| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A tale of company fundamentals vs sentiment driven pricing: The case of GameStop |
0 |
7 |
19 |
202 |
6 |
21 |
72 |
431 |
| An Empirical Analysis of the Volatility Spillover Effect between World-Leading and the Asian Stock Markets: Implications for Portfolio Management |
1 |
1 |
2 |
6 |
5 |
6 |
16 |
37 |
| Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities |
0 |
0 |
2 |
8 |
5 |
7 |
23 |
46 |
| Asymmetric efficiency in petroleum markets before and during COVID-19 |
0 |
0 |
0 |
1 |
2 |
5 |
10 |
13 |
| Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets |
0 |
0 |
2 |
21 |
3 |
5 |
15 |
83 |
| Bank Capital Buffer and Economic Growth: New Insights from the US Banking Sector |
0 |
0 |
2 |
10 |
4 |
4 |
30 |
79 |
| Board competence and green innovation—Does external governance matter? |
0 |
1 |
2 |
8 |
1 |
6 |
30 |
43 |
| Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy |
0 |
0 |
1 |
8 |
7 |
15 |
27 |
73 |
| Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19 |
0 |
0 |
0 |
1 |
3 |
6 |
12 |
21 |
| Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach |
0 |
0 |
2 |
10 |
5 |
7 |
32 |
65 |
| Connectedness between Defi assets and equity markets during COVID-19: A sector analysis |
1 |
3 |
3 |
8 |
3 |
9 |
24 |
38 |
| Connectedness between travel & tourism tokens, tourism equity, and other assets |
0 |
0 |
2 |
11 |
3 |
3 |
10 |
34 |
| Connectedness of non-fungible tokens and conventional cryptocurrencies with metals |
0 |
0 |
0 |
1 |
3 |
5 |
16 |
26 |
| DOES PREMIUM EXIST IN THE STOCK MARKET FOR LABOR INCOME GROWTH RATE? A SIX-FACTOR-ASSET-PRICING MODEL: EVIDENCE FROM PAKISTAN |
0 |
1 |
5 |
16 |
3 |
7 |
19 |
52 |
| Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk? |
0 |
0 |
0 |
0 |
2 |
3 |
23 |
31 |
| Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic |
0 |
0 |
1 |
8 |
2 |
4 |
12 |
59 |
| Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis |
0 |
0 |
1 |
6 |
4 |
5 |
19 |
46 |
| Dynamic spillovers and connectedness between crude oil and green bond markets |
1 |
1 |
5 |
7 |
2 |
6 |
27 |
37 |
| Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19 |
0 |
0 |
0 |
4 |
2 |
3 |
17 |
31 |
| Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach |
0 |
1 |
2 |
5 |
3 |
9 |
24 |
34 |
| Dynamics of Funding Liquidity and Risk-Taking: Evidence from Commercial Banks |
1 |
2 |
3 |
10 |
3 |
5 |
42 |
129 |
| Economic sanctions sentiment and global stock markets |
1 |
2 |
10 |
19 |
8 |
12 |
53 |
90 |
| Effect of family control on corporate dividend policy of firms in Pakistan |
0 |
1 |
2 |
5 |
3 |
6 |
14 |
60 |
| Energy cryptocurrencies: Assessing connectedness with other asset classes |
0 |
0 |
0 |
7 |
4 |
6 |
27 |
49 |
| Environmental attention and uncertainties of cryptocurrency market: Examining linkages with crypto-mining stocks |
0 |
0 |
5 |
10 |
2 |
4 |
30 |
46 |
| Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis |
2 |
2 |
8 |
13 |
10 |
14 |
42 |
61 |
| Extreme connectedness between renewable energy tokens and fossil fuel markets |
0 |
0 |
2 |
15 |
5 |
5 |
12 |
47 |
| Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach |
0 |
0 |
0 |
1 |
1 |
4 |
9 |
17 |
| FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies |
0 |
0 |
4 |
8 |
3 |
5 |
23 |
34 |
| From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets |
0 |
1 |
5 |
8 |
1 |
7 |
24 |
33 |
| Gold against Asian Stock Markets during the COVID-19 Outbreak |
0 |
0 |
2 |
8 |
4 |
8 |
17 |
66 |
| Green investments: A luxury good or a financial necessity? |
0 |
0 |
1 |
26 |
4 |
9 |
28 |
136 |
| Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period |
0 |
0 |
0 |
2 |
3 |
3 |
9 |
20 |
| Herding behavior in Ramadan and financial crises: the case of the Pakistani stock market |
0 |
0 |
1 |
16 |
1 |
4 |
13 |
127 |
| Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets |
1 |
1 |
4 |
5 |
5 |
13 |
35 |
55 |
| Herding behaviour in the Islamic bank market: evidence from the Gulf region |
0 |
0 |
0 |
5 |
3 |
4 |
16 |
33 |
| Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market |
0 |
0 |
2 |
2 |
2 |
6 |
17 |
27 |
| How commercial banks adjust capital ratios: Empirical evidence from the USA? |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
9 |
| IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL |
2 |
3 |
13 |
64 |
4 |
6 |
42 |
180 |
| Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach |
1 |
2 |
6 |
102 |
7 |
13 |
43 |
262 |
| Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors |
0 |
1 |
4 |
8 |
5 |
8 |
36 |
49 |
| Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets |
0 |
0 |
2 |
5 |
0 |
2 |
10 |
20 |
| Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak |
0 |
0 |
2 |
3 |
2 |
3 |
16 |
19 |
| Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling |
0 |
0 |
1 |
2 |
0 |
0 |
12 |
19 |
| Integration between real estate and stock markets: new evidence from Pakistan |
0 |
0 |
1 |
29 |
3 |
4 |
12 |
123 |
| Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach |
0 |
0 |
0 |
