Citation analysis for Journal of Empirical Finance / Elsevier

Citation Profile [Updated: 2025-11-20 18:08:17]

5 Years H Index

Impact Factor (IF)

1.28

5 Years IF

1.8

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	1.33	0	6	6	2187	3	9	0		0			0	3	0.5	0.06
1994	0.5	0.14	0.5	0.5	10	16	453	6	17	6	3	6	3		0	3	0.3	0.06
1995	1.19	0.22	0.8	1.19	14	30	333	23	41	16	19	16	19	2	8.7	2	0.14	0.09
1996	1	0.25	1.33	1.43	18	48	1448	55	105	24	24	30	43	7	12.7	6	0.33	0.11
1997	0.47	0.24	0.95	0.92	13	61	1617	53	163	32	15	48	44	7	13.2	6	0.46	0.11
1998	1.45	0.27	1.19	1.25	17	78	805	88	256	31	45	61	76	2	2.3	2	0.12	0.13
1999	1.43	0.29	1.59	1.35	23	101	815	154	417	30	43	72	97	6	3.9	5	0.22	0.14
2000	0.93	0.34	1.82	1.42	19	120	1364	212	635	40	37	85	121	18	8.5	4	0.21	0.16
2001	1.12	0.38	1.9	1.68	25	145	755	266	910	42	47	90	151	6	2.3	8	0.32	0.17
2002	0.89	0.39	1.92	1.36	26	171	867	320	1239	44	39	97	132	16	5	12	0.46	0.2
2003	1.04	0.43	2.34	1.42	26	197	2271	453	1700	51	53	110	156	18	4	34	1.31	0.21
2004	1.73	0.47	2.44	1.65	32	229	2206	534	2259	52	90	119	196	25	4.7	20	0.63	0.21
2005	1.83	0.5	2.37	1.58	30	259	1387	605	2874	58	106	128	202	18	3	20	0.67	0.23
2006	1.69	0.49	2.86	1.99	24	283	1228	793	3683	62	105	139	277	16	2	21	0.88	0.22
2007	1.39	0.44	2.49	1.93	35	318	1564	785	4475	54	75	138	266	21	2.7	20	0.57	0.2
2008	1.73	0.47	2.49	2.22	49	367	1772	895	5388	59	102	147	326	32	3.6	17	0.35	0.22
2009	1.75	0.46	2.34	1.94	60	427	2218	994	6389	84	147	170	329	35	3.5	18	0.3	0.23
2010	1.27	0.46	2.11	1.62	62	489	1654	1026	7422	109	138	198	321	52	5.1	11	0.18	0.2
2011	1.02	0.51	2.04	1.34	62	551	1740	1121	8546	122	125	230	308	32	2.9	24	0.39	0.24
2012	1.04	0.5	2.22	1.51	50	601	996	1333	9882	124	129	268	404	53	4	19	0.38	0.21
2013	1.38	0.54	2.53	1.73	63	664	867	1679	11564	112	154	283	491	36	2.1	7	0.11	0.24
2014	1.02	0.53	2.61	1.64	67	731	1102	1906	13475	113	115	297	486	60	3.1	14	0.21	0.22
2015	1.07	0.53	2.36	1.53	64	795	1027	1875	15352	130	139	304	464	75	4	19	0.3	0.22
2016	1.27	0.5	2.23	1.47	102	897	1531	2001	17355	131	166	306	451	72	3.6	49	0.48	0.2
2017	1.16	0.52	2.15	1.23	64	961	922	2064	19419	166	193	346	427	47	2.3	23	0.36	0.21
2018	1.21	0.53	1.93	1.19	79	1040	1075	2004	21427	166	201	360	429	79	3.9	33	0.42	0.22
2019	1.2	0.54	1.85	1.22	61	1101	984	2040	23468	143	172	376	459	43	2.1	26	0.43	0.21
2020	1.64	0.64	2.14	1.72	60	1161	530	2484	25952	140	229	370	637	65	2.6	22	0.37	0.3
2021	1.75	0.74	2.12	1.86	75	1236	480	2620	28572	121	212	366	681	86	3.3	24	0.32	0.27
2022	1.51	0.74	2.01	1.84	62	1298	162	2608	31180	135	204	339	623	44	1.7	9	0.15	0.22
2023	1.17	0.7	1.73	1.7	102	1400	259	2425	33606	137	160	337	573	105	4.3	29	0.28	0.2
2024	1.28	0.82	1.68	1.8	80	1480	59	2484	36091	164	210	360	649	67	2.7	28	0.35	0.24

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	1993	A long memory property of stock market returns and a new model. (1993). 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	1784
2	1996	The 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	745
3	2000	Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach. (2000). Frey, Rudiger ; McNeil, Alexander J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:3-4:p:271-300. Full description at Econpapers \|\| Download paper	722
4	1997	Intraday 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	645
5	2003	Improved 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	571
6	2004	Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns. (2004). 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	508
7	2004	Investor sentiment and the near-term stock market. (2004). Cliff, Michael T. ; Brown, Gregory W.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:1:p:1-27. Full description at Econpapers \|\| Download paper	479
8	2008	Robust 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	431
9	2007	Measuring financial contagion: A Copula approach. (2007). RodrÃguez, 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	422
10	2009	International comovement of stock market returns: A wavelet analysis. (2009). Rua, AntÃ³nio ; 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	417
11	1996	The 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	368
12	1997	Volatilities of different time resolutions -- Analyzing the dynamics of market components. (1997). von WeizsÃ¤cker, Jakob ; Olsen, Richard ; Dacorogna, Michel ; Muller, Ulrich A. ; Dave, Rakhal D. ; Pictet, Olivier V. ; von Weizsacker, Jacob E.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:213-239. Full description at Econpapers \|\| Download paper	363
13	2003	Emerging 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	361
14	2009	Investor 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	359
15	2005	Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements. (2005). Koopman, Siem Jan ; Hol, Eugenie ; Jungbacker, Borus. In: Journal of Empirical Finance. RePEc:eee:empfin:v:12:y:2005:i:3:p:445-475. Full description at Econpapers \|\| Download paper	351
16	1998	Volatility and cross correlation across major stock markets. (1998). Susmel, Raul ; Ramchand, Latha. In: Journal of Empirical Finance. RePEc:eee:empfin:v:5:y:1998:i:4:p:397-416. Full description at Econpapers \|\| Download paper	285
17	2004	Market 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	249
18	1993	Common 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	248
19	2009	Understanding the relationship between founder-CEOs and firm performance. (2009). Adams, Renee ; Ferreira, Daniel ; Almeida, Heitor. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:1:p:136-150. Full description at Econpapers \|\| Download paper	232
20	2004	Modelling daily Value-at-Risk using realized volatility and ARCH type models. (2004). Laurent, SÃ©bastien ; 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	231
21	2006	Instability 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	229
22	2007	Firm-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	194
23	2003	A 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	190
24	2002	Market timing and return prediction under model instability. (2002). Timmermann, Allan ; Pesaran, Mohammad. In: Journal of Empirical Finance. RePEc:eee:empfin:v:9:y:2002:i:5:p:495-510. Full description at Econpapers \|\| Download paper	179
25	1994	Testing 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	178
26	1997	The 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	178
27	2019	Conditional 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	177
28	1999	Forecasting 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	177
29	2019	Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Zhang, Yaojie ; Wang, Yudong ; Ma, Feng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117. Full description at Econpapers \|\| Download paper	172
30	2014	Political uncertainty and bank loan contracting. (2014). HASAN, IFTEKHAR ; Zhu, Yun ; Francis, Bill B.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:281-286. Full description at Econpapers \|\| Download paper	169
31	2010	Local 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	167
32	2003	Univariate 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	167
33	2005	Testing 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	167
34	1997	High frequency data in financial markets: Issues and applications. (1997). O'Hara, Maureen ; Goodhart, Charles A. E., . 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
35	2011	Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data. (2011). Shamsuddin, Abul ; Lim, Kian-Ping ; Kim, Jae. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:5:p:868-879. Full description at Econpapers \|\| Download paper	159
36	2001	The 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	156
37	2007	Predictable 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	154
38	2010	A 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	142
39	2000	Sensitivity 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	140
40	2008	Are Asian stock markets efficient? Evidence from new multiple variance ratio tests. (2008). Shamsuddin, Abul ; Kim, Jae. In: Journal of Empirical Finance. RePEc:eee:empfin:v:15:y:2008:i:3:p:518-532. Full description at Econpapers \|\| Download paper	140
41	2017	Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wang, Yudong ; Pan, Zhiyuan ; Wu, Chongfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142. Full description at Econpapers \|\| Download paper	139
42	2003	Predicting emerging market currency crashes. (2003). Perraudin, William ; Moorthy, Uma ; Kumar, Mohan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:4:p:427-454. Full description at Econpapers \|\| Download paper	138
43	2019	Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks. (2019). Zhang, Yaojie ; Liao, Yin ; Cao, Yang ; 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	135
44	2004	The 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	132
45	1999	Economic determinants of evolution in international stock market integration. (1999). Koch, Paul D. ; Bracker, Kevin ; Docking, Diane Scott . In: Journal of Empirical Finance. RePEc:eee:empfin:v:6:y:1999:i:1:p:1-27. Full description at Econpapers \|\| Download paper	131
46		CAPM 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	131
47	2006	In-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	131
48	1998	International 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	128
49	2014	On 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	123
50		When 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	121

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1993	A long memory property of stock market returns and a new model. (1993). 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	126
2	2000	Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach. (2000). Frey, Rudiger ; McNeil, Alexander J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:3-4:p:271-300. Full description at Econpapers \|\| Download paper	103
3	2019	Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Zhang, Yaojie ; Wang, Yudong ; Ma, Feng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117. Full description at Econpapers \|\| Download paper	93
4	2008	Robust 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	89
5	2019	Conditional 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	86
6	2004	Investor sentiment and the near-term stock market. (2004). Cliff, Michael T. ; Brown, Gregory W.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:1:p:1-27. Full description at Econpapers \|\| Download paper	84
7	2003	Improved 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	80
8	2009	Investor 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	74
