Notes, Comments and Preliminary results Apr 09 2021 Claudiu T Albulescu , Michel Mina and Cornel Oros   Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 10 2021 Masao Kumamoto and Juanjuan Zhuo   Hedge and safe haven status of Bitcoin: copula-DCC approach   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 23 2020 Juanjuan Zhuo and Masao Kumamoto   Stock market reactions to COVID-19 and containment policies: A panel VAR approach   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 30 2020 Soonho Kim   Effect of Short Selling on Market Liquidity, Price, and Volatility: A Dynamic Perspective   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 25 2020 Andreas Humpe and David McMillan   The Covid-19 stock market puzzle and money supply in the US   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 08 2020 Bruno Thiago Tomio   Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 08 2020 Kais Tissaoui , Taha Zaghdoudi and Khaled issa Alfreahat   Can intraday public information explain Bitcoin Returns and Volatility? A PGARCH-Based Approach.     Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 07 2020 Garry L. Shelley , Anca Traian and William J. Trainor Jr.   Stock market "prediction" models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 19 2020 Ilyes Abid , Abderrazak Dhaoui , Khaled Guesmi and Olfa Kaabia   Hedging strategy for financial variables and commodities   Abstract  Contact Information  Citation  Full Text  -  Note   May 09 2020 Jessica Paule-Vianez , Raúl Gómez-Martínez and Camilo Prado-Román   Effect of Economic and Monetary Policy Uncertainty on stock markets. Evidence on return, volatility and liquidity   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 29 2020 Cuiyuan Wang , Tao Wang and Changhe Yuan   Does Applying Deep Learning in Financial Sentiment Analysis Lead to Better Classification Performance?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 05 2020 Hichem Saidi   Threshold effect of institutions on finance-growth nexus in MENA region: New evidence from panel simultaneous equation model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 23 2020 Willy Kamdem , Jules Sadefo Kamdem , David Kamdem and Louis aimé Fono   Risk Aversion and Optimal Hedge Ratio in Commodities Futures Markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 22 2020 Heni Boubaker and Hichem Rezgui   Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 10 2020 Ana Brochado , Margarida Abreu and Victor Mendes   Correlates of Gambling   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 07 2020 Benjamin Blau , Todd Griffith and Ryan Whitby   Comovement in the Cryptocurrency Market   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 05 2020 Artem Meshcheryakov and Stoyu Ivanov   Ethereum as a Hedge: The intraday analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 06 2020 Isoé N. Schneider , Daniel Knebel Baggio , João S. Tusi da Silveira and Maria M. Baccin Brizolla   Assessing Market Timing Performance of Brazilian Multi-Asset Pension Funds using the Battese and Coelli's Stochastic Frontier Model (1995)   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 06 2020 Stefano Alderighi   Cross-listing in the European ETP market   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 01 2020 Maxim Zagonov and Bernd Hanke   Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns.   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 01 2020 Nawazish Mirza , Amir Hasnaoui and Birjees Rahat   Credit Quality and Stock Returns of Commercial Banks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 27 2019 Antonio Afonso and Joao Tovar Jalles   Sovereign Ratings and Finance Ministers' Characteristics   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 21 2019 Pornsit Jiraporn , Mondher Bouattour , Amal Hamrouni and Ali Uyar   Does board gender diversity influence dividend policy? Evidence from France   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 11 2019 Paulo Vitor Jordão da Gama Silva , Augusto F.C. Neto , Marcelo Cabus Klotzle , Antonio Carlos Figueiredo pinto and Leonardo Lima Gomes   Does the cryptocurrency market exhibits feedback trading?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 16 2019 Abdullah Alqahtani   Does U.S. Equity market uncertainty and implied stock market volatility affect the GCC stock markets?   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 03 2019 Mikhail Stolbov   Was there a bubble in the ICO market?   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 03 2019 Thomas E. Cone   An asset market with backwards price comparative statics   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 07 2019 Xiaojie Xu   Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 19 2019 Muhammad Imran , Mengyun Wu , Shuibin Gu , Shah Saud and Muhammad Abbas   Influence of economic and non-economic factors on firm level equity premium: Evidence from Pakistan   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 31 2019 Ahmed Baig , Nasim Sabah and Drew Winters   Have Stock Prices become more Uniformly Distributed?   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2019 Antonis A Michis   The systematic risk of gold at different time-scales   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 15 2019 Clark Lundberg   Identifying horizon-based heterogeneity in the cross section of portfolio returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 15 2019 Benjamin Carl Anderson and Stoyu I Ivanov   Study of the impact of the Great Recession on the relation between earnings surprises and stock returns   Abstract  Contact Information  Citation  Full Text  -  Note   May 02 2019 Benjamin M. Blau and Ryan J. Whitby   The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 27 2019 Román Ferrer , Syed Jawad Hussain Shahzad and Adrián Maizonada   Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 26 2019 Amélie Charles and Olivier Darné   Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 18 2019 Paulo Ferreira and Éder Pereira   The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 02 2019 Jamal Bouoiyour , Refk Selmi and Mark E. Wohar   Bitcoin: competitor or complement to gold?