|
Notes, Comments and Preliminary results |
| Sep 30 2025 |
Enrico C. Mira , Wilfredo L. Maldonado and Octávio A. F. Tourinho |
| |
Testing for bubbles in the Brazilian commercial real estate market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2025 |
Yu Zhang and Swarn Chatterjee |
| |
Overconfidence and portfolio return expectations: The mediating role of option trading behavior |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2025 |
Wan-Fei Lai and Kim-Leng Goh |
| |
Non-performing loans and bank value: The role of loan loss provisioning in US banks |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2025 |
Sophie Nivoix and Sandrine Boulerne |
| |
Do financial markets in central and eastern European countries experience post-crisis mean reversion? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2025 |
João Pedro M. Franco and Pedro Chaim |
| |
Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2025 |
Isabelle Distinguin , Oussama Labchara and Amine Tarazi |
| |
Bank liquidity management during financial crises |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2025 |
Sanchita Saha and Gagari Chakrabarti |
| |
Impact of stock exchange listing on financial stability of small and medium enterprises: evidence from BSE SME platform in India |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2025 |
Meghna Jayasankar and P S Niveditha |
| |
Towards the path of green finance: Unraveling the co-movement between green cryptocurrencies and Bitcoin |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2025 |
Faruk Balli , Md Iftekhar Hassan Chowdhury and Mabruk Billiah |
| |
An examination of the oil market at the outset of the Russia-Ukraine conflict |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2025 |
Marta Vidal , Laura Molero González , Juan E. Trinidad-Segovia and Javier Vidal-García |
| |
Efficiency and investment style of European mutual funds |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2025 |
Laura Molero González , Juan E. Trinidad-Segovia , Marta Vidal and Javier Vidal-García |
| |
Predictability of Korean mutual fund performance |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2025 |
Huimin Li , Dazhi Zheng and Xiaowei Zhu |
| |
Impact of supply chain pressure on macroeconomy and stock returns – Evidence from US aggregate and sectoral markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2025 |
Refk Selmi |
| |
"The planet is swimming in discarded plastic”: How do circular economy policy statements affect corporate engagement in addressing plastic pollution? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2025 |
Budi Wahyono , Whelsy Boungou , Subroto Rapih and Khresna Bayu Sangka |
| |
Nobody (even stock markets) likes war: Evidence from the Israel-Hamas war |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2025 |
Faruk Balli , Iftekhar Hassan Chowdhury and Mabruk Billiah |
| |
How closely is the US stock market linked to Caribbean tax havens? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2025 |
Montassar Riahi , Sophie Nivoix and Olfa Belhassine |
| |
A wavelet coherence approach to analyze contagion between equity markets during three major crises |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2024 |
Burcu Berke and Gülsüm Akarsu |
| |
Volatility spillovers from COVID-19 to stocks, exchange rates and oil prices: evidence from Türkiye |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2024 |
Meriem Sebai and Omar Talbi |
| |
A dynamic panel threshold regression on financial inclusion-financial stability nexus: Evidence from developing countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2024 |
Vinay Asthana |
| |
Corruption and crypto participation: Cross-country evidence |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2024 |
Gilson Silva jr , Jose-Maria Silveira and Henrique Richter |
| |
Construction, extractive and mining global investment intentions: a network analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2024 |
Ying Lun Cheung |
| |
Identification of matrix-valued factor models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2024 |
Ayad Assoil and Jean-Marie Laporte |
| |
Underpricing of IPOs : Evidence from the Euronext Paris market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Costas Siriopoulos and Dionisis Philippas |
| |
Putting corona into hedge fund managers' head |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2024 |
Naukhaiz Chaudhry , Waheed Akhter and David Roubaud |
| |
Financial literacy, personality traits and financial wellbeing: A preliminary evidence |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Guillaume Pijourlet |
| |
Climate policy uncertainty and US industry stock returns: A quantile regression approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2024 |
Liliana Celedón-Cabriales , Alejandra E. Martínez-hidalgo , Abigahil Meléndez Kamila Sánchez , Patricia Kaory Tamez-González and Carlos A. Carrasco |
| |
Macroprudential policy, mortgage lending and economic activity in Mexico |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2023 |
Prem Vaswani and Padmaja M |
| |
Asymmetric relationship between macroeconomic uncertainty and stock market performance: a study of the Indian stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2023 |
Jamel Jouini |
| |
New evidence on financial integration in Latin America |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2023 |
Euikyu Choi , Wei Du , Orhan Kara and Marek Marciniak |
| |
Market responses to S&P exclusions: Evidence from the 2010-2019 period
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2023 |
Mohamed Arouri , Sabrine Ayed , Mathieu Gomes and Adel Barguellil |
| |
War and cryptocurrency markets: An empirical investigation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2023 |
Levent Kutlu |
| |
An econometric modeling of price support: The Bitcoin case |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2023 |
Fabrice Hervé and Sylvain Marsat |
| |
Eco-anxiety, connectedness to nature, and green equity investments |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2023 |
Sinda Hadhri |
| |
How does Bitcoin react to economic discomfort? Evidence from the economic misery index |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| Jun 30 2023 |
Syed jawad hussain Shahzad , Elie Bouri and Román Ferrer |
| |
Twitter sentiment and stock return volatility of US travel and leisure firms |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2023 |
Refk Selmi |
| |
Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2023 |
Junkai Wang and Robert Hudson |
| |
Testing for herding using different return definitions: a comparison between simple and logarithmic returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2023 |
Bruna K. S. Peixoto and Roberto T Ferreira |
| |
Herd behavior and contagion effects of the COVID-19 |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2023 |
Sofiane El Ouardi |
| |
