Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Journal of Empirical Finance / Elsevier

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
86
Impact Factor (IF)
0.87
5 Years IF
0.97
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1993 0 0.13 1.33 0 6 6 2196 3 9 0 0 0 3 0.5 0.06
1994 0.5 0.14 0.5 0.5 10 16 453 6 17 6 3 6 3 0 3 0.3 0.07
1995 1.19 0.22 0.8 1.19 14 30 333 23 41 16 19 16 19 2 8.7 2 0.14 0.1
1996 1 0.25 1.33 1.43 18 48 1450 55 105 24 24 30 43 7 12.7 6 0.33 0.11
1997 0.47 0.24 0.95 0.92 13 61 1631 53 163 32 15 48 44 7 13.2 6 0.46 0.11
1998 1.45 0.27 1.19 1.25 17 78 807 88 256 31 45 61 76 2 2.3 2 0.12 0.13
1999 1.47 0.29 1.6 1.36 23 101 819 155 418 30 44 72 98 6 3.9 5 0.22 0.14
2000 0.93 0.34 1.82 1.42 19 120 1377 212 636 40 37 85 121 18 8.5 4 0.21 0.16
2001 1.12 0.38 1.89 1.68 25 145 761 265 910 42 47 90 151 6 2.3 7 0.28 0.17
2002 0.89 0.39 1.92 1.36 26 171 875 320 1239 44 39 97 132 16 5 12 0.46 0.2
2003 1.04 0.43 2.34 1.42 26 197 2290 453 1700 51 53 110 156 18 4 34 1.31 0.21
2004 1.73 0.47 2.44 1.65 32 229 2224 534 2259 52 90 119 196 25 4.7 20 0.63 0.21
2005 1.83 0.51 2.39 1.59 30 259 1393 608 2877 58 106 128 204 18 3 20 0.67 0.23
2006 1.71 0.49 2.87 2 24 283 1236 797 3690 62 106 139 278 16 2 21 0.88 0.22
2007 1.39 0.44 2.5 1.93 35 318 1573 787 4484 54 75 138 267 21 2.7 20 0.57 0.2
2008 1.73 0.47 2.49 2.22 49 367 1784 896 5398 59 102 147 326 32 3.6 18 0.37 0.22
2009 1.75 0.46 2.35 1.94 60 427 2248 995 6400 84 147 170 330 35 3.5 18 0.3 0.23
2010 1.27 0.46 2.11 1.62 62 489 1668 1027 7434 109 138 198 321 52 5.1 11 0.18 0.2
2011 1.02 0.51 2.05 1.34 62 551 1764 1124 8561 122 125 230 308 32 2.8 24 0.39 0.23
2012 1.04 0.5 2.22 1.51 50 601 1008 1333 9897 124 129 268 404 53 4 19 0.38 0.21
2013 1.38 0.54 2.53 1.73 63 664 878 1679 11579 112 154 283 491 36 2.1 7 0.11 0.24
2014 1.02 0.53 2.62 1.64 67 731 1123 1909 13493 113 115 297 486 60 3.1 14 0.21 0.22
2015 1.07 0.52 2.36 1.53 64 795 1046 1877 15372 130 139 304 464 75 4 19 0.3 0.22
2016 1.27 0.5 2.23 1.47 102 897 1567 2001 17375 131 166 306 451 72 3.6 49 0.48 0.2
2017 1.17 0.52 2.15 1.24 64 961 941 2070 19445 166 195 346 430 47 2.3 23 0.36 0.21
2018 1.22 0.53 1.93 1.2 79 1040 1100 2006 21455 166 203 360 431 79 3.9 33 0.42 0.22
2019 1.21 0.54 1.85 1.23 61 1101 1011 2041 23497 143 173 376 461 43 2.1 26 0.43 0.21
2020 1.63 0.64 2.14 1.72 60 1161 549 2484 25981 140 228 370 636 65 2.6 22 0.37 0.3
2021 1.75 0.74 2.12 1.86 75 1236 515 2620 28601 121 212 366 681 86 3.3 24 0.32 0.27
2022 1.51 0.73 2.01 1.84 62 1298 172 2609 31210 135 204 339 624 44 1.7 9 0.15 0.22
2023 1.17 0.69 1.73 1.7 102 1400 286 2425 33636 137 160 337 572 105 4.3 29 0.28 0.2
2024 1.28 0.81 1.68 1.8 80 1480 78 2488 36125 164 210 360 649 67 2.7 28 0.35 0.23
2025 0.87 1.07 0.97 67 1547 5 1655 37780 182 159 379 367 31 1.9 5 0.07
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
11993A long memory property of stock market returns and a new model. (1993). Engle, Robert ; Ding, Zhuanxin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:83-106.

Full description at Econpapers || Download paper

1793
21996The forward discount anomaly and the risk premium: A survey of recent evidence. (1996). Engel, Charles. In: Journal of Empirical Finance. RePEc:eee:empfin:v:3:y:1996:i:2:p:123-192.

Full description at Econpapers || Download paper

746
32000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach. (2000). Frey, Rudiger ; McNeil, Alexander J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:3-4:p:271-300.

Full description at Econpapers || Download paper

727
41997Intraday periodicity and volatility persistence in financial markets. (1997). Bollerslev, Tim ; Andersen, Torben. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:115-158.

Full description at Econpapers || Download paper

651
52003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection. (2003). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:5:p:603-621.

Full description at Econpapers || Download paper

578
62004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns. (2004). Hyung, Namwon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:3:p:399-421.

Full description at Econpapers || Download paper

511
72004Investor sentiment and the near-term stock market. (2004). Cliff, Michael T. ; Brown, Gregory W.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:1:p:1-27.

Full description at Econpapers || Download paper

487
82008Robust performance hypothesis testing with the Sharpe ratio. (2008). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:15:y:2008:i:5:p:850-859.

Full description at Econpapers || Download paper

435
92007Measuring financial contagion: A Copula approach. (2007). Rodríguez, Juan ; Rodriguez, Juan Carlos. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:3:p:401-423.

Full description at Econpapers || Download paper

423
102009International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:4:p:632-639.

Full description at Econpapers || Download paper

420
111996The econometrics of financial markets. (1996). pagan, adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:3:y:1996:i:1:p:15-102.

Full description at Econpapers || Download paper

368
121997Volatilities of different time resolutions -- Analyzing the dynamics of market components. (1997). von Weizsäcker, Jakob ; Olsen, Richard ; Dacorogna, Michel ; Muller, Ulrich A. ; Dave, Rakhal D. ; Pictet, Olivier V. ; von Weizsacker, Jacob E.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:213-239.

Full description at Econpapers || Download paper

367
132009Investor sentiment and stock returns: Some international evidence. (2009). Schmeling, Maik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:3:p:394-408.

Full description at Econpapers || Download paper

367
142003Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

Full description at Econpapers || Download paper

364
152005Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements. (2005). Koopman, Siem Jan ; Hol, Eugenie ; Jungbacker, Borus. In: Journal of Empirical Finance. RePEc:eee:empfin:v:12:y:2005:i:3:p:445-475.

Full description at Econpapers || Download paper

351
161998Volatility and cross correlation across major stock markets. (1998). Susmel, Raul ; Ramchand, Latha. In: Journal of Empirical Finance. RePEc:eee:empfin:v:5:y:1998:i:4:p:397-416.

Full description at Econpapers || Download paper

285
172004Market stress and herding. (2004). Salmon, Mark ; Hwang, Soosung. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:4:p:585-616.

Full description at Econpapers || Download paper

255
181993Common stock offerings across the business cycle : Theory and evidence. (1993). nanda, vikram ; masulis, ronald ; Choe, Hyuk . In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:3-31.

Full description at Econpapers || Download paper

248
192009Understanding the relationship between founder-CEOs and firm performance. (2009). Adams, Renee ; Ferreira, Daniel ; Almeida, Heitor. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:1:p:136-150.

Full description at Econpapers || Download paper

237
202006Instability of return prediction models. (2006). Timmermann, Allan ; Paye, Bradley S.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:13:y:2006:i:3:p:274-315.

Full description at Econpapers || Download paper

232
212004Modelling daily Value-at-Risk using realized volatility and ARCH type models. (2004). Laurent, Sébastien ; Giot, Pierre. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:3:p:379-398.

Full description at Econpapers || Download paper

231
222007Firm-level implications of early stage venture capital investment -- An empirical investigation. (2007). Keilbach, Max ; Engel, Dirk. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:2:p:150-167.

Full description at Econpapers || Download paper

196
232003A simple measure of the intensity of capital controls. (2003). Warnock, Francis ; Edison, Hali. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:1-2:p:81-103.

Full description at Econpapers || Download paper

192
242019Conditional tail-risk in cryptocurrency markets. (2019). Borri, Nicola. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:1-19.

