Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Journal of Empirical Finance / Elsevier

Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
82
Impact Factor (IF)
1.06
5 Years IF
1.54
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
1993 0 0.13 0.83 0 6 6 2126 3 6 0 0 0 3 0.5 0.06
1994 0.5 0.14 0.5 0.5 10 16 446 6 14 6 3 6 3 0 3 0.3 0.07
1995 1.13 0.22 0.77 1.13 14 30 333 22 37 16 18 16 18 2 9.1 2 0.14 0.09
1996 1 0.25 1.31 1.43 18 48 1422 55 100 24 24 30 43 7 12.7 6 0.33 0.12
1997 0.47 0.25 0.9 0.92 13 61 1570 53 155 32 15 48 44 7 13.2 6 0.46 0.11
1998 1.45 0.28 1.19 1.25 17 78 792 88 248 31 45 61 76 2 2.3 2 0.12 0.13
1999 1.43 0.31 1.59 1.35 23 101 790 154 409 30 43 72 97 6 3.9 5 0.22 0.15
2000 0.93 0.36 1.81 1.42 19 120 1300 212 626 40 37 85 121 18 8.5 4 0.21 0.16
2001 1.12 0.39 1.9 1.68 25 145 741 267 902 42 47 90 151 6 2.2 8 0.32 0.17
2002 0.89 0.41 1.92 1.36 26 171 849 320 1230 44 39 97 132 16 5 12 0.46 0.21
2003 1.04 0.44 2.32 1.41 26 197 2189 450 1688 51 53 110 155 18 4 35 1.35 0.22
2004 1.69 0.5 2.41 1.61 32 229 2086 528 2241 52 88 119 192 25 4.7 20 0.63 0.22
2005 1.81 0.51 2.35 1.57 30 259 1340 599 2850 58 105 128 201 18 3 19 0.63 0.24
2006 1.71 0.51 2.85 2 24 283 1182 791 3657 62 106 139 278 16 2 21 0.88 0.23
2007 1.39 0.47 2.43 1.91 35 318 1497 767 4430 54 75 138 264 21 2.7 20 0.57 0.2
2008 1.69 0.49 2.45 2.18 49 367 1661 882 5329 59 100 147 320 32 3.6 16 0.33 0.23
2009 1.73 0.48 2.3 1.9 60 427 2046 977 6313 84 145 170 323 35 3.6 18 0.3 0.24
2010 1.23 0.49 2.07 1.58 62 489 1527 1004 7324 109 134 198 313 52 5.2 11 0.18 0.21
2011 1.02 0.52 2.01 1.31 62 551 1614 1103 8430 122 124 230 302 32 2.9 24 0.39 0.24
2012 1.03 0.52 2.18 1.48 50 601 916 1309 9742 124 128 268 396 53 4 18 0.36 0.22
2013 1.38 0.56 2.52 1.74 63 664 799 1671 11416 112 155 283 492 36 2.2 7 0.11 0.24
2014 1.02 0.55 2.59 1.62 67 731 1005 1888 13309 113 115 297 482 60 3.2 13 0.19 0.23
2015 1.05 0.55 2.33 1.51 64 795 930 1851 15162 130 137 304 460 75 4.1 19 0.3 0.23
2016 1.27 0.53 2.22 1.46 101 896 1341 1985 17149 131 167 306 448 72 3.6 50 0.5 0.21
2017 1.17 0.54 2.15 1.24 64 960 798 2060 19209 165 193 345 428 47 2.3 23 0.36 0.22
2018 1.21 0.55 1.91 1.18 79 1039 922 1983 21196 165 199 359 425 79 4 33 0.42 0.23
2019 1.2 0.57 1.83 1.21 61 1100 813 2013 23210 143 171 375 455 43 2.1 26 0.43 0.23
2020 1.62 0.68 2.1 1.7 60 1160 407 2438 25648 140 227 369 628 65 2.7 21 0.35 0.32
2021 1.74 0.8 2.06 1.82 75 1235 288 2538 28186 121 210 365 666 86 3.4 24 0.32 0.29
2022 1.44 0.84 1.94 1.78 62 1297 86 2519 30705 135 195 339 605 44 1.7 7 0.11 0.25
2023 1.06 0.86 1.52 1.54 101 1398 94 2122 32827 137 145 337 518 92 4.3 21 0.21 0.25
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
11993A long memory property of stock market returns and a new model. (1993). Granger, Clive ; Engle, Robert ; Ding, Zhuanxin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:83-106.

Full description at Econpapers || Download paper

1730
21996The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles. In: Journal of Empirical Finance. RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192.

Full description at Econpapers || Download paper

739
32000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach. (2000). McNeil, Alexander J. ; Frey, Rudiger. In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:3-4:p:271-300.

Full description at Econpapers || Download paper

680
41997Intraday periodicity and volatility persistence in financial markets. (1997). Bollerslev, Tim ; Andersen, Torben. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:115-158.

Full description at Econpapers || Download paper

629
52003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection. (2003). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:5:p:603-621.

Full description at Econpapers || Download paper

537
62004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns. (2004). Granger, Clive ; Hyung, Namwon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:3:p:399-421.

Full description at Econpapers || Download paper

492
72004Investor sentiment and the near-term stock market. (2004). Brown, Gregory W. ; CLIFF, MICHAEL T.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:1:p:1-27.

Full description at Econpapers || Download paper

444
82007Measuring financial contagion: A Copula approach. (2007). Rodríguez, Juan ; Rodriguez, Juan Carlos. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:3:p:401-423.

Full description at Econpapers || Download paper

408
92008Robust performance hypothesis testing with the Sharpe ratio. (2008). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:15:y:2008:i:5:p:850-859.

Full description at Econpapers || Download paper

366
102009International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:4:p:632-639.

Full description at Econpapers || Download paper

366
111996The econometrics of financial markets. (1996). pagan, adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:3:y:1996:i:1:p:15-102.

Full description at Econpapers || Download paper

355
121997Volatilities of different time resolutions -- Analyzing the dynamics of market components. (1997). von Weizsäcker, Jakob ; Olsen, Richard ; Dacorogna, Michel ; von Weizsacker, Jacob E. ; Muller, Ulrich A. ; Dave, Rakhal D. ; Pictet, Olivier V.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:213-239.

Full description at Econpapers || Download paper

351
132003Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

Full description at Econpapers || Download paper

344
142005Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements. (2005). Koopman, Siem Jan ; Jungbacker, Borus ; Hol, Eugenie . In: Journal of Empirical Finance. RePEc:eee:empfin:v:12:y:2005:i:3:p:445-475.

Full description at Econpapers || Download paper

329
152009Investor sentiment and stock returns: Some international evidence. (2009). Schmeling, Maik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:3:p:394-408.

Full description at Econpapers || Download paper

313
161998Volatility and cross correlation across major stock markets. (1998). Ramchand, Latha ; Susmel, Raul . In: Journal of Empirical Finance. RePEc:eee:empfin:v:5:y:1998:i:4:p:397-416.

Full description at Econpapers || Download paper

285
171993Common stock offerings across the business cycle : Theory and evidence. (1993). nanda, vikram ; masulis, ronald ; Choe, Hyuk . In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:3-31.

Full description at Econpapers || Download paper

242
182004Modelling daily Value-at-Risk using realized volatility and ARCH type models. (2004). Laurent, Sébastien ; Giot, Pierre. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:3:p:379-398.

