Journal of Asset Management / Palgrave Macmillan
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
20
Impact Factor (IF)
0.9
5 Years IF
0.76
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
citations? Add them now]
[Incorrect content? Let us
know]
Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers || Download paper | 112 |
| 2 | 2005 | A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers || Download paper | 73 |
| 3 | 2006 | Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Stubbs, Robert A ; Ceria, Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers || Download paper | 64 |
| 4 | 2004 | Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Guenster, Nadja ; Bauer, Rob ; Otten, Roger . In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240131. Full description at Econpapers || Download paper | 49 |
| 5 | 2007 | Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers || Download paper | 44 |
| 6 | 2000 | A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Scowcroft, A ; Satchell, S. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers || Download paper | 38 |
| 7 | 2020 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | 33 |
| 8 | 2014 | Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Wimmer, Maximillian ; Utz, Sabastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers || Download paper | 28 |
| 9 | 2019 | Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers || Download paper | 28 |
| 10 | 2005 | Cointegration portfolios of European equities for index tracking and market neutral strategies. (2005). Ho, Richard ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240164. Full description at Econpapers || Download paper | 28 |
| 11 | 2000 | Performance of UK equity unit trusts. (2000). Sinquefield, R A ; Quigley, G. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240006. Full description at Econpapers || Download paper | 28 |
| 12 | 2002 | Performance clustering and incentives in the UK pension fund industry. (2002). Lehmann, B N ; Blake, D ; Timmermann, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:2:d:10.1057_palgrave.jam.2240073. Full description at Econpapers || Download paper | 28 |
| 13 | 2011 | Returns in trading versus non-trading hours: The difference is day and night. (2011). Clark, Steven P ; Kelly, Michael A. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers || Download paper | 27 |
| 14 | 2002 | Hedge fund survival lifetimes. (2002). Gregoriou, G N. In: Journal of Asset Management. RePEc:pal:assmgt:v:3:y:2002:i:3:d:10.1057_palgrave.jam.2240078. Full description at Econpapers || Download paper | 27 |
| 15 | 2003 | The performance of value and momentum investment portfolios: Recent experience in the major European markets. (2003). Bird, Ron ; Whitaker, Jonathan. In: Journal of Asset Management. RePEc:pal:assmgt:v:4:y:2003:i:4:d:10.1057_palgrave.jam.2240105. Full description at Econpapers || Download paper | 25 |
| 16 | 2005 | Emerging markets of South-East and Central Asia: Do they still offer a diversification benefit?. (2005). Shannon, Gary ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:3:d:10.1057_palgrave.jam.2240174. Full description at Econpapers || Download paper | 24 |
| 17 | 2007 | Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers || Download paper | 23 |
| 18 | 2020 | ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Sparrer, Christian ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers || Download paper | 22 |
| 19 | 2007 | Refinements to the Sharpe ratio: Comparing alternatives for bear markets. (2007). Scholz, Hendrik. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:5:d:10.1057_palgrave.jam.2250040. Full description at Econpapers || Download paper | 22 |
| 20 | 2012 | Theory of social returns in portfolio choice with application to microfinance. (2012). Reeder, Johannes ; Leidl, Michaela ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:6:d:10.1057_jam.2012.18. Full description at Econpapers || Download paper | 21 |
| 21 | 2006 | To sin or not to sin? Now thats the question. (2006). Her, Monica ; Chong, James ; Phillips, Michael G. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2006:i:6:d:10.1057_palgrave.jam.2240191. Full description at Econpapers || Download paper | 20 |
| 22 | 2008 | Optimal asset allocation for sovereign wealth funds. (2008). Scherer, Bernd ; Gintschel, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:3:d:10.1057_jam.2008.19. Full description at Econpapers || Download paper | 20 |
| 23 | 2001 | Equity performance of segregated pension funds in the UK. (2001). Tonks, I ; Thomas, A. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2001:i:4:d:10.1057_palgrave.jam.2240025. Full description at Econpapers || Download paper | 19 |
| 24 | 2007 | Can mutual funds time investment styles?. (2007). Tjong, Liam ; Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250066. Full description at Econpapers || Download paper | 19 |
| 25 | 2007 | Country-specific ETFs: An efficient approach to global asset allocation. (2007). Miffre, Joelle. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250065. Full description at Econpapers || Download paper | 17 |
| 26 | 2000 | Generalised style analysis of hedge funds. (2000). Naik, N Y ; Agarwal, V. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:1:d:10.1057_palgrave.jam.2240007. Full description at Econpapers || Download paper | 17 |
| 27 | 2009 | Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Li, Dan ; Aber, Jack W. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers || Download paper | 17 |
| 28 | 2008 | Fundamental indexation in Europe. (2008). Puttonen, Vesa ; Hemminki, Julius. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2008:i:6:d:10.1057_palgrave.jam.2250090. Full description at Econpapers || Download paper | 17 |
| 29 | 2004 | Momentum investing: A survey. (2004). Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240133. Full description at Econpapers || Download paper | 16 |
| 30 | 2018 | Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers || Download paper | 16 |
