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Notes, Comments and Preliminary results

Jun 30 2024 Vinay Asthana
  Corruption and crypto participation: Cross-country evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2024 Gilson Silva jr , Jose-Maria Silveira and Henrique Richter
  Construction, extractive and mining global investment intentions: a network analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2024 Ying Lun Cheung
  Identification of matrix-valued factor models
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2024 Ayad Assoil and Jean-Marie Laporte
  Underpricing of IPOs : Evidence from the Euronext Paris market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2024 Costas Siriopoulos and Dionisis Philippas
  Putting corona into hedge fund managers' head
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2024 Naukhaiz Chaudhry , Waheed Akhter and David Roubaud
  Financial literacy, personality traits and financial wellbeing: A preliminary evidence
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2024 Guillaume Pijourlet
  Climate policy uncertainty and US industry stock returns: A quantile regression approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2024 Liliana Celedón-Cabriales , Alejandra E. Martínez-hidalgo , Abigahil Meléndez Kamila Sánchez , Patricia Kaory Tamez-González and Carlos A. Carrasco
  Macroprudential policy, mortgage lending and economic activity in Mexico
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2023 Prem Vaswani and Padmaja M
  Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2023 Jamel Jouini
  New evidence on financial integration in Latin America
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 30 2023 Euikyu Choi , Wei Du , Orhan Kara and Marek Marciniak
  Market responses to S&P exclusions: Evidence from the 2010-2019 period
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2023 Mohamed Arouri , Sabrine Ayed , Mathieu Gomes and Adel Barguellil
  War and cryptocurrency markets: An empirical investigation
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 30 2023 Levent Kutlu
  An econometric modeling of price support: The Bitcoin case
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2023 Fabrice Hervé and Sylvain Marsat
  Eco-anxiety, connectedness to nature, and green equity investments
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2023 Sinda Hadhri
  How does Bitcoin react to economic discomfort? Evidence from the economic misery index
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Jun 30 2023 Syed jawad hussain Shahzad , Elie Bouri and Román Ferrer
  Twitter sentiment and stock return volatility of US travel and leisure firms
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2023 Refk Selmi
  Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2023 Junkai Wang and Robert Hudson
  Testing for herding using different return definitions: a comparison between simple and logarithmic returns
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2023 Bruna K. S. Peixoto and Roberto T Ferreira
  Herd behavior and contagion effects of the COVID-19
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2023 Sofiane El Ouardi
  Leading indicators of sovereign defaults in middle- and low-income countries: the role of foreign exchange reserve ratios in times of pandemic.
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2023 William T. Smith
  The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge
  Abstract  Contact Information  Citation  Full Text  -  Comment
 