Full description at Econpapers || Download paper

182
251997The incremental volatility information in one million foreign exchange quotations. (1997). xu, xinzhong ; Taylor, Stephen J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:4:p:317-340.

Full description at Econpapers || Download paper

181
262002Market timing and return prediction under model instability. (2002). Timmermann, Allan ; Pesaran, Mohammad. In: Journal of Empirical Finance. RePEc:eee:empfin:v:9:y:2002:i:5:p:495-510.

Full description at Econpapers || Download paper

181
271994Testing the covariance stationarity of heavy-tailed time series: An overview of the theory with applications to several financial datasets. (1994). Phillips, Peter ; Loretan, Mico. In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1994:i:2:p:211-248.

Full description at Econpapers || Download paper

178
281999Forecasting financial market volatility: Sample frequency vis-a-vis forecast horizon. (1999). Bollerslev, Tim ; Andersen, Torben ; Lange, Steve. In: Journal of Empirical Finance. RePEc:eee:empfin:v:6:y:1999:i:5:p:457-477.

Full description at Econpapers || Download paper

177
292014Political uncertainty and bank loan contracting. (2014). HASAN, IFTEKHAR ; Zhu, Yun ; Francis, Bill B.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:281-286.

Full description at Econpapers || Download paper

174
302019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Zhang, Yaojie ; Wang, Yudong ; Ma, Feng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117.

Full description at Econpapers || Download paper

173
312010Local bias in venture capital investments. (2010). Dai, Na ; Cumming, Douglas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:3:p:362-380.

Full description at Econpapers || Download paper

170
322005Testing for contagion: a conditional correlation analysis. (2005). Spagnolo, Nicola ; cipollini, andrea ; Caporale, Guglielmo Maria. In: Journal of Empirical Finance. RePEc:eee:empfin:v:12:y:2005:i:3:p:476-489.

Full description at Econpapers || Download paper

167
332003Univariate and multivariate stochastic volatility models: estimation and diagnostics. (2003). Richard, Jean-Francois ; Liesenfeld, Roman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:4:p:505-531.

Full description at Econpapers || Download paper

167
341997High frequency data in financial markets: Issues and applications. (1997). O'Hara, Maureen ; Goodhart, Charles A. E., . In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:73-114.

Full description at Econpapers || Download paper

164
352011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data. (2011). Shamsuddin, Abul ; Lim, Kian-Ping ; Kim, Jae. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:5:p:868-879.

Full description at Econpapers || Download paper

159
362007Predictable behavior, profits, and attention. (2007). Wu, Guojun ; Seasholes, Mark S.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:5:p:590-610.

Full description at Econpapers || Download paper

157
372001The specification of conditional expectations. (2001). Harvey, Campbell. In: Journal of Empirical Finance. RePEc:eee:empfin:v:8:y:2001:i:5:p:573-637.

Full description at Econpapers || Download paper

157
382010A network perspective of the stock market. (2010). Tse, Chi ; Lau, Francis C. M., ; Liu, Jing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:4:p:659-667.

Full description at Econpapers || Download paper

143
392017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wang, Yudong ; Pan, Zhiyuan ; Wu, Chongfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

Full description at Econpapers || Download paper

142
402008Are Asian stock markets efficient? Evidence from new multiple variance ratio tests. (2008). Shamsuddin, Abul ; Kim, Jae. In: Journal of Empirical Finance. RePEc:eee:empfin:v:15:y:2008:i:3:p:518-532.

Full description at Econpapers || Download paper

142
412000Sensitivity analysis of Values at Risk. (2000). Scaillet, Olivier ; gourieroux, christian ; Laurent, J. P.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:3-4:p:225-245.

Full description at Econpapers || Download paper

142
422003Predicting emerging market currency crashes. (2003). Perraudin, William ; Moorthy, Uma ; Kumar, Mohan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:4:p:427-454.

Full description at Econpapers || Download paper

138
432019Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks. (2019). Zhang, Yaojie ; Liao, Yin ; Cao, Yang ; Ma, Feng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:52:y:2019:i:c:p:40-55.

Full description at Econpapers || Download paper

135
442004The rise in comovement across national stock markets: market integration or IT bubble?. (2004). Del Negro, Marco ; Brooks, Robin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:5:p:659-680.

Full description at Econpapers || Download paper

132
451999Economic determinants of evolution in international stock market integration. (1999). Koch, Paul D. ; Bracker, Kevin ; Docking, Diane Scott . In: Journal of Empirical Finance. RePEc:eee:empfin:v:6:y:1999:i:1:p:1-27.

Full description at Econpapers || Download paper

132
46CAPM over the long run: 1926-2001. (2007). Ang, Andrew ; Chen, Joseph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:1:p:1-40.

Full description at Econpapers || Download paper

132
472006In-sample vs. out-of-sample tests of stock return predictability in the context of data mining. (2006). Wohar, Mark ; Rapach, David E.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:13:y:2006:i:2:p:231-247.

Full description at Econpapers || Download paper

131
481998International evidence on the stock market and aggregate economic activity. (1998). Cheung, Yin-Wong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:5:y:1998:i:3:p:281-296.

Full description at Econpapers || Download paper

128
492014On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets. (2014). Conrad, Christian ; Loch, Karin ; Rittler, Daniel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:26-40.

Full description at Econpapers || Download paper

127
50When does investor sentiment predict stock returns?. (2012). Hung, Chi-Hsiou ; Chung, San-Lin ; Yeh, Chung-Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:2:p:217-240.

Full description at Econpapers || Download paper

124
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11993A long memory property of stock market returns and a new model. (1993). Engle, Robert ; Ding, Zhuanxin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:1:y:1993:i:1:p:83-106.

Full description at Econpapers || Download paper

83
22000Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach. (2000). Frey, Rudiger ; McNeil, Alexander J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:7:y:2000:i:3-4:p:271-300.

Full description at Econpapers || Download paper

67
32004Investor sentiment and the near-term stock market. (2004). Cliff, Michael T. ; Brown, Gregory W.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:1:p:1-27.

Full description at Econpapers || Download paper

61
42019Conditional tail-risk in cryptocurrency markets. (2019). Borri, Nicola. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:1-19.

Full description at Econpapers || Download paper

60
52008Robust performance hypothesis testing with the Sharpe ratio. (2008). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:15:y:2008:i:5:p:850-859.

Full description at Econpapers || Download paper

55
62009Investor sentiment and stock returns: Some international evidence. (2009). Schmeling, Maik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:3:p:394-408.

Full description at Econpapers || Download paper

55
72003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection. (2003). Wolf, Michael ; Ledoit, Olivier. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:5:p:603-621.

Full description at Econpapers || Download paper

55
82014Political uncertainty and bank loan contracting. (2014). HASAN, IFTEKHAR ; Zhu, Yun ; Francis, Bill B.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:281-286.

Full description at Econpapers || Download paper

52
92019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Zhang, Yaojie ; Wang, Yudong ; Ma, Feng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117.

Full description at Econpapers || Download paper

48
102017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Wang, Yudong ; Pan, Zhiyuan ; Wu, Chongfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

Full description at Econpapers || Download paper

41
112010Local bias in venture capital investments. (2010). Dai, Na ; Cumming, Douglas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:3:p:362-380.

Full description at Econpapers || Download paper

39
122009International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:4:p:632-639.

Full description at Econpapers || Download paper

36
131997Intraday periodicity and volatility persistence in financial markets. (1997). Bollerslev, Tim ; Andersen, Torben. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:115-158.

Full description at Econpapers || Download paper

33
142018Female board representation, corporate innovation and firm performance. (2018). Leung, Woon Sau ; Evans, Kevin P ; Chen, Jie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:236-254.

Full description at Econpapers || Download paper

33
152009Understanding the relationship between founder-CEOs and firm performance. (2009). Adams, Renee ; Ferreira, Daniel ; Almeida, Heitor. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:1:p:136-150.

Full description at Econpapers || Download paper

32
162021Investor sentiment and stock returns: Global evidence. (2021). Duxbury, Darren ; Wang, Wenzhao ; Su, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:365-391.

Full description at Econpapers || Download paper

31
172019Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks. (2019). Zhang, Yaojie ; Liao, Yin ; Cao, Yang ; Ma, Feng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:52:y:2019:i:c:p:40-55.

Full description at Econpapers || Download paper

29
182019Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil. (2019). Brandt, Michael W ; Gao, Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:64-94.

Full description at Econpapers || Download paper

29
192016Local bias in investor attention: Evidence from Chinas Internet stock message boards. (2016). huang, yuqin ; Wu, Zhiguo ; Qiu, Huiyan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:338-354.

Full description at Econpapers || Download paper

29
202010The effect of CEO power on bond ratings and yields. (2010). Jiraporn, Pornsit ; Liu, Yixin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:4:p:744-762.

Full description at Econpapers || Download paper

26
212020Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:36-49.

