Sep 30 2024 Burcu Berke and Gülsüm Akarsu   Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Türkiye   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2024 Geraldo E. Silva jr. and Sidney M. Caetano   Inception-expansion-bursting bubbles in the BRICS-dollar exchange rates   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2024 Vinay Asthana   Corruption and crypto participation: Cross-country evidence   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2024 Yang Mestre Zhou and Roman Mestre   A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2024 Geoffrey Ducournau and Daniel Melhem   Bayesian statistical inference addressed to share prices dynamics' theory   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2024 Houssam Bouzgarrou , Zied Ftiti , Wael Louhichi and Mohamed Youssfi   Stock market performance under COVID-19: Evidence from investor behavior   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2024 Boumediene Souiki and Françoise Seyte   Liquidity on Eurozone stock markets: A non-linear approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2024 Guillaume Pijourlet   Climate policy uncertainty and US industry stock returns: A quantile regression approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2024 Alex Knorre , Ruslan Kuchakov and Dmitriy Skougarevskiy   Stakeholder activism and foreign firm exit from Russia in 2022   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2023 Prem Vaswani and Padmaja M   Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2023 Boniface Yemba , Yi Duan and Nabaneeta Biswas   Government spending news and stock price index   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2023 Levent Kutlu   An econometric modeling of price support: The Bitcoin case   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2023 Abd Rahman Razak and Wahyoe Soedarmono   Revisiting the finance-growth nexus: Global evidence   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2023 Syed jawad hussain Shahzad , Elie Bouri and Román Ferrer   Twitter sentiment and stock return volatility of US travel and leisure firms   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2023 Junkai Wang and Robert Hudson   Testing for herding using different return definitions: a comparison between simple and logarithmic returns   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2023 Bruna K. S. Peixoto and Roberto T Ferreira   Herd behavior and contagion effects of the COVID-19   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2023 Gianluca P. M. Virgilio and Pedro Hector Parco Espinoza   The impact of Intermarket Sweep Orders on volatility: an agent-based stock market model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 30 2023 Aineas Kostas Mallios   Manipulation in reported dividends: Empirical evidence from US banks   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2023 Yee - Ee Chia , Ricky Chee - Jiun Chia and Mohd Ashari Bakri   COVID-19 and stock liquidity: Evidence from top 30 Kuala Lumpur composite index   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2023 Md Shajedur Rahaman , Mohammad Chhiddikur Rahman , Md Abdur Rouf Sarkar and Mohammad Ariful Islam   Contribution of agriculture subsectors on economic growth in Bangladesh: An application of the ARDL method   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2023 Isiaka Akande Raifu   Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2022 Hyungkee Young Baek and David D. Cho   Overconfidence and risky investment choices   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2022 Rupika Khanna and Chandan Sharma   COVID-19 and volatility in the tourism sector's stocks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2022 Seyid Fahri Mahmud , Seyid Amjad Ali and Fatih Furkan Akosman   Modeling 2018 currency crisis of Turkey: A balance of payments approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 30 2022 Whelsy Boungou and Alhonita YATIE   Climate change and global stock market returns   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2022 Riadh El Abed and Noura Harboub   Time varying causality between Economic policy uncertainty and stock prices in BRIC countries: A rolling-window bootstrap approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 30 2022 Yuta Kurose   Bayesian GARCH modeling for return and range   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 30 2022 Ibrahim Yagli , Ozkan Haykir and Emin Huseyin Cetenak   Herding behavior in the European banking sector during the COVID-19 outbreak: The role of short-selling restrictions   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 30 2022 Refk Selmi   A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 30 2022 Xiaojie Xu and Yun Zhang   Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2022 Wenwen Zhang   Stock Market Co-movements in RCEP Participating Countries   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2022 Jongrim Ha   Role of Global Uncertainty: Evidence from COVID-19 Pandemic   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2022 Fábio A. R. Gomes   Consumption function: nondurable and durable goods   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2022 Saeed Rabea Baatwah , Ehsan Saleh Almoataz and Khaled Salmen Aljaaidi   Tightened it and ruined it: Earnings management trade-off as a consequence of key audit matters disclosure   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2022 Yassine Kirat and Djamel Kirat   Impact assessment of the COVID-19 pandemic on financial markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 30 2022 Sabri Boubaker and Hatem Mansali   The long-run performance of seasoned stock-warrant unit offerings   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2022 Bao Doan and Duc Hong Vo   Does the market pressure increase during the Covid-19 in Vietnam? Evaluating the impacts from government responses   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 30 2022 Muhammad Madyan , Iksan Abdi Nugraha , Wisudanto Wisudanto , Rahmat Setiawan and Novian Abdi Firdausi   Building firm value and financial performance through intellectual capital: the Indonesia stock exchange's experience   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 20 2022 Hwang Kim and Yuinyon Kim   The Disproportionate Impacts of Covid-19 on Private Investors During and After the Covid-19 Pandemic: A Mobile Trading App Analysis in South Korea   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 20 2022 Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee   International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 29 2021 Christian-lambert Nguena , Fulbert Tchana tchana and Albert Zeufack   On the determinants of housing finance development: Evidence from Sub-Saharan Africa (SSA)   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 29 2021 Cheah Siew-pong , Yiew Thian-hee , Ng Cheong-fatt and Foo Chuan-chew   Revisiting the relation between stock price and exchange rate - An asymmetric panel ARDL analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 29 2021 Salem Adel Ziadat and David Gordon McMillan   Oil innovations and Gulf Cooperation Council stock market connectedness   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete   The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Ramzi Benkraiem , Florence Depoers , Assil Guizani and Faten Lakhal   How do powerful decision-makers affect firm's stock price crash risk?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Mert Topcu , Ibrahim Yagli and Furkan Emirmahmutoglu   COVID-19 and stock market volatility: A time-varying perspective   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 17 2021 Máté Bors , Delong Li and Yiguo Sun   Is the Yardstick ratio “a good yardstick” for stock market valuations?