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Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
16
Impact Factor (IF)
0.28
5 Years IF
0.34
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
2005 0 0.51 0 0 5 5 5 1 0 0 0 0 0.23
2006 0 0.49 0 0 5 10 2 1 5 5 0 0 0.22
2007 0 0.44 0 0 5 15 3 1 10 10 0 0 0.2
2008 0 0.47 0.05 0 4 19 0 2 10 15 0 0 0.22
2009 0 0.46 0 0 5 24 21 2 9 19 0 0 0.23
2011 0.4 0.51 0.07 0.11 4 28 4 2 4 5 2 19 2 0 0 0.23
2012 0 0.5 0.05 0 10 38 57 2 6 4 18 0 1 0.1 0.21
2013 0.29 0.54 0.16 0.22 13 51 31 8 14 14 4 23 5 0 1 0.08 0.24
2014 0.22 0.53 0.2 0.16 20 71 29 14 28 23 5 32 5 1 7.1 9 0.45 0.22
2015 0 0.52 0.17 0.17 17 88 76 15 43 33 47 8 0 5 0.29 0.22
2016 0.46 0.5 0.29 0.38 20 108 57 31 74 37 17 64 24 6 19.4 0 0.2
2017 0.41 0.52 0.22 0.29 20 128 71 28 102 37 15 80 23 1 3.6 0 0.21
2018 0.63 0.53 0.42 0.38 35 163 72 69 171 40 25 90 34 3 4.3 3 0.09 0.22
2019 0.35 0.54 0.28 0.3 22 185 82 51 222 55 19 112 34 1 2 2 0.09 0.21
2020 0.28 0.64 0.24 0.31 20 205 17 50 272 57 16 114 35 0 1 0.05 0.3
2021 0.45 0.74 0.4 0.43 23 228 74 91 363 42 19 117 50 0 7 0.3 0.27
2022 0.21 0.73 0.29 0.35 24 252 105 72 436 43 9 120 42 0 4 0.17 0.22
2023 0.98 0.69 0.63 0.53 27 279 35 176 612 47 46 124 66 0 13 0.48 0.2
2024 1.08 0.81 0.65 0.59 23 302 9 195 808 51 55 116 69 0 5 0.22 0.23
2025 0.28 0.28 0.34 18 320 2 90 898 50 14 117 40 0 2 0.11
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
12017A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Lorenz, Julian ; Osterrieder, Joerg. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038.

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56
22015IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025.

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47
32022ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS. (2022). Rjoub, Husam ; Akadiri, Seyi ; Adebayo, Tomiwa. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s2010495222500087.

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46
42022IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL. (2022). Yousaf, Imran ; Arfaoui, Nadia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s201049522250004x.

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46
52022DO THE INCOME AND PRICE CHANGES AFFECT CONSUMPTION IN THE EMERGING 7 COUNTRIES? EMPIRICAL EVIDENCE USING QUANTILE ARDL MODEL. (2022). Bagadeem, Salim ; Gohar, Raheel ; Zong, Muyu ; Chang, Bisharat Hussain. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:04:n:s2010495222500245.

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43
62021MACROECONOMIC DETERMINANTS OF HOUSEHOLD CONSUMPTIONS IN GEORGIA. (2021). Dilanchiev, Azer ; Taktakishvili, Tengiz. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500202.

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37
72021SYMMETRIC IMPACT OF EXCHANGE RATE VOLATILITY ON FOREIGN DIRECT INVESTMENT IN PAKISTAN: DO THE GLOBAL FINANCIAL CRISES AND POLITICAL REGIMES MATTER?. (2021). Ramzan, Muhammad. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495222500075.

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32
82012STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Wong, Wing-Keung ; Zumwalt, Kenton J ; Gasbarro, Dominic. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500054.

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24
92012MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). Chang, Chia-Lin ; Tansuchat, Roengchai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108.

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21
102016A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK. (2016). Wong, Wing-Keung ; Guo, Xu ; Alghalith, Moawia ; Zhu, Lixing. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500019.

