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| Dec 30 2025 |
Yusri Yahya , Abdul Hafizh Mohd Azam , Zulkefly Abdul Karim and Mohd Azlan Shah Zaidi |
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Reverse herding behavior in the Malaysian stock market: a wavelet multiple cross-correlation analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2025 |
Eder JAL Pereira |
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Dynamic correlation between the green hydrogen market and commodities, stock markets, oil, and Bitcoin: A DCC approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2025 |
Sanchita Saha and Gagari Chakrabarti |
| |
Impact of stock exchange listing on financial stability of small and medium enterprises: evidence from BSE SME platform in India |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2025 |
Marcelo Arbex , Marcio Correa and Marcos Magalhaes |
| |
The economic implications of corruption dynamics |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Huimin Li , Dazhi Zheng and Xiaowei Zhu |
| |
Impact of supply chain pressure on macroeconomy and stock returns – Evidence from US aggregate and sectoral markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2025 |
Damilola Felix Arawomo , Richard Umeokwobi and Emmanuel Ohaegbu |
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Does global monetary policy uncertainty matter for stock market returns? The evidence of quantile regression for Africa |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Budi Wahyono , Whelsy Boungou , Subroto Rapih and Khresna Bayu Sangka |
| |
Nobody (even stock markets) likes war: Evidence from the Israel-Hamas war |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Faruk Balli , Iftekhar Hassan Chowdhury and Mabruk Billiah |
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How closely is the US stock market linked to Caribbean tax havens? |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Montassar Riahi , Sophie Nivoix and Olfa Belhassine |
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A wavelet coherence approach to analyze contagion between equity markets during three major crises |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2024 |
Hamdi Jbir |
| |
Financial stability communication: the case of the Bank of England practices |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2024 |
Soonho Kim and Haejung Na |
| |
Social capital, CSR, and stock markets around the world |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2024 |
Georgios Garafas |
| |
From stocks to luxury watches: assessing the role of alternative economic indicators in macroeconomic forecasting. |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Burcu Berke and Gülsüm Akarsu |
| |
Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Türkiye |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2024 |
Geraldo E. Silva jr. and Sidney M. Caetano |
| |
Inception-expansion-bursting bubbles in the BRICS-dollar exchange rates |
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Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2024 |
Vinay Asthana |
| |
Corruption and crypto participation: Cross-country evidence |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Yang Mestre Zhou and Roman Mestre |
| |
A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Geoffrey Ducournau and Daniel Melhem |
| |
Bayesian statistical inference addressed to share prices dynamics' theory |
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Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Houssam Bouzgarrou , Zied Ftiti , Wael Louhichi and Mohamed Youssfi |
| |
Stock market performance under COVID-19: Evidence from investor behavior |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Boumediene Souiki and Françoise Seyte |
| |
Liquidity on Eurozone stock markets: A non-linear approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Guillaume Pijourlet |
| |
Climate policy uncertainty and US industry stock returns: A quantile regression approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Alex Knorre , Ruslan Kuchakov and Dmitriy Skougarevskiy |
| |
Stakeholder activism and foreign firm exit from Russia in 2022 |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2023 |
Prem Vaswani and Padmaja M |
| |
Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2023 |
Boniface Yemba , Yi Duan and Nabaneeta Biswas |
| |
Government spending news and stock price index |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2023 |
Levent Kutlu |
| |
An econometric modeling of price support: The Bitcoin case |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2023 |
Abd Rahman Razak and Wahyoe Soedarmono |
| |
Revisiting the finance-growth nexus: Global evidence |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2023 |
Syed jawad hussain Shahzad , Elie Bouri and Román Ferrer |
| |
Twitter sentiment and stock return volatility of US travel and leisure firms |
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Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2023 |
Junkai Wang and Robert Hudson |
| |
Testing for herding using different return definitions: a comparison between simple and logarithmic returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2023 |
Bruna K. S. Peixoto and Roberto T Ferreira |
| |
Herd behavior and contagion effects of the COVID-19 |
| |
Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Gianluca P. M. Virgilio and Pedro Hector Parco Espinoza |
| |
The impact of Intermarket Sweep Orders on volatility: an agent-based stock market model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2023 |
Aineas Kostas Mallios |
| |
Manipulation in reported dividends: Empirical evidence from US banks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Yee - Ee Chia , Ricky Chee - Jiun Chia and Mohd Ashari Bakri |
| |
COVID-19 and stock liquidity: Evidence from top 30 Kuala Lumpur composite index |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Md Shajedur Rahaman , Mohammad Chhiddikur Rahman , Md Abdur Rouf Sarkar and Mohammad Ariful Islam |
| |
Contribution of agriculture subsectors on economic growth in Bangladesh: An application of the ARDL method |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Isiaka Akande Raifu |
| |
Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2022 |
Hyungkee Young Baek and David D. Cho |
| |
Overconfidence and risky investment choices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2022 |
Rupika Khanna and Chandan Sharma |
| |
COVID-19 and volatility in the tourism sector's stocks |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2022 |
Seyid Fahri Mahmud , Seyid Amjad Ali and Fatih Furkan Akosman |
| |
Modeling 2018 currency crisis of Turkey: A balance of payments approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2022 |
Whelsy Boungou and Alhonita YATIE |
| |
Climate change and global stock market returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2022 |
Riadh El Abed and Noura Harboub |
| |
Time varying causality between Economic policy uncertainty and stock prices in BRIC countries: A rolling-window bootstrap approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2022 |
Yuta Kurose |
| |
Bayesian GARCH modeling for return and range |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2022 |
Ibrahim Yagli , Ozkan Haykir and Emin Huseyin Cetenak |
| |
Herding behavior in the European banking sector during the COVID-19 outbreak: The role of short-selling restrictions |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2022 |
