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!!

Citation Profile [Updated: 2024-06-27 10:45:44]
5 Years H Index
17
Impact Factor (IF)
0.6
5 Years IF
0.41
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
1997 0 0.25 0 0 5 5 37 0 0 0 0 0 0.11
1998 0 0.28 0 0 9 14 58 0 5 5 0 0 0.13
1999 0.14 0.31 0.1 0.14 6 20 14 2 2 14 2 14 2 0 0 0.15
2003 0 0.44 0.21 0.47 18 38 82 8 23 0 15 7 0 0 0.22
2004 0.06 0.5 0.28 0.08 19 57 78 16 39 18 1 24 2 2 12.5 8 0.42 0.22
2005 0.16 0.51 0.16 0.16 18 75 20 12 51 37 6 37 6 0 0 0.23
2006 0.05 0.5 0.13 0.15 19 94 55 12 63 37 2 55 8 1 8.3 0 0.23
2007 0.14 0.46 0.22 0.2 13 107 79 24 87 37 5 74 15 1 4.2 0 0.2
2008 0.09 0.49 0.2 0.17 16 123 28 24 111 32 3 87 15 0 0 0.23
2009 0.14 0.48 0.17 0.18 15 138 34 24 135 29 4 85 15 2 8.3 0 0.24
2010 0.23 0.49 0.29 0.21 19 157 87 45 180 31 7 81 17 4 8.9 0 0.21
2011 0.18 0.52 0.19 0.17 21 178 27 34 214 34 6 82 14 4 11.8 1 0.05 0.24
2012 0.18 0.52 0.18 0.21 17 195 38 35 249 40 7 84 18 3 8.6 2 0.12 0.22
2013 0.21 0.56 0.23 0.23 16 211 49 48 297 38 8 88 20 3 6.3 1 0.06 0.24
2014 0.3 0.55 0.25 0.38 16 227 31 57 354 33 10 88 33 3 5.3 0 0.23
2015 0.25 0.55 0.25 0.36 13 240 27 59 413 32 8 89 32 1 1.7 5 0.38 0.23
2016 0.34 0.53 0.31 0.27 12 252 47 79 492 29 10 83 22 10 12.7 2 0.17 0.21
2017 0.36 0.55 0.22 0.32 14 266 14 59 551 25 9 74 24 1 1.7 1 0.07 0.22
2018 0.42 0.56 0.22 0.28 15 281 18 62 613 26 11 71 20 0 2 0.13 0.24
2019 0.17 0.57 0.24 0.36 26 307 66 73 686 29 5 70 25 4 5.5 9 0.35 0.23
2020 0.39 0.69 0.19 0.31 28 335 34 62 748 41 16 80 25 0 2 0.07 0.33
2021 0.63 0.82 0.26 0.49 29 364 29 93 841 54 34 95 47 2 2.2 3 0.1 0.31
2022 0.42 0.89 0.2 0.38 28 392 38 79 920 57 24 112 42 8 10.1 7 0.25 0.27
2023 0.6 0.99 0.19 0.41 36 428 8 80 1000 57 34 126 52 2 2.5 2 0.06 0.29
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
12010Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97.

Full description at Econpapers || Download paper

51
22007Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227.

Full description at Econpapers || Download paper

35
32019Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7.

Full description at Econpapers || Download paper

29
42004Diversified Portfolios with Jumps in a Benchmark Framework. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:1-22.

Full description at Econpapers || Download paper

29
51997Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124.

Full description at Econpapers || Download paper

29
62007Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297.

Full description at Econpapers || Download paper

26
72006Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344.

Full description at Econpapers || Download paper

24
81998Unconditional and Conditional Distributional Models for the Nikkei Index. (1998). Mittnik, Stefan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128.

Full description at Econpapers || Download paper

24
92004A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53.

Full description at Econpapers || Download paper

24
102013Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70.

Full description at Econpapers || Download paper

23
112016Speculative Futures Trading under Mean Reversion. (2016). Leung, Tim ; Wang, Zheng ; Li, Xin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9215-9.

Full description at Econpapers || Download paper

21
122015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304.

Full description at Econpapers || Download paper

20
132003Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Yamori, Nobuyoshi ; Harimaya, Kozo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376.