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21
112016PRICING COVARIANCE SWAPS FOR BARNDORFF–NIELSEN AND SHEPHARD PROCESS DRIVEN FINANCIAL MARKETS. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500123.

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20
122019FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS. (2019). Vo, Duc ; Van, Loan Thi-Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500088.

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19
132015APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS. (2015). Platen, Eckhard ; Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500098.

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18
142019VOLATILITY SPILLOVER EFFECT OF FEDERAL RESERVE’S BALANCE SHEET ON THE FINANCIAL AND GOODS MARKETS OF INDO-PAK REGION. (2019). Chang, Bisharat ; Malik, Waseem Shahid ; Syed, Qasim Raza. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500155.

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17
152013ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL. (2013). Wong, Wing-Keung ; Bian, Guorui. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500073.

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16
162018ASYMMETRIC IMPACT OF EXCHANGE RATE CHANGES ON THE TRADE BALANCE: DOES GLOBAL FINANCIAL CRISIS MATTER?. (2018). Chang, Bisharat ; Oad, Suresh Kumar ; Ghumro, Niaz Hussain. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:04:n:s201049521850015x.

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16
172014TESTING PRICE PRESSURE, INFORMATION, FEEDBACK TRADING, AND SMOOTHING EFFECTS FOR ENERGY EXCHANGE TRADED FUNDS. (2014). Chang, Chia-Lin ; Ke, Yu-Pei. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400065.

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15
182023Does US Infectious Disease Equity Market Volatility Index Predict G7 Stock Returns? Evidence Beyond Symmetry. (2023). Salman, Asma ; Gohar, Raheel ; Derindag, Omer Faruk ; Uche, Emmanuel ; Chang, Bisharat Hussain. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:02:n:s2010495222500282.

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11
192018HERDING IN CRYPTO-CURRENCY MARKETS. (2018). S Kumar, Anoop ; Ajaz, Taufeeq. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069.

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11
202018EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033.

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10
212024Could Regressing a Stationary Series on a Non-Stationary Series Obtain Meaningful Outcomes?. (2024). Wong, Wing-Keung ; Yue, MU. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:19:y:2024:i:03:n:s2010495224500118.

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9
222009GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS. (2009). Xiao, Jingliang ; Wong, Wing-Keung ; Brooks, Robert D. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500055.

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9
232023The Asymmetric Effect of the Extreme Changes in the Economic Policy Uncertainty on the Exchange Rates: Evidence from Emerging Seven Countries. (2023). Salman, Asma ; Wong, Wing-Keung ; Gohar, Raheel ; Chang, Bisharat Hussain ; Maydybura, Alina. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:02:n:s2010495222500312.

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8
242009MONETARY POLICY AND ASSET PRICES IN A SMALL OPEN ECONOMY: A FACTOR-AUGMENTED VAR ANALYSIS FOR SINGAPORE. (2009). Chow, Hwee Kwan ; Choy, Keen Meng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500043.

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8
252018TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS. (2018). Wong, Wing-Keung ; Lu, Richard ; Yang, Chen-Chen. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500112.

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8
262019DOES CHANGE IN ECONOMIC POLICY UNCERTAINTY AFFECT REAL ESTATE INVESTMENT TRUSTS (REITs)?. (2019). Oad, Suresh Kumar ; Sadhwani, Ranjeeta ; Suleman, Muhammad Tahir ; Ali-Rind, Asad. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:04:n:s2010495219500167.

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8
272021THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM. (2021). Wong, Wing-Keung ; Suu, Nguyen Duy ; Tien, Ho Thuy. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:02:n:s201049522150007x.

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7
282012THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING. (2012). Jarrow, Robert. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500078.

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7
292019THE DETERMINANTS OF FINANCIAL INSTABILITY IN EMERGING COUNTRIES. (2019). Vo, Duc ; Pham, Thach ; Nguyen, Vuong Minh ; Le, Phat Quang-Ton. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500106.

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7
302023Financial Development and Income Inequality: Evidence From Advanced, Emerging and Developing Economies. (2023). Chisadza, Carolyn ; Biyase, Mduduzi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:01:n:s2010495222410020.