Refk Selmi |
| |
A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2022 |
Xiaojie Xu and Yun Zhang |
| |
Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Wenwen Zhang |
| |
Stock Market Co-movements in RCEP Participating Countries |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Jongrim Ha |
| |
Role of Global Uncertainty: Evidence from COVID-19 Pandemic |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Fábio A. R. Gomes |
| |
Consumption function: nondurable and durable goods |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2022 |
Saeed Rabea Baatwah , Ehsan Saleh Almoataz and Khaled Salmen Aljaaidi |
| |
Tightened it and ruined it: Earnings management trade-off as a consequence of key audit matters disclosure |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Yassine Kirat and Djamel Kirat |
| |
Impact assessment of the COVID-19 pandemic on financial markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Sabri Boubaker and Hatem Mansali |
| |
The long-run performance of seasoned stock-warrant unit offerings |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2022 |
Bao Doan and Duc Hong Vo |
| |
Does the market pressure increase during the Covid-19 in Vietnam? Evaluating the impacts from government responses
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2022 |
Muhammad Madyan , Iksan Abdi Nugraha , Wisudanto Wisudanto , Rahmat Setiawan and Novian Abdi Firdausi |
| |
Building firm value and financial performance through intellectual capital: the Indonesia stock exchange's experience |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 20 2022 |
Hwang Kim and Yuinyon Kim |
| |
The Disproportionate Impacts of Covid-19 on Private Investors During and After the Covid-19 Pandemic: A Mobile Trading App Analysis in South Korea |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 20 2022 |
Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee |
| |
International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 29 2021 |
Christian-lambert Nguena , Fulbert Tchana tchana and Albert Zeufack |
| |
On the determinants of housing finance development: Evidence from Sub-Saharan Africa (SSA) |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 29 2021 |
Cheah Siew-pong , Yiew Thian-hee , Ng Cheong-fatt and Foo Chuan-chew |
| |
Revisiting the relation between stock price and exchange rate - An asymmetric panel ARDL analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 29 2021 |
Salem Adel Ziadat and David Gordon McMillan |
| |
Oil innovations and Gulf Cooperation Council stock market connectedness |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete |
| |
The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Ramzi Benkraiem , Florence Depoers , Assil Guizani and Faten Lakhal |
| |
How do powerful decision-makers affect firm's stock price crash risk? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Mert Topcu , Ibrahim Yagli and Furkan Emirmahmutoglu |
| |
COVID-19 and stock market volatility: A time-varying perspective |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Máté Bors , Delong Li and Yiguo Sun |
| |
Is the Yardstick ratio “a good yardstick” for stock market valuations? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 17 2021 |
F. Henrique Castro and Marcelo Guzella |
| |
Individual investor attention and the predictability of stock market volatility and returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 18 2021 |
Euikyu Choi , Wei Du and Caitlin Riley |
| |
The impact of Wayfair vs. South Dakota on retailers: an event study |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 |
| |
| Apr 09 2021 |
Paulo F. Marschner and Paulo Sergio Ceretta |
| |
The impact of oil price shocks on latin american stock markets: a behavioral approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 09 2021 |
Md. Thasinul Abedin , Rajarshi Mitra , Kanon Kumar Sen and Md. Sharif Hossain |
| |
Exchange Rate and Stock Market Development in Bangladesh |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| 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 |
| |
| Sep 24 2020 |
Jean-Michel Sahut , Rey Dang , L'Hocine Houanti and Nhu Tuyen Le |
| |
Women on corporate boards, stated-owned enterprises and firm performance: Evidence from Vietnam and quantile regression |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 24 2020 |
K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan |
| |
Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries |
| |
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 |
Jorge Silva |
| |
Determinants of the structure of external funding: the Portuguese case |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 08 2020 |
Wen hsiang Chiu , Shih-wei Hung and Chiung-ju Liang |
| |
The Mediation effect for Bitcoin, Evidence from China Market on the Period of Covid-19 Outbreaking |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 18 2020 |
Bertrand Groslambert and Wan-Ni Lai |
| |
Ranking tail risk across international stock markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 18 2020 |
Chin Chia Liang , Carol Troy and Ellen Rouyer |
| |
The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 07 2020 |
Jau-er Chen and Rajarshi Mitra |
| |
Demographic Shifts and Asset Returns in Japan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| 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 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 |
Mihaela Nicolau |
| |
Interest rate and the financial and housing wealth effects in ten CEEC |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 15 2020 |
François Aubert and Waël Louhichi |
| |
Why Do Firms Release Profit Warnings? |
| |
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 |
Mohamed El Fodil Ihaddaden |
| |
Impact of Political Uncertainty on Banking Productivity: Investigating the Jasmin Revolution Effect on the Tunisian Banking System |
| |
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 |
| |
| Feb 05 2020 |
Claude Bergeron , Tov Assogbavi and Jean-pierre Gueyie |
| |
Conditional capital asset pricing model, long-run risk, and stock valuation |
| |
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 21 2019 |
José de Jesús Rocha Salazar and María del Carmen Boado-Penas |
| |
How Macroeconomic and Financial Fluctuations Affect Retirement: The Case of an Oil Producing Country. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| 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 |
| |
| 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 |
| |
| Aug 27 2019 |
Kore Marc Guei |
| |
Does financial structure matter for economic growth: evidence from South Africa |
| |
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 |
| |
| Jul 12 2019 |
Vighneswara Swamy |
| |
Wealth Effects and Macroeconomic Dynamics |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 15 2019 |
Bertrand Groslambert , Devraj Basu and Wan Ni Lai |
| |
Is tail risk the missing link between institutions and risk? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 31 2019 |
Adam A Tyrcha |
| |
Why does the queue keep growing? The relationship between migration and rental housing queues in Sweden |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| 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 |
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 |
Claude Bergeron |
| |
Recursive preferences, long-run risks, and stock valuation |
| |