Full description at Econpapers || Download paper

225
192006Instability of return prediction models. (2006). Timmermann, Allan ; Paye, Bradley S.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:13:y:2006:i:3:p:274-315.

Full description at Econpapers || Download paper

219
202004Market stress and herding. (2004). Salmon, Mark ; Hwang, Soosung. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:4:p:585-616.

Full description at Econpapers || Download paper

212
212009Understanding the relationship between founder-CEOs and firm performance. (2009). Adams, Renee ; Almeida, Heitor ; Ferreira, Daniel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:1:p:136-150.

Full description at Econpapers || Download paper

211
222003A simple measure of the intensity of capital controls. (2003). Warnock, Francis ; Edison, Hali. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:1-2:p:81-103.

Full description at Econpapers || Download paper

188
232007Firm-level implications of early stage venture capital investment -- An empirical investigation. (2007). Keilbach, Max ; Engel, Dirk. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:2:p:150-167.

Full description at Econpapers || Download paper

183
241994Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets. (1994). Phillips, Peter ; Loretan, Mico. In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1994:i:2:p:211-248.

Full description at Econpapers || Download paper

175
251997The incremental volatility information in one million foreign exchange quotations. (1997). xu, xinzhong ; Taylor, Stephen J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:4:p:317-340.

Full description at Econpapers || Download paper

175
262002Market timing and return prediction under model instability. (2002). Timmermann, Allan ; Pesaran, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:9:y:2002:i:5:p:495-510.

Full description at Econpapers || Download paper

173
271999Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon. (1999). Bollerslev, Tim ; Andersen, Torben ; Lange, Steve. In: Journal of Empirical Finance. RePEc:eee:empfin:v:6:y:1999:i:5:p:457-477.

Full description at Econpapers || Download paper

172
282003Univariate and multivariate stochastic volatility models: estimation and diagnostics. (2003). Richard, Jean-Francois ; Liesenfeld, Roman . In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:4:p:505-531.

Full description at Econpapers || Download paper

166
292005Testing for contagion: a conditional correlation analysis. (2005). Spagnolo, Nicola ; cipollini, andrea ; Caporale, Guglielmo Maria. In: Journal of Empirical Finance. RePEc:eee:empfin:v:12:y:2005:i:3:p:476-489.

Full description at Econpapers || Download paper

165
301997High frequency data in financial markets: Issues and applications. (1997). Goodhart, Charles A. E., ; O'Hara, Maureen . In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:73-114.

Full description at Econpapers || Download paper

164
312001The specification of conditional expectations. (2001). Harvey, Campbell. In: Journal of Empirical Finance. RePEc:eee:empfin:v:8:y:2001:i:5:p:573-637.

Full description at Econpapers || Download paper

154
322011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data. (2011). Lim, Kian-Ping ; Kim, Jae ; Shamsuddin, Abul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:5:p:868-879.

Full description at Econpapers || Download paper

146
332019Conditional tail-risk in cryptocurrency markets. (2019). Borri, Nicola. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:1-19.

Full description at Econpapers || Download paper

144
342019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Wang, Yudong ; Ma, Feng ; Zhang, Yaojie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117.

Full description at Econpapers || Download paper

144
352007Predictable behavior, profits, and attention. (2007). Wu, Guojun ; Seasholes, Mark S.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:5:p:590-610.

Full description at Econpapers || Download paper

141
362014Political uncertainty and bank loan contracting. (2014). HASAN, IFTEKHAR ; Francis, Bill B. ; Zhu, Yun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:281-286.

Full description at Econpapers || Download paper

140
372010Local bias in venture capital investments. (2010). Dai, Na ; Cumming, Douglas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:3:p:362-380.

Full description at Econpapers || Download paper

140
382003Predicting emerging market currency crashes. (2003). Perraudin, William ; Kumar, Mohan ; Moorthy, Uma. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:4:p:427-454.

Full description at Econpapers || Download paper

136
392008Are Asian stock markets efficient? Evidence from new multiple variance ratio tests. (2008). Kim, Jae ; Shamsuddin, Abul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:15:y:2008:i:3:p:518-532.

Full description at Econpapers || Download paper

134
402000Sensitivity analysis of Values at Risk. (2000). Scaillet, Olivier ; gourieroux, christian ; Laurent, J. P.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:3-4:p:225-245.

Full description at Econpapers || Download paper

132
412004The rise in comovement across national stock markets: market integration or IT bubble?. (2004). Del Negro, Marco ; Brooks, Robin . In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:5:p:659-680.

Full description at Econpapers || Download paper

130
42CAPM over the long run: 1926-2001. (2007). Ang, Andrew ; Chen, Joseph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:1:p:1-40.

Full description at Econpapers || Download paper

126
432006In-sample vs. out-of-sample tests of stock return predictability in the context of data mining. (2006). Wohar, Mark ; Rapach, David E.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:13:y:2006:i:2:p:231-247.

Full description at Econpapers || Download paper

126
441998International evidence on the stock market and aggregate economic activity. (1998). Cheung, Yin-Wong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:5:y:1998:i:3:p:281-296.

Full description at Econpapers || Download paper

125
452010A network perspective of the stock market. (2010). Tse, Chi ; Lau, Francis C. M., ; Liu, Jing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:4:p:659-667.

Full description at Econpapers || Download paper

124
461999Economic determinants of evolution in international stock market integration. (1999). Docking, Diane Scott ; Koch, Paul D. ; Bracker, Kevin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:6:y:1999:i:1:p:1-27.

Full description at Econpapers || Download paper

120
472019Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks. (2019). Cao, Yang ; Zhang, Yaojie ; Liao, Yin ; Ma, Feng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:52:y:2019:i:c:p:40-55.

Full description at Econpapers || Download paper

120
482008Does risk aversion drive financial crises? Testing the predictive power of empirical indicators. (2008). Gex, Mathieu ; Coudert, Virginie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:15:y:2008:i:2:p:167-184.

Full description at Econpapers || Download paper

117
492017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wu, Chongfeng ; Wang, Yudong ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

Full description at Econpapers || Download paper

116
502005Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects. (2005). Schlag, Christian ; Melvin, Michael ; Grammig, Joachim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:12:y:2005:i:1:p:139-164.

Full description at Econpapers || Download paper

115
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11993A long memory property of stock market returns and a new model. (1993). Granger, Clive ; Engle, Robert ; Ding, Zhuanxin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:83-106.

Full description at Econpapers || Download paper

147
22019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Wang, Yudong ; Ma, Feng ; Zhang, Yaojie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117.

Full description at Econpapers || Download paper

101
32000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach. (2000). McNeil, Alexander J. ; Frey, Rudiger. In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:3-4:p:271-300.

Full description at Econpapers || Download paper

92
42004Investor sentiment and the near-term stock market. (2004). Brown, Gregory W. ; CLIFF, MICHAEL T.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:1:p:1-27.

Full description at Econpapers || Download paper

88
52019Conditional tail-risk in cryptocurrency markets. (2019). Borri, Nicola. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:1-19.

Full description at Econpapers || Download paper

84
62003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection. (2003). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:5:p:603-621.

Full description at Econpapers || Download paper

82
72008Robust performance hypothesis testing with the Sharpe ratio. (2008). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:15:y:2008:i:5:p:850-859.

Full description at Econpapers || Download paper

74
82019Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks. (2019). Cao, Yang ; Zhang, Yaojie ; Liao, Yin ; Ma, Feng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:52:y:2019:i:c:p:40-55.