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 17 2021 F. Henrique Castro and Marcelo Guzella   Individual investor attention and the predictability of stock market volatility and returns   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 18 2021 Euikyu Choi , Wei Du and Caitlin Riley   The impact of Wayfair vs. South Dakota on retailers: an event study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2021 Claudiu T Albulescu , Michel Mina and Cornel Oros   Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2021 Paulo F. Marschner and Paulo Sergio Ceretta   The impact of oil price shocks on latin american stock markets: a behavioral approach   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 09 2021 Md. Thasinul Abedin , Rajarshi Mitra , Kanon Kumar Sen and Md. Sharif Hossain   Exchange Rate and Stock Market Development in Bangladesh   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 10 2021 Masao Kumamoto and Juanjuan Zhuo   Hedge and safe haven status of Bitcoin: copula-DCC approach   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 23 2020 Juanjuan Zhuo and Masao Kumamoto   Stock market reactions to COVID-19 and containment policies: A panel VAR approach   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 30 2020 Soonho Kim   Effect of Short Selling on Market Liquidity, Price, and Volatility: A Dynamic Perspective   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 25 2020 Andreas Humpe and David McMillan   The Covid-19 stock market puzzle and money supply in the US   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 24 2020 Jean-Michel Sahut , Rey Dang , L'Hocine Houanti and Nhu Tuyen Le   Women on corporate boards, stated-owned enterprises and firm performance: Evidence from Vietnam and quantile regression   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 24 2020 K.P. Prabheesh , Bhavesh Garg and Rakesh Padhan   Time-varying dependence between stock markets and oil prices during COVID-19: The case of net oil-exporting countries   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 08 2020 Bruno Thiago Tomio   Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 08 2020 Jorge Silva   Determinants of the structure of external funding: the Portuguese case   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 08 2020 Wen hsiang Chiu , Shih-wei Hung and Chiung-ju Liang   The Mediation effect for Bitcoin, Evidence from China Market on the Period of Covid-19 Outbreaking   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 18 2020 Bertrand Groslambert and Wan-Ni Lai   Ranking tail risk across international stock markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 18 2020 Chin Chia Liang , Carol Troy and Ellen Rouyer   The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 07 2020 Jau-er Chen and Rajarshi Mitra   Demographic Shifts and Asset Returns in Japan   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 07 2020 Garry L. Shelley , Anca Traian and William J. Trainor Jr.   Stock market "prediction" models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 09 2020 Jessica Paule-Vianez , Raúl Gómez-Martínez and Camilo Prado-Román   Effect of Economic and Monetary Policy Uncertainty on stock markets. Evidence on return, volatility and liquidity   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 29 2020 Mihaela Nicolau   Interest rate and the financial and housing wealth effects in ten CEEC   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 15 2020 François Aubert and Waël Louhichi   Why Do Firms Release Profit Warnings?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 22 2020 Heni Boubaker and Hichem Rezgui   Co-movement between some commodities and the Dow Jones Islamic Index: A Wavelet analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 10 2020 Ana Brochado , Margarida Abreu and Victor Mendes   Correlates of Gambling   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 07 2020 Mohamed El Fodil Ihaddaden   Impact of Political Uncertainty on Banking Productivity: Investigating the Jasmin Revolution Effect on the Tunisian Banking System   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 05 2020 Artem Meshcheryakov and Stoyu Ivanov   Ethereum as a Hedge: The intraday analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 05 2020 Claude Bergeron , Tov Assogbavi and Jean-pierre Gueyie   Conditional capital asset pricing model, long-run risk, and stock valuation   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 01 2020 Maxim Zagonov and Bernd Hanke   Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns.   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 01 2020 Nawazish Mirza , Amir Hasnaoui and Birjees Rahat   Credit Quality and Stock Returns of Commercial Banks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 21 2019 José de Jesús Rocha Salazar and María del Carmen Boado-Penas   How Macroeconomic and Financial Fluctuations Affect Retirement: The Case of an Oil Producing Country.   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 16 2019 Abdullah Alqahtani   Does U.S. Equity market uncertainty and implied stock market volatility affect the GCC stock markets?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 07 2019 Xiaojie Xu   Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 27 2019 Kore Marc Guei   Does financial structure matter for economic growth: evidence from South Africa   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 19 2019 Muhammad Imran , Mengyun Wu , Shuibin Gu , Shah Saud and Muhammad Abbas   Influence of economic and non-economic factors on firm level equity premium: Evidence from Pakistan   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 12 2019 Vighneswara Swamy   Wealth Effects and Macroeconomic Dynamics   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 15 2019 Bertrand Groslambert , Devraj Basu and Wan Ni Lai   Is tail risk the missing link between institutions and risk?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 31 2019 Adam A Tyrcha   Why does the queue keep growing? The relationship between migration and rental housing queues in Sweden   Abstract  Contact Information  Citation  Full Text  -  Comment   May 31 2019 Ahmed Baig , Nasim Sabah and Drew Winters   Have Stock Prices become more Uniformly Distributed?   Abstract  Contact Information  Citation  Full Text  -  Note   May 15 2019 Antonis A Michis   The systematic risk of gold at different time-scales   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 15 2019 Benjamin Carl Anderson and Stoyu I Ivanov   Study of the impact of the Great Recession on the relation between earnings surprises and stock returns   Abstract  Contact Information  Citation  Full Text  -  Note   May 02 2019 Claude Bergeron   Recursive preferences, long-run risks, and stock valuation   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 27 2019 Román Ferrer , Syed Jawad Hussain Shahzad and Adrián Maizonada   Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 25 2019 Matheus O. de Alencar , Jair A. Araujo , Wellington R. Justo and Celina Santos de Oliveira   DETERMINANTS OF WAGE INEQUALITY IN BRAZILIAN MUNICIPALITIES   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 03 2019 Jesus Mendoza and Nathan Ashby   Mexican Migration Flows to the United States: The Impact of Business Cycles on Unauthorized Immigration to the United States   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 16 2019 Emilie Arnoult and Richard Duhautois   Workers and people flows in France: is there a link?