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 25 2019 |
Matheus O. de Alencar , Jair A. Araujo , Wellington R. Justo and Celina Santos de Oliveira |
| |
DETERMINANTS OF WAGE INEQUALITY IN BRAZILIAN MUNICIPALITIES |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 03 2019 |
Jesus Mendoza and Nathan Ashby |
| |
Mexican Migration Flows to the United States: The Impact of Business Cycles on Unauthorized Immigration to the United States |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 16 2019 |
Emilie Arnoult and Richard Duhautois |
| |
Workers and people flows in France: is there a link? |
| |
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 |
| |
| Nov 06 2018 |
Ramzi Benkraiem , Thi hong van Hoang , Amine Lahiani and Anthony Miloudi |
| |
Crude oil and equity markets in major European countries: New evidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 17 2018 |
Suleman Sarwar , Rida Waheed , Mehnoor Amir and Muqaddas Khalid |
| |
Role of Energy on Economy The Case of Micro to Macro Level Analysis |
| |
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 |
Raphael Moses Roquete , Ricardo P. C. Leal and Carlos Heitor Campani |
| |
Corporate governance and fundamental indexation in Brazil |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 18 2018 |
Lumengo Bonga-bonga and Maphelane Phume |
| |
Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 15 2018 |
Khaled Khaled , Amel Belanes and Sandrine Kablan |
| |
The regional pricing of risk: An empirical investigation of the MENA Region |
| |
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 |
François Desmoulins-Lebeault , Jean-François Gajewski and Luc Meunier |
| |
Personality and Risk Aversion |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 09 2018 |
Bruno Emmanuel Ongo Nkoa |
| |
Determinants of foreign direct investment in Africa: An analysis of the impact of financial development |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 28 2017 |
Pei-Ling Lee , Lee Chin , Siong Hook Law and W.N.W. Azman-Saini |
| |
Do integrated economies grow faster? Evidence from domestic equity holdings |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 01 2017 |
Francisco Serranito |
| |
Determinants of technology catch-up in MENA and SSA countries: a panel data analysis |
| |
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 |
Simeon Ebechidi and Eleanya K. Nduka |
| |
Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 19 2017 |
Stefano Alderighi |
| |
A note on how to enhance liquidity in emerging markets by levering on trading participants |
| |
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 |
| |
| Sep 04 2017 |
Riadh El abed |
| |
Exploring the nexus between Stock prices and Macroeconomic
shocks: Panel VAR approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 |
| |
| Jul 29 2017 |
Alex Young |
| |
The effect of stock market indexing on the asymmetric timeliness of loss recognition |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 02 2017 |
Taro Ikeda |
| |
A fractal analysis of world stock markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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 |
Abdul Rashid and Hira Mehmood |
| |
Liquidity and Capital Structure: The Case of Pakistani Non-Financial Firms |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| 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. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 26 2017 |
Ulrich Fritsche and Christian Pierdzioch |
| |
Animal spirits, the stock market, and the unemployment rate: Some evidence for German data |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2017 |
Chi Dong , Hooi Hooi Lean and Zamri Ahmad |
| |
Intra-industry information diffusion in China's stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 21 2016 |
Syed jawad hussain Shahzad , Saba Ameer and Muhammad Shahbaz |
| |
Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 10 2016 |
Manel Hamdi , Chaker Aloui and Santosh kumar Nanda |
| |
Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 10 2016 |
Valeriya V. Lakshina and Andrey M. Silaev |
| |
Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 28 2016 |
Khaled Guesmi , Nabila BOUKEF JLASSI , Ahmed Atil and Imen Haouet |
| |
On the Influence of Oil Prices on Financial Variables |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 26 2016 |
Mohsen Bahmani-Oskooee , Tsangyao Chang , Tsung-hsien Chen and Han-wen Tzeng |
| |
"Revisiting the efficient market hypothesis in transition countries using quantile unit root test." |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2016 |
Amélie Charles and Olivier Darné |
| |
Stock market reactions to FIFA World Cup announcements: An event study |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2016 |
Nidhal Mgadmi , Helmi Hamdi and Houssem Rachdi |
| |
Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 03 2016 |
Jamal Bouoiyour and Refk Selmi |
| |
Brexit concerns, UK and European equities: A lose-lose scenario? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 11 2016 |
Sandrine Kablan and Khaled Guesmi |
| |
Financial Integration and Japanese Stock market Performance |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 11 2016 |
Mirzosaid Sultonov |
| |
Dynamic conditional correlation and causality relationship among foreign exchange, stock and commodity markets: Evidence from 2014 Russian financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 11 2016 |
Flavio C. Sanematsu and Ricardo P. C. Leal |
| |
Survivorship bias in Brazilian stock funds |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 18 2016 |
Xing Lu and Neel Patel |
| |
Festivity Anomaly in Indian Stock Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 29 2016 |
Ramzi Boussaidi and Abaoub Ezzeddine |
| |
The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 29 2016 |
Andrew Phiri |
| |
Did the global financial crisis alter equilibrium adjustment dynamics between the US federal fund fund rates and stock price volatility in the SSA region? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 14 2016 |
Mohamed Arouri and David Roubaud |
| |
On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 14 2016 |
Kaidi Nasreddine and Sami Mensi |
| |
Financial Development and Income Inequality: The Linear versus the Nonlinear Hypothesis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 17 2016 |
Juan Gabriel Brida and María Nela Seijas |
| |
The impact of funded pension schemes in domestic capital markets: evaluating global reforms |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 17 2016 |
Riyad Abubaker |
| |
Consumption and Money Uncertainty at the Zero Lower Bound |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 16 2015 |
Jean-pierre Amigues , Gilles Lafforgue and Michel Moreaux |
| |
Optimal timing of carbon sequestration policies |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 16 2015 |
Dominique Pépin |
| |
Intertemporal Substitutability, Risk aversion and Asset Prices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 07 2015 |
Amelie Charles and Olivier Darné |
| |
Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 24 2015 |
Omar Farooq and Imad Jabbouri |
| |
Ownership structure and portfolio performance: Pre- and post-crisis evidence from the Casablanca Stock Exchange |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 09 2015 |
Etienne Redor |
| |
Does board diversity matter? Evidence from the market reaction to directors' departures. |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 01 2015 |
