|
The price impact of tweets: A high‐frequency study
|
Financial Review (US) |
2025 |
A |
|
Emotions and stock returns during the GameStop bubble
|
Financial Review (US) |
2025 |
A |
|
When Chinese Mania Meets Global Frenzy: Commodity Price Bubbles
|
Journal of Commodity Markets |
2024 |
A |
|
Spillover between investor sentiment and volatility: The role of social media
|
International Review of Financial Analysis |
2024 |
A |
|
Intraday Return Predictability in the Crude Oil Market: The Role of EIA Inventory Announcements
|
Energy Journal |
2023 |
A |
|
Cross-Asset Time-Series Momentum: Crude Oil Volatility and Global Stock Markets
|
Journal of Banking & Finance |
2023 |
A* |
|
US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks
|
Journal of Empirical Finance |
2023 |
A |
|
The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence
|
Global Finance Journal |
2023 |
A |
|
Music sentiment and stock returns around the world
|
Journal of Financial Economics |
2022 |
A* |
|
Price discovery between forward-looking SOFR and LIBOR
|
Finance Research Letters |
2022 |
A |
|
In the mood for sustainable funds?
|
Economics Letters |
2022 |
A |
|
Quote dynamics of cross‐listed stocks
|
International Review of Finance |
2021 |
A |
|
The SOFR and the Fed’s influence over market interest rates
|
Economics Letters |
2021 |
A |
|
The impact of the change in USDA announcement release procedures on agricultural commodity futures
|
Journal of Commodity Markets |
2021 |
A |
|
The FOMC announcement returns on long-term US and German bond futures
|
Journal of Banking & Finance |
2021 |
A* |
|
COVID-19 pandemic and stock market response: A culture effect
|
Journal of Behavioral and Experimental Finance |
2021 |
A |
|
Internationalization of futures markets: Lessons from China
|
Pacific-Basin Finance Journal |
2020 |
A |
|
Natural Gas Storage Forecasts: Is the Crowd Wiser?
|
Energy Journal |
2020 |
A |
|
Bad volatility is not always bad: evidence from the commodity markets
|
Applied Economics |
2020 |
A |
|
Pairs trading of Chinese and international commodities
|
Applied Economics |
2020 |
A |
|
Music sentiment and stock returns
|
Economics Letters |
2020 |
A |
|
Market quality around macroeconomic news announcements: Evidence from the Australian stock market
|
Pacific-Basin Finance Journal |
2020 |
A |
|
Surprise and dispersion: informational impact of USDA announcements
|
Agricultural Economics |
2019 |
A |
|
The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks
|
International Review of Economics & Finance |
2019 |
A |
|
Market quality and the connectedness of steel rebar and other industrial metal futures in China
|
The Journal of Futures Markets |
2019 |
A |
|
The impact of the US stock market opening on price discovery of government bond futures
|
The Journal of Futures Markets |
2019 |
A |
|
Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets
|
International Review of Finance |
2019 |
A |
|
Turn of the Month effect in the New Zealand stock market
|
New Zealand Economic Papers |
2019 |
B |
|
On the ability of New Zealand actively managed funds to generate outperformance in their domestic equity allocations
|
Pacific Accounting Review |
2018 |
B |
|
Behavioural heterogeneity in the New Zealand stock market
|
New Zealand Economic Papers |
2018 |
B |
|
The interactions between price discovery, liquidity and algorithmic trading for U
|
International Review of Financial Analysis |
2018 |
A |
|
Macroeconomic news announcements and price discovery: Evidence from Canadian-U
|
Journal of Empirical Finance |
2015 |
A |
|
Political crises and the stock market integration of emerging markets
|
Journal of Banking & Finance |
2012 |
A* |