Full description at Econpapers || Download paper

26
222004Market stress and herding. (2004). Salmon, Mark ; Hwang, Soosung. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:4:p:585-616.

Full description at Econpapers || Download paper

26
232021Media coverage and investment efficiency. (2021). Gao, Xin ; Xu, Weidong ; Xing, LU ; Li, Donghui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:270-293.

Full description at Econpapers || Download paper

26
242011Nonparametric rank tests for event studies. (2011). Pynnonen, Seppo ; Kolari, James W.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:5:p:953-971.

Full description at Econpapers || Download paper

26
252012When does investor sentiment predict stock returns?. (2012). Hung, Chi-Hsiou ; Chung, San-Lin ; Yeh, Chung-Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:2:p:217-240.

Full description at Econpapers || Download paper

25
262019Why female board representation matters: The role of female directors in reducing male CEO overconfidence. (2019). Goergen, Marc ; Leung, Woon Sau ; Song, Wei ; Chen, Jie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:70-90.

Full description at Econpapers || Download paper

25
272016A network approach to portfolio selection. (2016). Peralta, Gustavo ; Zareei, Abalfazl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:157-180.

Full description at Econpapers || Download paper

25
281997Volatilities of different time resolutions -- Analyzing the dynamics of market components. (1997). von Weizsäcker, Jakob ; Olsen, Richard ; Dacorogna, Michel ; Muller, Ulrich A. ; Dave, Rakhal D. ; Pictet, Olivier V. ; von Weizsacker, Jacob E.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:4:y:1997:i:2-3:p:213-239.

Full description at Econpapers || Download paper

24
292018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wei, YU ; Wu, Chongfeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

Full description at Econpapers || Download paper

24
302014On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets. (2014). Conrad, Christian ; Loch, Karin ; Rittler, Daniel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:26-40.

Full description at Econpapers || Download paper

24
312003Emerging markets finance. (2003). Harvey, Campbell ; Bekaert, Geert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:10:y:2003:i:1-2:p:3-56.

Full description at Econpapers || Download paper

23
322015Does managerial ability facilitate corporate innovative success?. (2015). Podolski, Edward ; Chen, Yangyang ; Veeraraghavan, Madhu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:34:y:2015:i:c:p:313-326.

Full description at Econpapers || Download paper

23
332010A network perspective of the stock market. (2010). Tse, Chi ; Lau, Francis C. M., ; Liu, Jing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:17:y:2010:i:4:p:659-667.

Full description at Econpapers || Download paper

23
342007Predictable behavior, profits, and attention. (2007). Wu, Guojun ; Seasholes, Mark S.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:5:p:590-610.

Full description at Econpapers || Download paper

22
352007Firm-level implications of early stage venture capital investment -- An empirical investigation. (2007). Keilbach, Max ; Engel, Dirk. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:2:p:150-167.

Full description at Econpapers || Download paper

22
362020Retail investor attention and herding behavior. (2020). Hsieh, Shu-Fan ; Wang, Ming-Chun ; Chan, Chia-Ying. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

Full description at Econpapers || Download paper

22
372007Measuring financial contagion: A Copula approach. (2007). Rodríguez, Juan ; Rodriguez, Juan Carlos. In: Journal of Empirical Finance. RePEc:eee:empfin:v:14:y:2007:i:3:p:401-423.

Full description at Econpapers || Download paper

21
382021On the stability of stablecoins. (2021). Junttila, Juha ; Sapkota, Niranjan ; Grobys, Klaus ; Kolari, James W. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:207-223.

Full description at Econpapers || Download paper

21
392004Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns. (2004). Hyung, Namwon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:11:y:2004:i:3:p:399-421.

Full description at Econpapers || Download paper

21
402017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

Full description at Econpapers || Download paper

21
412018CRIX an Index for cryptocurrencies. (2018). Trimborn, Simon ; Härdle, Wolfgang ; Hardle, Wolfgang Karl. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:107-122.

Full description at Econpapers || Download paper

19
422013What do price discovery metrics really measure?. (2013). Putnins, Talis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:23:y:2013:i:c:p:68-83.

Full description at Econpapers || Download paper

18
432020Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Chevapatrakul, Thanaset ; Nguyen, Linh Hoang ; Yao, Kai. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355.

Full description at Econpapers || Download paper

17
442016Tests for explosive financial bubbles in the presence of non-stationary volatility. (2016). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Sollis, Robert ; Robert, A M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:548-574.

Full description at Econpapers || Download paper

17
452011Corporate governance and firm value: International evidence. (2011). Schmid, Markus ; Ammann, Manuel ; Oesch, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:1:p:36-55.

Full description at Econpapers || Download paper

17
462015On financial risk and the safe haven characteristics of Swiss franc exchange rates. (2015). Nitschka, Thomas ; Grisse, Christian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:32:y:2015:i:c:p:153-164.

Full description at Econpapers || Download paper

17
472021Trading activity and price discovery in Bitcoin futures markets. (2021). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

Full description at Econpapers || Download paper

16
482011Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data. (2011). Shamsuddin, Abul ; Lim, Kian-Ping ; Kim, Jae. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:5:p:868-879.

Full description at Econpapers || Download paper

16
492006Instability of return prediction models. (2006). Timmermann, Allan ; Paye, Bradley S.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:13:y:2006:i:3:p:274-315.

Full description at Econpapers || Download paper

16
502011Regulatory underpricing: Determinants of Chinese extreme IPO returns. (2011). Tian, Lihui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:18:y:2011:i:1:p:78-90.

Full description at Econpapers || Download paper

16
Citing documents used to compute impact factor: 159
YearTitle
2025A novel approach for estimating multi-attribute Gaussian copula graphical models. (2025). Zou, Feng ; Liang, Wanfeng ; Yu, Yang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:222:y:2025:i:c:s0167715225000586.

Full description at Econpapers || Download paper

2025The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model. (2025). Zamenjani, Azam Shamsi ; Maheu, John M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000428.

Full description at Econpapers || Download paper

2025Fiscal policy and government bond yields: New evidence from the EU. (2025). Rzoca, Andrzej ; Ledchowski, Micha ; Cikowicz, Piotr. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000495.

Full description at Econpapers || Download paper

2025Monetary policy transmission through financial markets in Tanzania: examining the macroeconomic impacts. (2025). Kasongwa, Lusekelo ; Mwakalila, Enock. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:8:d:10.1007_s43546-025-00860-5.

Full description at Econpapers || Download paper

2025Do investors reward sovereign catastrophe bond issuance? Evidence from a panel of 26 disaster-prone countries. (2025). Maran, Raluca. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:161:y:2025:i:2:d:10.1007_s10290-024-00557-1.

Full description at Econpapers || Download paper

2025Quantitative easing and the supply of safe assets: Evidence from international bond safety premia. (2025). Zhang, Xin ; Mirkov, Nikola N. In: Journal of International Economics. RePEc:eee:inecon:v:157:y:2025:i:c:s0022199625001035.

Full description at Econpapers || Download paper

2025Contagion network, portfolio credit risk, and financial crisis. (2025). Li, Bingqing ; Fu, Michael C ; Wu, Rongwen. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:3:p:942-957.

Full description at Econpapers || Download paper

2025From rivals to allies? CEO connections in an era of common ownership. (2025). Liu, Qianshuo ; Hutschenreiter, Dennis. In: IWH Discussion Papers. RePEc:zbw:iwhdps:319068.

Full description at Econpapers || Download paper

2025Systemic risk spillovers incorporating investor sentiment: Evidence from an improved TENET analysis. (2025). Song, Yuping ; Zhao, Xia ; Hu, Qing ; Huang, Jiefei. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001798.

Full description at Econpapers || Download paper

2025Impact of financial stress on the REIT market stability. (2025). Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002771.

Full description at Econpapers || Download paper

2025Sustainable Governance: Board Sustainability Experience and the Interplay with Board Age for Firm Sustainability. (2025). Meseguer-Martinez, Angel ; Barba-Sanchez, Virginia ; Temperini, Valerio ; Collevecchio, Francesca. In: Journal of Business Ethics. RePEc:kap:jbuset:v:197:y:2025:i:2:d:10.1007_s10551-024-05739-3.

Full description at Econpapers || Download paper

2025X factor in the boardroom: The moderating effect of generation X directors on the relation between advertising spending and firm performance. (2025). Staneva, Viktoriya ; Nikolov, Atanas N ; Miletkov, Mihail K ; Song, Scarlett. In: Journal of Business Research. RePEc:eee:jbrese:v:193:y:2025:i:c:s0148296325001705.

Full description at Econpapers || Download paper

2025How do Chinese urban investment bonds affect its economic resilience? Evidence from double machine learning. (2025). Lucey, Brian ; Abedin, Mohammad Zoynul ; Fang, Yan ; Liu, Yinglin ; Yang, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s027553192400521x.

Full description at Econpapers || Download paper

2025Research on the impact of ESG scores on corporate substantive and strategic green innovation. (2025). Zhan, Huawang ; Shen, Huayu ; Guo, Hui. In: Innovation and Green Development. RePEc:eee:ingrde:v:4:y:2025:i:1:s2949753124000717.

Full description at Econpapers || Download paper

2025Firm-level perception of uncertainty, risk aversion, and corporate real estate investment: Evidence from Chinas listed firms. (2025). Zhang, Fan ; Yuan, Yue ; Mao, Fengfu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1428-1441.

Full description at Econpapers || Download paper

2025AI shrinkage: a data-driven approach for risk-optimized portfolios. (2025). De Nard, Gianluca ; Kostovic, Damjan. In: ECON - Working Papers. RePEc:zur:econwp:470.

Full description at Econpapers || Download paper

2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

Full description at Econpapers || Download paper

2025A factor model for the cross-section of country equity risk premia. (2025). Fieberg, Christian ; Cakici, Nusret ; Zaremba, Adam ; Liedtke, Gerrit. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002875.

Full description at Econpapers || Download paper

2025Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646.

Full description at Econpapers || Download paper

2025Stock return forecasting based on the proxy variables of category factors. (2025). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Xu, Weijun. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

Full description at Econpapers || Download paper

2025Political stability as a risk factor in global markets. (2025). Jeutang, Noel Pavel ; Kesse, Kwabena ; Payne, Brian C. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016878.

Full description at Econpapers || Download paper

2025Political speeches and stock market performance: Evidence from China. (2025). Ge, Erqi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002410.

Full description at Econpapers || Download paper

2025Asset Pricing Model in Markets of Imperfect Information and Subjective Views. (2025). Bellalah, Makram ; ben Amar, Amine ; Lalioui, Hafid. In: Papers. RePEc:arx:papers:2501.11983.

Full description at Econpapers || Download paper

2025Global digital transformation: discovering the impact of digitalization on income inequality in OECD countries, the moderating role of globalization. (2025). Appiah, Michael ; Li, Yaya ; Gyau, Emmanuel Baffour. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09843-2.

Full description at Econpapers || Download paper

2025Financial Inclusion as a Pathway to Poverty Alleviation and Equality in Latin America: An Empirical Analysis. (2025). Rubio, Jeniffer ; Len, Micaela. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:392-:d:1702374.

Full description at Econpapers || Download paper

2025Determinants of bank deposits under changing economic conditions in South Africa. (2025). Apau, Richard ; Sibindi, Athenia Bongani. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:14:y:2025:i:2:p:241-251.

Full description at Econpapers || Download paper

2025Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns. (2025). Serota, R A ; Farahani, Hamed. In: Papers. RePEc:arx:papers:2503.24241.

Full description at Econpapers || Download paper

2025Effect of financial contagion between real and financial sectors on asset bubbles: A two‐layer network game approach. (2025). Wang, Yuanyuan ; Xie, Xiao ; Fan, Ruguo ; Lin, Jinchai. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:46:y:2025:i:1:p:393-408.

Full description at Econpapers || Download paper

2025Is green revenue vanity or sanity? Evidence from corporate cash holdings. (2025). Zhong, Rui ; Guo, Chenhao. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s105752192500105x.

Full description at Econpapers || Download paper

2025Corporate bond defaults and cross-regional investment: Evidence from China. (2025). Hu, Xun ; Xue, Cheng ; Zhao, Xiangfang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1514-1533.

Full description at Econpapers || Download paper

2025Financial crime and corporate social responsibility: Evidence from China. (2025). Xue, Qihang ; Zhao, Yaping ; Bai, Caiquan ; Wang, Huimin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002456.

Full description at Econpapers || Download paper

2025Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions. (2025). Amig, Jos M ; King, Juan C. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:3:p:49-:d:1747946.

Full description at Econpapers || Download paper

2025Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions. (2025). King, Juan C ; Amigo, Jose M. In: Papers. RePEc:arx:papers:2512.02036.

Full description at Econpapers || Download paper

2025Interlocking directorates and firm performance: Evidence from China. (2025). Wang, Yan ; Huang, Difang ; Guo, Guangxin ; Chen, Muzi ; Wu, Boyao. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000707.

Full description at Econpapers || Download paper

2025Physical vs. Transition climate risks: Asymmetric effects on stock return predictability. (2025). Ma, Yong ; Zhou, Mingtao. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003539.

Full description at Econpapers || Download paper

2025Carbon transition risk and stock market premium. (2025). Luo, Qin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005459.

Full description at Econpapers || Download paper

2025Asymmetric information, disagreement, and the valuation of debt and equity. (2025). Smith, Kevin ; Banerjee, Snehal ; Breon-Drish, Bradyn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000030.

Full description at Econpapers || Download paper

2025Investor clientele and intraday patterns in the cross section of stock returns. (2025). Mahmud, Syed ; Khan, Ali ; Haboub, Ahmad ; Chen, Jian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01319-8.

Full description at Econpapers || Download paper

2025Factor momentum versus price momentum: Insights from international markets. (2025). Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002462.

Full description at Econpapers || Download paper

2025Market ambiguity, investor sentiment and market anomalies – Evidence from the Chinese A-share market. (2025). Yang, Baochen ; Gao, Qianran ; Li, Jiapeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005142.

Full description at Econpapers || Download paper

2025Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion. (2025). Ding, Jiajun ; Ji, Yuanpu ; Zhang, Rongrong ; Sun, Jiaojiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000502.

Full description at Econpapers || Download paper

2025Investor network attention, information disclosure quality, and stock liquidity in enterprises. (2025). Zhou, Lianjie ; Xia, Sinan ; Cai, Jingyi ; Fu, Huilian. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005094.

Full description at Econpapers || Download paper

2025A gentle reminder: Should returns be interpreted as log differences?. (2025). Okorie, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007968.

Full description at Econpapers || Download paper

2025Covariance Matrix Estimation for Positively Correlated Assets. (2025). Liu, Weilong. In: Papers. RePEc:arx:papers:2507.01545.

Full description at Econpapers || Download paper

2025A Comprehensive Framework for Understanding the Influence of Macroeconomic Factors on Crowdfunding and Directions for Future Research. (2025). Wille, Nico. In: Journal of Economic Analysis. RePEc:bba:j00001:v:4:y:2025:i:3:p:111-141:d:442.

Full description at Econpapers || Download paper

2025CEO spin and the stock price crash. (2025). Zhou, Xue Mei ; Liu, Bin. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007093.

Full description at Econpapers || Download paper

2025The paradox of resource-richness: unraveling the effects on financial markets in natural resource abundant economies. (2025). Ahmed, Bilal ; Wahab, Salman ; Khan, Muhammad Kamran ; Imran, Muhammad ; Jijian, Zhang. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00696-2.

Full description at Econpapers || Download paper

2025A novel deep learning approach to enhance creditworthiness evaluation and ethical lending practices in the economy. (2025). Cai, Helen Huifen ; Innab, Nisreen ; Wang, Danni ; Ciano, Tiziana ; Ahmadian, Ali ; Qian, Xiaoyan. In: Annals of Operations Research. RePEc:spr:annopr:v:346:y:2025:i:2:d:10.1007_s10479-024-05849-1.

Full description at Econpapers || Download paper

2025Green policies and financial development in G7 economies: An in‐depth analysis of environmental regulations and green economic growth. (2025). Wang, Wenjuan ; Imran, Muhammad ; Ali, Kishwar ; Sattar, Abdul. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:2:p:1081-1107.

Full description at Econpapers || Download paper

2025Non‐linear nexus of mineral rents, coal rents, foreign direct investment, and environmental sustainability: Importance of institutional quality in E‐7 nations. (2025). Alofaysan, Hind ; Wang, Yaode ; Qing, Lingli ; Li, Peng ; Mehmood, Usman. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:3:p:2393-2414.

Full description at Econpapers || Download paper

2025Sustainable development in ASEAN: The role of trade diversification, government revenue, and natural resources. (2025). Ma, Lin ; Alofaysan, Hind ; Arshad, Rimsha. In: Natural Resources Forum. RePEc:wly:natres:v:49:y:2025:i:3:p:3047-3076.

Full description at Econpapers || Download paper

2025The textual similarity of news content and stock return synchronicity. (2025). Wu, Chongfeng ; Chen, Xing ; Huang, Rui. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000585.

Full description at Econpapers || Download paper

2025FEMA declarations, local risk and cost of borrowing in california. (2025). Lazerson, Danielle S ; Tahsin, Salman. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:1:d:10.1007_s12197-024-09693-8.

Full description at Econpapers || Download paper

2025Climate risk and corporate charitable donations –evidence from China. (2025). Chong, Cong ; Jiang, Huifeng ; Mo, Yan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001108.

Full description at Econpapers || Download paper

2025Financial Risks in Flooding: Bank Response to Climate-Induced Natural Disasters. (2025). Ryan, Alexander. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360730.

Full description at Econpapers || Download paper

2025Feeling the heat: The impact of temperature anomalies on corporate investment in China. (2025). Luo, Danglun ; Liu, Congcong. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002020.

Full description at Econpapers || Download paper

2025El Clasico of Housing: Bubbles in Madrid and Barcelona€™s Real Estate Markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gaomez-Puig, Marta ; Fernaandez-Paerez, Adrian. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2503.

Full description at Econpapers || Download paper

2025Private equity market dynamics: Beyond the surface. (2025). Daz, Antonio ; Esparcia, Carlos ; Tegtmeier, Lars. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002503.

Full description at Econpapers || Download paper

2025Market microstructure to enhance sustainable investment decision and asset growth through financial literacy. (2025). Satish, A B ; Nair, Arjun J ; Manohar, Sridhar ; Sharma, Nitika. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:14:y:2025:i:1:d:10.1186_s13731-025-00517-5.

Full description at Econpapers || Download paper

2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

Full description at Econpapers || Download paper

2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

Full description at Econpapers || Download paper

2025Linear and nonlinear econometric models against machine learning models: realized volatility prediction. (2025). Kili, Rehim. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-61.

Full description at Econpapers || Download paper

2025SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111.

Full description at Econpapers || Download paper

2025Interpretable machine learning unveils nonlinear drivers of global energy risk spillovers: A TVP-VAR approach. (2025). Lai, Xiaobing ; Tang, Pan ; Zhang, Ditian. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325001737.

Full description at Econpapers || Download paper

2025Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data. (2025). Leong, Minhao ; Kwok, Simon ; Alexeev, Vitali. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000137.

Full description at Econpapers || Download paper

2025Corporate ESG disclosure and regulatory inquiry: Evidence from comment letters on annual reports. (2025). Tong, Yan ; Xu, Guoquan ; Li, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000282.

Full description at Econpapers || Download paper

2025Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility. (2025). Qiao, Gaoxiu ; Cui, Wanmei ; Zhou, Yijie ; Liang, Chao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:1:p:23-46.

Full description at Econpapers || Download paper

2025Machine Learning and the Forecastability of Cross-Sectional Realized Variance: The Role of Realized Moments. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Plakandaras, Vasilios ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202518.

Full description at Econpapers || Download paper

2025Forecasting CPI inflation under economic policy and geopolitical uncertainties. (2025). Chakraborty, Tanujit ; Sengupta, Shovon ; Singh, Sunny Kumar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:953-981.

Full description at Econpapers || Download paper

2025Unlocking strategic alliances: The role of common institutional blockholders in promoting collaboration and trust. (2025). XIE, Jing ; Chemmanur, Thomas J ; Shen, Yao. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001359.

Full description at Econpapers || Download paper

2025Banking market deregulation and firm innovation: Evidence from foreign bank entry. (2025). Xing, Yanlin ; Shang, Hua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000913.

Full description at Econpapers || Download paper

2025Employee Overtime and Innovation Dilemma. (2025). Li, Caifu ; Fan, DI ; Yang, Jingjing. In: Journal of Business Ethics. RePEc:kap:jbuset:v:200:y:2025:i:3:d:10.1007_s10551-024-05918-2.

Full description at Econpapers || Download paper

2025Supply chain strategic behavior and coordination with a risk-averse manufacturer under random yield and demand. (2025). Yu, Liangwei ; Tian, Boshi. In: International Journal of Production Economics. RePEc:eee:proeco:v:281:y:2025:i:c:s0925527324003499.

Full description at Econpapers || Download paper

2025Competence and ambiguity aversion of heterogeneous investors. (2025). Lai, Christine W ; Lien, Donald ; Tsai, Shih-Chuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000150.

Full description at Econpapers || Download paper

2025Iron curtain echoes: The enduring impact of communism and crowdfunding. (2025). Nguyen, Thien Le-Hoang ; Hsieh, Hui-Ching. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001858.

Full description at Econpapers || Download paper

2025Banking and monetary policy in a monetary union. (2025). Dia, Enzo ; Vanhoose, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001509.

Full description at Econpapers || Download paper

2025Exploring the agency cost of debt: risk, information flow, and CEO social ties. (2025). Thevenot, Maya ; Maslar, David A ; Javakhadze, David ; Hossain, Md Miran. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01312-1.

Full description at Econpapers || Download paper

2025CEOs narcissism and opportunistic insider trading. (2025). Jiang, Cheng ; John, J H ; Zhang, Jingyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001573.

Full description at Econpapers || Download paper

202550 shades of dark green: The nexus of narcissistic leadership and corporate greenwashing. (2025). Abdullah, Mohammad ; Wali, G M ; Turner, Jason. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003072.

Full description at Econpapers || Download paper

2025CEO narcissism and dividend policy. (2025). Han, Seung Hun ; Park, Moon Deok ; Song, Chanhoo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003216.

Full description at Econpapers || Download paper

2025What does green bond prospectus communicate about credit spread?. (2025). Sharma, Udayan. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005306.

Full description at Econpapers || Download paper

2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

Full description at Econpapers || Download paper

2025Tech titans and crypto giants: Mutual returns predictability and trading strategy implications. (2025). Bouri, Elie ; Sokhanvar, Amin ; Kinateder, Harald ; Iftiolu, Serhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001756.

Full description at Econpapers || Download paper

2025Gold and Bitcoin as hedgers and safe havens: Perspective from nonlinear dynamics. (2025). Acikgoz, Turker. In: Resources Policy. RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000315.

Full description at Econpapers || Download paper

2025Cryptocurrencies, stocks, and economic policy uncertainty: A FAVAR analysis. (2025). Jackson Young, Laura ; Civelli, Andrea. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000452.

Full description at Econpapers || Download paper

2025Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?. (2025). Stankov, Petar ; Enilov, Martin ; Wang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004089.

Full description at Econpapers || Download paper

2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

Full description at Econpapers || Download paper

2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

Full description at Econpapers || Download paper

2025Portfolio Optimization During the COVID-19 Epidemic: Based on an Improved QBAS Algorithm and a Dynamic Mixed Frequency Model. (2025). Jiang, Kunliang ; Song, Jiashan ; Luo, Pengfei ; Wei, Siyao. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10621-5.

Full description at Econpapers || Download paper

2025Tail risk and Flight-to-Safety. (2025). Li, Xinyang. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:4:d:10.1057_s41260-025-00407-1.

Full description at Econpapers || Download paper

2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

Full description at Econpapers || Download paper

2025Not only green: Sustainability and debt capital markets. (2025). Fatica, Serena ; Becker, Annette ; Rancan, Michela. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000543.

Full description at Econpapers || Download paper

2025The role of venture capital funds in dissemination and development of innovation in Canada. (2025). Ressin, Marat. In: Journal of Innovation and Entrepreneurship. RePEc:spr:joiaen:v:14:y:2025:i:1:d:10.1186_s13731-025-00555-z.

Full description at Econpapers || Download paper

2025The impact and mechanism of venture capital on the innovation performance of sci-tech enterprises: Evidence from chinese star market. (2025). Song, HE ; Li, Xiuzhen ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001040.

Full description at Econpapers || Download paper

2025Gender composition and conflicts of interest in the financial industry: Evidence from analysts’ target price optimism. (2025). Scarlat, Elvira ; Shields, Karin ; de Ricquebourg, Alan Duboise ; Charalambous, Andria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001049.

Full description at Econpapers || Download paper

2025Invisible threats: The impact of perceived political risk misalignment on firm’s operational resilience. (2025). Wang, Wenxuan ; Fang, Wei ; Feng, Taiwen ; Zhou, YI ; Liu, Yang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:200:y:2025:i:c:s1366554525002273.

Full description at Econpapers || Download paper

2025Uncovering the risk-return trade-off through ridge regressions. (2025). Arag, Vicent ; Alemany, Nuria ; Salvador, Enrique. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014491.

Full description at Econpapers || Download paper

2025The volatility puzzle of the beta anomaly. (2025). Barroso, Pedro ; Detzel, Andrew ; Maio, Paulo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:165:y:2025:i:c:s0304405x25000029.

Full description at Econpapers || Download paper

2025Integrating LSTM Networks with Neural Levy Processes for Financial Forecasting. (2025). Alruqimi, Mohammed ; di Persio, Luca. In: Papers. RePEc:arx:papers:2512.07860.

Full description at Econpapers || Download paper

2025Portfolio climate risk and fund flow performance. (2025). Lu, Shuai ; Li, Dong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015514.

Full description at Econpapers || Download paper

2025From polluter pays to polluter reborn: Exploring the economic and green implications of corporate carbon risk exposure. (2025). Wu, Sihong ; Tao, Miaomiao. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001409.

Full description at Econpapers || Download paper

2025Health and creativity: Evidence from corporate innovation. (2025). Wu, Yanhui ; Keng, Kelvin Jui ; Do, Truc. In: Research Policy. RePEc:eee:respol:v:54:y:2025:i:9:s0048733325001398.

Full description at Econpapers || Download paper

2025Spillover effects of US economic policy uncertainty on emerging markets: Evidence from transnational supply chains. (2025). Zhou, Shengjie ; Qin, QI ; Gao, Jieying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000265.

Full description at Econpapers || Download paper

2025Firms’ perceived trade policy uncertainty and management’s disclosure strategies: Evidence from financial statement comparability. (2025). Zhang, Zhichao ; Sun, Bingzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005099.

Full description at Econpapers || Download paper

2025ESG and stock price crash risk revisited: Evidence from mandatory ESG disclosure policy in China. (2025). Zhu, Xiaoyu ; Gong, XU ; Sun, Ran ; Hao, Jing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000666.

Full description at Econpapers || Download paper

2025Sino–US trade frictions and corporate investment. (2025). Li, Dongning ; He, Jie. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004817.

Full description at Econpapers || Download paper

2025ICT innovation, information environment and stock price crash risk: Evidence from patent data. (2025). Dai, Pengyi ; Li, Haitong ; Wang, Yixuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005829.

Full description at Econpapers || Download paper

2025Decoding systemic risks across commodities and emerging market stock markets. (2025). Karim, Sitara ; Ghorbel, Ahmed ; Ghallabi, Fahmi. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00732-1.

Full description at Econpapers || Download paper

2025Role of Economic Policy Uncertainty in Forecasting Gold Futures Volatility: Evidence From India. (2025). Sharma, Anil Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:1006-1022.

Full description at Econpapers || Download paper

2025The diminishing lustre: Golds market volatility and the fading safe haven effect. (2025). Faraj, Hussain ; Al-Sabah, Mariam ; McMillan, David. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000729.

Full description at Econpapers || Download paper

2025Credit availability of energy-intensive industries in emerging economies: Do financially established firms have better access to credit?. (2025). Li, Ziyao ; Su, Taoyong ; Lei, Xinghui ; Zhang, Jintao. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002579.

Full description at Econpapers || Download paper

2025Stablecoins, money market funds and monetary policy. (2025). Ferrari Minesso, Massimo ; Gambacorta, Leonardo ; Cornelli, Giulio ; Aldasoro, Iñaki ; Habib, Maurizio Michael. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000400.

Full description at Econpapers || Download paper

2025Can employee welfare policies insure workers against fluctuations in employment?. (2025). Loncan, Tiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:94:y:2025:i:c:s0929119925001178.

Full description at Econpapers || Download paper

2025Revisiting Shimizu et al. (2004): What do we know and what should we know about cross-border mergers and acquisitions?. (2025). Wiedemann, Manuel ; Ippendorf, Niko ; Knyphausen-Aufsess, Dodo. In: Review of Managerial Science. RePEc:spr:rvmgts:v:19:y:2025:i:8:d:10.1007_s11846-024-00813-6.

Full description at Econpapers || Download paper

2025Forecasting the realized variance in the presence of intraday periodicity. (2025). Hizmeri, Rodrigo ; Izzeldin, Marwan ; Maria, Ana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002565.

Full description at Econpapers || Download paper

2025Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes. (2025). Urga, Giovanni ; Izzeldin, Marwan ; Hizmeri, Rodrigo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000167.

Full description at Econpapers || Download paper

2025Forecasting volatility of China’s crude oil futures based on hybrid ML-HAR-RV models. (2025). Zhu, Tingting ; Ma, Xiaoqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000683.

Full description at Econpapers || Download paper

2025Pricing VXX Options With Observable Volatility Dynamics From High‐Frequency VIX Index. (2025). Lu, Shan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:771-801.

Full description at Econpapers || Download paper

2025Towards the estimation of ESG ratings: A machine learning approach using balance sheet ratios. (2025). Cini, Federico ; Ferrari, Annalisa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400446x.

Full description at Econpapers || Download paper

2025Can we enhance investment with ESG?. (2025). Cai, Charlie X ; Rudkin, Wanling ; Zhou, You. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007087.

Full description at Econpapers || Download paper

2025The impact of ESG investment on fund performance: Evidence from mutual fund style drift. (2025). Lin, Jiayu ; Pan, Dongliang ; Sha, Yezhou. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000447.

Full description at Econpapers || Download paper

2025Containing risks posed by leverage in alternative investment funds. (2025). Weistroffer, Christian ; Ferrari, Massimo ; Bouveret, Antoine ; Raillon, Franck ; Okseniuk, Dorota ; Schmidt, Daniel Jonas ; Schfer, Annegret ; Darpeix, Pierre-Emmanuel ; Grill, Michael ; Vivar, Luis Molestina. In: ESRB Occasional Paper Series. RePEc:srk:srkops:202528.

Full description at Econpapers || Download paper

2025Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China. (2025). Zhao, Xiaofang ; Fang, Guobin ; Zhou, Xuehua ; Ma, Huimin ; Deng, Yaoxun ; Xie, Luoyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082400281x.

Full description at Econpapers || Download paper

2025Asymmetric Causality between Economic Uncertainty and Financial Development: Empirical Evidence. (2025). Murdipi, Rafiqa. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:15:p:1308-1314.

Full description at Econpapers || Download paper

2025The impact of digital inclusive finance on alternate irrigation technology innovation: From the perspective of the catfish effect in financial markets. (2025). Sha, Yanfei ; Sun, Hongwu ; Song, Jiahui ; Jiang, Yanjun ; Meng, Shilong. In: Agricultural Water Management. RePEc:eee:agiwat:v:312:y:2025:i:c:s0378377425001374.

Full description at Econpapers || Download paper

2025Exploring the non-linear dynamics between Commercial Real Estate and systemic risk. (2025). Kladakis, George ; Lux, Nicole ; Skouralis, Alexandros. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000295.

Full description at Econpapers || Download paper

2025Herding Spillover Effects in US REIT Sectors. (2025). GUPTA, RANGAN ; Ngene, Geoffrey M ; Babalos, Vassilios ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202531.

Full description at Econpapers || Download paper

2025Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x.

Full description at Econpapers || Download paper

2025Annual report tone and bank risk-taking behavior: Evidence from China. (2025). Wei, Mingye ; Jing, Haozhe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001370.

Full description at Econpapers || Download paper

2025Carbon emissions, financial stability and bank profitability in non-crisis years. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:125566.

Full description at Econpapers || Download paper

2025Predicting European banks distress events: Do financial information producers matter?. (2025). de Comres, Quentin Bro. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005046.

Full description at Econpapers || Download paper

2025How diversification shapes full-fledged Islamic bank Stability? A causal inference approach. (2025). Haddou, Samira ; Boughrara, Adel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025005301.

Full description at Econpapers || Download paper

2025Asymmetric effectiveness of price limits: evidence from a quasi-natural experiment. (2025). Tang, Siyuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01333-w.

Full description at Econpapers || Download paper

2025Price limits, investor asset allocation, and price volatility: Evidence from China’s registration-based IPO reform. (2025). Shi, Peiyao ; Li, Zixian ; Hou, Wanyue ; Liu, Zhaoda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000133.

Full description at Econpapers || Download paper

2025Predicting Cross-border Merger and Acquisition Completion through CEO Characteristics: A Machine Learning Approach. (2025). Dai, Jian ; Cheng, Cong. In: Management International Review. RePEc:spr:manint:v:65:y:2025:i:1:d:10.1007_s11575-024-00562-4.

Full description at Econpapers || Download paper

2025Do CEOs with elite education matter? Evidence from shareholder value in mergers and acquisitions. (2025). Ke, Dun-Yao ; Ngoc, Thi Bao ; Su, Xuan-Qi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000058.

Full description at Econpapers || Download paper

2025CEO and CFO conscientiousness and working capital management during global financial crisis. (2025). Deshpande, Shreesh ; Svetina, Marko ; Zhu, Pengcheng. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:45:y:2025:i:c:s2214635025000073.

Full description at Econpapers || Download paper

2025Bank executive incentives and liquidity creation: Evidence from China. (2025). Song, Yiran ; Li, Minghui. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s105752192500064x.

Full description at Econpapers || Download paper

2025Chinas debt market: Evolution, regulation, and global integration. (2025). Zhou, Qing ; Qian, Meijun ; Cheng, Feiyang ; Gao, Haoyu ; Pan, Xiaofei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000885.

Full description at Econpapers || Download paper

2025Correlation between upstreamness and downstreamness in random global value chains. (2025). Bartolucci, Silvia ; Vivo, Pierpaolo ; Caravelli, Francesco ; Caccioli, Fabio. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127637.

Full description at Econpapers || Download paper

2025Correlation between upstreamness and downstreamness in random global value chains. (2025). Caccioli, Fabio ; Bartolucci, Silvia ; Caravelli, Francesco ; Vivo, Pierpaolo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:233:y:2025:i:c:s0167268125000654.

Full description at Econpapers || Download paper

2025Creating value through corporate social responsibility: The role of foreign institutional investors in Chinese listed firms. (2025). Yang, Tina ; Li, Yunhe ; Liu, YU ; Miletkov, Mihail. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s092753982500043x.

Full description at Econpapers || Download paper

2025Short selling and product market competition. (2025). Matta, Rafael ; Rocha, Sergio H ; Vaz, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002498.

Full description at Econpapers || Download paper

2025Impact of regional digital economy on default recovery: Evidence from China. (2025). Chen, Muzi ; Li, Geng ; Yang, Xiaoguang ; Trainor, William J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003259.

Full description at Econpapers || Download paper

2025Banks, freedom, and political connections: New evidence from around the world. (2025). Kuchciak, Iwa ; Kozowski, Ukasz ; Cegowski, Bartomiej ; Jackowicz, Krzysztof. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001384.

Full description at Econpapers || Download paper

2025DIGITALIZATION AS CATALYSTS OF CHANGE IN FINANCE, ACCOUNTING, AND REPORTING: UNCOVERING SYMBIOTIC RELATIONSHIPS AMONG FINANCIAL FACTORS. (2025). Lulaj, Enkeleda. In: Studies in Business and Economics. RePEc:blg:journl:v:20:y:2025:i:1:p:97-124.

Full description at Econpapers || Download paper

2025Common institutional ownership and R&D manipulation. (2025). Wang, Shihao ; Guo, Mengting ; Maqsood, Umer Sahil ; Chen, Xuezhao. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:217:y:2025:i:c:s0040162525001982.

Full description at Econpapers || Download paper

2025A system of time-varying models for predictive regressions. (2025). Yan, Yayi ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000441.

Full description at Econpapers || Download paper

2025Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach. (2025). Guo, Yangli ; Luo, Qin ; Ma, Feng ; Zhong, Juandan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000592.

Full description at Econpapers || Download paper

2025Information content and sentiment: the role of environmental disclosure in stock price crash risk. (2025). Long, Wen ; Guo, Man ; Ma, Ruiqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003813.

Full description at Econpapers || Download paper

2025Corporate climate risk exposure and stock liquidity: New evidence based on heterogeneous environmental regulation. (2025). Qiu, Yixin ; Ding, Qian ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003459.

Full description at Econpapers || Download paper

2025Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles. (2025). Sherwood, Ben ; Li, Shaobo. In: Papers. RePEc:arx:papers:2505.16019.

Full description at Econpapers || Download paper

2025Extreme conditional tail risk inference in ARMA–GARCH models. (2025). Ma, Yaolan ; Wei, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:177:y:2025:i:c:s0165188925000946.

Full description at Econpapers || Download paper

2025Tail risk dynamics of banks with score-driven extreme value models. (2025). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000155.

Full description at Econpapers || Download paper

2025Improved Probability-Weighted Moments and Two-Stage Order Statistics Methods of Generalized Extreme Value Distribution. (2025). Araveeporn, Autcha. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:14:p:2295-:d:1703845.

Full description at Econpapers || Download paper

2025When risk defies order: On the limits of fractional stochastic dominance. (2025). Liebrich, Felix-Benedikt ; Laudag, Christian. In: Papers. RePEc:arx:papers:2509.24747.

Full description at Econpapers || Download paper

2025BondBERT: What we learn when assigning sentiment in the bond market. (2025). Cartlidge, John ; Chen, Jing ; Christodoulaki, Eva ; Gao, Zheng ; Barter, Toby. In: Papers. RePEc:arx:papers:2511.01869.

Full description at Econpapers || Download paper

2025Stealthy shorts: Informed liquidity supply. (2025). Goyal, Amit ; Reed, Adam V ; Smajlbegovic, Esad ; Soebhag, Amar. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001631.

Full description at Econpapers || Download paper

2025Can digital finance change corporate capital structure?. (2025). Gao, Jiapin ; Hu, Fang. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005355.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2025
YearCiting document
2025The use of robo-advisors in Italy: insights from a new survey. (2025). Vassallo, Pietro ; Stacchini, Massimiliano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_979_25.

Full description at Econpapers || Download paper

2025Using Large Language Models for Financial Advice. (2025). Meiler, Maximilian ; Hornuf, Lars ; Fieberg, Christian ; Streich, David J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11666.

Full description at Econpapers || Download paper

2025Creditor protection shocks and corporate cash holdings: Insights from online judicial auctions. (2025). Tian, Weilun ; Guo, Junru ; Wang, Jiarui ; Li, Dongyan. In: Economic Modelling. RePEc:eee:ecmode:v:151:y:2025:i:c:s0264999325002032.

Full description at Econpapers || Download paper

2025The Impact of Climate Change Risk on Corporate Debt Financing Capacity: A Moderating Perspective Based on Carbon Emissions. (2025). Liu, Ruizhi ; Wu, Mark. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:14:p:6276-:d:1697647.

Full description at Econpapers || Download paper

2025Investment universe-level returns to scale and active fund management. (2025). Rpetveit, Andreas. In: Discussion Papers. RePEc:hhs:nhhfms:2025_014.

Full description at Econpapers || Download paper

Recent citations received in 2024
YearCiting document
2024A GARCH model with two volatility components and two driving factors. (2024). Ballestra, Luca Vincenzo ; Tezza, Christian ; D'Innocenzo, Enzo. In: Papers. RePEc:arx:papers:2410.14585.

Full description at Econpapers || Download paper

2024Extreme temperatures and the profitability of large European firms. (2024). Poncela, Maria Pilar ; Enzo, Gian Pietro ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44217.

Full description at Econpapers || Download paper

2024Indirect effects of trading restrictions. (2024). Tang, Yizhou ; Wang, Shujing ; Zhong, Ninghua ; Yan, Hongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000427.

Full description at Econpapers || Download paper

2024Does climate change matter for bank profitability? Evidence from China. (2024). Lee, Chien-Chiang ; Zhang, Xiaoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001827.

Full description at Econpapers || Download paper

2024Is more always better? Information acquisition and stock price crash risk. (2024). Yu, Simon ; Tiwari, Moumita ; Jain, Ankit. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000570.

Full description at Econpapers || Download paper

2024An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. (2024). Herrera, Rodrigo ; Candia, Claudio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000239.

Full description at Econpapers || Download paper

2024Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963.

Full description at Econpapers || Download paper

2024Jump tail risk exposure and the cross-section of stock returns. (2024). Alexiou, Lykourgos ; Rompolis, Leonidas S. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000999.

Full description at Econpapers || Download paper

2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

Full description at Econpapers || Download paper

2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

Full description at Econpapers || Download paper

2024Political uncertainty and stock price crash risk: Insights from state-elections in an emerging market. (2024). Wadhwa, Kavita ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400351x.

Full description at Econpapers || Download paper

2024Climate stress testing for mortgage default probability. (2024). Zanin, Luca ; Calabrese, Raffaella ; Thorburn, Connor Innes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004290.

Full description at Econpapers || Download paper

2024Can higher federal funds rates control mortgage lending during periods of high inflation and high house prices?. (2024). Islam, Mohammad Saiful ; Koch, Jascha-Alexander. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008791.

Full description at Econpapers || Download paper

2024Noisy market, machine learning and fundamental momentum. (2024). Wang, Yuejie ; Ma, Tian ; Sheng, Haoyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002257.

Full description at Econpapers || Download paper

2024Increase or decrease: Customer digital transformation and supplier cost stickiness. (2024). Liu, Yingqi ; Wang, Xizi ; Guo, Siyuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002592.

Full description at Econpapers || Download paper

2024Volatility-managed portfolios in the Chinese equity market. (2024). Li, Junye ; Wang, Chuyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003263.

Full description at Econpapers || Download paper

2024The impact of foreign institutional investors on the information content of Chinese stock prices. (2024). Yu, Meixia ; Xie, Jun ; Gao, Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005847.

Full description at Econpapers || Download paper

2024Global banking systems, financial stability, and uncertainty: How have countries coped with geopolitical risks?. (2024). Trinh, Hai Hong ; Tran, Thao Phuong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006397.

Full description at Econpapers || Download paper

2024Climate vulnerability and capital structure: Moderating effect of financial development, financial constraints, and 2015 Paris Agreement. (2024). Ho, Hoai Thu ; Phung, Nam Duc ; Hai, Ly Thi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007032.

Full description at Econpapers || Download paper

2024The role of education attention on high-tech markets in an emerging economy: Evidence from QQR and NCQ techniques. (2024). Gao, Wang ; Zhang, Hongwei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:207:y:2024:i:c:s0040162524004013.

Full description at Econpapers || Download paper

2024Twitter Economic Uncertainty and Herding Behavior in ESG Markets. (2024). Koutmos, Dimitrios. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:502-:d:1516484.