Jacques Jaussaud , Sophie Nivoix and Serge Rey |
| |
The Great East Japan Earthquake and Stock Prices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 14 2015 |
Nahoko Mitsuyama and Satoshi Shimizutani |
| |
Stock market reaction to ESG-oriented management: an event study analysis on a disclosing policy in Japan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 09 2015 |
Hirofumi Suzuki |
| |
Comovement and index fund trading effect: evidence from Japanese stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2015 |
Yu Hsing |
| |
Short-Run Determinants of the USD/MYR Exchange Rate |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 11 2015 |
Prateek Sharma and Swati Sharma |
| |
Forecasting gains of robust realized variance estimators: evidence from European stock markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 06 2014 |
Shangkari V Anusakumar , Ruhani Ali and Chee-Wooi Hooy |
| |
Are momentum and contrarian effects related? Evidence from the Chinese stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 05 2014 |
Wen-chung Guo and Ying-huei Chen |
| |
Pricing of put warrants and competition among issuers |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 05 2014 |
Alexandru Todea and Andrei Rusu |
| |
Liquidity, information and market efficiency: an intraday approach on a frontier stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 24 2014 |
Nicholas Mangee |
| |
Stock Prices, the Business Cycle and Contingent Change: Evidence from Bloomberg News Market Wraps |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 16 2014 |
Marcelo Brutti Righi , Kelmara Mendes Vieira , Daniel Arruda Coronel , Reisoli Bender Filho and Paulo Sergio Ceretta |
| |
Decomposing the bid-ask spread in the Brazilian market: an intraday framework |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 20 2014 |
Mohamed Arouri , Christophe Rault and Frédéric Teulon |
| |
Economic policy uncertainty, oil price shocks and GCC stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 06 2014 |
Chih-hsiang Hsu , Ming-sung Kao and Wei-pen Tsai |
| |
Information Transmission between Dual Listed Stocks with Non-Overlapping Trading Hours |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 08 2014 |
Jens J. Krüger |
| |
A multivariate evaluation of German output growth and inflation forecasts |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 08 2014 |
Tong Wang and Seong Cheol Park |
| |
Livestock Disease Indemnity Design under Common Uncertainty: A Multi-agent Problem |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 23 2014 |
Kuang-Liang Chang and Ming-Hui Yen |
| |
The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 31 2014 |
Khaled GUESMI and Salma FATTOUM |
| |
The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 31 2014 |
Lutz Bellmann , Hans-Dieter Gerner and Olaf Hübler |
| |
Effects of reciprocal concessions on employment and real capital |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 28 2014 |
Nguena Christian Lambert and Tsafack Nanfosso Roger |
| |
On the Sensitivity of Banking Activity Shocks: Evidence from the CEMAC Sub-region |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 04 2014 |
Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee |
| |
Spillover Effects of Chinese Stock Markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 30 2014 |
Carl Chiarella and Corrado Di Guilmi |
| |
Financial instability and debt deflation dynamics in a bottom-up approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 14 2014 |
Tobias R. Rühl and Michael Stein |
| |
The impact of financial transaction taxes: Evidence from Italy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 06 2014 |
Alexander Ludwig |
| |
What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2013 |
Sandrine Jacob Leal |
| |
Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 10 2013 |
Enerelt Murakami |
| |
Efficiency and productivity of the Mongolian livestock sector in an open economy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 08 2013 |
Nahoko Mitsuyama and Satoshi Shimizutani |
| |
Stock market response to women's active participation in Japan: an event study analysis on a disclosing policy |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 08 2013 |
Constant Fouopi djiogap |
| |
Foreign Direct Investment and Macro Economic Performances in the Central African Economic and Monetary Community (CEMAC) |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 03 2013 |
Michael Good |
| |
Gravity and Localized Migration |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 03 2013 |
Frederique Bec and Marie Bessec |
| |
Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 23 2013 |
Roger White |
| |
Is cultural distance a determinant of international migration flows? Evidence from Denmark, Germany, and the Netherlands |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 05 2013 |
Fumitaka Furuoka , Qaiser Munir and Hanafiah Harvey |
| |
Does the Phillips curve exist in the Philippines? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 16 2013 |
Jani Saastamoinen and Niko Suhonen |
| |
Were the European short selling bans of 2011 effective? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 11 2013 |
Diogo de Prince and Alexandre Monte |
| |
What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 11 2013 |
Gueorgui I. Kolev |
| |
Two gold return puzzles |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 11 2013 |
Philippe Bernard and Michel Blanchard |
| |
The performance of amateur traders on a public internet site: a case of a stock-exchange contest |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 11 2013 |
Dirk Bleich , Ralf Fendel and Jan-Christoph Rülke |
| |
Monetary Policy and Stock Market Volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 24 2013 |
Rudy Santore and Martin Tackie |
| |
Stock option contract design and managerial fraud |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 12 2013 |
Lilia Karnizova |
| |
Letting the speculative and the news views of the Japanese business cycle compete |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 05 2013 |
Khaled Guesmi , Mohamed Hedi Arouri , Ilyes Abid and Frédéric Teulon |
| |
On the Determinants of Equity International Risk Premium: Are Emerging Zones Different? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 21 2013 |
Francisca Beer , Fabrice Hervé and Mohamed Zouaoui |
| |
Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 07 2013 |
Cesar Cupertino , Newton Da Costa Jr., Reinaldo Coelho and Emilio Menezes |
| |
Cash flow, earnings, and dividends: A comparison between different valuation methods for Brazilian companies |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| Jan 14 2013 |
Terence t. l. Chong and Xiaolei Wang |
| |
Can analyst predict stock market crashes? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 08 2013 |
Baotai Wang and D. Ajit |
| |
Stock Market and Economic Growth in China |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 08 2013 |
Aymen Ben Rejeb |
| |
Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 08 2013 |
Rosemarie Bröker Bone and Eduardo P Ribeiro |
| |
Informational content of corporate ratings in a developing country: the case of Brazilian firms |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 29 2012 |
Taketo Kawagishi and Kazuo Mino |
| |
Time Preference and Long-Run Growth: the Role of Patience Capital |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 19 2012 |
