| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter? |
0 |
0 |
0 |
15 |
1 |
2 |
5 |
81 |
| Addressing COP21 using a stock and oil market integration index |
0 |
0 |
1 |
13 |
1 |
1 |
2 |
62 |
| Are venture capital and buyout backed IPOs any different? |
0 |
0 |
1 |
17 |
0 |
1 |
8 |
103 |
| Autoregressive conditional tail behavior and results on Government bond yield spreads |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
65 |
| Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity |
0 |
0 |
1 |
2 |
1 |
1 |
4 |
6 |
| Can stock market investors hedge energy risk? Evidence from Asia |
0 |
0 |
0 |
25 |
6 |
10 |
11 |
113 |
| Collectors: Personality between consumption and investment |
4 |
8 |
13 |
29 |
9 |
22 |
46 |
95 |
| Credit cycle dependent spread determinants in emerging sovereign debt markets |
0 |
0 |
0 |
19 |
0 |
2 |
2 |
230 |
| Cryptocurrencies as financial bubbles: The case of Bitcoin |
1 |
2 |
10 |
134 |
3 |
5 |
27 |
340 |
| Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods? |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
18 |
| Domestic mergers and acquisitions in BRICS countries: Acquirers and targets |
0 |
0 |
0 |
28 |
1 |
2 |
6 |
136 |
| Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis |
0 |
0 |
0 |
6 |
2 |
4 |
5 |
52 |
| Explaining aggregate credit default swap spreads |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
89 |
| Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop |
0 |
0 |
2 |
69 |
2 |
2 |
6 |
339 |
| Hedging stocks with oil |
0 |
0 |
2 |
29 |
4 |
9 |
13 |
79 |
| How do bond, equity and commodity cycles interact? |
0 |
0 |
2 |
21 |
1 |
1 |
3 |
82 |
| Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds |
0 |
0 |
0 |
89 |
1 |
3 |
3 |
373 |
| Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns |
0 |
0 |
0 |
14 |
2 |
4 |
7 |
72 |
| Linear and nonlinear growth determinants: The case of Mongolia and its connection to China |
0 |
0 |
0 |
4 |
4 |
5 |
9 |
54 |
| Liquidity and conditional market returns: Evidence from German exchange traded funds |
0 |
0 |
0 |
5 |
1 |
1 |
1 |
36 |
| Liquidity, surprise volume and return premia in the oil market |
0 |
0 |
2 |
11 |
2 |
4 |
10 |
73 |
| Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany |
0 |
0 |
0 |
17 |
2 |
3 |
4 |
108 |
| Measuring tail thickness under GARCH and an application to extreme exchange rate changes |
0 |
0 |
0 |
16 |
2 |
2 |
3 |
99 |
| Multifractality and value-at-risk forecasting of exchange rates |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
96 |
| Multiple-period market risk prediction under long memory: when VaR is higher than expected |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Nonlinear term structure dependence: Copula functions, empirics, and risk implications |
0 |
0 |
0 |
72 |
1 |
2 |
4 |
295 |
| On a model of portfolio selection with benchmark |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
13 |
| On the pricing of overnight market risk |
0 |
0 |
1 |
15 |
1 |
4 |
9 |
62 |
| Openness endangers your wealth: Noise trading and the big five |
0 |
0 |
0 |
20 |
0 |
2 |
6 |
104 |
| Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out |
0 |
0 |
0 |
7 |
0 |
2 |
5 |
58 |
| Quantitative easing and the pricing of EMU sovereign debt |
0 |
0 |
1 |
27 |
0 |
1 |
5 |
102 |
| Rewarding risk-taking or skill? The case of private equity fund managers |
4 |
7 |
15 |
62 |
14 |
22 |
51 |
244 |
| Rich men’s hobby or question of personality: Who considers collectibles as alternative investment? |
0 |
1 |
4 |
28 |
0 |
3 |
19 |
99 |
| Surprise volume and heteroskedasticity in equity market returns |
0 |
0 |
1 |
6 |
1 |
1 |
8 |
46 |
| Tail index estimation in small smaples Simulation results for independent and ARCH-type financial return models |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
30 |
| The betting against beta anomaly: Fact or fiction? |
0 |
0 |
1 |
13 |
1 |
1 |
2 |
79 |
| Time for gift giving: Abnormal share repurchase returns and uncertainty |
2 |
3 |
6 |
39 |
7 |
10 |
26 |
117 |
| Time-varying energy and stock market integration in Asia |
0 |
0 |
0 |
14 |
1 |
4 |
7 |
65 |
| Time-varying moments, idiosyncratic risk, and an application to hot-issue IPO aftermarket returns |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
109 |
| Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war |
0 |
2 |
10 |
20 |
6 |
13 |
35 |
60 |
| What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly? |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
9 |
| Total Journal Articles |
11 |
23 |
73 |
960 |
80 |
154 |
366 |
4,295 |
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