This article investigates the impact of the introduction of the euro on the interactions across the New York, London, Frankfurt and Paris stock markets. After controlling for possible returns and volatility spillovers, we focus on the correlations of shocks using the framework of Dynamic...

In this article, we investigate the January effect on stocks traded at New York Stock Exchange (NYSE), American Stock Exchange (AMEX) and National Association of Securities Dealers Automated Quotations (NASDAQ). Unlike other empirical works we suggest expanding the model to cover several main...

If in fine arts imitation is the most sincere form of flattery, in natural and social sciences, it is citation by one's peers. A fairly good measure of the frequency of citation, or impact, is indicated by the Hirsch-Index (h-index) which quantitatively gauges the impact of articles in core...