Full description at Econpapers || Download paper

73
92009Investor sentiment and stock returns: Some international evidence. (2009). Schmeling, Maik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:3:p:394-408.

Full description at Econpapers || Download paper

64
102017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wu, Chongfeng ; Wang, Yudong ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

Full description at Econpapers || Download paper

61
112014Political uncertainty and bank loan contracting. (2014). HASAN, IFTEKHAR ; Francis, Bill B. ; Zhu, Yun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:281-286.

Full description at Econpapers || Download paper

59
122018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

Full description at Econpapers || Download paper

56
131997Volatilities of different time resolutions -- Analyzing the dynamics of market components. (1997). von Weizsäcker, Jakob ; Olsen, Richard ; Dacorogna, Michel ; von Weizsacker, Jacob E. ; Muller, Ulrich A. ; Dave, Rakhal D. ; Pictet, Olivier V.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:213-239.

Full description at Econpapers || Download paper

50
142007Measuring financial contagion: A Copula approach. (2007). Rodríguez, Juan ; Rodriguez, Juan Carlos. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:3:p:401-423.

Full description at Econpapers || Download paper

47
152007Predictable behavior, profits, and attention. (2007). Wu, Guojun ; Seasholes, Mark S.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:5:p:590-610.

Full description at Econpapers || Download paper

44
161997Intraday periodicity and volatility persistence in financial markets. (1997). Bollerslev, Tim ; Andersen, Torben. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:115-158.

Full description at Econpapers || Download paper

44
172009International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:4:p:632-639.

Full description at Econpapers || Download paper

42
182009Understanding the relationship between founder-CEOs and firm performance. (2009). Adams, Renee ; Almeida, Heitor ; Ferreira, Daniel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:1:p:136-150.

Full description at Econpapers || Download paper

41
192018Female board representation, corporate innovation and firm performance. (2018). Chen, Jie ; Evans, Kevin P ; Leung, Woon Sau. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:236-254.

Full description at Econpapers || Download paper

41
202010Local bias in venture capital investments. (2010). Dai, Na ; Cumming, Douglas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:3:p:362-380.

Full description at Econpapers || Download paper

40
212017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

Full description at Econpapers || Download paper

38
222014On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets. (2014). Conrad, Christian ; Loch, Karin ; Rittler, Daniel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:26-40.

Full description at Econpapers || Download paper

38
232015Does managerial ability facilitate corporate innovative success?. (2015). Podolski, Edward ; Veeraraghavan, Madhu ; Chen, Yangyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:313-326.

Full description at Econpapers || Download paper

37
242018CRIX an Index for cryptocurrencies. (2018). Trimborn, Simon ; Hardle, Wolfgang Karl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:107-122.

Full description at Econpapers || Download paper

37
252004Market stress and herding. (2004). Salmon, Mark ; Hwang, Soosung. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:4:p:585-616.

Full description at Econpapers || Download paper

35
262020Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:36-49.

Full description at Econpapers || Download paper

33
272007Firm-level implications of early stage venture capital investment -- An empirical investigation. (2007). Keilbach, Max ; Engel, Dirk. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:2:p:150-167.

Full description at Econpapers || Download paper

32
282019Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil. (2019). Gao, Lin ; Brandt, Michael W. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:64-94.

Full description at Econpapers || Download paper

32
292006Instability of return prediction models. (2006). Timmermann, Allan ; Paye, Bradley S.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:13:y:2006:i:3:p:274-315.

Full description at Econpapers || Download paper

31
302013The international evidence on discouraged small businesses. (2013). Chakravarty, Sugato ; Xiang, Meifang . In: Journal of Empirical Finance. RePEc:eee:empfin:v:20:y:2013:i:c:p:63-82.

Full description at Econpapers || Download paper

30
312010A network perspective of the stock market. (2010). Tse, Chi ; Lau, Francis C. M., ; Liu, Jing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:4:p:659-667.

Full description at Econpapers || Download paper

30
322004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns. (2004). Granger, Clive ; Hyung, Namwon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:3:p:399-421.

Full description at Econpapers || Download paper

29
332010The effect of CEO power on bond ratings and yields. (2010). Jiraporn, Pornsit ; Liu, Yixin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:4:p:744-762.

Full description at Econpapers || Download paper

28
342013What do price discovery metrics really measure?. (2013). Putni, Tlis J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:23:y:2013:i:c:p:68-83.

Full description at Econpapers || Download paper

27
352016Local bias in investor attention: Evidence from Chinas Internet stock message boards. (2016). huang, yuqin ; Wu, Zhiguo ; Qiu, Huiyan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:338-354.

Full description at Econpapers || Download paper

27
362005Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements. (2005). Koopman, Siem Jan ; Jungbacker, Borus ; Hol, Eugenie . In: Journal of Empirical Finance. RePEc:eee:empfin:v:12:y:2005:i:3:p:445-475.

Full description at Econpapers || Download paper

26
371996The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles. In: Journal of Empirical Finance. RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192.

Full description at Econpapers || Download paper

26
382016Air pollution and stock returns: Evidence from a natural experiment. (2016). Lepori, Gabriele M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:25-42.

Full description at Econpapers || Download paper

26
392020Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Yao, Kai ; Chevapatrakul, Thanaset ; Nguyen, Linh Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355.

Full description at Econpapers || Download paper

26
402019Why female board representation matters: The role of female directors in reducing male CEO overconfidence. (2019). Goergen, Marc ; Song, Wei ; Leung, Woon Sau ; Chen, Jie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:70-90.

Full description at Econpapers || Download paper

26
412016Tests for explosive financial bubbles in the presence of non-stationary volatility. (2016). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, AM ; Sollis, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:548-574.

Full description at Econpapers || Download paper

25
422012When does investor sentiment predict stock returns?. (2012). Hung, Chi-Hsiou ; Chung, San-Lin ; Yeh, Chung-Ying . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:2:p:217-240.

Full description at Econpapers || Download paper

25
432011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data. (2011). Lim, Kian-Ping ; Kim, Jae ; Shamsuddin, Abul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:5:p:868-879.

Full description at Econpapers || Download paper

25
442015On financial risk and the safe haven characteristics of Swiss franc exchange rates. (2015). Nitschka, Thomas ; Grisse, Christian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:153-164.

Full description at Econpapers || Download paper

23
452002Market timing and return prediction under model instability. (2002). Timmermann, Allan ; Pesaran, M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:9:y:2002:i:5:p:495-510.

Full description at Econpapers || Download paper

22
462011Nonparametric rank tests for event studies. (2011). Kolari, James W. ; Pynnonen, Seppo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:5:p:953-971.

Full description at Econpapers || Download paper

22
472016Exchange rates and commodity prices: Measuring causality at multiple horizons. (2016). Dufour, Jean-Marie ; Galbraith, John W ; Zhang, Hui Jun . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:100-120.

Full description at Econpapers || Download paper

22
482012Asymmetric capital structure adjustments: New evidence from dynamic panel threshold models. (2012). shin, yongcheol ; Dang, Viet ; Kim, Minjoo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:4:p:465-482.

Full description at Econpapers || Download paper

20
492017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

Full description at Econpapers || Download paper

20
502018Friendly boards and innovation. (2018). Kang, Jun-Koo ; Zhang, LE ; Low, Angie ; Liu, Wei-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:1-25.

Full description at Econpapers || Download paper

20
Citing documents used to compute impact factor: 145
YearTitle
2023Investor attention and the use of leverage. (2023). Peltomaki, Jarkko ; Davydov, Denis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:287-313.