Shue-Jen Wu and Wei-Ming Lee |
| |
Predicting the U.S. bear stock market using the consumption-wealth ratio |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 08 2012 |
Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen |
| |
Oil-stock volatility transmission, portfolio selection and hedging |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 09 2012 |
Mohamed E AROURI , Fredj JAWADI and Duc K NGUYEN |
| |
Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 09 2012 |
Jean-michel Sahut , Medhi Mili and Frédéric Teulon |
| |
What is the linkage between real growth in the Euro area and global financial market conditions? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 05 2012 |
Carmine Trecroci |
| |
Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 21 2012 |
Simone Marsiglio and Davide La Torre |
| |
A note on demographic shocks in a multi-sector growth model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 14 2012 |
Walid Chkili |
| |
Is currency risk priced for emerging stock markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 26 2012 |
Hideaki Sakawa and Masato Ubukata |
| |
Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 23 2012 |
Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller |
| |
Quantiles autocorrelation in stock markets returns |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 19 2012 |
Fabien Rondeau and Sébastien Pommier |
| |
Factors of R&D spillovers and European integration |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 03 2012 |
João Caldeira , Guilherme Moura and André A.P. Santos |
| |
Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 15 2012 |
David G McMillan |
| |
Long-run stock price-house price relation: evidence from an ESTR model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 29 2012 |
Gabriele Morettini , Andrea F. Presbitero and Massimo Tamberi |
| |
Determinants of international migrations to Italian provinces |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 20 2012 |
Aymen Belgacem and Amine Lahiani |
| |
More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 18 2012 |
Hans Bystrom |
| |
Executive compensation based on asset values |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 14 2012 |
Susan Sunila Sharma and Paresh Kumar Narayan |
| |
Investment and oil price volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 24 2012 |
Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph |
| |
Are the emerging bric stock markets efficient? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 04 2012 |
Andrea F. Presbitero |
| |
Domestic debt in Low-Income Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2012 |
Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes |
| |
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 24 2012 |
Kuang-Liang Chang |
| |
Stock return predictability and stationarity of dividend yield |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 17 2012 |
Cesare Imbriani , Piergiuseppe Morone , Rosanna Pittiglio and Filippo Reganati |
| |
Agglomeration economies, local cluster and foreign direct investments a pilot study for Emilia Romagna region |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 29 2012 |
Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori |
| |
A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 25 2012 |
Jaqueson K. Galimberti and Sergio da Silva |
| |
An empirical case against the use of genetic-based learning classifier systems as forecasting devices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 20 2012 |
Fabio Pizzutilo |
| |
Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 11 2012 |
Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori |
| |
Exploring the dynamic interdependence between gold and other financial markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 13 2011 |
Go Tamakoshi and Shigeyuki Hamori |
| |
Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 28 2011 |
Dean Fantazzini |
| |
Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 13 2011 |
Benoît Sévi and César Baena |
| |
Brownian motion vs. pure-jump processes for individual stocks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
| |
Stock Market Anomalies in South Africa and its Neighbouring Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
| |
Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2011 |
Zaichao Du |
| |
Intraday probability of informed trading |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 24 2011 |
Ching-chin Chou and Show-lin Chen |
| |
Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 10 2011 |
Muhammad Shahbaz , Nuno Carlos leitão and Summaira Malik |
| |
Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 12 2011 |
Khaled Guesmi |
| |
What Drives the Regional Integration of Emerging Stock Markets? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 09 2011 |
Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay |
| |
The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 29 2011 |
Alex YiHou Huang , Chiao-Ming Cheng , Wen-Cheng Hu and Chih-Chun Chen |
| |
Relationship between Crude Oil Prices and Stock Prices of Alternative Energy Companies with Recent Evidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 02 2011 |
Anupam Das and Biru Paksha Paul |
| |
Openness and growth in emerging Asian economies: Evidence from GMM estimations of a dynamic panel |
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Abstract Contact Information Citation Full Text - Note |
| |
| Jul 20 2011 |
Ozlem Goktas and Aycan Hepsag |
| |
Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 03 2011 |
Tran MANH Tuyen |
| |
Modeling Volatility Using GARCH Models: Evidence from Vietnam |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 22 2011 |
Rania Guirat |
| |
Investor behavior heterogeneity in the French stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 06 2011 |
Caroline Duburcq and Eric Girardin |
| |
The stabilization of foreign bank lending: A neglected benefit of hard pegs |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2011 |
Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva |
| |
Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2011 |
Virginie Coudert and Hélène Raymond-Feingold |
| |
Gold and financial assets: Are there any safe havens in bear markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 15 2011 |
Walid Chkili and Duc Khuong Nguyen |
| |
Modeling the volatility of Mediterranean stock markets: a regime-switching approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 10 2011 |
Khaled Guesmi |
| |
Time varying regional integration in emerging stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 02 2011 |
Fernanda G Barba and Paulo S Ceretta |
| |
Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 25 2011 |
Mohamed el hédi Arouri and Fredj Jawadi |
| |
Do on/off time series models reproduce emerging stock market comovements? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 21 2011 |
Christos S Savva |
| |
Modeling interbank relations during the international financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 17 2011 |
Yu Hsing |
| |
Impacts of Macroeconomic Variables on the U.S. Stock Market Index and Policy Implications |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 15 2011 |
Chaker Aloui Mr and Ben hamida Hela miss |
| |
Hurst's exponent behaviour, weak-form stock market efficiency
and financial liberalization: the Tunisian case
