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Journal of Empirical Finance / Elsevier

Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
86
Impact Factor (IF)
1.19
5 Years IF
1.23
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 2216 3 9 0 0 0 3 0.5 0.06
1994 0.5 0.14 0.5 0.5 10 16 456 6 17 6 3 6 3 0 3 0.3 0.07
1995 1.19 0.22 0.8 1.19 14 30 333 23 41 16 19 16 19 2 8.7 2 0.14 0.1
1996 1 0.24 1.33 1.43 18 48 1452 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 1647 53 163 32 15 48 44 7 13.2 6 0.46 0.11
1998 1.45 0.27 1.19 1.25 17 78 810 88 256 31 45 61 76 2 2.3 2 0.12 0.13
1999 1.47 0.29 1.6 1.36 23 101 823 155 418 30 44 72 98 6 3.9 5 0.22 0.14
2000 0.93 0.35 1.82 1.42 19 120 1395 212 636 40 37 85 121 18 8.5 4 0.21 0.16
2001 1.12 0.38 1.89 1.68 25 145 764 265 910 42 47 90 151 6 2.3 7 0.28 0.17
2002 0.89 0.39 1.92 1.36 26 171 875 320 1239 44 39 97 132 16 5 12 0.46 0.21
2003 1.04 0.43 2.34 1.42 26 197 2316 453 1700 51 53 110 156 18 4 34 1.31 0.21
2004 1.73 0.48 2.44 1.65 32 229 2243 534 2259 52 90 119 196 25 4.7 20 0.63 0.22
2005 1.83 0.51 2.39 1.59 30 259 1402 608 2877 58 106 128 204 18 3 20 0.67 0.23
2006 1.71 0.49 2.88 2 24 283 1243 798 3691 62 106 139 278 16 2 21 0.88 0.22
2007 1.39 0.44 2.5 1.93 35 318 1582 787 4485 54 75 138 267 21 2.7 20 0.57 0.2
2008 1.73 0.47 2.49 2.22 49 367 1812 896 5399 59 102 147 326 32 3.6 18 0.37 0.22
2009 1.75 0.46 2.35 1.94 60 427 2282 995 6401 84 147 170 330 35 3.5 18 0.3 0.23
2010 1.27 0.46 2.11 1.62 62 489 1692 1027 7435 109 138 198 321 52 5.1 11 0.18 0.2
2011 1.02 0.5 2.04 1.34 62 551 1788 1121 8559 122 125 230 308 32 2.9 24 0.39 0.23
2012 1.04 0.5 2.22 1.51 50 601 1023 1333 9895 124 129 268 404 53 4 19 0.38 0.21
2013 1.38 0.54 2.53 1.73 63 664 900 1679 11577 112 154 283 491 36 2.1 7 0.11 0.23
2014 1.02 0.53 2.62 1.64 67 731 1147 1909 13491 113 115 297 486 60 3.1 14 0.21 0.22
2015 1.07 0.52 2.36 1.53 64 795 1067 1876 15369 130 139 304 464 75 4 19 0.3 0.22
2016 1.27 0.5 2.23 1.47 102 897 1611 2002 17373 131 166 306 451 72 3.6 49 0.48 0.2
2017 1.17 0.51 2.15 1.24 64 961 973 2070 19443 166 195 346 430 47 2.3 23 0.36 0.2
2018 1.22 0.52 1.93 1.2 79 1040 1145 2006 21453 166 203 360 431 79 3.9 33 0.42 0.22
2019 1.21 0.53 1.86 1.23 61 1101 1044 2043 23497 143 173 376 461 43 2.1 26 0.43 0.21
2020 1.63 0.63 2.14 1.72 60 1161 568 2484 25981 140 228 370 636 65 2.6 22 0.37 0.3
2021 1.75 0.73 2.12 1.86 75 1236 552 2619 28600 121 212 366 681 86 3.3 24 0.32 0.27
2022 1.51 0.72 2.01 1.84 62 1298 198 2613 31213 135 204 339 624 44 1.7 9 0.15 0.22
2023 1.17 0.67 1.73 1.7 102 1400 353 2424 33638 137 160 337 572 105 4.3 29 0.28 0.19
2024 1.28 0.73 1.69 1.81 80 1480 108 2495 36134 164 210 360 651 67 2.7 28 0.35 0.22
2025 1.19 0.96 1.34 1.23 67 1547 11 2073 38207 182 216 379 465 72 3.5 10 0.15 0.28
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11993A long memory property of stock market returns and a new model. (1993). Engle, Robert ; Ding, Zhuanxin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:83-106.

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1813
21996The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles. In: Journal of Empirical Finance. RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192.

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746
32000Estimation 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.

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737
41997Intraday periodicity and volatility persistence in financial markets. (1997). Bollerslev, Tim ; Andersen, Torben. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:115-158.

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657
52003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection. (2003). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:5:p:603-621.

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591
62004Occasional 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.

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516
72004Investor 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.

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492
82008Robust 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.

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454
92009International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:4:p:632-639.

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429
102007Measuring financial contagion: A Copula approach. (2007). Rodríguez, Juan ; Rodriguez, Juan Carlos. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:3:p:401-423.

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426
112009Investor 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.

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376
121997Volatilities of different time resolutions -- Analyzing the dynamics of market components. (1997). von Weizsäcker, 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.

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374
131996The econometrics of financial markets. (1996). pagan, adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:3:y:1996:i:1:p:15-102.

