| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Adjusted dividend-price ratios and stock return predictability: Evidence from China |
0 |
0 |
2 |
16 |
4 |
6 |
30 |
71 |
| Aggregate profit instability and time variations in momentum returns: Evidence from China |
0 |
0 |
0 |
15 |
0 |
1 |
12 |
74 |
| Anatomy of recent value premium's travails |
0 |
1 |
6 |
8 |
0 |
24 |
47 |
55 |
| Are conditional illiquidity risks priced in China? A cross-sectional test |
0 |
0 |
0 |
5 |
1 |
2 |
17 |
35 |
| Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market |
0 |
0 |
3 |
33 |
0 |
2 |
28 |
171 |
| Big is brilliant: Understanding the Chinese size effect through profitability shocks |
0 |
0 |
0 |
4 |
3 |
6 |
19 |
63 |
| Can investor attention predict oil prices? |
0 |
0 |
0 |
28 |
0 |
3 |
15 |
186 |
| Can investors attention on oil markets predict stock returns? |
0 |
0 |
0 |
4 |
0 |
1 |
10 |
52 |
| Can skewness of the futures‐spot basis predict currency spot returns? |
0 |
0 |
1 |
16 |
1 |
1 |
8 |
79 |
| Can skewness predict currency excess returns? |
0 |
0 |
2 |
35 |
0 |
2 |
12 |
107 |
| Can the intermediary capital risk predict foreign exchange rates? |
0 |
0 |
0 |
12 |
0 |
1 |
11 |
37 |
| Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets |
0 |
0 |
0 |
8 |
1 |
1 |
13 |
80 |
| Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach |
0 |
0 |
0 |
11 |
0 |
0 |
14 |
62 |
| China's cognitive bias premium: An exploration of innovation information |
0 |
0 |
1 |
3 |
0 |
2 |
16 |
20 |
| China's diversification discount: The role of the information environment |
0 |
0 |
1 |
4 |
0 |
1 |
15 |
26 |
| China's illiquidity premium: Due to risk-taking or mispricing? |
0 |
2 |
3 |
13 |
3 |
7 |
24 |
47 |
| Chinese Stock Returns and the Role of News-Based Uncertainty |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
18 |
| Co-movements in commodity prices: Global, sectoral and commodity-specific factors |
0 |
0 |
0 |
35 |
1 |
2 |
12 |
110 |
| Common idiosyncratic volatility and returns: From an investment horizon perspective |
0 |
0 |
0 |
4 |
0 |
2 |
9 |
28 |
| Comparison and analysis of two nitrogen expansion cycles for BOG Re-liquefaction systems for small LNG ships |
0 |
0 |
0 |
9 |
0 |
1 |
12 |
54 |
| Conservatism and silence: The clan premium |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| Currency strategies based on momentum, carry trade and skewness |
0 |
0 |
1 |
38 |
1 |
3 |
26 |
137 |
| Do dividends signal safety? Evidence from China |
0 |
1 |
4 |
9 |
2 |
9 |
33 |
53 |
| Do foreign institutional investors stabilize the capital market? |
0 |
0 |
1 |
25 |
0 |
3 |
20 |
132 |
| Do stock prices react to announcements of corporate executives’ first-time elections as congress deputies? New evidence from the Chinese political system |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
14 |
| Do terrorist attacks matter for currency excess returns? |
0 |
0 |
0 |
1 |
0 |
5 |
16 |
35 |
| Does NVIX matter for market volatility? Evidence from Asia-Pacific markets |
0 |
0 |
0 |
2 |
0 |
0 |
4 |
75 |
| Does exposure to biodiversity risk drive firms’ digital transformation? |
0 |
1 |
2 |
2 |
0 |
4 |
24 |
24 |
| Does investor attention matter? The attention-return relationships in FX markets |
0 |
1 |
2 |
27 |
1 |
4 |
24 |
160 |
| Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors |
0 |
0 |
0 |
7 |
1 |
1 |
5 |
105 |
| Does oil price respond to macroeconomic uncertainty? New evidence |
0 |
0 |
1 |
17 |
0 |
3 |
9 |
93 |
| Does the green inspiration effect matter for stock returns? Evidence from the Chinese stock market |
0 |
0 |
0 |
15 |
0 |
0 |
17 |
96 |
| Downside Risk in the Oil Market: Does It Affect Stock Returns in China? |
0 |
1 |
1 |
3 |
0 |
1 |
8 |
17 |
| Dynamic link between oil prices and exchange rates: A non-linear approach |
0 |
0 |
1 |
25 |
0 |
0 |
13 |
112 |
| Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility |
0 |
0 |
1 |
25 |
2 |
2 |
16 |
111 |
| Environmental Efficiency and Its Determinants for Manufacturing in China |
0 |
0 |
0 |
10 |
0 |
0 |
15 |
103 |
| Exogenous Shocks and Information Transmission in Global Copper Futures Markets |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
88 |