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 02 2019 Jinghan Cai , Jia He , Jibao He and Weili Zhai   Individual Investors and R^2   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 10 2019 Euikyu Choi , Wei Du and Michael Malcolm   The cost of the travel ban to high-tech firms: An event study   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 13 2018 Rafael C Gatsios , Fabiano G Lima and Vinícius M Magnani   The impact of IFRS adoption on the accuracy and dispersion of analysts' forecasts in the Brazilian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 10 2018 Juanjuan Zhuo and Masao Kumamoto   Threshold effects of population aging on stock prices   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 06 2018 Ramzi Benkraiem , Thi hong van Hoang , Amine Lahiani and Anthony Miloudi   Crude oil and equity markets in major European countries: New evidence   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 17 2018 Suleman Sarwar , Rida Waheed , Mehnoor Amir and Muqaddas Khalid   Role of Energy on Economy The Case of Micro to Macro Level Analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 10 2018 Roman Mestre and Michel Terraza   Time-Frequency varying beta estimation -a continuous wavelets approach-   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 07 2018 Harri Pönkä   Sentiment and sign predictability of stock returns   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 05 2018 Raphael Moses Roquete , Ricardo P. C. Leal and Carlos Heitor Campani   Corporate governance and fundamental indexation in Brazil   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 18 2018 Lumengo Bonga-bonga and Maphelane Phume   Assessing the relationship between total factor productivity and foreign direct investment in an economy with a skills shortage: the case of South Africa   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 15 2018 Khaled Khaled , Amel Belanes and Sandrine Kablan   The regional pricing of risk: An empirical investigation of the MENA Region   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 23 2018 Mohammad Q. M. Momani   Revisiting the momentum factor in the U.K. stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2018 François Desmoulins-Lebeault , Jean-François Gajewski and Luc Meunier   Personality and Risk Aversion   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 09 2018 Bruno Emmanuel Ongo Nkoa   Determinants of foreign direct investment in Africa: An analysis of the impact of financial development   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 21 2018 Wahyoe Soedarmono   Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 28 2017 Pei-Ling Lee , Lee Chin , Siong Hook Law and W.N.W. Azman-Saini   Do integrated economies grow faster? Evidence from domestic equity holdings   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 01 2017 Francisco Serranito   Determinants of technology catch-up in MENA and SSA countries: a panel data analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 01 2017 José Antonio Núñez-Mora , Roberto Joaquín Santillán-Salgado and Leovardo Mata   Efficient portfolios and the generalized hyperbolic distribution   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 19 2017 Adedoyin Isola Lawal , Russel O Somoye and Abiola Ayopo Babajide   Are African stock markets efficient? Evidence from wavelet unit root test for random walk   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Simeon Ebechidi and Eleanya K. Nduka   Modeling the Impact of Oil Price Shocks on Energy Sector Stock Returns: Evidence from Nigeria   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Stefano Alderighi   A note on how to enhance liquidity in emerging markets by levering on trading participants   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2017 Paulo Sergio Ceretta and Alexandre Silva Da costa   The Gap Effect on the Brazilian Exchange   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 19 2017 Nawazish Mirza and Krishna Reddy   Asset Pricing in a Developing Economy: Evidence from Pakistan   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 26 2017 Bala A. Dahiru , Pam W. Jim and Kalu N. Nwonyuku   Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 04 2017 Riadh El abed   Exploring the nexus between Stock prices and Macroeconomic shocks: Panel VAR approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 31 2017 Taizo Motonishi   The Effects of the Great East Japan Earthquake on Investors' Risk and Time Preferences   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 29 2017 Alex Young   The effect of stock market indexing on the asymmetric timeliness of loss recognition   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 02 2017 Taro Ikeda   A fractal analysis of world stock markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 05 2017 Nidhal Mgadmi and Khemaies Bougatef   Modeling volatility of the French stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Wilfredo Leiva Maldonado and Jussara Ribeiro   Construction of a dividend index with all the distributed revenues   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Giray Gozgor and Ender Demir   Excess stock returns, oil shocks, and policy uncertainty in the U.S.   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Liam Ison and Robert Hudson   Stock predictability and preceding stock price changes – evidence from central and eastern european markets   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 22 2017 Stoyu Ivanov   Comparative Analysis of ETF and Common Stock Intraday Bid-Ask Spread Behavior   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 22 2017 Ritika Jain   Is Demonetisation a Windfall for the banking sector? Evidence from the Indian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 09 2017 Abdul Rashid and Hira Mehmood   Liquidity and Capital Structure: The Case of Pakistani Non-Financial Firms   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2017 Taro Ikeda   Fractal analysis revisited: The case of the US industrial sector stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2017 Sébastien Galanti and Zahra Ben Braham   Information efficiency on an emerging market: analysts' recommendations in Tunisia   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2017 Siew-Pong Cheah , Thian-Hee Yiew and Cheong-Fatt Ng   A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia.   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 26 2017 Ulrich Fritsche and Christian Pierdzioch   Animal spirits, the stock market, and the unemployment rate: Some evidence for German data   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 13 2017 Chi Dong , Hooi Hooi Lean and Zamri Ahmad   Intra-industry information diffusion in China's stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 21 2016 Syed jawad hussain Shahzad , Saba Ameer and Muhammad Shahbaz   Disaggregating the correlation under bearish and bullish markets: A Quantile-quantile approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 10 2016 Manel Hamdi , Chaker Aloui and Santosh kumar Nanda   Comparing Functional Link Artificial Neural Network And Multilayer Feedforward Neural Network Model To Forecast Crude Oil Prices   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 10 2016 Valeriya V. Lakshina and Andrey M. Silaev   Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts?   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 28 2016 Khaled Guesmi , Nabila BOUKEF JLASSI , Ahmed Atil and Imen Haouet   On the Influence of Oil Prices on Financial Variables   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 26 2016 Mohsen Bahmani-Oskooee , Tsangyao Chang , Tsung-hsien Chen and Han-wen Tzeng   "Revisiting the efficient market hypothesis in transition countries using quantile unit root test."   