9	2014	Political uncertainty and bank loan contracting. (2014). HASAN, IFTEKHAR ; Zhu, Yun ; Francis, Bill B.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:281-286. Full description at Econpapers \|\| Download paper	68
10	2019	Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks. (2019). Zhang, Yaojie ; Liao, Yin ; Cao, Yang ; 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	60
11	2009	International comovement of stock market returns: A wavelet analysis. (2009). Rua, AntÃ³nio ; 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	60
12	2017	Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wang, Yudong ; Pan, Zhiyuan ; Wu, Chongfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142. Full description at Econpapers \|\| Download paper	58
13	2010	Local 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	48
14	1997	Volatilities of different time resolutions -- Analyzing the dynamics of market components. (1997). von WeizsÃ¤cker, Jakob ; Olsen, Richard ; Dacorogna, Michel ; Muller, Ulrich A. ; Dave, Rakhal D. ; Pictet, Olivier V. ; von Weizsacker, Jacob E.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:213-239. Full description at Econpapers \|\| Download paper	47
15	2018	Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wei, YU ; Wu, Chongfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104. Full description at Econpapers \|\| Download paper	46
16	2009	Understanding the relationship between founder-CEOs and firm performance. (2009). Adams, Renee ; Ferreira, Daniel ; Almeida, Heitor. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:1:p:136-150. Full description at Econpapers \|\| Download paper	45
17	2018	Female board representation, corporate innovation and firm performance. (2018). Leung, Woon Sau ; Evans, Kevin P ; Chen, Jie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:236-254. Full description at Econpapers \|\| Download paper	43
18	2015	Does managerial ability facilitate corporate innovative success?. (2015). Podolski, Edward ; Chen, Yangyang ; Veeraraghavan, Madhu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:313-326. Full description at Econpapers \|\| Download paper	39
19	2019	Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil. (2019). Brandt, Michael W ; Gao, Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:64-94. Full description at Econpapers \|\| Download paper	39
20	2004	Market 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	38
21	2016	Local 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	36
22	1997	Intraday 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	36
23	2020	Predicting 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	36
24	2014	On 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	35
25	2019	Why female board representation matters: The role of female directors in reducing male CEO overconfidence. (2019). Goergen, Marc ; Leung, Woon Sau ; Song, Wei ; 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	35
26	2007	Predictable 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	35
27	2010	The 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	35
28	2007	Measuring financial contagion: A Copula approach. (2007). RodrÃguez, 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	33
29	2021	On the stability of stablecoins. (2021). Junttila, Juha ; Sapkota, Niranjan ; Grobys, Klaus ; Kolari, James W. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:207-223. Full description at Econpapers \|\| Download paper	32
30	2010	A 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	32
31	2021	Media coverage and investment efficiency. (2021). Gao, Xin ; Xu, Weidong ; Xing, LU ; Li, Donghui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:270-293. Full description at Econpapers \|\| Download paper	32
32	2021	Investor sentiment and stock returns: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao ; Su, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:365-391. Full description at Econpapers \|\| Download paper	31
33	2012	When 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	31
34	2018	CRIX an Index for cryptocurrencies. (2018). Trimborn, Simon ; HÃ¤rdle, Wolfgang ; 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	31
35	2017	Can 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	30
36	2006	Instability 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	29
37	2016	A network approach to portfolio selection. (2016). Peralta, Gustavo ; Zareei, Abalfazl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:157-180. Full description at Econpapers \|\| Download paper	29
38	2013	What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:23:y:2013:i:c:p:68-83. Full description at Econpapers \|\| Download paper	28
39	2004	Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns. (2004). 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	28
40	2011	Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data. (2011). Shamsuddin, Abul ; Lim, Kian-Ping ; Kim, Jae. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:5:p:868-879. Full description at Econpapers \|\| Download paper	27
41	2007	Firm-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	27
42	2011	Nonparametric rank tests for event studies. (2011). Pynnonen, Seppo ; Kolari, James W.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:5:p:953-971. Full description at Econpapers \|\| Download paper	27
43	2020	Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Chevapatrakul, Thanaset ; Nguyen, Linh Hoang ; Yao, Kai. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355. Full description at Econpapers \|\| Download paper	26
44	2017	Forecasting 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	26
45	2011	Corporate governance and firm value: International evidence. (2011). Schmid, Markus ; Ammann, Manuel ; Oesch, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:1:p:36-55. Full description at Econpapers \|\| Download paper	25
46	2016	Tests for explosive financial bubbles in the presence of non-stationary volatility. (2016). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Sollis, Robert ; Robert, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:548-574. Full description at Econpapers \|\| Download paper	25
47	2016	Bank fragility and contagion: Evidence from the bank CDS market. (2016). Casu, Barbara ; Ballester, Laura ; Gonzalez-Urteaga, Ana. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:394-416. Full description at Econpapers \|\| Download paper	24
48	2005	Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements. (2005). Koopman, Siem Jan ; Hol, Eugenie ; Jungbacker, Borus. In: Journal of Empirical Finance. RePEc:eee:empfin:v:12:y:2005:i:3:p:445-475. Full description at Econpapers \|\| Download paper	24
49	2016	Exchange rates and commodity prices: Measuring causality at multiple horizons. (2016). Galbraith, John ; Dufour, Jean-Marie ; Zhang, Huijun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:100-120. Full description at Econpapers \|\| Download paper	23
50	2020	Retail investor attention and herding behavior. (2020). Hsieh, Shu-Fan ; Wang, Ming-Chun ; Chan, Chia-Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132. Full description at Econpapers \|\| Download paper	22

Citing documents used to compute impact factor: 210

Year	Title
2024	Microstructure of the Chinese stock market: A historical review. (2024). Xiong, Kainan ; Peng, Zhe ; Yang, Yahui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003032. Full description at Econpapers \|\| Download paper
2024	Oil price shocks and bond risk premia: Evidence from a panel of 15 countries. (2024). Lyrio, Marco ; Nersisyan, Liana ; Iania, Leonardo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006480. Full description at Econpapers \|\| Download paper
2024	Robust portfolio selection with smart return prediction. (2024). Tu, Xueyong ; Li, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000750. Full description at Econpapers \|\| Download paper
2024	Factor momentum in the Chinese stock market. (2024). Ma, Tian ; Jiang, Fuwei ; Liao, Cunfei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251. Full description at Econpapers \|\| Download paper
2024	Decomposing momentum: The forgotten component. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes ; Busing, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002061. Full description at Econpapers \|\| Download paper
2024	Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models. (2024). Newton, David P ; Huang, Winifred ; Xiao, Chuxuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01279-z. Full description at Econpapers \|\| Download paper
2024	Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963. Full description at Econpapers \|\| Download paper
2024	Overflowing waters, diluted investments: The enduring impact of historical Yellow River floods on enterprise fixed assets investments. (2024). Yu, Weihua ; Hu, Jingjing ; Deng, Chenchen. In: Journal of Asian Economics. RePEc:eee:asieco:v:92:y:2024:i:c:s1049007824000149. Full description at Econpapers \|\| Download paper
2024	Religiosity, gambling attitudes, and fintech credit adoption. (2024). Nishikawa, Yuka ; Joo, Mohammad Hashemi ; Dandapani, Krishnan. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009887. Full description at Econpapers \|\| Download paper
2024	Religiosity and financial distress of the young. (2024). Zhou, Yang ; Niu, Geng ; Lu, Weijie ; Lei, Lei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001900. Full description at Econpapers \|\| Download paper
2024	Does provincial gambling culture affect corporate innovation? Evidence from China. (2024). Lu, Yue ; Hao, Jing ; Wu, JI ; Bai, Hengyu ; Zhang, Jing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:228:y:2024:i:c:s0167268124004244. Full description at Econpapers \|\| Download paper
2024	Collateral requirements and corporate policy decisions. (2024). Stahl, Jrg R ; Biguri, Kizkitza. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s1042957324000329. Full description at Econpapers \|\| Download paper
2024	Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202423. Full description at Econpapers \|\| Download paper
2024	Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479. Full description at Econpapers \|\| Download paper
2024	A drift-aware dynamic ensemble model with two-stage member selection for carbon price forecasting. (2024). Hu, Huanling ; Zeng, Liling ; Zhang, Dabin ; Lin, Ruibin ; Song, Qingkui. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034777. Full description at Econpapers \|\| Download paper