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370
142003Emerging 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.

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368
152005Forecasting 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.

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354
161998Volatility 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.

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286
172004Market 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.

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260
181993Common 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.

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248
192009Understanding 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.

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242
202006Instability 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.

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235
212004Modelling daily Value-at-Risk using realized volatility and ARCH type models. (2004). Laurent, Sébastien ; Giot, Pierre. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:3:p:379-398.

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232
222007Firm-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.

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196
232003A 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.

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192
242014Political 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.

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186
252019Conditional 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.

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186
262002Market 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.

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181
271997The 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.

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181
282010Local 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.

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179
291994Testing 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.

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179
301999Forecasting 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.

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179
312019Forecasting 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.

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179
322003Univariate 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.

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167
332005Testing 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.

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167
341997High 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.

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164
352011Stock 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.

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159
362007Predictable 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.

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159
372001The specification of conditional expectations. (2001). Harvey, Campbell. In: Journal of Empirical Finance. RePEc:eee:empfin:v:8:y:2001:i:5:p:573-637.

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157
382000Sensitivity 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.

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147
392010A 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.

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145
402017Oil 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.

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143
412008Are 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.

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143
422003Predicting 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.

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138
432019Harnessing 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.

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138
44CAPM 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.

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132
452004The 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.

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132
461999Economic 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.

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132
472006In-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.

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131
481998International 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.

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128
492014On 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.

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128
50When 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.

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124
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11993A long memory property of stock market returns and a new model. (1993). 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

102
22000Estimation 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

76
32008Robust performance hypothesis testing with the Sharpe ratio. (2008). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:15:y:2008:i:5:p:850-859.

Full description at Econpapers || Download paper

74
42003Improved 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

68
52004Investor 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

66
62019Conditional 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

64
72014Political 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

64
82009Investor 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

63
92019Forecasting 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

54
102010Local 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
112009International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:4:p:632-639.

Full description at Econpapers || Download paper

45
122017Oil 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.

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42
131997Intraday 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.

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39
142018Female 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.

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37
152009Understanding 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.

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37
162021Investor 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.

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35
172016Local 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.

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34
182019Macro 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.

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32
192019Harnessing 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.

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32
201997Volatilities of different time resolutions -- Analyzing the dynamics of market components. (1997). von Weizsäcker, 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.

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31
212004Market 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.

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31
222016A 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.

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29
232011Nonparametric 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.

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29
242018Oil 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.

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29
252019Why 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.

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

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272015Does 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.

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282021On 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.

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292003Emerging 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.

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302021Media 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.

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312020Retail 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.

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26
322004Occasional 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.

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26
332010The effect of CEO power on bond ratings and yields. (2010). Jiraporn, Pornsit ; Liu, Yixin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:4:p:744-762.

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26
342012When 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.

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25
352010A 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.

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362014On 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.

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372017Can 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.

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24
382007Predictable 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.

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392007Measuring financial contagion: A Copula approach. (2007). Rodríguez, Juan ; Rodriguez, Juan Carlos. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:3:p:401-423.

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23
402007Firm-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.

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22
412013What 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.

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21
422006Instability 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.

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20
432018CRIX an Index for cryptocurrencies. (2018). Trimborn, Simon ; Härdle, Wolfgang ; Hardle, Wolfgang Karl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:107-122.

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20
442016Air pollution and stock returns: Evidence from a natural experiment. (2016). Lepori, Gabriele M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:35:y:2016:i:c:p:25-42.

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452011Regulatory underpricing: Determinants of Chinese extreme IPO returns. (2011). Tian, Lihui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:1:p:78-90.

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462011Corporate 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.

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18
472016Tests 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.

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18
482021Trading activity and price discovery in Bitcoin futures markets. (2021). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

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492017Does oil and gold price uncertainty matter for the stock market?. (2017). Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas ; Bams, Dennis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

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502021Drivers of economic and financial integration: A machine learning approach. (2021). Ng, Lilian ; Solnik, Bruno ; Akbari, Amir. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:82-102.

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Citing documents used to compute impact factor: 216
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2025Global digital transformation: discovering the impact of digitalization on income inequality in OECD countries, the moderating role of globalization. (2025). Appiah, Michael ; Li, Yaya ; Gyau, Emmanuel Baffour. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09843-2.

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2025Financial Inclusion as a Pathway to Poverty Alleviation and Equality in Latin America: An Empirical Analysis. (2025). Rubio, Jeniffer ; Len, Micaela. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:392-:d:1702374.

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2025Determinants of bank deposits under changing economic conditions in South Africa. (2025). Apau, Richard ; Sibindi, Athenia Bongani. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:14:y:2025:i:2:p:241-251.

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2025Non-linear dynamics of inflation aversion in the Euro Area: Evidence from a Panel Smooth Transition model. (2025). Agba, Komlan Eli. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003384.

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2025Inflation, financial development, and income/wealth inequality in the European Union. (2025). Simionescu, Mihaela. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:4:s0939362525000287.

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2025Financial development and the nexus between inflation and wealth inequality. (2025). Lin, Shu-Chin ; Liu, Peiyao ; Kim, Dong-Hyeon. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:80:y:2025:i:c:s1042444x2500026x.

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2025Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns. (2025). Serota, R A ; Farahani, Hamed. In: Papers. RePEc:arx:papers:2503.24241.

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2025Option pricing with a two-piece lognormal distribution. (2025). Vich-Llompart, Magdalena M ; Vitiello, Luiz. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325013753.