Full description at Econpapers || Download paper

2023Decentralized local electricity market model using Automated Market Maker. (2023). Verma, Ashu. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000533.

Full description at Econpapers || Download paper

2023The Impact of High-Frequency Trading on Modern Securities Markets. (2023). Zimmermann, Kai ; Haferkorn, Martin ; Clapham, Benjamin. In: Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK. RePEc:spr:binfse:v:65:y:2023:i:1:d:10.1007_s12599-022-00768-6.

Full description at Econpapers || Download paper

2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

Full description at Econpapers || Download paper

2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

Full description at Econpapers || Download paper

2023Stop-loss rules and momentum payoffs in cryptocurrencies. (2023). Butt, Hilal Anwar ; Sadaqat, Mohsin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000473.

Full description at Econpapers || Download paper

2023Momentum investing and a tale of intraday and overnight returns: Evidence from Taiwan. (2023). Lo, Wen-Chi ; Hsiao, Yu-Jen ; Ho, Hsiao-Wei ; Yang, Nien-Tzu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002226.

Full description at Econpapers || Download paper

2023Effects of nondiscretionary trading on futures prices. (2023). Whaley, Robert E ; O'Neill, Michael J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:33-68.

Full description at Econpapers || Download paper

2023Determinants and dynamic interactions of trader positions in the gold futures market. (2023). Mo, Wan-Shin ; Chen, Yu-Lun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000338.

Full description at Econpapers || Download paper

2023A Systematic Review on the Executive Compensation Gap and Its Multiple Impacts on the Company. (2023). Kamaruddin, Halim Shukri ; Yingkun, Lyu ; Basir, Irfah Najihah. In: Information Management and Business Review. RePEc:rnd:arimbr:v:15:y:2023:i:4:p:284-298.

Full description at Econpapers || Download paper

2023Does Globalization Promote Financial Integration in South Asian Economies? Unveiling the Role of Monetary and Fiscal Performance in Internationalization. (2023). Audi, Marc ; Ali, Amjad ; Ehsan, Rehan. In: MPRA Paper. RePEc:pra:mprapa:119365.

Full description at Econpapers || Download paper

2023Can FinTech development pave the way for a transition towards inclusive growth: Evidence from an emerging economy. (2023). Baležentis, Tomas ; Wei, Yuetong ; Fan, Shuangshuang ; Agnusdei, Leonardo ; Balezentis, Tomas ; Niu, Xiao. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:67:y:2023:i:c:p:439-458.

Full description at Econpapers || Download paper

2023Do Hedge Funds Value Sell-Side Analysts Differently?. (2023). Puckett, Andy ; Chen, Haosi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001590.

Full description at Econpapers || Download paper

2023The breadth of ownership and corporate earnings management. (2023). Zhang, Limin ; Xu, Yekun ; Wang, Yihong ; Ma, Guangyuan. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007255.

Full description at Econpapers || Download paper

2023Institutional ownership and momentum in the Chinese A-share market. (2023). Wang, Peng ; Xiong, Tao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000860.

Full description at Econpapers || Download paper

2023Public attention and analyst visits: Evidence from China. (2023). Su, Jingqi ; Sheng, Yan ; Wu, Wenruo ; Qiao, Jun ; Zhang, Jian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001087.

Full description at Econpapers || Download paper

2023On the corporate governance effect of social security funds. (2023). Huang, Zhenhui ; Jin, Guangzhu. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323004075.

Full description at Econpapers || Download paper

2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

Full description at Econpapers || Download paper

2023Fundamental and speculative components of the cryptocurrency pricing dynamics. (2023). Krištoufek, Ladislav ; Kukacka, Jiri. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00465-7.

Full description at Econpapers || Download paper

2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

Full description at Econpapers || Download paper

2023Revisiting time series momentum in Chinas commodity futures market: Evidence on sources of momentum profits. (2023). Dong, Minyi ; Song, Wuqi ; Ming, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003346.

Full description at Econpapers || Download paper

2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

Full description at Econpapers || Download paper

2023
2023Investor sentiment and futures market mispricing. (2023). Yang, Heejin ; Ryu, Doowon. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009315.

Full description at Econpapers || Download paper

2023Are categorical EPU indices predictable for carbon futures volatility? Evidence from the machine learning method. (2023). Liang, Chao ; Huang, Dengshi ; Guo, Xiaozhu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:672-693.

Full description at Econpapers || Download paper

2023Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819.

Full description at Econpapers || Download paper

2023Fintech: A content analysis of the finance and information systems literature. (2023). Tran, Arthur M ; Valentine, Randall ; Corley, Ken J ; Jourdan, Zack. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00624-9.

Full description at Econpapers || Download paper

2023Success Factors Influencing Peer-to-Peer Lending to Support Financial Innovation. (2023). Kiattisin, Supaporn ; Chulawate, Natnara. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:4028-:d:1077162.

Full description at Econpapers || Download paper

2023Homophilous intensity in the online lending market: Bidding behavior and economic effects. (2023). Hu, Jinyan ; Jiang, Mingming ; Zhang, BO ; Li, Jianwen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001000.

Full description at Econpapers || Download paper

2023Social identity of civil servants and online peer-to-peer lending: Evidence from China. (2023). Tian, Xiujuan ; Zhang, Zhiying. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002094.

Full description at Econpapers || Download paper

2023MSMEs meet FinTech: Chance or challenge?. (2023). Li, Jianwen. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006505.

Full description at Econpapers || Download paper

2023The effects of Covid-19 related response policies on the performances of technology-driven financial services companies. (2023). Frömmel, Michael ; Vukovic, Darko B ; Ozer, Mustafa ; Kamili, Serap ; Frommel, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010164.

Full description at Econpapers || Download paper

2023Fund flow-induced volatility and the cost of debt. (2023). Luo, Shikong ; Cook, Douglas O. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002825.

Full description at Econpapers || Download paper

2023ESG performance and stock price fragility. (2023). Li, Shouwei ; Shen, Hong ; Wang, HU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004737.

Full description at Econpapers || Download paper

2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI. (2023). Garcia-Rubio, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000741.

Full description at Econpapers || Download paper

2023A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5.

Full description at Econpapers || Download paper

2023Automatic vs Manual Investing: Role of Past Performance. (2023). Talavera, Oleksandr ; Kaawach, Said ; Kowalewski, Oskar. In: Discussion Papers. RePEc:bir:birmec:23-04.

Full description at Econpapers || Download paper

2023Shaping crowdlending investors’ trust: Technological, social, and economic exchange perspectives. (2023). Chung, Sunghun ; Jutasompakorn, Pearpilai ; Perdana, Arif. In: Electronic Markets. RePEc:spr:elmark:v:33:y:2023:i:1:d:10.1007_s12525-023-00650-7.

Full description at Econpapers || Download paper

2023Board diversity: Moderating effects of CEO overconfidence on firm financing decisions. (2023). Ni, Qiuxin ; Gurdgiev, Constantin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001058.

Full description at Econpapers || Download paper

2023Public disclosure with information sharing in financial market. (2023). Zhao, QI ; Ji, Yucheng ; Pan, Shiliang ; Xu, Weijun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000260.

Full description at Econpapers || Download paper

2023The impact of penalties for environmental violations on corporate environmental responsibility. (2023). Xu, Guanghua ; Ramanathan, Ramakrishnan ; Li, Ruiqian. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:3:p:1343-1363.

Full description at Econpapers || Download paper

2023Dependence and risk spillovers among clean cryptocurrencies prices and media environmental attention. (2023). Urom, Christian ; Ndubuisi, Gideon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300079x.