2024	COVID-19 mortality risk premium and the interest rate on mortgage loans. (2024). Gill, Balbinder Singh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001157. Full description at Econpapers \|\| Download paper
2024	COVID-19 and Supply Chain Disruptions: a novel perspective using a network of payments in Brazil. (2024). Silva, Thiago ; de Almeida, Carlos Eduardo. In: Working Papers Series. RePEc:bcb:wpaper:595. Full description at Econpapers \|\| Download paper
2024	COVID-19 and Credit Reallocation: evidence from bank branch lending in Brazil. (2024). Silva, Thiago ; Guerra, Solange Maria ; de Almeida, Carlos Eduardo ; Tabak, Benjamin Miranda. In: Working Papers Series. RePEc:bcb:wpaper:601. Full description at Econpapers \|\| Download paper
2024	The impact of the COVID-19 pandemic on bank funding costs. (2024). Nguyen, Thanh Cong ; Hoang, Huy Viet ; Tran, Dung Viet. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009735. Full description at Econpapers \|\| Download paper
2024	Evaluation of the space-time effects of Covid-19 on household loans and savings in Romania - A spatial panel data approach at county level. (2024). AndrieÈ, Alin Marius ; Belbe, Tefana ; Moldovan, Darie ; Mare, Codrua ; Otto, Philipp. In: Emerging Markets Review. RePEc:eee:ememar:v:63:y:2024:i:c:s1566014124001043. Full description at Econpapers \|\| Download paper
2024	Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Dettoni, Robinson. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002515. Full description at Econpapers \|\| Download paper
2024	Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657. Full description at Econpapers \|\| Download paper
2024	Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331. Full description at Econpapers \|\| Download paper
2024	Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Niu, Zibo ; Zhu, Xuehong ; Suleman, Muhammad Tahir ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713. Full description at Econpapers \|\| Download paper
2024	Technological shocks and stock market volatility over a century. (2024). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000951. Full description at Econpapers \|\| Download paper
2024	Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?. (2024). Segalla, Esther ; Saggese, Pietro ; Raunig, Burkhard ; Sigmund, Michael ; Zangerl, Felix ; Haslhofer, Bernhard. In: Papers. RePEc:arx:papers:2309.16408. Full description at Econpapers \|\| Download paper
2024	A fuzzy BWM and MARCOS integrated framework with Heronian function for evaluating cryptocurrency exchanges: a case study of TÃ¼rkiye. (2024). Murat, Tolga ; Yuksel, Serhat ; Diner, Hasan ; Ecer, Fatih. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00543-w. Full description at Econpapers \|\| Download paper
2024	Informed trading and cryptocurrencies. New evidence using tick-by-tick data. (2024). Natashekara, Karthik ; Sampath, Aravind. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012813. Full description at Econpapers \|\| Download paper
2024	Is Bitcoin ready to be a widespread payment method? Using price volatility and setting strategies for merchants. (2024). Oprea, Simona-Vasilica ; Georgescu, Irina Alexandra ; Bara, Adela. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:2:d:10.1007_s10660-024-09812-x. Full description at Econpapers \|\| Download paper
2024	Relationships among return and liquidity of cryptocurrencies. (2024). Li, Ziyuan ; Jin, Siyuan ; Zhang, Mianmian ; Zhu, Bing ; Xia, Yong. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00532-z. Full description at Econpapers \|\| Download paper
2024	The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y. Full description at Econpapers \|\| Download paper
2024	On the robust drivers of cryptocurrency liquidity: the case of Bitcoin. (2024). , Walid. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00598-9. Full description at Econpapers \|\| Download paper
2024	An insight on non-standard asset pricing: does COVID-19 matter in the crypto-asset market?. (2024). Hikouatcha, Prince ; Tchoffo, Guillaume ; Kemezang, Vatis Christian ; Feudjo, Jules Roger. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:3:d:10.1007_s43546-023-00616-z. Full description at Econpapers \|\| Download paper
2024	Institutional investors, competition and corporate innovation: Evidence from Chinese listed firms. (2024). Li, Kai ; Zhang, Jing ; Long, Cheryl Xiaoning. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:32:y:2024:i:2:p:583-615. Full description at Econpapers \|\| Download paper
2024	Institutional investor cross-ownership networks and green innovation: Evidence from China. (2024). He, Jia ; Shen, Xixi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s105905602400649x. Full description at Econpapers \|\| Download paper
2024	Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda. (2024). Dash, Ranjan Kumar ; Joshi, Girish. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00306-8. Full description at Econpapers \|\| Download paper
2024	The value of cash around COVID-19: Insights from business activities. (2024). Jung, Sumi ; Choi, Ahrum. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001244. Full description at Econpapers \|\| Download paper
2024	Debt maturity and the marginal value of cash holdings. (2024). Choi, Sanghak ; Jung, Hail. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013813. Full description at Econpapers \|\| Download paper
2024	Confucianism and employee treatment: Evidence from China. (2024). Xu, Xixiong ; Wang, Maochuan. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:2649-2669. Full description at Econpapers \|\| Download paper
2024	Banker directors on board and corporate tax avoidance. (2024). HASAN, IFTEKHAR ; Song, Qian ; Wang, Qingwei ; Ding, Wenjie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000859. Full description at Econpapers \|\| Download paper
2024	Enterprise digital transformation and employee treatment: Evidence from China. (2024). Zhu, Linping ; Yang, Qiuyi ; Xiong, Xuemei ; Huang, Xuanhao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007305. Full description at Econpapers \|\| Download paper
2024	Corporate social responsibility and myopic management practice: Is there a link?. (2024). Ngo, Vu Minh ; Wongchoti, Udomsak ; Nguyen, Phuc V ; Ding, David K ; Ferreira, Christo. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01212-w. Full description at Econpapers \|\| Download paper
2024	Innovation diversity, product diversity and innovation performance. (2024). Wang, Yanzhi A ; Yang, Hsiao-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024006117. Full description at Econpapers \|\| Download paper
2024	Multivariate ordinal regression for multiple repeated measurements. (2024). Vana-Gur, Laura. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:199:y:2024:i:c:s0167947324000975. Full description at Econpapers \|\| Download paper
2024	The change in salience and the cross-section of stock returns: Empirical evidence from China A-shares. (2024). Fan, Ying ; Ma, Yao ; Zhang, Manqing ; Yang, Baochen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000702. Full description at Econpapers \|\| Download paper
2024	Expected return, volume, and mispricing: Evidence from China. (2024). Chen, Xin ; Zhang, Jin ; Chai, Daniel. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001410. Full description at Econpapers \|\| Download paper
2024	Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542. Full description at Econpapers \|\| Download paper
2024	Trading on trends: How the ordering of historical volume predicts Chinese stock returns?. (2024). Li, Yihan. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004502. Full description at Econpapers \|\| Download paper
2024	Salience theory value spillovers between Chinaâs systemically important banks: evidence from quantile connectedness. (2024). Jin, Xiaoye. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00582-3. Full description at Econpapers \|\| Download paper
2024	A comparison of factor models in China. (2024). Wang, Jinzhe ; Zhu, Yifeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000823. Full description at Econpapers \|\| Download paper
2024	Salience, psychological anchors, and stock return predictability. (2024). Lin, Mei-Chen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002956. Full description at Econpapers \|\| Download paper
2024	A simulated electronic market with speculative behaviour and bubble formation. (2024). Cofre, Nicolas ; Mosionek-Schweda, Magdalena. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s154461232400775x. Full description at Econpapers \|\| Download paper
2024	Are managers with investment bank experience myopic?. (2024). Wu, Shan ; Lai, LI ; Lan, Chundan. In: Journal of Business Research. RePEc:eee:jbrese:v:183:y:2024:i:c:s0148296324003618. Full description at Econpapers \|\| Download paper
2024	Analyzing Short-Rate Models for Efficient Bond Option Pricing: A Review. (2024). Rani, Indu ; Verma, Chandan Kumar. In: SN Operations Research Forum. RePEc:spr:snopef:v:5:y:2024:i:3:d:10.1007_s43069-024-00351-7. Full description at Econpapers \|\| Download paper
2024	Research on information fusion of security analystsâ stock recommendations based on two-dimensional D-S evidence theory. (2024). Wu, Zihao ; Li, Zhimin ; Zhu, Weidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001864. Full description at Econpapers \|\| Download paper
2024	Volatility-managed portfolios in the Chinese equity market. (2024). Li, Junye ; Wang, Chuyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003263. Full description at Econpapers \|\| Download paper
2024	Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options. (2024). Li, Zhe ; Xiao, Weilin ; Shen, Jiashuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001311. Full description at Econpapers \|\| Download paper
2024	Causal Behavior of Dynamic Dividend Yield of Property Stock in Information Asymmetric Market: Evidence from South African Listed Property Stock Market. (2024). Peiser, Richard B ; Olaleye, Abel ; Ajayi, Cyril A ; Fateye, Tosin B. In: International Real Estate Review. RePEc:ire:issued:v:27:n:04:2024:p:501-520. Full description at Econpapers \|\| Download paper
2024	Asset management with an ESG mandate. (2024). Azzone, Michele ; Barucci, Emilio ; Stocco, Davide. In: Papers. RePEc:arx:papers:2403.11622. Full description at Econpapers \|\| Download paper
2024	Is the cash-returns relationship risk induced?. (2024). Kang, Mengyao ; Liu, Chenxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001353. Full description at Econpapers \|\| Download paper
2024	It better be good, it better be green. (2024). Zaghini, Andrea ; Pianeselli, Daniele ; Fornari, Fabio. In: CFS Working Paper Series. RePEc:zbw:cfswop:304317. Full description at Econpapers \|\| Download paper
2024	Portfolio management of ESG-labeled energy companies based on PTV and ESG factors. (2024). Alonso, Maria-Teresa ; Esparcia, Carlos ; Diaz, Antonio. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002536. Full description at Econpapers \|\| Download paper
2024	The effect of ESG on enterprise value under the dual carbon goals: From the perspectives of financing constraints and green innovation. (2024). Qian, Simeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:318-331. Full description at Econpapers \|\| Download paper
2024	ESG factors and the cross-section of expected stock returns: A LASSO-based approach. (2024). Bang, Jeongseok ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005129. Full description at Econpapers \|\| Download paper
2024	ESG combined score effects on stock performance of S&P 500-listed firms. (2024). Cheng, Shi ; Huang, Shan. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007165. Full description at Econpapers \|\| Download paper
2024	âEâ of ESG and firm performance: Evidence from China. (2024). Tan, Yusen ; Poshakwale, Sunil ; Qian, Binsheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006835. Full description at Econpapers \|\| Download paper
2024	Factor mimicking portfolios for climate risk. (2024). Engle, Robert ; De Nard, Gianluca ; Kelly, Bryan. In: ECON - Working Papers. RePEc:zur:econwp:429. Full description at Econpapers \|\| Download paper
2024	Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171. Full description at Econpapers \|\| Download paper
2024	Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702. Full description at Econpapers \|\| Download paper
2024	Robust mean-to-CVaR optimization under ambiguity in distributions means and covariance. (2024). Zenios, Stavros ; Lotfi, Somayyeh. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-023-00715-z. Full description at Econpapers \|\| Download paper
2024	The Impacts of Policy Uncertainty on Asset Prices: Evidence from Chinaâs Market. (2024). An, Yunbi ; Yang, Baochen ; Li, Jia ; Su, Yunpeng. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09442-7. Full description at Econpapers \|\| Download paper
2024	Macro-Driven Stock Market Volatility Prediction: Insights from a New Hybrid Machine Learning Approach. (2024). Lin, YU ; Xu, Jin ; Lu, Xinjie ; Zeng, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006434. Full description at Econpapers \|\| Download paper
2024	M&A performance commitments and insider trading: âListen to their wordsâ or âwatch their actionsâ?. (2024). Wang, Jia Wen ; Zou, Guohao ; Fan, Cunbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300563x. Full description at Econpapers \|\| Download paper
2024	What explains trading behaviors of members of congress? Evidence from over 100,000 congressional stock trades. (2024). Karadas, Serkan ; Tammy, Minh Tam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024005835. Full description at Econpapers \|\| Download paper
2024	What role financial development and resource-curse situation play in inclusive growth of Asian countries. (2024). Ha, Tran Thai ; van Vo, Thi Thuy ; Moslehpour, Massoud ; Nguyen, Hai-Tuan ; Lin, Chia-Yang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012096. Full description at Econpapers \|\| Download paper
2024	Financial development and natural resource nexus: Evaluating the importance of mineral in BRICS economies. (2024). Wu, Yingjia ; Abduvaxitovna, Shamansurova Zilola ; Cao, Nannan ; Muda, Iskandar ; Rady, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072400045x. Full description at Econpapers \|\| Download paper
2024	Does Price Level Increase Income Inequality in Pakistan? A Disaggregated Analysis. (2024). Arif, Zeeshan ; Sheikh, Muhammad Ramzan ; Arshad, Muhammad Aleem. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:13:y:2024:i:2:p:154-159. Full description at Econpapers \|\| Download paper
2024	Inflation and wealth inequality. (2024). Lin, Shu-Chin ; Kim, Dong-Hyeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:893-907. Full description at Econpapers \|\| Download paper
2024	Non-parametric evidence on the determinants of access to financial services in the countries of the Organization of Turkic States. (2024). Larslan, Kenan. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00288-6. Full description at Econpapers \|\| Download paper
2024	The Relationship Between Inflation, Human Development Index and CO2 in Selected Country Groups. (2024). Engl, Aykut ; Akan, Canan Daidir ; Alkan, Ufuk ; Ate, Mehmet Hanifi. In: Journal of Finance Letters (Maliye ve Finans YazÄ±larÄ±). RePEc:acc:malfin:v:39:y:2024:i:122:p:79-109. Full description at Econpapers \|\| Download paper
2024	High-Frequency Trading in Bond Returns: A Comparison Across Alternative Methods and Fixed-Income Markets. (2024). Fernndez-Gmez, Manuel A ; Salas, Mara Beln ; Alaminos, David. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10502-3. Full description at Econpapers \|\| Download paper
2024	Parentâsubsidiary geographic dispersion and debt aggressiveness: Analysis from the tax enforcement perspective. (2024). Yang, Zhenhe ; Liu, Xiaomei ; Gao, Boyuan ; Wang, Yuanqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s105905602400594x. Full description at Econpapers \|\| Download paper
2024	Fintech and financial stability: Evidence from spatial analysis for 25 countries. (2024). You, Kefei ; Koranteng, Barbara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000684. Full description at Econpapers \|\| Download paper
2024	Determining bid-ask prices for options with stochastic illiquidity and applications to index options. (2024). Chuang, Ming-Che ; Tsai, Jeffrey Tzuhao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000659. Full description at Econpapers \|\| Download paper
2024	On practitioners closed-form GARCH option pricing. (2024). Frijns, Bart ; Mozumder, Sharif ; Kabir, Humayun M ; Talukdar, Bakhtear. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400228x. Full description at Econpapers \|\| Download paper
2024	GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance. (2024). Ballestra, Luca Vincenzo ; Tezza, Christian ; D'Innocenzo, Enzo. In: Papers. RePEc:arx:papers:2410.14513. Full description at Econpapers \|\| Download paper
2024	Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers \|\| Download paper
2024	Operational risk management in managerial accounting: a comprehensive examination of strategies and implementation in medium size organizations. (2024). Kalogiannidis, Stavros ; Chatzitheodoridis, Fotios ; Kontsas, Stamatis ; Kalfas, Dimitrios. In: Operational Research. RePEc:spr:operea:v:24:y:2024:i:3:d:10.1007_s12351-024-00854-5. Full description at Econpapers \|\| Download paper
2024	Instantaneous volatility of the yield curve, variance risk premium and bond return predictability. (2024). Yin, Ximing ; Yang, GE. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000252. Full description at Econpapers \|\| Download paper
2024	Forecasting crude oil prices: Does global financial uncertainty matter?. (2024). Ma, Yong ; Zhou, Mingtao ; Li, Shuaibing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007159. Full description at Econpapers \|\| Download paper
2024	Systemic risk spillover between the stock market and banking deposits: Evidence from a sustainability perspective in the South Asian countries. (2024). Siddiqi, Arslan Ahmad ; Ahmad, Muhammad Munir ; Quddoos, Muhammad Umer ; Abbas, Naseem ; Rafique, Amir ; Liu, Linshan. In: PLOS ONE. RePEc:plo:pone00:0288310. Full description at Econpapers \|\| Download paper
2024	Evolution characteristics and influencing factors of information network in Guangdong-Hong Kong-Macao Greater Bay Area. (2024). Wang, Fangfang ; Ma, Zilong ; Yang, Zhichen ; Wu, Yuxi ; Kuang, Jiali ; Tian, Zaoli ; Chen, Rongjian. In: PLOS ONE. RePEc:plo:pone00:0298410. Full description at Econpapers \|\| Download paper
2024	Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market. (2024). Yuferova, Darya. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000272. Full description at Econpapers \|\| Download paper
2024	Technology spillover and market competitiveness in green credit induced corporate green innovation: An evolutionary game theory and empirical study. (2024). Jahanger, Atif ; Ye, Penghao ; Xu, Pei ; Zhao, Fan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004207. Full description at Econpapers \|\| Download paper
2024	Technology shock of ChatGPT, social attention and firm value: Evidence from China. (2024). Zhuang, Qinqin ; Wu, Qinqin ; Han, Longyan ; Liu, Yitong. In: Technology in Society. RePEc:eee:teinso:v:79:y:2024:i:c:s0160791x2400304x. Full description at Econpapers \|\| Download paper
2024	Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400093x. Full description at Econpapers \|\| Download paper
2024	Sustainable development through structural transformation: a pathway to economic, social, and environmental progress. (2024). Abbas, Shujaat ; Guo, Qingran ; Kong, Lingfu ; Khudoykulov, Khurshid ; Sofuolu, Emrah ; Ishola, Balogun Daud. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09583-3. Full description at Econpapers \|\| Download paper
2024	The impact of mineral resource abundance on environmental degradation in ten mineral- rich countries: Do the green innovation and financial technology matter?. (2024). Iqbal, Shuja ; Basheer, Muhammad Farhan ; Du, Jianguo ; Javed, Hasnain ; Nassani, Abdelmohsen A. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000734. Full description at Econpapers \|\| Download paper
2024	Nexus of natural resource depletion, corruption and financial inclusion on bio-diversity loss: A systematic study on corrupt economies. (2024). Tang, YI. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003349. Full description at Econpapers \|\| Download paper
2024	The impact of accounting practices on financial sustainability: A study of external block-holders and institutional ownership. (2024). Gadoiu, Mihaela ; Banuta, Mariana ; Shabbir, Malik Shahzad ; Mihai, Daniela ; Mawhan, Abdulmajeed ; Cao, Yufei ; Lile, Ramona ; Jaradat, Mohammad. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-024-00761-1. Full description at Econpapers \|\| Download paper
2024	Transforming developing economies by shifting paradigms beyond natural resources. The fintech and social dynamics for sustainable mineral policy. (2024). Ghosh, Tusher ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724004537. Full description at Econpapers \|\| Download paper
2024	Natural resources, trade and fintech in the era of digitalization: A study of economies involved in Belt and Road Initiative. (2024). Xiaobin, Wang ; Faraz, Syed Muhammad ; Albalawi, Olayan ; Alharthi, Majed ; Wu, Fuxi. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004495. Full description at Econpapers \|\| Download paper
2024	Exploring the complexities of CSR and firm performances: Unveiling the relationship between social responsibility, ethical conduct, and consumer perceptions. (2024). Shahzad, Muhammad Faisal ; Husnain, Mudassir ; Yuan, Jingbo ; Ma, Guicheng. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:4:p:3541-3554. Full description at Econpapers \|\| Download paper
2024	Scrutinizing the nexus: Energy, economic growth, and environmental quality: An approach toward achieving the Sustainable Development Goals (7, 13, and 8). (2024). Khan, Aftab ; Waqas, Muhammad ; Luqman, Muhammad ; Fahad, Shah. In: Sustainable Development. RePEc:wly:sustdv:v:32:y:2024:i:6:p:6999-7010. Full description at Econpapers \|\| Download paper
2024	Supplier concentration and the speed of capital structure adjustment. (2024). Liu, YI ; Ruan, Sirui ; Kassar, Maher ; Wu, Kai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24000799. Full description at Econpapers \|\| Download paper
2024	The time-varying interaction of northbound capital flows and stock market performance in China. (2024). He, Yun ; Li, Wei ; Tan, Xiaofen ; Wang, Yufan. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011061. Full description at Econpapers \|\| Download paper
2024	Disclosure frequency of parent company financial reporting: Insights from analyst forecasting accuracy. (2024). Jing, Xuefeng ; Qi, Yue ; Zhang, Junsheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3657-3683. Full description at Econpapers \|\| Download paper
2024	HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning. (2024). Chassot, Jonathan ; Audrino, Francesco. In: Papers. RePEc:arx:papers:2406.08041. Full description at Econpapers \|\| Download paper
2024	Machine-learning stock market volatility: Predictability, drivers, and economic value. (2024). Hansen, Erwin ; Diaz, Juan D ; Cabrera, Gabriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002187. Full description at Econpapers \|\| Download paper
2024	What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881. Full description at Econpapers \|\| Download paper
2024	Air pollution and perk consumption. (2024). Wang, Ying ; Liu, Zisen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006203. Full description at Econpapers \|\| Download paper
2024	Optimizing hedonic editing for multiple outcomes: an algorithm. (2024). Egozcue, Martin ; Garcia, Luis Fuentes. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:2:d:10.1007_s10287-024-00521-2. Full description at Econpapers \|\| Download paper
2024	Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202450. Full description at Econpapers \|\| Download paper
2024	Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331. Full description at Econpapers \|\| Download paper
2024	Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China. (2024). Zhang, Yaojie ; Xiao, Jihong ; Jiang, Jiajie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000544. Full description at Econpapers \|\| Download paper
2024	Employee health and corporate innovation: Evidence from medical cannabis legalisation. (2024). Thompson, Linh. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3927-3950. Full description at Econpapers \|\| Download paper
2024	R&D subsidies, tax reductions and innovation outsourcing of enterprises. (2024). Wang, Peng Cheng ; Jin, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006161. Full description at Econpapers \|\| Download paper
2024	Opioid epidemic and corporate innovation. (2024). Yuan, Tao ; Huang, Qianqian ; Chen, Chong ; Shi, Chang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000488. Full description at Econpapers \|\| Download paper
2024	Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; BÄdowska-SÃ³jka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765. Full description at Econpapers \|\| Download paper
2024	What drives stock returns across countries? Insights from machine learning models. (2024). Zaremba, Adam ; Cakici, Nusret. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005015. Full description at Econpapers \|\| Download paper
2024	Lease-adjusted productivity measurement. (2024). Li, Kai ; Xu, Yiming ; Hu, Weiwei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624000414. Full description at Econpapers \|\| Download paper
2024	Keep calm, but watch the outliers: deposit flows in recent crisis episodes and beyond. (2024). Oosterhek, Koen ; Fascione, Luisa ; Wildmann, Nadya ; Stracca, Livio ; Scheubel, Beatrice. In: Occasional Paper Series. RePEc:ecb:ecbops:2024361. Full description at Econpapers \|\| Download paper
2024	The signalling role of the governmentâmarket relationship in debt financing: Evidence from China. (2024). Meng, YE ; Yuan, Yuan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:4:p:667-686. Full description at Econpapers \|\| Download paper
2024	Economic and Political Dynamics of Globalization: A Review of Continuity and Change in Research Focus. (2024). Vokoun, Marek ; Neugebauer, Jan. In: International Journal of Economic Sciences. RePEc:aop:jijoes:v:13:y:2024:i:1:p:30-57. Full description at Econpapers \|\| Download paper
2024	Measuring innovation and navigating its unique information issues: A review of the accounting literature on innovation. (2024). Lang, Mark ; Glaeser, Stephen. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:78:y:2024:i:2:s0165410124000508. Full description at Econpapers \|\| Download paper
2024	Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064. Full description at Econpapers \|\| Download paper
2024	Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Mei-Jun, Ling ; Guang-XI, Cao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924002911. Full description at Econpapers \|\| Download paper
2024	Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Patel, Ritesh ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133. Full description at Econpapers \|\| Download paper
2024	Cryptocurrency: A new player or a new crisis in financial markets? ââ Evolutionary analysis of association and risk spillover based on network science. (2024). Zhou, Fan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004643. Full description at Econpapers \|\| Download paper
2024	Do online attention and sentiment affect cryptocurrenciesâ correlations?. (2024). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Savva, Christos S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002812. Full description at Econpapers \|\| Download paper
2024	Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties. (2024). Gherghina, Åtefan ; Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Armeanu, Daniel Stefan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01773-8. Full description at Econpapers \|\| Download paper
2024	Bitcoin market connectedness across political uncertainty. (2024). Chung, Huimin ; Lien, Donald ; Chiu, Junmao ; Chen, Yuxuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024006154. Full description at Econpapers \|\| Download paper
2024	Estimation of expected return integrating real-time asset prices implied information and historical data. (2024). Li, Zhongfei ; Huang, YI ; Zhu, Shushang ; Wang, Shikun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001234. Full description at Econpapers \|\| Download paper
2024	Consequences of firm-specific stock price crashes on analyst forecasts: Evidence from China. (2024). Fan, Yunqi ; Zhang, Yanwei. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02874-0. Full description at Econpapers \|\| Download paper
2024	Tail risk network of Chinese green-related stocks market. (2024). Ye, Wuyi ; Guo, Ranran ; Hu, Chenglong. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008328. Full description at Econpapers \|\| Download paper
2024	Shadow capital in venture financing: Selection, valuation, and exit dynamic. (2024). Cumming, Douglas ; Dai, NA. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000495. Full description at Econpapers \|\| Download paper
2024	Research on heterogeneous financial support mechanisms for innovation in different types of technology enterprises. (2024). Zhang, YU ; Wang, Yihan ; Xu, Haiwen ; Li, KE ; Ma, Baolin. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010225. Full description at Econpapers \|\| Download paper
2024	Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war. (2024). GUENICHI, Hassan ; Ayad, Hicham ; Djedaiet, Aissa. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09692-9. Full description at Econpapers \|\| Download paper
2024	Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic. (2024). Yuan, Ying ; Jiang, Mingxuan ; Feng, Jingyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:275-301. Full description at Econpapers \|\| Download paper
2024	Dynamic hedging responses of gold and silver to inflation: A Markov regime-switching VAR analysisâ. (2024). O'Mahony, Barry ; Valadkhani, Abbas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007330. Full description at Econpapers \|\| Download paper
2024	Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x. Full description at Econpapers \|\| Download paper
2024	Renewable energy financing by state investment banks: Evidence from OECD countries. (2024). Waidelich, Paul ; Steffen, Bjarne. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001634. Full description at Econpapers \|\| Download paper
2024	Lending and risk controls for BHCs after the DoddâFrank act. (2024). Degl, Marta ; Zhou, SI. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:2:p:275-315. Full description at Econpapers \|\| Download paper
2024	Potential diversification benefits: A comparative study of Islamic and conventional stock market indexes. (2024). SaÃ¢daoui, Foued ; Belanes, Amel ; Abedin, Mohammad Zoynul ; Saadaoui, Foued. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002246. Full description at Econpapers \|\| Download paper
2024	Exchange market share, market makers, and murky behavior: The impact of no-fee trading on cryptocurrency market quality. (2024). Galati, Luca. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001390. Full description at Econpapers \|\| Download paper
2024	Optimal trade execution in cryptocurrency markets. (2024). Bundi, Nils ; Khashanah, Khaldoun ; Wei, Ching-Lin. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00103-y. Full description at Econpapers \|\| Download paper
2024	Business and financial cycle across regimes: Does financial stress matter?. (2024). Cucculelli, Marco ; Sullo, Valerio ; Giampaoli, Noemi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006373. Full description at Econpapers \|\| Download paper
2024	Bounded Rationality in Central Bank Communication. (2024). Lee, Choong Lyol ; Kim, Wonseong. In: Papers. RePEc:arx:papers:2411.04286. Full description at Econpapers \|\| Download paper
2024	The power of news data in forecasting tail risk: evidence from China. (2024). Ma, Yong ; Yan, LU ; Pan, Dongtao. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02620-0. Full description at Econpapers \|\| Download paper
2024	Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8. Full description at Econpapers \|\| Download paper
2024	Predicting the reaction of financial markets to Federal Open Market Committee post-meeting statements. (2024). WÃ³jcik, Piotr ; Osowska, Ewelina ; Wjcik, Piotr. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:1:d:10.1007_s42521-023-00096-8. Full description at Econpapers \|\| Download paper
2024	The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Vyshnevskyi, Iegor ; Jombo, Wytone ; Sohn, Wook. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165. Full description at Econpapers \|\| Download paper
2024	Corporate responses to systemic risk: Talk and action. (2024). Wu, Chunchi ; Wen, Fenghua ; Wang, Junbo ; Liu, Yulin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002452. Full description at Econpapers \|\| Download paper
2024	Interbank deposits and bank systemic risk. (2024). Cao, Zhiling ; Wen, Fenghua ; Sadiq, Muhammad ; Liu, Yulin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006501. Full description at Econpapers \|\| Download paper
2024	Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420. Full description at Econpapers \|\| Download paper
2024	The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach. (2024). Mushtaq, Rizwan ; Kocaarslan, Baris. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004962. Full description at Econpapers \|\| Download paper
2024	A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Sun, Yuying ; Wang, Shouyang ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648. Full description at Econpapers \|\| Download paper
2024	Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. (2024). de Khoo, Zhi ; Koh, You Beng ; Ng, Kooi Huat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000378. Full description at Econpapers \|\| Download paper
2024	A novel robust method for estimating the covariance matrix of financial returns with applications to risk management. (2024). Toscano, Pietro ; Leccadito, Arturo ; Staino, Alessandro. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00642-2. Full description at Econpapers \|\| Download paper
2024	Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Song, Yuping ; Xu, Yang ; Zhang, Qichao ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers \|\| Download paper
2024	The optimal strategies of competitive high-frequency traders and effects on market liquidity. (2024). Doukas, John A ; Ge, Hengshun ; Yang, Haijun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:653-679. Full description at Econpapers \|\| Download paper
2024	Does swing pricing reduce investment fundsâ liquidity risk in times of market stress? â Evidence from the March-2020 episode. (2024). Fong, Tom Pak-Wing ; Wong, Joe Ho-Yeung ; Wu, Gabriel Shui-Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000433. Full description at Econpapers \|\| Download paper
2024	Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?. (2024). Cotelioglu, Efe. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000550. Full description at Econpapers \|\| Download paper
2024	Does carbon risk exposure make funds more vulnerable?. (2024). Wang, HU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000586. Full description at Econpapers \|\| Download paper
2024	First-mover advantage in funds revisited. (2024). Dunne, Peter ; Chen, Yuting. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/24. Full description at Econpapers \|\| Download paper
2024	Gold, platinum, and mutual fund flows. (2024). Malik, Ali K ; Lflund, Anders ; Colak, Gonul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000860. Full description at Econpapers \|\| Download paper
2024	Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315. Full description at Econpapers \|\| Download paper
2024	Evaluating the impact of multiple uncertainty shocks on Chinas airline stocks volatility: A novel joint quantile perspective. (2024). Su, Chi Wei ; Li, Xin. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:121:y:2024:i:c:s0969699724001534. Full description at Econpapers \|\| Download paper
2024	Unveiling the Determinants of Digital Strategy from the Perspective of Entrepreneurial Orientation Theory: A Two-Stage SEM-ANN Approach. (2024). Abbas, Sammar ; Atiyah, Abbas Gatea ; Alnoor, Alhamzah. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:25:y:2024:i:2:d:10.1007_s40171-024-00385-0. Full description at Econpapers \|\| Download paper
2024	Large shareholders stock selling and corporate performance: Evidence from China. (2024). Zhang, Yun ; Liu, Yun ; Tang, Yicheng ; Gao, Qun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x2400177x. Full description at Econpapers \|\| Download paper
2024	Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs. (2024). Conlon, Thomas ; Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2407.08069. Full description at Econpapers \|\| Download paper
2024	International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445. Full description at Econpapers \|\| Download paper
2024	Does the international oil market interact with Chinaâs financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177. Full description at Econpapers \|\| Download paper
2024	Artificial intelligence and big data tokens: Where cognition unites, herding patterns take flight. (2024). Ali, Shoaib ; Naveed, Muhammad ; Xiaoyang, XU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400299x. Full description at Econpapers \|\| Download paper
2024	Assessing the Bankruptcy Risks of Chinas Emerging Port Industries: Modeling and Early Warning. (2024). Mayburov, Igor ; Leontyeva, Yulia V ; Ying, Wang. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:3:p:776-800. Full description at Econpapers \|\| Download paper
2024	Do risky banks pay their employees more?. (2024). Weill, Laurent ; Strobel, Frank ; Lepetit, Laetitia. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2024-09. Full description at Econpapers \|\| Download paper
2024	Bank cost efficiency and credit market structure under a volatile exchange rate. (2024). Prokhorov, Artem B ; Parmeter, Christopher F ; Mamonov, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624001997. Full description at Econpapers \|\| Download paper
2024	Price limit relaxation and stock price crash risk: Evidence from China. (2024). An, Yunbi ; Jia, Shaoqing ; Yang, Liuyong ; Zhou, Fangzhao. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010875. Full description at Econpapers \|\| Download paper
2024	Influence of a wider trading range on stock price efficiency: Evidence from ChiNext stocks in China. (2024). Cai, Yingying ; Sun, Ping-Wen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001985. Full description at Econpapers \|\| Download paper
2024	CEO personality traits, strategic flexibility, and firm dynamics. (2024). Aabo, Tom ; Trigeorgis, Lenos ; Park, Jung Chul ; Wulff, Jesper N ; Pantzalis, Christos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001736. Full description at Econpapers \|\| Download paper
2024	Female CEOs with a squeeze of narcissism: A perfect cocktail for corporate performance?. (2024). Aabo, Tom ; Ronnow, Sara Korsdal. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004999. Full description at Econpapers \|\| Download paper
2024	Explaining differences in CEO gender diversity across industries: Do personality traits matter?. (2024). Aabo, Tom ; Krog, Sara Husted ; Hansen, Malene ; Kynde, Katrine. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000589. Full description at Econpapers \|\| Download paper
2024	Entrepreneurial traits: a systematic literature review. (2024). Thai, Quoc Hoang ; Mai, Khuong Ngoc. In: Management Review Quarterly. RePEc:spr:manrev:v:74:y:2024:i:4:d:10.1007_s11301-023-00370-4. Full description at Econpapers \|\| Download paper
2024	Give me uncertainty, and I will shine: CEO narcissism and corporate performance. (2024). Hj, Katrine ; Kirch, Theodor Roe ; Aabo, Tom. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000632. Full description at Econpapers \|\| Download paper
2024	Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets. (2024). Fabre, Timoth'Ee ; Toke, Ioane Muni. In: Papers. RePEc:arx:papers:2401.09361. Full description at Econpapers \|\| Download paper
2024	Cross-cryptocurrency return predictability. (2024). Wang, YU ; Guo, LI ; Tu, Jun ; Sang, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551. Full description at Econpapers \|\| Download paper
2024	Investigating the role of emissions trading system in reducing enterprise energy intensity: Evidence from China. (2024). Zhang, Yue-Jun ; Shi, Wei ; Liu, Jing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007138. Full description at Econpapers \|\| Download paper
2024	Coskewness and the short-term predictability for Bitcoin return. (2024). Chen, Yan ; Liu, Yakun ; Zhang, Feipeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008818. Full description at Econpapers \|\| Download paper
2024	Bail-ins and market discipline: Evidence from China. (2024). Gong, Di ; Li, Shanshan ; Lu, Liping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:51-68. Full description at Econpapers \|\| Download paper
2024	Information leakage prior to market switches and the importance of Nominated Advisers. (2024). Tsalavoutas, Ioannis ; Synapis, Angelos ; Siganos, Antonios. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002257. Full description at Econpapers \|\| Download paper
2024	Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754. Full description at Econpapers \|\| Download paper