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2025Effect of financial contagion between real and financial sectors on asset bubbles: A two‐layer network game approach. (2025). Wang, Yuanyuan ; Xie, Xiao ; Fan, Ruguo ; Lin, Jinchai. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:1:p:393-408.

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2025Is green revenue vanity or sanity? Evidence from corporate cash holdings. (2025). Zhong, Rui ; Guo, Chenhao. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s105752192500105x.

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2025Corporate bond defaults and cross-regional investment: Evidence from China. (2025). Hu, Xun ; Xue, Cheng ; Zhao, Xiangfang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1514-1533.

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2025Financial crime and corporate social responsibility: Evidence from China. (2025). Xue, Qihang ; Zhao, Yaping ; Bai, Caiquan ; Wang, Huimin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002456.

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2025Social capital and FinTech lending: international evidence. (2025). Cavoli, Tony ; Khan, Isma ; Wali, G M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s104244312500126x.

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2025Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions. (2025). Amig, Jos M ; King, Juan C. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:3:p:49-:d:1747946.

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2025Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions. (2025). King, Juan C ; Amigo, Jose M. In: Papers. RePEc:arx:papers:2512.02036.

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2025Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks. (2025). Zhou, Yang ; Gong, Jue ; Wang, Gang-Jin ; Xie, Chi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000611.

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2025Interlocking directorates and firm performance: Evidence from China. (2025). Wang, Yan ; Huang, Difang ; Guo, Guangxin ; Chen, Muzi ; Wu, Boyao. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000707.

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2025Physical vs. Transition climate risks: Asymmetric effects on stock return predictability. (2025). Ma, Yong ; Zhou, Mingtao. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003539.

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2025Carbon transition risk and stock market premium. (2025). Luo, Qin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005459.

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2025Option-implied idiosyncratic skewness and expected returns: Mind the long run. (2025). Zhou, Mingtao ; Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000647.

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2025Enhancing stock market return predictability by using a novel autoencoder-based aggregate EPU index. (2025). Zhang, Zhi-Yu ; Li, Zhao-Chen ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002100.

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2025Merton (1976) implied jump. (2025). Fan, Zheqi ; Ruan, Xinfeng ; Yu, Junhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001654.

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2025News-based equity market uncertainty aligned: An informative predictor for gold market volatility. (2025). Ma, Yong ; Li, Shuaibing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000662.

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2025Asymmetric information, disagreement, and the valuation of debt and equity. (2025). Smith, Kevin ; Banerjee, Snehal ; Breon-Drish, Bradyn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000030.

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2025Investor clientele and intraday patterns in the cross section of stock returns. (2025). Mahmud, Syed ; Khan, Ali ; Haboub, Ahmad ; Chen, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01319-8.

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2025Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

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2025Market ambiguity, investor sentiment and market anomalies – Evidence from the Chinese A-share market. (2025). Yang, Baochen ; Gao, Qianran ; Li, Jiapeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005142.

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2025A gentle reminder: Should returns be interpreted as log differences?. (2025). Okorie, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007968.

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2025Covariance Matrix Estimation for Positively Correlated Assets. (2025). Liu, Weilong. In: Papers. RePEc:arx:papers:2507.01545.

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2025The impact of financial resilience on farmers’ entrepreneurial decision-making. (2025). Hong, Yan ; Kong, Rong ; Li, Mingliang ; Wang, DI. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05895-5.

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2025A Comprehensive Framework for Understanding the Influence of Macroeconomic Factors on Crowdfunding and Directions for Future Research. (2025). Wille, Nico. In: Journal of Economic Analysis. RePEc:bba:j00001:v:4:y:2025:i:3:p:111-141:d:442.

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2025CEO spin and the stock price crash. (2025). Zhou, Xue Mei ; Liu, Bin. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007093.

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2025The paradox of resource-richness: unraveling the effects on financial markets in natural resource abundant economies. (2025). Ahmed, Bilal ; Wahab, Salman ; Khan, Muhammad Kamran ; Imran, Muhammad ; Jijian, Zhang. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00696-2.

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2025A novel deep learning approach to enhance creditworthiness evaluation and ethical lending practices in the economy. (2025). Cai, Helen Huifen ; Innab, Nisreen ; Wang, Danni ; Ciano, Tiziana ; Ahmadian, Ali ; Qian, Xiaoyan. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:2:d:10.1007_s10479-024-05849-1.

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2025Green policies and financial development in G7 economies: An in‐depth analysis of environmental regulations and green economic growth. (2025). Wang, Wenjuan ; Imran, Muhammad ; Ali, Kishwar ; Sattar, Abdul. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:2:p:1081-1107.

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2025Non‐linear nexus of mineral rents, coal rents, foreign direct investment, and environmental sustainability: Importance of institutional quality in E‐7 nations. (2025). Alofaysan, Hind ; Wang, Yaode ; Qing, Lingli ; Li, Peng ; Mehmood, Usman. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:3:p:2393-2414.

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2025Sustainable development in ASEAN: The role of trade diversification, government revenue, and natural resources. (2025). Ma, Lin ; Alofaysan, Hind ; Arshad, Rimsha. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:3:p:3047-3076.

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2025Supervision by Distracted Institutional Investors and Majority Shareholder Tunnelling: Causal Evidence from China. (2025). Lin, Zihui ; Ding, Chante Jian. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:4:d:10.1007_s10690-024-09495-2.

