Journal Article |
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12 months |
Total |
Last month |
3 months |
12 months |
Total |
A comprehensive look at the return predictability of variance risk premia |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
19 |
A cultural explanation of the foreign bias in international asset allocation |
0 |
1 |
5 |
139 |
0 |
2 |
19 |
472 |
Absence of speculation in the European sovereign debt markets |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
18 |
Asymmetries of the intraday return-volatility relation |
0 |
0 |
0 |
25 |
0 |
0 |
2 |
82 |
Behavioral heterogeneity in the option market |
0 |
0 |
0 |
43 |
0 |
1 |
3 |
141 |
Behavioural heterogeneity in the New Zealand stock market |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
20 |
Behavioural heterogeneity in wine investments |
0 |
0 |
2 |
5 |
0 |
0 |
4 |
34 |
Board cultural diversity and firm performance under competitive pressures |
1 |
1 |
1 |
1 |
1 |
4 |
8 |
9 |
Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
41 |
Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
98 |
Contemporaneous interactions among fuel, biofuel and agricultural commodities |
0 |
0 |
1 |
22 |
0 |
1 |
4 |
122 |
Cross-listing decisions and the foreign bias of investors |
0 |
0 |
1 |
14 |
0 |
1 |
4 |
65 |
Crossing the Tasman |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
Cultural diversity among directors and corporate social responsibility |
0 |
0 |
6 |
21 |
0 |
1 |
23 |
65 |
Determinants of intraday price discovery in VIX exchange traded notes |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
27 |
Do Criminal Sanctions Deter Insider Trading? |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
45 |
Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures |
0 |
0 |
0 |
10 |
0 |
2 |
3 |
30 |
Editor's Note |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
Effects of option incentive compensation on corporate innovation: The case of China |
0 |
1 |
1 |
2 |
0 |
3 |
9 |
14 |
Evaluating the tracking performance and tracking error of New Zealand exchange traded funds |
0 |
0 |
3 |
3 |
0 |
1 |
6 |
10 |
Excess stock return comovements and the role of investor sentiment |
0 |
0 |
0 |
21 |
0 |
1 |
3 |
101 |
Feedback Trading: The Intraday Case of Retail Derivatives |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
4 |
Firm efficiency and stock returns |
0 |
0 |
5 |
74 |
0 |
0 |
7 |
179 |
Forecasting daily volatility with intraday data |
0 |
0 |
0 |
110 |
2 |
3 |
6 |
353 |
Foreign ownership and board cultural diversity |
0 |
0 |
1 |
1 |
0 |
1 |
8 |
8 |
Herding in analysts’ recommendations: The role of media |
0 |
0 |
3 |
20 |
0 |
0 |
6 |
103 |
Heterogeneity and sentiment in the stock market |
0 |
0 |
0 |
23 |
0 |
0 |
0 |
85 |
INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD |
0 |
0 |
0 |
33 |
0 |
0 |
4 |
149 |
Inferring Public and Private Information from Trades and Quotes |
0 |
0 |
0 |
35 |
0 |
1 |
2 |
123 |
Institutional Trading and Stock Returns: Evidence from China |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
41 |
Institutional trading and asset pricing |
0 |
0 |
1 |
12 |
0 |
0 |
4 |
55 |
Learning by doing: the role of financial experience in financial literacy |
1 |
1 |
13 |
70 |
1 |
4 |
26 |
154 |
Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms |
0 |
1 |
1 |
18 |
0 |
2 |
9 |
91 |
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
Market timing ability and mutual funds: a heterogeneous agent approach |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
22 |
Modeling structural changes in the volatility process |
0 |
0 |
0 |
26 |
1 |
1 |
1 |
127 |
NYSE closure and global equity trading: The case of cross-listed stocks |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
89 |
National culture and corporate risk-taking around the world |
0 |
0 |
1 |
2 |
0 |
0 |
8 |
27 |
Nonlinear dynamics in Nasdaq dealer quotes |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
47 |
Nonstandard Errors |
1 |
1 |
23 |
39 |
4 |
11 |
88 |
138 |
