | |
2020 | Analysis Factors Affecting Indonesia Stock Market (Case Studies on Consumer Goods Index). (2020). Sagita, Vietha Devia. In: ACTA VSFS. RePEc:prf:journl:v:14:y:2020:i:1:p:10-23. 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 | Foreign institutional ownership and corporate cash holdings: Evidence from emerging economies. (2020). Loncan, Tiago. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918305763. Full description at Econpapers || Download paper | |
2020 | Financial slack and firm performance of SMMEs in China: Moderating effects of government subsidies and market-supporting institutions. (2020). Zou, BO ; Guo, Feng ; Li, Kai ; Bo, Qingwen ; Zhang, Xiaofei. In: International Journal of Production Economics. RePEc:eee:proeco:v:223:y:2020:i:c:s0925527319303573. Full description at Econpapers || Download paper | |
2020 | The impact of external R&D financing on innovation process from a supply-demand perspective. (2020). Chen, Kaihua ; Yang, Yuanqi ; Kou, Mingting. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:375-387. Full description at Econpapers || Download paper | |
2020 | What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91. 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 | 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 | Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas. (2020). Tiwari, Aviral ; Pradhan, Ashis ; GUPTA, RANGAN ; ÃÆÃâ¡ekin, Semih. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:207-217. Full description at Econpapers || Download paper | |
2020 | Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China. (2020). Li, Youwei ; Wang, Ziwei ; He, Feng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309419. Full description at Econpapers || Download paper | |
2020 | Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305014. Full description at Econpapers || Download paper | |
2020 | Okuns Law: Copula-based Evidence from G7 Countries. (2020). Stavrakoudis, Athanassios ; Benos, Nikos. In: MPRA Paper. RePEc:pra:mprapa:103318. 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 | Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2. 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 | Political uncertainty and the us tourism index returns. (2020). Demiralay, Sercan. In: Annals of Tourism Research. RePEc:eee:anture:v:84:y:2020:i:c:s0160738320300190. Full description at Econpapers || Download paper | |
2020 | Bank loan loss provisioning during election years: cross-country evidence. (2020). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:96639. 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 | BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness. (2020). Sohn, Sungbin ; Park, Heungju ; Choi, Jaehyuk ; Alexander, Carol. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:23-43. 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 | Autocorrelation of returns in major cryptocurrency markets. (2020). Bibik, Alexander ; Sarmakeeva, Anastasiia ; Plesovskikh, Ksenia ; Tartakovsky, Eugene. In: Papers. RePEc:arx:papers:2003.13517. Full description at Econpapers || Download paper | |
2020 | Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0. Full description at Econpapers || Download paper | |
2020 | Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume. (2020). Pattanayak, J K ; Khuntia, Sashikanta. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305488. Full description at Econpapers || Download paper | |
2020 | A novel cryptocurrency price trend forecasting model based on LightGBM. (2020). Sima, Zeqian ; Liu, Mingxi ; Sun, Xiaolei. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307918. Full description at Econpapers || Download paper | |
2020 | Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x. Full description at Econpapers || Download paper | |
2020 | Why cryptocurrency markets are inefficient: The impact of liquidity and volatility. (2020). Yoon, Seong-Min ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656. Full description at Econpapers || Download paper | |
2020 | DCCA and DMCA correlations of cryptocurrency markets. (2020). KriÃ
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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 | 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 | 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 | 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 | Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis. (2020). Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s030142071930371x. Full description at Econpapers || Download paper | |
2020 | Chinas copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods. (2020). Zhu, Wensong ; Cheng, Hui ; Yao, Shanshan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719306142. 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 | 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 | Dynamic Spillovers between Gulf Cooperation Councilââ¬â¢s Stocks, VIX, Oil and Gold Volatility Indices. (2020). Chevallier, Julien ; Alqahtani, Abdullah. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:69-:d:344482. Full description at Econpapers || Download paper | |
2020 | Mediating Effects of Cohesion Policy and Institutional Quality on Convergence between EU Regions: An Examination Based on a Conditional Beta-Convergence Model with a 3-Way Multiplicative Term. (2020). Matuzeviit, Kristina ; Maiulyt-Niukien, Alma ; Butkus, Mindaugas. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:3025-:d:343528. Full description at Econpapers || Download paper | |
2020 | Institutional Quality and Foreign Direct Investment Inflows: Evidence from Cross-country Data with Policy Implication. (2020). Behera, Chinmaya ; Satpathy, Lopamudra D ; Priyadarsini, Biswashree Tanaya ; Mishra, Bikash Ranjan . In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:2:p:302-316. 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 | Determinants of foreign direct investment inflows: The role of economic policy uncertainty. (2020). Nguyen Thanh, Binh ; Canh, Nguyen ; Binh, Nguyen Thanh ; Schinckus, Christophe ; Dinhthanh, SU. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:159-172. Full description at Econpapers || Download paper | |
2020 | Does education exchange matters?-evidence from education cooperation effects on OFDI. (2020). Wang, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:55-65. Full description at Econpapers || Download paper | |
2020 | Heterogeneous growth outcomes of the EUââ¬â¢s regional financial support mediated by institutions with some empirical evidences at NUTS 3 level. (2020). Butkus, Mindaugas ; Matuzeviciute, Kristina ; MacIulyte-Sniukiene, Alma. In: Review of Regional Research: Jahrbuch für Regionalwissenschaft. RePEc:spr:jahrfr:v:40:y:2020:i:1:d:10.1007_s10037-019-00137-z. Full description at Econpapers || Download paper | |
2020 | The Institutional Quality Effect on Credits Provided by the Banks. (2020). Rasul, Tareq ; Gani, Azmat. In: International Advances in Economic Research. RePEc:kap:iaecre:v:26:y:2020:i:3:d:10.1007_s11294-020-09794-0. Full description at Econpapers || Download paper | |
2020 | Assessing Sustainable Foreign Direct Investment Performance in Malaysia: A Comparison on Policy Makers and Investor Perceptions. (2020). Tseng, Ming-Lang ; Lim, Ming K ; Ling, Pick-Soon . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8749-:d:432541. 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 | Economic complexity, human capital, and FDI attraction: A cross country analysis. (2020). Torabi, Taghi ; Kiani, Kambiz Hojabr ; Shahrestani, Hamid ; Sadeghi, Pegah. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:168-182. Full description at Econpapers || Download paper | |
2020 | Returns, volatility and spillover ââ¬â A paradigm shift in India?. (2020). Sampath, Aravind ; Dey, Shubhasis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304061. 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 | 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 | 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 | 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 | On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. (2020). NG, KOK HAUR ; Chan, Jennifer ; Tan, Shay-Kee. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305105. 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 | Forecasting volatility in bitcoin market. (2020). Bekiros, Stelios ; Segnon, Mawuli. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00368-y. 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 | |
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2020 | Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting. (2020). Mora, Juan ; Leon, Angel ; Acereda, Beatriz. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300741. 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 | Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models. (2020). Ben Cheikh, Nidhaleddine ; Chevallier, Julien ; ben Zaied, Younes. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930162x. 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 | Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization. (2020). Caldeira, Joo Frois ; Henrique, Fernando ; Turattia, Douglas Eduardo. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306415. 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 | 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 | 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 | 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 | 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 | 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 | 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 | |
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2020 | GDP announcements and stock prices. (2020). Ohtsuka, Yoshihiro ; Iizuka, Nobuo ; Funashima, Yoshito. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302772. Full description at Econpapers || Download paper | |
2020 | Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Svingou, Argyro ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109. 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 | Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?. (2020). Hamori, Shigeyuki ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3162-:d:373133. Full description at Econpapers || Download paper | |
2020 | A Weighted and Directed Perspective of Global Stock Market Connectedness: A Variance Decomposition and GERGM Framework. (2020). Ma, Ding ; Chen, Rui ; Zhang, Yizhuo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:11:p:4605-:d:367434. Full description at Econpapers || Download paper | |
2020 | For evil news rides fast, while good news baits later?ââ¬âA network based analysis in Chinese stock market. (2020). An, Biao ; Sun, Yafei ; Gao, Ting ; Borjigin, Sumuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120302843. Full description at Econpapers || Download paper | |
2020 | Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification. (2020). Chandra, Saurabh ; Maitra, Debasish ; Dash, Saumya Ranjan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:138:y:2020:i:c:s136655452030613x. 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 | Spatial connectedness of volatility spillovers in G20 stock markets: Based on block models analysis. (2020). Wu, Dongmei ; Zhuang, Xintian ; Zhang, Weiping. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304805. Full description at Econpapers || Download paper | |
2020 | Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Saeed, Tareq ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302489. Full description at Econpapers || Download paper | |
2020 | Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sanghoon ; McIver, Ron P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s027553191830789x. Full description at Econpapers || Download paper | |
2020 | Investor attention on internet financial markets. (2020). Song, Qiping ; Xu, Min ; Jin, Chenglu ; Qian, Qian ; Chen, Rongda. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231931219x. Full description at Econpapers || Download paper | |
2020 | Responsibility for Internal Control in Corporate Governance. (2020). Caraiman, Adrian-Cosmin. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xx:y:2020:i:2:p:612-618. Full description at Econpapers || Download paper | |
2020 | Effects of declining bank health on borrowersââ¬â¢ earnings quality: evidence from the European sovereign debt crisis. (2020). Kiy, Florian ; Zick, Theresa. In: Journal of Business Economics. RePEc:spr:jbecon:v:90:y:2020:i:4:d:10.1007_s11573-020-00968-0. 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 | Mitigating bribery risks to strengthen the corporate social responsibility in accordance with the ISO 37001. (2020). Veselovska, Lenka ; Zavadska, Zuzana. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:27:y:2020:i:4:p:1972-1988. Full description at Econpapers || Download paper | |
2020 | Dynamics and causality in distribution between spot and future precious metals: A copula approach. (2020). Belkacem, Lotfi ; de Peretti, Christian ; Talbi, Marwa. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305215. Full description at Econpapers || Download paper | |
2020 | The seasonality of gold prices in China does the riskââ¬Âaversion level matter?. (2020). Xiao, Bing ; Zhu, Zhenzhen ; van Hoang, Thi Hong ; Wong, Wing Keung. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2617-2664. Full description at Econpapers || Download paper | |
2020 | Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India. (2020). Tiwari, Aviral ; Padhan, Hemachandra ; Owusu Junior, Peterson ; Alagidede, Imhotep. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720300878. Full description at Econpapers || Download paper | |
2020 | Oil Rent, Geopolitical Risk and Banking Sector Performance. (2020). van Hemmen, Stefan F ; Alsagr, Naif. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-36. Full description at Econpapers || Download paper | |
2020 | Corporate social responsibility, financial instability and corporate financial performance: Linear, non-linear and spillover effects ââ¬â The case of the CAC 40 companies. (2020). Gaies, Brahim ; Jahmane, Abderrahmane. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319314576. Full description at Econpapers || Download paper | |
2020 | Do firms using real earnings management care about taxes? Evidence from a high book-tax conformity country. (2020). Jewartowski, Tomasz ; Kadoski, Micha. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319307391. Full description at Econpapers || Download paper | |
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2020 | Bear Markets and Recessions versus Bull Markets and Expansions. (2020). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2009.01343. Full description at Econpapers || Download paper | |
2020 | How did order-flow impact bond prices during the European Sovereign Debt Crisis?. (2020). Li, Youwei ; Lin, Zhongguo ; Waterworth, James ; Sun, Zhuowei ; Hamill, Philip A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:13-24. Full description at Econpapers || Download paper | |
2020 | Financial Inclusion and Extreme Poverty in the MENA Region: A Gap Analysis Approach. (2020). Emara, Noha ; Moheildin, Mahmoud. In: MPRA Paper. RePEc:pra:mprapa:99255. Full description at Econpapers || Download paper | |
2020 | The Non-Linear Relationship between Financial Access and Domestic Savings. (2020). Emara, Noha ; Kasa, Hicran. In: MPRA Paper. RePEc:pra:mprapa:99256. Full description at Econpapers || Download paper | |
2020 | Capital account liberalisation does worsen income inequality. (2020). Su, Dan ; Li, Xiang. In: IWH Discussion Papers. RePEc:zbw:iwhdps:72020. Full description at Econpapers || Download paper | |
2020 | Optimal financial inclusion. (2020). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:101808. Full description at Econpapers || Download paper | |
2020 | Financial inclusion research around the world: a review. (2020). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:101809. Full description at Econpapers || Download paper | |
2020 | The Effects of Digital Inclusive Finance on Household Income and Income Inequality in China?. (2020). Liu, Shuang ; Pray, Carl ; Jin, Yanhong. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304238. Full description at Econpapers || Download paper | |
2020 | Sustainable Development Model of Chinaââ¬â¢s Rural Financial Inclusion and its Effects: A Case Study of Yueqing Rural Commercial Bank. (2020). Wang, Xinxin ; Wu, Zheng ; Zhuo, Yubo. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304416. Full description at Econpapers || Download paper | |
2020 | Challenges of financial inclusion policies in Peru. (2020). Abanto, Deybi Franco ; Boitano, Guillermo. In: Revista Finanzas y Politica Economica. RePEc:col:000443:018473. Full description at Econpapers || Download paper | |
2020 | Asymmetric analysis of finance - Inequality nexus: Evidence from sub-Saharan Africa. (2020). Nandelenga, Martin ; Oduor, Jacob. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300311. Full description at Econpapers || Download paper | |
