| 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 |
4 |
1 |
1 |
3 |
22 |
| A cultural explanation of the foreign bias in international asset allocation |
0 |
1 |
4 |
142 |
1 |
5 |
23 |
493 |
| Absence of speculation in the European sovereign debt markets |
0 |
0 |
0 |
3 |
0 |
2 |
10 |
28 |
| Asymmetries of the intraday return-volatility relation |
0 |
0 |
0 |
25 |
0 |
1 |
15 |
97 |
| Behavioral heterogeneity in the option market |
0 |
0 |
2 |
45 |
3 |
4 |
22 |
163 |
| Behavioural heterogeneity in the New Zealand stock market |
0 |
0 |
1 |
6 |
0 |
1 |
9 |
29 |
| Behavioural heterogeneity in wine investments |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
36 |
| Board cultural diversity and firm performance under competitive pressures |
0 |
0 |
4 |
4 |
0 |
1 |
19 |
25 |
| Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets |
0 |
0 |
0 |
4 |
0 |
0 |
9 |
49 |
| Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
108 |
| Contemporaneous interactions among fuel, biofuel and agricultural commodities |
0 |
0 |
1 |
23 |
0 |
1 |
10 |
131 |
| Cross-listing decisions and the foreign bias of investors |
0 |
0 |
0 |
14 |
1 |
1 |
10 |
75 |
| Crossing the Tasman |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
| Cultural diversity among directors and corporate social responsibility |
0 |
0 |
2 |
23 |
0 |
1 |
16 |
80 |
| Determinants of intraday price discovery in VIX exchange traded notes |
0 |
0 |
0 |
4 |
1 |
2 |
12 |
38 |
| Do Criminal Sanctions Deter Insider Trading? |
0 |
1 |
1 |
9 |
0 |
1 |
5 |
50 |
| Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures |
0 |
0 |
1 |
11 |
0 |
1 |
14 |
43 |
| Editor's Note |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
| Effects of option incentive compensation on corporate innovation: The case of China |
0 |
0 |
1 |
2 |
0 |
3 |
22 |
33 |
| Evaluating the tracking performance and tracking error of New Zealand exchange traded funds |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
14 |
| Excess stock return comovements and the role of investor sentiment |
0 |
0 |
0 |
21 |
2 |
3 |
11 |
112 |
| Feedback Trading: The Intraday Case of Retail Derivatives |
0 |
1 |
1 |
1 |
0 |
2 |
16 |
19 |
| Firm efficiency and stock returns |
0 |
1 |
1 |
75 |
0 |
1 |
8 |
187 |
| Forecasting daily volatility with intraday data |
0 |
0 |
0 |
110 |
0 |
1 |
16 |
367 |
| Foreign ownership and board cultural diversity |
0 |
1 |
1 |
2 |
1 |
5 |
21 |
28 |
| Herding in analysts’ recommendations: The role of media |
1 |
1 |
1 |
21 |
1 |
1 |
13 |
116 |
| Heterogeneity and sentiment in the stock market |
0 |
0 |
0 |
23 |
0 |
1 |
5 |
90 |
| INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD |
0 |
0 |
0 |
33 |
0 |
1 |
12 |
161 |
| Inferring Public and Private Information from Trades and Quotes |
0 |
0 |
0 |
35 |
0 |
0 |
13 |
135 |
| Institutional Trading and Stock Returns: Evidence from China |
0 |
1 |
1 |
10 |
0 |
3 |
10 |
51 |
| Institutional trading and asset pricing |
0 |
0 |
0 |
12 |
1 |
3 |
14 |
69 |
| Learning by doing: the role of financial experience in financial literacy |
0 |
1 |
13 |
82 |
0 |
4 |
43 |
194 |
| Macroeconomic news announcements and price discovery: Evidence from Canadian–U.S. cross-listed firms |
0 |
0 |
1 |
19 |
0 |
0 |
9 |
100 |
| Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets |
0 |
0 |
0 |
0 |
1 |
1 |
6 |
14 |
| Market timing ability and mutual funds: a heterogeneous agent approach |
0 |
0 |
0 |
3 |
0 |
1 |
9 |
31 |
| Modeling structural changes in the volatility process |
0 |
0 |
0 |
26 |
0 |
1 |
6 |
132 |
| NYSE closure and global equity trading: The case of cross-listed stocks |
0 |
0 |
0 |
5 |
0 |
0 |
12 |
101 |
| National culture and corporate risk-taking around the world |
0 |
0 |
2 |
4 |
0 |
0 |
21 |
48 |
| Nonlinear dynamics in Nasdaq dealer quotes |
0 |
0 |
0 |
12 |
0 |
0 |
15 |
62 |
| Nonstandard Errors |
1 |
2 |
8 |
46 |
5 |
9 |
53 |
185 |
| On practitioners closed-form GARCH option pricing |
0 |
1 |
1 |
4 |
0 |
2 |
18 |
27 |
| On the Intraday Relation Between the VIX and its Futures |
0 |
0 |
0 |
6 |
0 |
0 |
11 |
52 |
| On the Role of Cultural Distance in the Decision to Cross†List |