On practitioners closed-form GARCH option pricing |
0 |
0 |
2 |
3 |
0 |
0 |
5 |
9 |
On the Intraday Relation Between the VIX and its Futures |
0 |
0 |
1 |
6 |
0 |
1 |
3 |
42 |
On the Role of Cultural Distance in the Decision to Cross†List |
0 |
0 |
0 |
3 |
1 |
1 |
1 |
69 |
On the Style-Based Feedback Trading of Mutual Fund Managers |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
48 |
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
6 |
On the determinants of portfolio choice |
0 |
0 |
0 |
146 |
0 |
3 |
6 |
533 |
On the performance of KiwiSaver funds |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
Pairs trading of Chinese and international commodities |
0 |
2 |
4 |
16 |
0 |
5 |
9 |
36 |
Political crises and the stock market integration of emerging markets |
1 |
1 |
2 |
45 |
1 |
4 |
10 |
200 |
Precious metals, oil and the exchange rate: contemporaneous spillovers |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
17 |
Price discovery in tick time |
0 |
0 |
0 |
42 |
1 |
4 |
4 |
147 |
Profit margin hedging in the New Zealand dairy farming industry |
0 |
0 |
0 |
2 |
1 |
5 |
5 |
14 |
Properties and the predictive power of implied volatility in the New Zealand dairy market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
Quote dynamics of cross‐listed stocks |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
Speed, algorithmic trading, and market quality around macroeconomic news announcements |
0 |
0 |
6 |
84 |
1 |
3 |
30 |
324 |
Surprise and dispersion: informational impact of USDA announcements |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
33 |
The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
46 |
The New Zealand implied volatility index |
0 |
0 |
0 |
37 |
0 |
0 |
2 |
155 |
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks |
0 |
0 |
0 |
3 |
1 |
1 |
4 |
33 |
The determinants of price discovery on bitcoin markets |
0 |
0 |
5 |
45 |
0 |
1 |
8 |
127 |
The determinants of price discovery: Evidence from US-Canadian cross-listed shares |
0 |
0 |
4 |
36 |
1 |
6 |
14 |
193 |
The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
264 |
The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance |
0 |
0 |
1 |
3 |
1 |
2 |
4 |
18 |
The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence |
0 |
1 |
1 |
1 |
0 |
3 |
4 |
5 |
The impact of corporate governance on corporate performance: Evidence from Japan |
0 |
0 |
0 |
238 |
2 |
4 |
10 |
871 |
The impact of cultural diversity in corporate boards on firm performance |
3 |
4 |
12 |
182 |
7 |
10 |
42 |
804 |
The information content of implied volatility: Evidence from Australia |
0 |
0 |
0 |
16 |
1 |
1 |
2 |
65 |
The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares |
0 |
1 |
1 |
7 |
3 |
6 |
10 |
72 |
The long-run performance of the New Zealand stock markets: 1899-2013 |
0 |
0 |
2 |
3 |
0 |
0 |
4 |
10 |
The skewness of commodity futures returns |
0 |
0 |
1 |
45 |
3 |
4 |
11 |
195 |
Time-varying arbitrage and dynamic price discovery |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
49 |
Time-varying contemporaneous spillovers during the European Debt Crisis |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
36 |
Trade openness and income inequality: The moderating role of institutional quality |
3 |
8 |
30 |
32 |
7 |
19 |
69 |
75 |
Turn of the Month effect in the New Zealand stock market |
0 |
0 |
1 |
2 |
0 |
3 |
5 |
18 |
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
22 |
Uncertainty avoidance, risk tolerance and corporate takeover decisions |
0 |
0 |
5 |
131 |
0 |
1 |
18 |
668 |
Volatility discovery and volatility quoting on markets for options and warrants |
0 |
1 |
2 |
5 |
0 |
1 |
2 |
15 |
Volatility spillovers among oil and stock markets in the US and Saudi Arabia |
0 |
0 |
0 |
16 |
1 |
1 |
2 |
58 |
When no news is good news – The decrease in investor fear after the FOMC announcement |
0 |
1 |
3 |
50 |
1 |
7 |
16 |
158 |
Who buys Bitcoin? The cultural determinants of Bitcoin activity |
0 |
0 |
1 |
7 |
0 |
3 |
9 |
34 |
Total Journal Articles |
10 |
25 |
155 |
2,138 |
48 |
150 |
614 |
8,713 |