2020 | FINANCIAL INCLUSION AND POVERTY REDUCTION IN ACEH PROVINCE: COMPARISON BETWEEN CORE REGION AND PERIPHERY REGION. (2020). Rahmi, Nanda ; Dawood, Taufiq C. In: Regional Science Inquiry. RePEc:hrs:journl:v:xii:y:2020:i:2:p:209-216. Full description at Econpapers || Download paper | |
2020 | Remittances, ICT and Pension Income Coverage: The International Evidence. (2020). Asongu, Simplice ; Andoh, Charles ; Adeabah, David. In: MPRA Paper. RePEc:pra:mprapa:107139. Full description at Econpapers || Download paper | |
2020 | The stability of U.S. economic policy: Does it really matter for oil price?. (2020). Su, Chi-Wei ; Qin, Meng ; Tao, Ran ; Hao, Lin-Na. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304229. Full description at Econpapers || Download paper | |
2020 | Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios. (2020). Unal, Gazanfer ; Demirel, Mustafa. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00203-3. 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 | Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Youssef, Manel ; Hammoudeh, Shawkat ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515. 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 | Board diversity and stock price crash risk. (2020). Jebran, Khalil ; Zhang, Ruibin ; Chen, Shihua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919308700. Full description at Econpapers || Download paper | |
2020 | Female board representation, risk-taking and performance: Evidence from dual banking systems. (2020). Abedifar, Pejman ; Hassan, Arshad ; Fraz, Ahmad ; Khan, Mushtaq Hussain. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320303044. Full description at Econpapers || Download paper | |
2020 | Brent crude oil prices volatility during major crises. (2020). Coughlan, Joseph ; Morales, Lucia ; Zavadska, Miroslava. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304380. Full description at Econpapers || Download paper | |
2020 | Oil Price Volatility and Stock Returns: Evidence from Three Oil-price Wars. (2020). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain. In: PIDE-Working Papers. RePEc:pid:wpaper:2020:22. Full description at Econpapers || Download paper | |
2020 | Gold Prices Volatility among Major Events and During the Current COVID-19 Outbreak. (2020). Badkook, Roaa Osama ; Lamouchi, Rim Ammar. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:4:f:9_4_4. Full description at Econpapers || Download paper | |
2020 | Algorithmic Sangfroid? The Decline of Sensitivity of Crude Oil Prices to News on Potentially Disruptive Terror Attacks and Political Unrest. (2020). Cymerski, Jarosaw ; Osiichuk, Dmytro ; Mielcarz, Pawe. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:52-:d:466898. Full description at Econpapers || Download paper | |
2020 | A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977. Full description at Econpapers || Download paper | |
2020 | On a robust risk measurement approach for capital determination errors minimization. (2020). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:199-211. Full description at Econpapers || Download paper | |
2020 | Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan. (2020). Hodoshima, Jiro ; Miyahara, Yoshio ; Misawa, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09287-z. Full description at Econpapers || Download paper | |
2020 | Inner Rate of Risk Aversion (IRRA) and Its Applications to Investment Selection. (2020). Miyahara, Yoshio. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09289-x. Full description at Econpapers || Download paper | |
2020 | A dynamic conditional approach to portfolio weights forecasting. (2020). Palandri, Alessandro ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2004.12400. Full description at Econpapers || Download paper | |
2020 | Media attention and the volatility effect. (2020). van Vliet, Pim ; Swinkels, Laurens ; Huisman, Rob ; Blitz, David. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930409x. Full description at Econpapers || Download paper | |
2020 | The impact of anti-corruption measures on land supply and the associated implications: The case of China. (2020). Feng, Chen ; Zhong, Shihu ; Chen, Jie ; Zhao, Renjie. In: Land Use Policy. RePEc:eee:lauspo:v:95:y:2020:i:c:s0264837719317144. Full description at Econpapers || Download paper | |
2020 | Does celebrity spokesperson signal firm performance? Evidence from a drug scandal in China. (2020). Deng, Yan ; Shen, Yongjian ; Wei, Jiahui ; Yao, Wenyun ; Kutan, Ali M. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303204. Full description at Econpapers || Download paper | |
2020 | Pricing and hedging foreign equity options under Hawkes jumpââ¬âdiffusion processes. (2020). Xu, Weidong ; Shrestha, Keshab ; Pan, Dongtao ; Ma, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315110. Full description at Econpapers || Download paper | |
2020 | Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns. (2020). Han, Yufeng ; Fenner, Richard G ; Huang, Zhaodan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:276-293. Full description at Econpapers || Download paper | |
2020 | Intangible factor and idiosyncratic volatility puzzles. (2020). Zhang, Chao ; Hou, Keqiang ; Li, Xing. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930875x. Full description at Econpapers || Download paper | |
2020 | The long-run reversal in the long run: Insights from two centuries of international equity returns. (2020). Zaremba, Adam ; Raza, Muhammad Wajid ; Kizys, Renatas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:177-199. Full description at Econpapers || Download paper | |
2020 | Trading Volume and Stock Returns: A Meta-Analysis. (2020). Bajzik, Josef. In: Working Papers IES. RePEc:fau:wpaper:wp2020_45. Full description at Econpapers || Download paper | |
2020 | Does supplier stability matter in initial public offering pricing?. (2020). Chan, Kam C ; Wang, Xiongyuan ; Peng, Xuan. In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304190. Full description at Econpapers || Download paper | |
2020 | Robo-advisors: A substitute for human financial advice?. (2020). Meyll, Tobias ; Brenner, Lukas. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301881. Full description at Econpapers || Download paper | |
2020 | Mobile payment and online to offline retail business models. (2020). Yang, Ling-Ling ; Liao, Shu-Hsien. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:57:y:2020:i:c:s0969698920307220. 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 | 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 | Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143. Full description at Econpapers || Download paper | |
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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 | 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 | 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 | The relationship between the economic policy uncertainty and the cryptocurrency market. (2020). Yen, Kuang-Chieh ; Cheng, Hui-Pei. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319309596. Full description at Econpapers || Download paper | |
2020 | Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model. (2020). Zeng, Ximei ; Jiang, Yong ; Fu, Zhangyan ; Zhou, Zhongbao ; Lin, Ling. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304982. Full description at Econpapers || Download paper | |
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 | 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 | 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 | Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil. (2020). Cepoi, Cosmin-Octavian. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320305912. 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 | Forecasting the Returns of Cryptocurrency: A Model Averaging Approach. (2020). Sun, Yiguo ; Xiao, Hui. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:278-:d:444377. 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 | |
2020 | Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying. (2020). Benito, Sonia ; Garcia-Jorcano, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300192. 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 | Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x. Full description at Econpapers || Download paper | |
2020 | Corporate risk-taking in developed countries: The influence of economic policy uncertainty and macroeconomic conditions. (2020). Vural-Yava, Idem. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300050. Full description at Econpapers || Download paper | |
2020 | Political uncertainty and analystsâ forecasts: Evidence from China. (2020). Qiu, Meng ; Zhang, Junrui ; Yu, Sijia. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305033. Full description at Econpapers || Download paper | |
2020 | Bitcoinââ¬âA hype or digital gold? Global evidence. (2020). Uddin, Md Akther ; Masih, Abul ; Ali, Md Hakim. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:3:p:215-231. Full description at Econpapers || Download paper | |
2020 | Effects of initial coin offering characteristics on cross-listing returns. (2020). Ante, Lennart ; Meyer, Andre. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00025-z. Full description at Econpapers || Download paper | |
2020 | Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348. 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 | A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China. (2020). Zhao, Hanhui ; Chen, Yanhui ; Lu, Jinrong ; Li, Ziyu. In: PLOS ONE. RePEc:plo:pone00:0243080. Full description at Econpapers || Download paper | |
2020 | The impacts of terrorism on Turkish equity market: An investigation using intraday data. (2020). Gok, Ibrahim Yasar ; Topuz, Sefa ; Demirdogen, Yavuz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119319454. 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 | Is palladium price in bubble?. (2020). Koseolu, Sinem Derindere ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s030142072030194x. 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 | 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 | 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: 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 | 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 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 | Does Bitcoin Hedge Commodity Uncertainty?. (2020). Nguyen, Thang X ; Poch, Kongchheng ; Hoang, Khanh. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:119-:d:369078. 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 | 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 | 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 | A three-factor pricing model for cryptocurrencies. (2020). Wang, Pengfei ; Urquhart, Andrew ; Shen, Dehua. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319304519. 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 | Structural breaks and trend awareness-based interaction in crypto markets. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:558:y:2020:i:c:s0378437120304726. 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 | 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 | Uncertainty and herding behavior: evidence from cryptocurrencies. (2020). Marco, Chi Keung ; Coskun, Esra Alp ; KAHYAOGLU, Hakan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300957. 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 | The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index. (2020). Pellizzari, Paolo ; Gufler, Ivan ; Donadelli, Michael. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303669. Full description at Econpapers || Download paper | |
2020 | COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin. (2020). Vo, Xuan Vinh ; Jana, RK ; Das, Debojyoti ; Dutta, Anupam. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308485. Full description at Econpapers || Download paper | |
2020 | Measuring the Public Perception of the European Integration Process: Evidence from the United Kingdom and Germany. (2020). Pastorek, Daniel. In: European Journal of Business Science and Technology. RePEc:men:journl:v:6:y:2020:i:2:p:113-126. Full description at Econpapers || Download paper | |
2020 | Welfare-improving cooperation with a consumer-friendly multiproduct corporation. (2020). Lee, Sang-Ho ; Leal, Mariel ; Garcia, Arturo. In: MPRA Paper. RePEc:pra:mprapa:98420. Full description at Econpapers || Download paper | |
2020 | The effect of mergers and acquisitions on environmental, social and governance performance and market value: Evidence from EU acquirers. (2020). Anagnostopoulou, Evgenia ; Tampakoudis, Ioannis . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:5:p:1865-1875. Full description at Econpapers || Download paper | |
2020 | Welfareââ¬Âimproving cooperation with a consumerââ¬Âfriendly multiproduct corporation. (2020). Lee, Sang-Ho ; Leal, Mariel ; Garcia, Arturo. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:41:y:2020:i:7:p:1144-1155. Full description at Econpapers || Download paper | |
2020 | Does target geographical complexity impact acquisition performance. (2020). el Haj, Boushra ; Dutta, Shantanu ; Chkir, Imed. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302569. Full description at Econpapers || Download paper | |
2020 | Does reputation risk matter? Evidence from cross-border mergers and acquisitions. (2020). Yu, Weisu ; Wilson, Craig ; Maung, Min. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300883. Full description at Econpapers || Download paper | |
2020 | Allowance prices in the EU ETS -- fundamental price drivers and the recent upward trend. (2019). Pahle, Michael ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1906.10572. 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 | Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012. 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 | 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 | Who are the Bitcoin investors? Evidence from indirect cryptocurrency investments. (2020). Hackethal, Andreas ; Hanspal, Tobin ; Lammer, Dominique Marcel. In: SAFE Working Paper Series. RePEc:zbw:safewp:277. 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 | A new method to verify Bitcoin bubbles: Based on the production cost. (2020). Zhao, Lei ; Liu, Qing ; Xiong, Jinwu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303602. Full description at Econpapers || Download paper | |
2020 | Improving the realized GARCHââ¬â¢s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620. Full description at Econpapers || Download paper | |
2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing. (2020). Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00262-x. Full description at Econpapers || Download paper | |
2020 | Non-linear adjustment of the Bitcoinââ¬âUS dollar exchange rate. (2020). Moussa, Wajdi ; Othmani, Abdelhafidh ; Regaieg, Rym ; Mgadmi, Nidhal. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00020-4. Full description at Econpapers || Download paper | |
2020 | Momentum effects in the cryptocurrency market after one-day abnormal returns. (2020). Plastun, Alex ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:3:d:10.1007_s11408-020-00357-1. Full description at Econpapers || Download paper | |
2020 | Bitcoins as a determinant of stock market movements: A comparison of Indian and Chinese Stock Markets. (2020). Bhatnagar, Dyal ; Bhullar, Pritpal Singh. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:193-202. Full description at Econpapers || Download paper | |
2020 | Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics. (2020). Figa-Talamanca, Gianna ; Cretarola, Alessandra. In: Economics Letters. RePEc:eee:ecolet:v:191:y:2020:i:c:s0165176519304203. 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 | 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 | 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 | Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?. (2020). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301904. 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 | 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 | Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System. (2020). Edenhofer, Ottmar ; Friedrich, Marina ; Pahle, Michael ; Fries, Sebastien . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8637. Full description at Econpapers || Download paper | |
2020 | Does the Hashrate Affect the Bitcoin Price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:263-:d:437598. Full description at Econpapers || Download paper | |
2020 | Does the hashrate affect the bitcoin price?. (2020). Fantazzini, Dean ; Kolodin, Nikita. In: MPRA Paper. RePEc:pra:mprapa:103812. Full description at Econpapers || Download paper | |
2020 | Institutional investors and post-ICO performance: an empirical analysis of investor returns in initial coin offerings (ICOs). (2020). Momtaz, Paul P ; Fisch, Christian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301231. Full description at Econpapers || Download paper | |