Full description at Econpapers || Download paper

2024Information disclosure ratings and stock price crash risk. (2024). Shen, Xixi ; Lo, Chia Chun ; Karathanasopoulos, Andreas ; Ho, Kung-Cheng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01305-0.

Full description at Econpapers || Download paper

2024Heroes or Villains? Culturally endorsed charismatic leadership style and stock price crash risk. (2024). Leledakis, George ; Gaganis, Chrysovalantis ; Pyrgiotakis, Emmanouil G ; Pasiouras, Fotios. In: MPRA Paper. RePEc:pra:mprapa:122898.

Full description at Econpapers || Download paper

2024Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202450.

Full description at Econpapers || Download paper

2024Sustainability and the domestic credit market: worldwide evidence. (2024). Sol Murta, Fátima ; Gama, Paulo Miguel. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00282-y.

Full description at Econpapers || Download paper

2024Data assetization and capital market information efficiency: evidence from Hidden Champion SMEs in China. (2024). Chen, Lili. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00401-w.

Full description at Econpapers || Download paper

2024Influential assets in Large-Scale Vector AutoRegressive Models. (2024). Trimborn, Simon ; Zhang, Kexin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240080.

Full description at Econpapers || Download paper

2024VIX option pricing through nonaffine GARCH dynamics and semianalytical formula. (2024). Zhang, Yuanyuan ; Wang, QI ; Liu, Junting. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1189-1223.

Full description at Econpapers || Download paper

Recent citations received in 2023
YearCiting document
2023Credit Risk and Financial Performance of Commercial Banks: Evidence from Vietnam. (2023). Nguyen, HA. In: Papers. RePEc:arx:papers:2304.08217.

Full description at Econpapers || Download paper

2023Particle MCMC in forecasting frailty correlated default models with expert opinion. (2023). Nguyen, HA. In: Papers. RePEc:arx:papers:2304.11586.

Full description at Econpapers || Download paper

2023A simulated electronic market with speculative behaviour and bubble formation. (2023). Cofre, Nicolas ; Mosionek-Schweda, Magdalena. In: Papers. RePEc:arx:papers:2311.12247.

Full description at Econpapers || Download paper

2023Real-time monitoring with RCA models. (2023). Trapani, Lorenzo ; Horv, Lajos. In: Papers. RePEc:arx:papers:2312.11710.

Full description at Econpapers || Download paper

2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

Full description at Econpapers || Download paper

2023Joint dynamics of stock returns and cash flows: A time‐varying present‐value framework. (2023). Yan, Yayi ; Yu, Deshui. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:513-541.

Full description at Econpapers || Download paper

2023Estimating contagion mechanism in global equity market with time‐zone effect. (2023). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:3:p:543-572.

Full description at Econpapers || Download paper

2023Leased capital and the investment-q relation. (2023). Li, Kai ; You, Linqing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000032.

Full description at Econpapers || Download paper

2023Cross-sectional uncertainty and expected stock returns. (2023). Huang, Difang ; Yu, Deshui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:321-340.

Full description at Econpapers || Download paper

2023Forecasting realized volatility with machine learning: Panel data perspective. (2023). Liu, Zhi ; Bai, LU ; He, Lidan ; Zhu, Haibin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:251-271.

Full description at Econpapers || Download paper

2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

Full description at Econpapers || Download paper

2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Xu, Yahua ; Bouri, Elie ; Zhang, Dingsheng ; Wang, Cheng. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

Full description at Econpapers || Download paper

2023Cross-sectional uncertainty and stock market volatility: New evidence. (2023). Ma, Feng ; Lu, Fei. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005743.

Full description at Econpapers || Download paper

2023Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach. (2023). Barua, Ronil ; Sharma, Anil K. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008875.

Full description at Econpapers || Download paper

2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

Full description at Econpapers || Download paper

2023Fund Flows and Asset Valuations of Bond Mutual Funds: Effect of Side-by-Side Management. (2023). Muslu, Volkan ; Koo, Minjae. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001607.

Full description at Econpapers || Download paper

2023Bayesian predictive distributions of oil returns using mixed data sampling volatility models. (2023). Virbickaite, Audrone ; Nguyen, Hoang ; Tran, Minh-Ngoc. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008784.

Full description at Econpapers || Download paper

2023Global financial crisis, funding constraints, and liquidity of VIX futures. (2023). Tsai, Wei-Che ; Chiu, Junmao ; Lien, Donald. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001725.

Full description at Econpapers || Download paper

2023International stock return predictability: The role of U.S. uncertainty spillover. (2023). Yu, Jiasheng ; Zhang, Huajing ; Liu, Hongkui ; Jiang, Fuwei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002329.

Full description at Econpapers || Download paper

2023Multilayer interbank networks and systemic risk propagation: Evidence from China. (2023). Ding, YI ; Liu, Xinhong ; Yan, Chun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:628:y:2023:i:c:s0378437123006994.

Full description at Econpapers || Download paper

2023Particle MCMC in Forecasting Frailty-Correlated Default Models with Expert Opinion. (2023). Nguyen, HA. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:334-:d:1193913.

Full description at Econpapers || Download paper

2023Structural Analysis of Projected Networks of Shareholders and Stocks Based on the Data of Large Shareholders’ Shareholding in China’s Stocks. (2023). Huang, Yajing ; Liu, Ruijie. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:6:p:1545-:d:1104179.

Full description at Econpapers || Download paper

2023A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks. (2023). wu, desheng ; Li, Lei ; Qin, Kun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6123-:d:1114244.

Full description at Econpapers || Download paper

2023Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks. (2023). Stephan, Andreas ; Sahamkhadam, Maziar ; Lööf, Hans ; Dahlstrom, Petter ; Loof, Hans. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0492.

Full description at Econpapers || Download paper

2023Stock market anomalies and machine learning across the globe. (2023). Azevedo, Vitor ; Mueller, Sebastian ; Kaiser, Georg Sebastian. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:5:d:10.1057_s41260-023-00318-z.

Full description at Econpapers || Download paper

2023The impacts of economic policy uncertainty on firm cash holding in China. (2023). Chen, Xin ; Li, Jiannan ; Shang, LI ; Tang, Decai ; Xu, Jiayi ; Boamah, Valentina ; Deng, Zixuan. In: PLOS ONE. RePEc:plo:pone00:0293306.

Full description at Econpapers || Download paper

2023Can digital transformation reduce corporate stock price crashes?. (2023). Ren, Changman ; Li, Xiangqian ; Zhao, Xing. In: PLOS ONE. RePEc:plo:pone00:0295793.

Full description at Econpapers || Download paper

2023How to measure earnings surprises: Based on revised market reaction. (2023). Pan, Qin ; Huang, Kai. In: PLOS ONE. RePEc:plo:pone00:0296394.

Full description at Econpapers || Download paper

Recent citations received in 2022
YearCiting document
2022COVID CRISIS EFFECTS ON LENDING IN THE ROMANIAN BANKING MARKE. (2022). Farcae, Ioana Georgiana ; Bobiceanu, Andreea Maura ; Pece, Andreea Maria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2022:j:30:bobiceanuam.

Full description at Econpapers || Download paper

2022A re‐examination of the US insurance markets capacity to pay catastrophe losses. (2022). Dionne, Georges ; Desjardins, Denise. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:25:y:2022:i:4:p:515-549.

Full description at Econpapers || Download paper

2022Boosting carry with equilibrium exchange rate estimates. (2022). Rubaszek, Michał ; Ca' Zorzi, Michele ; Beckmann, Joscha ; Kwas, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20222731.

Full description at Econpapers || Download paper

2022Bitcoin unchained: Determinants of cryptocurrency exchange liquidity. (2022). Riordan, Ryan ; Mestel, Roland ; Theissen, Erik ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:106-122.

Full description at Econpapers || Download paper

2022Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate. (2022). Long, Shaobo ; Zhang, Rui ; Hao, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000555.

Full description at Econpapers || Download paper

2022A new momentum measurement in the Chinese stock market. (2022). Li, Yan ; Liang, Chao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000543.

Full description at Econpapers || Download paper

2022Banking Risks in the Asset and Liability Management System. (2022). Shevchenko, Valentyna ; Yudina, Olena ; Olshanskiy, Oleksandr ; Lysiak, Liubov ; Masiuk, Iuliia ; Chynchyk, Anatolii. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:265-:d:836170.

Full description at Econpapers || Download paper

2022Earnings management model for Visegrad Group as an immanent part of creative accounting. (2022). Durana, Pavol ; Kovacova, Maria ; Hrosova, Lenka ; Horak, Jakub. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:4:p:1143-1176.

Full description at Econpapers || Download paper

2022A re-examination of the U.S. insurance market’s capacity to pay catastrophe losses. (2022). Dionne, Georges ; Desjardins, Denise. In: Working Papers. RePEc:ris:crcrmw:2022_002.

Full description at Econpapers || Download paper