Journal Article |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
64 |
ACCRUALS AND MOMENTUM |
0 |
0 |
1 |
9 |
0 |
0 |
5 |
44 |
An empirical investigation on the time-series behavior of the U.S.-China trade deficit |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
154 |
An exogeneity analysis of financial deepening and economic growth: evidence from Hong Kong, South Korea and Taiwan |
0 |
0 |
0 |
37 |
1 |
1 |
2 |
586 |
Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test |
0 |
0 |
1 |
249 |
0 |
0 |
4 |
614 |
Are the U.S. Exports to and Imports from Japan Cointegrated? |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
57 |
Are there rational bubbles in foreign exchange markets? Evidence from an alternative test |
0 |
0 |
2 |
94 |
0 |
1 |
5 |
227 |
Asymmetry in forward exchange rate bias: A puzzling result |
0 |
0 |
0 |
50 |
0 |
0 |
2 |
176 |
Bond and stock market response to unexpected dividend changes |
0 |
1 |
3 |
48 |
0 |
3 |
10 |
194 |
Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test |
0 |
0 |
0 |
36 |
1 |
1 |
1 |
137 |
Changes in Corporate Social Responsibility and Stock Performance |
0 |
2 |
13 |
26 |
2 |
5 |
25 |
64 |
Currency devaluation and stock market response: An empirical analysis |
0 |
0 |
6 |
168 |
2 |
5 |
26 |
1,004 |
Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields |
1 |
1 |
2 |
150 |
1 |
1 |
3 |
517 |
EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
51 |
EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES? |
0 |
0 |
0 |
0 |
2 |
3 |
11 |
695 |
Economic policy uncertainty and momentum |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
45 |
Effective fair pricing of international mutual funds |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
166 |
Endogenous growth and the welfare costs of inflation: a reconsideration |
1 |
1 |
2 |
98 |
1 |
1 |
3 |
203 |
Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries |
0 |
1 |
1 |
33 |
0 |
1 |
2 |
121 |
Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect |
0 |
1 |
3 |
31 |
0 |
2 |
5 |
139 |
Explaining exchange rate risk in world stock markets: A panel approach |
0 |
0 |
0 |
78 |
0 |
0 |
3 |
237 |
Fixed Investment and Economic Growth in China |
0 |
0 |
1 |
218 |
0 |
0 |
2 |
725 |
Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis |
0 |
0 |
0 |
85 |
0 |
1 |
4 |
290 |
Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang |
0 |
0 |
2 |
17 |
1 |
1 |
7 |
71 |
Heterogeneous Background Risks and Portfolio Choice: Evidence from Micro‐level Data |
0 |
0 |
2 |
22 |
0 |
0 |
8 |
93 |
Hysteresis in Unemployment: Evidence from 48 U.S. States |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
201 |
Hysteresis in unemployment: Evidence from OECD countries |
0 |
0 |
1 |
91 |
0 |
0 |
2 |
228 |
Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies |
2 |
6 |
15 |
243 |
4 |
9 |
33 |
780 |
Mean Reversion in Interest Rates: New Evidence from a Panel of OECD Countries |
0 |
0 |
2 |
248 |
0 |
0 |
3 |
776 |
Momentum and mean reversion across national equity markets |
0 |
1 |
12 |
253 |
2 |
4 |
26 |
828 |
Momentum trading, mean reversal and overreaction in Chinese stock market |
0 |
1 |
1 |
39 |
1 |
2 |
3 |
173 |
Monopolistic competition, increasing returns to scale, and the welfare costs of inflation |
0 |
0 |
0 |
57 |
0 |
0 |
1 |
252 |
Nonlinear prediction of exchange rates with monetary fundamentals |
0 |
0 |
0 |
92 |
0 |
1 |
2 |
331 |
On the size and power of normalized autocorrelation coefficients |
0 |
0 |
0 |
70 |
0 |
0 |
0 |
576 |
On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example |
0 |
0 |
0 |
100 |
0 |
0 |
0 |
652 |
Optimal portfolio choice for investors with industry-specific labor income risks |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
46 |
Optimal portfolio choice with asset return predictability and nontradable labor income |
0 |
0 |
0 |
21 |
0 |
0 |
1 |
80 |
Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration |
0 |
0 |
0 |
14 |
1 |
2 |
13 |
178 |
Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities |
0 |
1 |
1 |
6 |
0 |
3 |
3 |
25 |
Predictability of short-horizon returns in international equity markets |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
130 |
Random walk versus breaking trend in stock prices: Evidence from emerging markets |
1 |
1 |
2 |
282 |
1 |
3 |
7 |
769 |
Rational Bubbles in the Stock Market: Accounting for the U.S. Stock-Price Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
622 |
Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise |
0 |
0 |
0 |
168 |
2 |
2 |
4 |
642 |
Risk adjustment and momentum sources |
0 |
0 |
0 |
60 |
1 |
1 |
3 |
218 |
Sovereign debt ratings and stock liquidity around the World |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
75 |
THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
The Effects of Inflation on the Number of Firms and Firm Size |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
588 |
The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns |
0 |
0 |
0 |
21 |
1 |
2 |
2 |
133 |
The Opportunity Cost of Coastal Land-Use Controls: An Empirical Analysis |
0 |
0 |
1 |
29 |
0 |
0 |
3 |
112 |
The information content of the term structure of risk-neutral skewness |
1 |
1 |
1 |
20 |
1 |
1 |
6 |
58 |
The trend behavior of real exchange rates: Evidence from OECD countries |
0 |
0 |
0 |
13 |
1 |
1 |
1 |
66 |
Understanding Spot and Forward Exchange Rate Regressions |
0 |
0 |
0 |
616 |
0 |
1 |
3 |
3,222 |
Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
167 |
Total Journal Articles |
6 |
18 |
75 |
4,065 |
28 |
63 |
261 |
18,618 |