2020 | Date-stamping multiple bubble regimes. (2020). Whitehouse, Emily ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:226-246. 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 | 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 | 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 | 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 | Alternative Assets and Cryptocurrencies. (2020). Hafner, Christian M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:1:p:7-:d:304783. Full description at Econpapers || Download paper | |
2020 | Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Cafferata, Alessia ; Agosto, Arianna. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546. Full description at Econpapers || Download paper | |
2020 | Cryptocurrency Market: Overreaction to News and Herd Instincts. (2020). Ovchinnikov, Vyacheslav ; Malkina, Marina. In: Economic Policy. RePEc:rnp:ecopol:ep2017. Full description at Econpapers || Download paper | |
2020 | Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework. (2020). Turovtseva, Anna ; Sakowski, Pawe. In: Working Papers. RePEc:war:wpaper:2020-41. 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 | Bitcoins innovative aspects, return volatility and uncertainty shocks. (2020). Frascaroli, Bruno Ferreira. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:7:y:2020:i:3:p:224-245. Full description at Econpapers || Download paper | |
2020 | Equilibrium Bitcoin Pricing. (2020). Menkveld, Albert J ; Casamatta, Catherine ; Bouvard, Matthieu ; Bisiere, Christophe ; Biais, Bruno. In: EconPol Working Paper. RePEc:ces:econwp:_48. 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 | The bitcoin: a sparkling bubble or price discovery?. (2020). Moosa, Imad A. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00135-9. Full description at Econpapers || Download paper | |
2020 | Investorsââ¬â¢ Beliefs and Asset Prices: A Structural Model of Cryptocurrency Demand. (2020). Compiani, Giovanni ; Benetton, Matteo. In: Working Papers. RePEc:bfi:wpaper:2020-107. Full description at Econpapers || Download paper | |
2020 | Dynamic Characteristics of Crude Oil Price Fluctuationââ¬âFrom the Perspective of Crude Oil Price Influence Mechanism. (2020). Drakeford, Benjamin M ; Li, Zhenghui ; Peng, Jiaying. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4465-:d:405903. Full description at Econpapers || Download paper | |
2020 | Asymmetric Oil Price and Inflation: Evidence from Net Oil Exporting Countries in Africa. (2020). Ogede, Jimoh Sina ; George, Emmanuel Oladapo. In: Izvestiya. RePEc:vrn:journl:y:2020:i:2:p:168-179. 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 | Optimal capitalization and deposit insurance strategies with regard to moral hazard. (2020). Cheng, Jiang ; Mao, Hong. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519303005. Full description at Econpapers || Download paper | |
2020 | Does algorithmic trading harm liquidity? Evidence from Brazil. (2020). Perlin, Marcelo Scherer ; Ramos, Henrique Pinto. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301406. Full description at Econpapers || Download paper | |
2020 | The Strength of CEOsââ¬â¢Influence on CSR in Chinese listed Companies. New Insights from an Agency Theory Perspective. (2020). Tran, Khoa ; Cherian, Jacob ; Ahmed, Mansoor ; Thuy, Thai Hong ; Hwang, Jinsoo ; Sial, Muhammad Safdar. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2190-:d:331511. Full description at Econpapers || Download paper | |
2020 | Are Socially Responsible Companies Really Ethical? The Moderating Role of State-Owned Enterprises: Evidence from China. (2020). Tran, Khoa ; Thu, Phung Anh ; Hwang, Jinsoo ; Alhaddad, Waseem ; Sial, Muhammad Safdar ; Chen, Xiangyu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2858-:d:341099. Full description at Econpapers || Download paper | |
2020 | Adoption and Implementation of Sustainable Development Goals (SDGs) in Chinaââ¬âAgenda 2030. (2020). Sehleanu, Mariana ; Thu, Phung Anh ; Badulescu, Alina ; Tran, Dang Khoa ; Sial, Muhammad Safdar ; Yu, Siming. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6288-:d:394524. Full description at Econpapers || Download paper | |
2020 | Local business environment, domestic CEOs and firm performance in a transitional economy: Empirical evidence from Vietnam. (2020). Vo, Xuan Vinh ; Vu, Kieu Trang ; Luu, Hiep Ngoc ; Tuan, Le Quoc ; Anh, Thi Lam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:236-249. Full description at Econpapers || Download paper | |
2020 | Bank funding and liquidity in an emerging market. (2020). Dang, Van Dan. In: International Journal of Economic Policy in Emerging Economies. RePEc:ids:ijepee:v:13:y:2020:i:3:p:256-272. Full description at Econpapers || Download paper | |
2020 | Do non-traditional banking activities reduce bank liquidity creation? Evidence from Vietnam. (2020). Dang, Van Dan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919309092. Full description at Econpapers || Download paper | |
2020 | Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo. (2020). Wu, XI ; Yuan, Ying ; Zhang, Tonghui . In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307803. Full description at Econpapers || Download paper | |
2020 | Price clustering in Bitcoin marketââ¬âAn extension. (2020). Xu, Chong ; Li, Shenghong. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305907. 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 | Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David Iheke. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00011-0. Full description at Econpapers || Download paper | |
2020 | Is the introduction of futures responsible for the crash of Bitcoin?. (2020). Zhao, Xuejun ; Zhang, Zili ; Wan, Shanfeng ; Liu, Ruozhou. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319302211. Full description at Econpapers || Download paper | |
2020 | From cash to private and public digital currencies. The risk of financial instability and ââ¬Åmodern monetary Middle agesââ¬. (2020). Beretta, Edoardo ; Belke, Ansgar. In: Economics and Business Letters. RePEc:ove:journl:aid:14743. Full description at Econpapers || Download paper | |
2020 | Do shareholders benefit from green bonds?. (2020). Zhang, Yupu ; Tang, Dragon Yongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301664. Full description at Econpapers || Download paper | |
2020 | Price connectedness between green bond and financial markets. (2020). Ugolini, Andrea ; Reboredo, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:25-38. Full description at Econpapers || Download paper | |
2020 | Network connectedness of green bonds and asset classes. (2020). Ugolini, Andrea ; Reboredo, Juan ; Lucena, Fernando Antonio. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304268. Full description at Econpapers || Download paper | |
2020 | Investor strategies and Liquidity Premia in the European Green Bond market. (2020). Rannou, Yves ; Boutabba, Mohamed Amine. In: Post-Print. RePEc:hal:journl:hal-02544451. Full description at Econpapers || Download paper | |
2020 | On the Effect of Green Bonds on the Profitability and Credit Quality of Project Financing. (2020). Rojo-Suarez, Javier ; Alonso-Conde, Ana-Belen. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6695-:d:400707. Full description at Econpapers || Download paper | |
2020 | The Driving Factors of EMU Government Bond Yields: The Role of Debt, Liquidity and Fiscal Councils. (2020). Kostakis, Ioannis ; Pappas, Anastasios. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:53-:d:407343. Full description at Econpapers || Download paper | |
2020 | Factors Influencing the Green Bond Market Expansion: Evidence from a Multi-Dimensional Analysis. (2020). Rasoulinezhad, Ehsan ; Sarker, Tapan ; Tu, Chuc Anh. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:126-:d:371134. Full description at Econpapers || Download paper | |
2020 | Investigating solutions for the development of a green bond market: Evidence from analytic hierarchy process. (2020). Sarker, Tapan ; Rasoulinezhad, Ehsan ; Tu, Chuc Anh. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319314801. 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 | 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 | SOVEREIGN GREEN SUKUK: ENVIRONMENTAL RISK MODEL DEVELOPMENT. (2020). Sakti, Ali ; Sasongko, Arya. In: Working Papers. RePEc:idn:wpaper:wp022020. Full description at Econpapers || Download paper | |
2020 | Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US. (2020). Zhao, Ruwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119315031. Full description at Econpapers || Download paper | |
2020 | Time-varying leadââ¬âlag structure between investor sentiment and stock market. (2020). Li, Hong-Yu ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303973. Full description at Econpapers || Download paper | |
2020 | Stock returns and investor sentiment: textual analysis and social media. (2020). Hall, Joshua ; Nowak, Adam ; McGurk, Zachary. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:3:d:10.1007_s12197-019-09494-4. Full description at Econpapers || Download paper | |
2020 | By the light of day: The effect of the switch to winter time on stock markets. (2020). Mugerman, Yevgeny ; Wiener, Zvi ; Yidov, Orr. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300810. Full description at Econpapers || Download paper | |
2020 | Predictive ability of investor sentiment for the stock market. (2020). Ryu, Doojin ; Kim, Karam. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:4:p:33-46. 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 | What is the best proxy for liquidity in the presence of extreme illiquidity?. (2020). BÃâ¢dowska-Sójka, Barbara ; Echaust, Krzysztof ; Bdowska-Sojka, Barbara. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119302080. Full description at Econpapers || Download paper | |
2020 | Forecasting Chinese industry return volatilities with RMB/USD exchange rate. (2020). Dong, Xiaodi ; Zhu, Huan ; Dai, Zhifeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316929. Full description at Econpapers || Download paper | |
2020 | Chinas carbon emissions trading and stock returns. (2020). Wu, Nan ; Wen, Fenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304244. 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 | Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis. (2020). Kumar, Dilip ; Zargar, Faisal Nazir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:271-285. Full description at Econpapers || Download paper | |
2020 | Asymmetric relationship between carbon emission trading market and stock market: Evidences from China. (2020). Zhao, Li Li ; Wen, Fenghua ; Yang, Guozheng ; He, Shaoyi. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301900. Full description at Econpapers || Download paper | |
2020 | What Can Machine Learning Tell Us About Intraday Price Patterns in a Frontier Stock Market?. (2020). Anghel, Dan Gabriel. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:5:p:205-220. Full description at Econpapers || Download paper | |
2020 | Intraday efficiency-frequency nexus in the cryptocurrency markets. (2020). Sensoy, Ahmet ; Aslan, Aylin. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319308025. Full description at Econpapers || Download paper | |
2020 | Oil shocks and volatility jumps. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Gkillas, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y. Full description at Econpapers || Download paper | |
2020 | Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183. Full description at Econpapers || Download paper | |
2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075. Full description at Econpapers || Download paper | |
2020 | Geopolitical risk and corporate cash holdings in the shipping industry. (2020). Maneenop, Sakkakom ; Kotcharin, Suntichai. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:136:y:2020:i:c:s1366554519308816. Full description at Econpapers || Download paper | |
2020 | Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030090x. Full description at Econpapers || Download paper | |
2020 | Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876. Full description at Econpapers || Download paper | |
2020 | Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:2020105. Full description at Econpapers || Download paper | |
2020 | Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.06184. Full description at Econpapers || Download paper | |
2020 | Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02507184. 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 | Assessing the impacts of financial stress index of developed countries on the exchange market pressure index of emerging countries. (2020). Ozcelebi, Oguzhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:288-302. Full description at Econpapers || Download paper | |
2020 | Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?. (2020). Hamori, Shigeyuki ; Nakajima, Tadahiro ; He, Xie ; Zhang, Yulian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301170. Full description at Econpapers || Download paper | |
2020 | An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881. 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 | 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 | Systemic risk assessment through high order clustering coefficient. (2018). Cerqueti, Roy ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Papers. RePEc:arx:papers:1810.13250. Full description at Econpapers || Download paper | |
2020 | Risk-dependent centrality in economic and financial networks. (2019). Estrada, Ernesto ; Grassi, Rosanna ; Clemente, Gian Paolo ; Benzi, Michele ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:1907.07908. Full description at Econpapers || Download paper | |
2020 | Networks and market-based measures of systemic risk: the European banking system in the aftermath of the financial crisis. (2020). Pederzoli, Chiara ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00247-4. Full description at Econpapers || Download paper | |
2020 | Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). LyÃÆócsa, Ã
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2020 | From me to you: Measuring connectedness between Eurozone financial institutions. (2020). Angelini, Eliana ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919301886. Full description at Econpapers || Download paper | |
2020 | Economic policy uncertainty and credit growth: Evidence from a global sample. (2020). LE, Thai-Ha ; Canh, Nguyen ; Su, Thanh Dinh ; Nguyen, Canh Phuc. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302326. Full description at Econpapers || Download paper | |
2020 | The heterogeneous behaviour of the inflation hedging property of cocoa. (2020). Salisu, Afees ; Oloko, Tirimisiyu ; Adediran, Idris ; Ohemeng, William. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303535. Full description at Econpapers || Download paper | |
2020 | The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843. Full description at Econpapers || Download paper | |
2020 | The Dynamics of the S&P 500 under a Crisis Context: Insights from a Three-Regime Switching Model. (2020). Leccadito, Arturo ; Lamantia, Fabio ; la Mantia, Fabio ; de Giovanni, Domenico ; Costabile, Massimo ; Baiardi, Lorenzo Cerboni ; Staino, Alessandro ; Russo, Emilio ; Pirra, Marco ; Menzietti, Massimiliano ; Massabo, Ivar. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:71-:d:379251. 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 | Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries. (2020). Guesmi, Khaled ; Chkir, Imed ; Naoui, Kamel ; ben Brayek, Angham. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300659. Full description at Econpapers || Download paper | |
2020 | Can the intermediary capital risk predict foreign exchange rates?. (2020). Yin, Libo. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319305367. Full description at Econpapers || Download paper | |
2020 | Penetrating the real performance of SSE STAR enterprises: A double-market investigation. (2020). Lu, Shuai ; Gu, Ruitao ; Zhou, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319306579. Full description at Econpapers || Download paper | |
2020 | Detection of volatility regime-switching for crude oil price modeling and forecasting. (2020). TAGHIZADEH-HESARY, Farhad ; Zhang, Jijian ; Sun, Huaping ; Liu, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719306439. Full description at Econpapers || Download paper | |
2020 | Macroeconomic Determinants of Nonperforming Loans of Romanian Banks. (2020). BÃÆrbuÃ
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2020 | Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market. (2020). Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202016. Full description at Econpapers || Download paper | |
2020 | Volatility persistence in the Russian stock market. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tripathy, Trilochan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s154461231830624x. Full description at Econpapers || Download paper | |