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2025The textual similarity of news content and stock return synchronicity. (2025). Wu, Chongfeng ; Chen, Xing ; Huang, Rui. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000585.

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2025Tell less, get more? News topic concentration and stock market reaction. (2025). Huang, Rui ; Wu, Chongfeng. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325009985.

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2025FEMA declarations, local risk and cost of borrowing in california. (2025). Lazerson, Danielle S ; Tahsin, Salman. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-024-09693-8.

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2025Climate risk and corporate charitable donations –evidence from China. (2025). Chong, Cong ; Jiang, Huifeng ; Mo, Yan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001108.

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2025Financial Risks in Flooding: Bank Response to Climate-Induced Natural Disasters. (2025). Ryan, Alexander. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360730.

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2025Feeling the heat: The impact of temperature anomalies on corporate investment in China. (2025). Luo, Danglun ; Liu, Congcong. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002020.

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2025El Clasico of Housing: Bubbles in Madrid and Barcelona€™s Real Estate Markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gaomez-Puig, Marta ; Fernaandez-Paerez, Adrian. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2503.

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2025Private equity market dynamics: Beyond the surface. (2025). Daz, Antonio ; Esparcia, Carlos ; Tegtmeier, Lars. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002503.

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2025Market microstructure to enhance sustainable investment decision and asset growth through financial literacy. (2025). Satish, A B ; Nair, Arjun J ; Manohar, Sridhar ; Sharma, Nitika. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:14:y:2025:i:1:d:10.1186_s13731-025-00517-5.

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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2025Linear and nonlinear econometric models against machine learning models: realized volatility prediction. (2025). Kili, Rehim. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-61.

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2025SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111.

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2025Interpretable machine learning unveils nonlinear drivers of global energy risk spillovers: A TVP-VAR approach. (2025). Lai, Xiaobing ; Tang, Pan ; Zhang, Ditian. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001737.

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2025Coin impact on cross-crypto realized volatility and dynamic cryptocurrency volatility connectedness. (2025). Sahiner, Mehmet ; Korkusuz, Burak. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00881-x.

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2025Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data. (2025). Leong, Minhao ; Kwok, Simon ; Alexeev, Vitali. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000137.

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2025Corporate ESG disclosure and regulatory inquiry: Evidence from comment letters on annual reports. (2025). Tong, Yan ; Xu, Guoquan ; Li, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000282.

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2025Corporate unity culture and executives pay-performance sensitivity: Evidence from China. (2025). Yuan, Rongli ; Jiang, NA. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002392.

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2025Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility. (2025). Qiao, Gaoxiu ; Cui, Wanmei ; Zhou, Yijie ; Liang, Chao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:1:p:23-46.

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2025Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Plakandaras, Vasilios ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202518.

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2025Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Chakraborty, Tanujit ; Sengupta, Shovon ; Singh, Sunny Kumar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981.

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2025Supply chain strategic behavior and coordination with a risk-averse manufacturer under random yield and demand. (2025). Yu, Liangwei ; Tian, Boshi. In: International Journal of Production Economics. RePEc:eee:proeco:v:281:y:2025:i:c:s0925527324003499.

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2025Latent factor models for the Chinese commodity futures markets. (2025). Liu, Yanchu ; Zhou, Heyang ; Yang, Haisheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002276.

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2025Banking and monetary policy in a monetary union. (2025). Dia, Enzo ; Vanhoose, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001509.

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2025Exploring the agency cost of debt: risk, information flow, and CEO social ties. (2025). Thevenot, Maya ; Maslar, David A ; Javakhadze, David ; Hossain, Md Miran. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01312-1.

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2025CEOs narcissism and opportunistic insider trading. (2025). Jiang, Cheng ; John, J H ; Zhang, Jingyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001573.

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202550 shades of dark green: The nexus of narcissistic leadership and corporate greenwashing. (2025). Abdullah, Mohammad ; Wali, G M ; Turner, Jason. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003072.

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2025CEO narcissism and dividend policy. (2025). Han, Seung Hun ; Park, Moon Deok ; Song, Chanhoo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003216.

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2025Do investors see the darkness in narcissism?. (2025). Marquez-Illescas, Gilberto ; Triki, Anis. In: Advances in accounting. RePEc:eee:advacc:v:69:y:2025:i:c:s0882611025000446.

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2025On the time-varying relation between monetary policy uncertainty and bond risk premia. (2025). Yin, Ximing ; Li, Luyang ; Yu, Deshui. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005526.

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2025What does green bond prospectus communicate about credit spread?. (2025). Sharma, Udayan. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005306.

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2025Product market competition and R&D disclosure transparency: evidence from earnings communication conferences in China. (2025). He, Yuan ; Hao, Mengshu. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:21:y:2025:i:3:s1815566925000347.

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2025Predicting risk premiums: A constraint-based model. (2025). Qu, Yong ; Yuan, Ying ; Wang, Tianyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000696.

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2025Equity premium prediction: A constraint-based predictor decomposition approach. (2025). Qu, Yong ; Yuan, Ying ; Qiao, Sijia. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001267.

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2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

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2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

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2025Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model. (2025). Jiang, Kunliang ; Song, Jiashan ; Luo, Pengfei ; Wei, Siyao. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10621-5.

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2025Tail risk and Flight-to-Safety. (2025). Li, Xinyang. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-025-00407-1.