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 02 2019 Jinghan Cai , Jia He , Jibao He and Weili Zhai   Individual Investors and R^2   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 10 2019 Euikyu Choi , Wei Du and Michael Malcolm   The cost of the travel ban to high-tech firms: An event study   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 13 2018 Rafael C Gatsios , Fabiano G Lima and Vinícius M Magnani   The impact of IFRS adoption on the accuracy and dispersion of analysts' forecasts in the Brazilian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 10 2018 Juanjuan Zhuo and Masao Kumamoto   Threshold effects of population aging on stock prices   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 30 2018 Refk Selmi , Aviral Kumar Tiwari and Shawkat Hammoudeh   Efficiency or speculation? A dynamic analysis of the Bitcoin market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 10 2018 Roman Mestre and Michel Terraza   Time-Frequency varying beta estimation -a continuous wavelets approach-   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 07 2018 Harri Pönkä   Sentiment and sign predictability of stock returns   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 05 2018 Michael E Araki , Marcelo Cabus Klotzle and Antonio C. F. Pinto   Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 29 2018 Mansokku Lee , Changkuk Jung and Taeyoung Lee   Social order and financial development   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 23 2018 Mohammad Q. M. Momani   Revisiting the momentum factor in the U.K. stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2018 Alejandro Mosiño and Alejandro Tatsuo Moreno-Okuno   On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2018 Brent J. Davis   Does financial well-being affect portfolio construction? Evidence from an online survey   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 24 2018 Yasuyuki Sawada , Hiroyuki Nakata , Kunio Sekiguchi and Yoko Okuyama   Land and Real Estate Price Sensitivity to a Disaster: Evidence from the 2011 Thai Floods   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 21 2018 Wahyoe Soedarmono   Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 01 2017 José Antonio Núñez-Mora , Roberto Joaquín Santillán-Salgado and Leovardo Mata   Efficient portfolios and the generalized hyperbolic distribution   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 19 2017 Adedoyin Isola Lawal , Russel O Somoye and Abiola Ayopo Babajide   Are African stock markets efficient? Evidence from wavelet unit root test for random walk   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Paulo Sergio Ceretta and Alexandre Silva Da costa   The Gap Effect on the Brazilian Exchange   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 19 2017 Nawazish Mirza and Krishna Reddy   Asset Pricing in a Developing Economy: Evidence from Pakistan   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 26 2017 Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku   Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 26 2017 Arzé Karam   The effects of intraday news flow on market liquidity, price volatility and trading activity   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 31 2017 Taizo Motonishi   The Effects of the Great East Japan Earthquake on Investors' Risk and Time Preferences   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 31 2017 Raushan Kumar   Price Discovery in Some Primary Commodity Markets in India   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 29 2017 Paolo Vitale   Ambiguity-aversion in a Single Auction Market   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 08 2017 Pierre O. De souza , Tiago P. Filomena , João F. Caldeira , Denis Borenstein and Marcelo B. Righi   Risk parity in the brazilian market   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 02 2017 Taro Ikeda   A fractal analysis of world stock markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 02 2017 Benjamin M Tabak , Dimas M Fazio , Regis A Ely , Joao M. T. Amaral and Daniel O Cajueiro   The effects of capital buffers on profitability: An empirical study   Abstract  Contact Information  Citation  Full Text  -  Note   May 25 2017 Amrendra Kumar and Vikash Gautam   Gold as inflation and exchange rate hedge: The case of India   Abstract  Contact Information  Citation  Full Text  -  Note   May 25 2017 Oguzhan Cepni and Doruk Kucuksarac   Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve   Abstract  Contact Information  Citation  Full Text  -  Note   May 14 2017 Elie Bouri , Imad Kachacha , Donald Lien and David Roubaud   Short- and long-run causality across the implied volatility of crude oil and agricultural commodities   Abstract  Contact Information  Citation  Full Text  -  Note   May 05 2017 Nidhal Mgadmi and Khemaies Bougatef   Modeling volatility of the French stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Wilfredo Leiva Maldonado and Jussara Ribeiro   Construction of a dividend index with all the distributed revenues   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Giray Gozgor and Ender Demir   Excess stock returns, oil shocks, and policy uncertainty in the U.S.   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Liam Ison and Robert Hudson   Stock predictability and preceding stock price changes – evidence from central and eastern european markets   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Stoyu Ivanov   Comparative Analysis of ETF and Common Stock Intraday Bid-Ask Spread Behavior   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 22 2017 Ritika Jain   Is Demonetisation a Windfall for the banking sector? Evidence from the Indian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 09 2017 Taro Ikeda   Fractal analysis revisited: The case of the US industrial sector stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2017 Sébastien Galanti and Zahra Ben Braham   Information efficiency on an emerging market: analysts' recommendations in Tunisia   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2017 Siew-Pong Cheah , Thian-Hee Yiew and Cheong-Fatt Ng   A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia.