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RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures
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RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures (2024)RETRACTED: Mapping fear in financial mark…The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…The VIX, the variance premium and stock market volatility (2014)The VIX, the variance premium…The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Investor Sentiment Aligned: A…Sentiment During Recessions (2012)Sentiment During RecessionsEconometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Econometric measures of conne…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Vehicle currency use in international trade (2008)Vehicle currency use in inter…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…The relation between implied and realized volatility (1998)The relation between implied …Emerging equity market volatility (1997)Emerging equity market volati…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Modeling Asymmetric Comovements of Asset Returns (1998)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Financial contagion during COVID–19 crisis (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Generalized impulse response analysis in linear multivariate models (1998)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)Macroeconomics and Reality (1980)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring Economic Policy Uncertainty* (2016)COVID-Induced Economic Uncertainty (2020)Economic uncertainty before and during the COVID-19 pandemic (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)On Persistence in Mutual Fund Performance (1997)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Individual Investor Trading and Stock Returns (2008)The short of it: Investor sentiment and anomalies (2011)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)A NEW MEASURE OF RANK CORRELATION (1938)Asset pricing and the bid-ask spread (1986)Liquidity Risk and Expected Stock Returns (2003)CoVaR (2016)Measuring Systemic Risk (2016)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Information Uncertainty and Stock Returns (2006)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Who Gambles in the Stock Market? (2009)
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References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2014Investor Sentiment Aligned: A Powerful Predictor of Stock Returns1,129 cited
  • 1998The relation between implied and realized volatility1,114 cited
  • 2014The VIX, the variance premium and stock market volatility812 cited

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  • 2008Vehicle currency use in international trade576 cited
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