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2025Systemic risk in global FX markets: Measurement and determinants. (2025). Jiang, Yanting ; Chen, Yanghan ; Lin, Juan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001706.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2025Not only green: Sustainability and debt capital markets. (2025). Fatica, Serena ; Becker, Annette ; Rancan, Michela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000543.

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2025The role of venture capital funds in dissemination and development of innovation in Canada. (2025). Ressin, Marat. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:14:y:2025:i:1:d:10.1186_s13731-025-00555-z.

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2025The impact and mechanism of venture capital on the innovation performance of sci-tech enterprises: Evidence from chinese star market. (2025). Song, HE ; Li, Xiuzhen ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001040.

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2025Gender composition and conflicts of interest in the financial industry: Evidence from analysts’ target price optimism. (2025). Scarlat, Elvira ; Shields, Karin ; de Ricquebourg, Alan Duboise ; Charalambous, Andria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001049.

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2025Invisible threats: The impact of perceived political risk misalignment on firm’s operational resilience. (2025). Wang, Wenxuan ; Fang, Wei ; Feng, Taiwen ; Zhou, YI ; Liu, Yang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:200:y:2025:i:c:s1366554525002273.

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2025Sharing weal and woe: Do geopolitical risks affect corporate innovation? A global supply chain perspective. (2025). Huang, Ziyin ; Guo, Zhuopin ; Chen, Junsong. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005617.

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2025How does biodiversity risk affect digital transformation? Evidence from China’s manufacturing enterprises. (2025). Wang, Gang. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325014205.

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2025Uncovering the risk-return trade-off through ridge regressions. (2025). Arag, Vicent ; Alemany, Nuria ; Salvador, Enrique. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014491.

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2025The volatility puzzle of the beta anomaly. (2025). Barroso, Pedro ; Detzel, Andrew ; Maio, Paulo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000029.

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2025Momentum is still there conditional on volatility-amplified pessimism. (2025). Ghazi, Soroush ; Schneider, Mark ; Strauss, Jack. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000751.

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2025Integrating LSTM Networks with Neural Levy Processes for Financial Forecasting. (2025). Alruqimi, Mohammed ; di Persio, Luca. In: Papers. RePEc:arx:papers:2512.07860.

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2025Portfolio climate risk and fund flow performance. (2025). Lu, Shuai ; Li, Dong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015514.

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2025From polluter pays to polluter reborn: Exploring the economic and green implications of corporate carbon risk exposure. (2025). Wu, Sihong ; Tao, Miaomiao. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001409.

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2025Low carbon policies and the systemic risk of mutual funds — the case of the “double carbon” target in China. (2025). Jiang, Shuyang ; Bao, Shangyan ; Wang, HU. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05996-1.

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2025Health and creativity: Evidence from corporate innovation. (2025). Wu, Yanhui ; Keng, Kelvin Jui ; Do, Truc. In: Research Policy. RePEc:eee:respol:v:54:y:2025:i:9:s0048733325001398.

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2025How air pollution influences corporate credit spreads: A pre-registered report. (2025). Ma, Yunbiao ; Shao, Jingcong ; Shi, Beibei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002057.

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2025Methodological ESG uncertainty in portfolio sorts. (2025). Henriquez-Salman, Ricardo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925003885.

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2025Spillover effects of US economic policy uncertainty on emerging markets: Evidence from transnational supply chains. (2025). Zhou, Shengjie ; Qin, QI ; Gao, Jieying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000265.

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2025Firms’ perceived trade policy uncertainty and management’s disclosure strategies: Evidence from financial statement comparability. (2025). Zhang, Zhichao ; Sun, Bingzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005099.

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2025ESG and stock price crash risk revisited: Evidence from mandatory ESG disclosure policy in China. (2025). Zhu, Xiaoyu ; Gong, XU ; Sun, Ran ; Hao, Jing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000666.

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2025Sino–US trade frictions and corporate investment. (2025). Li, Dongning ; He, Jie. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004817.

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2025ICT innovation, information environment and stock price crash risk: Evidence from patent data. (2025). Dai, Pengyi ; Li, Haitong ; Wang, Yixuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005829.

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2025Credit availability of energy-intensive industries in emerging economies: Do financially established firms have better access to credit?. (2025). Li, Ziyao ; Su, Taoyong ; Lei, Xinghui ; Zhang, Jintao. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002579.

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2025Stablecoins, money market funds and monetary policy. (2025). Ferrari Minesso, Massimo ; Gambacorta, Leonardo ; Cornelli, Giulio ; Aldasoro, Iñaki ; Habib, Maurizio Michael. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000400.

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2025Are retail prime money market fund investors increasingly more sensitive to stress events?. (2025). Anadu, Kenechukwu ; Oefele, Nico ; Lu, Lina ; Levin, John ; Malfroy-Camine, Antoine. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003118.

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2025Is carbon price uncertainty priced in the corporate bond yield spreads? Evidence from Chinese corporate bond markets. (2025). Ye, Yanyi ; Wang, Han ; Li, Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925007057.

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2025The hidden cost of firm-level political risk: Impairing liquidity in corporate bond markets. (2025). Pham, Thu Phuong ; Liu, Yanlin ; Yang, Jiaxin. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325013169.

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2025Asset Allocation, Diversification, and Co-Movement Effects: A Global Analysis of Bonds and Equities Issued by the Same Firm. (2025). Clarkson, Peter ; Liu, Lewis. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:6:d:10.1057_s41260-025-00422-2.