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 17 2011 |
Laurent Augier and Wahyoe Soedarmono |
| |
Threshold Effect and Financial Intermediation in Economic Development |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 09 2011 |
Peter Schwarz |
| |
Estimating Tax-Elasticities of Foreign Direct Investment: The Importance of Tax Havens. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 08 2010 |
Jijun Niu |
| |
The effect of CEO overconfidence on bank risk taking |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 08 2010 |
Siow-Hooi Tan and Mohammad Tariqul Islam Khan |
| |
Long Memory Features in Return and Volatility of the Malaysian Stock Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 02 2010 |
Christophe Hurlin and Florence Arestoff |
| |
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 11 2010 |
Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini |
| |
Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2010 |
Denis Claude and Mabel Tidball |
| |
Efficiency inducing taxation for polluting oligopolists: the irrelevance of privatization |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 08 2010 |
Kamel malik Bensafta |
| |
Non-stationary Variance and Volatility Causality |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 08 2010 |
Masato Ubukata |
| |
Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 03 2010 |
George Milunovich and Ronald Ripple |
| |
Crude Oil Volatility: Hedgers or Investors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 31 2010 |
Kenji Miyazaki |
| |
A note on continuous time models with general cash-in-advance constraints |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 09 2010 |
Haifeng Xu and Shigeyuki Hamori |
| |
Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 28 2010 |
Qian Liu and Shigeyuki Hamori |
| |
The efficiency of the Chinese stock market and the role of market liberalization |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 26 2010 |
Robert Finger |
| |
Stock price responses on the German suspension of genetically modified maize |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 19 2010 |
Chin-Hong Puah Dr., Muzafar Shah Habibullah Professor Dr. and Venus Khim-Sen Liew |
| |
Is money neutral in stock market? The case of Malaysia |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2010 |
Bolong Cao , Shamila Jayasuriya and William Shambora |
| |
Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2010 |
Dean Fantazzini |
| |
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 12 2010 |
Tho D.Q. Nguyen and Jian Wu |
| |
Spillover impacts of the US macroeconomic news: Australian sectoral perspective |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 04 2010 |
Kian-ping Lim and Chee-wooi Hooy |
| |
The delay of stock price adjustment to information: A country-level analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 21 2010 |
Marcia L. Zindel , Emilio Menezes , Raul Matsushita and Sergio Da Silva |
| |
Biological characteristics modulating investor overconfidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 11 2010 |
Pei Ling Lee , Roy Wye Leong Khong and Suganthi Ramasamy |
| |
Characteristics of Firms Going Private in the Malaysian Stock Exchange |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 11 2010 |
Ryan Compton and Syeed Khan |
| |
An examination of the stability of short-run Canadian stock predictability
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 06 2010 |
Khurshid Kiani |
| |
Predictable Signals in Excess Returns: Evidence from Non-Gaussian State Space Models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 21 2010 |
Arouri Mohamed El Hédi and Jawadi Fredj |
| |
On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 08 2010 |
Shiok Ye Lim and Ricky Chee-Jiun Chia |
| |
Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2010 |
Yoichiro Fujii and Yutaka Nakamura |
| |
Equity premium under multiple background risks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2010 |
Yves Jegourel and Samuel Maveyraud |
| |
A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 29 2010 |
Kunlin Hsieh , Yuching Hsieh and Shigeyuki Hamori |
| |
The Interdependence of Taiwanese and Japanese Stock Prices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 25 2010 |
Arouri Mohamed El Hedi and Jawadi Fredj |
| |
Short and long-term links between oil prices and stock markets in Europe |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 23 2010 |
Mathieu Bunel , Richard Duhautois and Lucie Gonzalez |
| |
Are Mergers and Acquisitions Accompanied by Increasing Recourse to THS employment? A French perspective |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 19 2010 |
Siow-hooi Tan , Muzafar-shah Habibullah and Roy-wye-leong Khong |
| |
Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 11 2010 |
Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle |
| |
Fractional integration and cointegration in stock prices and exchange rates |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 13 2009 |
Manish Kumar |
| |
A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 26 2009 |
Hans Byström |
| |
News aggregators, volatility and the stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 16 2009 |
Jui-Cheng Hung , Ren-Xi Ni and Matthew C. Chang |
| |
The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500 |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 24 2009 |
William Wai Him Tsang and Terence Tai Leung Chong |
| |
Profitability of the On-Balance Volume Indicator |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 24 2009 |
Juan Gabriel Brida and W. Adrian Risso |
| |
Dynamic and Structure of the Italian stock market based on returns and volume trading |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 26 2009 |
Yu Hsing , A. M. M. Jamal and Wen-jen Hsieh |
| |
Application of the monetary policy function to output fluctuations in Bangladesh
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 24 2009 |
Terence Tai-Leung Chong , Winnie S. C. Leung , Rita W. Y. Yip and Howard Z. Huang |
| |
Is the Convergence of Accounting Standards Good for Stock Markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 24 2009 |
Matei Demetrescu |
| |
Panel unit root testing and the martingale difference hypothesis for German stocks |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 08 2009 |
Seiya Fujisaki and Kazuo Mino |
| |
Long-Run Impacts of Inflation Tax in the Presence of Multiple Capital Goods |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 06 2009 |
Carlos Bautista , Philippe Rous and Amine Tarazi |
| |
The determinants of bank stock return's co-movements in East Asia |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 10 2009 |
Arouri Mohamed el hédi and Jamel Jouini |
| |
Analysis of structural breaks in the stock market integration of mexico into world |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 08 2009 |
Qaiser Munir and Kasim Mansur |
| |
Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2009 |
Ching-Chun Wei |
| |
An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 03 2009 |
Arouri Mohamed el hédi and Fouquau Julien |
| |
On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 14 2009 |
Giam Quang Do , Michael Mcaleer and Songsak Sriboonchitta |
| |
Effects of international gold market on stock exchange volatility:
evidence from asean emerging stock markets
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 25 2009 |
Emin Gahramanov |
| |