Leading indicators of sovereign defaults in middle- and low-income countries: the role of foreign exchange reserve ratios in times of pandemic. |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2023 |
William T. Smith |
| |
The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| Mar 30 2023 |
Hasan Aydin Okuyan |
| |
When does capital structure hurt economic value? Nonlinear evidence from Turkey |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Gianluca P. M. Virgilio and Pedro Hector Parco Espinoza |
| |
The impact of Intermarket Sweep Orders on volatility: an agent-based stock market model |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2023 |
Mohamed Arouri , Hayet Ben Haj Hamida , Issam Mejri and Srdjan Redzepagic |
| |
Drivers of cash holdings value: does economic policy uncertainty matter? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Rudra P Pradhan , Nidhi Aggarwal and Rebecca Abraham |
| |
Are bond markets, economic growth, and institutional quality related? Evidence from VECM estimation |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 30 2023 |
Yee - Ee Chia , Ricky Chee - Jiun Chia and Mohd Ashari Bakri |
| |
COVID-19 and stock liquidity: Evidence from top 30 Kuala Lumpur composite index |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2023 |
Isiaka Akande Raifu |
| |
Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2022 |
Hyungkee Young Baek and David D. Cho |
| |
Overconfidence and risky investment choices |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2022 |
Huachen Li |
| |
Tether points, price stability, and arbitrage efficiency |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 30 2022 |
Rupika Khanna and Chandan Sharma |
| |
COVID-19 and volatility in the tourism sector's stocks |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2022 |
Nadia Dridi and Fathi Ayachi |
| |
The determinants of EURO/TND exchange rate volatility in Tunisia |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 30 2022 |
Whelsy Boungou and Alhonita YATIE |
| |
Climate change and global stock market returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2022 |
Alexander Traugutt and Jarid Morton |
| |
Is herding efficient? Evidence from the college football point spread market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2022 |
Ibrahim Yagli , Ozkan Haykir and Emin Huseyin Cetenak |
| |
Herding behavior in the European banking sector during the COVID-19 outbreak: The role of short-selling restrictions |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2022 |
Antonio Marsi |
| |
Quantitative Easing in a fragmented Bond Market: core and periphery transmission channels. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 30 2022 |
Refk Selmi |
| |
A war in a pandemic- The recent spike in economic uncertainty and the hedging abilities of Bitcoin |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2022 |
Xiaojie Xu and Yun Zhang |
| |
Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2022 |
Guglielmo Maria Caporale , Luis A Gil-Alana and Olaoluwa Simon Yaya |
| |
Modeling persistence and non-linearities in the US treasury 10-year bond yields |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2022 |
Wenwen Zhang |
| |
Stock Market Co-movements in RCEP Participating Countries |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Houssam Bouzgarrou , Zied Ftiti , Majdi Houcine and Wael Louhichi |
| |
Family ownership and corporate social responsibility: the moderating effect of institutional ownership |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Andrei Shynkevich |
| |
Informational efficiency of football transfer market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2022 |
William T. Smith |
| |
The optimal hedge ratio: A solution, a conjecture, and a challenge |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2022 |
Paulo Matos , Cristiano Da Silva and Antonio Costa |
| |
On the relationship between COVID-19 and G7 banking co-movements |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2022 |
Yassine Kirat and Djamel Kirat |
| |
Impact assessment of the COVID-19 pandemic on financial markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Akihiko Noda |
| |
Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 30 2022 |
Graziano Moramarco |
| |
Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 30 2022 |
Bao Doan and Duc Hong Vo |
| |
Does the market pressure increase during the Covid-19 in Vietnam? Evaluating the impacts from government responses
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 20 2022 |
Kazuki Okamoto and Mototsugu Fukushige |
| |
Favourite–longshot biases in a pari-mutuel system without cross arbitrage |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 20 2022 |
Ngo Thai Hung |
| |
The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 20 2022 |
Seyed Alireza Athari |
| |
Financial Inclusion, Political Risk, and Banking Sector Stability: Evidence from Different Geographical Regions |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 20 2022 |
Munawar Sayyad , Pat Obi and Kaushik Bhattacharjee |
| |
International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 29 2021 |
Cheah Siew-pong , Yiew Thian-hee , Ng Cheong-fatt and Foo Chuan-chew |
| |
Revisiting the relation between stock price and exchange rate - An asymmetric panel ARDL analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 29 2021 |
Kok-tiong Lim , Kim-leng Goh and Kian-teng Kwek |
| |
The influence of sovereign credit ratings on sovereign credit default swaps: do splits matter? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 29 2021 |
Mikhail Stolbov , Maria Shchepeleva and Gazi Salah Uddin |
| |
Does global financial cycle drive systemic risk? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 18 2021 |
Xiaoyang Wang , Peimin Chen and Jianhe Liu |
| |
Economic activity and financial markets: the case of air travel in COVID-19 pandemic |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 18 2021 |
Sinda Hadhri |
| |
Fear of the Coronavirus and Cryptocurrencies' returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Mateus Portelinha , Carlos Heitor Campani and Raphael Roquete |
| |
The impacts of cryptocurrencies in the performance of Brazilian stocks' portfolios |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Mert Topcu , Ibrahim Yagli and Furkan Emirmahmutoglu |
| |
COVID-19 and stock market volatility: A time-varying perspective |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 17 2021 |
Salvatore Caruso and Giuseppe Pernagallo |
| |
On the efficiency of online soccer betting markets: a new methodology based on symbolic series |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 17 2021 |
Máté Bors , Delong Li and Yiguo Sun |
| |
Is the Yardstick ratio “a good yardstick” for stock market valuations? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 17 2021 |
F. Henrique Castro and Marcelo Guzella |
| |
Individual investor attention and the predictability of stock market volatility and returns |
| |
Abstract Contact Information Citation Full Text - Note |
| |