Full description at Econpapers || Download paper

2023Cross-listing dynamics and labor investment efficiency: International evidence. (2023). Lakhal, Faten ; Benkraiem, Ramzi ; Nizar, Hamza ; Ghadhab, Imen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001941.

Full description at Econpapers || Download paper

2023Employee treatment and corporate investment efficiency: Evidence from China. (2023). Yan, Youliang ; Wang, Maochuan. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002961.

Full description at Econpapers || Download paper

2023Star CEOs and investment efficiency: Evidence from China. (2023). Cai, Wenwu ; Zhang, Lida. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002160.

Full description at Econpapers || Download paper

2023Powerful CEOs and investment efficiency. (2023). Hasan, Md Mahmudul ; Xie, Feixue ; Uddin, Md Raihan. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000819.

Full description at Econpapers || Download paper

2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

Full description at Econpapers || Download paper

2023The Fama-French Five-Factor Asset Pricing Model: A Research on Borsa Istanbul. (2023). Alshiqi, Sevdie ; Demirel, Bilge Leyli ; Dogan, Mesut ; Altinay, Aysenur Tarakcioglu. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:4:p:3-21.

Full description at Econpapers || Download paper

2023Negative Interest Rates and Its Impact on GDP, FDI and Banks’ Financial Performance: The Cases of Switzerland and Sweden. (2023). Traksel, Semen ; Wawrosz, Petr. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:2:p:69-:d:1149281.

Full description at Econpapers || Download paper

2023Geopolitical, economic uncertainty and bank risk: Do CEO power and board strength matter?. (2023). Wang, Peng ; Shahab, Yasir ; Jiang, Ping ; Shabir, Mohsin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001199.

Full description at Econpapers || Download paper

2023Risk-taking and bank competition under a low interest rate environment: Evidence from loan-level data. (2023). Shikimi, Masayo. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000112.

Full description at Econpapers || Download paper

2023The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826.

Full description at Econpapers || Download paper

2023Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method. (2023). Luo, Keyu ; Hong, Yanran ; Ruan, Hang ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000259.

Full description at Econpapers || Download paper

2023The cross-section of January effect. (2023). Ding, Wenjie ; Cheema, Arbab Khalid ; Wang, Qingwei. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00324-1.

Full description at Econpapers || Download paper

2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

Full description at Econpapers || Download paper

2023Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?. (2023). Anastasiou, Dimitris ; Krokida, Styliani Iris ; Katsafados, Apostolos ; Tzomakas, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000744.

Full description at Econpapers || Download paper

2023Trauma and investment horizon: Evidence from a representative China equity investor behavior survey. (2023). Jacoby, Gady ; Guan, Ruiqi ; Zhang, QI ; Wan, Fang ; Lu, Xiaomeng. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005251.

Full description at Econpapers || Download paper

2023Volatility and dark trading: Evidence from the Covid-19 pandemic. (2023). Rzayev, Khaladdin ; Ibikunle, Gbenga. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838922001111.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023
2023Age and market capitalization drive large price variations of cryptocurrencies. (2023). Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2302.12319.

Full description at Econpapers || Download paper

2023Anatomy of a Stablecoin’s failure: The Terra-Luna case. (2023). Aste, Tomaso ; Wang, Yuanrong ; Vidal-Tomas, David ; Briola, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005359.

Full description at Econpapers || Download paper

2023Intelligent design: stablecoins (in)stability and collateral during market turbulence. (2023). Galati, Luca ; Webb, Alexander ; Blasis, Riccardo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00492-4.

Full description at Econpapers || Download paper

2023The instability of stablecoins. (2023). Urquhart, Andrew ; Duan, Kun. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007498.

Full description at Econpapers || Download paper

2023What drives the popularity of stablecoins? Measuring the frequency dynamics of connectedness between volatile and stable cryptocurrencies. (2023). Wosik, Katarzyna ; Wider, Wojciech ; Sobaski, Konrad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000033.

Full description at Econpapers || Download paper

2023Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479.

Full description at Econpapers || Download paper

2023Stablecoins: Does design affect stability?. (2023). Mazzorana, Florie ; Castello, Alessio ; Gadzinski, Gregory. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007875.

Full description at Econpapers || Download paper

2023Preferring stablecoin over dollar: Evidence from a survey of Ethereum platform traders. (2023). Xue, YI ; Li, Jingwei ; Jin, Feng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001991.

Full description at Econpapers || Download paper

2023Identification and prioritization of the risks in the mass adoption of artificial intelligence-driven stable coins: The quest for optimal resource utilization. (2023). Pereira, Vijay ; Kaur, Sandeepa ; Sindhwani, Rahul ; Behl, Abhishek ; Singh, Simarjeet ; Sood, Kirti. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072200678x.

Full description at Econpapers || Download paper

2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

Full description at Econpapers || Download paper

2023Hedging role of stablecoins. (2023). Kakinuma, Yosuke. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:1:p:19-28.

Full description at Econpapers || Download paper

2023The four types of stablecoins: A comparative analysis. (2023). Beccuti, Juan ; Dietl, Helmut ; Pereira, Marco Henriques ; Hafner, Matthias. In: Papers. RePEc:arx:papers:2308.07041.

Full description at Econpapers || Download paper

2023Disentangling domiciles and investor locations in European mutual fund data. (2023). Rakowski, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005670.

Full description at Econpapers || Download paper

2023Fund flows and performance: New evidence from retail and institutional SRI mutual funds. (2023). Zhao, Yuan ; Klinkowska, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001126.

Full description at Econpapers || Download paper

2023The informational role of fund flow in the profitable predictability of mutual funds. (2023). Yamani, Ehab. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006225.

Full description at Econpapers || Download paper

2023
2023Can convertible bond trading predict stock returns? Evidence from China. (2023). Wang, YU ; Xu, Yun ; Chen, Zhiyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000926.

Full description at Econpapers || Download paper

2023Sequential Bayesian analysis for semiparametric stochastic volatility model with applications. (2023). Lou, Zhusheng ; Wang, Nianling. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000998.

Full description at Econpapers || Download paper

2023Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

Full description at Econpapers || Download paper

2023Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach. (2023). Shen, Dehua ; Jin, YI ; Ding, Wenjie ; Zhu, Zhaobo. In: Post-Print. RePEc:hal:journl:hal-04194180.

Full description at Econpapers || Download paper

2023Consolidation of the US property and casualty insurance industry: Is climate risk a causal factor for mergers and acquisitions?. (2023). Dionne, Georges ; Mnasri, Mohamed ; Fenou, Akouete. In: Working Papers. RePEc:ris:crcrmw:2023_001.

Full description at Econpapers || Download paper

2023A bibliometric review of liquidity creation. (2023). Pana, Elisabeta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002276.

Full description at Econpapers || Download paper

2023Does religiosity improve analyst forecast accuracy?. (2023). Zhu, Yicheng ; Wei, Zuobao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-022-01116-1.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023On the topology of cryptocurrency markets. (2023). Dotko, Pawe ; Rudkin, Wanling. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752.

Full description at Econpapers || Download paper

2023Forecasting the Return of Carbon Price in the Chinese Market Based on an Improved Stacking Ensemble Algorithm. (2023). Siddik, Abu Bakkar ; Li, Yong ; Ye, Peng. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4520-:d:1163782.

