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Citation Profile [Updated: 2026-07-12 11:58:33]
5 Years H Index
19
Impact Factor (IF)
0.16
5 Years IF
0.17
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1997 0 0.24 0 0 5 5 39 0 0 0 0 0 0.11
1998 0 0.28 0 0 9 14 58 0 5 5 0 0 0.13
1999 0.14 0.3 0.1 0.14 6 20 14 2 2 14 2 14 2 0 0 0.14
2003 0 0.43 0.21 0.47 18 38 84 8 23 0 15 7 0 0 0.21
2004 0.06 0.47 0.28 0.08 19 57 83 16 39 18 1 24 2 2 12.5 8 0.42 0.21
2005 0.16 0.51 0.16 0.16 18 75 20 12 51 37 6 37 6 0 0 0.23
2006 0.05 0.5 0.13 0.15 19 94 61 12 63 37 2 55 8 1 8.3 0 0.22
2007 0.14 0.44 0.22 0.2 13 107 93 24 87 37 5 74 15 1 4.2 0 0.2
2008 0.09 0.47 0.2 0.17 16 123 31 24 111 32 3 87 15 0 0 0.22
2009 0.14 0.46 0.17 0.18 15 138 36 24 135 29 4 85 15 2 8.3 0 0.23
2010 0.23 0.46 0.29 0.21 19 157 97 45 180 31 7 81 17 4 8.9 0 0.2
2011 0.18 0.5 0.19 0.17 21 178 27 34 214 34 6 82 14 4 11.8 1 0.05 0.23
2012 0.18 0.5 0.19 0.24 17 195 43 37 251 40 7 84 20 3 8.1 2 0.12 0.21
2013 0.21 0.53 0.24 0.23 16 211 55 51 302 38 8 88 20 3 5.9 1 0.06 0.23
2014 0.3 0.52 0.26 0.38 16 227 36 59 361 33 10 88 33 3 5.1 0 0.22
2015 0.25 0.52 0.25 0.36 13 240 36 59 420 32 8 89 32 1 1.7 5 0.38 0.22
2016 0.34 0.49 0.31 0.27 12 252 55 79 499 29 10 83 22 10 12.7 2 0.17 0.2
2017 0.36 0.51 0.22 0.32 14 266 21 59 558 25 9 74 24 1 1.7 1 0.07 0.2
2018 0.42 0.52 0.23 0.31 15 281 25 64 622 26 11 71 22 0 2 0.13 0.22
2019 0.17 0.53 0.24 0.36 26 307 92 74 696 29 5 70 25 4 5.4 9 0.35 0.21
2020 0.39 0.63 0.19 0.3 28 335 75 62 758 41 16 80 24 0 2 0.07 0.3
2021 0.65 0.72 0.26 0.51 29 364 72 96 854 54 35 95 48 2 2.1 3 0.1 0.26
2022 0.49 0.71 0.24 0.41 28 392 103 93 947 57 28 112 46 8 8.6 10 0.36 0.21
2023 0.67 0.66 0.23 0.48 36 428 82 97 1044 57 38 126 61 2 2.1 4 0.11 0.19
2024 0.91 0.71 0.38 0.74 39 467 43 179 1223 64 58 147 109 38 21.2 4 0.1 0.21
2025 0.81 0.94 0.37 0.65 58 525 9 194 1417 75 61 160 104 63 32.5 6 0.1 0.27
2026 0.16 0.09 0.17 31 556 0 50 1467 97 16 190 33 7 14 0
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12010Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97.

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60
22007Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227.

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47
32019Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7.

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39
41997Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124.

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31
52006Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344.

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30
62004Diversified Portfolios with Jumps in a Benchmark Framework. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:1-22.

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29
72007Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297.

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27
82004A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53.

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26
92013Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70.

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25
102015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304.

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25
111998Unconditional and Conditional Distributional Models for the Nikkei Index. (1998). Mittnik, Stefan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128.

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24
122016Speculative Futures Trading under Mean Reversion. (2016). Leung, Tim ; Wang, Zheng ; Li, Xin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9215-9.

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22
132019Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Sato, Seisho ; Nishimura, Kiyohiko G ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9.

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21
142023The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Shaik, Muneer ; Rehman, Mohd Ziaur. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5.

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20
152003Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Yamori, Nobuyoshi ; Harimaya, Kozo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376.

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20
162012Pricing Discrete Barrier Options Under Stochastic Volatility. (2012). Yamada, Toshihiro ; Shiraya, Kenichiro ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:205-232.

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20
172008The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Skully, Michael ; Ariff, Mohamed ; Ahmad, Rubi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272.