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7
312023The Emerging Stock Markets and Their Asymmetric Response to Infectious Disease Equity Market Volatility (ID-EMV) Index. (2023). Salman, Asma ; Wong, Wing-Keung ; Abdul, Muthanna G ; Uddin, Mohammed Ahmar ; Chang, Bisharat Hussain. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:04:n:s2010495223500082.

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6
322019FINANCIAL INTEGRATION AND MACROECONOMIC VOLATILITY: NEW EVIDENCE FROM DSGE MODELING. (2019). Ghazouani, Tarek ; Drissi, Ramzi ; Boukhatem, Jamel. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500076.

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6
332022THE NEXUS BETWEEN CASH CONVERSION CYCLE, WORKING CAPITAL FINANCE, AND FIRM PERFORMANCE: EVIDENCE FROM NOVEL MACHINE LEARNING APPROACHES. (2022). Wong, Wing-Keung ; Rjoub, Husam ; Shahzad, Umeair ; Mahmood, Faisal ; Nazakat, Ali ; Ahmed, Zahoor. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:02:n:s2010495222500142.

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6
342018MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS. (2018). Yang, Lu ; Hamori, Shigeyuki. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100.

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6
352019INVESTMENT IMPLICATIONS OF THE FRACTAL MARKET HYPOTHESIS. (2019). van Vuuren, Gary ; Karp, Adam. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:01:n:s2010495219500015.

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6
362018PRICING CARBON EMISSIONS IN CHINA. (2018). Chang, Chia-Lin ; Mai, Te-Ke. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148.

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5
372015FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK. (2015). Zagaglia, Paolo ; Liu, Zhuoshi ; Kirchner, Axel ; Gabrielsen, Alexandros. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500050.

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5
382021INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Bouri, Elie ; Bathia, Deven. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500160.

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5
392011QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS. (2011). Powell, Robert ; Allen, David ; Singh, A K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:06:y:2011:i:01:n:s2010495211500035.

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5
402013EFFICIENCY AND COMPETITION IN THE GHANAIAN BANKING INDUSTRY: A PANEL GRANGER CAUSALITY APPROACH. (2013). Hu, Baiding ; Adjei-Frimpong, Kofi ; Gan, Christopher. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500048.

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5
412022TIME-FREQUENCY CO-MOVEMENT BETWEEN COVID-19 AND PAKISTAN€™S STOCK MARKET: EMPIRICAL EVIDENCE FROM WAVELET COHERENCE ANALYSIS. (2022). Ali, Shoaib ; Nasir, Muhammad Wajahat ; Naveed, Muhammad ; Saleem, Aisha. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:04:n:s2010495222500269.

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5
422019THE NEXUS BETWEEN ECONOMIC INTEGRATION AND GROWTH: APPLICATION TO VIETNAM. (2019). Vo, Duc ; Nguyen, Minh ; Ngoc, Bui ; Bui, Ngoc Hoang. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500143.

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5
432022ASYMMETRIC DEPENDENCE BETWEEN EXCHANGE RATE AND COMMODITY PRICES IN GHANA. (2022). Owusu Junior, Peterson ; Baffoe, Stephen ; Asafo-Adjei, Emmanuel ; Archer, Christina ; Adam, Anokye M. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:02:n:s2010495222500129.

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5
442021LIMIT-TO-ARBITRAGE FACTORS AND IVOL RETURNS PUZZLE: EMPIRICAL EVIDENCE FROM TAIWAN BEFORE AND DURING COVID-19. (2021). Nguyen, Diep ; Le, Truong Vinh ; Duong, Khoa Dang ; van Nguyen, Diep. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:01:n:s2010495221500044.

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4
452022DYNAMIC LINKAGES AND INTEGRATION AMONG FIVE EMERGING BRICS MARKETS: PRE- AND POST-BRICS PERIOD ANALYSIS. (2022). Shrivastav, Rohit Kumar ; Mohapatra, Amiya Kumar ; Singh, Amit Kumar. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:03:n:s201049522250018x.

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4
462012EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME. (2012). Kaplanski, Guy ; Levy, Haim. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500030.