Full description at Econpapers || Download paper

19
142012Pricing Discrete Barrier Options Under Stochastic Volatility. (2012). Yamada, Toshihiro ; Shiraya, Kenichiro ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:205-232.

Full description at Econpapers || Download paper

18
152008The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Skully, Michael ; Ariff, Mohamed ; Ahmad, Rubi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272.

Full description at Econpapers || Download paper

17
162016Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E ; Pradhan, Rudra P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x.

Full description at Econpapers || Download paper

17
172019Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9.

Full description at Econpapers || Download paper

17
182010Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302.

Full description at Econpapers || Download paper

14
192003A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework. (2003). Nikitopoulos-Sklibosios, Christina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127.

Full description at Econpapers || Download paper

14
202003Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises. (2003). Worthington, Andrew ; Katsuura, Masaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:29-44.

Full description at Econpapers || Download paper

13
212003The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). Pierce, Raylene ; maberly, edwin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334.

Full description at Econpapers || Download paper

12
222022Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Bassim, Mohga ; Ahmed, Rizwan ; Elheddad, Mohamed ; Murshed, Muntasir ; Than, Ei Thuzar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7.

Full description at Econpapers || Download paper

11
232003Productivity and Technical Change in Malaysian Banking: 1989–1998. (2003). Fausten, Dietrich. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237.

Full description at Econpapers || Download paper

9
242010Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwan’s Electronics Industry. (2010). Su, EnDer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239.

Full description at Econpapers || Download paper

9
251998Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225.

Full description at Econpapers || Download paper

9
261999Pricing Options under Stochastic Interest Rates: A New Approach. (1999). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70.

Full description at Econpapers || Download paper

9
272020Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0.

Full description at Econpapers || Download paper

9
282009Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS. (2009). Nozawa, Wataru. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:231-263.

Full description at Econpapers || Download paper

8
292019Earnings Management, Capital Management and Signalling Behaviour of Indian Banks. (2019). Gupta, Saumya ; Agarwalla, Ritika ; Vishnani, Sushma. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09265-x.

Full description at Econpapers || Download paper

8
302006Portfolio optimization with a defaultable security. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127.

Full description at Econpapers || Download paper

8
312009Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity. (2009). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:169-181.

Full description at Econpapers || Download paper

8
321998The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:191-209.

Full description at Econpapers || Download paper

8
332004Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:55-77.

Full description at Econpapers || Download paper

8
341997Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets. (1997). Wong, Michael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:171-177.

Full description at Econpapers || Download paper

8
352013Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?. (2013). Zagaglia, Paolo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:4:p:383-430.

Full description at Econpapers || Download paper

7
361998Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:275-307.

Full description at Econpapers || Download paper

7
372003Investor Familiarity and Home Bias: Japanese Evidence. (2003). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:281-300.

Full description at Econpapers || Download paper

7
381998Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:159-183.

Full description at Econpapers || Download paper

7
392004A Two-Factor Model for Low Interest Rate Regimes. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:107-133.

Full description at Econpapers || Download paper

7
402021Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y.

Full description at Econpapers || Download paper

7
412011A Note on Utility Maximization with Unbounded Random Endowment. (2011). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103.

Full description at Econpapers || Download paper

6
422022Correction to: Energy Consumption and Bitcoin Market. (2022). Thu, Hien Thi ; Burggraf, Tobias ; Duong, Duy ; Quang, Anh Ngoc ; Bui, Nam Huu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09345-5.

Full description at Econpapers || Download paper

6
432007A Benchmark Approach to Portfolio Optimization under Partial Information. (2007). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43.

Full description at Econpapers || Download paper

6
442004A Benchmark Approach to Filtering in Finance. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:79-105.

Full description at Econpapers || Download paper

6
452020Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4.

Full description at Econpapers || Download paper

6
462014Optimal Asset-Liability Management for an Insurer Under Markov Regime Switching Jump-Diffusion Market. (2014). Yu, Jun ; JunYu, . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:4:p:317-330.

Full description at Econpapers || Download paper

6
472013Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets. (2013). Lee, Yi-Tsung ; Yang, Yun ; Wu, Wei-Shao. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:3:p:219-242.

Full description at Econpapers || Download paper

5
482014Portfolio Selection and Optimization with Higher Moments: Evidence from the Indian Stock Market. (2014). Prasanna, P. ; Saranya, K.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:2:p:133-149.

