SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Handbook of Financial Econometrics and Statistics
0 references·15 citing·55 second hop
Handbook of Financial Econometrics and Statistics (2014)Handbook of Financial Econometrics and St…Public attention, sentiment and the default of Silicon Valley Bank (2023)Public attention, sentiment a…Deciphering big data in consumer credit evaluation (2021)Deciphering big data in consu…Connectedness and systemic risk of the banking industry along the Belt and Road (2021)Connectedness and systemic ri…From me to you: Measuring connectedness between Eurozone financial institutions (2020)From me to you: Measuring con…Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model (2019)Herding behavior in cryptocur…Consumer confidence: Causality links with subjective and objective information sources (2019)Consumer confidence: Causalit…The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations (2018)The co-movement between oil a…Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China? (2018)Optimistic bias of analysts' …How do firms value debt capacity? Evidence from mergers and acquisitions (2018)How do firms value debt capac…Does urban rail increase land value in emerging cities? Value uplift from Bangalore Metro (2018)Does urban rail increase land…Competition and commercial banks risk-taking: evidence from Sub-Saharan Africa region (2018)Competition and commercial ba…Option Mispricing around Nontrading Periods (2017)Option Mispricing around Nont…Generalized optimal wavelet decomposing algorithm for big financial data (2015)Generalized optimal wavelet d…Applications of simultaneous equations in finance research: methods and empirical results (2015)Applications of simultaneous …Does the information content of payout initiations and omissions influence firm risks? (2014)Does the information content …Corporate financing and investment decisions when firms have information that investors do not have (1984)What Do We Know about Capital Structure? Some Evidence from International Data (1995)Founding‐Family Ownership and Firm Performance: Evidence from the S&P 500 (2003)Do banks accumulate a higher level of intellectual capital? Evidence from an emerging market (2020)Inter-and intra-organizational stakeholder arrangements in carbon management accounting (2020)Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets (2023)Big data: The next frontier for innovation, competition, and productivity (2011)Business Intelligence and Analytics: From Big Data to Big Impact (2012)Challenges of Big Data analysis (2014)The adoption of Big Data Services by Manufacturing firms: An empirical investigation in India. (2017)Agribusiness time series forecasting using Wavelet neural networks and metaheuristic optimization: An analysis of the soybean sack price and perishable products demand (2018)A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting (2023)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Empirical Performance of Alternative Option Pricing Models (1997)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)A new European investor sentiment index (EURsent) and its return and volatility predictability (2020)Relationship between investor sentiment and earnings news in high‐ and low‐sentiment periods (2020)Effect of analysts' earnings pressure on environmental information disclosure of firms: Can corporate governance alleviate the earnings obsession? (2022)Location and Land Use: Toward a General Theory of Land Rent (1964)Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Triumph of the city: how our greatest invention makes us richer, smarter, greener, healthier, and happier (2011)Influences and Impressions of Metro Rail Transit Systems in Urban Spaces: A Review (2022)The Development and Significance of Bengaluru Suburban Rail Project (2023)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Measuring and Testing the Impact of News on Volatility (1993)Dynamic Conditional Correlation (2002)Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover (2020)Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies (2020)The linkage between clean energy stocks and the fluctuations in oil price and financial stress in the US and Europe? Evidence from QARDL approach (2021)The impact of institutional trading on stock prices (1992)Beyond Power Calculations (2014)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Herding behaviour in digital currency markets: An integrated survey and empirical estimation (2020)What Drives Herding Behavior in the Cryptocurrency Market? (2020)Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach (2021)Financial Contagion (2000)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Credit Risk Management of Property Investments through Multi-Criteria Indicators (2021)Bearish Vs Bullish risk network: A Eurozone financial system analysis (2022)Three channels of monetary policy international transmission: Identifying spillover effects from the US to China (2022)Econometric policy evaluation: A critique (1976)Credit Rationing in Markets with Imperfect Information (1981)A formal definition of Big Data based on its essential features (2016)Application Analysis of Credit Scoring of Financial Institutions Based on Machine Learning Model (2021)Smart Natural Disaster Relief: Assisting Victims with Artificial Intelligence in Lending (2023)The Regulation of Personal and Non-Personal Data in the Context of Big Data (2023)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network (2022)Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks (2023)Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis (2023)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 2018The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations188 cited
  • 2019Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model87 cited
  • 2018Does urban rail increase land value in emerging cities? Value uplift from Bangalore Metro82 cited
  • 2015Generalized optimal wavelet decomposing algorithm for big financial data69 cited
  • 2018Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China?56 cited
  • 2015Applications of simultaneous equations in finance research: methods and empirical results55 cited
  • 2017Option Mispricing around Nontrading Periods48 cited
  • 2021Connectedness and systemic risk of the banking industry along the Belt and Road47 cited
  • 2020From me to you: Measuring connectedness between Eurozone financial institutions41 cited
  • 2021Deciphering big data in consumer credit evaluation30 cited
  • 2023Public attention, sentiment and the default of Silicon Valley Bank30 cited
  • 2018How do firms value debt capacity? Evidence from mergers and acquisitions29 cited
  • 2018Competition and commercial banks risk-taking: evidence from Sub-Saharan Africa region28 cited
  • 2019Consumer confidence: Causality links with subjective and objective information sources

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

23 cited
  • 2014Does the information content of payout initiations and omissions influence firm risks?21 cited