1. Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Pätäri, Eero ; Ahmed, Sheraz ; Luukka, Pasi ; Yeomans, Julian Scott ; Patari, Eero.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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2. Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data. (2023). Ge, Wenbo ; Lalbakhsh, Pooia ; Isai, Leigh ; Suominen, Hanna ; Lensky, Artem.
   In: Papers.
   RePEc:arx:papers:2306.12446.

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3. Pharmaceutical innovation and access to financial markets. (2022). Whitby, Ryan J ; Griffith, Todd G ; Blau, Benjamin M.
   In: PLOS ONE.
   RePEc:plo:pone00:0278875.

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4. Multiple Dimensions of Cyclicality in Investing. (2022). Palanichamy, Thillaikkoothan ; Kayal, Parthajit.
   In: Working Papers.
   RePEc:mad:wpaper:2022-216.

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5. Can the FSCORE add value to anomaly-based portfolios? A reality check in the German stock market. (2022). Pätäri, Eero ; Leivo, Timo H ; Ahmed, Sheraz ; Patari, Eero J.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:36:y:2022:i:3:d:10.1007_s11408-021-00400-9.

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6. What drives individual investors in the bear market?. (2022). Liu, Yaodong ; Xu, Rong ; Hu, Nan ; Guo, Jie.
   In: The British Accounting Review.
   RePEc:eee:bracre:v:54:y:2022:i:6:s0890838922000427.

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7. The International Spillovers of the 2010 U.S. Flash Crash. (2021). Jansen, David-Jan.
   In: Journal of Money, Credit and Banking.
   RePEc:wly:jmoncb:v:53:y:2021:i:6:p:1573-1586.

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8. Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933.

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9. The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis. (2019). Kong, Xianli ; Liu, Xi-Hua ; Si, Deng-Kui.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:83:y:2019:i:c:p:17-30.

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10. Does Intra‐regional Trade Matter in Regional Stock Markets? New Evidence from the Asia‐Pacific Region. (2019). Kim, Young Min ; Choi, Moon Jung.
    In: Asian Economic Journal.
    RePEc:bla:asiaec:v:33:y:2019:i:3:p:253-280.

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11. Transport infrastructure equities in mixed-asset portfolios: estimating risk with a Garch-Copula CVaR model. (2018). Li, Wenwei ; Hommel, Ulrich ; Chakkalakal, Louis.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:35:y:2018:i:2:p:117-138.

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12. Enhancement of value investing strategies based on financial statement variables: the German evidence. (2018). Pätäri, Eero ; Leivo, Timo H ; Samuli, J V ; Hulkkonen, Janne ; Patari, Eero J.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:51:y:2018:i:3:d:10.1007_s11156-017-0689-y.

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13. Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Pätäri, Eero ; Karell, Ville ; Luukka, Pasi ; Yeomans, Julian S ; Patari, Eero.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672.

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14. The international spillovers of the 2010 U.S. flash crash. (2018). .
    In: Working Papers.
    RePEc:dnb:dnbwpp:589.

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15. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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16. The Relation between Initial Returns and Audits by the Big Four Accounting Firms. (2017). Li, Yue ; Hu, Xin ; Lu, Qi-An ; Lee, Jen-Sin.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:4:y:2017:i:4:p:44-58.

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17. Earnings quality and the heterogeneous relation between earnings and stock returns. (2017). Dias, Jose G ; Isidro, Helena.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-017-0619-z.

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18. How do bond, equity and commodity cycles interact?. (2017). Wagner, Niklas ; Narayan, Paresh ; Thuraisamy, Kannan S.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:21:y:2017:i:c:p:151-156.

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19. Credit expansion and financial stability in Malaysia. (2017). Law, Siong Hook ; Ibrahim, Mansor ; Koong, Seow Shin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:339-350.

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20. Sentiment and stock market volatility revisited: A time–frequency domain approach. (2017). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:15:y:2017:i:c:p:74-91.