| 31 | 2008 | Fundamental indexation: An active value strategy in disguise. (2008). Swinkels, Laurens ; Blitz, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:4:d:10.1057_jam.2008.23. Full description at Econpapers || Download paper | 16 |
| 32 | 2006 | Measuring investor sentiment in equity markets. (2006). Jones, Anne Leah ; Bandopadhyaya, Arindam. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240214. Full description at Econpapers || Download paper | 15 |
| 33 | 2021 | Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra ; Reddy, Krishna ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers || Download paper | 15 |
| 34 | 2020 | Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers || Download paper | 15 |
| 35 | 2011 | Markov-switching asset allocation: Do profitable strategies exist?. (2011). Chesneau, Christophe ; Sesboue, Andre ; Bulla, Ingo ; Mergner, Sascha. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2010.27. Full description at Econpapers || Download paper | 15 |
| 36 | 2016 | Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers || Download paper | 15 |
| 37 | 2019 | Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric ; Lefur, Eric . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6. Full description at Econpapers || Download paper | 14 |
| 38 | 2007 | Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes. (2007). Switzer, Lorne ; Panju, Karim ; Arshanapalli, Bala G. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:1:d:10.1057_palgrave.jam.2250056. Full description at Econpapers || Download paper | 14 |
| 39 | 2013 | Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Wang, Olivia ; McCann, Craig ; Dulaney, Tim ; Deng, Geng. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers || Download paper | 14 |
| 40 | 2018 | Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y. Full description at Econpapers || Download paper | 14 |
| 41 | 2010 | The predictive power of value-at-risk models in commodity futures markets. (2010). Füss, Roland ; Kaiser, Dieter G ; Adams, Zeno ; Fuss, Roland ; ROLAND FÃSS, . In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.21. Full description at Econpapers || Download paper | 14 |
| 42 | 2014 | Portfolio selection in the presence of systemic risk. (2014). Fabozzi, Frank J ; Ortobelli, Sergio ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers || Download paper | 13 |
| 43 | 2020 | Cashing in on innovation: a taxonomy of FinTech. (2020). Fabozzi, Frank J ; Imerman, Michael B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers || Download paper | 13 |
| 44 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v::y::i::d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | 12 | |
| 45 | 2018 | Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers || Download paper | 11 |
| 46 | 2012 | An anatomy of calendar effects. (2012). van Vliet, Pim ; Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:4:d:10.1057_jam.2012.9. Full description at Econpapers || Download paper | 11 |
| 47 | 2014 | The real-life performance of market timing with moving average and time-series momentum rules. (2014). Zakamulin, Valeriy. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:4:d:10.1057_jam.2014.25. Full description at Econpapers || Download paper | 11 |
| 48 | 2012 | Investing in commodities: Popular beliefs and misconceptions. (2012). Skiadopoulos, George. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:2:d:10.1057_jam.2011.35. Full description at Econpapers || Download paper | 10 |
| 49 | 2020 | The effect of environmental sustainability on credit risk. (2020). Zwergel, Bernhard ; Landau, Alexander ; Klein, Christian ; Hock, Andre. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00155-4. Full description at Econpapers || Download paper | 10 |
| 50 | 2009 | Interfamily competition on index tracking: The case of the vanguard ETFs and index funds. (2009). Rompotis, Gerasimos G. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.11. Full description at Econpapers || Download paper | 10 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Are green bonds priced differently from conventional bonds?. (2018). Hachenberg, Britta ; Schiereck, Dirk. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0088-5. Full description at Econpapers || Download paper | 83 |
| 2 | 2020 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | 32 |
| 3 | 2019 | Stock market reaction to green bond issuance. (2019). Baulkaran, Vishaal. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:5:d:10.1057_s41260-018-00105-1. Full description at Econpapers || Download paper | 23 |
| 4 | 2020 | ESG controversies and controversial ESG: about silent saints and small sinners. (2020). Sparrer, Christian ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00178-x. Full description at Econpapers || Download paper | 21 |
| 5 | 2020 | Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings. (2020). Scholz, Hendrik ; Hubel, Benjamin. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00139-z. Full description at Econpapers || Download paper | 15 |
| 6 | 2021 | Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak. (2021). Mirza, Nawazish ; Hasnaoui, Jamila Abaidi ; Naqvi, Bushra ; Reddy, Krishna ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00228-y. Full description at Econpapers || Download paper | 15 |
| 7 | 2019 | Fine wine returns: a review of the literature. (2019). Outreville, Jean-Franois ; le Fur, Eric ; Lefur, Eric . In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:3:d:10.1057_s41260-019-00116-6. Full description at Econpapers || Download paper | 12 |
| 8 | 2020 | Cashing in on innovation: a taxonomy of FinTech. (2020). Fabozzi, Frank J ; Imerman, Michael B. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00163-4. Full description at Econpapers || Download paper | 12 |
| 9 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v::y::i::d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | 11 | |
| 10 | 2005 | A refinement to the Sharpe ratio and information ratio. (2005). Israelsen, Craig. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2005:i:6:d:10.1057_palgrave.jam.2240158. Full description at Econpapers || Download paper | 10 |