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20
182020Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Takaishi, Tetsuya ; Adachi, Takanori. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0.

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19
192016Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Bennett, Sara E ; Pradhan, Rudra P ; Nair, Mahendhiran ; Hall, John H. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x.

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19
202021Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y.

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18
212022Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Murshed, Muntasir ; Elheddad, Mohamed ; Ahmed, Rizwan ; Bassim, Mohga ; Than, Ei Thuzar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7.

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17
222023Did ESG Save the Day? Evidence From India During the COVID-19 Crisis. (2023). Beloskar, Ved Dilip ; S. V. D. Nageswara Rao, . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09369-5.

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15
232003A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework. (2003). Nikitopoulos-Sklibosios, Christina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127.

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14
242010Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302.

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14
252003Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises. (2003). Worthington, Andrew ; Katsuura, Masaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:29-44.

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13
262019Earnings Management, Capital Management and Signalling Behaviour of Indian Banks. (2019). Vishnani, Sushma ; Agarwal, Sonu ; Gupta, Saumya ; Agarwalla, Ritika. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09265-x.

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12
272021Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market. (2021). Shen, Dehua ; Zhang, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09322-4.

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12
282003The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). Pierce, Raylene ; maberly, edwin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334.

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12
292020A Text Mining Model to Evaluate Firms’ ESG Activities: An Application for Japanese Firms. (2020). Kiriu, Takuya ; Nozaki, Masatoshi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09309-1.

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11
302022Energy Consumption and Bitcoin Market. (2022). Burggraf, Tobias ; Bui, Nam Huu ; Thu, Hien Thi ; Duong, Duy ; Quang, Anh Ngoc. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09338-4.

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11
312022Does ESG Certification Improve Price Efficiency in the Chinese Stock Market?. (2022). Gao, YA ; Xiong, Xiong ; Wu, Chunying. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09346-4.

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10
322010Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwan’s Electronics Industry. (2010). Su, EnDer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239.

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10
332022Correction to: Energy Consumption and Bitcoin Market. (2022). Burggraf, Tobias ; Bui, Nam Huu ; Thu, Hien Thi ; Duong, Duy ; Quang, Anh Ngoc. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09345-5.

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10
342024Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

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10
352020Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4.

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10
362003Productivity and Technical Change in Malaysian Banking: 1989–1998. (2003). Fausten, Dietrich. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237.

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10
371999Pricing Options under Stochastic Interest Rates: A New Approach. (1999). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70.

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9
382022The Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries. (2022). ALShubiri, faris. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-022-09360-0.

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9
392015An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2015). Sato, Seisho ; Fujii, Masaaki ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:239-260.

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9
402023Does Remittance and Human Capital Formation Affect Financial Development? A Comparative Analysis Between India and China. (2023). Pal, Shreya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09380-w.

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9
411998Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225.

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9
422006Portfolio optimization with a defaultable security. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127.

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8
432004A Two-Factor Model for Low Interest Rate Regimes. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:107-133.

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8
441998The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:191-209.

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8
452022Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x.

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8
461997Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets. (1997). Wong, Michael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:171-177.

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8
472009Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity. (2009). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:169-181.

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8
482004Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:55-77.

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8
492009Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS. (2009). Nozawa, Wataru. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:231-263.

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8
502020US Economic Policy Uncertainty and GCC Stock Market. (2020). Martinez, Miguel ; Alqahtani, Abdullah. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09300-5.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12023The Dynamic Volatility Connectedness of Major Environmental, Social, and Governance (ESG) Stock Indices: Evidence Based on DCC-GARCH Model. (2023). Shaik, Muneer ; Rehman, Mohd Ziaur. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09393-5.

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11
22023Did ESG Save the Day? Evidence From India During the COVID-19 Crisis. (2023). Beloskar, Ved Dilip ; S. V. D. Nageswara Rao, . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09369-5.

Full description at Econpapers || Download paper

8
32024Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

Full description at Econpapers || Download paper

8
42022Does ESG Certification Improve Price Efficiency in the Chinese Stock Market?. (2022). Gao, YA ; Xiong, Xiong ; Wu, Chunying. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09346-4.

Full description at Econpapers || Download paper

6
52020Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Takaishi, Tetsuya ; Adachi, Takanori. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0.

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5
62019Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7.

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5
72020A Text Mining Model to Evaluate Firms’ ESG Activities: An Application for Japanese Firms. (2020). Kiriu, Takuya ; Nozaki, Masatoshi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09309-1.

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5
82024Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries. (2024). Bashir, Usman ; Ur, Ramiz ; Hussain, Muntazir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09411-0.