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2016 Amélie Charles and Olivier Darné   Stock market reactions to FIFA World Cup announcements: An event study   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2016 Nidhal Mgadmi , Helmi Hamdi and Houssem Rachdi   Non-Linear Modelling of Money Demand in Tunisia: Evidence from the STAR Model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 03 2016 Jamal Bouoiyour and Refk Selmi   Brexit concerns, UK and European equities: A lose-lose scenario?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 11 2016 Sandrine Kablan and Khaled Guesmi   Financial Integration and Japanese Stock market Performance   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 11 2016 Mirzosaid Sultonov   Dynamic conditional correlation and causality relationship among foreign exchange, stock and commodity markets: Evidence from 2014 Russian financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 11 2016 Flavio C. Sanematsu and Ricardo P. C. Leal   Survivorship bias in Brazilian stock funds   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 18 2016 Xing Lu and Neel Patel   Festivity Anomaly in Indian Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 29 2016 Ramzi Boussaidi and Abaoub Ezzeddine   The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 29 2016 Andrew Phiri   Did the global financial crisis alter equilibrium adjustment dynamics between the US federal fund fund rates and stock price volatility in the SSA region?   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2016 Mohamed Arouri and David Roubaud   On the determinants of stock market dynamics in emerging countries: the role of economic policy uncertainty in China and India   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2016 Kaidi Nasreddine and Sami Mensi   Financial Development and Income Inequality: The Linear versus the Nonlinear Hypothesis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 17 2016 Juan Gabriel Brida and María Nela Seijas   The impact of funded pension schemes in domestic capital markets: evaluating global reforms   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 17 2016 Riyad Abubaker   Consumption and Money Uncertainty at the Zero Lower Bound   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 16 2015 Jean-pierre Amigues , Gilles Lafforgue and Michel Moreaux   Optimal timing of carbon sequestration policies   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 16 2015 Dominique Pépin   Intertemporal Substitutability, Risk aversion and Asset Prices   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 07 2015 Amelie Charles and Olivier Darné   Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 24 2015 Omar Farooq and Imad Jabbouri   Ownership structure and portfolio performance: Pre- and post-crisis evidence from the Casablanca Stock Exchange   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 09 2015 Etienne Redor   Does board diversity matter? Evidence from the market reaction to directors' departures.   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 01 2015 Jacques Jaussaud , Sophie Nivoix and Serge Rey   The Great East Japan Earthquake and Stock Prices   Abstract  Contact Information  Citation  Full Text  -  Note   May 14 2015 Nahoko Mitsuyama and Satoshi Shimizutani   Stock market reaction to ESG-oriented management: an event study analysis on a disclosing policy in Japan   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 09 2015 Hirofumi Suzuki   Comovement and index fund trading effect: evidence from Japanese stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 11 2015 Yu Hsing   Short-Run Determinants of the USD/MYR Exchange Rate   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 11 2015 Prateek Sharma and Swati Sharma   Forecasting gains of robust realized variance estimators: evidence from European stock markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 06 2014 Shangkari V Anusakumar , Ruhani Ali and Chee-Wooi Hooy   Are momentum and contrarian effects related? Evidence from the Chinese stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 05 2014 Wen-chung Guo and Ying-huei Chen   Pricing of put warrants and competition among issuers   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 05 2014 Alexandru Todea and Andrei Rusu   Liquidity, information and market efficiency: an intraday approach on a frontier stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 24 2014 Nicholas Mangee   Stock Prices, the Business Cycle and Contingent Change: Evidence from Bloomberg News Market Wraps   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 16 2014 Marcelo Brutti Righi , Kelmara Mendes Vieira , Daniel Arruda Coronel , Reisoli Bender Filho and Paulo Sergio Ceretta   Decomposing the bid-ask spread in the Brazilian market: an intraday framework   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 20 2014 Mohamed Arouri , Christophe Rault and Frédéric Teulon   Economic policy uncertainty, oil price shocks and GCC stock markets   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 06 2014 Chih-hsiang Hsu , Ming-sung Kao and Wei-pen Tsai   Information Transmission between Dual Listed Stocks with Non-Overlapping Trading Hours   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 08 2014 Jens J. Krüger   A multivariate evaluation of German output growth and inflation forecasts   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 08 2014 Tong Wang and Seong Cheol Park   Livestock Disease Indemnity Design under Common Uncertainty: A Multi-agent Problem   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 23 2014 Kuang-Liang Chang and Ming-Hui Yen   The magnitude and significance of macroeconomic variables in explaining regional housing fluctuations   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 31 2014 Khaled GUESMI and Salma FATTOUM   The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 31 2014 Lutz Bellmann , Hans-Dieter Gerner and Olaf Hübler   Effects of reciprocal concessions on employment and real capital   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 28 2014 Nguena Christian Lambert and Tsafack Nanfosso Roger   On the Sensitivity of Banking Activity Shocks: Evidence from the CEMAC Sub-region   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 04 2014 Ginny ju-ann Yang , Koyin Chang , Yung-Hsiang Ying and Chen-hsun Lee   Spillover Effects of Chinese Stock Markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 30 2014 Carl Chiarella and Corrado Di Guilmi   Financial instability and debt deflation dynamics in a bottom-up approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 14 2014 Tobias R. Rühl and Michael Stein   The impact of financial transaction taxes: Evidence from Italy   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 06 2014 Alexander Ludwig   What results can we expect from rolling trace tests? A discussion based on the issue of stock market integration   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 30 2013 Sandrine Jacob Leal   Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 10 2013 Enerelt Murakami   Efficiency and productivity of the Mongolian livestock sector in an open economy   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 08 2013 Nahoko Mitsuyama and Satoshi Shimizutani   Stock market response to women's active participation in Japan: an event study analysis on a disclosing policy   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 08 2013 Constant Fouopi djiogap   Foreign Direct Investment and Macro Economic Performances in the Central African Economic and Monetary Community (CEMAC)   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 03 2013 Michael Good   Gravity and Localized Migration   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 03 2013 Frederique Bec and Marie Bessec   Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 23 2013 Roger White   Is cultural distance a determinant of international migration flows? Evidence from Denmark, Germany, and the Netherlands   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 05 2013 Fumitaka Furuoka , Qaiser Munir and Hanafiah Harvey   Does the Phillips curve exist in the Philippines?