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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