2 |
0 |
1 |
8 |
19 |
| Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks |
0 |
0 |
2 |
13 |
1 |
1 |
14 |
42 |
| Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic |
0 |
0 |
0 |
11 |
2 |
3 |
9 |
43 |
| Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash |
0 |
0 |
1 |
20 |
2 |
4 |
15 |
70 |
| Linkages between gold and Latin American equity markets: portfolio implications |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
7 |
| Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19 |
0 |
1 |
2 |
3 |
4 |
15 |
36 |
43 |
| MES vs ∆CoVaR: Empirical evidence from Pakistan |
0 |
0 |
0 |
3 |
1 |
1 |
11 |
17 |
| Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict |
0 |
0 |
2 |
3 |
4 |
6 |
21 |
29 |
| Multifractality during upside/downside trends in the MENA stock markets: the effects of the global financial crisis, oil crash and COVID-19 pandemic |
0 |
0 |
0 |
6 |
4 |
5 |
11 |
21 |
| Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index |
0 |
2 |
2 |
24 |
6 |
14 |
45 |
114 |
| Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach |
0 |
1 |
5 |
5 |
1 |
5 |
30 |
37 |
| Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT |
1 |
1 |
2 |
20 |
6 |
9 |
20 |
54 |
| Responses of US equity market sectors to the Silicon Valley Bank implosion |
0 |
0 |
1 |
17 |
3 |
3 |
15 |
43 |
| Return and Volatility Transmission between World-Leading and Latin American Stock Markets: Portfolio Implications |
0 |
0 |
0 |
5 |
1 |
2 |
18 |
45 |
| Return and Volatility Transmissions between Metals and Stocks: A Study of the Emerging Asian Markets by Using the VAR-AGARCH Approach |
0 |
0 |
0 |
2 |
1 |
2 |
6 |
15 |
| Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases |
0 |
0 |
0 |
3 |
1 |
3 |
21 |
36 |
| Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model |
0 |
0 |
1 |
2 |
0 |
1 |
8 |
14 |
| Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications |
0 |
0 |
2 |
3 |
2 |
3 |
15 |
19 |
| Risk transmission from the COVID-19 to metals and energy markets |
0 |
1 |
3 |
7 |
1 |
3 |
13 |
35 |
| Role of bank competition in determining liquidity creation: evidence from GCC countries |
0 |
0 |
0 |
3 |
1 |
3 |
10 |
24 |
| Spillover and risk transmission between the term structure of the US interest rates and Islamic equities |
0 |
0 |
1 |
10 |
4 |
6 |
17 |
45 |
| Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses |
0 |
0 |
6 |
9 |
3 |
3 |
19 |
25 |
| Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak |
0 |
0 |
0 |
3 |
1 |
2 |
22 |
27 |
| Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases |
0 |
0 |
2 |
2 |
5 |
7 |
13 |
13 |
| Spillovers and portfolio risk management of gold and stock markets: evidence from emerging Latin American markets |
0 |
0 |
0 |
2 |
3 |
4 |
9 |
16 |
| Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management |
0 |
0 |
0 |
0 |
1 |
1 |
18 |
21 |
| Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis |
0 |
0 |
0 |
26 |
0 |
3 |
20 |
103 |
| Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication |
0 |
0 |
6 |
20 |
4 |
6 |
28 |
72 |
| Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR |
0 |
1 |
3 |
6 |
2 |
4 |
28 |
44 |
| Store of value or speculative investment? Market reaction to corporate announcements of cryptocurrency acquisition |
0 |
1 |
2 |
4 |
1 |
5 |
17 |
22 |
| THE ROLE OF FAMILY CONTROL IN DETERMINING THE CAPITAL STRUCTURE: EVIDENCE FROM NONFINANCIAL LISTED FIRMS |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
| Tail connectedness between artificial intelligence tokens, artificial intelligence ETFs, and traditional asset classes |
1 |
2 |
8 |
19 |
7 |
19 |
46 |
74 |
| Tail connectedness between lending/borrowing tokens and commercial bank stocks |
0 |
0 |
0 |
9 |
2 |
3 |
20 |
41 |
| Tail-event driven NETwork dependence in emerging markets |
0 |
0 |
2 |
5 |
2 |
4 |
14 |
25 |
| The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach |
1 |
2 |
9 |
22 |
2 |
8 |
31 |
77 |
| The effects of bank competition, financial stability and ownership structure: evidence from the Middle East and North African (MENA) countries |
0 |
0 |
3 |
7 |
1 |
1 |
11 |
21 |
| The impact of the SVB collapse on global financial markets: Substantial but narrow |
1 |
1 |
6 |
61 |
8 |
14 |
40 |
195 |
| The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach |
1 |
3 |
8 |
23 |
7 |
15 |
46 |
118 |
| The relationship between trading volume, volatility and returns of Non-Fungible Tokens: evidence from a quantile approach |
0 |
0 |
1 |
4 |
5 |
8 |
21 |
29 |
| The relationship between yield curve components and equity sectorial indices: Evidence from China |
0 |
0 |
4 |
18 |
1 |
2 |
17 |
56 |
| Time-varying risk spillovers between renewable energy and Islamic stock markets: Evidence from the Russia-Ukraine conflict |
0 |
0 |
0 |
5 |
3 |
7 |
15 |
24 |
| What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence |
0 |
1 |
9 |
29 |
7 |
13 |
35 |
87 |
| Total Journal Articles |
16 |
47 |
222 |
1,154 |
262 |
507 |
1,864 |
4,857 |
LogEc is hosted by the
Örebro University School of Business.