| 11 | 2006 | Incorporating estimation errors into portfolio selection: Robust portfolio construction. (2006). Stubbs, Robert A ; Ceria, Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:2:d:10.1057_palgrave.jam.2240207. Full description at Econpapers || Download paper | 10 |
| 12 | 2018 | Robo Advisors: quantitative methods inside the robots. (2018). Beketov, Mikhail ; Wittke, Manuel ; Lehmann, Kevin. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0092-9. Full description at Econpapers || Download paper | 10 |
| 13 | 2007 | Comparing Sharpe ratios: So where are the p-values?. (2007). Opdyke, John Douglas. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:5:d:10.1057_palgrave.jam.2250084. Full description at Econpapers || Download paper | 9 |
| 14 | 2018 | Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y. Full description at Econpapers || Download paper | 9 |
| 15 | 2000 | A demystification of the BlackâLitterman model: Managing quantitative and traditional portfolio construction. (2000). Scowcroft, A ; Satchell, S. In: Journal of Asset Management. RePEc:pal:assmgt:v:1:y:2000:i:2:d:10.1057_palgrave.jam.2240011. Full description at Econpapers || Download paper | 9 |
| 16 | 2021 | Green bonds: shades of green and brown. (2021). Schiereck, Dirk ; Kiesel, Florian ; Hachenberg, Britta ; Immel, Moritz. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-020-00192-z. Full description at Econpapers || Download paper | 9 |
| 17 | 2020 | The effect of environmental sustainability on credit risk. (2020). Zwergel, Bernhard ; Landau, Alexander ; Klein, Christian ; Hock, Andre. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:2:d:10.1057_s41260-020-00155-4. Full description at Econpapers || Download paper | 9 |
| 18 | 2016 | Investment flows: Retail versus institutional mutual funds. (2016). Salganik-Shoshan, Galla. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.38. Full description at Econpapers || Download paper | 8 |
| 19 | 2011 | Returns in trading versus non-trading hours: The difference is day and night. (2011). Clark, Steven P ; Kelly, Michael A. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:2:d:10.1057_jam.2011.2. Full description at Econpapers || Download paper | 8 |
| 20 | 2007 | Can robust portfolio optimisation help to build better portfolios?. (2007). Scherer, Bernd. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2007:i:6:d:10.1057_palgrave.jam.2250049. Full description at Econpapers || Download paper | 8 |
| 21 | 2014 | Portfolio selection in the presence of systemic risk. (2014). Fabozzi, Frank J ; Ortobelli, Sergio ; Biglova, Almira. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:5:d:10.1057_jam.2014.30. Full description at Econpapers || Download paper | 8 |
| 22 | 2014 | Are they any good at all? A financial and ethical analysis of socially responsible mutual funds. (2014). Wimmer, Maximillian ; Utz, Sabastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:15:y:2014:i:1:d:10.1057_jam.2014.8. Full description at Econpapers || Download paper | 7 |
| 23 | 2020 | ESG integration: value, growth and momentum. (2020). Kaiser, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00148-y. Full description at Econpapers || Download paper | 7 |
| 24 | 2004 | Empirical evidence on corporate governance in Europe: The effect on stock returns, firm value and performance. (2004). Guenster, Nadja ; Bauer, Rob ; Otten, Roger . In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240131. Full description at Econpapers || Download paper | 7 |
| 25 | 2016 | Investor sentiment and oil prices. (2016). Du, Ding ; Zhao, Xiaobing ; Gunderson, Ronald J. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.39. Full description at Econpapers || Download paper | 7 |
| 26 | 2021 | Empirical asset pricing via machine learning: evidence from the European stock market. (2021). Otto, Tizian ; Drobetz, Wolfgang. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:7:d:10.1057_s41260-021-00237-x. Full description at Econpapers || Download paper | 7 |
| 27 | 2018 | Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8. Full description at Econpapers || Download paper | 7 |
| 28 | 2006 | Measuring investor sentiment in equity markets. (2006). Jones, Anne Leah ; Bandopadhyaya, Arindam. In: Journal of Asset Management. RePEc:pal:assmgt:v:7:y:2006:i:3:d:10.1057_palgrave.jam.2240214. Full description at Econpapers || Download paper | 6 |
| 29 | 2009 | Price volatility and tracking ability of ETFs. (2009). Can, Luc ; Li, Dan ; Aber, Jack W. In: Journal of Asset Management. RePEc:pal:assmgt:v:10:y:2009:i:4:d:10.1057_jam.2009.13. Full description at Econpapers || Download paper | 6 |
| 30 | 2013 | Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios. (2013). Wang, Olivia ; McCann, Craig ; Dulaney, Tim ; Deng, Geng. In: Journal of Asset Management. RePEc:pal:assmgt:v:14:y:2013:i:5:d:10.1057_jam.2013.21. Full description at Econpapers || Download paper | 6 |
| 31 | 2011 | Markov-switching asset allocation: Do profitable strategies exist?. (2011). Chesneau, Christophe ; Sesboue, Andre ; Bulla, Ingo ; Mergner, Sascha. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:5:d:10.1057_jam.2010.27. Full description at Econpapers || Download paper | 6 |
| 32 | 2012 | Theory of social returns in portfolio choice with application to microfinance. (2012). Reeder, Johannes ; Leidl, Michaela ; Dorfleitner, Gregor. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:6:d:10.1057_jam.2012.18. Full description at Econpapers || Download paper | 6 |
| 33 | 2021 | The impact of corporate social responsibility on corporate financial performance and credit ratings in Japan. (2021). Tunaru, Diana E ; Ng, Peck Wah ; Fabozzi, Frank J. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-021-00204-6. Full description at Econpapers || Download paper | 5 |
| 34 | 2012 | Investing in commodities: Popular beliefs and misconceptions. (2012). Skiadopoulos, George. In: Journal of Asset Management. RePEc:pal:assmgt:v:13:y:2012:i:2:d:10.1057_jam.2011.35. Full description at Econpapers || Download paper | 5 |