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4
472016INCOMPLETE EXCHANGE RATE PASS-THROUGH TRANSMISSION TO PRICES: AN SVAR MODEL FOR TUNISIA. (2016). Kadria, Mohamed ; CHARFI, Fatma. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:04:n:s2010495216500172.

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4
482009ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET?. (2009). CHONG, Terence Tai Leung ; LAM, TAU-HING ; Hinich, Melvin J. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s201049520950002x.

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4
492020TESTING TRADE-OFF THEORY BETWEEN NETWORKING CAPITAL AND FIRM VALUE: EMPIRICAL EVIDENCE FROM VIETNAM. (2020). Tram, Pham Thi ; My, Le Thi ; Khoa, Duong Dang. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:15:y:2020:i:03:n:s201049522050013x.

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4
502012MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN. (2012). Markowitz, Harry. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500017.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12022ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS. (2022). Rjoub, Husam ; Akadiri, Seyi ; Adebayo, Tomiwa. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s2010495222500087.

Full description at Econpapers || Download paper

33
22022IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL. (2022). Yousaf, Imran ; Arfaoui, Nadia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s201049522250004x.

Full description at Econpapers || Download paper

31
32022DO THE INCOME AND PRICE CHANGES AFFECT CONSUMPTION IN THE EMERGING 7 COUNTRIES? EMPIRICAL EVIDENCE USING QUANTILE ARDL MODEL. (2022). Bagadeem, Salim ; Gohar, Raheel ; Zong, Muyu ; Chang, Bisharat Hussain. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:04:n:s2010495222500245.

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28
42021MACROECONOMIC DETERMINANTS OF HOUSEHOLD CONSUMPTIONS IN GEORGIA. (2021). Dilanchiev, Azer ; Taktakishvili, Tengiz. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500202.

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24
52021SYMMETRIC IMPACT OF EXCHANGE RATE VOLATILITY ON FOREIGN DIRECT INVESTMENT IN PAKISTAN: DO THE GLOBAL FINANCIAL CRISES AND POLITICAL REGIMES MATTER?. (2021). Ramzan, Muhammad. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495222500075.

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23
62024Could Regressing a Stationary Series on a Non-Stationary Series Obtain Meaningful Outcomes?. (2024). Wong, Wing-Keung ; Yue, MU. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:19:y:2024:i:03:n:s2010495224500118.

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9
72019VOLATILITY SPILLOVER EFFECT OF FEDERAL RESERVE’S BALANCE SHEET ON THE FINANCIAL AND GOODS MARKETS OF INDO-PAK REGION. (2019). Chang, Bisharat ; Malik, Waseem Shahid ; Syed, Qasim Raza. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500155.

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8
82019FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS. (2019). Vo, Duc ; Van, Loan Thi-Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500088.

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7
92023Does US Infectious Disease Equity Market Volatility Index Predict G7 Stock Returns? Evidence Beyond Symmetry. (2023). Salman, Asma ; Gohar, Raheel ; Derindag, Omer Faruk ; Uche, Emmanuel ; Chang, Bisharat Hussain. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:02:n:s2010495222500282.

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7
102023The Asymmetric Effect of the Extreme Changes in the Economic Policy Uncertainty on the Exchange Rates: Evidence from Emerging Seven Countries. (2023). Salman, Asma ; Wong, Wing-Keung ; Gohar, Raheel ; Chang, Bisharat Hussain ; Maydybura, Alina. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:02:n:s2010495222500312.

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112023The Emerging Stock Markets and Their Asymmetric Response to Infectious Disease Equity Market Volatility (ID-EMV) Index. (2023). Salman, Asma ; Wong, Wing-Keung ; Abdul, Muthanna G ; Uddin, Mohammed Ahmar ; Chang, Bisharat Hussain. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:04:n:s2010495223500082.

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122017A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Lorenz, Julian ; Osterrieder, Joerg. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038.

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132022TIME-FREQUENCY CO-MOVEMENT BETWEEN COVID-19 AND PAKISTAN€™S STOCK MARKET: EMPIRICAL EVIDENCE FROM WAVELET COHERENCE ANALYSIS. (2022). Ali, Shoaib ; Nasir, Muhammad Wajahat ; Naveed, Muhammad ; Saleem, Aisha. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:04:n:s2010495222500269.

