| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comprehensive look at the return predictability of variance risk premia |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
9 |
| A cultural explanation of the foreign bias in international asset allocation |
1 |
5 |
22 |
88 |
4 |
15 |
58 |
297 |
| Absence of speculation in the European sovereign debt markets |
0 |
1 |
1 |
1 |
0 |
3 |
6 |
6 |
| Asymmetries of the intraday return-volatility relation |
0 |
0 |
4 |
16 |
1 |
1 |
15 |
55 |
| Behavioral heterogeneity in the option market |
0 |
0 |
2 |
38 |
0 |
2 |
7 |
114 |
| Behavioural heterogeneity in the New Zealand stock market |
0 |
0 |
1 |
2 |
0 |
1 |
4 |
13 |
| Behavioural heterogeneity in wine investments |
0 |
0 |
0 |
0 |
1 |
5 |
11 |
16 |
| Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets |
0 |
1 |
1 |
1 |
0 |
2 |
11 |
31 |
| Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
86 |
| Contemporaneous interactions among fuel, biofuel and agricultural commodities |
0 |
1 |
3 |
12 |
3 |
5 |
20 |
74 |
| Cross-listing decisions and the foreign bias of investors |
0 |
1 |
2 |
11 |
0 |
2 |
10 |
51 |
| Determinants of intraday price discovery in VIX exchange traded notes |
1 |
1 |
1 |
2 |
1 |
1 |
4 |
17 |
| Do Criminal Sanctions Deter Insider Trading? |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
39 |
| Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures |
1 |
2 |
4 |
5 |
1 |
3 |
10 |
11 |
| Excess stock return comovements and the role of investor sentiment |
0 |
0 |
3 |
12 |
0 |
1 |
18 |
61 |
| Firm efficiency and stock returns |
3 |
4 |
10 |
63 |
5 |
8 |
33 |
154 |
| Forecasting daily volatility with intraday data |
0 |
2 |
3 |
96 |
5 |
11 |
30 |
305 |
| Herding in analysts’ recommendations: The role of media |
0 |
2 |
2 |
6 |
1 |
6 |
19 |
46 |
| Heterogeneity and sentiment in the stock market |
1 |
1 |
3 |
23 |
1 |
3 |
11 |
76 |
| INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD |
0 |
0 |
1 |
31 |
0 |
1 |
10 |
133 |
| Inferring Public and Private Information from Trades and Quotes |
0 |
0 |
1 |
34 |
0 |
1 |
3 |
117 |
| Institutional Trading and Stock Returns: Evidence from China |
0 |
2 |
3 |
3 |
1 |
6 |
16 |
19 |
| Institutional trading and asset pricing |
0 |
0 |
5 |
8 |
0 |
2 |
17 |
39 |
| Investor sentiment, mutual fund flows and its impact on returns and volatility |
0 |
0 |
0 |
5 |
1 |
1 |
3 |
32 |
| Learning by doing: the role of financial experience in financial literacy |
0 |
0 |
4 |
13 |
1 |
6 |
14 |
29 |
| Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms |
0 |
1 |
1 |
12 |
0 |
3 |
11 |
66 |
| Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Market timing ability and mutual funds: a heterogeneous agent approach |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
18 |
| Modeling structural changes in the volatility process |
0 |
0 |
4 |
26 |
0 |
2 |
13 |
118 |
| NYSE closure and global equity trading: The case of cross-listed stocks |
0 |
0 |
2 |
4 |
2 |
6 |
44 |
66 |
| Nonlinear dynamics in Nasdaq dealer quotes |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
43 |
| On the Intraday Relation Between the VIX and its Futures |
1 |
1 |
1 |
5 |
1 |
3 |
4 |
30 |
| On the Role of Cultural Distance in the Decision to Cross†List |
0 |
0 |
1 |
1 |
0 |
2 |
18 |
23 |
| On the Style-Based Feedback Trading of Mutual Fund Managers |
0 |
0 |
0 |
5 |
0 |
4 |
7 |
32 |
| On the determinants of portfolio choice |
0 |
2 |
9 |
125 |
3 |
10 |
42 |
425 |
| Political crises and the stock market integration of emerging markets |
0 |
1 |
8 |
37 |
1 |
7 |
23 |
160 |
| Precious metals, oil and the exchange rate: contemporaneous spillovers |
0 |
1 |
1 |
1 |
0 |
2 |
5 |
9 |
| Price discovery in tick time |
0 |
0 |
1 |
37 |
0 |
0 |
9 |
128 |
| Properties and the predictive power of implied volatility in the New Zealand dairy market |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
12 |
| Speed, algorithmic trading, and market quality around macroeconomic news announcements |
0 |
1 |
4 |
57 |
2 |
7 |
37 |
233 |
| Surprise and dispersion: informational impact of USDA announcements |
0 |
0 |
0 |
1 |
0 |
2 |
13 |
21 |
| The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
41 |
| The New Zealand implied volatility index |
1 |
2 |
2 |
33 |
4 |
5 |
12 |
120 |
| The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks |
0 |
0 |
1 |
1 |
0 |
2 |
10 |
12 |
| The determinants of price discovery: Evidence from US-Canadian cross-listed shares |
0 |
0 |
4 |
28 |
2 |
4 |
17 |
92 |
| The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand |
1 |
1 |
2 |
67 |
1 |
7 |
15 |
249 |
| The impact of corporate governance on corporate performance: Evidence from Japan |
1 |
1 |
8 |
224 |
1 |
7 |
35 |
798 |
| The impact of cultural diversity in corporate boards on firm performance |
2 |
11 |
32 |
80 |
10 |
34 |
174 |
365 |
| The information content of implied volatility: Evidence from Australia |
0 |
0 |
1 |
6 |
0 |
3 |
11 |
34 |
| The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares |
0 |
0 |
3 |
5 |
0 |
0 |
23 |
43 |
| The skewness of commodity futures returns |
2 |
3 |
7 |
22 |
3 |
6 |
36 |
109 |
| Time-varying arbitrage and dynamic price discovery |
0 |
0 |
3 |
10 |
0 |
2 |
11 |
32 |
| Time-varying contemporaneous spillovers during the European Debt Crisis |
0 |
0 |
0 |
0 |
1 |
3 |
13 |
16 |
| Turn of the Month effect in the New Zealand stock market |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
| Uncertainty avoidance, risk tolerance and corporate takeover decisions |
0 |
1 |
15 |
106 |
3 |
10 |
113 |
546 |
| Volatility discovery and volatility quoting on markets for options and warrants |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
6 |
| Volatility spillovers among oil and stock markets in the US and Saudi Arabia |
0 |
0 |
0 |
15 |
0 |
2 |
2 |
51 |
| When no news is good news – The decrease in investor fear after the FOMC announcement |
2 |
4 |
15 |
21 |
3 |
6 |
39 |
75 |
| Total Journal Articles |
17 |
53 |
201 |
1,430 |
63 |
229 |
1,098 |
5,809 |
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