Full description at Econpapers || Download paper

2023Entropic approximate learning for financial decision-making in the small data regime. (2023). Horenko, Illia ; Gagliardini, Patrick ; Albrecht, Steffen ; Berra, Gabriele ; Vecchi, Edoardo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000843.

Full description at Econpapers || Download paper

2023When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x.

Full description at Econpapers || Download paper

2023Resilience to extreme weather events and local financial structure of prefecture-level cities in China. (2023). Sanders, Mark ; Wang, Jingtian ; Peters, Vinzenz. In: Climatic Change. RePEc:spr:climat:v:176:y:2023:i:9:d:10.1007_s10584-023-03599-w.

Full description at Econpapers || Download paper

2023COVID-19 vaccination and household savings: An economic recovery channel. (2023). Zheng, YI ; Ren, HE. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000855.

Full description at Econpapers || Download paper

2023The impact of bank FinTech on liquidity creation: Evidence from China. (2023). Zhang, Cheng ; Guo, Pin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002446.

Full description at Econpapers || Download paper

2023COVID-19 and bank branch lending: The moderating effect of digitalization. (2023). Silva, Thiago ; Tabak, Benjamin Miranda ; Guerra, Solange Maria ; Stancato, Sergio Rubens. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000936.

Full description at Econpapers || Download paper

2023Countercyclical capital buffers and credit supply: Evidence from the COVID-19 crisis. (2023). Wittig, Colin ; Schandlbauer, Alexander ; Dursun-De, Ozlem H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001358.

Full description at Econpapers || Download paper

2023Public ownership and local bank lending at the time of the Covid-19 pandemic: Evidence from Indonesia. (2023). Kusuma, Dyah Titis ; Risfandy, Tastaftiyan ; Octavio, Danes Quirira ; Susamto, Akhmad Akbar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001385.

Full description at Econpapers || Download paper

2023Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561.

Full description at Econpapers || Download paper

2023Testing the hypothesis of duration dependence in the U.S. housing market. (2023). Gil-Alana, Luis ; Dettoni, Robinson. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010140.

Full description at Econpapers || Download paper

2023Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202308.

Full description at Econpapers || Download paper

2023Time-frequency relationship between economic policy uncertainty and financial cycle in China: Evidence from wavelet analysis. (2023). Zhang, Xuan ; Xu, Liao ; Sun, Weihong ; Liu, Ding. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002104.

Full description at Econpapers || Download paper

2023The role of digital technology in climate technology innovation. (2023). Jo, Karam. In: KDI Journal of Economic Policy. RePEc:zbw:kdijep:273449.

Full description at Econpapers || Download paper

2023Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Ogbonna, Ahamuefula ; Abolade, Onomeabure C ; Olaniran, Abeeb O ; Ayinde, Taofeek O. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828.

Full description at Econpapers || Download paper

2023Cross-listing and predation risk in product markets. (2023). Li, Yunshen ; Kong, Weimin ; Zhou, Lu Jolly. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001282.

Full description at Econpapers || Download paper

2023On the Determinants of Bitcoin Returns and Volatility: What We Get from Gets?. (2023). el Montasser, Ghassen ; Messai, Ahlem Selma ; Benhamed, Adel. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1761-:d:1038511.

Full description at Econpapers || Download paper

2023Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? (Pietro Saggese, Esther Segalla, Michael Sigmund, Burkhard Raunig, Felix Zangerl, Bernhard Haslhofer). (2023). Segalla, Esther ; Raunig, Burkhard ; Zangerl, Felix ; Sigmund, Michael ; Saggase, Pietro ; Haslhofer, Bernhard. In: Working Papers. RePEc:onb:oenbwp:248.

Full description at Econpapers || Download paper

2023Do lottery characteristics matter for analysts’ forecast behavior?. (2023). Yang, Jimmy J ; Lin, Mei-Chen. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01176-x.

Full description at Econpapers || Download paper

2023Industry and Regional Peer Effects in Corporate Digital Transformation: The Moderating Effects of TMT Characteristics. (2023). Du, Xinyu ; Zhang, Xiaoxu. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6003-:d:1111933.

Full description at Econpapers || Download paper

2023Does labor unemployment insurance affect corporate tax aggressiveness?. (2023). Rahman, Shofiqur ; Devos, Erik. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004337.

Full description at Econpapers || Download paper

2023Tax enforcement and efficiency wages: Evidence from China’ Golden Tax Project III. (2023). Wang, Chuanjie ; Huang, Ruoyao ; Jiang, Xiandeng. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008267.

Full description at Econpapers || Download paper

2023How Does Chinas Household Portfolio Selection Vary with Financial Inclusion?. (2023). Wang, Xiqian ; Bian, Yong ; Zhang, Qin. In: Papers. RePEc:arx:papers:2311.01206.

Full description at Econpapers || Download paper

2023Public credit information arrangements and entrepreneurship: Evidence from China. (2023). Sun, Qian ; He, Huanlang ; Gao, Tiantian ; Fang, Guanfu. In: China Economic Review. RePEc:eee:chieco:v:81:y:2023:i:c:s1043951x23001153.

Full description at Econpapers || Download paper

2023Unintended consequences of compensation peer groups on corporate innovation. (2023). Koedijk, Kees G ; Huang, Chia-Wei ; Hsu, Yuan-Teng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s092911992200164x.

Full description at Econpapers || Download paper

2023The jump leverage risk premium. (2023). Todorov, Viktor ; Bollerslev, Tim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:150:y:2023:i:3:s0304405x23001630.

Full description at Econpapers || Download paper

2023Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680.

Full description at Econpapers || Download paper

2023A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets. (2023). Lu, Xin ; Luan, Xin ; Zheng, Yanting ; Liu, Jiaming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004362.

Full description at Econpapers || Download paper

2023Opening a New Era with Machine Learning in Financial Services? Forecasting Corporate Credit Ratings Based on Annual Financial Statements. (2023). Schumann, Matthias ; Pamuk, Mustafa. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:3:p:96-:d:1206687.

Full description at Econpapers || Download paper

2023Analysing Quantiles in Models of Forward Term Rates. (2023). van Appel, Jacques ; Schlogl, Erik ; McWalter, Thomas A. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:29-:d:1049181.

Full description at Econpapers || Download paper

2023Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919.

Full description at Econpapers || Download paper

2023Investment disputes and their explicit role in option market uncertainty and overall risk instability. (2023). Vitali, Sebastiano ; Peta, Michal ; MacIak, Matu ; Kopa, Milo ; Drabek, Zdenk. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00447-1.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

Full description at Econpapers || Download paper

2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

Full description at Econpapers || Download paper

2023The Empirical Explanatory Power of CAPM and the Fama and French Three-Five Factor Models in the Moroccan Stock Exchange. (2023). Benfeddoul, Safae ; Taib, Asmaa Alaoui. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:47-:d:1097126.

Full description at Econpapers || Download paper

2023Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859.

Full description at Econpapers || Download paper

2023Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model. (2023). Shi, Yanlin ; Chang, LE ; Jiang, Xiandeng. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02264-y.

Full description at Econpapers || Download paper

2023Can volume be more informative than prices? Evidence from Chinese housing markets. (2023). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:2:d:10.1007_s11156-023-01161-4.

Full description at Econpapers || Download paper

2023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

Full description at Econpapers || Download paper

2023The network and own effects of global-systemically-important-bank designations. (2023). Egger, Peter ; Zhu, Jiaqing ; Li, Jie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000803.

Full description at Econpapers || Download paper

2023Central bank swap arrangements and exchange rate volatility: Evidence from China. (2023). Li, Yang ; Liu, Zhuqing ; Yu, Ziliang. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000493.

