Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A comparative analysis of the dynamic relationship between oil prices and exchange rates |
0 |
0 |
2 |
70 |
0 |
1 |
8 |
271 |
A tale of two risks in the EMU sovereign debt markets |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
57 |
A view to the long-run dynamic relationship between crude oil and the major asset classes |
0 |
0 |
0 |
52 |
0 |
1 |
4 |
256 |
An alternative way to track the hot money in turbulent times |
0 |
0 |
0 |
9 |
0 |
0 |
2 |
36 |
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
27 |
Analysis of cross-correlations between financial markets after the 2008 crisis |
0 |
2 |
2 |
19 |
0 |
2 |
3 |
77 |
Anatomy of sovereign yield behaviour using textual news |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
Applications of Machine Learning Methods in Complex Economics and Financial Networks |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
29 |
Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs |
2 |
2 |
4 |
4 |
3 |
6 |
15 |
15 |
Big data analytics, order imbalance and the predictability of stock returns |
0 |
0 |
1 |
12 |
0 |
0 |
6 |
37 |
Building Eco-friendly Corporations: The Role of Minority Shareholders |
1 |
1 |
3 |
5 |
2 |
2 |
13 |
40 |
Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning |
0 |
1 |
3 |
7 |
0 |
2 |
5 |
19 |
Career aspirations and financial planning of young people in family businesses |
2 |
3 |
6 |
6 |
7 |
9 |
14 |
14 |
Climate change exposure and cost of equity |
0 |
3 |
10 |
10 |
1 |
5 |
22 |
22 |
Commonality in FX liquidity: High-frequency evidence |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
10 |
Commonality in ask-side vs. bid-side liquidity |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
90 |
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements |
0 |
0 |
0 |
15 |
0 |
0 |
1 |
62 |
Commonality in volatility among green, brown, and sustainable energy indices |
0 |
1 |
1 |
1 |
1 |
2 |
3 |
3 |
Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy |
0 |
1 |
3 |
4 |
1 |
3 |
8 |
10 |
Constructing a financial fragility index for emerging countries |
0 |
0 |
0 |
49 |
0 |
0 |
1 |
126 |
Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
8 |
Covid-19 pandemic and tail-dependency networks of financial assets |
0 |
1 |
1 |
3 |
0 |
1 |
2 |
22 |
Cross-sectoral interactions in Islamic equity markets |
0 |
1 |
1 |
21 |
0 |
1 |
3 |
81 |
Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe |
0 |
0 |
1 |
8 |
1 |
1 |
3 |
52 |
Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach |
0 |
0 |
1 |
19 |
1 |
2 |
9 |
90 |
Does corporate green innovation behaviour impact trade credit? Evidence from China |
0 |
0 |
0 |
4 |
0 |
1 |
6 |
16 |
Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market |
0 |
0 |
1 |
4 |
0 |
0 |
2 |
25 |
Dynamic convergence of commodity futures: Not all types of commodities are alike |
0 |
0 |
1 |
26 |
0 |
0 |
1 |
157 |
Dynamic efficiency of stock markets and exchange rates |
0 |
0 |
1 |
19 |
0 |
0 |
4 |
114 |
Dynamic integration and network structure of the EMU sovereign bond markets |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
72 |
Dynamic relationship between Turkey and European countries during the global financial crisis |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
114 |
Dynamic relationship between precious metals |
0 |
0 |
4 |
57 |
0 |
1 |
8 |
213 |
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications |
0 |
1 |
4 |
34 |
0 |
2 |
15 |
156 |
Dynamic spanning trees in stock market networks: The case of Asia-Pacific |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
50 |
Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets |
0 |
0 |
1 |
4 |
1 |
2 |
3 |
19 |
Early warning systems for currency and systemic banking crises in Vietnam |
0 |
0 |
1 |
2 |
0 |
0 |
2 |
4 |
Economic policy uncertainty and green innovation: Evidence from China |
0 |
0 |
3 |
13 |
1 |
3 |
19 |
60 |
Effective transfer entropy approach to information flow between exchange rates and stock markets |
1 |
1 |
1 |
1 |
1 |
5 |
7 |
23 |
Effects of monetary policy on the long memory in interest rates: Evidence from an emerging market |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey |
0 |
0 |
3 |
42 |
0 |
