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Linkages between crude oil and emerging Asian stock markets : new evidence from the Chinese stock market crash
Yousaf, Imran; Hassan, Arshad - In: Finance research letters 31 (2019), pp. 207-217
Persistent link: https://www.econbiz.de/10012421548
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Can international supply chain induce a return premium? : evidence from U.S. leading high-technology firms and Taiwan stock market
Tsai, Li-Chuan; Zhang, Ruhui; Zhao, Cuifang - In: Finance research letters 32 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012430728
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Volatility spillovers between stock and energy markets during crises : a comparative assessment between the 2008 global financial crisis and the Covid-19 pandemic crisis
Jebabli, Ikram; Kouaissah, Noureddine; Arouri, Mohamed - In: Finance research letters 46 (2022) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10013341502
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International stock return co-movements and trading activity
Sheng, Xin; Brzeszczyński, Janusz; Ibrahim, Boulis Maher - In: Finance research letters 23 (2017), pp. 12-18
Persistent link: https://www.econbiz.de/10011808297
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Stock market volatility spillovers : evidence for Latin America
Gamba-Santamaria, Santiago; Gómez González, José Eduardo - In: Finance research letters 20 (2017), pp. 207-216
Persistent link: https://www.econbiz.de/10011806921
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The spillover effect of corporate frauds and stock price crash risk
Wen, Fenghua; Lin, Diyue; Hu, Lei; He, Shaoyi; Cao, Zhiling - In: Finance research letters 57 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014505282
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Do other firms' stock price crashes affect corporate investment decisions within the business group : evidence from Korean Chaebols
Zhu, Mengzhen; Shin, Hyun-Han - In: Finance research letters 62 (2024) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10014531164
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Long memory and the relation between options and stock prices
Huang, Teng-Ching; Tu, Yu-Chen; Chou, Heng-chih - In: Finance research letters 12 (2015), pp. 77-91
Persistent link: https://www.econbiz.de/10011552258
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Calendar effects in Bitcoin returns and volatility
Kinateder, Harald; Papavassiliou, Vassilios G. - In: Finance research letters 38 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012485376
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Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models
Boako, Gideon; Tiwari, Aviral Kumar; Ibrahim, Muazu; … - In: Finance research letters 31 (2019), pp. 391-397
Persistent link: https://www.econbiz.de/10012421744