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Olkhov, Victor (2022): Introduction of the Market-Based Price Autocorrelation.
Olkhov, Victor (2021): Three Remarks On Asset Pricing.
Olkhov, Victor (2022): Three Remarks On Asset Pricing.
Onour, Ibrahim (2011): الخيارات وإدارة المخاطر فى أسواق السلع: دعوة لرؤية جديدة.
Onour, Ibrahim (2008): Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration. Published in: Afro-Asian Journal of Finance and Accounting , Vol. 1, No. 3 : pp. 251-265.
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Pacheco, Luís (2011): Moody’s credit ratings and the stock market performance of Portuguese rated firms.
Pan, Wei-Fong (2018): Evidence of Investor Sentiment Contagion across Asset Markets.
Papahristodoulou, Christos (2008): A note on the effectiveness of some de-fuzzification measures in a fuzzy pure factors portfolio.
Peresetsky, A. A. (2011): What determines the behavior of the Russian stock market.
Peresetsky, Anatoly and Yakubov, Ruslan (2015): Autocorrelation in an unobservable global trend: Does it help to forecast market returns?
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Phiri, Andrew (2017): Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach.
Phiri, Andrew (2016): Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective.
Phiri, Andrew (2018): Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform.
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Pirtea, Marilen and Iovu, Laura Raisa and Milos, Marius Cristian (2008): Dynamics of financial markets in the context of globalization.
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Prempeh, Kwadwo Boateng (2016): Macroeconomic Variables and Stock Price Volatility in Ghana.
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Ramosaj, Berim (2010): Challenges to Solvency II Reform in Insurance Industry.
Rashid, Muhammad Mustafa (2020): The Greek Letters. Scenario Analysis with a Reverse Butterfly Spread.
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Rodrigues, David and Seruca, Manuel (2019): A Novel Practical and Fast Economic Method Based on Nonconvex Quadratic Programming.
Rose, Martin and Zitouni, Loubna (2006): Modélisation d'actifs à volatilité stochastique et pricing d'options européennes.
Rosli, Aini Rafiqah (2017): The Relationship Between Hong Leong Bank’s Performance with Leverage and Inflation.
Rossi, Fabrizio and Cebula, Richard (2013): Stock Market Reactions to Announcements of Board of Director Appointments: Evidence from Italy.
Rossi, Francesco (2008): Enhancing balanced portfolios with cppi methodologies – insights from a simulation exercise.
Rossi, Francesco (2011): Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates.
Rossi, Francesco (2012): U.K. cross-sectional equity data: The case for robust investability filters. Published in: European Economics Letters , Vol. 1, No. 1 (December 2012): pp. 6-13.
Rossi, Francesco (2011): U.K. cross-sectional equity data: do not trust the dataset! The case for robust investability filters.
Roy Trivedi, Smita (2018): Technical Analysis Strategies: Development of Heiken Ashi Stochastic.
Ruiz-Buforn, Alba and Alfarano, Simone and Camacho-Cuena, Eva (2019): Price distortions and public information: theory, experiments and simulations.
Ruiz-Porras, Antonio (2007): Banking competition and financial fragility: Evidence from panel-data. Forthcoming in: Estudios Economicos
Sakemoto, Ryuta (2021): Economic Evaluation of Cryptocurrency Investment.
Salissu, Afees and Raheem, Ibrahim and Eigbiremolen, Godstime (2020): The behaviour of U.S. stocks to financial and health risks. Forthcoming in: International Journal of Finance and Economics
Salisu, Afees and Raheem, Ibrahim and Vo, Xuan (2021): Assessing the safe haven property of the gold market during COVID-19 pandemic. Forthcoming in: International Review of Financial Analysis
Sandoval Paucar, Giovanny (2019): Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH.
Santillán Salgado, Roberto and Hibert Sánchez, Abel (2009): A dominant firm’s strategy and its effect on the capital structure of non‐dominant firms in the self‐service discount stores industry. Published in: Memories of the Emerging Challenges in the Western Hemisphere Conference
Sapre, Nikhil (2021): Revisiting the Expected Utility Theory and the Consumption CAPM.