1 |
10 |
184 |
Energy, precious metals, and GCC stock markets: Is there any risk spillover? |
0 |
0 |
1 |
18 |
0 |
2 |
3 |
77 |
Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation |
0 |
0 |
1 |
1 |
0 |
2 |
10 |
10 |
Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
Extending the Merton model with applications to credit value adjustment |
1 |
1 |
4 |
4 |
1 |
1 |
11 |
17 |
Financial Networks |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
26 |
Financial Networks 2019 |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
22 |
Financial contagion during COVID–19 crisis |
0 |
1 |
3 |
35 |
1 |
7 |
17 |
124 |
Financial fusion: Bridging Islamic and Green investments in the European stock market |
2 |
2 |
7 |
7 |
2 |
2 |
10 |
10 |
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market |
0 |
2 |
3 |
28 |
1 |
3 |
8 |
119 |
Forecasting high-frequency stock returns: a comparison of alternative methods |
0 |
1 |
10 |
29 |
0 |
2 |
15 |
56 |
Generalized Hurst exponent approach to efficiency in MENA markets |
0 |
0 |
0 |
24 |
0 |
0 |
4 |
84 |
Government’s awareness of Environmental protection and corporate green innovation: A natural experiment from the new environmental protection law in China |
1 |
3 |
4 |
18 |
1 |
7 |
20 |
84 |
Green Credit Policy and Corporate Productivity: Evidence from a Quasi-natural Experiment in China |
0 |
1 |
5 |
21 |
1 |
5 |
20 |
69 |
Green credit policy and firm performance: What we learn from China |
2 |
3 |
12 |
51 |
4 |
8 |
38 |
161 |
Green cryptocurrencies and portfolio diversification in the era of greener paths |
0 |
3 |
11 |
12 |
1 |
7 |
23 |
25 |
High frequency multiscale relationships among major cryptocurrencies: portfolio management implications |
0 |
0 |
0 |
2 |
4 |
4 |
5 |
16 |
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets |
0 |
0 |
2 |
12 |
0 |
1 |
6 |
60 |
High-frequency return and volatility spillovers among cryptocurrencies |
1 |
2 |
5 |
13 |
3 |
5 |
10 |
32 |
Higher-order moment connectedness between stock and commodity markets and portfolio management |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty? |
0 |
0 |
3 |
3 |
0 |
0 |
6 |
6 |
Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation |
0 |
0 |
1 |
3 |
1 |
2 |
10 |
16 |
Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
38 |
Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period |
1 |
1 |
2 |
4 |
2 |
2 |
7 |
11 |
Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market |
0 |
1 |
1 |
9 |
0 |
2 |
2 |
33 |
Impact of short selling activity on market dynamics: Evidence from an emerging market |
0 |
1 |
1 |
29 |
0 |
2 |
7 |
132 |
Impact of sovereign rating changes on stock market co-movements: the case of Latin America |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
29 |
Implied volatility indices: A review and extension in the Turkish case |
0 |
1 |
1 |
14 |
0 |
1 |
1 |
78 |
Information content of order imbalance in the index options market |
0 |
0 |
2 |
7 |
0 |
1 |
4 |
17 |
Interest rate uncertainty and the predictability of bank revenues |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
9 |
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis |
0 |
0 |
1 |
17 |
0 |
1 |
7 |
71 |
Intraday efficiency-frequency nexus in the cryptocurrency markets |
0 |
0 |
3 |
21 |
1 |
1 |
11 |
95 |
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market |
0 |
0 |
1 |
6 |
1 |
1 |
2 |
49 |
Investor attention and cryptocurrency market liquidity: a double-edged sword |
0 |
2 |
3 |
3 |
0 |
2 |
8 |
8 |
Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
Investor attention and idiosyncratic risk in cryptocurrency markets |
0 |
1 |
1 |
1 |
0 |
1 |
1 |
1 |
Is gold a hedge or a safe-haven asset in the COVID–19 crisis? |
1 |
1 |
5 |
35 |
2 |
8 |
28 |
198 |
Jump forecasting in foreign exchange markets: A high‐frequency analysis |
1 |
2 |
5 |
15 |
1 |
4 |
19 |
40 |
Learning from failures: Director interlocks and corporate misconduct |
1 |
1 |
3 |
6 |
1 |
2 |
7 |
16 |
Lottery-like preferences and the MAX effect in the cryptocurrency market |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
30 |
Managing disease containment measures during a pandemic |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
19 |