Full description at Econpapers || Download paper

2023Duration of membership in the world trade organization and investment-oriented remittances inflows. (2023). Gnangnon, Sena Kimm. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:258-277.

Full description at Econpapers || Download paper

2023How U.S. job policy affects Chinas scientific and technological manufacturing firms? A perspective based on the competitive environment. (2023). Wang, Jiaxin ; Wu, Guilin ; Long, Houyin ; Zhang, Pengdong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004747.

Full description at Econpapers || Download paper

2023Guidance or misguidance: Fintech policy and corporate innovation. (2023). Huang, Xiang ; Zhao, MU ; Wang, Jiaxin ; Song, Zilong ; Sun, DI. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010267.

Full description at Econpapers || Download paper

2023The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Arkorful, Gideon Bruce ; Ma, Huan ; Zhang, Chuanhai. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

Full description at Econpapers || Download paper

2023Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

Full description at Econpapers || Download paper

2023Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

Full description at Econpapers || Download paper

2023Price discovery in bitcoin spot or futures during the Covid-19 pandemic? Evidence from the time-varying parameter vector autoregressive model with stochastic volatility. (2023). Inani, Sarveshwar Kumar ; Mohamad, Azhar. In: Applied Economics Letters. RePEc:taf:apeclt:v:30:y:2023:i:19:p:2749-2757.

Full description at Econpapers || Download paper

2023Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Panta, Humnath ; Narayanasamy, Arun ; Agarwal, Rohit. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

Full description at Econpapers || Download paper

2023Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe. (2023). Huo, Yaotong ; Zhang, Kaiwen ; Zhou, Zhenxi ; Zhao, Yihang ; Guo, Sen ; Sun, Jingqi. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pf:s0360544222029930.

Full description at Econpapers || Download paper

2023
2023
2023Determinants of bail-in debt yields in the EU banking sector: a multi-country approach with idiosyncratic factors. (2023). Rocamora, Maria ; Monjas, Manuel ; Suarez, Nuria. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09586-9.

Full description at Econpapers || Download paper

2023Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358.

Full description at Econpapers || Download paper

2023Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis. (2023). Al-Khasawneh, Jamal A ; Nusair, Salah A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09494-9.

Full description at Econpapers || Download paper

2023Effect of Firm Size on the Association between Capital Structure and Profitability. (2023). Hagen, Istvan ; Ali, Muhammad Nawzad ; Sharif, Nabard Abdallah ; Ahmed, Amanj Mohamed. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11196-:d:1196707.

Full description at Econpapers || Download paper

2023National development banks and loan contract terms: Evidence from syndicated loans. (2023). Yan, Jianye ; Xu, Jiajun ; Gong, DI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001668.

Full description at Econpapers || Download paper

2023The effect of EIB operations on private sector lending outside the European Union. (2023). Presbitero, Andrea ; Gorea, Denis ; Gatti, Matteo. In: EIB Working Papers. RePEc:zbw:eibwps:202303.

Full description at Econpapers || Download paper

2023Share pledge financing network and systemic risks: Evidence from China. (2023). Wang, ZE ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300095x.

Full description at Econpapers || Download paper

2023Do controlling shareholders collude with their related large shareholders? Evidence of equity pledges and shareholding increases from China. (2023). Chen, Hanbin ; Jin, Tian ; Zhang, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002971.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2023
YearCiting document
2023Credit Risk and Financial Performance of Commercial Banks: Evidence from Vietnam. (2023). Nguyen, HA. In: Papers. RePEc:arx:papers:2304.08217.

Full description at Econpapers || Download paper

2023Particle MCMC in forecasting frailty correlated default models with expert opinion. (2023). Nguyen, HA. In: Papers. RePEc:arx:papers:2304.11586.

Full description at Econpapers || Download paper

2023A simulated electronic market with speculative behaviour and bubble formation. (2023). Mosionek-Schweda, Magdalena ; Cofre, Nicolas. In: Papers. RePEc:arx:papers:2311.12247.

Full description at Econpapers || Download paper

2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

Full description at Econpapers || Download paper

2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

Full description at Econpapers || Download paper

2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; He, Lidan ; Bai, LU ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

Full description at Econpapers || Download paper

2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

Full description at Econpapers || Download paper

2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

Full description at Econpapers || Download paper

2023Cross-sectional uncertainty and stock market volatility: New evidence. (2023). Ma, Feng ; Lu, Fei. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005743.

Full description at Econpapers || Download paper

2023Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach. (2023). Sharma, Anil K ; Barua, Ronil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008875.

Full description at Econpapers || Download paper

2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

Full description at Econpapers || Download paper

2023Fund Flows and Asset Valuations of Bond Mutual Funds: Effect of Side-by-Side Management. (2023). Muslu, Volkan ; Koo, Minjae. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001607.

Full description at Econpapers || Download paper

2023Bayesian predictive distributions of oil returns using mixed data sampling volatility models. (2023). Virbickaite, Audrone ; Nguyen, Hoang ; Tran, Minh-Ngoc. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008784.

Full description at Econpapers || Download paper

2023Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Lien, Donald ; Chiu, Junmao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725.

Full description at Econpapers || Download paper

2023International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Liu, Hongkui ; Jiang, Fuwei ; Zhang, Huajing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329.

Full description at Econpapers || Download paper

2023Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Liu, Jiahui ; Ding, YI ; Yan, Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994.

Full description at Econpapers || Download paper

2023Particle MCMC in Forecasting Frailty-Correlated Default Models with Expert Opinion. (2023). Nguyen, HA. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:334-:d:1193913.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks. (2023). Wu, Desheng ; Qin, Kun ; Li, Lei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6123-:d:1114244.

Full description at Econpapers || Download paper

2023Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks. (2023). Stephan, Andreas ; Sahamkhadam, Maziar ; Loof, Hans ; Dahlstrom, Petter. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0492.

Full description at Econpapers || Download paper

2023Stock market anomalies and machine learning across the globe. (2023). Mueller, Sebastian ; Kaiser, Georg Sebastian ; Azevedo, Vitor. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z.

Full description at Econpapers || Download paper

Recent citations received in 2022
YearCiting document
2022COVID CRISIS EFFECTS ON LENDING IN THE ROMANIAN BANKING MARKE. (2022). Farcae, Ioana Georgiana ; Bobiceanu, Andreea Maura ; Pece, Andreea Maria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2022:j:30:bobiceanuam.

Full description at Econpapers || Download paper

2022Boosting carry with equilibrium exchange rate estimates. (2022). Kwas, Marek ; Ca, Michele ; Michele Ca, ; Beckmann, Joscha ; Rubaszek, Micha. In: Working Paper Series. RePEc:ecb:ecbwps:20222731.

Full description at Econpapers || Download paper

2022Bitcoin unchained: Determinants of cryptocurrency exchange liquidity. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:106-122.

Full description at Econpapers || Download paper

2022Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate. (2022). Hao, Jing ; Zhang, Rui ; Long, Shaobo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000555.

Full description at Econpapers || Download paper

2022A new momentum measurement in the Chinese stock market. (2022). , Toan ; Liang, Chao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000543.

Full description at Econpapers || Download paper

2022Banking Risks in the Asset and Liability Management System. (2022). Chynchyk, Anatolii ; Masiuk, Iuliia ; Lysiak, Liubov ; Shevchenko, Valentyna ; Olshanskiy, Oleksandr ; Yudina, Olena. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:265-:d:836170.