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4
92024Does Market Performance (Tobin’s Q) Have A Negative Effect On Credit Ratings? Evidence From South Korea. (2024). Lim, Hyoung-Joo ; Mali, Dafydd. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09406-x.

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4
102024Reactions of Global Stock Markets to the Russia–Ukraine War: An Empirical Evidence. (2024). Khan, Iffat Ishrat ; Chowdhury, Emon Kalyan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09429-4.

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4
112023FDI Inflows-Economic Globalization Nexus in ASEAN Countries: The Panel Bootstrap Causality Test Based on Wavelet Decomposition. (2023). yilanci, Veli ; Gorus, Muhammed Sehid ; Kongkuah, Maxwell. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09377-5.

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4
122022The Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries. (2022). ALShubiri, faris. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-022-09360-0.

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4
132022Energy Consumption and Bitcoin Market. (2022). Burggraf, Tobias ; Bui, Nam Huu ; Thu, Hien Thi ; Duong, Duy ; Quang, Anh Ngoc. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09338-4.

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4
142022Correction to: Energy Consumption and Bitcoin Market. (2022). Burggraf, Tobias ; Bui, Nam Huu ; Thu, Hien Thi ; Duong, Duy ; Quang, Anh Ngoc. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09345-5.

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4
152023Innovative Financial Instruments and Investors’ Interest in Indian Securities Markets. (2023). Panda, Pradiptarathi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-023-09403-0.

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4
162024Do Carbon Performance and Disclosure Practices Effect Companies’ Financial Performance: A Non-Linear Perspective. (2024). Sahu, Tarak Nath ; Ghosh, Suchismita ; Pareek, Ritu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09428-5.

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4
172023Does Remittance and Human Capital Formation Affect Financial Development? A Comparative Analysis Between India and China. (2023). Pal, Shreya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09380-w.

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4
182019Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Sato, Seisho ; Nishimura, Kiyohiko G ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9.

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4
192024Into the Unknown: Uncertainty, Foreboding and Financial Markets. (2024). Roy Trivedi, Smita. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09404-z.

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4
202022Corporate Social Responsibility: Is Too Much Bad?—Evidence from India. (2022). Beloskar, Ved Dilip ; S. V. D. Nageswara Rao, . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09347-3.

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212015An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2015). Sato, Seisho ; Fujii, Masaaki ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:239-260.

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222021Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market. (2021). Shen, Dehua ; Zhang, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09322-4.

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232023Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w.

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242023Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective. (2023). Sharma, Sudhi ; Yadav, Miklesh Prasad ; Bhardwaj, Indira. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09381-9.

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252023Investment Performance and Tracking Efficiency of Indian Equity Exchange Traded Funds. (2023). Goyal, Nisha ; Alamelu, L. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09379-3.

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262022Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x.

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272025Can Corporate Governance and Sustainability Policies Drive CSR Performance? An Empirical Study. (2025). Sahu, Tarak Nath ; Nandi, Ankita ; Agarwala, Nidhi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09446-x.

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282023Industry Competition, Market Shares, and the Long-Run Performance of SEO Firms. (2023). Young, Weiju ; Yang, Tzu-Ju ; Gao, Peng-Yu ; Hsu, Junming. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-023-09402-1.

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292022Examining the Performance of Islamic and Conventional Stock Indices: A Comparative Analysis. (2022). Wang, Yumeng ; Asutay, Mehmet ; Avdukic, Alija. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09351-7.

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302022Month-of-the-Year Effect: Empirical Evidence from Indian Stock Market. (2022). Parayitam, Satyanarayana ; Elangovan, Rajesh ; Irudayasamy, Francis Gnanasekar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-021-09356-2.

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312021Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis. (2021). Shen, Dehua ; Zhang, Yongjie ; Li, Xiao ; Chu, Gang. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09327-z.

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322006Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344.

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332021Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y.

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342022Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Murshed, Muntasir ; Elheddad, Mohamed ; Ahmed, Rizwan ; Bassim, Mohga ; Than, Ei Thuzar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7.

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352019Large Shareholding and Firm Value in the Alternative Investment Market (AIM). (2019). Asieh, Seyedeh ; Mortazian, Mona ; Mase, Bryan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9256-3.

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362020Market Adaptability and Evolving Predictability of Stock Returns: An Evidence from India. (2020). Patra, Subhamitra ; Bhuian, Ranjan Kumar ; Bhuyan, Biswabhusan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09308-2.

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372024The Impacts of Policy Uncertainty on Asset Prices: Evidence from China’s 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.