| 35 | 2020 | Herds on green meadows: the decarbonization of institutional portfolios. (2020). Wilkens, Marco ; Paulus, Stefan ; Jacob, Andrea ; Benz, Lukas. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:1:d:10.1057_s41260-019-00147-z. Full description at Econpapers || Download paper | 5 |
| 36 | 2021 | Portfolio management and dependence structure between cryptocurrencies and traditional assets: evidence from FIEGARCH-EVT-Copula. (2021). Fakhfekh, Mohamed ; Jeribi, Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00211-7. Full description at Econpapers || Download paper | 5 |
| 37 | 2004 | Momentum investing: A survey. (2004). Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:5:y:2004:i:2:d:10.1057_palgrave.jam.2240133. Full description at Econpapers || Download paper | 4 |
| 38 | 2016 | Stock market returns and the price of gold. (2016). Caliskan, Deren ; Najand, Mohammad. In: Journal of Asset Management. RePEc:pal:assmgt:v:17:y:2016:i:1:d:10.1057_jam.2015.37. Full description at Econpapers || Download paper | 4 |
| 39 | 2008 | Optimal asset allocation for sovereign wealth funds. (2008). Scherer, Bernd ; Gintschel, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:9:y:2008:i:3:d:10.1057_jam.2008.19. Full description at Econpapers || Download paper | 4 |
| 40 | 2017 | Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence. (2017). Malladi, Rama ; Fabozzi, Frank J. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:3:d:10.1057_s41260-016-0033-4. Full description at Econpapers || Download paper | 4 |
| 41 | 2010 | The predictive power of value-at-risk models in commodity futures markets. (2010). Füss, Roland ; Kaiser, Dieter G ; Adams, Zeno ; Fuss, Roland ; ROLAND FÃSS, . In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.21. Full description at Econpapers || Download paper | 4 |
| 42 | 2021 | Hedging Islamic and conventional stock markets with other financial assets: comparison between competing DCC models on hedging effectiveness. (2021). Jarboui, Anis ; Ghorbel, Ahmed ; Hamma, Wajdi. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00208-2. Full description at Econpapers || Download paper | 4 |
| 43 | 2011 | Corporate name change and shareholder wealth effect: Empirical evidence in the French Stock Market. (2011). Karim, Bicha. In: Journal of Asset Management. RePEc:pal:assmgt:v:12:y:2011:i:3:d:10.1057_jam.2011.9. Full description at Econpapers || Download paper | 4 |
| 44 | 2005 | Cointegration portfolios of European equities for index tracking and market neutral strategies. (2005). Ho, Richard ; Dunis, Christian L. In: Journal of Asset Management. RePEc:pal:assmgt:v:6:y:2005:i:1:d:10.1057_palgrave.jam.2240164. Full description at Econpapers || Download paper | 4 |
| 45 | 2007 | Can mutual funds time investment styles?. (2007). Tjong, Liam ; Swinkels, Laurens. In: Journal of Asset Management. RePEc:pal:assmgt:v:8:y:2007:i:2:d:10.1057_palgrave.jam.2250066. Full description at Econpapers || Download paper | 4 |
| 46 | 2020 | Improving CAT bond pricing models via machine learning. (2020). Witowski, Eileen ; Gurtler, Marc ; Gotze, Tobias. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00167-0. Full description at Econpapers || Download paper | 4 |
| 47 | 2018 | The impact of working capital management on firmsââ¬â¢ performance and value: evidence from Egypt. (2018). Moussa, Amr Ahmed. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:4:d:10.1057_s41260-018-0081-z. Full description at Econpapers || Download paper | 3 |
| 48 | 2019 | Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index. (2019). Biktimirov, Ernest N ; Xu, Yuanbin. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:2:d:10.1057_s41260-019-00108-6. Full description at Econpapers || Download paper | 3 |
| 49 | 2017 | A new approach for optimizing responsible investments dependently on the initial wealth. (2017). Dorfleitner, Gregor ; Nguyen, Mai. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:2:d:10.1057_s41260-016-0011-x. Full description at Econpapers || Download paper | 3 |
| 50 | 2021 | The performance of South African exchange traded funds under changing market conditions. (2021). Peerbhai, Faeezah ; Kunjal, Damien ; Muzindutsi, Paul-Francois. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:5:d:10.1057_s41260-021-00227-z. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor: 82
| Year | Title | |
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| 2022 | A factor approach to the performance of ESG leaders and laggards. (2022). Fain, Mate ; Naffa, Helena. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001549. Full description at Econpapers || Download paper | |
| 2022 | ESG screening strategies and portfolio performance: how do they fare in periods of financial distress?. (2022). Bertelli, Beatrice ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0087. Full description at Econpapers || Download paper | |
| 2022 | When ESG meets AAA: The effect of ESG rating changes on stock returns. (2022). Ghimire, Binam ; Shanaev, Savva. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003342. Full description at Econpapers || Download paper | |
| 2022 | Appraising Executive Compensation ESG-Based Indicators Using Analytical Hierarchical Process and Delphi Techniques. (2022). Adelowotan, Michael ; Moloi, Tankiso ; Matemane, Reon. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:469-:d:944826. Full description at Econpapers || Download paper | |
| 2022 | Do markets value ESG risks in sovereign credit curves?. (2022). Hubel, Benjamin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:134-148. Full description at Econpapers || Download paper | |
| 2022 | AN OVERVIEW ON ENVIRONMENTAL SOCIAL AND GOVERNANCE â ESG-TOPICS FROM THE FINANCIAL MARKETSâ PERSPECTIVE. (2022). Renate, Bratu ; Elena, Vasiu Diana. In: Management of Sustainable Development. RePEc:blg:msudev:v:14:y:2022:i:2:p:76-82:n:14. Full description at Econpapers || Download paper | |
| 2022 | Can extra-financial ratings serve as an indicator of ESG risk?. (2022). Sodjahin, Amos ; Coggins, Frank ; Champagne, Claudia. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000363. Full description at Econpapers || Download paper | |