Full description at Econpapers || Download paper

5
492012Samuelson Hypothesis & Indian Commodity Derivatives Market. (2012). Gupta, Saurabh ; Rajib, Prabina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:4:p:331-352.

Full description at Econpapers || Download paper

5
502018On the Effect of Bank of Japan’s Outright Purchase on the JGB Yield Curve. (2018). Tokioka, Takami ; Takahashi, Soichiro ; Nakano, Masafumi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9238-5.

Full description at Econpapers || Download paper

5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12022Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Bassim, Mohga ; Ahmed, Rizwan ; Elheddad, Mohamed ; Murshed, Muntasir ; Than, Ei Thuzar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7.

Full description at Econpapers || Download paper

11
22019Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7.

Full description at Econpapers || Download paper

10
32022Correction to: Energy Consumption and Bitcoin Market. (2022). Thu, Hien Thi ; Burggraf, Tobias ; Duong, Duy ; Quang, Anh Ngoc ; Bui, Nam Huu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09345-5.

Full description at Econpapers || Download paper

6
42021Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y.

Full description at Econpapers || Download paper

6
52019Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9.

Full description at Econpapers || Download paper

6
62020Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0.

Full description at Econpapers || Download paper

5
72022Energy Consumption and Bitcoin Market. (2022). Thu, Hien Thi ; Burggraf, Tobias ; Duong, Duy ; Quang, Anh Ngoc ; Bui, Nam Huu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09338-4.

Full description at Econpapers || Download paper

5
82022Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue. (2022). Walther, Thomas ; Utz, Sebastian ; Duc, Toan Luu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-022-09362-y.

Full description at Econpapers || Download paper

5
92021Applying Technical Trading Rules to Beat Long-Term Investing: Evidence from Asian Markets. (2021). Laosethakul, Kittipong ; Coe, Thomas S. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09337-5.

Full description at Econpapers || Download paper

4
102021Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market. (2021). Shen, Dehua ; Zhang, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09322-4.

Full description at Econpapers || Download paper

4
112007Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227.

Full description at Econpapers || Download paper

4
122020Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4.

Full description at Econpapers || Download paper

4
132013Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70.

Full description at Econpapers || Download paper

4
142007Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297.

Full description at Econpapers || Download paper

4
152022Does ESG Certification Improve Price Efficiency in the Chinese Stock Market?. (2022). Gao, YA ; Xiong, Xiong ; Wu, Chunying. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09346-4.

Full description at Econpapers || Download paper

3
162016Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E ; Pradhan, Rudra P. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x.

Full description at Econpapers || Download paper

3
172010Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97.

Full description at Econpapers || Download paper

3
182018Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market. (2018). Yoshino, Naoyuki ; Nakatsuma, Teruo ; Adachi, Takanori ; Saito, Taiga ; Tsuda, Hiroshi ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:3:d:10.1007_s10690-018-9245-6.

Full description at Econpapers || Download paper

3
192022Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM). (2022). Mortazian, Mona. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09344-6.

Full description at Econpapers || Download paper

2
202020US Economic Policy Uncertainty and GCC Stock Market. (2020). Martinez, Miguel ; Alqahtani, Abdullah. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09300-5.

Full description at Econpapers || Download paper

2
212022COVID-19 Vaccination Effect on Stock Market and Death Rate in India. (2022). Behera, Jyotirmayee ; Pasayat, Ajit Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09364-w.

Full description at Econpapers || Download paper

2
222022Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x.

Full description at Econpapers || Download paper

2
232018Some Further Results on the Tempered Multistable Approach. (2018). Courtois, Olivier. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:2:d:10.1007_s10690-018-9240-y.

Full description at Econpapers || Download paper

2
242021Beta-Anomaly: Evidence from the Indian Equity Market. (2021). Badhani, K N ; Ali, Asgar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09316-2.

Full description at Econpapers || Download paper

2
252010Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwan’s Electronics Industry. (2010). Su, EnDer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239.

Full description at Econpapers || Download paper

2
262020Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan. (2020). Miyahara, Yoshio ; Misawa, Tetsuya ; Hodoshima, Jiro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:2:d:10.1007_s10690-019-09287-z.

