| Journal Article |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
| A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| A note on oil price shocks and the forecastability of gold realized volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
| A note on the technology herd: evidence from large institutional investors |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
10 |
| An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey |
0 |
0 |
0 |
24 |
0 |
2 |
3 |
90 |
| Bitcoin mining activity and volatility dynamics in the power market |
0 |
0 |
3 |
5 |
0 |
0 |
5 |
13 |
| COVID-19 Pandemic and Investor Herding in International Stock Markets |
0 |
0 |
1 |
4 |
2 |
2 |
9 |
23 |
| Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets |
0 |
0 |
1 |
10 |
0 |
0 |
5 |
76 |
| Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
5 |
| Climate uncertainty and information transmissions across the conventional and ESG assets |
1 |
1 |
1 |
1 |
3 |
3 |
3 |
3 |
| Commodity-currencies or currency-commodities: Evidence from causality tests |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
50 |
| Comparisons of short and long hedge performance: the case of Taiwan |
0 |
0 |
0 |
52 |
0 |
0 |
0 |
140 |
| Correlation and return dispersion dynamics in Chinese markets |
0 |
0 |
0 |
51 |
0 |
0 |
0 |
124 |
| Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
92 |
| Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach |
0 |
1 |
3 |
3 |
1 |
2 |
8 |
16 |
| Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows |
0 |
0 |
2 |
19 |
2 |
2 |
15 |
72 |
| Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach |
0 |
1 |
1 |
5 |
0 |
1 |
1 |
40 |
| Do ADR investors herd?: Evidence from advanced and emerging markets |
0 |
0 |
3 |
17 |
1 |
3 |
9 |
116 |
| Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
80 |
| Do emerging stock markets offer an illiquidity premium for local or global investors? |
0 |
2 |
2 |
2 |
0 |
3 |
4 |
4 |
| Do firm characteristics matter in explaining the herding effect on returns? |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
6 |
| Do investors herd in emerging stock markets?: Evidence from the Taiwanese market |
0 |
1 |
6 |
99 |
2 |
4 |
21 |
351 |
| Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
21 |
| Does herding behavior exist in Chinese stock markets? |
0 |
1 |
11 |
271 |
3 |
26 |
74 |
771 |
| Does speculation in the oil market drive investor herding in emerging stock markets? |
0 |
1 |
5 |
21 |
0 |
2 |
12 |
112 |
| Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies |
0 |
0 |
0 |
24 |
1 |
3 |
16 |
111 |
| Does the stock market drive herd behavior in commodity futures markets? |
0 |
0 |
4 |
27 |
0 |
1 |
11 |
125 |
| Downside risk for short and long hedgers |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
158 |
| Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market |
0 |
1 |
5 |
32 |
2 |
8 |
20 |
160 |
| Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data |
0 |
0 |
2 |
3 |
1 |
1 |
8 |
15 |
| Economic policy uncertainty and institutional investment returns: The case of New Zealand |
0 |
0 |
1 |
1 |
0 |
5 |
6 |
6 |
| Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul |
0 |
0 |
1 |
4 |
0 |
2 |
5 |
30 |
| Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
41 |
| Financial market connectedness: The role of investors’ happiness |
1 |
1 |
7 |
8 |
2 |
8 |
22 |
29 |
| Financial turbulence, systemic risk and the predictability of stock market volatility |
0 |
1 |
3 |
3 |
1 |
3 |
16 |
16 |
| Firm-level political risk and asymmetric volatility |
0 |
1 |
4 |
8 |
0 |
2 |
11 |
43 |
| Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
12 |
| Flight to quality and the predictability of reversals: The role of market states and global factors |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
26 |
| Forecasting oil and gold volatilities with sentiment indicators under structural breaks |
0 |
0 |
1 |
3 |
1 |
3 |
14 |
22 |
| Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note |
0 |
0 |
4 |
10 |
0 |
1 |
8 |
32 |
| Geopolitical risks and stock market dynamics of the BRICS |
3 |
3 |
18 |
85 |
7 |
12 |
43 |
350 |
| Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model |
0 |
0 |
3 |
4 |
1 |
3 |
15 |
16 |
| Global risk aversion and emerging market return comovements |
0 |
0 |
1 |
17 |
0 |
10 |
19 |
128 |
| Global risk exposures and industry diversification with Shariah-compliant equity sectors |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
71 |
| Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach |
0 |
0 |
0 |
3 |
2 |
2 |
4 |
41 |
| Gold, platinum and the predictability of bond risk premia |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
15 |
| Green investments: A luxury good or a financial necessity? |
1 |
3 |
10 |
17 |
6 |
14 |
44 |
59 |
| Hedging climate risks with green assets |
0 |
4 |
16 |
16 |
1 |
8 |
33 |
33 |
| Herding and flash events: Evidence from the 2010 Flash Crash |
0 |
0 |
2 |
7 |
0 |
0 |
7 |
31 |
| Industry Herding and the Profitability of Momentum Strategies During Market Crises |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
10 |
| Industry herding and momentum strategies |
0 |
0 |
4 |
48 |
0 |
1 |
8 |
170 |
| Infectious Diseases, Market Uncertainty and Oil Market Volatility |
0 |
0 |
1 |
6 |
0 |
0 |
4 |
32 |
| Interest rate uncertainty and the predictability of bank revenues |
0 |
0 |
2 |
2 |
0 |
1 |
3 |
3 |
| Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data |
2 |
2 |
2 |
2 |
2 |
3 |
3 |
3 |
| Investor Sentiment and Crash Risk in Safe Havens |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