| Exogenous impacts on the links between energy and agricultural commodity markets |
0 |
0 |
0 |
13 |
2 |
2 |
13 |
118 |
| Exogenous shocks and the spillover effects between uncertainty and oil price |
0 |
0 |
0 |
28 |
1 |
2 |
14 |
163 |
| Financialization of commodity markets: New evidence from temporal and spatial domains |
1 |
2 |
3 |
4 |
3 |
6 |
19 |
30 |
| Firm financialization: The role of policy inconsistency |
0 |
0 |
1 |
1 |
0 |
2 |
15 |
15 |
| Firms' profit instability and the cross-section of stock returns: Evidence from China |
0 |
0 |
4 |
14 |
0 |
2 |
32 |
72 |
| Firm’s quality increases and the cross-section of stock returns: Evidence from China |
0 |
1 |
3 |
31 |
1 |
3 |
18 |
92 |
| Forecasting stock market volatility with policy focus shifting: A GARCH-MIDAS model combined with machine learning approaches |
0 |
1 |
1 |
1 |
1 |
5 |
15 |
15 |
| Forecasting the CNY-CNH pricing differential: The role of investor attention |
0 |
0 |
0 |
17 |
2 |
5 |
27 |
132 |
| Forecasting the oil prices: What is the role of skewness risk? |
0 |
0 |
0 |
5 |
0 |
0 |
10 |
26 |
| Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework |
0 |
0 |
2 |
5 |
0 |
2 |
15 |
34 |
| Globalization, product specialization, and firm value |
0 |
1 |
1 |
1 |
0 |
2 |
14 |
15 |
| Hedging Climate Change News With Commodity Futures: An Index‐Tracking Approach |
0 |
1 |
4 |
5 |
0 |
6 |
31 |
32 |
| Hedging International Foreign Exchange Risks via Option Based Portfolio Insurance |
0 |
0 |
4 |
35 |
1 |
2 |
25 |
118 |
| Hedging climate risk: The role of green energy exchange-traded funds |
0 |
3 |
6 |
6 |
2 |
6 |
30 |
34 |
| How does macroeconomic uncertainty influence energy futures?: Evidence from extraordinary events |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
10 |
| Impact of crude oil price innovations on global stock market volatility: Evidence across time and space |
0 |
0 |
2 |
3 |
0 |
0 |
17 |
22 |
| Impact of network nestedness on resistance and recovery of supply chain resilience |
0 |
3 |
8 |
8 |
1 |
11 |
29 |
29 |
| Intermediary asset pricing in commodity futures returns |
0 |
0 |
0 |
14 |
1 |
2 |
15 |
60 |
| Intermediary asset pricing in currency carry trade returns |
0 |
0 |
1 |
8 |
0 |
0 |
14 |
37 |
| Intermediary capital risk and commodity futures volatility |
0 |
0 |
1 |
11 |
0 |
2 |
7 |
37 |
| International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming |
0 |
0 |
0 |
5 |
69 |
70 |
76 |
104 |
| Investor Attention and Stock Returns: International Evidence |
0 |
0 |
1 |
12 |
0 |
0 |
11 |
52 |
| Investor attention and currency performance: international evidence |
0 |
0 |
0 |
9 |
1 |
1 |
9 |
37 |
| Investor–firm interactions versus investor–investor interactions: Which enhances investor learning better? |
0 |
0 |
0 |
1 |
2 |
3 |
21 |
23 |
| Is disagreement beneficial for market efficiency? Evidence from ESG ratings |
1 |
3 |
13 |
15 |
2 |
7 |
73 |
80 |
| Is oil risk important for commodity-related currency returns? |
0 |
0 |
0 |
8 |
0 |
1 |
12 |
30 |
| Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty |
0 |
0 |
1 |
8 |
0 |
3 |
19 |
60 |
| It's not that important: The negligible effect of oil market uncertainty |
0 |
0 |
0 |
6 |
0 |
0 |
9 |
56 |
| Macroeconomic impacts on commodity prices: China vs. the United States |
0 |
0 |
1 |
14 |
0 |
2 |
12 |
65 |
| Macroeconomic policy uncertainty shocks on the Chinese economy: a GVAR analysis |
0 |
2 |
7 |
45 |
3 |
8 |
19 |
137 |
| Macroeconomic uncertainty: does it matter for commodity prices? |
0 |
0 |
1 |
56 |
1 |
2 |
15 |
156 |
| National culture and international business cycle co-movements |
0 |
0 |
1 |
3 |
1 |
2 |
12 |
18 |
| News implied volatility and long-term foreign exchange market volatility |
0 |
0 |
1 |
14 |
1 |
2 |
19 |
77 |
| Oil Prices and Firm-Level Asset Growth: Differential Impacts on Financing and Operating Growth |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Oil and the short-term predictability of stock return volatility |
0 |
0 |
2 |
32 |
1 |
5 |
18 |
148 |
| Oil market uncertainty and excess returns on currency carry trade |
0 |
0 |
0 |
7 |
0 |
0 |
17 |
37 |
| Oil market uncertainty and international business cycle dynamics |
0 |
0 |
1 |
10 |
0 |
0 |
7 |
52 |