2024	Local predictability of stock returns and cash flows. (2024). Chen, LI ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000203. Full description at Econpapers \|\| Download paper
2024	Corporate Fundamentals and Stock Price Co-Movement. (2024). Zhao, Yang ; Jiang, Jiawei ; Wang, Lyuhong. In: Papers. RePEc:arx:papers:2411.03922. Full description at Econpapers \|\| Download paper
2024	A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?. (2024). Xiong, Tao ; Li, Miao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:281-301. Full description at Econpapers \|\| Download paper
2024	Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19. (2024). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; Usman, Muhammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:281-293. Full description at Econpapers \|\| Download paper
2024	Bank competition and firm greenwashing: Evidence from China. (2024). Sun, Yabin. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400309x. Full description at Econpapers \|\| Download paper
2024	Foreign bank entry and the outward foreign direct investment of companies: evidence from China. (2024). Liu, Zihan ; Yi, Zhimin ; Shang, Hua. In: Journal of International Business Studies. RePEc:pal:jintbs:v:55:y:2024:i:7:d:10.1057_s41267-024-00693-8. Full description at Econpapers \|\| Download paper
2024	Exporting corporate social responsibility: Evidence from foreign bank entry. (2024). Zheng, Xiaojia ; Shen, Yanyan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923000835. Full description at Econpapers \|\| Download paper
2024	Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers \|\| Download paper
2024	Is there a time-series momentum effect in the Asian crude oil futures market?. (2024). Li, Yuqi ; He, Xiaoxiao ; Zhong, Hao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002245. Full description at Econpapers \|\| Download paper
2024	Climate transition risk, environmental news coverage, and stock price crash risk. (2024). Zhou, QI ; Li, Rongnan ; Gan, Kai. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005891. Full description at Econpapers \|\| Download paper
2024	Internal control risk disclosure, media coverage and stock price crash risk: Evidence from China. (2024). Zhu, Jiajun ; Tan, Hongping ; Gao, Jing. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:55:y:2024:i:c:s1467089524000435. Full description at Econpapers \|\| Download paper
2024	Constructing Bayesian tangency portfolios under short-selling restrictions. (2024). Niklasson, Vilhelm ; Bodnar, Taras. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324000953. Full description at Econpapers \|\| Download paper
2024	Combating extreme weather through operations management: Evidence from a natural experiment in China. (2024). , Peter ; Zhu, Minghao ; Liang, Chen ; Cheng, T. C. E., . In: International Journal of Production Economics. RePEc:eee:proeco:v:267:y:2024:i:c:s0925527323003055. Full description at Econpapers \|\| Download paper
2024	Flooded credit markets: physical climate risk and small business lending. (2024). Rho, Caterina ; Fatica, Serena ; Barbaglia, Luca. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:186. Full description at Econpapers \|\| Download paper
2024	Smart Natural Disaster Relief: Assisting Victims with Artificial Intelligence in Lending. (2024). Zheng, Zhiqiang ; Liu, Yidi. In: Information Systems Research. RePEc:inm:orisre:v:35:y:2024:i:2:p:489-504. Full description at Econpapers \|\| Download paper
2024	Air pollution and bank risk taking: Evidence from China. (2024). Pan, Zhilei ; Li, Shouwei ; Gong, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s154461232400624x. Full description at Econpapers \|\| Download paper
2024	Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Zhou, Weili ; Hanauer, Matthias X ; Jansen, Maarten. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x. Full description at Econpapers \|\| Download paper
2024	Wealthy individual investors and stock marketsâ tail risk. (2024). Zhang, Bin ; Yang, HU ; Lu, Rong ; Yu, HE. In: PLOS ONE. RePEc:plo:pone00:0282173. Full description at Econpapers \|\| Download paper
2024	Early exercise, implied volatility spread and future stock return: Jumps bind them all. (2024). Garrett, Ian ; Gazi, Adnan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:720-743. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	A GARCH model with two volatility components and two driving factors. (2024). Ballestra, Luca Vincenzo ; Tezza, Christian ; D'Innocenzo, Enzo. In: Papers. RePEc:arx:papers:2410.14585. Full description at Econpapers \|\| Download paper
2024	Extreme temperatures and the profitability of large European firms. (2024). Poncela, Maria Pilar ; Enzo, Gian Pietro ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44217. Full description at Econpapers \|\| Download paper
2024	Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427. Full description at Econpapers \|\| Download paper
2024	Does climate change matter for bank profitability? Evidence from China. (2024). Lee, Chien-Chiang ; Zhang, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001827. Full description at Econpapers \|\| Download paper
2024	Is more always better? Information acquisition and stock price crash risk. (2024). Yu, Simon ; Tiwari, Moumita ; Jain, Ankit. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000570. Full description at Econpapers \|\| Download paper
2024	An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239. Full description at Econpapers \|\| Download paper
2024	Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963. Full description at Econpapers \|\| Download paper
2024	Jump tail risk exposure and the cross-section of stock returns. (2024). Alexiou, Lykourgos ; Rompolis, Leonidas S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000999. Full description at Econpapers \|\| Download paper
2024	Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043. Full description at Econpapers \|\| Download paper
2024	Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x. Full description at Econpapers \|\| Download paper
2024	Political uncertainty and stock price crash risk: Insights from state-elections in an emerging market. (2024). Wadhwa, Kavita ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400351x. Full description at Econpapers \|\| Download paper
2024	Climate stress testing for mortgage default probability. (2024). Zanin, Luca ; Calabrese, Raffaella ; Thorburn, Connor Innes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004290. Full description at Econpapers \|\| Download paper
2024	Can higher federal funds rates control mortgage lending during periods of high inflation and high house prices?. (2024). Islam, Mohammad Saiful ; Koch, Jascha-Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008791. Full description at Econpapers \|\| Download paper
2024	Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257. Full description at Econpapers \|\| Download paper
2024	Increase or decrease: Customer digital transformation and supplier cost stickiness. (2024). Liu, Yingqi ; Wang, Xizi ; Guo, Siyuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002592. Full description at Econpapers \|\| Download paper
2024	Volatility-managed portfolios in the Chinese equity market. (2024). Li, Junye ; Wang, Chuyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003263. Full description at Econpapers \|\| Download paper
2024	The impact of foreign institutional investors on the information content of Chinese stock prices. (2024). Yu, Meixia ; Xie, Jun ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005847. Full description at Econpapers \|\| Download paper
2024	Global banking systems, financial stability, and uncertainty: How have countries coped with geopolitical risks?. (2024). Trinh, Hai Hong ; Tran, Thao Phuong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006397. Full description at Econpapers \|\| Download paper
2024	Climate vulnerability and capital structure: Moderating effect of financial development, financial constraints, and 2015 Paris Agreement. (2024). Ho, Hoai Thu ; Phung, Nam Duc ; Hai, Ly Thi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007032. Full description at Econpapers \|\| Download paper
2024	The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques. (2024). Gao, Wang ; Zhang, Hongwei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004013. Full description at Econpapers \|\| Download paper
2024	Twitter Economic Uncertainty and Herding Behavior in ESG Markets. (2024). Koutmos, Dimitrios. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:502-:d:1516484. Full description at Econpapers \|\| Download paper
2024	Information disclosure ratings and stock price crash risk. (2024). Shen, Xixi ; Lo, Chia Chun ; Karathanasopoulos, Andreas ; Ho, Kung-Cheng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01305-0. Full description at Econpapers \|\| Download paper
2024	Heroes or Villains? Culturally endorsed charismatic leadership style and stock price crash risk. (2024). Leledakis, George ; Gaganis, Chrysovalantis ; Pyrgiotakis, Emmanouil G ; Pasiouras, Fotios. In: MPRA Paper. RePEc:pra:mprapa:122898. Full description at Econpapers \|\| Download paper
2024	Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202450. Full description at Econpapers \|\| Download paper
2024	Sustainability and the domestic credit market: worldwide evidence. (2024). Sol Murta, FÃ¡tima ; Gama, Paulo Miguel. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00282-y. Full description at Econpapers \|\| Download paper
2024	Data assetization and capital market information efficiency: evidence from Hidden Champion SMEs in China. (2024). Chen, Lili. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00401-w. Full description at Econpapers \|\| Download paper
2024	Influential assets in Large-Scale Vector AutoRegressive Models. (2024). Trimborn, Simon ; Zhang, Kexin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240080. Full description at Econpapers \|\| Download paper
2024	VIX option pricing through nonaffine GARCH dynamics and semianalytical formula. (2024). Zhang, Yuanyuan ; Wang, QI ; Liu, Junting. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1189-1223. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Credit 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
2023	Particle 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