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 16 2013 Jani Saastamoinen and Niko Suhonen   Were the European short selling bans of 2011 effective?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 11 2013 Diogo de Prince and Alexandre Monte   What market (spot or future) reflects news first? An analysis in the frequency domain for Brazilian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 11 2013 Gueorgui I. Kolev   Two gold return puzzles   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 11 2013 Philippe Bernard and Michel Blanchard   The performance of amateur traders on a public internet site: a case of a stock-exchange contest   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 11 2013 Dirk Bleich , Ralf Fendel and Jan-Christoph Rülke   Monetary Policy and Stock Market Volatility   Abstract  Contact Information  Citation  Full Text  -  Note   May 24 2013 Rudy Santore and Martin Tackie   Stock option contract design and managerial fraud   Abstract  Contact Information  Citation  Full Text  -  Note   May 12 2013 Lilia Karnizova   Letting the speculative and the news views of the Japanese business cycle compete   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 05 2013 Khaled Guesmi , Mohamed Hedi Arouri , Ilyes Abid and Frédéric Teulon   On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 21 2013 Francisca Beer , Fabrice Hervé and Mohamed Zouaoui   Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 07 2013 Cesar Cupertino , Newton Da Costa Jr., Reinaldo Coelho and Emilio Menezes   Cash flow, earnings, and dividends: A comparison between different valuation methods for Brazilian companies   Abstract  Contact Information  Citation  Full Text  -  Comment   Jan 14 2013 Terence t. l. Chong and Xiaolei Wang   Can analyst predict stock market crashes?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 08 2013 Baotai Wang and D. Ajit   Stock Market and Economic Growth in China   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 08 2013 Aymen Ben Rejeb   Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 08 2013 Rosemarie Bröker Bone and Eduardo P Ribeiro   Informational content of corporate ratings in a developing country: the case of Brazilian firms   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 29 2012 Taketo Kawagishi and Kazuo Mino   Time Preference and Long-Run Growth: the Role of Patience Capital   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 19 2012 Shue-Jen Wu and Wei-Ming Lee   Predicting the U.S. bear stock market using the consumption-wealth ratio   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 08 2012 Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen   Oil-stock volatility transmission, portfolio selection and hedging   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 09 2012 Mohamed E AROURI , Fredj JAWADI and Duc K NGUYEN   Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 09 2012 Jean-michel Sahut , Medhi Mili and Frédéric Teulon   What is the linkage between real growth in the Euro area and global financial market conditions?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 05 2012 Carmine Trecroci   Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 21 2012 Simone Marsiglio and Davide La Torre   A note on demographic shocks in a multi-sector growth model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 14 2012 Walid Chkili   Is currency risk priced for emerging stock markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 26 2012 Hideaki Sakawa and Masato Ubukata   Does Pre-trade Transparency Affect Market Quality in the Tokyo Stock Exchange?   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 23 2012 Paulo Sergio Ceretta , Marcelo Brutti Righi , Alexandre Silva Da costa and Fernanda Maria Muller   Quantiles autocorrelation in stock markets returns   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 19 2012 Fabien Rondeau and Sébastien Pommier   Factors of R&D spillovers and European integration   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 03 2012 João Caldeira , Guilherme Moura and André A.P. Santos   Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 15 2012 David G McMillan   Long-run stock price-house price relation: evidence from an ESTR model   Abstract  Contact Information  Citation  Full Text  -  Note   May 29 2012 Gabriele Morettini , Andrea F. Presbitero and Massimo Tamberi   Determinants of international migrations to Italian provinces   Abstract  Contact Information  Citation  Full Text  -  Note   May 20 2012 Aymen Belgacem and Amine Lahiani   More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 18 2012 Hans Bystrom   Executive compensation based on asset values   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 14 2012 Susan Sunila Sharma and Paresh Kumar Narayan   Investment and oil price volatility   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 24 2012 Suresh K. G. , Aviral Kumar Tiwari and Anto Joseph   Are the emerging bric stock markets efficient?   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 04 2012 Andrea F. Presbitero   Domestic debt in Low-Income Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 26 2012 Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes   Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 24 2012 Kuang-Liang Chang   Stock return predictability and stationarity of dividend yield   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Feb 17 2012 Cesare Imbriani , Piergiuseppe Morone , Rosanna Pittiglio and Filippo Reganati   Agglomeration economies, local cluster and foreign direct investments a pilot study for Emilia Romagna region   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 29 2012 Go Tamakoshi , Yuki Toyoshima and Shigeyuki Hamori   A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 25 2012 Jaqueson K. Galimberti and Sergio da Silva   An empirical case against the use of genetic-based learning classifier systems as forecasting devices   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 20 2012 Fabio Pizzutilo   Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 11 2012 Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori   Exploring the dynamic interdependence between gold and other financial markets   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 13 2011 Go Tamakoshi and Shigeyuki Hamori   Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 28 2011 Dean Fantazzini   Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 13 2011 Benoît Sévi and César Baena   Brownian motion vs. pure-jump processes for individual stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2011 Chia Ricky Chee-Jiun and Lim Shiok Ye   Stock Market Anomalies in South Africa and its Neighbouring Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2011 Chia Ricky Chee-Jiun and Lim Shiok Ye   Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2011 Zaichao Du   Intraday probability of informed trading   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 24 2011 Ching-chin Chou and Show-lin Chen   Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 10 2011 Muhammad Shahbaz , Nuno Carlos leitão and Summaira Malik   Foreign Direct Investment-Economic Growth Nexus: The Role of Domestic Financial Development in Portugal   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 12 2011 Khaled Guesmi   What Drives the Regional Integration of Emerging Stock Markets?   