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142015IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025.

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152019FINANCIAL INTEGRATION AND MACROECONOMIC VOLATILITY: NEW EVIDENCE FROM DSGE MODELING. (2019). Ghazouani, Tarek ; Drissi, Ramzi ; Boukhatem, Jamel. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500076.

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162023How Justice Is Our Energy Future? Assessing the Impact of Green Finance on Energy Justice in China. (2023). Dong, Kangyin ; Yang, Senmiao ; Wang, Jianda ; Taghizadeh-Hesary, Farhad. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:04:n:s2010495223500100.

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172025Could the Correlation of A Stationary Series With A Non-Stationary Series Obtain Meaningful Outcomes?. (2025). Wong, Wing-Keung ; Pham, Minh Tam. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:20:y:2025:i:03:n:s2010495225500150.

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182023How Do Remittance Inflows Cause the Dutch Disease in the Financial Sector? The Role of Financial Risk and Human Capital. (2023). Khan, Zeeshan ; Dong, Kangyin ; Faraz, Syed Muhammad ; Haouas, Ilham. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:04:n:s2010495223400018.

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192023Drawbacks in the 3-Factor Approach of Fama and French (2018). (2023). Allen, David ; McAleer, Michael. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:01:n:s2010495222400012.

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202018ASYMMETRIC IMPACT OF EXCHANGE RATE CHANGES ON THE TRADE BALANCE: DOES GLOBAL FINANCIAL CRISIS MATTER?. (2018). Chang, Bisharat ; Oad, Suresh Kumar ; Ghumro, Niaz Hussain. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:04:n:s201049521850015x.

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212021INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Bouri, Elie ; Bathia, Deven. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500160.

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222021LIMIT-TO-ARBITRAGE FACTORS AND IVOL RETURNS PUZZLE: EMPIRICAL EVIDENCE FROM TAIWAN BEFORE AND DURING COVID-19. (2021). Nguyen, Diep ; Le, Truong Vinh ; Duong, Khoa Dang ; van Nguyen, Diep. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:01:n:s2010495221500044.

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232022THE NEXUS BETWEEN CASH CONVERSION CYCLE, WORKING CAPITAL FINANCE, AND FIRM PERFORMANCE: EVIDENCE FROM NOVEL MACHINE LEARNING APPROACHES. (2022). Wong, Wing-Keung ; Rjoub, Husam ; Shahzad, Umeair ; Mahmood, Faisal ; Nazakat, Ali ; Ahmed, Zahoor. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:02:n:s2010495222500142.

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242022DYNAMIC LINKAGES AND INTEGRATION AMONG FIVE EMERGING BRICS MARKETS: PRE- AND POST-BRICS PERIOD ANALYSIS. (2022). Shrivastav, Rohit Kumar ; Mohapatra, Amiya Kumar ; Singh, Amit Kumar. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:03:n:s201049522250018x.

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252016INCOMPLETE EXCHANGE RATE PASS-THROUGH TRANSMISSION TO PRICES: AN SVAR MODEL FOR TUNISIA. (2016). Kadria, Mohamed ; CHARFI, Fatma. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:04:n:s2010495216500172.

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262021GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES. (2021). Majumdar, Anandamayee ; GUPTA, RANGAN ; Nel, Jacobus ; Subramaniam, Sowmya. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:03:n:s2010495221500123.

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272022ASYMMETRIC DEPENDENCE BETWEEN EXCHANGE RATE AND COMMODITY PRICES IN GHANA. (2022). Owusu Junior, Peterson ; Baffoe, Stephen ; Asafo-Adjei, Emmanuel ; Archer, Christina ; Adam, Anokye M. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:02:n:s2010495222500129.

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282023Financial Development and Income Inequality: Evidence From Advanced, Emerging and Developing Economies. (2023). Chisadza, Carolyn ; Biyase, Mduduzi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:01:n:s2010495222410020.

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292018EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033.