Full description at Econpapers || Download paper

2022A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses. (2022). Dionne, Georges ; Desjardins, Denise. In: Working Papers. RePEc:ris:crcrmw:2022_002.

Full description at Econpapers || Download paper

Recent citations received in 2021
YearCiting document
2021Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets. (2021). Shestopaloff, Alexander Y ; Howison, Sam ; Cucuringu, Mihai ; Albers, Jakob. In: Papers. RePEc:arx:papers:2108.09750.

Full description at Econpapers || Download paper

2021Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Chen, XI ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.04793.

Full description at Econpapers || Download paper

2021Forex Trading Volatility Prediction using Neural Network Models. (2021). Ni, Hao ; Chen, Jian ; Liao, Shujian. In: Papers. RePEc:arx:papers:2112.01166.

Full description at Econpapers || Download paper

2021Performance of Value and Growth Stocks in the Aftermath of the Global Financial Crisis. (2021). Azra, Zaimovi ; Lea-Marija, Bevanda ; Almira, Arnaut-Berilo . In: Business Systems Research. RePEc:bit:bsrysr:v:12:y:2021:i:2:p:268-283:n:1.

Full description at Econpapers || Download paper

2021Firm uncertainty and corporate policies: The role of stock return skewness. (2021). Xie, Yutong ; Paye, Bradley S ; Easterwood, John C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001541.

Full description at Econpapers || Download paper

2021Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418.

Full description at Econpapers || Download paper

2021Extendible stock loan. (2021). Wu, Wei-Hwa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001595.

Full description at Econpapers || Download paper

2021Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies. (2021). Xie, Tian ; Qiu, Yue ; Wang, Yifan. In: Economics Letters. RePEc:eee:ecolet:v:208:y:2021:i:c:s0165176521003694.

Full description at Econpapers || Download paper

2021How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Ilango, Balakrishnan ; Sehgal, Sanjay ; Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209.

Full description at Econpapers || Download paper

2021Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency. (2021). Mare, Davide Salvatore ; Li, Youwei ; Sun, Yuxin ; Ibikunle, Gbenga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001487.

Full description at Econpapers || Download paper

2021Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting. (2021). Valls Pereira, Pedro ; Hotta, Luiz ; Hallin, Marc ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1520-1534.

Full description at Econpapers || Download paper

2021Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program. (2021). Wang, Shujing ; Liu, Clark ; John, K C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000601.

Full description at Econpapers || Download paper

2021Risk-adjusted valuation for real option decisions. (2021). Alexander, Carol ; Ward, Charles ; Chen, XI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1046-1064.

Full description at Econpapers || Download paper

2021Institutional investor sentiment and the mean-variance relationship: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:415-441.

Full description at Econpapers || Download paper

2021Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Nekhili, Ramzi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002749.

Full description at Econpapers || Download paper

2021Order Routing Decisions for a Fragmented Market: A Review. (2021). Zhao, LE ; Mishra, Suchismita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965.

Full description at Econpapers || Download paper

2021Sustainable Human Resource Management and Generational Diversity: The Importance of the Age Management Pillars. (2021). Chlpekova, Andrea ; Babeova, Zdenka Gyurak ; Vraakova, Natalia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8496-:d:604405.

Full description at Econpapers || Download paper

2021What Factors Affect the RMB Carry Trade Return for Sustainability? An Empirical Analysis by Using an ARDL Model. (2021). Guo, Sen ; Zhang, Ziyun. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13533-:d:696934.

Full description at Econpapers || Download paper

2021The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment. (2021). Wang, Yue ; Shen, Xiaohong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:5049179.

Full description at Econpapers || Download paper

2021Understanding corporate default using Random Forest: The role of accounting and market information. (2021). Modina, Michele ; Filomeni, Stefano ; Bitetto, Alessandro. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0205.

Full description at Econpapers || Download paper

2021Forecasting Stock Market Dynamics using Bidirectional Long Short-Term Memory. (2021). Ryu, Doojin ; Park, Daehyeon. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:2:p:22-34.

Full description at Econpapers || Download paper

2021Fractional cointegration in bitcoin spot and futures markets. (2021). Xu, KE ; Wu, Jinghong ; Chen, Jian ; Zheng, Xinwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1478-1494.

Full description at Econpapers || Download paper

Recent citations received in 2020
YearCiting document
2020The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold. (2020). Poorvasei, Hossein ; Arian, Hamidreza ; Zamani, Shiva ; Sharifi, Azin. In: Papers. RePEc:arx:papers:2011.06693.

Full description at Econpapers || Download paper

2020Trading on Long-term Information. (2020). Garriott, Corey ; Riordan, Ryan. In: Staff Working Papers. RePEc:bca:bocawp:20-20.

Full description at Econpapers || Download paper

2020Industry equi-correlation: A powerful predictor of stock returns. (2020). Wu, Wenfeng ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:1-24.

Full description at Econpapers || Download paper

2020Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies. (2020). Winkler-Drews, Tadeusz ; Podgorski, Baej ; Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300851.

Full description at Econpapers || Download paper

2020Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns. (2020). Maydybura, Alina ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302284.

Full description at Econpapers || Download paper

2020The dynamics of energy prices and the Norwegian economy: A common trends and common cycles analysis. (2020). Basnet, Hem C ; Vatsa, Puneet. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302920.

Full description at Econpapers || Download paper

2020Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). , Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919303873.

Full description at Econpapers || Download paper

2020Impactos monetarios sobre la rentabilidad del mercado accionario en México: Un análisis de cambio de régimen Markoviano. (Monetary Impacts on the Mexican Stock Market Returns: A Markov Switching Appro. (2020). Nava, Abigail Rodriguez ; Castro, Miriam Sosa ; Navarrete, Rosalinda Arriaga. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxix:y:2020:i:2:p:187-216.

Full description at Econpapers || Download paper

2020Professional Ethics in Accounting as Assessed by Managers of Economic Units. (2020). Voss, Grazyna ; Huterski, Robert ; Huterska, Agnieszka. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special1:p:720-731.

Full description at Econpapers || Download paper

2020Robust Optimization-Based Commodity Portfolio Performance. (2020). Panta, Humnath ; Putnam, Kyle J ; Adhikari, Ramesh. In: IJFS. RePEc:gam:jijfss:v:8:y:2020:i:3:p:54-:d:409459.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Jump Aggregation, Volatility Prediction, and Nonlinear Estimation of Banks’ Sustainability Risk. (2020). Zhu, Min ; Zhao, Qicheng ; Wang, Zhouwei ; Pang, Tao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8849-:d:434334.

Full description at Econpapers || Download paper

2020Forecasting Stock Returns with Large Dimensional Factor Models. (2020). Soccorsi, Stefano ; Massacci, Daniele ; Giovannelli, Alessandro. In: Working Papers. RePEc:lan:wpaper:305661169.

Full description at Econpapers || Download paper

2020A Fast and Parsimonious Way to Estimate the Implied Rate of Return on Equity. (2020). Sanna, Dario. In: MPRA Paper. RePEc:pra:mprapa:102072.

Full description at Econpapers || Download paper

2020Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:2020107.

Full description at Econpapers || Download paper

2020Evolution of Price Effects After One-Day of Abnormal Returns in the US Stock Market. (2020). Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202016.

Full description at Econpapers || Download paper

2020Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic. (2020). Yousaf, Imran ; Ali, Shoaib. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00213-1.

Full description at Econpapers || Download paper

2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580.

Full description at Econpapers || Download paper