Sarath Chandran, B.P. and Manju, T.K. (2010): Financial Inclusion Strategies For Inclusive Growth In India.
Sarker, Debnarayan and Ghosh, Bikash Kumar (2007): A study of market efficiency in the stock market, forex market and bullion market in India. Published in: Finance India , Vol. 21, No. 3 (2007): pp. 987-102.
Sarno, Lucio (2010): Properties of Foreign Exchange Risk Premiums.
Schied, Alexander and Schoeneborn, Torsten (2008): Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets.
Schied, Alexander and Schöneborn, Torsten (2007): Optimal Portfolio Liquidation for CARA Investors.
Schoeneborn, Torsten and Schied, Alexander (2007): Liquidation in the Face of Adversity: Stealth Vs. Sunshine Trading, Predatory Trading Vs. Liquidity Provision.
Schouten, Michael C. (2009): The Case for Mandatory Ownership Disclosure.
Schouten, Michael C. (2009): The Case for Mandatory Ownership Disclosure.
Selcuk, Cemil (2012): Distressed sales and liquidity in OTC markets.
Sen, Topon (2024): Key Economic and Social Determinants in Bangladesh: A Multi-Faceted Analysis.
Serletis, Apostolos and Gogas, Periklis (1999): The North American natural gas liquids markets are chaotic. Published in: The Energy Journal , Vol. 20, No. 1 (1999): pp. 83-103.
Shah, Shahid Manzoor and Ali, Amjad (2022): A Survey on Financial Inclusion: Theoretical and Empirical Literature Review.
Shahzad, Syed jawad hussain and Ali, Paeman and Saleem, Fawad and Ali, Sajid and Akram, Sehrish (2013): Stock market efficiency: Behavioral or traditional paradigm?Evidence from Karachi Stock Exchange (KSE) and investors community of Pakistan. Published in: Interdisciplinary Journal of Contemporary Research In Business, ISSN 2073-7122 , Vol. 4, No. 10 (10 March 2013): pp. 605-619.
Shaikh, Salman (2010): A Brief Review & Introduction to Practiced Islamic Banking & Finance.
Shaikh, Salman and Saeed, Shan (2010): Sukuk Bond: The Global Islamic Financial Instrument. Published in: Business Islamica , Vol. 1, No. 11 (1 November 2010)
Shen, Ji and Wei, Bin and Yan, Hongjun (2016): Financial Intermediation Chains in an OTC Market.
Shumska, Svitlana and Stepanenko-Lypovyk, Bohdana (2012): Міжнародні злиття та поглинання у фінансовому секторі: світові тенденції та особливості прояву в Україні. Published in: Галицький економічний вісник No. №5(38) (December 2012): pp. 173-185.
Siddiqi, Hammad (2009): Ambiguity, Infra-Marginal Investors, and Market Prices.
Siddiqi, Hammad (2015): Anchoring and Adjustment Heuristic: A Unified Explanation for Equity Puzzles.
Siddiqi, Hammad (2009): Information Transmission and Micro-structure rents in Emerging Markets.
Siddiqi, Hammad (2010): Information transmission and the emergence of a peculiar trading facility in certain emerging markets.
Siddiqi, Hammad (2020): Resource allocation in the brain and the equity premium puzzle.
Silva, Pedro and Almeida, Liliana (2011): Weather and stock markets: empirical evidence from Portugal.
Silvio John, Camilleri and Nicolanne, Scicluna and Ye, Bai (2019): Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries. Published in: The North American Journal of Economics and Finance No. 48 (2019): pp. 170-186.
Simplice A, Asongu (2012): Democracy and Stock Market Performance in African Countries.
Simplice A, Asongu (2012): Government quality determinants of stock market performance in African countries. Forthcoming in:
Simplice A, Asongu (2012): African Stock Market Performance Dynamics: A Multidimensional Convergence Assessment. Forthcoming in:
Simplice A, Asongu (2011): Democracy and stock market performance in developing countries.