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2025Can employee welfare policies insure workers against fluctuations in employment?. (2025). Loncan, Tiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001178.

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2025Revisiting Shimizu et al. (2004): What do we know and what should we know about cross-border mergers and acquisitions?. (2025). Wiedemann, Manuel ; Ippendorf, Niko ; Knyphausen-Aufsess, Dodo. In: Review of Managerial Science. RePEc:spr:rvmgts:v:19:y:2025:i:8:d:10.1007_s11846-024-00813-6.

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2025Forecasting the realized variance in the presence of intraday periodicity. (2025). Hizmeri, Rodrigo ; Izzeldin, Marwan ; Maria, Ana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002565.

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2025Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes. (2025). Urga, Giovanni ; Izzeldin, Marwan ; Hizmeri, Rodrigo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000167.

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2025Forecasting volatility of China’s crude oil futures based on hybrid ML-HAR-RV models. (2025). Zhu, Tingting ; Ma, Xiaoqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000683.

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2025Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index. (2025). Lu, Shan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:771-801.

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2025Towards the estimation of ESG ratings: A machine learning approach using balance sheet ratios. (2025). Cini, Federico ; Ferrari, Annalisa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400446x.

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2025Can we enhance investment with ESG?. (2025). Cai, Charlie X ; Rudkin, Wanling ; Zhou, You. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007087.

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2025The impact of ESG investment on fund performance: Evidence from mutual fund style drift. (2025). Lin, Jiayu ; Pan, Dongliang ; Sha, Yezhou. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000447.

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2025Disaggregated ESG Risk in European Asset Pricing Based on ESG Leaders Data. (2025). Salzmann, Eleonora. In: ACTA VSFS. RePEc:prf:journl:v:19:y:2025:i:2:p:204-233.

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2025Containing risks posed by leverage in alternative investment funds. (2025). Weistroffer, Christian ; Ferrari, Massimo ; Bouveret, Antoine ; Raillon, Franck ; Okseniuk, Dorota ; Schmidt, Daniel Jonas ; Schfer, Annegret ; Darpeix, Pierre-Emmanuel ; Grill, Michael ; Vivar, Luis Molestina. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202528.

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2025Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

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2025Asymmetric Causality between Economic Uncertainty and Financial Development: Empirical Evidence. (2025). Murdipi, Rafiqa. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:15:p:1308-1314.

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2025The impact of digital inclusive finance on alternate irrigation technology innovation: From the perspective of the catfish effect in financial markets. (2025). Sha, Yanfei ; Sun, Hongwu ; Song, Jiahui ; Jiang, Yanjun ; Meng, Shilong. In: Agricultural Water Management. RePEc:eee:agiwat:v:312:y:2025:i:c:s0378377425001374.

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2025Exploring the non-linear dynamics between Commercial Real Estate and systemic risk. (2025). Kladakis, George ; Lux, Nicole ; Skouralis, Alexandros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000295.

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2025Herding Spillover Effects in US REIT Sectors. (2025). GUPTA, RANGAN ; Ngene, Geoffrey M ; Babalos, Vassilios ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202531.

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2025Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x.

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2025Quantile spillover effects and sector dynamics in U.S. stock markets: Normal vs. extreme market conditions. (2025). Choi, Sun-Yong ; Noh, Eunjung ; Kim, Dong-Jun. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325008670.

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2025Spillovers from oil price uncertainty to Chinese sectoral stock returns: New insights from effective transfer entropy. (2025). Zhao, Yunning ; Xu, Wen ; Xiao, Jihong ; Liu, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925006416.

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2025Annual report tone and bank risk-taking behavior: Evidence from China. (2025). Wei, Mingye ; Jing, Haozhe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001370.

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2025Carbon emissions, financial stability and bank profitability in non-crisis years. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125566.

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2025Predicting European banks distress events: Do financial information producers matter?. (2025). de Comres, Quentin Bro. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005046.

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2025How diversification shapes full-fledged Islamic bank Stability? A causal inference approach. (2025). Haddou, Samira ; Boughrara, Adel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025005301.

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2025Does party organization construction improve chinese banks stability? Evidence from a new textual index. (2025). Jing, Zhongbo ; Wu, Yifei ; Wei, Mingye. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pb:s1043951x25001993.

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2025Robo-advisory services and bank risk: Evidence from Chinese commercial banks. (2025). Dong, Zhiyong ; Wu, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pa:s1544612325015508.

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2025Asymmetric effectiveness of price limits: evidence from a quasi-natural experiment. (2025). Tang, Siyuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01333-w.

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2025Price limits, investor asset allocation, and price volatility: Evidence from China’s registration-based IPO reform. (2025). Shi, Peiyao ; Li, Zixian ; Hou, Wanyue ; Liu, Zhaoda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000133.

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2025Predicting Cross-border Merger and Acquisition Completion through CEO Characteristics: A Machine Learning Approach. (2025). Dai, Jian ; Cheng, Cong. In: Management International Review. RePEc:spr:manint:v:65:y:2025:i:1:d:10.1007_s11575-024-00562-4.

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2025Do CEOs with elite education matter? Evidence from shareholder value in mergers and acquisitions. (2025). Ke, Dun-Yao ; Ngoc, Thi Bao ; Su, Xuan-Qi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000058.

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2025CEO and CFO conscientiousness and working capital management during global financial crisis. (2025). Deshpande, Shreesh ; Svetina, Marko ; Zhu, Pengcheng. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000073.