2020 | An idea of risk-neutral momentum and market fear. (2020). Schadner, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319302399. 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 | Dynamic linkages between tourism, transportation, growth and carbon emission in the USA: evidence from partial and multiple wavelet coherence. (2020). Sinha, Avik ; Suki, Norazah Mohd ; Sharif, Arshian ; Mishra, Shekhar. In: MPRA Paper. RePEc:pra:mprapa:99984. Full description at Econpapers || Download paper | |
2020 | Time-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach. (2020). Ozkan, Oktay. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:2:p:101-113. Full description at Econpapers || Download paper | |
2020 | The impact of digital finance on financial efficiency. (2020). Chiu, yung-ho ; Lin, Taiyu ; Yang, Jinbao ; Wang, Qian. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:41:y:2020:i:7:p:1225-1236. Full description at Econpapers || Download paper | |
2020 | Will CEOs with banking experience lower default risks? Evidence from P2P lending platforms in China. (2020). Wang, Luying ; Peng, Qianni ; Liu, Chong ; Gong, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319306154. Full description at Econpapers || Download paper | |
2020 | How do firms overcome financial constraint anxiety to survive in the market? Evidence from large manufacturing data. (2020). Zhang, Dongyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301472. 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 | Short-selling restrictions and firmsâ environment responsibility. (2020). Zhang, Dongyang ; Wang, Shuxun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300350. Full description at Econpapers || Download paper | |
2020 | The impact of Brexit on bank efficiency: Evidence from UK and Ireland. (2020). Coto-Millan, Pablo ; Paz-Saavedra, David ; Fernandez, Xose Luis. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319303691. 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 | Financial Integration in Asia: A Systemic View on Currency Markets*. (2020). Zhao, Wanli ; Zhang, Dayong ; Ji, Qiang ; Wu, Fei. In: Asian Economic Papers. RePEc:tpr:asiaec:v:19:y:2020:i:2:p:41-58. Full description at Econpapers || Download paper | |
2020 | The Impact of Income Inequality on Carbon Emissions in China: A Household-Level Analysis. (2020). Liu, Rujia ; Zhang, Min. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2715-:d:338899. Full description at Econpapers || Download paper | |
2020 | Does oil price uncertainty affect renewable energy firmsââ¬â¢ investment? Evidence from listed firms in China. (2020). Zhang, Lin ; Guo, Litian ; Cao, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309541. Full description at Econpapers || Download paper | |
2020 | The pricing efficiency of crude oil futures in the Shanghai International Exchange. (2020). Shang, Xingxing ; Fang, Libing ; Lv, Fei ; Yang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305598. 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 | Does corporate social responsibility improve financial performance? -evidence from pure green side?. (2020). Liu, Libing ; Sui, Xiuping ; Wang, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319312413. Full description at Econpapers || Download paper | |
2020 | The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040. Full description at Econpapers || Download paper | |
2020 | Populism versus Technocracy? Populist Responses to the Technocratic Nature of the EU. (2020). Hebenstreit, Jorg ; Reiser, Marion . In: Politics and Governance. RePEc:cog:poango:v:8:y:2020:i:4:p:568-579. Full description at Econpapers || Download paper | |
2020 | The role of catastrophe bonds in an international multi-asset portfolio: Diversifier, hedge, or safe haven?. (2020). Tegtmeier, Lars ; Schroder, Henning ; Drobetz, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302971. Full description at Econpapers || Download paper | |
2020 | Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk. (2020). Kim, Youngshin ; Kurosaki, Tetsuo. In: Papers. RePEc:arx:papers:2010.08900. 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 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 | 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 | 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 | The developing influence of Chinese culture on finance: A literature review and case-study illustration. (2020). Li, Sijing ; Tao, Xiaobo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300362. Full description at Econpapers || Download paper | |
2020 | Dependence Structure Analysis and VaR Estimation Based on Chinaââ¬â¢s and International Gold Price: A Copula Approach. (2020). Lai, Kin Keung ; Wang, Junwei ; Liang, Zhicheng. In: International Journal of Information Technology & Decision Making (IJITDM). RePEc:wsi:ijitdm:v:19:y:2020:i:01:n:s0219622019500445. Full description at Econpapers || Download paper | |
2020 | Macroeconomic factors and frequency domain causality between Gold and Silver returns in India. (2020). Tiwari, Aviral ; Pradhan, Ashis ; Mishra, Bibhuti Ranjan ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720300076. Full description at Econpapers || Download paper | |
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2020 | On the cross-sectional relation between exchange rates and future fundamentals. (2020). Fatnassi, Ibrahim ; Hammami, Yacine ; Kharrat, Sabrine. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:484-501. Full description at Econpapers || Download paper | |
2020 | The âBlack Thursdayâ effect in Chinese stock market. (2020). Tian, Shuairu ; Luo, Kevin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300137. 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 | Measuring Financial Contagion and Spillover Effects with a State-Dependent Sensitivity Value-at-Risk Model. (2020). AndrieÃâ¢, Alin Marius ; Galasan, Elena ; Andries, Alin Marius . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:5-:d:307357. 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 | 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 | Lorenz Model Selection. (2020). Giudici, Paolo ; Raffinetti, Emanuela. In: Journal of Classification. RePEc:spr:jclass:v:37:y:2020:i:3:d:10.1007_s00357-019-09358-w. 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 | 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 | 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 | 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 | Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data. (2020). Vo, Xuan Vinh ; Kang, Sang Hoon ; Wanas, Idries Mohammad ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301777. Full description at Econpapers || Download paper | |
2020 | Modelling and Forecasting the Volatility of Cryptocurrencies: A Comparison of Nonlinear GARCH-Type Models. (2020). Alsaraireh, Ahmad ; Abuhommous, Alaa Adden ; Alqaralleh, Huthaifa. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:4:p:346-356. 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 | University R&D activities and firm innovations. (2020). Tan, Ying ; Li, Xiaoying. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319308165. Full description at Econpapers || Download paper | |
2020 | Fiscal Discipline, Financial Development & Economic Growth in Nigeria. (2020). Evans, Olaniyi. In: MPRA Paper. RePEc:pra:mprapa:99242. Full description at Econpapers || Download paper | |
2020 | The impact of stock market manipulation on Nigeriaââ¬â¢s economic performance. (2020). Akinmade, Babatunde ; Bekun, Festus Victor ; Adedoyin, Festus Fatai. In: Journal of Economic Structures. RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00226-0. Full description at Econpapers || Download paper | |
2020 | Revisiting the impact of financial depth on growth: A semi-parametric approach. (2020). Tzeremes, Nickolaos ; Stengos, Thanasis ; POLEMIS, MICHAEL. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319308785. Full description at Econpapers || Download paper | |
2020 | Natural resources rents-financial development nexus: Evidence from sixteen developing countries. (2020). Yildirim, Durmu Ari ; Erdoan, Seyfettin ; Gedikli, Ayfer. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719310323. Full description at Econpapers || Download paper | |
2020 | Does Financial Sector Promote Economic Growth in Pakistan? Empirical Evidences From Markov Switching Model. (2020). Charfeddine, Lanouar ; Khan, Muhammad Arshad ; Rahman, Abdul. In: SAGE Open. RePEc:sae:sagope:v:10:y:2020:i:4:p:2158244020963064. Full description at Econpapers || Download paper | |
2020 | Time-frequency co-movements between bank credit supply and economic growth in an emerging market: Does the bank ownership structure matter?. (2020). Athari, Seyed Alireza ; Kirikkaleli, Dervis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301364. Full description at Econpapers || Download paper | |
2020 | Financial Development and Economic Growth in Asian Countries: A Panel Empirical Investigation. (2020). Chen, Cher ; de los Reyes, Edwin R ; Pour, Gholamreza Zandi. In: International Journal of Applied Economics, Finance and Accounting. RePEc:oap:ijaefa:2020:p:76-84. Full description at Econpapers || Download paper | |
2020 | Managerial overconfidence and manipulation of operating cash flow: Evidence from KoreaâÅ°. (2020). Kim, Hyuntae ; Yang, Daecheon. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319306853. Full description at Econpapers || Download paper | |
2020 | A new method for similarity and anomaly detection in cryptocurrency markets. (2019). Chan, Jennifer ; Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:1912.06193. 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 | True versus Spurious Long Memory in Cryptocurrencies. (2020). Mazibas, Murat ; Rambaccussing, Dooruj. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:186-:d:400757. Full description at Econpapers || Download paper | |
2020 | A Tale of Two Layers: The Mutual Relationship between Bitcoin and Lightning Network. (2020). Flori, Andrea ; Regoli, Daniele ; Martinazzi, Stefano. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:129-:d:454506. Full description at Econpapers || Download paper | |
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2020 | Realized GARCH models: Simpler is better. (2020). Yu, Chengtan ; Xie, Haibin. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318308365. Full description at Econpapers || Download paper | |
2020 | Liquidity commonality beyond best prices: Indian evidence. (2020). Dixit, Alok ; Vipul, ; Tripathi, Abhinava. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00164-3. Full description at Econpapers || Download paper | |
2020 | Discounted perpetual game call options. (2020). Zaevski, Tsvetelin S. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:131:y:2020:i:c:s0960077919304552. Full description at Econpapers || Download paper | |
2020 | Synthetic forwards and cost of funding in the equity derivative market. (2020). Baviera, Roberto ; Azzone, Michele. In: Papers. RePEc:arx:papers:2011.03795. Full description at Econpapers || Download paper | |
2020 | Entrepreneurial projectsâ development: alternative sources of investments. (2020). Nizamdinova, Arzigul ; Selezneva, Irina ; Zabolotnikova, Viktoriya ; Praliyeva, Sagynkul ; Mukhamedyarova-Levina, Tamara. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:8:y:2020:i:2:p:253-268. Full description at Econpapers || Download paper | |
2020 | Organization capital and corporate cash holdings. (2020). Luo, Tianpei ; Hasan, Mostafa Monzur ; Marwick, Alex. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919301000. Full description at Econpapers || Download paper | |
2020 | How does economic policy uncertainty affect corporate Innovation?ââ¬âEvidence from China listed companies. (2020). Ma, Yaming ; He, Feng ; Zhang, Xiaojie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:225-239. Full description at Econpapers || Download paper | |
2020 | The impact of married couples on firm innovation: Evidence from Chinese family firms. (2020). Fu, Yishu. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s154461231830936x. Full description at Econpapers || Download paper | |
2020 | How does the ambidexterity of technological learning routine affect firm innovation performance within industrial clusters? The moderating effects of knowledge attributes. (2020). Wu, Xiaobo ; Zhou, Jianghua ; Guo, Bin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:155:y:2020:i:c:s0040162519304032. Full description at Econpapers || Download paper | |
2020 | The effect of fuel prices on traffic flows: Evidence from New South Wales. (2020). Burke, Paul ; Zhang, Tong. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:141:y:2020:i:c:p:502-522. Full description at Econpapers || Download paper | |
2020 | Does sub-Saharan Africa overinvest? Evidence from a panel of non-financial firms. (2020). Noubbigh, Hedi ; Khemiri, Wafa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:118-130. Full description at Econpapers || Download paper | |
2020 | Are better-governed firms more innovative? Evidence from Korea. (2020). Vo, Xuan Vinh ; Wang, Kainan ; Chung, Chune Young ; Sub, Paul Moon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:263-279. Full description at Econpapers || Download paper | |
2020 | The Value of Board Diversity in the Relationship of Corporate Governance and Investment Decisions of Pakistani Firms. (2020). Mahmood, Ch Kamran ; Malik, Qaisar Ali ; Mirza, Nauman Iqbal. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:6:y:2020:i:4:p:146-:d:444596. Full description at Econpapers || Download paper | |
2020 | More heat than light: Investor attention and bitcoin price discovery. (2020). Rzayev, Khaladdin ; McGroarty, Frank ; Ibikunle, Gbenga. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521919306301. Full description at Econpapers || Download paper | |
2020 | Bitcoin dilemma: Is popularity destroying value?. (2020). Kim, Thomas S. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s154461231930176x. Full description at Econpapers || Download paper | |
2020 | Relevant stylized facts about bitcoin: Fluctuations, first return probability, and natural phenomena. (2020). da Silva, R ; da Cunha, C R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437120300133. Full description at Econpapers || Download paper | |
2020 | Tail dependence in emerging ASEAN-6 equity markets: empirical evidence from quantitative approaches. (2020). Duc, Toan Luu ; Duong, Duy. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0168-7. Full description at Econpapers || Download paper | |
2020 | Attention allocation and international stock return comovement: Evidence from the Bitcoin market. (2020). Li, Xiao ; Hu, Yitong ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304992. Full description at Econpapers || Download paper | |
2020 | Risk forecasting in the crude oil market: A multiscale Convolutional Neural Network approach. (2020). He, Kaijian ; Yu, Lean ; Zou, Yingchao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318795. Full description at Econpapers || Download paper | |
2020 | Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:131-153. Full description at Econpapers || Download paper | |
2020 | Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach. (2020). Huang, Liqing ; Zhu, Bangzhu ; Wang, Ping ; Ye, Shunxin ; Yuan, Lili. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:163-175. Full description at Econpapers || Download paper | |
2020 | Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach. (2020). Li, Jianping ; Wang, Jun ; Liu, Chang ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919303904. Full description at Econpapers || Download paper | |
2020 | Does oil price have similar effects on the exchange rates of BRICS?. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752191930362x. Full description at Econpapers || Download paper | |
2020 | The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis. (2020). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:110-124. Full description at Econpapers || Download paper | |
2020 | Dynamic linkages between international oil price, plastic stock index and recycle plastic markets in China. (2020). Fan, Ying ; Guo, Jianfeng ; Wang, Jiqiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:167-179. Full description at Econpapers || Download paper | |
2020 | Risk dependence between energy corporations: A text-based measurement approach. (2020). Zhu, Xiaoqian ; Li, Jianping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:33-46. Full description at Econpapers || Download paper | |
2020 | On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213. Full description at Econpapers || Download paper | |
2020 | Oil shocks, competition, and corporate investment: Evidence from China. (2020). Wen, Fenghua ; Xiao, Jihong ; Li, Yang ; Chen, Xian. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301596. Full description at Econpapers || Download paper | |
2020 | Market stability analysis after the circuit breaker for the CSI 300 energy index. (2020). Lu, Shuai ; Rao, Wanying ; Zhou, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306221. Full description at Econpapers || Download paper | |