Simplice A, Asongu (2011): Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries.
Simplice A, Asongu (2011): Globalization, financial crisis and contagion: time-dynamic evidence from financial markets of developing countries.
Simplice A, Asongu (2011): Government quality determinants of stock market performance in developing countries.
Simplice A, Asongu (2011): Political crises and risk of financial contagion in developing countries: Evidence from Africa. Published in: Journal of Economics and International Finance , Vol. 3, No. 7 (1 July 2011): pp. 462-467.
Simplice A., Asongu (2011): The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets.
Simplice A., Asongu (2011): The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets. Forthcoming in:
Simplice A., Asongu (2011): Political Crises and Risk of Financial Contagion in Developing Countries: Evidence from Africa.
Singh, Ritvik and Gangwar, Rachna (2018): A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange.
Singh, Saurabh and Saharawat, Swati (2011): Hedging dynamics with gold futures. Published in: Pantnagar Journal of Research , Vol. 10, No. 1 (2012): pp. 71-77.
Sinha, Pankaj and Goyal, Lavleen (2012): Algorithm for construction of portfolio of stocks using Treynor’s ratio.
Sinha, Pankaj and Mathur, Kritika (2012): Evolution of security transaction tax in India.
Sirucek, Martin (2012): Effect of money supply on the Dow Jones Industrial Average stock index. Published in: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis , Vol. 2, No. 60 (2012): pp. 399-407.
Sithole, Rumbidzai Praise and Eita, Joel Hinaunye (2020): A test of integration between the South African and selected African stock markets.
Smant, David / D.J.C. (2010): Direct tests of the expectations theory of the term structure: Survey expectations, the term premium and coefficient biases.
Smith, Reginald (2008): The Spread of the Credit Crisis: View from a Stock Correlation Network. Forthcoming in: Journal of the Korean Physical Society , Vol. 54, No. 6 (15 June 2009)
Smith, Reginald (2008): The Spread of the Credit Crisis: View from a Stock Correlation Network. Published in: Journal of the Korean Physical Society , Vol. 54, No. June (No. 6) (15 June 2009): pp. 2460-2463.
Song, In Ho (2010): House Prices and Consumption.
Sonntag, Dominik (2018): Die Theorie der fairen geometrischen Rendite.
Stavarek, Daniel and Heryan, Tomas (2012): Day of the week effect in central European stock markets.
Stefanescu, Razvan and Dumitriu, Ramona (2015): Conţinutul analizei seriilor de timp financiare.
Stefanescu, Razvan and Dumitriu, Ramona (2010): Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania. Published in: Proceedings of the International Conference on Economics and Administration, Bucharest, June 3 – 4, 2011 (15 May 2010): pp. 595-607.
Stefanescu, Razvan and Dumitriu, Ramona (2013): MOY effects in returns and in volatilities of the Romanian capital market.
Stefanescu, Razvan and Dumitriu, Ramona (2013): Month-of-the-year effects on Romanian capital market before and after the adhesion to European Union. Published in: Econometric Modeling: International Financial Markets - Emerging Markets eJournal , Vol. 2, No. 21 (17 April 2013)
Stefanescu, Razvan and Dumitriu, Ramona (2016): Particularitǎţi ale evoluţiei variabilelor financiare.
Stefanescu, Razvan and Dumitriu, Ramona (2011): Turn - of - the - month effect on the Bucharest stock exchange. Published in: New challenges in economics and administration : proceedings of the 3rd international conference in economics and administration : Bucharest, 2011 / University of Bucharest (3 June 2011): pp. 199-204.
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Stefanescu, Răzvan and Dumitriu, Ramona (2020): Efectul Turn-of-the-Year pe piaţa valutară din România.
Stefanescu, Răzvan and Dumitriu, Ramona (2020): Introducere în analiza anomaliilor calendaristice, Partea a doua.
Stefanescu, Răzvan and Dumitriu, Ramona (2016): Statistica descriptivă a seriilor de timp financiare.
Su, EnDer (2014): Measuring Contagion Risk in High Volatility State between Major Banks in Taiwan by Threshold Copula GARCH Model.
