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2017
On the power and size properties of cointegration tests in the light of high-frequency stylized facts
Krauss, Christopher
;
Herrmann, Klaus
2011
A pseudo-Bayesian model for stock returns in financial crises
Fung, Eric S.
;
Lam, Kin
;
Siu, Tak-kuen
;
Wong, Wing-keung
2021
Maximum drawdown, recovery, and momentum
Choi, Jaehyung
2022
Assessing the risk characteristics of the cryptocurrency market: A GARCH-EVT-Copula approach
Bruhn, Pascal
;
Ernst, Dietmar
2021
Project management maturity models for construction firms
Machado, Filipe
;
Duarte, Nelson
;
Amaral, António Manuel
;
Barros, Teresa
2021
Impact factors on Portuguese hotels' liquidity
Santos, Luís Lima
;
Gomes, Conceição
;
Malheiros, Cátia
;
Lucas, Ana
2022
Fractile graphical analysis in finance: A new perspective with applications
Bera, Anil K.
;
Ghosh, Aurobindo
2020
The spillover effects of the us unconventional monetary policy: New evidence from asian developing countries
Thi Bich Ngoc Tran
;
Hoang Cam Huong Pham
2022
Asymmetric exchange rate pass-through in turkish imports of cocoa beans
Durmaz, Nazif
;
Kagochi, John
2022
Distributed ledger technology (DLT): A game changer for MNEs in emerging markets
Agmon, Tamir
;
Kallir, Ido
Author
21
McAleer, Michael
14
Rastogi, Shailesh
13
Hussainey, Khaled
12
Baker, Julien S.
11
Hamori, Shigeyuki
11
Wong, Wing Keung
11
Yue, Xiao-Guang
10
Gan, Christopher
10
Čirjevskis, Andrejs
9
Fekete-Farkas, Maria
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2020 - 2023
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Volume 1, 2008
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Volume 10, 2017
83
Volume 11, 2018
157
Volume 12, 2019
330
Volume 13, 2020
617
Volume 14, 2021
573
Volume 15, 2022
108
Volume 16, 2023
5
Volume 2, 2009
5
Volume 3, 2010
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