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382012Pricing Discrete Barrier Options Under Stochastic Volatility. (2012). Yamada, Toshihiro ; Shiraya, Kenichiro ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:205-232.

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392022Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM). (2022). Mortazian, Mona. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:2:d:10.1007_s10690-021-09344-6.

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402024Economic Freedom, Ownership Structure, and SME Financial Fragility: Evidence from an Emerging Economy. (2024). Doan, Anh-Tuan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09438-3.

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2
412022Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test. (2022). Shen, Dehua ; Li, Yue ; Zhang, Yongjie. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09348-2.

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422023Multi-scale Features of Interdependence Between Oil Prices and Stock Prices. (2023). Vo, Xuan Vinh ; Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09385-5.

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432013Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70.

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442024A Dynamic Analysis of the Twin-Deficit Hypothesis: the Case of a Developing Country. (2024). Khan, Uzma ; Hayat, Umar ; Alam, Md Shabbir ; Hussain, Ibrar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09405-y.

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452018Dynamic Causality Between Stock Return and Exchange Rate: Is Stock-Oriented Hypothesis More Relevant in Malaysia?. (2018). Lau, Wee Yeap ; Go, You-How. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:2:d:10.1007_s10690-018-9244-7.

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462025Assessing the Impact of Policy Uncertainty, Geopolitical Risk, and Sustainable Disclosure on Corporate Performance. (2025). Mahakud, Jitendra ; Barman, Siddhartha. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09450-1.

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472019Earnings Management, Capital Management and Signalling Behaviour of Indian Banks. (2019). Vishnani, Sushma ; Agarwal, Sonu ; Gupta, Saumya ; Agarwalla, Ritika. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09265-x.

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482022Continuous-Time Portfolio Optimization for Absolute Return Funds. (2022). Ieda, Masashi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09365-9.

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492024PDE-Based Bayesian Inference of CEV Dynamics for Credit Risk in Stock Prices. (2024). Nakamura, Nobuhiro ; Kato, Kensuke. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09420-z.

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502023Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility?. (2023). Khatun, Yashmin ; Das, Nupur Moni ; Rout, Bhabani Sankar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:4:d:10.1007_s10690-023-09398-8.

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2
Citing documents used to compute impact factor: 16
YearTitle
2026Volatility spillovers in forex markets and the role of quantitative easing. (2026). van Hoang, Thi Hong ; Hussain, Syed Jawad ; Naifar, Nader ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s106294082500155x.

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2026Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread. (2026). el Aoun, Olfa. In: Digital Finance. RePEc:spr:digfin:v:8:y:2026:i:1:d:10.1007_s42521-025-00175-y.

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2026Reset Feature in Convertible Bonds: Is It Good for the Firm?. (2026). Lee, Sanghoon ; Park, Kyung Hee. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:33:y:2026:i:1:d:10.1007_s10690-024-09504-4.

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2026Extreme dependence and frequency connectedness across international stock markets and global uncertainties. (2026). Kang, Sang Hoon ; Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: Eurasian Economic Review. RePEc:spr:eurase:v:16:y:2026:i:1:d:10.1007_s40822-025-00351-w.

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2026Evaluating the effect of corporate social responsibility (CSR) on corporate financial performance” an applied study on Egyptian stock market. (2026). Shahwan, Tamer ; Mohamed, Mona Ali ; Abdelraouf, Mohamed. In: Future Business Journal. RePEc:spr:futbus:v:12:y:2026:i:1:d:10.1186_s43093-026-00734-8.

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2026Can AI technology innovation promote national entrepreneurship development? Exploring the role of financial development. (2026). Adu, Daniel ; Gyau, Emmanuel Baffour ; Appiah, Michael. In: Future Business Journal. RePEc:spr:futbus:v:12:y:2026:i:1:d:10.1186_s43093-026-00795-9.

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2026Corporate Social Responsibility and Financial Performance in Europe: The Moderating Effects of Industry, Culture, and Governance. (2026). Haavisto, Venla ; Fatmy, Veda ; Ij, Janne. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:33:y:2026:i:2:p:2817-2836.

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2026ES-LSTM: a hybrid model for accurate time series forecasting in financial markets. (2026). Rani, Sudesh ; Batish, Sanjay ; Saini, Poonam ; Gupta, Mayank ; Gagneja, Vaibhav. In: Digital Finance. RePEc:spr:digfin:v:8:y:2026:i:1:d:10.1007_s42521-025-00173-0.

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2026Illusion momentum and cross-sectional returns. (2026). Iwanaga, Yasuhiro ; Hirose, Takehide. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:96:y:2026:i:c:s0927538x26000090.