| 2022 | The conceptualization of environmental, social and governance risks in portfolio studies A systematic literature review. (2022). Lagasio, Valentina ; Santulli, Rosalia ; Gallucci, Carmen. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:84:y:2022:i:c:s003801212200177x. Full description at Econpapers || Download paper | |
| 2022 | Corporate social responsibility: A review of empirical research using Thomson Reuters Asset4 data. (2022). Li, Zhongtian ; Jia, Jing ; de Villiers, Charl. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:4:p:4523-4568. Full description at Econpapers || Download paper | |
| 2022 | The effects of mutual fund decarbonization on stock prices and carbon emissions. (2022). Zink, Jonas ; Wilkens, Marco ; Rohleder, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003034. Full description at Econpapers || Download paper | |
| 2022 | Climate change, risk factors and stock returns: A review of the literature. (2022). Venturini, Alessio. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002568. Full description at Econpapers || Download paper | |
| 2022 | The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing. (2022). Yarovaya, Larisa ; Naqvi, Bushra ; Saba, Irum ; Abbas, Syed Kumail ; Mirza, Nawazish. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:276-295. Full description at Econpapers || Download paper | |
| 2022 | The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309. Full description at Econpapers || Download paper | |
| 2022 | Forecasting credit ratings of decarbonized firms: Comparative assessment of machine learning models. (2022). Mirza, Nawazish ; Li, Changming ; Yu, Baojun ; Umar, Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:174:y:2022:i:c:s0040162521006892. Full description at Econpapers || Download paper | |
| 2022 | Developing a multi-criteria sustainable credit score system using fuzzy BWM and fuzzy TOPSIS. (2022). Shaw, Krishnendu ; Roy, Pranith Kumar. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:4:d:10.1007_s10668-021-01662-z. Full description at Econpapers || Download paper | |
| 2022 | The Volatility of the âGreenâ Option-Adjusted Spread: Evidence before and during the Pandemic Period. (2022). Nissi, Eugenia ; Ortolano, Alessandra. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:45-:d:755427. Full description at Econpapers || Download paper | |
| 2022 | Climate change commitment, credit risk and the countrys environmental performance: Empirical evidence from a sample of international banks. (2022). Birindelli, Giuliana ; Iannuzzi, Antonia Patrizia ; Dell'Atti, Stefano ; Bonanno, Graziella. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:4:p:1641-1655. Full description at Econpapers || Download paper | |
| 2022 | Impact of the COVID-19 pandemic on the relationship between uncertainty factors, investorâs behavioral biases and the stock market reaction of US Fintech companies. (2022). Abbes, Mouna Boujelbene ; Trichili, Yousra ; Gharbi, Oumayma. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:441. Full description at Econpapers || Download paper | |
| 2022 | FinTech, General Purpose Technology und Wohlfahrt. (2022). Treu, Johannes. In: IU Discussion Papers - Business & Management. RePEc:zbw:iubhbm:5juni2022. Full description at Econpapers || Download paper | |
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| 2022 | Impact of the COVID-19 Pandemic on EU Convergence. (2022). Vota, Milan ; Abrham, Josef. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:9:p:384-:d:898715. Full description at Econpapers || Download paper | |
| 2022 | Poland on the Path towards Sustainable DevelopmentâA Multidimensional Comparative Analysis of the Socio-Economic Development of Polish Regions. (2022). Wyrwa, Joanna ; Jdrzejczak-Gas, Janina ; Barska, Anetta. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:10319-:d:892459. Full description at Econpapers || Download paper | |
| 2022 | The impact of fossil fuel divestments and energy transitions on mutual funds performance. (2022). Mirza, Nawazish ; Umar, Muhammad ; Liang, Chao ; Guo, Xiaozhu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:176:y:2022:i:c:s004016252100860x. Full description at Econpapers || Download paper | |
| 2022 | The cryptocurrency uncertainties and investment transitions: Evidence from high and low carbon energy funds in China. (2022). Umar, Muhammad ; Mirza, Nawazish ; Yan, Lei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:175:y:2022:i:c:s0040162521007575. Full description at Econpapers || Download paper | |
| 2022 | Creative reconstruction: a structured literature review of the early empirical research on the COVID-19 crisis and entrepreneurship. (2022). Brandle, Leif ; Kuckertz, Andreas. In: Management Review Quarterly. RePEc:spr:manrev:v:72:y:2022:i:2:d:10.1007_s11301-021-00221-0. Full description at Econpapers || Download paper | |
| 2022 | Can robo advisors expedite carbon transitions? Evidence from automated funds. (2022). Mirza, Nawazish ; Umar, Muhammad ; Shan, Shan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002219. Full description at Econpapers || Download paper | |
| 2022 | Green BankingâCan Financial Institutions support green recovery?. (2022). Umar, Muhammad ; Huang, Lei ; Mirza, Nawazish ; Chen, Zhonglu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:389-395. Full description at Econpapers || Download paper | |
| 2022 | Does more stringencies in government policies during pandemic impact stock returns? Fresh evidence from GREF countries, a new emerging green bloc. (2022). Shi, Lei ; Nosheen, Safia ; Yue, Xiao-Guang ; Gu, Jianqiang. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000332. Full description at Econpapers || Download paper | |
| 2022 | The impact of financial development on environmental sustainability: A European perspective. (2022). Xu, Baochang ; Li, Sihui ; Zhang, Meng ; Mirza, Nawazish ; Afzal, Ayesha. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002628. Full description at Econpapers || Download paper | |