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302020IMMEDIATE AND LONGER-TERM STOCK PRICE DYNAMICS FOLLOWING LARGE STOCK PRICE CHANGES. (2020). Kudryavtsev, Andrey. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:15:y:2020:i:01:n:s2010495220500025.

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312015APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS. (2015). Platen, Eckhard ; Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500098.

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Citing documents used to compute impact factor: 14
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2025Spillover Nexus among Green Cryptocurrency, Sectoral Renewable Energy Equity Stock and Agricultural Commodity: Implications for Portfolio Diversification. (2025). Magdalena, Radulescu ; Parveen, Kumar ; Nicoleta, Dascalu ; Sharif, Mohd ; Rajbeer, Kaur. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:26:n:1001.

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2025The role of the digital economy in promoting energy justice: Evidence from procedural justice and restorative justice. (2025). Sun, Qian ; Xue, Jinjun ; Li, Guoxiang ; Wen, Huan. In: China Economic Review. RePEc:eee:chieco:v:89:y:2025:i:c:s1043951x24002232.

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2025Path to environmental justice: How does the digital economy narrow environmental inequality?. (2025). He, Xiaohui ; Jiang, Qingzhe ; Wang, Jianda ; Yang, Senmiao. In: Energy. RePEc:eee:energy:v:322:y:2025:i:c:s036054422501240x.

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2025Financing a sustainable future: the effectiveness of climate finance across the primary, energy, and water sectors. (2025). Lee, Chi-Chuan ; Fang, Yuzhu ; Li, Xinghao. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04939-0.

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2025Exploring exchange rate sensitivity to crude oil futures: A study of selected global economies. (2025). Uddin, Mohammed Ahmar ; Kalra, Akash ; Alzoubi, Haitham M ; Gohar, Raheel ; Privara, Andrej ; Chang, Bisharat Hussain. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00630-y.

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2025Energy demand response to the dynamics of the currency valuation: Evidence from G7 countries. (2025). Chang, Bisharat Hussain ; Pan, Shin-Hung ; Laurinavicius, Algimantas ; Vongmileuth, Sonesavanh. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:1:p:1-34.

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2025Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

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2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2025Worldwide Nickel Ore Trade, Its Stability and the Characteristics: A Fresh Policy Analysis. (2025). Laurinavicius, Algimantas ; Abdelsalam, Mohamed Elsayed ; Uddin, Mohammed Ahmar ; Salman, Asma. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:85-118.

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2025The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective. (2025). Zhang, Yuan ; Xue, Ning ; Long, Shaobo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002705.

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2025Asset Pricing: A Comparative Analysis of Fama-French Five-Factor with Human Capital-Based Six-Factor Model. (2025). Chortane, Sana Gaied ; Khan, Naveed ; Woo, Kai-Yin ; Zada, Hassan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:4:p:1-37.

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2025Critical minerals volatility under ESG uncertainty: Implications for the clean energy transition. (2025). Nwani, Chinazaekpere ; Okere, Kingsley I ; Uche, Emmanuel ; Ozkan, Oktay. In: Resources Policy. RePEc:eee:jrpoli:v:108:y:2025:i:c:s030142072500220x.

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2025Dynamics of Liquidity Surfaces in Uniswap v3. (2025). Risk, Jimmy ; Wang, Tai-Ho ; Tung, Shen-Ning. In: Papers. RePEc:arx:papers:2509.05013.

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2025The Effects of Crude Oil Prices, Exchange Rates, and Inflation on the Level of Investment in Indonesia. (2025). Saidi, La Ode. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:3:p:106-126.

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2025The Effects of Crude Oil Prices, Exchange Rates, and Inflation on the Level of Investment in Indonesia. (2025). Saidi, La Ode. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:3:p:106-126.

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2025An Empirical Validation of a Behavioral Finance Model: The 52-week High as a Benchmark for an Index. (2025). Wong, Wing-Keung ; Pan, Shin-Hung ; Boutabba, Islem. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2025:i:4:p:74-91.