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2025Through the eyes of the leader: CEO big five personality traits and financial reporting quality. (2025). Liu, Yun ; Chen, Shiqiang ; Cao, Huijuan ; Tsang, Albert. In: Journal of Business Research. RePEc:eee:jbrese:v:200:y:2025:i:c:s014829632500476x.

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2025From stethoscopes to boardrooms: CEOs’ medical degree and merger performance. (2025). Unsal, Omer. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:21:y:2025:i:3:s1815566925000554.

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2025Bank executive incentives and liquidity creation: Evidence from China. (2025). Song, Yiran ; Li, Minghui. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s105752192500064x.

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2025Chinas debt market: Evolution, regulation, and global integration. (2025). Zhou, Qing ; Qian, Meijun ; Cheng, Feiyang ; Gao, Haoyu ; Pan, Xiaofei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000885.

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2025Correlation between upstreamness and downstreamness in random global value chains. (2025). Bartolucci, Silvia ; Vivo, Pierpaolo ; Caravelli, Francesco ; Caccioli, Fabio. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127637.

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2025Correlation between upstreamness and downstreamness in random global value chains. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Caravelli, Francesco ; Vivo, Pierpaolo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:233:y:2025:i:c:s0167268125000654.

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2025Creating value through corporate social responsibility: The role of foreign institutional investors in Chinese listed firms. (2025). Yang, Tina ; Li, Yunhe ; Liu, YU ; Miletkov, Mihail. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s092753982500043x.

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2025Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets?. (2025). Romagnoli, Silvia ; Bartolini, Nicola ; Santini, Amia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000945.

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2025The stock market impact of volatility hedging: Evidence from end-of-day trading by VIX ETPs. (2025). Kokholm, Thomas ; Bangsgaard, Christine. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001761.

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2025Short selling and product market competition. (2025). Matta, Rafael ; Rocha, Sergio H ; Vaz, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002498.

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2025Option price asymmetry, speculation and stock short-sale cost. (2025). Zhang, Yuanyi ; Ma, Jiantao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001591.

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2025Impact of regional digital economy on default recovery: Evidence from China. (2025). Chen, Muzi ; Li, Geng ; Yang, Xiaoguang ; Trainor, William J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003259.

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2025Banks, freedom, and political connections: New evidence from around the world. (2025). Kuchciak, Iwa ; Kozowski, Ukasz ; Cegowski, Bartomiej ; Jackowicz, Krzysztof. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001384.

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2025DIGITALIZATION AS CATALYSTS OF CHANGE IN FINANCE, ACCOUNTING, AND REPORTING: UNCOVERING SYMBIOTIC RELATIONSHIPS AMONG FINANCIAL FACTORS. (2025). Lulaj, Enkeleda. In: Studies in Business and Economics. RePEc:blg:journl:v:20:y:2025:i:1:p:97-124.

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2025Common institutional ownership and R&D manipulation. (2025). Wang, Shihao ; Guo, Mengting ; Maqsood, Umer Sahil ; Chen, Xuezhao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:217:y:2025:i:c:s0040162525001982.

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2025A system of time-varying models for predictive regressions. (2025). Yan, Yayi ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000441.

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2025Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach. (2025). Guo, Yangli ; Luo, Qin ; Ma, Feng ; Zhong, Juandan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000592.

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2025Financial sustainability in the luxury industry across the Covid-19 pandemic: lessons from hierarchical methods. (2025). Cavicchioli, Maddalena ; Demaria, Fabio. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:6:d:10.1007_s11135-025-02202-x.

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2025Information content and sentiment: the role of environmental disclosure in stock price crash risk. (2025). Long, Wen ; Guo, Man ; Ma, Ruiqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003813.

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2025Corporate climate risk exposure and stock liquidity: New evidence based on heterogeneous environmental regulation. (2025). Qiu, Yixin ; Ding, Qian ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003459.

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2025Does textual risk information from individual banks exacerbate systemic risk? Evidence from the Chinese banking system. (2025). Li, Zhinan ; Ren, Yaqi ; Shen, Peilong ; Zhang, Can. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002469.

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2025Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles. (2025). Sherwood, Ben ; Li, Shaobo. In: Papers. RePEc:arx:papers:2505.16019.

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2025Extreme conditional tail risk inference in ARMA–GARCH models. (2025). Ma, Yaolan ; Wei, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000946.

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2025Tail risk dynamics of banks with score-driven extreme value models. (2025). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000155.

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2025Improved Probability-Weighted Moments and Two-Stage Order Statistics Methods of Generalized Extreme Value Distribution. (2025). Araveeporn, Autcha. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:14:p:2295-:d:1703845.

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2025When risk defies order: On the limits of fractional stochastic dominance. (2025). Liebrich, Felix-Benedikt ; Laudag, Christian. In: Papers. RePEc:arx:papers:2509.24747.

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2025BondBERT: What we learn when assigning sentiment in the bond market. (2025). Cartlidge, John ; Chen, Jing ; Christodoulaki, Eva ; Gao, Zheng ; Barter, Toby. In: Papers. RePEc:arx:papers:2511.01869.

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2025Stealthy shorts: Informed liquidity supply. (2025). Goyal, Amit ; Reed, Adam V ; Smajlbegovic, Esad ; Soebhag, Amar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001631.

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2025Can digital finance change corporate capital structure?. (2025). Gao, Jiapin ; Hu, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005355.

