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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
  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 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 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 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
  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
 
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
 
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 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 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 Sergio Da Silva , Raul Matsushita and Ricardo Giglio
  The relative efficiency of stockmarkets
  Abstract  Contact Information  Citation  Full Text  -  Note
 
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
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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
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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 05 2007 Dat Bue Lock
  The Taiwan stock market does follow a random walk
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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
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Sep 05 2006 Erdal Atukeren and Aylin Seçkin
  Art and the Economy: A First Look at the Market for Paintings in Turkey
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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
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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
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Mar 08 2006 Panu Kalmi
  Stock option compensation and equity values
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Dec 06 2005 Sergio Da Silva , Newton Da Costa, Jr , Joao Tusi and Andre Santos
  Evaluating Brazilian mutual funds with stochastic frontiers
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Dec 01 2005 Diego Nocetti
  A Model of Mental Effort and Endogenous Estimation Risk
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Nov 30 2005 S. C. Goh
  Simple Edgeworth approximations for semiparametric averaged derivatives
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Oct 06 2005 Sergio Da Silva , Jefferson Cunha and Newton Da Costa, Jr
  Stock selection based on cluster analysis
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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 Kian-Ping Lim and Melvin J. Hinich
  Non-linear Market Behavior: Events Detection in the Malaysian Stock Market
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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 14 2005 Hyunbae Chun and Sung-Bae Mun
  The Structure of Adjustment Costs in Information Technology Investment
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Jun 03 2005 Fang Xu
  Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany
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Apr 01 2005 Venus Khim-Sen Liew and Terence Tai-leung Chong
  Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 21 2005 Sergio Da Silva , Paulo Ceretta , Silvia Nunes and Newton Da Costa, Jr
  Stockmarket comovements revisited
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Feb 03 2005 Yu Hsing
  Application of the IS-MP-IA model to the Singapore economy and policy implications
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Jan 28 2005 Yu Hsing
  Application of the IS-MP-IA model to the German economy and policy implications
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Jan 23 2005 Kian-Ping Lim and Melvin J. Hinich
  Cross-temporal universality of non-linear dependencies in Asian stock markets
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Apr 13 2004 Burkhard Heer
  Nonsuperneutrality of Money in the Sidrauski Model with Heterogenous Agents
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Mar 18 2004 AROURI Mohamed El Hedi
  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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Feb 11 2004 Eric Kam
  A note on cash-in-advance constraints in continuous time
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Nov 29 2003 Jérôme Fillol
  Multifractality: Theory and Evidence an Application to the French Stock Market
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Nov 20 2003 Francois HERMET
  CURRENCY CRISIS AND BALANCE SHEET CHANNEL EFFECT. The Korean Experience
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Nov 19 2003 Stephen LeRoy
  Expected utility: a defense
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Oct 28 2003 Luis C. Corchón
  The Long-Run Keynesian Multiplier
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Aug 21 2003 Kei Hosoya
  Tax financed government health expenditure and growth with capital deepening externality
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Jul 27 2003 Francis Ahking
  Efficient unit root tests of real exchange rates in the post-Bretton Woods era
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May 19 2003 Jussi Tolvi
  Long memory in a small stock market
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Mar 30 2003 Eric Kam and Paul Missios
  Wealth effects in a cash-in-advance economy
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Sep 11 2002 Begona Casino
  J curve for abatement with transboundary pollution
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Jul 17 2002 Sergio Da Silva , Raul Matsushita and Iram Gleria
  Scaling power laws in the Sao Paulo Stock Exchange
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Jul 16 2002 Nathan Berg
  Coping with journal-price inflation: leading policy proposals and the quality-spectrum
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Apr 19 2002 Robin Cowan
  On the Number of Firms and the Quantity of Innovation
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 25 2002 Joao Ricardo Faria
  Growth and labor supply in the presence of habit formation in consumption
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May 17 2001 David O. Cushman
  Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period
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