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 09 2011 Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay   The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 29 2011 Alex YiHou Huang , Chiao-Ming Cheng , Wen-Cheng Hu and Chih-Chun Chen   Relationship between Crude Oil Prices and Stock Prices of Alternative Energy Companies with Recent Evidence   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 02 2011 Anupam Das and Biru Paksha Paul   Openness and growth in emerging Asian economies: Evidence from GMM estimations of a dynamic panel   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 20 2011 Ozlem Goktas and Aycan Hepsag   Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 03 2011 Tran MANH Tuyen   Modeling Volatility Using GARCH Models: Evidence from Vietnam   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 22 2011 Rania Guirat   Investor behavior heterogeneity in the French stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 06 2011 Caroline Duburcq and Eric Girardin   The stabilization of foreign bank lending: A neglected benefit of hard pegs   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2011 Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva   Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2011 Virginie Coudert and Hélène Raymond-Feingold   Gold and financial assets: Are there any safe havens in bear markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 15 2011 Walid Chkili and Duc Khuong Nguyen   Modeling the volatility of Mediterranean stock markets: a regime-switching approach   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 10 2011 Khaled Guesmi   Time varying regional integration in emerging stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 02 2011 Fernanda G Barba and Paulo S Ceretta   Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 25 2011 Mohamed el hédi Arouri and Fredj Jawadi   Do on/off time series models reproduce emerging stock market comovements?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 21 2011 Christos S Savva   Modeling interbank relations during the international financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 17 2011 Yu Hsing   Impacts of Macroeconomic Variables on the U.S. Stock Market Index and Policy Implications   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 15 2011 Chaker Aloui Mr and Ben hamida Hela miss   Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 17 2011 Laurent Augier and Wahyoe Soedarmono   Threshold Effect and Financial Intermediation in Economic Development   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 09 2011 Peter Schwarz   Estimating Tax-Elasticities of Foreign Direct Investment: The Importance of Tax Havens.   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 08 2010 Jijun Niu   The effect of CEO overconfidence on bank risk taking   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 08 2010 Siow-Hooi Tan and Mohammad Tariqul Islam Khan   Long Memory Features in Return and Volatility of the Malaysian Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 02 2010 Christophe Hurlin and Florence Arestoff   Are Public Investment Efficient in Creating Capital Stocks in Developing Countries?   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 11 2010 Abd Halim Ahmad , Siti Nurazira Mohd Daud and W.N.W. Azman-Saini   Efficient market hypothesis in emerging markets: Panel data evidence with multiple breaks and cross sectional dependence   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 09 2010 Denis Claude and Mabel Tidball   Efficiency inducing taxation for polluting oligopolists: the irrelevance of privatization   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 08 2010 Kamel malik Bensafta   Non-stationary Variance and Volatility Causality   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 08 2010 Masato Ubukata   Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 03 2010 George Milunovich and Ronald Ripple   Crude Oil Volatility: Hedgers or Investors   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 31 2010 Kenji Miyazaki   A note on continuous time models with general cash-in-advance constraints   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 09 2010 Haifeng Xu and Shigeyuki Hamori   Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 28 2010 Qian Liu and Shigeyuki Hamori   The efficiency of the Chinese stock market and the role of market liberalization   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 26 2010 Robert Finger   Stock price responses on the German suspension of genetically modified maize   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 19 2010 Chin-Hong Puah Dr., Muzafar Shah Habibullah Professor Dr. and Venus Khim-Sen Liew   Is money neutral in stock market? The case of Malaysia   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2010 Bolong Cao , Shamila Jayasuriya and William Shambora   Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect?   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2010 Dean Fantazzini   Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 12 2010 Tho D.Q. Nguyen and Jian Wu   Spillover impacts of the US macroeconomic news: Australian sectoral perspective   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 04 2010 Kian-ping Lim and Chee-wooi Hooy   The delay of stock price adjustment to information: A country-level analysis   Abstract  Contact Information  Citation  Full Text  -  Note   May 21 2010 Marcia L. Zindel , Emilio Menezes , Raul Matsushita and Sergio Da Silva   Biological characteristics modulating investor overconfidence   Abstract  Contact Information  Citation  Full Text  -  Note   May 11 2010 Pei Ling Lee , Roy Wye Leong Khong and Suganthi Ramasamy   Characteristics of Firms Going Private in the Malaysian Stock Exchange   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 11 2010 Ryan Compton and Syeed Khan   An examination of the stability of short-run Canadian stock predictability   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 06 2010 Khurshid Kiani   Predictable Signals in Excess Returns: Evidence from Non-Gaussian State Space Models   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 21 2010 Arouri Mohamed El Hédi and Jawadi Fredj   On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 08 2010 Shiok Ye Lim and Ricky Chee-Jiun Chia   Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 01 2010 Yoichiro Fujii and Yutaka Nakamura   Equity premium under multiple background risks   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2010 Yves Jegourel and Samuel Maveyraud   A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter?   