Full description at Econpapers || Download paper

2
272013Forecasting Intraday Volatility and Value-at-Risk with High-Frequency Data. (2013). Xu, Rui ; So, Mike . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:83-111.

Full description at Econpapers || Download paper

2
282009Volatility Forecasting in the Hang Seng Index using the GARCH Approach. (2009). Morley, Bruce ; Liu, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:1:p:51-63.

Full description at Econpapers || Download paper

2
292013Does Cross-Listing Benefit the Shareholders? Evidence from Companies in the GCC Countries?. (2013). Bahlous, Mejda . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:4:p:345-381.

Full description at Econpapers || Download paper

2
302003Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Yamori, Nobuyoshi ; Harimaya, Kozo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376.

Full description at Econpapers || Download paper

2
312021Managerial Ability and External Financing. (2021). Li, Jie-Lun ; Yin, Chi ; Wang, Chih-Wei ; Choo, Min-Rui. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09313-5.

Full description at Econpapers || Download paper

2
322023The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5.

Full description at Econpapers || Download paper

2
332022Optimal Pair–Trade Execution with Generalized Cross–Impact. (2022). Shimoshimizu, Makoto ; Ohnishi, Masamitsu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09349-1.

Full description at Econpapers || Download paper

2
342020A Text Mining Model to Evaluate Firms’ ESG Activities: An Application for Japanese Firms. (2020). Nozaki, Masatoshi ; Kiriu, Takuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09309-1.

Full description at Econpapers || Download paper

2
352007A Benchmark Approach to Portfolio Optimization under Partial Information. (2007). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43.

Full description at Econpapers || Download paper

2
362023Does Remittance and Human Capital Formation Affect Financial Development? A Comparative Analysis Between India and China. (2023). Pal, Shreya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09380-w.

Full description at Econpapers || Download paper

2
372021Does The Association Between Abnormal Trading Volumes And Historical Prices Explain Disposition Effect?. (2021). Rao, Sapar Narayan ; Bharandev, Sravani. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09321-5.

Full description at Econpapers || Download paper

2
382022Bank Performance and Noninterest Income: Evidence from Countries in the Asian Region. (2022). Karnik, Ajit ; Antao, Sherika. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-021-09357-1.

Full description at Econpapers || Download paper

2
392014Portfolio Selection and Optimization with Higher Moments: Evidence from the Indian Stock Market. (2014). Prasanna, P. ; Saranya, K.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:2:p:133-149.

Full description at Econpapers || Download paper

2
402022The Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries. (2022). Alshubiri, Faris. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-022-09360-0.

Full description at Econpapers || Download paper

2
412017Risk-Sensitive Asset Management in a Wishart-Autoregressive Factor Model with Jumps. (2017). Sekine, Jun ; Hata, Hiroaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:3:d:10.1007_s10690-017-9231-4.

Full description at Econpapers || Download paper

2
422006Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 34
YearTitle
2023Economic policy uncertainties and institutional ownership in India. (2023). Chada, Swechha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000051.

Full description at Econpapers || Download paper

2023What if beta is not stable? Applying the Kalman filter to risk estimates of top US companies over the long time horizon. (2023). Dbski, Wiesaw ; Szczepocki, Piotr ; Feder-Sempach, Ewa. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:1:p:25-44.

Full description at Econpapers || Download paper

2023Market reaction to climate risk report disclosures: The roles of investor attention and sentiment. (2023). Shen, Dehua ; Goodell, John W ; Li, Yue. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006621.

Full description at Econpapers || Download paper

2023Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814.

Full description at Econpapers || Download paper

2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

Full description at Econpapers || Download paper

2023Profitability of Ichimoku-Based Trading Rule in Vietnam Stock Market in the Context of the COVID-19 Outbreak. (2023). Do-Thi, Nga ; Che-Ngoc, HA ; Nguyen-Trang, Thao. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10319-6.

Full description at Econpapers || Download paper

2023The profitability of seasonal trading timing: Insights from energy-related markets. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006308.

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

2023Role of greener energies, high tech-industries and financial expansion for ecological footprints: Implications from sustainable development perspective. (2023). Teng, Yin-Pei ; Chen, Huangxin ; Wang, Zhe. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1424-1435.