| 2022 | Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets. (2022). Nguyen, Pascal ; Rahat, Birjees. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005527. Full description at Econpapers || Download paper | |
| 2022 | COVID19: A blessing in disguise for European stock markets?. (2022). Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail ; Su, Chi-Wei ; Umar, Muhammad. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003580. Full description at Econpapers || Download paper | |
| 2022 | The pricing of low emission transitions: Evidence from stock returns of natural resource firms in the GCC. (2022). Huang, Yuzhe ; Mirza, Nawazish ; Sun, Tiezhu ; Pan, Changchun. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004299. Full description at Econpapers || Download paper | |
| 2022 | Wind power resources and Chinas sustainable development roadmap: Evidence from China. (2022). Zhao, Xin ; Huang, Hongyun ; Wang, LU ; Lin, Junjie ; Zhou, Xiaoxiao. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004585. Full description at Econpapers || Download paper | |
| 2022 | Green growth, natural resources and sustainable development: Evidence from BRICS economies. (2022). Liu, Wen ; She, Shengxiang ; Zhao, Jingfeng ; Xu, Jiaqi. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004755. Full description at Econpapers || Download paper | |
| 2022 | Banks to basics! Why banking regulation should focus on equity. (2022). le Quang, Gaetan ; Durand, Pierre. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:1:p:349-372. Full description at Econpapers || Download paper | |
| 2022 | The effect of abnormal institutional attention on bank loans. (2022). , Robin ; Lin, Chih-Yung ; Bui, Dien Giau ; Huang, Yin-Siang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001669. Full description at Econpapers || Download paper | |
| 2022 | Vetting of Bloombergâs ESG Governance ISS: QualityScore [GQSâ¢]: Discriminant Testing. (2022). Wells, Mia ; Omorogbe-Akpata, Osamuyimen ; Lusk, Edward J. In: International Journal of Management Science and Business Administration. RePEc:mgs:ijmsba:v:8:y:2022:i:3:p:39-52. Full description at Econpapers || Download paper | |
| 2022 | Do ESG Investments Mitigate ESG Controversies? Evidence From International Data. (2022). Venturelli, Valeria ; Francesco, Antonio Carlo ; Brighi, Paola. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0084. Full description at Econpapers || Download paper | |
| 2022 | Proposals for the reform of EU fiscal rules. (2022). Palaiodimos, Georgios ; Ventouris, Nikos. In: Economic Bulletin. RePEc:bog:econbl:y:2022:i:55:p:67-81. Full description at Econpapers || Download paper | |
| 2022 | All you need is G(overnance): Sustainable Finance Following Ambrogio Lorenzettis Frescoes. (2022). Roncella, Andrea ; Ferri, Giovanni ; Consolandi, Costanza. In: SERIES. RePEc:bai:series:series_wp_01-2022. Full description at Econpapers || Download paper | |
| 2022 | The ESG Reporting of EU Public CompaniesâDoes the Companyâs Capitalisation Matter?. (2022). Sajnog, Artur ; Janicka, Magorzata. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:4279-:d:786810. Full description at Econpapers || Download paper | |
| 2022 | An empirical study of supply chain sustainability with financial performances of Indian firms. (2022). Rajesh, R ; Sachin, Nikunj. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:5:d:10.1007_s10668-021-01717-1. Full description at Econpapers || Download paper | |
| 2022 | Financial performance shortfall, ESG controversies, and ESG performance: Evidence from firms around the world. (2022). Gupta, Ranjan Das ; Dasgupta, Ranjan. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004633. Full description at Econpapers || Download paper | |
| 2022 | ESG disclosure and financial performance: Moderating role of ESG investors. (2022). Xie, Guanxia ; Chen, Zhongfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002472. Full description at Econpapers || Download paper | |
| 2022 | To sin in secret is no sin at all: On the linkage of policy, society, culture, and firm characteristics with corporate scandals. (2022). Sparrer, Christian ; Kreuzer, Christian ; Dorfleitner, Gregor. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:202:y:2022:i:c:p:762-784. Full description at Econpapers || Download paper | |
| 2022 | Cardinality-constrained risk parity portfolios. (2022). Kwon, Roy H ; Anis, Hassan T. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:1:p:392-402. Full description at Econpapers || Download paper | |
| 2022 | Allocation of portfolio risk and outside options. (2022). Hiller, Tobias. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:7:p:2845-2848. Full description at Econpapers || Download paper | |
| 2022 | Gambling with lottery stocks?. (2022). Schneider, Julian ; Oehler, Andreas. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00268-y. Full description at Econpapers || Download paper | |
| 2022 | Investor Characteristics and their Impact on the Decision to use a Robo-advisor. (2022). Wendt, Stefan ; Horn, Matthias ; Oehler, Andreas. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:62:y:2022:i:1:d:10.1007_s10693-021-00367-8. Full description at Econpapers || Download paper | |
| 2022 | Tail risk management and the skewness premium. (2022). Koziol, Christian ; Kipp, Martin. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00281-1. Full description at Econpapers || Download paper | |
| 2022 | Risk spillovers and time-varying links between international oil and Chinaâs commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x. Full description at Econpapers || Download paper | |
| 2022 | The impact of analyst forecast errors on fundamental indexation: the Australian evidence. (2022). Hitchen, Justin ; Hambusch, Gerhard ; Casavecchia, Lorenzo. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:5:d:10.1057_s41260-022-00276-y. Full description at Econpapers || Download paper | |
| 2022 | Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis. (2022). Stephan, Andreas ; Sahamkhadam, Maziar ; Loof, Hans. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004748. Full description at Econpapers || Download paper | |