40 |
| Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets |
0 |
0 |
0 |
7 |
1 |
1 |
2 |
48 |
| Investor herds and regime-switching: Evidence from Gulf Arab stock markets |
0 |
3 |
9 |
72 |
1 |
4 |
20 |
249 |
| Monetary policy and speculative spillovers in financial markets |
0 |
0 |
3 |
7 |
0 |
1 |
13 |
31 |
| Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model |
0 |
1 |
1 |
1 |
0 |
2 |
9 |
9 |
| Oil and risk premia in equity markets |
0 |
0 |
1 |
2 |
0 |
1 |
4 |
14 |
| Oil and stock market momentum |
0 |
0 |
1 |
10 |
0 |
0 |
4 |
92 |
| Oil beta uncertainty and global stock returns |
0 |
0 |
1 |
1 |
0 |
1 |
3 |
3 |
| Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries |
0 |
0 |
1 |
10 |
1 |
3 |
4 |
83 |
| Oil price shocks and cost of capital: Does market liquidity play a role? |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
8 |
| Oil price shocks, global financial markets and their connectedness |
1 |
1 |
1 |
22 |
1 |
1 |
10 |
85 |
| Oil price uncertainty, global industry returns and active investment strategies |
0 |
0 |
1 |
2 |
0 |
1 |
7 |
22 |
| Oil returns and volatility: The role of mergers and acquisitions |
1 |
1 |
2 |
10 |
1 |
2 |
7 |
69 |
| Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Oil speculation and herding behavior in emerging stock markets |
0 |
0 |
4 |
10 |
0 |
2 |
11 |
75 |
| On the hedging benefits of REITs: The role of risk aversion and market states |
0 |
0 |
2 |
2 |
0 |
0 |
4 |
8 |
| On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators |
2 |
4 |
5 |
11 |
2 |
4 |
9 |
68 |
| On the short-term predictability of stock returns: A quantile boosting approach |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
51 |
| On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters |
0 |
0 |
1 |
28 |
1 |
1 |
3 |
125 |
| Predicting firm-level volatility in the United States: the role of monetary policy uncertainty |
0 |
0 |
1 |
2 |
0 |
0 |
1 |
19 |
| Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
38 |
| Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets |
0 |
0 |
1 |
7 |
2 |
5 |
11 |
45 |
| Regional and global spillovers and diversification opportunities in the GCC equity sectors |
0 |
0 |
1 |
14 |
0 |
0 |
3 |
78 |
| Risk Appetite and Jumps in Realized Correlation |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? |
0 |
0 |
2 |
16 |
0 |
0 |
2 |
88 |
| Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests |
0 |
1 |
2 |
2 |
0 |
2 |
3 |
3 |
| Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk |
0 |
0 |
0 |
19 |
3 |
4 |
22 |
128 |
| Sequential valuation networks for asymmetric decision problems |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
58 |
| The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul |
0 |
0 |
1 |
28 |
3 |
6 |
25 |
156 |
| The U.S. term structure and return volatility in emerging stock markets |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
12 |
| The US Term Structure and Return Volatility in Global REIT Markets |
0 |
0 |
0 |
17 |
0 |
0 |
8 |
60 |
| The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective |
0 |
1 |
13 |
140 |
2 |
5 |
32 |
468 |
| The conditional relation between dispersion and return |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
| The conditional relation between dispersion and return |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
79 |
| The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging |
0 |
1 |
2 |
19 |
2 |
3 |
12 |
69 |
| The effect of ethanol listing on corn prices: Evidence from spot and futures markets |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
72 |
| The effect of global and regional stock market shocks on safe haven assets |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
17 |
| The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis |
0 |
0 |
2 |
9 |
1 |
2 |
7 |
54 |
| The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
46 |
| The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach |
1 |
1 |
1 |
38 |
2 |
5 |
8 |
124 |
| The financial US uncertainty spillover multiplier: Evidence from a GVAR model |
0 |
0 |
1 |
1 |
0 |
2 |
3 |
3 |
| The impact of US policy uncertainty on the monetary effectiveness in the Euro area |
0 |
2 |
7 |
34 |
1 |
11 |
33 |
152 |
| The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles |
0 |
0 |
0 |
7 |
0 |
0 |
2 |
18 |
| The predictive power of oil price shocks on realized volatility of oil: A note |
0 |
2 |
3 |
7 |
0 |
2 |
6 |
21 |
| Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram |
0 |
0 |
2 |
8 |
0 |
0 |
2 |
38 |
| Time-varying rare disaster risks, oil returns and volatility |
0 |
0 |
1 |
13 |
1 |
2 |
8 |
77 |
| Time-varying risk aversion and currency excess returns |
0 |
0 |
3 |
4 |
0 |
2 |
9 |
12 |
| Time-varying risk aversion and realized gold volatility |
0 |
0 |
1 |
6 |
1 |
2 |
10 |
37 |
| Time-varying risk aversion and the predictability of bond premia |
0 |
0 |
1 |
3 |
1 |
2 |
4 |
16 |
| U.S. monetary policy and the predictability of global economic synchronization patterns |
0 |
1 |
3 |
3 |
0 |
2 |
7 |
7 |
| Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data |
0 |
1 |
4 |
8 |
0 |
4 |
17 |
40 |
| Value-at-risk and the cross section of emerging market hedge fund returns |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Volatility forecasting with bivariate multifractal models |
0 |
0 |
1 |
10 |
1 |
2 |
3 |
28 |
| What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors |
0 |
1 |
2 |
26 |
1 |
4 |
9 |
120 |
| Total Journal Articles |
13 |
46 |
223 |
1,723 |
73 |
246 |
905 |
7,282 |
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