Full description at Econpapers || Download paper

2023Analyzing the role of renewable energy transition and industrialization on ecological sustainability: Can green innovation matter in OECD countries. (2023). Tursunova, Nargiza Rakhimovna ; Zhou, Xueyan ; Liu, Xingye ; Liao, Jixiang. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:141-151.

Full description at Econpapers || Download paper

2023Regional energy transition path and the role of government support and resource endowment in China. (2023). Tan, Junlan ; Su, Xiang. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:174:y:2023:i:c:s1364032123000060.

Full description at Econpapers || Download paper

2023Empowering sustainability practices through energy transition for sustainable development goal 7: The role of energy patents and natural resources among European Union economies through advanced panel. (2023). Kamran, Hafiz Waqas ; Huang, Shoujun ; Chen, Jie. In: Energy Policy. RePEc:eee:enepol:v:176:y:2023:i:c:s0301421523000848.

Full description at Econpapers || Download paper

2023The Impact of Political Stability on Environmental Quality in the Long Run: The Case of Turkey. (2023). Kirikkaleli, Dervis ; Osmanli, Aygun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:9056-:d:1163316.

Full description at Econpapers || Download paper

2023Resources sustainability and energy transition in China: Asymmetric role of digital trade and policy uncertainty using QARDL. (2023). Liang, Miya ; Luo, Yibin ; Hu, Caishuang ; Zheng, Chaoliang ; Wang, Canghong. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005561.

Full description at Econpapers || Download paper

2023The transaction behavior of cryptocurrency and electricity consumption. (2023). Chang, Chun-Ping ; Zhao, Xinxin ; Feng, Gen-Fu ; Zheng, Mingbo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00449-7.

Full description at Econpapers || Download paper

2023Quantifying the asymmetric information flow between Bitcoin prices and electricity consumption. (2023). Frömmel, Michael ; Maiti, Moinak ; Frommel, Michael ; Vukovic, Darko B. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005354.

Full description at Econpapers || Download paper

2023Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective. (2023). Shahzad, Umer ; Cifuentes-Faura, Javier ; Si, Kamel ; Lorente, Daniel Balsalobre. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:94-105.

Full description at Econpapers || Download paper

2023Can environmental disclosure improve price efficiency? The perspective of price delay. (2023). Yang, Yongliang ; Zhang, Jitao. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007322.

Full description at Econpapers || Download paper

2023The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Rehman, Mohd Ziaur ; Shaik, Muneer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5.

Full description at Econpapers || Download paper

2023Revealing stock liquidity determinants by means of explainable AI: The role of ESG before and during the COVID-19 pandemic. (2023). Kissa, David ; Sokolova, Tatiana ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009649.

Full description at Econpapers || Download paper

2023The rise of green energy metal: Could lithium threaten the status of oil?. (2023). Qin, Meng ; Umar, Muhammad ; Nepal, Rabindra ; Jia, Zhijie ; Shao, Xuefeng ; Su, Chiwei. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001494.

Full description at Econpapers || Download paper

2023How are green finance, carbon emissions, and energy resources related in Asian sub-regions?. (2023). Sun, Chenghao. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003598.

Full description at Econpapers || Download paper

2023Financial development and the energy net-zero transformation potential. (2023). Song, Malin ; Mangla, Sachin Kumar ; Kazancoglu, Yigit ; Du, Juntao ; Ding, Wangwang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003614.

Full description at Econpapers || Download paper

2023The Effect of ESG performance on the stock market during the COVID-19 Pandemic — Evidence from Japan. (2023). Lu, Changrong ; Nemoto, Naoko ; Liu, Lian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:702-712.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023A discrete-time optimal execution problem with market prices subject to random environments. (2023). Pacheco, Carlos G ; Jasso-Fuentes, Hector ; Salgado-Suarez, Gladys D. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:31:y:2023:i:3:d:10.1007_s11750-022-00652-2.

Full description at Econpapers || Download paper

2023How has Covid-19 influenced the composition of bank incomes?. (2023). Altinoz, Cuneyt ; Ozdemir, Nilufer. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:2:f:13_2_2.