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 29 2010 Kunlin Hsieh , Yuching Hsieh and Shigeyuki Hamori   The Interdependence of Taiwanese and Japanese Stock Prices   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 25 2010 Arouri Mohamed El Hedi and Jawadi Fredj   Short and long-term links between oil prices and stock markets in Europe   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 23 2010 Mathieu Bunel , Richard Duhautois and Lucie Gonzalez   Are Mergers and Acquisitions Accompanied by Increasing Recourse to THS employment? A French perspective   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 19 2010 Siow-hooi Tan , Muzafar-shah Habibullah and Roy-wye-leong Khong   Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 11 2010 Marcel Aloy , Mohamed Boutahar , Karine Gente and Anne Péguin-feissolle   Fractional integration and cointegration in stock prices and exchange rates   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 13 2009 Manish Kumar   A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 26 2009 Hans Byström   News aggregators, volatility and the stock market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 16 2009 Jui-Cheng Hung , Ren-Xi Ni and Matthew C. Chang   The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 24 2009 William Wai Him Tsang and Terence Tai Leung Chong   Profitability of the On-Balance Volume Indicator   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Sep 24 2009 Juan Gabriel Brida and W. Adrian Risso   Dynamic and Structure of the Italian stock market based on returns and volume trading   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 26 2009 Yu Hsing , A. M. M. Jamal and Wen-jen Hsieh   Application of the monetary policy function to output fluctuations in Bangladesh   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 24 2009 Terence Tai-Leung Chong , Winnie S. C. Leung , Rita W. Y. Yip and Howard Z. Huang   Is the Convergence of Accounting Standards Good for Stock Markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 24 2009 Matei Demetrescu   Panel unit root testing and the martingale difference hypothesis for German stocks   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 08 2009 Seiya Fujisaki and Kazuo Mino   Long-Run Impacts of Inflation Tax in the Presence of Multiple Capital Goods   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 06 2009 Carlos Bautista , Philippe Rous and Amine Tarazi   The determinants of bank stock return's co-movements in East Asia   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 10 2009 Arouri Mohamed el hédi and Jamel Jouini   Analysis of structural breaks in the stock market integration of mexico into world   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 08 2009 Qaiser Munir and Kasim Mansur   Is Malaysian Stock Market Efficient? Evidence from Threshold Unit Root Tests   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2009 Ching-Chun Wei   An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return   Abstract  Contact Information  Citation  Full Text  -  Note   May 03 2009 Arouri Mohamed el hédi and Fouquau Julien   On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 14 2009 Giam Quang Do , Michael Mcaleer and Songsak Sriboonchitta   Effects of international gold market on stock exchange volatility: evidence from asean emerging stock markets   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 25 2009 Emin Gahramanov   Tax Evasion and Dynamic Inefficiency   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 23 2009 Hock-Ann Lee , Kian-Ping Lim and Venus Khim-Sen Liew   Is There Any International Diversification Benefits in ASEAN Stock Markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 11 2009 Aaron Lowen and Chung-Hua Shen   The random walk hypothesis revisited: evidence from the 16 OECD stock prices   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2009 Duc Khuong Nguyen and Adel Boubaker   Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure?   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 22 2009 Fredj JAWADI , Nicolas MILLION and Mohamed El hédi Arouri   Stock market integration in the Latin American markets: further evidence from nonlinear modeling   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 17 2008 Yu-Ter Wang   Outward FDI from a Free Trade Area: the Small Open Economy Case   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 16 2008 Guglielmo Maria Caporale , Nikolaos Philippas and Fotini Economou   Herding behaviour in extreme market conditions: the case of the Athens Stock Exchange   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 05 2008 Sang Lee   Market liberalization and ownership status of incumbent telecom enterprises: global evidence from the telecom sector   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 19 2008 Stephen Haynes and Joe Stone   A disaggregate approach to economic models of voting in U.S. presidential elections: forecasts of the 2008 election   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 16 2008 Paolo Rungo   The impact of child health status on learning ability and school entrance age   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 16 2008 Juan Gabriel Brida and Stefan Franz Schubert   THE ECONOMIC EFFECTS OF ADVERTISING ON TOURISM DEMAND   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 14 2008 Gueorgui I. Kolev   Forecasting aggregate stock returns using the number of initial public offerings as a predictor   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Oct 14 2008 Shyh-Wei Chen   Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 14 2008 William Shambora and Shamila Jayasuriya   The world is shrinking: Evidence for stock market convergence   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 10 2008 Ching-Chun Wei   Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 10 2008 Ching-Chun Wei   The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 29 2008 Terence Tai-Leung Chong , Chen Li and Ho Tin Yu   Structural Change in the Stock Market Efficiency after the Millennium: The MACD Approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Aug 21 2008 Sergio Da Silva and Mauricio Nunes   Explosive and periodically collapsing bubbles in emerging stockmarkets   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 31 2008 Chen Xiang LIU and Mohamed El Hedi AROURI   Stock craze: an empirical analysis of PER in Chinese equity market   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 11 2008 Yu-Lieh Huang and Chia-Wen Ho   Demarcating stable and turbulent regimes in Taiwan's stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 06 2008 Tsangyao Chang and Wen-Chi Liu   Rational Bubbles in the Korea Stock Market? Further Evidence based on Nonlinear and Nonparametric Cointegration Tests   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 24 2008 Chi-Wei Su , Ya-Wen Chang , Yahn-Shir Chen and Hsu-Ling Chang   The Relationship between Stock Price and EPS: Evidence Based on Taiwan Panel Data   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 21 2008 Sergio Da Silva , Raul Matsushita and Ricardo Giglio   The relative efficiency of stockmarkets   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 21 2008 Terence Tai-Leung Chong and Sheung Tat Chan   Structural Change in the Efficiency of the Japanese Stock Market after the Millennium   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 21 2008 Elif Akben , Gökhan Özertan and Aslýhan D. Spaulding   Are the Asian Equity Markets more Interdependent after the Financial Crisis?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 04 2008 Andrew Muhammad and Keithly Jones   The impact of federal indemnification on livestock biosecurity   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 26 2008 Newton da Costa, Jr. , Marcus Lima , Edgar Lanzer and Ana Lopes   DEA investment strategy in the Brazilian stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 07 2008 Venus Khim-Sen Liew , Ricky Chee-Jiun Chia and Syed Azizi Wafa Syed Khalid Wafa   Day-of-the-week effects in Selected East Asian stock markets   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 04 2008 Yasuhiko Nakamura   On Forecasting Recessions via Neural Nets   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 27 2008 Shyh-Wei Chen   Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 12 2008 Inwon Jang , Hyeon-seung Huh and Richard Wong   Optimal capital investment under uncertainty: An extension   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 05 2008 Gerhard Kling   Disclosure of mergers without regulatory restrictions: Insider trading in pre-1914 Germany   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jan 05 2008 Sergio Da Silva , Roberto Meurer and Caio Guttler   Is the Brazilian stockmarket efficient?   