| Oil and the short-term predictability of stock return volatility |
36 |
| Conditional tail-risk in cryptocurrency markets |
25 |
| Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks |
24 |
| CRIX an Index for cryptocurrencies |
16 |
| Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors? |
16 |
| Forecasting stock market returns by summing the frequency-decomposed parts |
13 |
| Residual momentum in Japan |
10 |
| Female board representation, corporate innovation and firm performance |
8 |
| Volatility in equity markets and monetary policy rate uncertainty |
8 |
| Bank to sovereign risk spillovers across borders: Evidence from the ECB's Comprehensive Assessment |
7 |
| Risk changes and external financing activities: Tests of the dynamic trade-off theory of capital structure |
7 |
| Macroeconomic determinants of stock market betas |
7 |
| Friendly boards and innovation |
7 |
| Momentum of return predictability |
7 |
| Financial literacy and gender difference in loan performance |
6 |
| Asymmetric attention and volatility asymmetry |
6 |
| ETF liquidation determinants |
6 |
| Why female board representation matters: The role of female directors in reducing male CEO overconfidence |
6 |
| Modelling market implied ratings using LASSO variable selection techniques |
6 |
| Cash savings and capital markets |
6 |
| Smart beta, smart money |
5 |
| The Cubic Law of the Stock Returns in emerging markets |
5 |
| CEO dividend protection |
5 |
| Multivariate models with long memory dependence in conditional correlation and volatility |
5 |
| The disciplinary effects of short sales on controlling shareholders |
5 |
| The valuation effects of investor attention in stock-financed acquisitions |
4 |
| Behavioral biases in the corporate bond market |
4 |
| Forecasting global stock market implied volatility indices |
4 |
| Asset pricing model uncertainty |
4 |
| Investor sentiment, SEO market timing, and stock price performance |
4 |
| The robust maximum daily return effect as demand for lottery and idiosyncratic volatility puzzle |
4 |
| Financial literacy and household finances: A Bayesian two-part latent variable modeling approach |
3 |
| The role of analysts: An examination of the idiosyncratic volatility anomaly in the Chinese stock market |
3 |
| Are capital requirements on small business loans flawed? |
3 |
| Conditional co-skewness and safe-haven currencies: A regime switching approach |
3 |
| Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil |
3 |
| Portfolio concentration and mutual fund performance |
3 |
| Range-based DCC models for covariance and value-at-risk forecasting |
3 |
| Global macro risks in currency excess returns |
3 |
| New evidence on asymmetric return-volume dependence and extreme movements |
3 |
| Empirical analysis of the international public covered bond market |
3 |
| Time-varying skills (versus luck) in US active mutual funds and hedge funds |
3 |
| Opting out of good governance |
3 |
| Market integration and financial linkages among stock markets in Pacific Basin countries |
3 |
| World output gap and global stock returns |
2 |
| Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment |
2 |
| In search of the optimal number of fund subgroups |
2 |
| Optimal granularity for portfolio choice |
2 |
| Stock liquidity and corporate diversification: Evidence from China's split share structure reform |
2 |
| Time-varying volatility and the power law distribution of stock returns |
2 |