Su, Yongyang (2010): The impact of the securities transaction taxes on the Chinese stock market. Forthcoming in: Emerging Market Finance and Trade No. forthcoming (January 2011)
Sulehri, Fiaz Ahmad and Audi, Marc and Ashraf, Muhammad Saleem and Azam, Habiba and Bukhari, Syeda Ambreen Fatima and Ali, Amjad (2024): Empirical Insights into Financial Integration: Fintech Credit and Regulatory Dynamics.
Sun, Lixin (2015): Quantifying the Effects of Financialisation and Leverage in China.
Sun, Zhuowei and Dunne, Peter G. and Li, Youwei (2015): Price Discovery in the Dual-Platform US Treasury Market.
Sylvain, Serginio (2014): Does Human Capital Risk Explain The Value Premium Puzzle?
Szarowska, Irena (2013): Can tax policy co-cause the crisis? Published in: DEEV, O; KAJUROVA, V; KRAJICEK, J. (eds.) 10th International Scientific Conference on European Financial Systems 2013. No. WOS:000324654400048 (June 2013): pp. 323-330.
Söylemez, Arif Orçun (2020): How Do Volatility and Return Series Interact?
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Tahiri, Noor Rahman (2018): Financial Analysis of Afghanistan International Bank.
Takaoka, Sumiko (2018): Is there a safety premium in the design of corporate bond contracts?
Tanasoiu, Georgiana Lavinia and Enea, Constanta (2008): Social Duty and Her Function in Communication Strategy of Firm.
Tang, Edward Chi Ho and Leung, Charles Ka Yui (2024): Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?
Tang, Hong Peng and Habibullah, Muzafar Shah and Puah, Chin-Hong (2007): Stock market and economic growth in selected Asian countries. Published in: Journal of Economics, Finance and Administrative Sciences No. 7 (2007): pp. 43-52.
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Thong, Lik Hong (2019): A discussion on performance risk of Dunkin's Brand. Forthcoming in: A discussion on performance risk of Dunkin's Brand , Vol. 31,
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Tumasyan, Hovik (2018): A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral.
Valls Pereira, Pedro L. and Chicaroli, Rodrigo (2009): Predictability of Equity Models.
Van Heerden, Dorathea and Rodrigues, Jose and Hockly, Dale and Lambert, Bongani and Taljard, Tjaart and Phiri, Andrew (2013): Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model.
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Vargas, Gregorio A. (2006): An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model. Published in: The Philippine Statistician , Vol. 55, No. 1-2 (2006): pp. 83-102.
Vidal-Tomás, David (2022): Blockchain, sport and fan tokens.
Vidal-Tomás, David (2022): The new crypto niche: NFTs, play-to-earn, and metaverse tokens.
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Visser, Marcel P. (2008): Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure.
Vo, Xuan Vinh (2010): Foreign ownership in Vietnam stock markets - an empirical analysis.
Vo, Xuan Vinh and Batten, Jonathan (2010): An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis.
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Waśniewski, Krzysztof (2010): Emergence of alternative capital markets in developing countries as a process of institutional change.
Wenzelburger, Jan (2008): A Note on the Two-fund Separation Theorem.
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Yamori, Nobuyoshi (2011): Commodity ETFs in the Japanese Stock Exchanges.
Yan, Isabel K. and Chong, Terence and Lam, Tau-Hing (2011): Is the Chinese Stock Market Really Efficient. Forthcoming in: China Economic Review
Yashin, Pete (2020): Закон сохранения реального богатства и рост неравенства.
Yashin, Pete (2020): Law of conservation of real wealth and rising inequality.
Yashin, Pete (2020): Virtual wealth is growing.
Yildizhan, Celim (2006): Stock Splits, A Survey.
Youssef, El-Khatib and Hatemi-J, Abdulnasser (2011): On the calculation of price sensitivities with jump-diffusion structure. Published in: Journal of Statistics Applications & Probability , Vol. 3, No. 1 (2012): pp. 171-182.
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