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2024Long-run relationship between insurance premiums and driving factors in Mongolia. (2024). Galaa, Burmaa ; Byambajav, Enkhamgalan ; Myagmar-Ochir, Amarbayasgalan ; Woo, Kai-Yin ; Tsendsuren, Saruultuya. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:2:p:116-136.

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2024Corporate Social Responsibility and its Influence on Trade Credit: An Analysis of China€™s A-Share Corporate Sector. (2024). Farooq, Umar ; Shamansurova, Zilola ; Khan, Md Rehan ; Riyadh, Hosam Alden ; Tabash, Mosab I ; Issa, Suzan Sameer. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:3:p:23-49.

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2024Corporate Social Responsibility and its Influence on Trade Credit: An Analysis of China€™s A-Share Corporate Sector. (2024). Farooq, Umar ; Khan, Md Rehan ; Shamansurova, Zilola ; Riyadh, Hosam Alden ; Tabash, Mosab I ; Issa, Suzan Sameer. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:3:p:25-51.

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2024Mitigating Financial Crimes: How Anti-Money Laundering Mechanisms Shape Bank Outcomes. (2024). Al Qudah, Anas ; al Haddad, Lara ; al Zoubi, Natli Mazhar ; Alqudah, Anas. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:3:p:79-105.

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2024Predicting Efficiency of Commercial Banks in Vietnam: A DEA and Machine Learning Approach. (2024). Do, Quang Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:4:p:120-143.

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2023The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model. (2023). Uddin, Mohammed ; Wong, Wing-Keung ; Elsherazy, Tarek Abbas ; Imane, Ennadifi ; Chang, Bisharat Hussain. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:75-98.

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2023Impact of Board Ownership Structure on Firm Value and Excessive Cash Holdings: Evidence from Pakistan. (2023). Elsantil, Yasmeen ; Tabash, Mosab I ; Daniel, Linda Nalini ; Ahmed, Adel. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:3:p:109-134.

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2023Novel Standard Polynomial as New Mathematical Basis for Digital Information Encryption Process. (2023). Jawad, Zaid M ; Shukur, Wisam Abed ; Ahmed, Saif Saad. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:3:p:72-85.

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2023The Interaction Between Asset Tangibility, Cash Holdings, and Financial Development: An Evidence from Emerging Economy. (2023). Farooq, Umar ; Al-Gharaibeh, Mohammad ; Alhaddad, Lara ; Ali, Aamir. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:4:p:114-132.

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2023Does institutional quality matter in financial development and income inequality nexus? new evidence from Sub-Saharan Africa. (2023). Bime, Valentine Soumtang ; Mondjeli, Itchoko Motande. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00717.

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2023Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China. (2023). Elsherazy, Tarek Abbas ; Nasnodkar, Siddhesh Prabhu ; Bagadeem, Salim ; Huo, Dongxia ; Kalra, Akash. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1459-1474.

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2023Relationship between the resource curse, Forest management and sustainable development and the importance of R&D Projects. (2023). Wang, Xiang ; Abduvaxitovna, Shamansurova Zilola ; Castillo-Picon, Jorge ; Yin, Jian ; Muda, Iskandar ; Alwadi, Belal Mahmoud ; Abdul-Samad, Zulkiflee ; Yang, Yao. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007080.

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2023Time varying connectedness between foreign exchange markets and crude oil futures prices. (2023). Salman, Asma ; Abdul, Muthanna G ; Uddin, Mohammed Ahmar ; Lu, Man ; Chang, Bisharat Hussain. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008395.

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2023The impact of financial development on income inequality and poverty. (2023). Bayar, Aye Aylin. In: PLOS ONE. RePEc:plo:pone00:0291651.

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2022Option Pricing Under an Abnormal Economy: using the Square Root of the Brownian Motion. (2022). Wong, Wing-Keung ; Alghalith, Moawia. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:26:y:2022:i:special:p:4-18.

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2022Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices. (2022). Maghyereh, Aktham ; Virk, Nader S ; Awartani, Basel. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005517.

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2022New insights into an old issue: modelling the U.S. food prices. (2022). Kirikkaleli, Dervis ; Darbaz, Ibrahim. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:15:y:2022:i:3:d:10.1007_s12076-022-00319-3.

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