Tax Evasion and Dynamic Inefficiency |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 23 2009 |
Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew |
| |
Is There Any International Diversification Benefits in ASEAN Stock Markets? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 11 2009 |
Aaron Lowen and Chung-Hua Shen |
| |
The random walk hypothesis revisited: evidence from the 16 OECD stock prices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 22 2009 |
Duc Khuong Nguyen and Adel Boubaker |
| |
Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 22 2009 |
Fredj JAWADI , Nicolas MILLION and Mohamed El hédi Arouri |
| |
Stock market integration in the Latin American markets: further evidence from nonlinear modeling |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 17 2008 |
Yu-Ter Wang |
| |
Outward FDI from a Free Trade Area: the Small Open Economy Case |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 16 2008 |
Guglielmo Maria Caporale , Nikolaos Philippas and Fotini Economou |
| |
Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 05 2008 |
Sang Lee |
| |
Market liberalization and ownership status of incumbent telecom enterprises: global evidence from the telecom sector |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 19 2008 |
Stephen Haynes and Joe Stone |
| |
A disaggregate approach to economic models of voting in U.S. presidential elections: forecasts of the 2008 election |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 16 2008 |
Paolo Rungo |
| |
The impact of child health status on learning ability and school entrance age |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 16 2008 |
Juan Gabriel Brida and Stefan Franz Schubert |
| |
THE ECONOMIC EFFECTS OF ADVERTISING ON TOURISM DEMAND |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 14 2008 |
Gueorgui I. Kolev |
| |
Forecasting aggregate stock returns using the number of initial public offerings as a predictor |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 14 2008 |
Shyh-Wei Chen |
| |
Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 14 2008 |
William Shambora and Shamila Jayasuriya |
| |
The world is shrinking: Evidence for stock market convergence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 10 2008 |
Ching-Chun Wei |
| |
Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 10 2008 |
Ching-Chun Wei |
| |
The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 29 2008 |
Terence Tai-Leung Chong , Chen Li and Ho Tin Yu |
| |
Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 21 2008 |
Sergio Da Silva and Mauricio Nunes |
| |
Explosive and periodically collapsing bubbles in emerging stockmarkets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 31 2008 |
Chen Xiang LIU and Mohamed El Hedi AROURI |
| |
Stock craze: an empirical analysis of PER in Chinese equity market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 11 2008 |
Yu-Lieh Huang and Chia-Wen Ho |
| |
Demarcating stable and turbulent regimes in Taiwan's stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 06 2008 |
Tsangyao Chang and Wen-Chi Liu |
| |
Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 24 2008 |
Chi-Wei Su , Ya-Wen Chang , Yahn-Shir Chen and Hsu-Ling Chang |
| |
The Relationship between Stock Price and EPS: Evidence Based on Taiwan Panel Data |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2008 |
Sergio Da Silva , Raul Matsushita and Ricardo Giglio |
| |
The relative efficiency of stockmarkets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 21 2008 |
Terence Tai-Leung Chong and Sheung Tat Chan |
| |
Structural Change in the Efficiency of the Japanese Stock Market after the Millennium |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2008 |
Elif Akben , Gökhan Özertan and Aslýhan D. Spaulding |
| |
Are the Asian Equity Markets more Interdependent after the Financial Crisis? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 04 2008 |
Andrew Muhammad and Keithly Jones |
| |
The impact of federal indemnification on livestock biosecurity |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2008 |
Newton da Costa, Jr. , Marcus Lima , Edgar Lanzer and Ana Lopes |
| |
DEA investment strategy in the Brazilian stock market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 07 2008 |
Venus Khim-Sen Liew , Ricky Chee-Jiun Chia and Syed Azizi Wafa Syed Khalid Wafa |
| |
Day-of-the-week effects in Selected East Asian stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 04 2008 |
Yasuhiko Nakamura |
| |
On Forecasting Recessions via Neural Nets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 27 2008 |
Shyh-Wei Chen |
| |
Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 12 2008 |
Inwon Jang , Hyeon-seung Huh and Richard Wong |
| |
Optimal capital investment under uncertainty: An extension |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 05 2008 |
Gerhard Kling |
| |
Disclosure of mergers without regulatory restrictions: Insider trading in pre-1914 Germany |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 05 2008 |
Sergio Da Silva , Roberto Meurer and Caio Guttler |
| |
Is the Brazilian stockmarket efficient? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 05 2008 |
Duc Khuong Nguyen , Walid Mensi and Adel Boubaker |
| |
More on corporate diversification, firm size and value creation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 19 2007 |
Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu |
| |
An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 15 2007 |
Tao Wang |
| |
Financial Constraints and the Risk-Return Relation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 13 2007 |
Paresh Narayan and Arti Prasad |
| |
Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 02 2007 |
Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao |
| |
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 02 2007 |
Victoria Ateca - Amestoy |
| |
Cultural capital and demand |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 20 2007 |
Ranasinghe Malmini |
| |
Scale invariance in financial time series |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 15 2007 |
Yen-Hsien Lee and Chien-Liang Chiu |
| |
The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 12 2007 |
Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin |
| |
The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 08 2007 |
Dat Bue Lock |
| |
The China A shares follow random walk but the B shares do not |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 22 2007 |
Yuri Khoroshilov and Anna Dodonova |
| |
Buying Winners while Holding on to Losers: an Experimental Study of Investors' Behavior |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 22 2007 |
Quentin Wodon |
| |
Constructing Fama-French Factors from style indexes: Japanese evidence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 14 2007 |
Hideki Nishigaki |
| |
Relationship between the yen carry trade and the related financial variables |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 08 2007 |
Kamal Upadhyaya , Gyan Pradhan , Dharmendra Dhakal and Rabindra Bhandari |
| |
Foreign Aid, FDI and Economic Growth in East European Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 27 2007 |
Ming-Yuan Li , Hsuan-Ho Cheng , Yu-Chen Lin and Alan T. Wang |
| |
Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 27 2007 |
Chi-Wei Su , Yahn-Shir Chen and Hsu-Ling Chang |
| |
Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 05 2007 |
Dat Bue Lock |
| |