2020 | How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries. (2020). Li, Jianping ; Sun, Xiaolei ; Wang, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319306981. 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 | Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Yang, Chen ; Lv, Fei ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301812. 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 | 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 | 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 | 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 | 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 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 | Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model. (2020). Bartolucci, Francesco ; Ametrano, Ferdinando ; Forte, Gianfranco ; Pennoni, Fulvia. In: MPRA Paper. RePEc:pra:mprapa:106150. 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 | Bitcoin futures: An effective tool for hedging cryptocurrencies. (2020). Sebasti̮̣o, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301849. Full description at Econpapers || Download paper | |
2020 | Correlation dynamics in the cryptocurrency market based on dimensionality reduction analysis. (2020). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s0378437120303472. Full description at Econpapers || Download paper | |
2020 | Does Innovation Type Influence Firm Performance? A Dilemma of Star-Rated Hotels in Ghana. (2020). Danso, Bertha Ada ; Hu, Xuhua ; Addai, Michael ; Mensah, Isaac Adjei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9912-:d:451894. Full description at Econpapers || Download paper | |
2020 | Negative interest rates policy and banksââ¬â¢ risk-taking: Empirical evidence. (2020). BOUNGOU, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303817. Full description at Econpapers || Download paper | |
2020 | The joint effects of ICT adoption and access to credit on household income in China. (2020). Zhou, Xiaoshi ; Fan, Yubing ; Qiu, Huanguang ; Ma, Wanglin. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304431. Full description at Econpapers || Download paper | |
2020 | Is the negative interest rate policy effective?. (2020). Czudaj, Robert. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:174:y:2020:i:c:p:75-86. Full description at Econpapers || Download paper | |
2020 | Do cash flow imbalances facilitate leverage adjustments of Chinese listed firms? Evidence from a dynamic panel threshold model. (2020). Jian, Wenqing ; Zhao, Zhao ; Zhang, Jianhua. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:201-214. Full description at Econpapers || Download paper | |
2020 | Lead Behaviour in Bitcoin Markets. (2020). Trimborn, Simon ; Misheva, Branka Hadji ; Giudici, Paolo ; Chen, Ying. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:4-:d:305277. 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 | Does confidence matter for economic growth? An analysis from the perspective of policy effectiveness. (2020). He, Shan ; Guo, Yumei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:1-19. 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 | Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202059. 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 | 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 | 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 | Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic. (2020). Oxley, Les ; Lucey, Brian ; Hu, Yang ; Hou, Yang ; Corbet, Shaen. In: Working Papers in Economics. RePEc:wai:econwp:20/04. 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 | 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 | |
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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 | TIME-SERIES AND CROSS-SECTIONAL MOMENTUM IN INDIAN STOCK MARKET. (2020). Singh, Simarjeet ; Walia, Nidhi. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:9:y:2020:i:3:p:161-176. Full description at Econpapers || Download paper | |
2020 | A bibliometric study on the research landscape of entrepreneurial finance from 1970-2019. (2020). VUONG, Quan Hoang ; Thanh, Nguyen Thanh ; Quynh, Nguyen Thi ; Pham, Thanh-Hang. In: OSF Preprints. RePEc:osf:osfxxx:qf62s. Full description at Econpapers || Download paper | |
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2020 | The Potential of Impact and Integral Investing for Sustainable Social Development and the Role of Academia in Their Dissemination. (2020). Kroil, Ondej ; Kubatova, Jaroslava. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:6939-:d:404373. Full description at Econpapers || Download paper | |
2020 | Western ideological homogeneity in entrepreneurial finance research: Evidence from highly cited publications. (2020). VUONG, Quan Hoang ; Ho, Manh-Toan ; Thanh, Nguyen Thanh ; Pham, Thanh-Hang ; Nguyen, Minh-Hoang. In: OSF Preprints. RePEc:osf:osfxxx:sk3e6. Full description at Econpapers || Download paper | |
2020 | Financial development, natural disasters, and economics of the Pacific small island states. (2020). Zhang, Dayong ; Managi, Shunsuke. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:168-181. 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 | Does financial inclusion impact CO2 emissions? Evidence from Asia. (2020). TAGHIZADEH-HESARY, Farhad ; LE, Thai-Ha. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319314345. Full description at Econpapers || Download paper | |
2020 | Low-Carbon Incentives and the Diffusion for New Energy Vehicles: Evidence from Shanghai. (2020). Li, Shiyuan ; Liu, Minquan. In: MPRA Paper. RePEc:pra:mprapa:110970. Full description at Econpapers || Download paper | |
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2020 | Startupsâ demand for non-financial resources: Descriptive evidence from an international corporate venture capitalist. (2020). Uhl, Kristina ; Riepe, Jan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319301916. Full description at Econpapers || Download paper | |
2020 | Common risk factors in the returns on cryptocurrencies. (2020). Cui, Guowei ; Liang, Xuan ; Liu, Weiyi. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:299-305. 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 | Cryptocurrencies and precious metals: A closer look from diversification perspective. (2020). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308669. 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 | 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 | Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19*. (2020). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yu-Ann. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:134:y:2020:i:c:s1364032120306377. Full description at Econpapers || Download paper | |
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2020 | Alternative reversal variable. (2020). Nguyen, Anh Duy. In: Post-Print. RePEc:hal:journl:hal-02388743. Full description at Econpapers || Download paper | |
2020 | When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066. Full description at Econpapers || Download paper | |
2020 | Alternative reversal variable. (2020). Nguyen, Anh Duy. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300856. 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 | A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. (2020). Mba, Jules Clement ; Mwambi, Sutene. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00346-4. Full description at Econpapers || Download paper | |
2020 | Will the Aviation Industry Have a Bright Future after the COVID-19 Outbreak? Evidence from Chinese Airport Shipping Sector. (2020). Ding, Jian ; Qiao, Ping ; Liu, Jingxuan ; Zhang, Haowei ; Ramanauskaite, Ieva ; Schiller, Edward M ; Harriman, Elodie H ; Hankinson, Luke. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:276-:d:443435. Full description at Econpapers || Download paper | |
2020 | Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). RodrÃÆÃÂguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607. 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 | 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 | Jump Driven Risk Model Performance in Cryptocurrency Market. (2020). SULTAN, JAHANGIR ; Nekhili, Ramzi . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:19-:d:340158. Full description at Econpapers || Download paper | |
2020 | Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple. (2020). Altintig, Ayca Z ; Atikka, Ozgur ; Okur, Mustafa ; Soylu, Pinar Kaya. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:107-:d:364466. 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 | The VaR comparison of the fresh investment toolBITCOIN with other conventional investment tools, gold, stock exchange (BIST100) and foreign currencies (EUR/USD VS TRL). (2020). Karahanoglu, Ilhami. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:160-181. Full description at Econpapers || Download paper | |
2020 | Temporal mixture ensemble models for intraday volume forecasting in cryptocurrency exchange markets. (2020). Lillo, Fabrizio ; Guo, Tian ; Antulov-Fantulin, Nino. In: Papers. RePEc:arx:papers:2005.09356. 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 | 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 | 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 | Catastrophe equity put options with floating strike prices. (2020). Wang, Xingchun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030108x. Full description at Econpapers || Download paper | |
2020 | A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2020). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:23-:d:315709. Full description at Econpapers || Download paper | |
2020 | Assessment of Resident Happiness under Uncertainty of Economic Policies: Empirical Evidences from China. (2020). Bilan, Svitlana ; Zhai, GE ; Liu, Fengyu ; Ouyang, Zhigang. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7296-:d:409538. Full description at Econpapers || Download paper | |
2020 | Bank credit in uncertain times: Islamic vs. conventional banks. (2020). TARAZI, Amine ; Demir, Ender ; Danisman, Gamze ; Bilgin, Huseyin Mehmet. In: Working Papers. RePEc:hal:wpaper:hal-02475502. Full description at Econpapers || Download paper | |
2020 | Impact of Economic Policy Uncertainty on Trade Credit Provision: The Role of Social Trust. (2020). Dong, Daxin ; Liu, Peng. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1601-:d:323207. Full description at Econpapers || Download paper | |
2020 | Economic uncertainty, ownership structure and small and medium enterprises performance. (2020). Tran, Quan ; Le, Anhtuan ; Doan, Anhtuan. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:2:p:102-137. Full description at Econpapers || Download paper | |
2020 | World Economic Policy Uncertainty and Foreign Direct Investment. (2020). Nawo, Larissa ; Njangang, Henri ; Avom, Dsir. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00128. Full description at Econpapers || Download paper | |
2020 | Policy uncertainty and bank lending. (2020). Tran, Dung Viet. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01026. Full description at Econpapers || Download paper | |
2020 | The impact of US monetary policy on Chinese enterprisesââ¬â¢ R&D investment. (2020). Guo, Yumei ; Zhang, Dongyang ; Chen, Yanbin ; Wang, Zhaorui. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319307445. Full description at Econpapers || Download paper | |
2020 | Economic Uncertainty and Remittances Flow: Heterogeneity Matters. (2020). Mawusi, Charles. In: Working Papers. RePEc:hal:wpaper:hal-02948379. Full description at Econpapers || Download paper | |
2020 | Economic Uncertainty and Remittances Flow: Heterogeneity Matters. (2020). Mawusi, Charles. In: MPRA Paper. RePEc:pra:mprapa:103097. Full description at Econpapers || Download paper | |
2020 | Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Working papers. RePEc:rie:riecdt:69. Full description at Econpapers || Download paper | |
2020 | Economic policy uncertainty and bank credit growth: Evidence from European banks. (2020). Demir, Ender ; Ersan, Oguz ; Danisman, Gamze Ozturk. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300426. Full description at Econpapers || Download paper | |
2020 | Calculating the relative importance of condition attributes based on the characteristics of decision rules and attribute reducts: Application to crowdfunding. (2020). Ford, Liz ; Nguyen, Thang ; Cox, Joe ; Thorpe, Andy ; Ishizaka, Alessio ; Chakhar, Salem . In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:2:p:689-712. Full description at Econpapers || Download paper | |
2020 | GREEN BONDS: THE MOST INNOVATIVE FINANCIAL INSTRUMENTS ON THE STOCK EXCHANGE. (2020). Maria, Lctu Alexandra. In: Annals of Faculty of Economics. RePEc:ora:journl:v:1:y:2020:i:1:p:264-273. Full description at Econpapers || Download paper | |
2020 | Are green bonds environmentally friendly and good performing assets?. (2020). Kanamura, Takashi. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301079. Full description at Econpapers || Download paper | |
2020 | How does investor attention influence the green bond market?. (2020). Duc, Toan Luu ; Pham, Linh. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319314904. 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 | Economic policy uncertainty and the Chinese stock market volatility: Novel evidence. (2020). Zhang, Yaojie ; Ma, Feng ; Li, Tao. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:24-33. Full description at Econpapers || Download paper | |
2020 | Risk and Policy Uncertainty on Stockââ¬âBond Return Correlations: Evidence from the US Markets. (2020). Chiang, Thomas C. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:58-:d:365898. Full description at Econpapers || Download paper | |
2020 | Empirical investigation of changes in policy uncertainty on stock returnsââ¬âEvidence from Chinaââ¬â¢s market. (2020). Chiang, Thomas C ; Chen, Xiaoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s027553191930892x. 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 | Activism and empire building. (2020). Sevilir, Merih ; Gantchev, Nickolay ; Shivdasani, Anil. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:526-548. Full description at Econpapers || Download paper | |
2020 | Research on the Effects of Information Description on Crowdfunding Success within a Sustainable Economyââ¬âThe Perspective of Information Communication. (2020). Jiang, Jiang ; Hu, Xiaojuan ; Liang, Xiaobei . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:650-:d:309309. 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 | Information Matters: Evidence from flood risk in the Irish housing market. (2020). Lyons, Ronan ; Gillespie, Tom. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep1620. Full description at Econpapers || Download paper | |
2020 | COVID-19 and finance: Agendas for future research. (2020). Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320303974. Full description at Econpapers || Download paper | |
2020 | Do aggressive orders affect liquidity? An evidence from an emerging market. (2020). BÄdowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920303780. Full description at Econpapers || Download paper | |
2020 | Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. (2020). Fernandez Bariviera, Aurelio ; Vampa, Victoria ; Pastor, Ver'Onica E ; Arouxet, Bel'En M. In: Papers. RePEc:arx:papers:2009.05652. 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 | 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 | 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 | The determinants of price discovery on bitcoin markets. (2020). Frijns, Bart ; Entrop, Oliver ; Seruset, Marco. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:816-837. Full description at Econpapers || Download paper | |
2020 | Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains. (2020). Chen, Xiaodan ; Li, Xiafei ; Zhang, Zeming ; Wang, Yilin ; Wei, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319326. Full description at Econpapers || Download paper | |
2020 | Forecasting Oil Price by Hierarchical Shrinkage in Dynamic Parameter Models. (2020). Wei, YU ; Liu, Yuntong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6640180. Full description at Econpapers || Download paper | |
2020 | Extreme risk spillovers between crude oil prices and the U.S. exchange rate: Evidence from oil-exporting and oil-importing countries. (2020). Wang, Yudong ; Ma, Chaoqun ; Liu, LI ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:212:y:2020:i:c:s0360544220318478. 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 | 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 | 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 | |
2020 | Valuation of FinTech Innovation Based on Patent Applications. (2020). Stankeviien, Jelena ; Kabulova, Jelena. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:10158-:d:457158. Full description at Econpapers || Download paper | |
2020 | Sentiment, emotions and stock market predictability in developed and emerging markets. (2020). Rossouw, Stephanie ; Mwamba, John M ; Greyling, Talita. In: GLO Discussion Paper Series. RePEc:zbw:glodps:502. Full description at Econpapers || Download paper | |