| Oil price returns and firm's fixed investment: A production pattern |
0 |
0 |
0 |
2 |
1 |
4 |
13 |
22 |
| Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model |
0 |
2 |
11 |
107 |
3 |
8 |
45 |
344 |
| Oil prices and news-based uncertainty: Novel evidence |
0 |
0 |
0 |
31 |
1 |
1 |
9 |
115 |
| Oil shocks and stock volatility: new evidence via a Bayesian, graph-based VAR approach |
0 |
0 |
1 |
9 |
1 |
1 |
15 |
43 |
| Oil uncertainty and firms' risk-taking |
0 |
0 |
0 |
6 |
1 |
1 |
13 |
39 |
| Oil volatility risk and stock market volatility predictability: Evidence from G7 countries |
0 |
0 |
0 |
21 |
2 |
4 |
7 |
116 |
| Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? |
0 |
1 |
1 |
29 |
0 |
3 |
29 |
160 |
| Options strategies for international portfolios with overall risk management via multi-stage stochastic programming |
0 |
0 |
1 |
11 |
0 |
1 |
14 |
58 |
| Our currency, your attention: Contagion spillovers of investor attention on currency returns |
0 |
0 |
0 |
9 |
0 |
1 |
7 |
47 |
| Policy inconsistency and regional innovation dynamics in China: Evidence from textual analysis |
0 |
1 |
6 |
6 |
1 |
4 |
18 |
18 |
| Predictability of structural co-movement in commodity prices: the role of technical indicators |
0 |
0 |
0 |
12 |
0 |
0 |
12 |
60 |
| Predicting the oil prices: Do technical indicators help? |
0 |
1 |
3 |
70 |
1 |
2 |
25 |
243 |
| Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis |
0 |
0 |
9 |
34 |
1 |
6 |
52 |
116 |
| Shocks to the equity capital ratio of financial intermediaries and the predictability of stock return volatility |
0 |
0 |
0 |
7 |
0 |
0 |
9 |
27 |
| Spillovers of macroeconomic uncertainty among major economies |
0 |
0 |
1 |
49 |
1 |
2 |
10 |
111 |
| Systemic risk and dynamics of contagion: a duplex inter-bank network |
0 |
0 |
1 |
14 |
0 |
0 |
14 |
64 |
| Systemic risk in international stock markets: Role of the oil market |
0 |
0 |
1 |
9 |
0 |
0 |
5 |
58 |
| The Role of Policy on Commodity Markets: From the Perspective of Narrative News Based on NLP |
0 |
0 |
1 |
1 |
1 |
3 |
8 |
8 |
| The effect of oil returns on the stock markets network |
0 |
0 |
0 |
2 |
1 |
1 |
9 |
14 |
| The effects of investor attention on commodity futures markets |
0 |
0 |
0 |
19 |
0 |
1 |
10 |
86 |
| The impact of low-carbon pilots policy on health |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China |
0 |
0 |
1 |
14 |
0 |
1 |
6 |
62 |
| The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions |
0 |
0 |
2 |
2 |
1 |
5 |
38 |
41 |
| The predictive performance of the currency futures basis for spot returns |
0 |
0 |
0 |
9 |
0 |
0 |
11 |
70 |
| The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China |
1 |
1 |
1 |
5 |
1 |
3 |
15 |
49 |
| The profitability effect: Insight from a dynamic perspective |
0 |
2 |
6 |
16 |
0 |
6 |
29 |
58 |
| The propagation effect of climate risks on global stock markets: Evidence from the time and space domains |
0 |
0 |
3 |
6 |
0 |
0 |
13 |
24 |
| The role of intermediary capital risk in predicting oil volatility |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
10 |
| The role of news-based implied volatility among US financial markets |
0 |
0 |
0 |
33 |
0 |
0 |
11 |
102 |
| Time-frequency return and volatility spillovers among CBDC uncertainty, cryptocurrency uncertainty, and ESG stock indexes |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
5 |
| Uncertainty and currency performance: A quantile-on-quantile approach |
0 |
0 |
0 |
27 |
0 |
0 |
10 |
126 |
| Uncertainty‐driven oil volatility risk premium and international stock market volatility forecasting |
0 |
0 |
3 |
11 |
2 |
3 |
24 |
49 |
| Understanding climate policy uncertainty: Evidence from temporal and spatial domains |
0 |
0 |
1 |
4 |
2 |
4 |
17 |
25 |
| Understanding cryptocurrency volatility: The role of oil market shocks |
0 |
0 |
3 |
36 |
2 |
5 |
45 |
157 |
| Understanding stock market volatility: What is the role of U.S. uncertainty? |
0 |
2 |
2 |
59 |
1 |
5 |
23 |
227 |
| What drives long-term oil market volatility? Fundamentals versus speculation |
0 |
0 |
0 |
12 |
0 |
0 |
16 |
94 |
| Total Journal Articles |
3 |
34 |
161 |
1,612 |
143 |
349 |
1,893 |
7,805 |
LogEc is hosted by the
Örebro University School of Business.