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| Dec 30 2024 |
Georgios Garafas |
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From stocks to luxury watches: assessing the role of alternative economic indicators in macroeconomic forecasting. |
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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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| 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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| 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 |
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 |
Seyid Fahri Mahmud , Seyid Amjad Ali and Fatih Furkan Akosman |
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Modeling 2018 currency crisis of Turkey: A balance of payments approach |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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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 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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| Feb 10 2020 |
Ana Brochado , Margarida Abreu and Victor Mendes |
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Correlates of Gambling |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 01 2020 |
Maxim Zagonov and Bernd Hanke |
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Investor Attention, Lottery Stocks and the Cross-Section of Expected Returns. |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 01 2020 |
Nawazish Mirza , Amir Hasnaoui and Birjees Rahat |
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Credit Quality and Stock Returns of Commercial Banks |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 10 2018 |
Roman Mestre and Michel Terraza |
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Time-Frequency varying beta estimation -a continuous wavelets approach- |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Aug 05 2018 |
Raphael Moses Roquete , Ricardo P. C. Leal and Carlos Heitor Campani |
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Corporate governance and fundamental indexation in Brazil |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Dec 01 2017 |
José Antonio Núñez-Mora , Roberto Joaquín Santillán-Salgado and Leovardo Mata |
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Efficient portfolios and the generalized hyperbolic distribution |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 22 2017 |
Stoyu Ivanov |
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Comparative Analysis of ETF and Common Stock Intraday Bid-Ask Spread Behavior |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 09 2017 |
Abdul Rashid and Hira Mehmood |
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Liquidity and Capital Structure: The Case of Pakistani Non-Financial Firms |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 09 2017 |
Taro Ikeda |
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Fractal analysis revisited: The case of the US industrial sector stocks |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 10 2016 |
Valeriya V. Lakshina and Andrey M. Silaev |
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Fluke of stochastic volatility versus GARCH inevitability or which model creates better forecasts? |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 29 2016 |
Ramzi Boussaidi and Abaoub Ezzeddine |
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The dynamics of Stock price adjustment to fundamentals: an empirical essay via STAR models in the Tunisian stock market |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 07 2015 |
Amelie Charles and Olivier Darné |
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Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Nov 05 2014 |
Wen-chung Guo and Ying-huei Chen |
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Pricing of put warrants and competition among issuers |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Sep 16 2014 |
Marcelo Brutti Righi , Kelmara Mendes Vieira , Daniel Arruda Coronel , Reisoli Bender Filho and Paulo Sergio Ceretta |
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Decomposing the bid-ask spread in the Brazilian market: an intraday framework |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 06 2014 |
Chih-hsiang Hsu , Ming-sung Kao and Wei-pen Tsai |
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Information Transmission between Dual Listed Stocks with Non-Overlapping Trading Hours |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jan 14 2014 |
Tobias R. Rühl and Michael Stein |
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The impact of financial transaction taxes: Evidence from Italy |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 30 2013 |
Sandrine Jacob Leal |
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Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists |
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Abstract Contact Information Citation Full Text - Note |
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| Oct 08 2013 |
Constant Fouopi djiogap |
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Foreign Direct Investment and Macro Economic Performances in the Central African Economic and Monetary Community (CEMAC) |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 03 2013 |
Frederique Bec and Marie Bessec |
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Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors |
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Abstract Contact Information Citation Full Text - Note |
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| Aug 23 2013 |
Roger White |
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Is cultural distance a determinant of international migration flows? Evidence from Denmark, Germany, and the Netherlands |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 16 2013 |
Jani Saastamoinen and Niko Suhonen |
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Were the European short selling bans of 2011 effective? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 08 2012 |
Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen |
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Oil-stock volatility transmission, portfolio selection and hedging |
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Abstract Contact Information Citation Full Text - Note |
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| Sep 05 2012 |
Carmine Trecroci |
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Uncertainty and the Dynamics of Multifactor Loadings and Pricing Errors |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 03 2012 |
João Caldeira , Guilherme Moura and André A.P. Santos |
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Portfolio optimization using a parsimonious multivariate GARCH model: application to the Brazilian stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 29 2012 |
Gabriele Morettini , Andrea F. Presbitero and Massimo Tamberi |
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Determinants of international migrations to Italian provinces |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 20 2012 |
Fabio Pizzutilo |
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Use of the Pearson System of Frequency Curves for the Analysis of Stock Return Distributions: Evidence and Implications for the Italian Market |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 13 2011 |
Benoît Sévi and César Baena |
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Brownian motion vs. pure-jump processes for individual stocks |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 09 2011 |
Zaichao Du |
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Intraday probability of informed trading |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 22 2011 |
Rania Guirat |
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Investor behavior heterogeneity in the French stock market |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 06 2011 |
Caroline Duburcq and Eric Girardin |
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The stabilization of foreign bank lending: A neglected benefit of hard pegs |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 05 2011 |
Cleiton Taufemback , Ricardo Giglio and Sergio Da Silva |
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Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis |
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Abstract Contact Information Citation Full Text - Note |
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| Jun 05 2011 |
Virginie Coudert and Hélène Raymond-Feingold |
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Gold and financial assets: Are there any safe havens in bear markets? |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Mar 21 2011 |
Christos S Savva |
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Modeling interbank relations during the international financial crisis |
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Abstract Contact Information Citation Full Text - Note |
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| Dec 02 2010 |
Christophe Hurlin and Florence Arestoff |
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Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 03 2010 |
George Milunovich and Ronald Ripple |
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Crude Oil Volatility: Hedgers or Investors |
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Abstract Contact Information Citation Full Text - Note |
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| May 06 2010 |
Khurshid Kiani |
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Predictable Signals in Excess Returns: Evidence from Non-Gaussian State Space Models |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 29 2010 |
Kunlin Hsieh , Yuching Hsieh and Shigeyuki Hamori |
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The Interdependence of Taiwanese and Japanese Stock Prices |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 24 2009 |
Matei Demetrescu |
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Panel unit root testing and the martingale difference hypothesis for German stocks |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 08 2009 |
Seiya Fujisaki and Kazuo Mino |
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Long-Run Impacts of Inflation Tax in the Presence of Multiple Capital Goods |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 14 2009 |
Giam Quang Do , Michael Mcaleer and Songsak Sriboonchitta |
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Effects of international gold market on stock exchange volatility:
evidence from asean emerging stock markets
|
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Apr 21 2008 |
Sergio Da Silva , Raul Matsushita and Ricardo Giglio |
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The relative efficiency of stockmarkets |
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Abstract Contact Information Citation Full Text - Note |
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| Feb 12 2008 |
Inwon Jang , Hyeon-seung Huh and Richard Wong |
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Optimal capital investment under uncertainty: An extension |
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Abstract Contact Information Citation Full Text - Note |
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| Jan 05 2008 |
Gerhard Kling |
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Disclosure of mergers without regulatory restrictions: Insider trading in pre-1914 Germany |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| Jun 08 2007 |
Dat Bue Lock |
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The China A shares follow random walk but the B shares do not |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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| May 22 2007 |
Yuri Khoroshilov and Anna Dodonova |
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Buying Winners while Holding on to Losers: an Experimental Study of Investors' Behavior |
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Abstract Contact Information Citation Full Text - Note |
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| May 22 2007 |
Quentin Wodon |
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Constructing Fama-French Factors from style indexes: Japanese evidence |
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Abstract Contact Information Citation Full Text - Note |
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| Mar 05 2007 |
Dat Bue Lock |
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The Taiwan stock market does follow a random walk |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
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| Oct 06 2005 |
Sergio Da Silva , Jefferson Cunha and Newton Da Costa, Jr |
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Stock selection based on cluster analysis |
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Abstract Contact Information Citation Full Text - Note |
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| Jul 14 2005 |
Hyunbae Chun and Sung-Bae Mun |
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The Structure of Adjustment Costs in Information Technology Investment |
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Abstract Contact Information Citation Full Text - Note |
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| Nov 19 2003 |
Stephen LeRoy |
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Expected utility: a defense |
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Abstract Contact Information Citation Full Text - Note |
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| Apr 19 2002 |
Robin Cowan |
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On the Number of Firms and the Quantity of Innovation |
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Abstract Contact Information Citation Full Text - Preliminary Result |
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