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Notes, Comments and Preliminary results |
| Sep 30 2026 |
Luis-Felipe Arizmendi |
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On protocol robustness and extreme tail risk: Fréchet vs. Gumbel domains across cryptocurrencies and traditional assets, 2022-2024 |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2026 |
Peter H. Wang and Bluford Putnam |
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Time-varying betas for Bitcoin: A generalized cross-validation approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2026 |
Naafey Sardar |
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Deconstructing oil price surprises around OPEC announcements |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2026 |
Dongsuk Oh and Risa Hagiwara |
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Cash shortfalls and capital structure adjustments: Evidence from Japanese manufacturing firms |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2026 |
Thiago Gil |
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Structural early warning in corporate credit: Evidence from a Brazilian agro-industrial distress episode |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2026 |
Chin Wen Cheong and Nor Azliana Aridi |
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The evaluation of time-varying hedging and portfolio decisions under Trump's tariff-induced volatility |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2026 |
Yusaku Nishimura , Yang Ji and Bianxia Sun |
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The Trump tariffs and intraday risk spillovers in the global financial markets |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2026 |
Cyril Filezac de L`Eetang |
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How the election of Donald Trump impacts the cryptocurrency market ? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2026 |
Paulo Marschner , Victor Fetzer , Paulo Sergio Ceretta and Carlos Gutierrez |
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Effects of investor attention on Brazilian stock market liquidity |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2026 |
Meghna Jayasankar and Anoop S Kumar |
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Decoding multifractality in DeFi through governance tokens |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2026 |
Rafael B Chaves , Cleiton G Taufemback and Hudson S Torrent |
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Does removing the effect of short-term co-movements improve portfolio performance over monthly horizons? Dow Jones Industrial Average Analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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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| Dec 30 2025 |
Fausto Hernández Trillo , Carlos Vladimir Ródriguez-Caballero and Daniel Ventosa-Santaulària |
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Monopoly unveiled: Telecom breakups in the US and Mexico |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2025 |
Chih-hsiang Hsu |
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Forecasting returns and risk through implied volatility: A dual-threshold investment framework |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2025 |
Chi-Sheng Lo |
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Can NASDAQ-100 derivatives ETF portfolio beat QQQ? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2025 |
Enrico C. Mira , Wilfredo L. Maldonado and Octávio A. F. Tourinho |
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Testing for bubbles in the Brazilian commercial real estate market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2025 |
Yu Zhang and Swarn Chatterjee |
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Overconfidence and portfolio return expectations: The mediating role of option trading behavior |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2025 |
Wan-Fei Lai and Kim-Leng Goh |
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Non-performing loans and bank value: The role of loan loss provisioning in US banks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2025 |
Sophie Nivoix and Sandrine Boulerne |
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Do financial markets in central and eastern European countries experience post-crisis mean reversion? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2025 |
João Pedro M. Franco and Pedro Chaim |
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Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2025 |
Isabelle Distinguin , Oussama Labchara and Amine Tarazi |
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Bank liquidity management during financial crises |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2025 |
Sanchita Saha and Gagari Chakrabarti |
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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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| Jun 30 2025 |
Meghna Jayasankar and P S Niveditha |
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Towards the path of green finance: Unraveling the co-movement between green cryptocurrencies and Bitcoin |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2025 |
Faruk Balli , Md Iftekhar Hassan Chowdhury and Mabruk Billiah |
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An examination of the oil market at the outset of the Russia-Ukraine conflict |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2025 |
Marta Vidal , Laura Molero González , Juan E. Trinidad-Segovia and Javier Vidal-García |
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Efficiency and investment style of European mutual funds |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2025 |
Laura Molero González , Juan E. Trinidad-Segovia , Marta Vidal and Javier Vidal-García |
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Predictability of Korean mutual fund performance |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2025 |
Huimin Li , Dazhi Zheng and Xiaowei Zhu |
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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 |
Refk Selmi |
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"The planet is swimming in discarded plastic”: How do circular economy policy statements affect corporate engagement in addressing plastic pollution? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2025 |
Budi Wahyono , Whelsy Boungou , Subroto Rapih and Khresna Bayu Sangka |
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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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| Sep 30 2024 |
Burcu Berke and Gülsüm Akarsu |
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Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Türkiye |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2024 |
Meriem Sebai and Omar Talbi |
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A dynamic panel threshold regression on financial inclusion-financial stability nexus: Evidence from developing countries |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2024 |
Vinay Asthana |
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Corruption and crypto participation: Cross-country evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2024 |
Gilson Silva jr , Jose-Maria Silveira and Henrique Richter |
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Construction, extractive and mining global investment intentions: a network analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2024 |
Ying Lun Cheung |
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Identification of matrix-valued factor models |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2024 |
Ayad Assoil and Jean-Marie Laporte |
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Underpricing of IPOs : Evidence from the Euronext Paris market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2024 |
Costas Siriopoulos and Dionisis Philippas |
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Putting corona into hedge fund managers' head |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2024 |
Naukhaiz Chaudhry , Waheed Akhter and David Roubaud |
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Financial literacy, personality traits and financial wellbeing: A preliminary evidence |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2024 |
Guillaume Pijourlet |
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Climate policy uncertainty and US industry stock returns: A quantile regression approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2024 |
Liliana Celedón-Cabriales , Alejandra E. Martínez-hidalgo , Abigahil Meléndez Kamila Sánchez , Patricia Kaory Tamez-González and Carlos A. Carrasco |
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Macroprudential policy, mortgage lending and economic activity in Mexico |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2023 |
Prem Vaswani and Padmaja M |
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Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2023 |
Jamel Jouini |
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New evidence on financial integration in Latin America |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2023 |
Euikyu Choi , Wei Du , Orhan Kara and Marek Marciniak |
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Market responses to S&P exclusions: Evidence from the 2010-2019 period
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2023 |
Mohamed Arouri , Sabrine Ayed , Mathieu Gomes and Adel Barguellil |
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War and cryptocurrency markets: An empirical investigation |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2023 |
Levent Kutlu |
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An econometric modeling of price support: The Bitcoin case |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2023 |
Fabrice Hervé and Sylvain Marsat |
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Eco-anxiety, connectedness to nature, and green equity investments |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2023 |
Sinda Hadhri |
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How does Bitcoin react to economic discomfort? Evidence from the economic misery index |