2020 | Big Data and Happiness. (2020). Greyling, Talita ; Rossouw, Stephanie. In: GLO Discussion Paper Series. RePEc:zbw:glodps:634. Full description at Econpapers || Download paper | |
2020 | Financial markets under the global pandemic of COVID-19. (2020). Zhang, Dayong ; Ji, Qiang ; Hu, Min. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320304050. Full description at Econpapers || Download paper | |
2020 | Volatility Spillovers between Equity and Green Bond Markets. (2020). Park, Jiyeon ; Ryu, Doojin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3722-:d:353863. Full description at Econpapers || Download paper | |
2020 | Economic indicators and stock market volatility in an emerging economy. (2020). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518305594. Full description at Econpapers || Download paper | |
2020 | A Twitter-Lived Red Tide Crisis on Chiloé Island, Chile: What Can Be Obtained for Social-Ecological Research through Social Media Analysis?. (2020). Billi, Marco ; Henriquez, Pablo A ; Mascareo, Aldo ; Ruz, Gonzalo A. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8506-:d:428399. 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 | 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 | Political connection, corporate philanthropy and efficiency: Evidence from Chinaââ¬â¢s anti-corruption campaign. (2020). Zhao, Xiaoxue ; Zhang, Jinfan ; Liu, YU. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:48:y:2020:i:3:p:688-708. 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 | |
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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 | 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 | 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 | A Socio-Finance Model: The Case of Bitcoin. (2020). Meng, Yongqiang ; Shen, Dehua ; Xiong, Xiong ; Andersen, Jorgen Vitting. In: Post-Print. RePEc:hal:journl:halshs-03048777. Full description at Econpapers || Download paper | |
2020 | A Socio-Finance Model: The Case of Bitcoin. (2020). Meng, Yongqiang ; Andersen, Jorgen Vitting ; Shen, Dehua ; Xiong, Xiong. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-03048777. Full description at Econpapers || Download paper | |
2020 | The Influence of Heuristic judgments in Social Media on Corporate Reputation: A Study in Spanish Leader Companies. (2020). Lopez, Jesus Peran ; Cerda, Luis Manuel ; Saiz, Belen Cambronero. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1640-:d:323785. Full description at Econpapers || Download paper | |
2020 | CSR permanency, family ownership, and firm value: Evidence from emerging economies. (2020). Baloch, Muhammad Saad ; Awais, Muhammad ; Saeed, Abubakr ; Noor, Sana. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:27:y:2020:i:5:p:2135-2149. Full description at Econpapers || Download paper | |
2020 | Does intraday time-series momentum exist in Chinese stock index futures market?. (2020). Shen, Dehua ; Li, YI ; Zhang, Wei ; Wang, Pengfei. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304337. Full description at Econpapers || Download paper | |
2020 | Which is the better fourth factor in China? Reversal or turnover?. (2020). Zhang, Joyce ; Lin, Kun-Ben ; Huang, Jing-Bo ; Chen, Shu-Heng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030113x. Full description at Econpapers || Download paper | |
2020 | Improving market timing of time series momentum in the Chinese stock market. (2020). Qin, Yafeng ; Bai, Min ; Pan, Guoyao. In: Applied Economics. RePEc:taf:applec:v:52:y:2020:i:43:p:4711-4725. Full description at Econpapers || Download paper | |
2020 | Examining framing effect when subjects perspective matters: Evidence from China. (2020). Fan, Wen ; Zhang, Lifang. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306828. Full description at Econpapers || Download paper | |
2020 | Financial literacy and formal credit accessibility: Evidence from informal businesses in China. (2020). Yuan, Yan ; Rong, Zhao ; Shi, Jingye ; Xu, Nana. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319304726. Full description at Econpapers || Download paper | |
2020 | The Dynamics of Foreign Direct Investment and Exchange Rates: An Interconnection Approach in ASEAN. (2020). Syarifuddin, Ferry. In: MPRA Paper. RePEc:pra:mprapa:104596. 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 | The institutional characteristics of multifractal spectrum of Chinaââ¬â¢s stock market. (2020). Stanley, Eugene H ; Li, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322794. Full description at Econpapers || Download paper | |
2020 | Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Asghar, Nadia ; Ur, Mobeen ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19306638. Full description at Econpapers || Download paper | |
2020 | International investors and the multifractality property: Evidence from accessible and inaccessible market. (2020). Hui, Xiaofeng ; Xu, Nan ; Li, Songsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305367. Full description at Econpapers || Download paper | |
2020 | Revisiting the role of renewable and non-renewable energy consumption on Turkeyââ¬â¢s ecological footprint: Evidence from Quantile ARDL approach. (2020). Sinha, Avik ; Ozturk, Ilhan ; Uzuner, Gizem ; Baris-Tuzemen, Ozge ; Sharif, Arshian. In: MPRA Paper. RePEc:pra:mprapa:100044. Full description at Econpapers || Download paper | |
2020 | Asymmetric impact of textile and clothing manufacturing on carbon-dioxide emissions: Evidence from top Asian economies. (2020). Haouas, Ilham ; Haseeb, Muhammad ; Jermsittiparsert, Kittisak ; Ww, Leonardus ; Nasih, Mohammad. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302012. 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 | 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 | 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 | 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 | Profitability of technical trading rules among cryptocurrencies with privacy function. (2020). Grobys, Klaus ; Ahmed, Shaker ; Sapkota, Niranjan. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320300829. Full description at Econpapers || Download paper | |
2020 | Burnout syndrome of airline crews during crisis and Covid 19 in the world and Turkey. (2020). OZTURK, Yunus Emre . In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:2:y:2020:i:4:p:36-42. Full description at Econpapers || Download paper | |
2020 | Coronavirus and financial volatility: 40 days of fasting and fear. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.04005. Full description at Econpapers || Download paper | |
2020 | Do COVID-19 and crude oil prices drive the US economic policy uncertainty?. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.07591. Full description at Econpapers || Download paper | |
2020 | Coronavirus and financial volatility: 40 days of fasting and fear. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02501814. Full description at Econpapers || Download paper | |
2020 | Do COVID-19 and crude oil prices drive the US economic policy uncertainty?. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02509450. 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 | Coronavirus (COVID-19) â An epidemic or pandemic for financial markets. (2020). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Ali, Mohsin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020301350. Full description at Econpapers || Download paper | |
2020 | Stablecoins as a crypto safe haven? Not all of them!. (2020). VÃÆýrost, TomáÃ
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2020 | Cryptocurrencies and stock market indices. Are they related?. (2020). Gil-Alana, Luis ; Romero, Maria Fatima ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919303472. Full description at Econpapers || Download paper | |
2020 | Zero-Debt Policy under Asymmetric Information, Flexibility and Free Cash Flow Considerations. (2020). Miglo, Anton. In: MPRA Paper. RePEc:pra:mprapa:98631. Full description at Econpapers || Download paper | |
2020 | Debt, or not debt, that is the question: A Shakespearean question to a corporate decision. (2020). san Martin, Pablo ; Vallelado, Eleuterio ; Saona, Paolo. In: Journal of Business Research. RePEc:eee:jbrese:v:115:y:2020:i:c:p:378-392. Full description at Econpapers || Download paper | |
2020 | Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic. (2020). Puah, Chin-Hong ; Liew, Venus. In: MPRA Paper. RePEc:pra:mprapa:100414. Full description at Econpapers || Download paper | |
2020 | Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:148-:d:381691. Full description at Econpapers || Download paper | |
2020 | An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management. (2020). Wong, Wing-Keung ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:226-:d:419895. 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 | The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828. Full description at Econpapers || Download paper | |
2020 | If worst comes to worst: Co-movement of global stock markets in the US-China trade war. (2020). Huynh, Toan ; Burggraf, Tobias. In: Economics and Business Letters. RePEc:ove:journl:aid:13958. Full description at Econpapers || Download paper | |
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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 | Seasonality in the Cross-Section of Cryptocurrency Returns. (2020). Demir, Ender ; Long, Huaigang ; Vasenin, Mikhail ; Szczygielski, Jan Jakub ; Zaremba, Adam. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461232030235x. Full description at Econpapers || Download paper | |
2020 | South Korean Economy and the Free Trade Agreement with China. (2020). Bayari, Celal. In: MPRA Paper. RePEc:pra:mprapa:102938. 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 | |
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2020 | Energy market prediction with novel long short-term memory network: Case study of energy futures index volatility. (2020). Wang, Bin ; Zhang, Lihong. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317424. Full description at Econpapers || Download paper | |
2020 | Sustainable banking: the role of multilateral development banks as norm entrepreneurs. (2020). Houghton, David Patrick ; Mendez, Alvaro . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:103227. Full description at Econpapers || Download paper | |
2020 | Sustainable Solutions for Green Financing and Investment in Renewable Energy Projects. (2020). Yoshino, Naoyuki ; Taghizadeh-Hesary, Farhad. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:4:p:788-:d:319176. Full description at Econpapers || Download paper | |
2020 | A hybrid approach to prioritize risk mitigation strategies for biomass polygeneration systems. (2020). Leong, Wei Dong ; Teng, Sin Yong ; How, Bing Shen ; Ngan, Sue Lin ; Lam, Hon Loong ; Angelo, Michael ; Yatim, Puan ; Minh, Adrian Chun. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:121:y:2020:i:c:s1364032119308846. Full description at Econpapers || Download paper | |
2020 | Impact of natural-resource dependence on foreign contracting projects of China: A spatial panel threshold approach. (2020). Zhao, Guimei ; Taghizadeh-Hesary, Farhad ; Chen, Lizhen ; Sun, Huaping. In: PLOS ONE. RePEc:plo:pone00:0234057. Full description at Econpapers || Download paper | |
2020 | Do Banks Value Green Management in China? The Perspective of the Green Credit Policy. (2020). Zhang, Yuming ; Xing, Chao ; Wang, Yuan. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319314771. Full description at Econpapers || Download paper | |
2020 | Low-carbon financial risk factor correlation in the belt and road PPP project. (2020). TAGHIZADEH-HESARY, Farhad ; Chen, Lizhen ; Sun, YU. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319314928. Full description at Econpapers || Download paper | |
2020 | Role of energy finance in geothermal power development in Japan. (2020). TAGHIZADEH-HESARY, Farhad ; Fraser, Timothy ; Shigetomi, Yosuke ; Chapman, Andrew ; Sarker, Tapan ; Farabi-Asl, Hadi ; Mortha, Aline. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:398-412. Full description at Econpapers || Download paper | |
2020 | The impact of the consistency of carbon performance and carbon information disclosure on enterprise value. (2020). Li, Yuanhao ; Huang, Ying ; Yan, Huahong. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319313418. Full description at Econpapers || Download paper | |
2020 | Can financial inclusion be an effective mitigation measure? evidence from panel data analysis of the environmental Kuznets curve. (2020). Baek, Yong Jun ; Renzhi, Nuobu. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319314849. Full description at Econpapers || Download paper | |
2020 | The Impacts of Air Pollution on Health and Economy in Southeast Asia. (2020). Taghizadeh-Hesary, Farzad. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1812-:d:343224. Full description at Econpapers || Download paper | |
2020 | How Is Mortality Affected by Fossil Fuel Consumption, CO 2 Emissions and Economic Factors in CIS Region?. (2020). TAGHIZADEH-HESARY, Farhad ; Rasoulinezhad, Ehsan. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2255-:d:353858. Full description at Econpapers || Download paper | |
2020 | Has Chinaââ¬â¢s Oil Investment in Belt and Road Initiative Countries Helped Its Oil Import?. (2020). Cai, Tian ; Shi, Benye. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3176-:d:373547. Full description at Econpapers || Download paper | |
2020 | Anti-selective disclosure regulation and analyst forecast accuracy and usefulness. (2020). Cowan, Arnold ; Salotti, Valentina . In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301139. Full description at Econpapers || Download paper | |
2020 | Bitcoin Price Riskââ¬âA Durations Perspective. (2020). Odelli, Stefania ; Dimpfl, Thomas. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:157-:d:386045. 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 | THE SEASONAL EFFECT ON THE CHINESE GOLD MARKET USING AN EMPIRICAL ANALYSIS OF THE SHANGHAI GOLD EXCHANGE. (2020). Maillebuau, Philippe ; Xiao, Bing. In: Post-Print. RePEc:hal:journl:hal-02905216. 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 | Measurement of Systemic Risk in Global Financial Markets and Its Application in Forecasting Trading Decisions. (2020). Rahman, Sanzidur ; Sriboonchitta, Songsak ; Qi, Yang ; Song, Quanrui ; Liu, Jianxu. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4000-:d:357862. 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 | Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies. (2020). Reule, Raphael ; Hardle, Wolfgang Karl ; Raphael, ; Petukhina, Alla A. In: Papers. RePEc:arx:papers:2009.04200. Full description at Econpapers || Download paper | |
2020 | Does high-frequency trading reduce market underreaction to earnings news?. (2020). Zhang, Yanan ; Ke, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930354x. Full description at Econpapers || Download paper | |
2020 | Indecisive algos: Do limit order revisions increase market load?. (2020). Parikh, Bhavik ; Mishra, Ajay Kumar ; Jurich, Stephen N. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s221463502030335x. Full description at Econpapers || Download paper | |
2020 | Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189. Full description at Econpapers || Download paper | |
2020 | Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224. Full description at Econpapers || Download paper | |
2020 | Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model. (2020). Deng, Guohe. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:141:y:2020:i:c:s0960077920308043. Full description at Econpapers || Download paper | |
2020 | Does Fear has Stronger Impact than Confidence on Stock Returns?The Case of Asia-Pacific Developed Markets. (2020). Ngoc, Yoshihisa Suzuki. In: Analele Stiintifice ale Universitatii Alexandru Ioan Cuza din Iasi - Stiinte Economice. RePEc:aic:journl:y:2020:v:67-2:p:157-175. Full description at Econpapers || Download paper | |
2020 | Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach. (2020). Li, YI ; Hong, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304908. Full description at Econpapers || Download paper | |
2020 | Credit risk â Return puzzle: Evidence from India. (2020). Bhandari, Anup Kumar ; Nedumparambil, Elizabeth. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:195-206. Full description at Econpapers || Download paper | |
2020 | Time and frequency relationship between household investorsâ sentiment index and US industry stock returns. (2020). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Khan, Muhammad Asif. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319304465. 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 | Option Pricing Incorporating Factor Dynamics in Complete Markets. (2020). Lindquist, Brent W ; Shirvani, Abootaleb ; Hu, Yuan ; Rachev, Svetlozar T ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2011.08343. Full description at Econpapers || Download paper | |