| 2022 | Unprofitability of food market investments. (2022). Auer, Benjamin R ; Vinzelberg, Anja. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:7:p:2887-2910. Full description at Econpapers || Download paper | |
| 2022 | On the benefits of active stock selection strategies for diversified investors. (2022). Auer, Benjamin R ; Stadtmuller, Immo ; Schuhmacher, Frank. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:342-354. Full description at Econpapers || Download paper | |
| 2022 | Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361. Full description at Econpapers || Download paper | |
| 2022 | Political and Socioeconomic Factors That Determine the Financial Outcome of Successful Green Innovation. (2022). Schiereck, Dirk ; Kiesel, Florian ; Riehl, Kevin. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:132099. Full description at Econpapers || Download paper | |
| 2022 | Political and Socioeconomic Factors That Determine the Financial Outcome of Successful Green Innovation. (2022). Schiereck, Dirk ; Kiesel, Florian ; Riehl, Kevin. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3651-:d:775560. Full description at Econpapers || Download paper | |
| 2022 | Green Bonds for the Transition to a Low-Carbon Economy. (2022). Semmler, Willi ; Braga, Joao Paulo ; Lichtenberger, Andreas. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:1:p:11-:d:762562. Full description at Econpapers || Download paper | |
| 2022 | The price of being green. (2022). Schweizer, Denis ; Rossmann, Philipp ; Proelss, Juliane ; Koziol, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004688. Full description at Econpapers || Download paper | |
| 2022 | Does transparency matter? Evidence from panel analysis of the EU government green bonds. (2022). Kovacevic, Vlado ; Vasic, Vladimir ; Jankovic, Irena. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004546. Full description at Econpapers || Download paper | |
| 2022 | The ESG effect on the cost of debt financing: A sharp RD analysis. (2022). Manglaviti, Davide ; Gigante, Gimede. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003325. Full description at Econpapers || Download paper | |
| 2022 | Optimal Portfolio Allocation between Global Stock Indexes and Safe Haven Assets: Gold versus the Swiss Franc (1999â2021). (2022). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:241-:d:826298. Full description at Econpapers || Download paper | |
| 2022 | Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075. Full description at Econpapers || Download paper | |
| 2022 | Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. (2022). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003462. Full description at Econpapers || Download paper | |
| 2022 | Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets. (2022). Manzli, Yasmine Snene ; Frikha, Wajdi ; Ghorbel, Achraf. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:3:d:10.1007_s40822-022-00206-8. Full description at Econpapers || Download paper | |
| 2022 | How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method. (2022). Chen, Shenglan ; Lu, Tuantuan ; Zhu, Pengfei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:607:y:2022:i:c:s0378437122007750. Full description at Econpapers || Download paper | |
| 2022 | THE EFFECT OF BANKING COMPETITION ON FINANCIAL STABILITY IN CENTRAL AFRICAN ECONOMIC AND MONETARY COMMUNITY ZONE. (2022). Kindzeka, Muhamadu Awal ; Ongo, Bruno Emmanuel ; Asngar, Thierry Mamadou. In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:26:y:2022:i:1:p:23-50. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric volume volatility causality in dual listing H-shares. (2022). Wang, Chaoyan ; Dey, Malay K. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:5:d:10.1057_s41260-022-00275-z. Full description at Econpapers || Download paper | |
| 2022 | Chasing dividends during the COVID?19 pandemic. (2022). Weisskopf, Jeanphilippe ; Isakov, Duan ; Ducret, Romain ; Eugster, Nicolas. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:335-345. Full description at Econpapers || Download paper | |
| 2022 | European sin stocks. (2022). Zhang, Dan ; Sagbakken, Siri Tronslien. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00247-9. Full description at Econpapers || Download paper | |
| 2022 | Evaluating the Liquidity Response of South African Exchange-Traded Funds to Country Risk Effects. (2022). Kunjal, Damien. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:6:p:130-:d:830998. Full description at Econpapers || Download paper | |
| 2022 | Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach. (2022). Muzindutsi, Paul-Francois ; Peerbhai, Faeezah ; Kunjal, Damien. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:3:d:10.1057_s41283-022-00093-y. Full description at Econpapers || Download paper | |
| 2022 | Effects of financial literacy on graduate school attitudes amidst COVID?19. (2022). Snavely, Jean C ; Chang, Samuel . In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:6:p:2003-2015. Full description at Econpapers || Download paper | |
| 2022 | The nexus of carbon emissions, oil price volatility, and human capital efficiency. (2022). Umar, Muhammad ; Mirza, Nawazish ; Hasnaoui, Jamila Abaidi ; Rocho, Magorzata Porada. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s030142072200321x. Full description at Econpapers || Download paper | |
| 2022 | Natural resources led growth and the role of financial development: Evidence from Next-11 economies. (2022). Zheng, LI ; Su, Kaihua ; Zhou, Rong. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005487. Full description at Econpapers || Download paper | |
| 2022 | Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Kang, Sanghoon ; McIver, Ron ; Vo, Xuan Vinh ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000603. Full description at Econpapers || Download paper | |
| 2022 | Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907. Full description at Econpapers || Download paper | |
| 2022 | Social Sustainability Factors Influencing the Implementation of Sustainable HRM in Manufacturing SMEs. (2022). Suresh, M ; Subramanian, Nagamani. In: Humanistic Management Journal. RePEc:spr:humman:v:7:y:2022:i:3:d:10.1007_s41463-022-00139-z. Full description at Econpapers || Download paper | |