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 05 2008 Duc Khuong Nguyen , Walid Mensi and Adel Boubaker   More on corporate diversification, firm size and value creation   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 19 2007 Tsangyao Chang , Yu-Chen Wei and Yang-Cheng Lu   An Empirical Note on Testing the Cointegration Relationship Between the Real Estate and Stock Markets in Taiwan   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 15 2007 Tao Wang   Financial Constraints and the Risk-Return Relation   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 13 2007 Paresh Narayan and Arti Prasad   Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 02 2007 Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao   Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 02 2007 Victoria Ateca - Amestoy   Cultural capital and demand   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 20 2007 Ranasinghe Malmini   Scale invariance in financial time series   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 15 2007 Yen-Hsien Lee and Chien-Liang Chiu   The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jun 12 2007 Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin   The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 08 2007 Dat Bue Lock   The China A shares follow random walk but the B shares do not   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 22 2007 Yuri Khoroshilov and Anna Dodonova   Buying Winners while Holding on to Losers: an Experimental Study of Investors' Behavior   Abstract  Contact Information  Citation  Full Text  -  Note   May 22 2007 Quentin Wodon   Constructing Fama-French Factors from style indexes: Japanese evidence   Abstract  Contact Information  Citation  Full Text  -  Note   May 14 2007 Hideki Nishigaki   Relationship between the yen carry trade and the related financial variables   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 08 2007 Kamal Upadhyaya , Gyan Pradhan , Dharmendra Dhakal and Rabindra Bhandari   Foreign Aid, FDI and Economic Growth in East European Countries   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 27 2007 Ming-Yuan Li , Hsuan-Ho Cheng , Yu-Chen Lin and Alan T. Wang   Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 27 2007 Chi-Wei Su , Yahn-Shir Chen and Hsu-Ling Chang   Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 05 2007 Dat Bue Lock   The Taiwan stock market does follow a random walk   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 28 2006 Alex Coad and Rekha Rao   Innovation and market value: a quantile regression analysis   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Nov 09 2006 Fumiko Takeda and Hiroaki Yamazaki   Stock Price Reactions to Public TV Programs on Listed Japanese Companies   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 05 2006 Erdal Atukeren and Aylin Seçkin   Art and the Economy: A First Look at the Market for Paintings in Turkey   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 30 2006 Fumiko Takeda and Takanori Tomozawa   An Empirical Study on Stock Price Responses to the Release of the Environmental Management Ranking in Japan   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 05 2006 Steven Zongshin Liu , Sophia Meiying Lai and Kung-Cheng Lin   Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 03 2006 Tsangyao Chang and Yang-Cheng Lu   Equity Diversification in Two Chinese Share Markets: Old Wine and New Bottle   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 08 2006 Panu Kalmi   Stock option compensation and equity values   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 06 2005 Sergio Da Silva , Newton Da Costa, Jr , Joao Tusi and Andre Santos   Evaluating Brazilian mutual funds with stochastic frontiers   Abstract  Contact Information  Citation  Full Text  -  Note   Dec 01 2005 Diego Nocetti   A Model of Mental Effort and Endogenous Estimation Risk   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 30 2005 S. C. Goh   Simple Edgeworth approximations for semiparametric averaged derivatives   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 06 2005 Sergio Da Silva , Jefferson Cunha and Newton Da Costa, Jr   Stock selection based on cluster analysis   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 04 2005 Marian Gidea and David Quaid   On Wesner's method of searching for chaos on low frequency   Abstract  Contact Information  Citation  Full Text  -  Comment   Aug 29 2005 Tsangyao Chang , Chi-Wei Su , Hsiao-Ping Chu and Hsu-Ling Chang   Does Rational Bubbles Exist in the Taiwan Stock Market? Evidence from a Nonparametric Cointegration Test   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 22 2005 Gerhard Kling   The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Jul 22 2005 Kian-Ping Lim and Melvin J. Hinich   Non-linear Market Behavior: Events Detection in the Malaysian Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 14 2005 Hyunbae Chun and Sung-Bae Mun   The Structure of Adjustment Costs in Information Technology Investment   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 03 2005 Fang Xu   Does Consumption-Wealth Ratio Signal Stock Returns? - VECM Results for Germany   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 03 2005 Yu Hsing   Application of the IS-MP-IA model to the Singapore economy and policy implications   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 28 2005 Yu Hsing   Application of the IS-MP-IA model to the German economy and policy implications   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 23 2005 Kian-Ping Lim and Melvin J. Hinich   Cross-temporal universality of non-linear dependencies in Asian stock markets   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 13 2004 Burkhard Heer   Nonsuperneutrality of Money in the Sidrauski Model with Heterogenous Agents   Abstract  Contact Information  Citation  Full Text  -  Note   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.   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 11 2004 Eric Kam   A note on cash-in-advance constraints in continuous time   Abstract  Contact Information  Citation  Full Text  -  Note   Nov 29 2003 Jérôme Fillol   Multifractality: Theory and Evidence an Application to the French Stock Market   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   Oct 28 2003 Luis C. Corchón   The Long-Run Keynesian Multiplier   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 21 2003 Kei Hosoya   Tax financed government health expenditure and growth with capital deepening externality   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 27 2003 Francis Ahking   Efficient unit root tests of real exchange rates in the post-Bretton Woods era   Abstract  Contact Information  Citation  Full Text  -  Note   May 19 2003 Jussi Tolvi   Long memory in a small stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Mar 30 2003 Eric Kam and Paul Missios   Wealth effects in a cash-in-advance economy   Abstract  Contact Information  Citation  Full Text  -  Note   Sep 11 2002 Begona Casino   J curve for abatement with transboundary pollution   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 17 2002 Sergio Da Silva , Raul Matsushita and Iram Gleria   Scaling power laws in the Sao Paulo Stock Exchange   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 16 2002 Nathan Berg   Coping with journal-price inflation: leading policy proposals and the quality-spectrum   Abstract  Contact Information  Citation  Full Text  -  Note   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   Abstract  Contact Information  Citation  Full Text  -  Note   May 17 2001 David O. Cushman   Bayesian and DF-GLS unit root tests of real exchange rates over the current floating period   Abstract  Contact Information  Citation  Full Text  -  Note