Full description at Econpapers || Download paper

2023How do noninterest income activities affect bank holding company performance?. (2023). Wilson, Craig ; Meier, Garrett ; Mamun, Abdullah. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000041.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Exchange rate volatility and international trade. (2023). Pandey, Dharen ; Lim, Weng Marc ; Rai, Varun Kumar ; Lal, Madan. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323005155.

Full description at Econpapers || Download paper

2023COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective. (2023). Xiao, Kaitian ; Yu, Xiaoling. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000430.

Full description at Econpapers || Download paper

2023
2023What Explains the Volatility in Pakistan’s Sovereign Bond Yields?. (2023). Tunio, Mohsin Waheed. In: MPRA Paper. RePEc:pra:mprapa:116030.

Full description at Econpapers || Download paper

2023Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2023

YearCiting document
2023How does geopolitical risk affect CO2 emissions? The role of natural resource rents. (2023). Gözgör, Giray ; Gozgor, Giray ; Chen, Limei ; Rather, Kashif Nesar ; Pal, Shreya ; Mahalik, Mantu Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:87:y:2023:i:pb:s0301420723010322.

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

Recent citations received in 2022

YearCiting document
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.

Full description at Econpapers || Download paper

2022Renewable energy output, energy efficiency and cleaner energy: Evidence from non-parametric approach for emerging seven economies. (2022). Xu, Junjie ; Wang, Piao ; Xia, Mengli. In: Renewable Energy. RePEc:eee:renene:v:198:y:2022:i:c:p:91-99.

Full description at Econpapers || Download paper

2022Green Finance and Green Energy Nexus in ASEAN Countries: A Bootstrap Panel Causality Test. (2022). Sheikh, Adnan Ahmed ; Areche, Franklin Ore ; Ahmed, Nihal ; Lahiani, Amine. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:5068-:d:860505.

Full description at Econpapers || Download paper

2022Global Structural Shocks and FDI Dynamic Impact on Productive Capacities: An Application of CS-ARDL Estimation. (2022). Khan, Mohammed Arshad ; Al-Ramahi, Nidal Mahmoud ; Haddad, Hossam ; Sohail, Hafiz M ; Ullah, Mirzat. In: Sustainability. RePEc:gam:jsusta:v:15:y:2022:i:1:p:283-:d:1013641.

Full description at Econpapers || Download paper

2022Complexities for the Indian Economy of Chinas Growing Technological Competence. (2022). Gordon, Anna ; Agarwal, Shekhar. In: OSF Preprints. RePEc:osf:osfxxx:fk3r7.

Full description at Econpapers || Download paper

2022India’s Rising Technology Economy: Sources and Consequences. (2022). Agarwal, Shekhar. In: OSF Preprints. RePEc:osf:osfxxx:x6yzm.

Full description at Econpapers || Download paper

2022Assessing the Impact of Green Finance on Environmental Sustainability. (2022). Riaz, Madiha ; Shahzad, Muhammad Akram. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:8:y:2022:i:3:p:196-220.

Full description at Econpapers || Download paper

Recent citations received in 2021

YearCiting document
2021The Response of Housing Construction to a Copper Price Shock in Chile (2009–2020). (2021). Idrovo, Byron ; Contreras-Reyes, Javier E ; Idrovo-Aguirre, Byron J. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:3:p:98-:d:584346.

Full description at Econpapers || Download paper

2021The Impact of the Introduction of Index Futures on the Daily Returns Anomaly in the Ho Chi Minh Stock Exchange. (2021). Friday, Swint H ; Truong, Loc Dong. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:43-:d:610883.

Full description at Econpapers || Download paper

2021RETURN SPILLOVER BETWEEN THE U.S., JAPANESE, AND INDONESIAN STOCK MARKET DURING COVID-19. (2021). Nizar, Nurhuda ; Endarto, Eko ; Dewi, Helena ; Kurniasari, Florentina. In: Business Excellence and Management. RePEc:rom:bemann:v:11:y:2021:i:5:p:196-207.

Full description at Econpapers || Download paper

Recent citations received in 2020

YearCiting document
2020A Decade of Evidence of Trend Following Investing in Cryptocurrencies. (2020). Ng, Shaun ; West, James ; Holt, Samuel ; Rozario, Evans. In: Papers. RePEc:arx:papers:2009.12155.

Full description at Econpapers || Download paper

2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350.

Full description at Econpapers || Download paper