0 |
0 |
0 |
3 |
0 |
0 |
8 |
76 |
| On the Style-Based Feedback Trading of Mutual Fund Managers |
0 |
0 |
0 |
8 |
1 |
2 |
13 |
61 |
| On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations |
0 |
0 |
0 |
0 |
0 |
4 |
10 |
16 |
| On the determinants of portfolio choice |
0 |
1 |
1 |
147 |
0 |
2 |
11 |
544 |
| On the performance of KiwiSaver funds |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
8 |
| Pairs trading of Chinese and international commodities |
0 |
2 |
3 |
18 |
0 |
2 |
20 |
54 |
| Political crises and the stock market integration of emerging markets |
0 |
0 |
2 |
46 |
1 |
1 |
7 |
206 |
| Precious metals, oil and the exchange rate: contemporaneous spillovers |
0 |
0 |
0 |
1 |
1 |
3 |
12 |
29 |
| Price discovery in tick time |
0 |
0 |
1 |
43 |
0 |
0 |
21 |
164 |
| Profit margin hedging in the New Zealand dairy farming industry |
0 |
0 |
0 |
2 |
2 |
2 |
14 |
25 |
| Properties and the predictive power of implied volatility in the New Zealand dairy market |
0 |
1 |
2 |
2 |
1 |
3 |
14 |
29 |
| Quote dynamics of cross‐listed stocks |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
9 |
| Speed, algorithmic trading, and market quality around macroeconomic news announcements |
0 |
1 |
1 |
85 |
5 |
11 |
29 |
351 |
| Surprise and dispersion: informational impact of USDA announcements |
0 |
0 |
1 |
2 |
0 |
1 |
16 |
49 |
| The Informativeness of Trades and Quotes in the FTSE 100 Index Futures Market |
0 |
0 |
0 |
9 |
0 |
1 |
9 |
55 |
| The New Zealand implied volatility index |
0 |
0 |
0 |
37 |
1 |
4 |
9 |
164 |
| The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks |
0 |
0 |
0 |
3 |
0 |
1 |
15 |
47 |
| The determinants of price discovery on bitcoin markets |
0 |
1 |
9 |
54 |
1 |
8 |
29 |
155 |
| The determinants of price discovery: Evidence from US-Canadian cross-listed shares |
1 |
1 |
1 |
37 |
2 |
3 |
20 |
212 |
| The dynamics of price discovery for cross-listed shares: Evidence from Australia and New Zealand |
0 |
0 |
0 |
72 |
0 |
2 |
23 |
287 |
| The effect of cultural distance between an analyst and a CEO on analysts’ earnings forecast performance |
0 |
0 |
0 |
3 |
2 |
2 |
15 |
31 |
| The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence |
0 |
0 |
0 |
1 |
0 |
0 |
9 |
13 |
| The impact of corporate governance on corporate performance: Evidence from Japan |
0 |
0 |
2 |
240 |
0 |
3 |
20 |
888 |
| The impact of cultural diversity in corporate boards on firm performance |
0 |
0 |
10 |
189 |
2 |
4 |
45 |
841 |
| The information content of implied volatility: Evidence from Australia |
0 |
0 |
0 |
16 |
0 |
2 |
12 |
76 |
| The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares |
0 |
0 |
1 |
7 |
1 |
5 |
21 |
89 |
| The long-run performance of the New Zealand stock markets: 1899-2013 |
0 |
0 |
1 |
4 |
1 |
1 |
3 |
13 |
| The skewness of commodity futures returns |
0 |
0 |
5 |
50 |
8 |
17 |
63 |
254 |
| Time-varying arbitrage and dynamic price discovery |
0 |
0 |
0 |
13 |
1 |
1 |
8 |
57 |
| Time-varying contemporaneous spillovers during the European Debt Crisis |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
41 |
| Trade openness and income inequality: The moderating role of institutional quality |
1 |
1 |
14 |
42 |
3 |
8 |
66 |
130 |
| Turn of the Month effect in the New Zealand stock market |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
22 |
| US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks |
0 |
0 |
0 |
0 |
1 |
6 |
19 |
38 |
| Uncertainty avoidance, risk tolerance and corporate takeover decisions |
0 |
0 |
1 |
132 |
1 |
5 |
27 |
695 |
| Volatility discovery and volatility quoting on markets for options and warrants |
0 |
0 |
1 |
5 |
0 |
0 |
12 |
26 |
| Volatility spillovers among oil and stock markets in the US and Saudi Arabia |
0 |
0 |
1 |
17 |
0 |
0 |
3 |
60 |
| When no news is good news – The decrease in investor fear after the FOMC announcement |
0 |
0 |
2 |
51 |
1 |
1 |
24 |
177 |
| Who buys Bitcoin? The cultural determinants of Bitcoin activity |
0 |
0 |
0 |
7 |
1 |
4 |
20 |
54 |
| Total Journal Articles |
4 |
19 |
106 |
2,227 |
56 |
184 |
1,234 |
9,855 |