2020 | Risk Governance and Performance: Evidence From Eurozone¡¯s Large Banks. (2020). Capuano, Paolo ; Agnese, Paolo. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:5:p:28-41. Full description at Econpapers || Download paper | |
2020 | Analytical valuation of Asian options with counterparty risk under stochastic volatility models. (2020). Wang, Xingchun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:410-429. Full description at Econpapers || Download paper | |
2020 | Valuing spread options with counterparty risk and jump risk. (2020). Wang, Xingchun ; Li, Zelei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301650. Full description at Econpapers || Download paper | |
2020 | Price gap anomaly in the US stock market: The whole story. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300747. Full description at Econpapers || Download paper | |
2020 | Multifractal Analysis of Market Efficiency across Structural Breaks: Implications for the Adaptive Market Hypothesis. (2020). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:248-:d:431596. Full description at Econpapers || Download paper | |
2020 | Testing the white noise hypothesis in high-frequency housing returns of the United States. (2020). GUPTA, RANGAN ; Tiwari, Aviral Kumar ; Sheng, Xin ; Cunado, Juncal. In: Economics and Business Letters. RePEc:ove:journl:aid:14521. Full description at Econpapers || Download paper | |
2020 | Conditional dependence between oil prices and CEE stock markets: a copula-GARCH approach Abstract: This study investigates both the constant and time-varying conditional dependency between crude oil a. (2020). Hung, Ngo Thai. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:62-86. Full description at Econpapers || Download paper | |
2020 | The effect of global and regional stock market shocks on safe haven assets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Wohar, Mark E. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:54:y:2020:i:c:p:297-308. 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 | Sustaining the current or pursuing the new: incumbent digital transformation strategies in the financial service industry. (2020). Dehnert, Maik. In: Business Research. RePEc:spr:busres:v:13:y:2020:i:3:d:10.1007_s40685-020-00136-8. Full description at Econpapers || Download paper | |
2020 | Estrés financiero en el sector manufacturero de Ecuador. (2020). Lopez-Gonzalez, Josselyn Patricia ; Campoverde-Picon, Jorge Andres ; Arevalo-Quishpi, Diana Jackeline ; Naula-Sigua, Freddy Benjamn. In: Revista Finanzas y Politica Economica. RePEc:col:000443:019648. Full description at Econpapers || Download paper | |
2020 | Market reforms and determinants of import natural gas prices in China. (2020). Zhang, Dayong ; Shi, Xunpeng ; Ji, Qiang ; Wang, Tiantian. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302127. Full description at Econpapers || Download paper | |
2020 | Price and Volatility Spillovers between Crude Oil and Natural Gas markets in Europe and Japan-Korea. (2020). Dagoumas, Athanasios ; Perifanis, Theodosios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-50. Full description at Econpapers || Download paper | |
2020 | Dynamics of Australias LNG export performance: A modified constant market shares analysis. (2020). Shi, Xunpeng ; Laurenceson, James ; Liu, Yan. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301481. Full description at Econpapers || Download paper | |
2020 | Systemic importance of financial institutions: A complex network perspective. (2020). Wen, Shigang ; Yang, Xin ; Huang, Chuangxia ; Zhao, Xian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119319223. Full description at Econpapers || Download paper | |
2020 | Financial network linkages to predict economic output. (2020). Wang, Dan ; Huang, Wei-qiang . In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301746. Full description at Econpapers || Download paper | |
2020 | Responsible investment in the Chinese stock market. (2020). Feng, XU ; Xiong, Xiong ; Gao, YA. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930131x. Full description at Econpapers || Download paper | |
2020 | Asymmetry of retail investorsâ attention and asymmetric volatility: Evidence from China. (2020). Xiong, Xiong ; Feng, XU ; Zhang, Wei ; Chen, Shuning. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319309353. Full description at Econpapers || Download paper | |
2020 | The predictive power of public Twitter sentiment for forecasting cryptocurrency prices. (2020). de Smedt, Johannes ; Kraaijeveld, Olivier. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244312030072x. Full description at Econpapers || Download paper | |
2020 | Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach. (2020). Yoon, Seong-Min ; Choi, Ki-Hong ; Kim, Neung-Woo ; Lee, Yun-Jung. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2171-:d:352974. Full description at Econpapers || Download paper | |
2020 | A Hypothesis Test Method for Detecting Multifractal Scaling, Applied to Bitcoin Prices. (2020). Maller, Ross A ; Dev, Priya ; Jiang, Chuxuan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:104-:d:360729. Full description at Econpapers || Download paper | |
2020 | How the cryptocurrency market has performed during COVID 19? A multifractal analysis. (2020). Mouakhar, Khaireddine ; Jarboui, Anis ; Mnif, Emna. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320306346. Full description at Econpapers || Download paper | |
2020 | An alternative approach to predicting bank credit risk in Europe with Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305318. Full description at Econpapers || Download paper | |
2020 | Short-Run Pricing Performance of Local and Dual Class IPOs in Alternative Investment Market. (2020). Mantell, Edmund H ; Mumtaz, Muhammad Zubair ; Wahid, Abdul. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:1:p:57-74. Full description at Econpapers || Download paper | |
2020 | How do independent directors view corporate social responsibility (CSR)? Evidence from a quasiââ¬Ânatural experiment. (2020). Jiraporn, Pornsit ; Chintrakarn, Pandej ; Proctor, Richard ; Tong, Shenghui. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:697-716. Full description at Econpapers || Download paper | |
2020 | Does economic policy uncertainty influence executive risk-taking incentives?. (2020). Jiraporn, Pornsit ; Kongsompong, Kritika ; Wongboonsin, Patcharawalai ; Chatjuthamard, Pattanaporn. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319301564. Full description at Econpapers || Download paper | |
2020 | Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). VÃÆýrost, TomáÃ
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2020 | Operational and cyber risks in the financial sector. (2020). Giudici, Paolo ; Gambacorta, Leonardo ; Aldasoro, I̮̱aki ; Leach, Thomas. In: BIS Working Papers. RePEc:bis:biswps:840. Full description at Econpapers || Download paper | |
2020 | Operational and cyber risks in the financial sector. (2020). Aldasoro, Inaki ; Gambacorta, Leonardo ; Giudici, Paolo ; Leach, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14418. Full description at Econpapers || Download paper | |
2020 | Do CEO-Board ties affect the firms cost of equity?. (2020). Vanappelghem, Cedric ; van Appelghem, Cedric ; Nguyen, Pascal. In: Working Papers. RePEc:hal:wpaper:hal-02880367. Full description at Econpapers || Download paper | |
2020 | The effect of CEO power on bank risk: Do boards and institutional investors matter?âÅ°. (2020). Altunbas, Yener ; Uymaz, Yurtsev ; Thornton, John. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300674. Full description at Econpapers || Download paper | |
2020 | The conditioning role of performance on the bank risk-taking channel of monetary policy: Evidence from a multiple-tool regime. (2020). Dang, Van Cuong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s027553192030297x. 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 | Overreaction in the REITs Market: New Evidence from Quantile Autoregression Approach. (2020). Julio, Ivan F ; Manohar, Catherine Anitha ; Ngene, Geoffrey M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:282-:d:445319. 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 | 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 | Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386. Full description at Econpapers || Download paper | |
2020 | The relationship between commodity prices and world trade uncertainty. (2020). Bilgin, Mehmet ; Doker, Asli Cansin ; Karabulut, Gokhan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:276-281. Full description at Econpapers || Download paper | |
2020 | Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173. Full description at Econpapers || Download paper | |
2020 | An asymmetrical overshooting correction model for G20 nominal effective exchange rates. (2020). ben Salem, Melika ; Bensalem, Melika ; Bec, Frederique. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00912. Full description at Econpapers || Download paper | |
2020 | COVID-19 Pandemic and Investor Herding in International Stock Markets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie ; Nel, Jacobus. In: Working Papers. RePEc:pre:wpaper:202089. Full description at Econpapers || Download paper | |
2020 | Technical Analysis on the Bitcoin Market: Trading Opportunities or Investorsââ¬â¢ Pitfall?. (2020). de Giuli, Maria Elena ; DeGiuli, Maria Elena ; Pagnottoni, Paolo ; Resta, Marina. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:44-:d:354452. Full description at Econpapers || Download paper | |
2020 | Chinese consumer finance: a primer. (2020). Liu, Kerry. In: Frontiers of Business Research in China. RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00077-3. Full description at Econpapers || Download paper | |
2020 | Bank Diversification and Focus in Disruptive Times: China, 2007ââ¬â2018. (2020). Tortosa-Ausina, Emili ; Wu, Minzhi. In: Working Papers. RePEc:jau:wpaper:2020/21. Full description at Econpapers || Download paper | |
2020 | Contextual Factors and Strategic Consequences of Cloud Enterprise Resource Planning (ERP) Adoption in Malaysian Manufacturing SMEs: A Conceptual Framework. (2020). Jimin, HU ; Bali, Anuar Shah ; Rahman, Azmawani Abd ; Sidek, Shafie ; Jayeola, Olakunle. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:3:p:176-201. Full description at Econpapers || Download paper | |
2020 | Non-family CEOs in family firms: Spotting gaps and challenging assumptions for a future research agenda. (2020). Waldkirch, Matthias. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:11:y:2020:i:1:s1877858517301663. Full description at Econpapers || Download paper | |
2020 | The impact of analyst coverage and stock price synchronicity: Evidence from brokerage mergers and closuresâÅ°. (2020). Chan, Kam C ; Yang, LI ; Lin, Wanfa ; Gao, Kaijuan. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300145. Full description at Econpapers || Download paper | |
2020 | Characteristics and Influencing Factors of Green Finance Development in the Yangtze River Delta of China: Analysis Based on the Spatial Durbin Model. (2020). Xie, Hualin ; Choi, Yongrok ; Ouyang, Zhenyi. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9753-:d:449460. Full description at Econpapers || Download paper | |
2020 | Selecting stock pairs for pairs trading while incorporating leadââ¬âlag relationship. (2020). Chatterjee, Niladri ; Gupta, Kartikay. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437119322666. Full description at Econpapers || Download paper | |
2020 | Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50. Full description at Econpapers || Download paper | |
2020 | Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008. 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 | Borrowers under water! Rare disasters, regional banks, and recovery lending. (2020). Koetter, Michael ; Rehbein, Oliver ; Noth, Felix. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:43:y:2020:i:c:s1042957319300130. Full description at Econpapers || Download paper | |
2020 | The impact of Covid-19 pandemic on the export competitiveness of manufacturing firms in Croatia. (2020). Stojcic, Nebojsa. In: MPRA Paper. RePEc:pra:mprapa:109135. Full description at Econpapers || Download paper |
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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 | 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 | Anxiety for the pandemic and trust in financial markets. (2020). Ficcadenti, Valerio ; Cerqueti, Roy. In: Papers. RePEc:arx:papers:2008.01649. Full description at Econpapers || Download paper | |
2020 | Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies. (2020). Reule, Raphael ; Hardle, Wolfgang Karl ; Raphael, ; Petukhina, Alla A. In: Papers. RePEc:arx:papers:2009.04200. 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 | 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 | Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin. (2020). Haslhofer, Bernhard ; Schatzmann, Jurgen E. In: Papers. RePEc:arx:papers:2010.12415. Full description at Econpapers || Download paper | |
2020 | COVID-19 and the stock market: evidence from Twitter. (2020). Obrizan, Maksym ; Ford, Lucas Javier ; Goel, Rahul ; Sharma, Rajesh. In: Papers. RePEc:arx:papers:2011.08717. Full description at Econpapers || Download paper | |
2020 | Spillover of Financial Innovations during Covid-19: A Cross-Country Analysis. (2020). Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:298-318. Full description at Econpapers || Download paper | |
2020 | Time-varying return predictability and adaptive markets hypothesis: Evidence on MIST countries from a novel wild bootstrap likelihood ratio approach. (2020). Ozkan, Oktay. In: Bogazici Journal, Review of Social, Economic and Administrative Studies. RePEc:boz:journl:v:34:y:2020:i:2:p:101-113. Full description at Econpapers || Download paper | |
2020 | Measuring the Economic Risk of COVID-19. (2020). PARK, DONGHYUN ; Noy, Ilan ; Ferrarini, Benno ; Doan, Nguyen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8373. Full description at Econpapers || Download paper | |
2020 | Betting Market Efficiency in the Presence of Unfamiliar Shocks: The Case of Ghost Games during the Covid-19 Pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8526. Full description at Econpapers || Download paper | |
2020 | MSR under Exogenous Shock: The Case of Covid-19 Pandemic. (2020). Mier, Mathias ; Azarova, Valeriya. In: ifo Working Paper Series. RePEc:ces:ifowps:_338. Full description at Econpapers || Download paper | |
2020 | Turbulence in the financial markets: Cross-country differences in market volatility in response to COVID-19 pandemic policies. (2020). Torgler, Benno ; Colthurst, Richard ; Chan, Ho Fai ; Brumpton, Martin ; Bickley, Steve J. In: CREMA Working Paper Series. RePEc:cra:wpaper:2020-15. Full description at Econpapers || Download paper | |
2020 | The Covid-19 stock market puzzle and money supply in the US. (2020). McMillan, David ; Humpe, Andreas. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00803. Full description at Econpapers || Download paper | |
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 | Effect of Debt Structure on Earnings Quality of Energy Businesses in Vietnam. (2020). Xuan, Ngo Thanh ; Thuy, Vu Thi ; Hung, Dang Ngoc ; Thanh, Nguyen Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-50. Full description at Econpapers || Download paper | |
2020 | COVID-19: Impact analysis and recommendations for power sector operation. (2020). Jamal, Taskin ; Arif, M T ; Mudgal, Vijay ; Raju, Kannadasan ; Shafiullah, GM ; Elavarasan, Rajvikram Madurai ; Subramaniam, Umashankar ; Reddy, K S ; Sriraja, V S ; Subramanian, Senthilkumar. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312290. 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 | This time is indeed different: A study on global market reactions to public health crisis. (2020). Duc, Toan Luu ; Wang, Mei ; Schell, Daniel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300964. 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 | How important is social trust during the COVID-19 crisis period? Evidence from the Fed announcements. (2020). Mazumder, Sharif. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303142. 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 | 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 | Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348. Full description at Econpapers || Download paper | |
2020 | Financial well-being, COVID-19, and the financial better-than-average-effect. (2020). Tinghog, Gustav ; Vastfjall, Daniel ; Barrafrem, Kinga. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303373. Full description at Econpapers || Download paper | |
2020 | Does accounting comparability affect corporate employment decision-making?. (2020). Ntim, Collins ; Elmagrhi, Mohamed H ; Zhang, Qingjing. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:6:s0890838920300573. Full description at Econpapers || Download paper | |