| 2022 | The Difference Between Conditional and Unconditional Insider Silence Effect: Evidence from China. (2022). Huang, Shan-He. In: Advances in Management and Applied Economics. RePEc:spt:admaec:v:12:y:2022:i:3:f:12_3_5. Full description at Econpapers || Download paper | |
| 2022 | Empirical Asset Pricing via Ensemble Gaussian Process Regression. (2022). Pasricha, Puneet ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2212.01048. Full description at Econpapers || Download paper | |
| 2022 | The use of Beneish M-scores to reveal creative accounting: evidence from Slovakia. (2022). Krasnan, Miroslav ; Machova, Veronika ; Blazek, Roman ; Durana, Pavol. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:2:p:481-510. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis. (2022). Bessler, Wolfgang ; Vendrasco, Marco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000907. Full description at Econpapers || Download paper | |
| 2022 | Are Modifications in the ETFs Investment Performance and Risks during the COVID-19 Pandemic Event?. (2022). Lee, Liza ; Liu, Ying-Sing. In: Review of Applied Socio-Economic Research. RePEc:rse:wpaper:v:23:y:2022:i:1:p:05-17. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Is there a green fund premium? Evidence from twenty seven emerging markets. (2021). Porada-Rocho, Magorzata ; Abbas, Syed Kumail ; Mirza, Nawazish ; Naqvi, Bushra ; Itani, Rania. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000545. Full description at Econpapers || Download paper | |
| 2021 | Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone. (2021). Umar, Muhammad ; Mirza, Nawazish ; Chen, Xueqi ; Ji, Xiangfeng. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003962. Full description at Econpapers || Download paper | |
| 2021 | Anomalies in the China A-share market. (2021). Swinkels, Laurens ; Zhou, Weili ; Jansen, Maarten. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001141. Full description at Econpapers || Download paper | |
| 2021 | Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach. (2021). Lahiani, Amine ; Jena, Sangram Keshari ; Jeribi, Ahmed. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:33-:d:579737. Full description at Econpapers || Download paper | |
| 2021 | Green Bond: A Systematic Literature Review for Future Research Agendas. (2021). Panetta, Ida ; Cortellini, Giuseppe. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:589-:d:696689. Full description at Econpapers || Download paper | |
| 2021 | Climate Transition Risk and the Impact on Green Bonds. (2021). Leirvik, Thomas ; Antoniuk, Yevheniia. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:597-:d:699912. Full description at Econpapers || Download paper | |
| 2021 | Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach. (2021). Al-Mohamad, Somar ; Rashid, Audil ; Bakry, Walid ; El-Kanj, Nasser. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:282-:d:579498. Full description at Econpapers || Download paper | |
| 2021 | Factor investing: alpha concentration versus diversification. (2021). Zurek, Martin ; Shivarova, Antoniya ; Heinrich, Lars. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:6:d:10.1057_s41260-021-00226-0. Full description at Econpapers || Download paper | |
| 2021 | Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period. (2021). Jeribi, Ahmed ; Ghorbel, Achraf. In: Eurasian Economic Review. RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00181-6. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Modelling Demand for ESG. (2020). Satchell, S ; Gao, Y ; Ahmed, M F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2093. Full description at Econpapers || Download paper | |
| 2020 | An Empirical Investigation on Determinants of Sustainable Economic Growth. Lessons from Central and Eastern European Countries. (2020). Lucian, Gaban ; Mozi, Rathnaswamy Malar ; Ioan, Batrancea ; Mircea-Iosif, Rus ; Horia, Tulai ; Gheorghe, Fatacean. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:146-:d:380959. Full description at Econpapers || Download paper | |
| 2020 | A Quiet Revolution: Central Banks, Financial Regulators, and Climate Finance. (2020). Gunningham, Neil. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9596-:d:446848. Full description at Econpapers || Download paper | |
| 2020 | Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles. (2020). Rahat, Birjees ; Naqvi, Bushra ; Mirza, Nawazish ; Abbas, Syed Kumail. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00172-3. Full description at Econpapers || Download paper | |
| 2020 | The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak. (2020). Mirza, Nawazish ; Abbas, Syed Kumail ; Naqvi, Bushra ; Hasnaoui, Jamila Abaidi. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00066-6. Full description at Econpapers || Download paper | |
| 2020 | RECENT DEVELOPMENTS IN THE FINTECH INDUSTRY. (2020). Chemmanur, Thomas ; Yu, Qianqian ; Rajaiya, Harshit ; Imerman, Michael B. In: Journal of Financial Management, Markets and Institutions (JFMMI). RePEc:wsi:jfmmix:v:08:y:2020:i:01:n:s2282717x20400022. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976. Full description at Econpapers || Download paper | |
| 2019 | Green Bonds, Corporate Performance, and Corporate Social Responsibility. (2019). Cui, Yadi ; Zhou, Xiaoguang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6881-:d:293789. Full description at Econpapers || Download paper | |
| 2019 | DOES GREEN BONDS PLACEMENT CREATE VALUE FOR FIRMS?. (2019). Chulok, Alexander ; Dranev, Yury ; Baranovskii, Gennady ; Kuchin, Ilia. In: HSE Working papers. RePEc:hig:wpaper:101sti2019. Full description at Econpapers || Download paper | |
| 2019 | Enhance and Protect Portfolio Returns: A Dynamic Put Spread Optimization. (2019). Tanda, Alessandra ; Naldi, Federica ; Montagna, Dennis ; de Giuli, Maria Elena ; DeGiuli, Maria Elena . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:11:y:2019:i:12:p:66. Full description at Econpapers || Download paper |
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