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2026Financial Market Structures, Financial Market Openness, and the Innovation-Growth Nexus? Evidence from Developing Countries. (2026). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran S ; Pradhan, Rudra P ; Bennett, Sara E. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:33:y:2026:i:1:d:10.1007_s10690-024-09505-3.

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2026Ripple effect of United States political uncertainty on developed and emerging markets: unveiling financial turbulence. (2026). Roy, Vishal ; Gautam, Amit. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:50:y:2026:i:1:d:10.1007_s12197-025-09745-7.

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2026Indian fund managers’ corporate and peer network centrality and fund performance. (2026). Majumdar, Sudipta ; Kundu, Sayantan. In: Journal of Asset Management. RePEc:pal:assmgt:v:27:y:2026:i:2:d:10.1057_s41260-026-00453-3.

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2026Board Cultural Diversity and ESG Disclosure: Unveiling the Mediating Power of CSR Committees in Family Firms. (2026). Gavana, Giovanna ; Moisello, Anna Maria ; Gottardo, Pietro. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:33:y:2026:i:1:p:714-729.

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2026Loud in the Crowd: Differentiated CSR as a Source of Competitive Advantage. (2026). Blake, Laura ; Rahman, Noushi. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:33:y:2026:i:2:p:2588-2600.

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2026Beyond Shocks: How ESG Fundamentals Shape Geopolitical Risk Across Countries. (2026). LEOGRANDE, ANGELO ; Drago, Carlo ; Costantiello, Alberto ; Anobile, Fabio ; Arnone, Massimo. In: MPRA Paper. RePEc:pra:mprapa:127818.

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2026Strategic Capabilities for Sustainability: An Integrated Model of Digital Inclusion and Sustainable Performance. (2026). Arshad, Shafaq ; Sarfraz, Muddassar ; Faraz, Ahmad Zaeem ; Xu, Youli ; Ahmad, Ayesha ; Sun, Jianmin. In: Sustainable Development. RePEc:wly:sustdv:v:34:y:2026:i:1:p:1112-1128.

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Recent citations
Recent citations received in 2025

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2025Can the digital economy enhance enterprises breakthrough innovation?. (2025). Wang, Jiaxin ; Qin, Chuan ; Xing, Haiyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003564.

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2025Banking evolution in the digital age: How digital financial inclusion induces systematic financial risk?. (2025). Xie, Junming. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006129.

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2025Does geopolitical risk drive earnings management? Evidence from Low- and Middle-Income countries. (2025). Zahid, R. M. Ammar ; Shakri, Irfan Haider ; Taran-Bozbay, Alina. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s1544612325020161.

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2025Effects of domestic and foreign financial stress on stock returns in Asia-Pacific countries. (2025). Yoon, Seong-Min ; Ozcelebi, Oguzhan ; Gopinathan, R ; el Khoury, Rim. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s104402832500105x.

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2025ESG Rating Divergence: Existence, Driving Factors, and Impact Effects. (2025). Yao, Tongsheng ; Shi, Yong. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4717-:d:1660464.

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2025Grease the Wheel! An Empirical Study on Environmental, Social, and Governance (ESG) and SMEs Performance in the ICT Industry. (2025). Centorrino, Giovanna ; Patti, Alessandra ; Schifilliti, Valeria. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:32:y:2025:i:6:p:7871-7887.

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Recent citations received in 2024

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2024Volatility transmission and hedging strategies across green and conventional stocks in global markets. (2024). Urjasz, Szczepan ; Karkowska, Renata. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006598.

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2024Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

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2024The determinants of trade deficit in Afghanistan: the role of foreign aid, exchange rate and price level. (2024). Hemat, Mohammad Walid. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:11:d:10.1007_s43546-024-00735-1.

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2024The Nexus Between Economic Policy Uncertainty and Stock Market Volatility in the CEE-3 Countries. (2024). Sami, Gngr Mahmut ; Arifenur, Gngr. In: South East European Journal of Economics and Business. RePEc:vrs:seejeb:v:19:y:2024:i:2:p:60-81:n:1005.

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Recent citations received in 2023

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

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2023Does the Shield Effect of CSR Work in Crises? Evidence in Korea. (2023). Kim, Jungmu ; Jahan, Fariha. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8940-:d:1161865.

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

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2023Symmetric and asymmetric volatility spillover among BRICS countries stock markets. (2023). Joo, Bashir Ahmad ; Ghulam, Younis Ahmed ; Mir, Simtiha Ishaq. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:50:y:2023:i:4:d:10.1007_s40622-023-00368-7.

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