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2020 | Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249. Full description at Econpapers || Download paper | |
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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 | Money creation within the macroeconomy: An integrated model of banking. (2020). Li, Boyao ; Wang, Yougui. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301915. Full description at Econpapers || Download paper | |
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2020 | The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302040. Full description at Econpapers || Download paper | |
2020 | What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131. Full description at Econpapers || Download paper |
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2019 | Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering. (2019). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:127:y:2019:i:c:p:334-341. Full description at Econpapers || Download paper | |
2019 | Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Wanas, Idries Mohammad ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon ; Hamdi, Atef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120. Full description at Econpapers || Download paper | |
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2019 | The effectiveness of technical trading rules in cryptocurrency markets. (2019). Sensoy, Ahmet ; lucey, brian ; Eraslan, Veysel ; Corbet, Shaen. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:32-37. Full description at Econpapers || Download paper | |
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2019 | The way to induce private participation in green finance and investment. (2019). Yoshino, Naoyuki ; Taghizadeh-Hesary, Farhad. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:98-103. Full description at Econpapers || Download paper | |
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2018 | Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593. Full description at Econpapers || Download paper | |
2018 | Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486. Full description at Econpapers || Download paper | |
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 | |
2018 | Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114. Full description at Econpapers || Download paper | |
2018 | Accounting discretion and executive cash compensation: An empirical investigation of corporate governance, credit ratings and firm value. (2018). Iatridis, George Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:29-49. Full description at Econpapers || Download paper | |
2018 | Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Stone, Anna-Leigh ; Chiu, Ching-Wai ; Jack, Chak Hung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90. Full description at Econpapers || Download paper | |
2018 | Whether the fluctuation of Chinaââ¬â¢s financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040. Full description at Econpapers || Download paper | |
2018 | Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647. Full description at Econpapers || Download paper | |
2018 | Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672. Full description at Econpapers || Download paper | |
2018 | Oil prices and unemployment in the UK before and after the crisis: A Bayesian VAR approach. A note. (2018). OrdÃÆóÃÆñez, Javier ; Cuestas, Juan ; Ordoez, Javier. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:200-207. Full description at Econpapers || Download paper | |
2018 | The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670. Full description at Econpapers || Download paper | |
2018 | Revisiting the finance-inequality nexus in a panel of African countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:399-419. Full description at Econpapers || Download paper | |
2018 | Financial Inclusion and Macroeconomic Stability in Emerging and Frontier Markets. (2018). Vo, Duc ; McAleer, Michael ; Van, L. T.-H., . In: Econometric Institute Research Papers. RePEc:ems:eureir:113132. Full description at Econpapers || Download paper | |
2018 | An Analysis of Bitcoinââ¬â¢s Price Dynamics. (2018). Kjarland, Frode ; Oust, Are ; Krogstad, Erlend A ; Khazal, Aras. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:63-:d:175742. Full description at Econpapers || Download paper | |
2018 | Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?. (2018). Trabelsi, Nader. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:66-:d:177661. Full description at Econpapers || Download paper | |
2018 | Chinaââ¬â¢s Outward FDI in Indonesia: Spatial Patterns and Determinants. (2018). Fu, YU ; Wang, Tao ; Supriyadi, Agus. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4632-:d:188376. Full description at Econpapers || Download paper | |
2018 | Is the Development of Chinaââ¬â¢s Financial Inclusion Sustainable? Evidence from a Perspective of Balance. (2018). Zhu, Bao ; He, Jing ; Zhai, Shiting. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1200-:d:141288. Full description at Econpapers || Download paper | |
2018 | A Systematic Review of Smart Real Estate Technology: Drivers of, and Barriers to, the Use of Digital Disruptive Technologies and Online Platforms. (2018). Ullah, Fahim ; Wang, Changxin . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3142-:d:167479. Full description at Econpapers || Download paper | |
2018 | A High-Frequency Analysis of Bitcoin Markets. (2018). Theissen, Erik ; Mestel, Roland ; Riordan, Ryan ; Brauneis, Alexander. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2018-06. Full description at Econpapers || Download paper | |
2018 | Volatility estimation for Bitcoin: Replication and robustness. (2018). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01941102. Full description at Econpapers || Download paper | |
2018 | Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market. (2018). Wang, Pengfei ; Zhang, Wei ; Li, Xiao. In: Complexity. RePEc:hin:complx:8691420. Full description at Econpapers || Download paper | |
2018 | Analysis of the relationships between Bitcoin and exchange rate, commodities and global indexes by asymmetric causality test. (2018). Erdas, Mehmet Levent ; Caglar, Abdullah Emre. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2018:v:9:p:27-45. Full description at Econpapers || Download paper | |
2018 | The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market. (2018). Sakemoto, Ryuta. In: Economics and Business Letters. RePEc:ove:journl:aid:12565. Full description at Econpapers || Download paper | |
2018 | General Component Analysis (GCA): A new approach to identify Chinese corporate bond market structures. (2018). Chen, Xiaosong ; Li, Xiaoteng ; Yan, Yan ; Wang, Lei. In: PLOS ONE. RePEc:plo:pone00:0199500. Full description at Econpapers || Download paper | |
2018 | Evaluation and evolution of bank efficiency considering heterogeneity technology: An empirical study from China. (2018). Huang, Jianhuan ; Yu, Yantuan ; Yin, Zhujia. In: PLOS ONE. RePEc:plo:pone00:0204559. Full description at Econpapers || Download paper | |
2018 | Effect of urban tourist satisfaction on urban macroeconomics in China: A spatial panel econometric analysis with a spatial Durbin model. (2018). Tang, Guoan ; Liu, Xiaoqun ; Zhou, Min. In: PLOS ONE. RePEc:plo:pone00:0206342. Full description at Econpapers || Download paper | |
2018 | Is the oil price pass-through to domestic inflation symmetric or asymmetric? new evidence from India based on NARDL. (2018). Masih, Abul ; Abu-Bakar, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:87569. Full description at Econpapers || Download paper | |
2018 | Revisiting the Finance-Inequality Nexus in a Panel of African Countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: MPRA Paper. RePEc:pra:mprapa:88524. Full description at Econpapers || Download paper | |
2018 | Blockchain Finance: Questions Regulators Ask. (2018). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:88811. Full description at Econpapers || Download paper |
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2017 | Bitcoin as digital money: Its growth and future sustainability. (2017). Sahoo, Pradipta Kumar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:53-64. Full description at Econpapers || Download paper | |
2017 | Bank lending technologies and credit availability in Europe. What can we learn from the crisis?. (2017). Peruzzi, Valentina ; Murro, Pierluigi ; Ferri, Giovanni ; Rotondi, Zeno. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:135. Full description at Econpapers || Download paper | |
2017 | Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308. Full description at Econpapers || Download paper | |
2017 | Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan. In: Papers. RePEc:arx:papers:1706.01437. Full description at Econpapers || Download paper | |
2017 | The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284. Full description at Econpapers || Download paper | |
2017 | Modeling the price of Bitcoin with geometric fractional Brownian motion: a Monte Carlo approach. (2017). Tarnopolski, Mariusz . In: Papers. RePEc:arx:papers:1707.03746. Full description at Econpapers || Download paper | |
2017 | Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.07977. Full description at Econpapers || Download paper | |
2017 | Value-at-Risk and Expected Shortfall for the major digital currencies. (2017). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:1708.09343. Full description at Econpapers || Download paper | |
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2017 | Long-range Auto-correlations in Limit Order Book Markets: Inter- and Cross-event Analysis. (2017). Kanniainen, Juho ; Rasanen, Esa ; Kim, Jiyeong ; Magris, Martin. In: Papers. RePEc:arx:papers:1711.03534. Full description at Econpapers || Download paper | |
2017 | Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009. Full description at Econpapers || Download paper | |
2017 | The Maple Bubble: A History of Migration among Canadian Provinces. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:992. Full description at Econpapers || Download paper | |
2017 | Herd Behavior and Rational Expectations: A Test of Chinaââ¬â¢s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-85. Full description at Econpapers || Download paper | |
2017 | Stability and Economic Performance of the Inflation-Targeting Policy Facing the Crisis. (2017). Aguir, Abdelkader. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-53. Full description at Econpapers || Download paper | |
2017 | Sentiment and stock market volatility revisited: A timeââ¬âfrequency domain approach. (2017). Dash, Saumya Ranjan ; Maitra, Debasish. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:15:y:2017:i:c:p:74-91. Full description at Econpapers || Download paper | |
2017 | The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230. Full description at Econpapers || Download paper | |
2017 | Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81. Full description at Econpapers || Download paper | |
2017 | What drives the sensitivity of limit order books to company announcement arrivals?. (2017). Siikanen, Milla ; Luoma, Arto ; Kanniainen, Juho. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:65-68. Full description at Econpapers || Download paper | |
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2017 | Economic policy uncertainty and cash holdings: Evidence from BRIC countries. (2017). Demir, Ender ; Ersan, Oguz. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:189-200. Full description at Econpapers || Download paper | |
2017 | Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. (2017). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:315-327. Full description at Econpapers || Download paper | |
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2017 | Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Assaf, Ata ; Jammazi, Rania. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30. Full description at Econpapers || Download paper | |
2017 | Dynamic correlation of precious metals and flight-to-quality in developed markets. (2017). Klein, Tony. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:283-290. Full description at Econpapers || Download paper | |
2017 | Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95. Full description at Econpapers || Download paper | |
2017 | Volatility of commodity futures prices and market-implied inflation expectations. (2017). Orlowski, Lucjan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:133-141. Full description at Econpapers || Download paper | |
2017 | The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:81-87. Full description at Econpapers || Download paper | |
2017 | The impact of mergers and acquisitions on shareholders wealth in the logistics service industry. (2017). Tielmann, Artur ; Ries, Jorg M ; Kiesel, Florian. In: International Journal of Production Economics. RePEc:eee:proeco:v:193:y:2017:i:c:p:781-797. Full description at Econpapers || Download paper | |
2017 | Reprint of ââ¬ÅThe impact of mergers and acquisitions on shareholders wealth in the logistics service industryââ¬Â. (2017). Kiesel, Florian ; Tielmann, Artur ; Ries, Jorg M. In: International Journal of Production Economics. RePEc:eee:proeco:v:194:y:2017:i:c:p:261-277. Full description at Econpapers || Download paper | |
2017 | True or spurious long memory in European non-EMU currencies. (2017). Walther, Thomas ; Piontek, Krzysztof ; Thu, Hien Pham ; Klein, Tony. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:217-230. Full description at Econpapers || Download paper | |
2017 | Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly. (2017). Wong, Wing-Keung ; Guo, Xu ; Jiang, Xuejun. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:38-:d:115667. Full description at Econpapers || Download paper | |
2017 | Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098. Full description at Econpapers || Download paper | |
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2017 | The Bitcoin price formation: Beyond the fundamental sources. (2017). bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:hal:wpaper:hal-01548710. Full description at Econpapers || Download paper | |
2017 | Ether: Bitcoins competitor or ally?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01567277. Full description at Econpapers || Download paper | |
2017 | Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012. (2017). DÃÆömÃÆötÃÆör, Barbara ; Berlinger, Edina ; Vadasz, Tamas ; Daroczi, Gergely ; Domotor, Barbara. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1734. Full description at Econpapers || Download paper | |
2017 | Does family ownership structure affect investment-cash flow sensitivity? Evidence from Italian SMEs. (2017). Peruzzi, Valentina. In: CERBE Working Papers. RePEc:lsa:wpaper:wpc16. Full description at Econpapers || Download paper | |
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2017 | Fiscal Rules. (2017). TÃÆóth, Csaba ; Berta, David. In: MNB Handbook. RePEc:mnb:handbk:v:2:y:2017:i:14:p:60. Full description at Econpapers || Download paper | |
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2017 | Ownership Concentration and Bank Profitability. (2017). Uadiale, Olayinka ; Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:102571. Full description at Econpapers || Download paper | |
2017 | Discerning lead-lag between fear index and realized volatility. (2017). Masih, Abul ; Wahab, Fatin Farhana . In: MPRA Paper. RePEc:pra:mprapa:79433. Full description at Econpapers || Download paper | |
2017 | Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752. Full description at Econpapers || Download paper | |
2017 | Own or inherited? The effect of national fiscal rules after changes of government. (2017). TÃÆóth, Csaba. In: MPRA Paper. RePEc:pra:mprapa:81178. Full description at Econpapers || Download paper | |
2017 | The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis. (2017). Masih, Mansur ; Cikiryel, Burak. In: MPRA Paper. RePEc:pra:mprapa:95681. Full description at Econpapers || Download paper | |
2017 | Network Causality Structures among Bitcoin and other Financial Assets: A Directed Acyclic Graph Approach. (2017). Roubaud, David ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201729. Full description at Econpapers || Download paper | |
2017 | Bitcoin and Global Financial Stress: A Copula-Based Approach to Dependence and Causality-in-Quantiles. (2017). Wang, Shixuan ; Roubaud, David ; Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201750. Full description at Econpapers || Download paper | |
2017 | Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices. (2017). Shahbaz, Muhammad ; GUPTA, RANGAN ; Bouri, Elie ; Lahiani, Amine. In: Working Papers. RePEc:pre:wpaper:201760. Full description at Econpapers || Download paper | |
2017 | Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks. (2017). Wohar, Mark ; Suleman, Tahir ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201767. Full description at Econpapers || Download paper |
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