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Does Tax‐Aggressive Behavior Motivate More CSR Engagement?
|
Economics & Politics |
2025 |
A |
|
US Presidential news coverage: Risk, uncertainty and stocks
|
International Review of Economics |
2025 |
C |
|
Corporate innovation culture and ESG: Evidence from textual analysis in emerging market
|
Economics Letters |
2024 |
A |
|
Climate policy uncertainty and the cross-section of stock returns
|
Finance Research Letters |
2023 |
A |
|
The effectiveness of crude oil futureshedging during infectious disease outbreaks in the 21st century
|
The Journal of Futures Markets |
2023 |
A |
|
Asset pricing on earnings announcement days
|
Journal of Financial Economics |
2022 |
A* |
|
COVID-19 Vaccines and Global Stock Markets
|
Finance Research Letters |
2022 |
A |
|
What can we learn from firm-level jump-induced tail risk around earnings announcements?
|
Journal of Banking & Finance |
2022 |
A* |
|
Asset prices, midterm elections, and political uncertainty
|
Journal of Financial Economics |
2021 |
A* |
|
The profitability of trading on large Lévy jumps
|
International Review of Finance |
2021 |
A |
|
Market response of US equities to domestic natural disasters: industry-based evidence
|
Accounting and Finance |
2020 |
A |
|
Political uncertainty, market anomalies and Presidential honeymoons
|
Journal of Banking & Finance |
2020 |
A* |
|
A new government bond volatility index predictor for the U.S. equity premium
|
Pacific-Basin Finance Journal |
2018 |
A |
|
Dividend persistence and dividend behaviour
|
Accounting and Finance |
2018 |
A |
|
Volatility jumps and macroeconomic news announcements
|
The Journal of Futures Markets |
2018 |
A |
|
Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies
|
Pacific-Basin Finance Journal |
2017 |
A |
|
Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?
|
The Journal of Futures Markets |
2017 |
A |
|
Currency jumps and crises: Do developed and emerging market currencies jump together?
|
Pacific-Basin Finance Journal |
2014 |
A |
|
Macro risk factors of credit default swap indices in a regime-switching framework
|
Journal of International Financial Markets, Institutions and Money |
2014 |
A |
|
Asset market linkages: evidence from financial, commodity and real estate assets
|
Journal of Banking & Finance |
2011 |
A* |
|
Diversification, rationality and the Asian economic crisis
|
Pacific-Basin Finance Journal |
2010 |
A |
|
The Mathematics of Finance: Modeling and Hedging
|
Pacific Accounting Review |
2010 |
B |
|
A new approach to characterizing and forecasting electricity price volatility
|
International Journal of Forecasting |
2008 |
A |
|
Using extreme value theory to measure value-at-risk for daily electricity spot prices
|
International Journal of Forecasting |
2006 |
A |
|
A Hedging Strategy for New Zealand’s Exporters in Transaction Exposure to Currency Risk
|
Multinational Finance Journal |
2005 |
B |
|
Modelling conditional heteroscedasticity and jumps in Australian short-term interest rates
|
Accounting and Finance |
2005 |
A |