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Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model
Author: Lee, Chien -Chiang; Lee, Hsiang -Tai
Journal: GLOBAL FINANCE JOURNAL. 2023; Vol. 55, Issue , pp. -. DOI: 10.1016/j.gfj.2023.100808
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Deferring real options with solar renewable energy certificates
Author: Zhang, Hanyu; Assereto, Martina; Byrne, Julie
Journal: GLOBAL FINANCE JOURNAL. 2023; Vol. 55, Issue , pp. -. DOI: 10.1016/j.gfj.2022.100795
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Informational linkage and price discovery between China's futures and spot markets: Evidence from the US-China trade dispute
Author: Chen, Xiangyu; Tongurai, Jittima
Journal: GLOBAL FINANCE JOURNAL. 2023; Vol. 55, Issue , pp. -. DOI: 10.1016/j.gfj.2022.100750
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Sleeplessness, distraction and stock market performance: Evidence from the world cup
Author: Cai, Jinghan; Fan, Manyi; Ko, Chiu Yu
Journal: GLOBAL FINANCE JOURNAL. 2023; Vol. 56, Issue , pp. -. DOI: 10.1016/j.gfj.2023.100823
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The past is never dead: Famine-CEOs and corporate social performance
Author: Fang, Xinwei; Khoo, Joye; Luo, Tianpei; Pathan, Shams; Wang, Hongjian
Journal: GLOBAL FINANCE JOURNAL. 2023; Vol. 56, Issue , pp. -. DOI: 10.1016/j.gfj.2023.100826
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Factor beta, overnight and intraday expected returns in China
Author: Ye, Zhengke; Jiang, Danling; Luo, Yunfeng
Journal: GLOBAL FINANCE JOURNAL. 2023; Vol. 56, Issue , pp. -. DOI: 10.1016/j.gfj.2023.100827
