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Notes, Comments and Preliminary results |
| 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 |
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Abstract Contact Information Citation Full Text - Comment |
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| Jun 30 2023 |
Syed jawad hussain Shahzad , Elie Bouri and Román Ferrer |
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Twitter sentiment and stock return volatility of US travel and leisure firms |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Refk Selmi |
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Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2023 |
Junkai Wang and Robert Hudson |
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Testing for herding using different return definitions: a comparison between simple and logarithmic returns |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Bruna K. S. Peixoto and Roberto T Ferreira |
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Herd behavior and contagion effects of the COVID-19 |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2023 |
Sofiane El Ouardi |
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Leading indicators of sovereign defaults in middle- and low-income countries: the role of foreign exchange reserve ratios in times of pandemic. |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2023 |
William T. Smith |
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The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge |
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Abstract Contact Information Citation Full Text - Comment |
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| Mar 30 2023 |
Hasan Aydin Okuyan |
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When does capital structure hurt economic value? Nonlinear evidence from Turkey |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Gianluca P. M. Virgilio and Pedro Hector Parco Espinoza |
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The impact of Intermarket Sweep Orders on volatility: an agent-based stock market model |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2023 |
Mohamed Arouri , Hayet Ben Haj Hamida , Issam Mejri and Srdjan Redzepagic |
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Drivers of cash holdings value: does economic policy uncertainty matter? |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Rudra P Pradhan , Nidhi Aggarwal and Rebecca Abraham |
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Are bond markets, economic growth, and institutional quality related? Evidence from VECM estimation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 30 2023 |
Yee - Ee Chia , Ricky Chee - Jiun Chia and Mohd Ashari Bakri |
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COVID-19 and stock liquidity: Evidence from top 30 Kuala Lumpur composite index |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 30 2023 |
Isiaka Akande Raifu |
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Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Hyungkee Young Baek and David D. Cho |
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Overconfidence and risky investment choices |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Huachen Li |
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Tether points, price stability, and arbitrage efficiency |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2022 |
Rupika Khanna and Chandan Sharma |
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COVID-19 and volatility in the tourism sector's stocks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Nadia Dridi and Fathi Ayachi |
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The determinants of EURO/TND exchange rate volatility in Tunisia |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 30 2022 |
Whelsy Boungou and Alhonita YATIE |
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Climate change and global stock market returns |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2022 |
Alexander Traugutt and Jarid Morton |
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Is herding efficient? Evidence from the college football point spread market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2022 |
Ibrahim Yagli , Ozkan Haykir and Emin Huseyin Cetenak |
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Herding behavior in the European banking sector during the COVID-19 outbreak: The role of short-selling restrictions |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2022 |
Antonio Marsi |
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Quantitative Easing in a fragmented Bond Market: core and periphery transmission channels. |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 30 2022 |
Refk Selmi |
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A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2022 |
Xiaojie Xu and Yun Zhang |
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Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 30 2022 |
Guglielmo Maria Caporale , Luis A Gil-Alana and Olaoluwa Simon Yaya |
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Modeling persistence and non-linearities in the US treasury 10-year bond yields |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
Wenwen Zhang |
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Stock Market Co-movements in RCEP Participating Countries |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Houssam Bouzgarrou , Zied Ftiti , Majdi Houcine and Wael Louhichi |
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Family ownership and corporate social responsibility: the moderating effect of institutional ownership |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Andrei Shynkevich |
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Informational efficiency of football transfer market |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
William T. Smith |
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The optimal hedge ratio: A solution, a conjecture, and a challenge |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
Paulo Matos , Cristiano Da Silva and Antonio Costa |
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On the relationship between COVID-19 and G7 banking co-movements |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
Yassine Kirat and Djamel Kirat |
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Impact assessment of the COVID-19 pandemic on financial markets |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Akihiko Noda |
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Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 30 2022 |
Graziano Moramarco |
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Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 30 2022 |
Bao Doan and Duc Hong Vo |
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Does the market pressure increase during the Covid-19 in Vietnam? Evaluating the impacts from government responses
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Abstract Contact Information Citation Full Text - Note |
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| Feb 20 2022 |
Kazuki Okamoto and Mototsugu Fukushige |
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Favourite–longshot biases in a pari-mutuel system without cross arbitrage |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 20 2022 |
Ngo Thai Hung |
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The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Feb 20 2022 |
Seyed Alireza Athari |
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Financial Inclusion, Political Risk, and Banking Sector Stability: Evidence from Different Geographical Regions |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 20 2022 |
Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee |
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International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 29 2021 |
Cheah Siew-pong , Yiew Thian-hee , Ng Cheong-fatt and Foo Chuan-chew |
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Revisiting the relation between stock price and exchange rate - An asymmetric panel ARDL analysis |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 29 2021 |
Kok-tiong Lim , Kim-leng Goh and Kian-teng Kwek |
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The influence of sovereign credit ratings on sovereign credit default swaps: do splits matter? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 29 2021 |
Mikhail Stolbov , Maria Shchepeleva and Gazi Salah Uddin |
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Does global financial cycle drive systemic risk? |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 18 2021 |
Xiaoyang Wang , Peimin Chen and Jianhe Liu |
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Economic activity and financial markets: the case of air travel in COVID-19 pandemic |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 18 2021 |
Sinda Hadhri |
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Fear of the Coronavirus and Cryptocurrencies' returns |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete |
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The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Mert Topcu , Ibrahim Yagli and Furkan Emirmahmutoglu |
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COVID-19 and stock market volatility: A time-varying perspective |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 17 2021 |
Salvatore Caruso and Giuseppe Pernagallo |
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On the efficiency of online soccer betting markets: a new methodology based on symbolic series |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2021 |
Máté Bors , Delong Li and Yiguo Sun |
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Is the Yardstick ratio “a good yardstick” for stock market valuations? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 17 2021 |
F. Henrique Castro and Marcelo Guzella |
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Individual investor attention and the predictability of stock market volatility and returns |
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Abstract Contact Information Citation Full Text - Note |
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