2023	A simulated electronic market with speculative behaviour and bubble formation. (2023). Cofre, Nicolas ; Mosionek-Schweda, Magdalena. In: Papers. RePEc:arx:papers:2311.12247. Full description at Econpapers \|\| Download paper
2023	Real-time monitoring with RCA models. (2023). Trapani, Lorenzo ; Horv, Lajos. In: Papers. RePEc:arx:papers:2312.11710. Full description at Econpapers \|\| Download paper
2023	Is 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
2023	Joint dynamics of stock returns and cash flows: A timeâvarying presentâvalue framework. (2023). Yan, Yayi ; Yu, Deshui. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:513-541. Full description at Econpapers \|\| Download paper
2023	Estimating contagion mechanism in global equity market with timeâzone effect. (2023). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:543-572. Full description at Econpapers \|\| Download paper
2023	Leased capital and the investment-q relation. (2023). Li, Kai ; You, Linqing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000032. Full description at Econpapers \|\| Download paper
2023	Cross-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
2023	Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; Bai, LU ; He, Lidan ; 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
2023	Attention 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
2023	Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Xu, Yahua ; Bouri, Elie ; Zhang, Dingsheng ; Wang, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199. Full description at Econpapers \|\| Download paper
2023	Cross-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
2023	Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach. (2023). Barua, Ronil ; Sharma, Anil K. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008875. Full description at Econpapers \|\| Download paper
2023	Do world stock markets âjumpâ 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
2023	Fund 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
2023	Bayesian 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
2023	Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Chiu, Junmao ; Lien, Donald. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725. Full description at Econpapers \|\| Download paper
2023	International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Zhang, Huajing ; Liu, Hongkui ; Jiang, Fuwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329. Full description at Econpapers \|\| Download paper
2023	Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Ding, YI ; Liu, Xinhong ; 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
2023	Particle 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	Structural Analysis of Projected Networks of Shareholders and Stocks Based on the Data of Large Shareholdersâ Shareholding in Chinaâs Stocks. (2023). Huang, Yajing ; Liu, Ruijie. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:6:p:1545-:d:1104179. Full description at Econpapers \|\| Download paper
2023	A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks. (2023). wu, desheng ; Li, Lei ; Qin, Kun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6123-:d:1114244. Full description at Econpapers \|\| Download paper
2023	Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks. (2023). Stephan, Andreas ; Sahamkhadam, Maziar ; LÃ¶Ã¶f, Hans ; Dahlstrom, Petter ; Loof, Hans. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0492. Full description at Econpapers \|\| Download paper
2023	Stock market anomalies and machine learning across the globe. (2023). Azevedo, Vitor ; Mueller, Sebastian ; Kaiser, Georg Sebastian. 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
2023	The impacts of economic policy uncertainty on firm cash holding in China. (2023). Chen, Xin ; Li, Jiannan ; Shang, LI ; Tang, Decai ; Xu, Jiayi ; Boamah, Valentina ; Deng, Zixuan. In: PLOS ONE. RePEc:plo:pone00:0293306. Full description at Econpapers \|\| Download paper
2023	Can digital transformation reduce corporate stock price crashes?. (2023). Ren, Changman ; Li, Xiangqian ; Zhao, Xing. In: PLOS ONE. RePEc:plo:pone00:0295793. Full description at Econpapers \|\| Download paper
2023	How to measure earnings surprises: Based on revised market reaction. (2023). Pan, Qin ; Huang, Kai. In: PLOS ONE. RePEc:plo:pone00:0296394. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	COVID 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
2022	A reâexamination of the US insurance markets capacity to pay catastrophe losses. (2022). Dionne, Georges ; Desjardins, Denise. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:25:y:2022:i:4:p:515-549. Full description at Econpapers \|\| Download paper
2022	Boosting carry with equilibrium exchange rate estimates. (2022). Rubaszek, MichaÅ ; Ca' Zorzi, Michele ; Beckmann, Joscha ; Kwas, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20222731. Full description at Econpapers \|\| Download paper
2022	Bitcoin unchained: Determinants of cryptocurrency exchange liquidity. (2022). Riordan, Ryan ; Mestel, Roland ; Theissen, Erik ; 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
2022	Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate. (2022). Long, Shaobo ; Zhang, Rui ; Hao, Jing. 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
2022	A new momentum measurement in the Chinese stock market. (2022). Li, Yan ; Liang, Chao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000543. Full description at Econpapers \|\| Download paper
2022	Banking Risks in the Asset and Liability Management System. (2022). Shevchenko, Valentyna ; Yudina, Olena ; Olshanskiy, Oleksandr ; Lysiak, Liubov ; Masiuk, Iuliia ; Chynchyk, Anatolii. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:265-:d:836170. Full description at Econpapers \|\| Download paper
2022	Earnings management model for Visegrad Group as an immanent part of creative accounting. (2022). Durana, Pavol ; Kovacova, Maria ; Hrosova, Lenka ; Horak, Jakub. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:4:p:1143-1176. Full description at Econpapers \|\| Download paper
2022	A re-examination of the U.S. insurance marketâs 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

Year	Citing document
2021	Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets. (2021). Howison, Sam ; Cucuringu, Mihai ; Albers, Jakob ; Shestopaloff, Alexander Y. In: Papers. RePEc:arx:papers:2108.09750. Full description at Econpapers \|\| Download paper
2021	Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Alexander, Carol ; Chen, XI. In: Papers. RePEc:arx:papers:2109.04793. Full description at Econpapers \|\| Download paper
2021	Forex Trading Volatility Prediction using Neural Network Models. (2021). Liao, Shujian ; Chen, Jian ; Ni, Hao. In: Papers. RePEc:arx:papers:2112.01166. Full description at Econpapers \|\| Download paper
2021	Performance 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
2021	Firm uncertainty and corporate policies: The role of stock return skewness. (2021). Xie, Yutong ; Easterwood, John C ; Paye, Bradley S. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001541. Full description at Econpapers \|\| Download paper
2021	Economic policy uncertainty and stock market returns: New evidence. (2021). Chen, Zhonglu ; Xu, Yongan ; Wang, Jianqiong ; Liang, Chao. 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
2021	Extendible 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
2021	Forecasting 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
2021	How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Sehgal, Sanjay ; Sobti, Neharika ; Ilango, Balakrishnan. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209. Full description at Econpapers \|\| Download paper
2021	Dark 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
2021	Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting. (2021). Valls Pereira, Pedro ; TrucÃos, Carlos ; 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
2021	Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program. (2021). Wang, Shujing ; John, K C ; Liu, Clark. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000601. Full description at Econpapers \|\| Download paper
2021	Risk-adjusted valuation for real option decisions. (2021). Ward, Charles ; Alexander, Carol ; 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
2021	Institutional 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
2021	Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets. (2021). NEKHILI, Ramzi ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002749. Full description at Econpapers \|\| Download paper
2021	Order Routing Decisions for a Fragmented Market: A Review. (2021). Mishra, Suchismita ; Zhao, LE. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:556-:d:680965. Full description at Econpapers \|\| Download paper
2021	Sustainable Human Resource Management and Generational Diversity: The Importance of the Age Management Pillars. (2021). Babeova, Zdenka Gyurak ; Vraakova, Natalia ; Chlpekova, Andrea. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8496-:d:604405. Full description at Econpapers \|\| Download paper
2021	What Factors Affect the RMB Carry Trade Return for Sustainability? An Empirical Analysis by Using an ARDL Model. (2021). Zhang, Ziyun ; Guo, Sen. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13533-:d:696934. Full description at Econpapers \|\| Download paper
2021	The 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
2021	Understanding corporate default using Random Forest: The role of accounting and market information. (2021). Filomeni, Stefano ; Modina, Michele ; Bitetto, Alessandro. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0205. Full description at Econpapers \|\| Download paper
2021	Forecasting 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
2021	Fractional cointegration in bitcoin spot and futures markets. (2021). Xu, Ke ; Zheng, Xinwei ; Wu, Jinghong ; Chen, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1478-1494. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	International Review of Financial Analysis / Elsevier	86	752
2	Papers / arXiv.org	95	657
3	Finance Research Letters / Elsevier	87	612
4	International Review of Economics & Finance / Elsevier	65	514
5	The North American Journal of Economics and Finance / Elsevier	52	435
6	Journal of Empirical Finance / Elsevier	85	398
7	Research in International Business and Finance / Elsevier	58	382
8	Energy Economics / Elsevier	175	379
9	Pacific-Basin Finance Journal / Elsevier	60	375
10	Journal of International Financial Markets, Institutions and Money / Elsevier	73	305
11	Journal of Banking & Finance / Elsevier	184	295