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations |
1 |
2 |
8 |
10 |
2 |
5 |
16 |
23 |
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
7 |
Not all emerging markets are the same: A classification approach with correlation based networks |
0 |
0 |
1 |
10 |
0 |
0 |
2 |
64 |
Other people's money: A comparison of institutional investors |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
7 |
Over-expected shocks and financial market security: Evidence from China's markets |
0 |
0 |
1 |
1 |
1 |
1 |
5 |
5 |
Positive information shocks, investor behavior and stock price crash risk |
0 |
0 |
7 |
18 |
0 |
0 |
10 |
39 |
Predictability dynamics of Islamic and conventional equity markets |
0 |
0 |
0 |
20 |
1 |
1 |
1 |
68 |
Predictability dynamics of emerging sovereign CDS markets |
0 |
0 |
0 |
11 |
1 |
1 |
3 |
62 |
Prediction of cryptocurrency returns using machine learning |
3 |
9 |
34 |
136 |
5 |
15 |
88 |
422 |
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
6 |
Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
11 |
Retail vs institutional investor attention in the cryptocurrency market |
0 |
1 |
3 |
14 |
3 |
7 |
20 |
51 |
Riding the Wave of Crypto-Exuberance: The Potential Misusage of Corporate Blockchain Announcements |
0 |
0 |
1 |
4 |
2 |
3 |
5 |
45 |
Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach |
0 |
1 |
1 |
1 |
0 |
2 |
2 |
2 |
Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints |
2 |
3 |
7 |
7 |
3 |
4 |
15 |
15 |
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA |
0 |
1 |
3 |
3 |
2 |
5 |
15 |
20 |
Safe havens for Bitcoin and Ethereum: evidence from high-frequency data |
0 |
0 |
0 |
0 |
1 |
13 |
13 |
13 |
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments |
0 |
0 |
0 |
5 |
0 |
2 |
7 |
26 |
Shaping the manufacturing industry performance: MIDAS approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
Statistical arbitrage in jump-diffusion models with compound Poisson processes |
2 |
2 |
4 |
5 |
3 |
5 |
8 |
23 |
Statistical arbitrage: factor investing approach |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
5 |
Systematic Risk in Conventional and Islamic Equity Markets |
0 |
0 |
0 |
12 |
0 |
1 |
1 |
36 |
The dark side of marital leadership: Evidence from China |
0 |
0 |
1 |
6 |
0 |
0 |
4 |
35 |
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives |
0 |
0 |
3 |
48 |
1 |
2 |
10 |
153 |
The effectiveness of technical trading rules in cryptocurrency markets |
0 |
0 |
2 |
38 |
1 |
2 |
9 |
114 |
The financial market effects of international aviation disasters |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
42 |
The impact of blockchain related name changes on corporate performance |
0 |
1 |
6 |
32 |
1 |
2 |
14 |
102 |
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies |
0 |
0 |
3 |
27 |
2 |
2 |
8 |
87 |
The influence of Bitcoin on portfolio diversification and design |
0 |
0 |
0 |
23 |
1 |
1 |
6 |
79 |
The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks |
0 |
0 |
0 |
4 |
1 |
4 |
9 |
37 |
The relationship between implied volatility and cryptocurrency returns |
0 |
0 |
1 |
30 |
1 |
1 |
5 |
118 |
The voice of minority shareholders: Online voting and corporate social responsibility |
0 |
0 |
2 |
8 |
0 |
2 |
7 |
37 |
Three channels of monetary policy international transmission: Identifying spillover effects from the US to China |
0 |
0 |
9 |
37 |
0 |
3 |
25 |
86 |
Time-varying long range dependence in energy futures markets |
0 |
0 |
2 |
19 |
0 |
1 |
4 |
94 |
Time-varying long range dependence in market returns of FEAS members |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
Time-varying long term memory in the European Union stock markets |
0 |
0 |
0 |
25 |
0 |
3 |
3 |
80 |
Top executives’ great famine experience and stock price crash risk |
1 |
1 |
3 |
7 |
1 |
2 |
7 |
22 |
U.S. equity and commodity futures markets: Hedging or financialization? |
0 |
0 |
2 |
17 |
0 |
0 |
5 |
83 |
Variance Risk Premium in Energy Markets: Ex-Ante and Ex-Post Perspectives |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Volatility spillovers and hedging strategies between impact investing and agricultural commodities |
0 |
0 |
3 |
3 |
1 |
1 |
8 |
8 |
Total Journal Articles |
26 |
69 |
267 |
1,660 |
85 |
241 |
903 |
6,707 |