The Taiwan stock market does follow a random walk |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 28 2006 |
Alex Coad and Rekha Rao |
| |
Innovation and market value: a quantile regression analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 09 2006 |
Fumiko Takeda and Hiroaki Yamazaki |
| |
Stock Price Reactions to Public TV Programs on Listed Japanese Companies |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 05 2006 |
Erdal Atukeren and Aylin Seçkin |
| |
Art and the Economy: A First Look at the Market for Paintings in Turkey |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 30 2006 |
Fumiko Takeda and Takanori Tomozawa |
| |
An Empirical Study on Stock Price Responses to the Release of the Environmental Management Ranking in Japan |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2006 |
Steven Zongshin Liu , Sophia Meiying Lai and Kung-Cheng Lin |
| |
Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 03 2006 |
Tsangyao Chang and Yang-Cheng Lu |
| |
Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 08 2006 |
Panu Kalmi |
| |
Stock option compensation and equity values |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 06 2005 |
Sergio Da Silva , Newton Da Costa, Jr , Joao Tusi and Andre Santos |
| |
Evaluating Brazilian mutual funds with stochastic frontiers |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 01 2005 |
Diego Nocetti |
| |
A Model of Mental Effort and Endogenous Estimation Risk |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 30 2005 |
S. C. Goh |
| |
Simple Edgeworth approximations for semiparametric averaged derivatives |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 06 2005 |
Sergio Da Silva , Jefferson Cunha and Newton Da Costa, Jr |
| |
Stock selection based on cluster analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 04 2005 |
Marian Gidea and David Quaid |
| |
On Wesner's method of searching for chaos on low frequency |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| Aug 29 2005 |
Tsangyao Chang , Chi-Wei Su , Hsiao-Ping Chu and Hsu-Ling Chang |
| |
Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 22 2005 |
Gerhard Kling |
| |
The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 22 2005 |
Kian-Ping Lim and Melvin J. Hinich |
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Non-linear Market Behavior: Events Detection in the Malaysian Stock Market |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 14 2005 |
Hyunbae Chun and Sung-Bae Mun |
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The Structure of Adjustment Costs in Information Technology Investment |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 03 2005 |
Fang Xu |
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Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 01 2005 |
Venus Khim-Sen Liew and Terence Tai-leung Chong |
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Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 21 2005 |
Sergio Da Silva , Paulo Ceretta , Silvia Nunes and Newton Da Costa, Jr |
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Stockmarket comovements revisited |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 03 2005 |
Yu Hsing |
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Application of the IS-MP-IA model to the Singapore economy and policy implications |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 28 2005 |
Yu Hsing |
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Application of the IS-MP-IA model to the German economy and policy implications |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 23 2005 |
Kian-Ping Lim and Melvin J. Hinich |
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Cross-temporal universality of non-linear dependencies in Asian stock markets |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 13 2004 |
Burkhard Heer |
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Nonsuperneutrality of Money in the Sidrauski Model with Heterogenous Agents |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 18 2004 |
AROURI Mohamed El Hedi |
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The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk. |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 11 2004 |
Eric Kam |
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A note on cash-in-advance constraints in continuous time |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 29 2003 |
Jérôme Fillol |
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Multifractality: Theory and Evidence an Application to the French Stock Market |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 20 2003 |
Francois HERMET |
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CURRENCY CRISIS AND BALANCE SHEET CHANNEL EFFECT. The Korean Experience |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 19 2003 |
Stephen LeRoy |
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Expected utility: a defense |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 28 2003 |
Luis C. Corchón |
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The Long-Run Keynesian Multiplier |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 21 2003 |
Kei Hosoya |
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Tax financed government health expenditure and growth with capital deepening externality |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 27 2003 |
Francis Ahking |
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Efficient unit root tests of real exchange rates in the post-Bretton Woods era |
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Abstract Contact Information Citation Full Text - Note |
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| May 19 2003 |
Jussi Tolvi |
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Long memory in a small stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2003 |
Eric Kam and Paul Missios |
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Wealth effects in a cash-in-advance economy |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 11 2002 |
Begona Casino |
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J curve for abatement with transboundary pollution |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 17 2002 |
Sergio Da Silva , Raul Matsushita and Iram Gleria |
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Scaling power laws in the Sao Paulo Stock Exchange |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 16 2002 |
Nathan Berg |
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Coping with journal-price inflation: leading policy proposals and the quality-spectrum |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 19 2002 |
Robin Cowan |
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On the Number of Firms and the Quantity of Innovation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 25 2002 |
Joao Ricardo Faria |
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Growth and labor supply in the presence of habit formation in consumption |
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Abstract Contact Information Citation Full Text - Note |
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| May 17 2001 |
David O. Cushman |
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Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period |
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Abstract Contact Information Citation Full Text - Note |
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