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2025How does share repurchase reform optimize corporate recapitalization: A quasi-natural experiment in China. (2025). Chen, Jierong. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925007902.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2025Tech titans and crypto giants: Mutual returns predictability and trading strategy implications. (2025). Bouri, Elie ; Sokhanvar, Amin ; Kinateder, Harald ; Iftiolu, Serhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001756.

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2025Gold and Bitcoin as hedgers and safe havens: Perspective from nonlinear dynamics. (2025). Acikgoz, Turker. In: Resources Policy. RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000315.

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2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

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2025Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?. (2025). Stankov, Petar ; Enilov, Martin ; Wang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004089.

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2025Decoding systemic risks across commodities and emerging market stock markets. (2025). Karim, Sitara ; Ghorbel, Ahmed ; Ghallabi, Fahmi. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00732-1.

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2025Role of Economic Policy Uncertainty in Forecasting Gold Futures Volatility: Evidence From India. (2025). Sharma, Anil Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:1006-1022.

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2025The diminishing lustre: Golds market volatility and the fading safe haven effect. (2025). Faraj, Hussain ; Al-Sabah, Mariam ; McMillan, David. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000729.

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2025A Safe Haven Index. (2025). Dimpfl, Thomas ; Pena, Javier ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s1544612325011808.

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2025Optimizing asset allocation in the COVID-19 era: curtailing variance and VaR while enhancing sharpe ratio across conventional and green assets. (2025). Ramlall, Indranarain. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:7:d:10.1057_s41260-025-00424-0.

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2025Unlocking strategic alliances: The role of common institutional blockholders in promoting collaboration and trust. (2025). XIE, Jing ; Chemmanur, Thomas J ; Shen, Yao. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001359.

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2025Banking market deregulation and firm innovation: Evidence from foreign bank entry. (2025). Xing, Yanlin ; Shang, Hua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000913.

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2025Employee Overtime and Innovation Dilemma. (2025). Li, Caifu ; Fan, DI ; Yang, Jingjing. In: Journal of Business Ethics. RePEc:kap:jbuset:v:200:y:2025:i:3:d:10.1007_s10551-024-05918-2.

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2025Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion. (2025). Ding, Jiajun ; Ji, Yuanpu ; Zhang, Rongrong ; Sun, Jiaojiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000502.

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2025Investor network attention, information disclosure quality, and stock liquidity in enterprises. (2025). Zhou, Lianjie ; Xia, Sinan ; Cai, Jingyi ; Fu, Huilian. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005094.

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2025Competence and ambiguity aversion of heterogeneous investors. (2025). Lai, Christine W ; Lien, Donald ; Tsai, Shih-Chuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000150.

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2025Iron curtain echoes: The enduring impact of communism and crowdfunding. (2025). Nguyen, Thien Le-Hoang ; Hsieh, Hui-Ching. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001858.

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2025A correlation-robust shrinkage estimator: Oracle inequality and an application on out-of-sample factor selection. (2025). Sun, Chuanping. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003179.

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2025The use of robo-advisors in Italy: insights from a new survey. (2025). Vassallo, Pietro ; Stacchini, Massimiliano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_979_25.

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2025Using Large Language Models for Financial Advice. (2025). Meiler, Maximilian ; Hornuf, Lars ; Fieberg, Christian ; Streich, David J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11666.

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2025Creditor protection shocks and corporate cash holdings: Insights from online judicial auctions. (2025). Tian, Weilun ; Guo, Junru ; Wang, Jiarui ; Li, Dongyan. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002032.

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2025Price discovery through wrapped tokens. (2025). Johnson, William C ; Scharnowski, Stefan. In: Economics Letters. RePEc:eee:ecolet:v:257:y:2025:i:c:s0165176525005403.

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2025Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets?. (2025). Romagnoli, Silvia ; Bartolini, Nicola ; Santini, Amia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000945.

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2025On the time-varying relation between monetary policy uncertainty and bond risk premia. (2025). Yin, Ximing ; Li, Luyang ; Yu, Deshui. In: International Review of Financial Analysis. RePEc:eee:finana:v:106:y:2025:i:c:s1057521925005526.

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2025Coordinator or colluder: Institutional investor network and excess goodwill. (2025). Chen, Ziang ; Liu, Tingting ; Zhang, Junrui. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017659.

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2025From asking “would I be ready?” to “would I belong?”: Preparedness perceptions of forest and natural resources university students in the United States to enter the workforce. (2025). Knowles, Shanna ; Larasatie, Pipiet ; Chamlagain, Kamana ; Rubino, Elena. In: Forest Policy and Economics. RePEc:eee:forpol:v:178:y:2025:i:c:s1389934125001595.

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2025The Impact of Climate Change Risk on Corporate Debt Financing Capacity: A Moderating Perspective Based on Carbon Emissions. (2025). Liu, Ruizhi ; Wu, Mark. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:14:p:6276-:d:1697647.

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2025Investment universe-level returns to scale and active fund management. (2025). Rpetveit, Andreas. In: Discussion Papers. RePEc:hhs:nhhfms:2025_014.

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2024A 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.

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2024Extreme 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.

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2024Indirect 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.

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2024Does 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.

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2024Is 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.

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2024An 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.

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2024Is 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.

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2024Jump 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.

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2024Attention 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.

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2024Political 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.

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2024Sustainability and the domestic credit market: worldwide evidence. (2024). Sol Murta, Fátima ; Gama, Paulo Miguel. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00282-y.

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Recent citations received in 2023
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