Mar 30 2023 Hasan Aydin Okuyan
  When does capital structure hurt economic value? Nonlinear evidence from Turkey
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2023 Gianluca P. M. Virgilio and Pedro Hector Parco Espinoza
  The impact of Intermarket Sweep Orders on volatility: an agent-based stock market model
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2023 Mohamed Arouri , Hayet Ben Haj Hamida , Issam Mejri and Srdjan Redzepagic
  Drivers of cash holdings value: does economic policy uncertainty matter?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2023 Rudra P Pradhan , Nidhi Aggarwal and Rebecca Abraham
  Are bond markets, economic growth, and institutional quality related? Evidence from VECM estimation
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Mar 30 2023 Yee - Ee Chia , Ricky Chee - Jiun Chia and Mohd Ashari Bakri
  COVID-19 and stock liquidity: Evidence from top 30 Kuala Lumpur composite index
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Mar 30 2023 Isiaka Akande Raifu
  Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 30 2022 Hyungkee Young Baek and David D. Cho
  Overconfidence and risky investment choices
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 30 2022 Huachen Li
  Tether points, price stability, and arbitrage efficiency
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Dec 30 2022 Rupika Khanna and Chandan Sharma
  COVID-19 and volatility in the tourism sector's stocks
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2022 Nadia Dridi and Fathi Ayachi
  The determinants of EURO/TND exchange rate volatility in Tunisia
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 30 2022 Whelsy Boungou and Alhonita YATIE
  Climate change and global stock market returns
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2022 Alexander Traugutt and Jarid Morton
  Is herding efficient? Evidence from the college football point spread market
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2022 Ibrahim Yagli , Ozkan Haykir and Emin Huseyin Cetenak
  Herding behavior in the European banking sector during the COVID-19 outbreak: The role of short-selling restrictions
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2022 Antonio Marsi
  Quantitative Easing in a fragmented Bond Market: core and periphery transmission channels.
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 30 2022 Refk Selmi
  A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2022 Xiaojie Xu and Yun Zhang
  Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 30 2022 Guglielmo Maria Caporale , Luis A Gil-Alana and Olaoluwa Simon Yaya
  Modeling persistence and non-linearities in the US treasury 10-year bond yields
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2022 Wenwen Zhang
  Stock Market Co-movements in RCEP Participating Countries
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2022 Houssam Bouzgarrou , Zied Ftiti , Majdi Houcine and Wael Louhichi
  Family ownership and corporate social responsibility: the moderating effect of institutional ownership
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2022 Andrei Shynkevich
  Informational efficiency of football transfer market
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2022 William T. Smith
  The optimal hedge ratio: A solution, a conjecture, and a challenge
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2022 Paulo Matos , Cristiano Da Silva and Antonio Costa
  On the relationship between COVID-19 and G7 banking co-movements
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2022 Yassine Kirat and Djamel Kirat
  Impact assessment of the COVID-19 pandemic on financial markets
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2022 Akihiko Noda
  Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Jun 30 2022 Graziano Moramarco
  Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Jun 30 2022 Bao Doan and Duc Hong Vo
  Does the market pressure increase during the Covid-19 in Vietnam? Evaluating the impacts from government responses
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 20 2022 Kazuki Okamoto and Mototsugu Fukushige
  Favourite–longshot biases in a pari-mutuel system without cross arbitrage
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 20 2022 Ngo Thai Hung
  The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Feb 20 2022 Seyed Alireza Athari
  Financial Inclusion, Political Risk, and Banking Sector Stability: Evidence from Different Geographical Regions
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Feb 20 2022 Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee
  International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 29 2021 Cheah Siew-pong , Yiew Thian-hee , Ng Cheong-fatt and Foo Chuan-chew
  Revisiting the relation between stock price and exchange rate - An asymmetric panel ARDL analysis
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 29 2021 Kok-tiong Lim , Kim-leng Goh and Kian-teng Kwek
  The influence of sovereign credit ratings on sovereign credit default swaps: do splits matter?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Dec 29 2021 Mikhail Stolbov , Maria Shchepeleva and Gazi Salah Uddin
  Does global financial cycle drive systemic risk?
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 18 2021 Xiaoyang Wang , Peimin Chen and Jianhe Liu
  Economic activity and financial markets: the case of air travel in COVID-19 pandemic
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 18 2021 Sinda Hadhri
  Fear of the Coronavirus and Cryptocurrencies' returns
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2021 Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete
  The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2021 Mert Topcu , Ibrahim Yagli and Furkan Emirmahmutoglu
  COVID-19 and stock market volatility: A time-varying perspective
  Abstract  Contact Information  Citation  Full Text  -  Note
 
Sep 17 2021 Salvatore Caruso and Giuseppe Pernagallo
  On the efficiency of online soccer betting markets: a new methodology based on symbolic series
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 17 2021 Máté Bors , Delong Li and Yiguo Sun
  Is the Yardstick ratio “a good yardstick” for stock market valuations?
  Abstract  Contact Information  Citation  Full Text  -  Preliminary Result
 
Sep 17 2021 F. Henrique Castro and Marcelo Guzella
  Individual investor attention and the predictability of stock market volatility and returns
  Abstract  Contact Information  Citation  Full Text  -  Note