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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
#YearTitleCited
12018Are 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.

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112
22005A 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.

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73
32006Incorporating 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.

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64
42004Empirical 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.

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49
52007Comparing 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.

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44
62000A demystification of the Black–Litterman 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.

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38
72020Covid-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.

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33
82014Are 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.

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28
92019Stock 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.

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28
102005Cointegration 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.

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28
112000Performance 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.

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28
122002Performance 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.

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28
132011Returns 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.

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27
142002Hedge 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.

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27
152003The 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.

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25
162005Emerging 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.

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24
172007Can 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.

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23
182020ESG 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.

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22
192007Refinements 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.

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22
202012Theory 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.

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21
212006To 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.

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20
222008Optimal 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.

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20
232001Equity 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.

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19
242007Can 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.

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19
252007Country-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.

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17
262000Generalised 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.

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17
272009Price 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.

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17
282008Fundamental 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.

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17
292004Momentum 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.

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16
302018Robo 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.

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16
312008Fundamental 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.

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16
322006Measuring 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.

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15
332021Human 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.

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15
342020Integrating 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.

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15
352011Markov-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.

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15
362016Investment 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.

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15
372019Fine 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.

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14
382007Equity-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.

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14
392013Robust 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.

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14
402018Can 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.

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14
412010The predictive power of value-at-risk models in commodity futures markets. (2010). Füss, Roland ; Kaiser, Dieter G ; Adams, Zeno ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.21.

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14
422014Portfolio 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.

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13
432020Cashing 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.

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13
44Covid-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.

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12
452018Cryptocurrencies 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.

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11
462012An 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.

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11
472014The 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.

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11
482012Investing 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.

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10
492020The 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.

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10
502009Interfamily 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.

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10
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Are 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
22020Covid-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
32019Stock 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
42020ESG 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
52020Integrating 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
62021Human 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.

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15
72019Fine 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.

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12
82020Cashing 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
9Covid-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.

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11
102005A 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
112006Incorporating 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
122018Robo 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.

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10
132007Comparing 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
142018Can 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
152000A demystification of the Black–Litterman 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.

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9
162021Green 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.

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9
172020The 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
182016Investment 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
192011Returns 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.

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8
202007Can 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
212014Portfolio 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.

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8
222014Are 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.

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7
232020ESG 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.

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7
242004Empirical 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.

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7
252016Investor 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.

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7
262021Empirical 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.

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7
272018Cryptocurrencies 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.

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7
282006Measuring 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.

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6
292009Price 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.

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6
302013Robust 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.

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312011Markov-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.

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322012Theory 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.

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332021The 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.

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5
342012Investing 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.

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352020Herds 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.

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5
362021Portfolio 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.

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5
372004Momentum 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.

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4
382016Stock 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.

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4
392008Optimal 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.

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402017Equal-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.

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4
412010The predictive power of value-at-risk models in commodity futures markets. (2010). Füss, Roland ; Kaiser, Dieter G ; Adams, Zeno ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Asset Management. RePEc:pal:assmgt:v:11:y:2010:i:4:d:10.1057_jam.2009.21.

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4
422021Hedging 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.

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4
432011Corporate 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.

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4
442005Cointegration 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.

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452007Can 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.

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462020Improving 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.

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472018The impact of working capital management on firms’ 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.

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3
482019Asymmetric 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.

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3
492017A 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.

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3
502021The 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.

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Citing documents used to compute impact factor: 82
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2022A 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.

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2022ESG 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.

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2022When 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.

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2022Appraising 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.

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2022Do 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.

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2022AN OVERVIEW ON ENVIRONMENTAL SOCIAL AND GOVERNANCE – ESG-TOPICS FROM THE FINANCIAL MARKETS’ 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.

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2022Can 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.

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2022The 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.

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2022Corporate 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.

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2022The 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.

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2022Climate 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.

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2022The 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.

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2022The 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.

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2022Forecasting 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.

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2022Developing 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.

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2022The Volatility of the “Green” 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.

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2022Climate 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.

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2022Impact of the COVID-19 pandemic on the relationship between uncertainty factors, investor’s 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.

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2022FinTech, General Purpose Technology und Wohlfahrt. (2022). Treu, Johannes. In: IU Discussion Papers - Business & Management. RePEc:zbw:iubhbm:5juni2022.

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2022.

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2022Impact 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.

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2022Poland on the Path towards Sustainable Development—A 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.

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2022The 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.

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2022The 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.

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2022Creative 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.

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2022Can 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.

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2022Green Banking—Can 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.

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2022Does 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.

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2022The 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.

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2022Risk-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.

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2022COVID19: 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.

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2022The 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.

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2022Wind 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.

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2022Green 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.

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2022Banks 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.

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2022The 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.

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2022Vetting of Bloomberg’s ESG Governance ISS: QualityScore [GQS™]: 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.

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2022Do 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.

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2022Proposals 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.

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2022All 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.

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2022The ESG Reporting of EU Public Companies—Does the Company’s Capitalisation Matter?. (2022). Sajnog, Artur ; Janicka, Magorzata. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:4279-:d:786810.

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2022An 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.

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2022Financial 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.

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2022ESG 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.

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2022To 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.

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2022Cardinality-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.

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2022Allocation 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.

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2022Gambling 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.

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2022Investor 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.

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2022Tail 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.

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2022Risk spillovers and time-varying links between international oil and China’s 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.

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2022The 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.

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2022Is 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.

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2022Unprofitability 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.

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2022On 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.

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2022Herding 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.

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2022Political 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.

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2022Political 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.

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2022Green 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.

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2022The 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.

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2022Does 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.

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2022The 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.

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2022Optimal Portfolio Allocation between Global Stock Indexes and Safe Haven Assets: Gold versus the Swiss Franc (1999–2021). (2022). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:241-:d:826298.

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2022Modelling 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.

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2022Carbon 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.

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2022Testing 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.

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2022How 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.

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2022THE 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.

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2022Asymmetric 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.

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2022Chasing 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.

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2022European 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.

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2022Evaluating 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.

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2022Political, 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.

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2022Effects 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.

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2022The 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.

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2022Natural 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.

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2022Sensitivity 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.

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2022Short-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.

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2022Social 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.

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2022The 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.

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2022Empirical Asset Pricing via Ensemble Gaussian Process Regression. (2022). Pasricha, Puneet ; Filipovi, Damir. In: Papers. RePEc:arx:papers:2212.01048.

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2022The 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.

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Recent citations
Recent citations received in 2022

YearCiting document
2022Short-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.

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2022Are 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.

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Recent citations received in 2021

YearCiting document
2021Is 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.

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2021Sustainable 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.

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2021Anomalies 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.

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2021Are 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.

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2021Green 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.

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2021Climate 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.

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2021Bitcoin 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.

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2021Factor 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.

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2021Volatility 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.

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Recent citations received in 2020

YearCiting document
2020Modelling Demand for ESG. (2020). Satchell, S ; Gao, Y ; Ahmed, M F. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2093.

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2020An 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.

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2020A 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.

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2020Covid-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.

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2020The 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.

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2020RECENT 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.

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Recent citations received in 2019

YearCiting document
2019Short-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.

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2019Green 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.

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2019DOES GREEN BONDS PLACEMENT CREATE VALUE FOR FIRMS?. (2019). Chulok, Alexander ; Dranev, Yury ; Baranovskii, Gennady ; Kuchin, Ilia. In: HSE Working papers. RePEc:hig:wpaper:101sti2019.

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2019Enhance 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.

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