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21. Influence of market states on industry returns. (2016). Thomson, Warren.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:17:y:2016:i:2:d:10.1057_jam.2015.43.

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22. Financial Soundness Indicator, Financial Cycle, Credit Cycle and Business Cycle£­Evidence from Taiwan. (2016). Chang, Yuan.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:8:y:2016:i:4:p:166-182.

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23. Does Intra-Regional Trade Matter in Regional Stock Markets?: New Evidence from Asia-Pacific Region. (2016). Kim, Sei-Wan ; Choi, Moon Jung.
    In: Working Papers.
    RePEc:bok:wpaper:1611.

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24. Regime dependent dynamics and European stock markets: Is asset allocation really possible?. (2015). Bhanumurthy, N R ; Ahmad, Wasim ; Sehgal, Sanjay.
    In: Empirica.
    RePEc:kap:empiri:v:42:y:2015:i:1:p:77-107.

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25. Value at Risk of the main stock market indexes in the European Union (2000–2012). (2015). Iglesias, Emma.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:37:y:2015:i:1:p:1-13.

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26. Performance of European socially responsible funds during market crises: Evidence from France. (2015). Leite, Paulo ; Cortez, Maria Ceu.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:40:y:2015:i:c:p:132-141.

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27. Bull, bear or any other states in US stock market?. (2015). Jiang, YU ; Fang, Xianming.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:54-58.

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28. An Analysis of Industry Regimes Synchronization in the Eurozone. (2015). Ramos, Sofia ; Dias, Jose G..
    In: Journal of Common Market Studies.
    RePEc:bla:jcmkts:v:53:y:2015:i:2:p:255-273.

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29. Performance of moving average trading strategies over varying stock market conditions: the Finnish evidence. (2014). Pätäri, Eero ; Vilska, Mika ; Patari, Eero.
    In: Applied Economics.
    RePEc:taf:applec:v:46:y:2014:i:24:p:2851-2872.

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30. The Influence of Japan’s Unsecured Overnight Call Rate on Bull and Bear Markets and Market Turns. (2014). Shibata, Mai .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:21:y:2014:i:4:p:331-349.

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31. Predicting and Capitalizing on Stock Market Bears in the U.S.. (2014). Candelon, Bertrand ; Ahmed, Jameel ; Straetmans, Stefan.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-409.

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32. On the persistence and volatility in European, American and Asian stocks bull and bear markets. (2014). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Shittu, Olanrewaju I..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:40:y:2014:i:c:p:149-162.

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33. Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework. (2014). Ramos, Sofia ; Dias, Jose G..
    In: Energy.
    RePEc:eee:energy:v:68:y:2014:i:c:p:327-336.

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34. Heterogeneous price dynamics in U.S. regional electricity markets. (2014). Ramos, Sofia ; Dias, Jose G..
    In: Energy Economics.
    RePEc:eee:eneeco:v:46:y:2014:i:c:p:453-463.

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35. The Fed’s TRAP. (2013). Krizanac, Damir ; Erler, Alexander ; Krianac, Damir ; Drescher, Christian .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:37:y:2013:i:1:p:136-149.

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36. Synchronisation of Stock Market Cycles: The Importance of Emerging and Developed Markets to ASEAN-5. (2013). Hwa, Yen Siew ; Tuan, Teng Kee ; Yean, Chua Soo .
    In: Prague Economic Papers.
    RePEc:prg:jnlpep:v:2013:y:2013:i:4:id:461:p:435-458.

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37. What Drives the Shanghai Stock Market? An Examination of its Linkage to Macroeconomic Fundamentals. (2013). Inchauspe, Julian ; Julian, Inchauspe ; Helen, Cabalu.
    In: MPRA Paper.
    RePEc:pra:mprapa:93049.

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38. A core–periphery framework in stock markets of the euro zone. (2013). Ramos, Sofia ; Dias, Jose G..
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:320-329.

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39. Predicting and capitalizing on stock market bears in the U.S.. (2012). Straetmans, Stefan ; Candelon, Bertrand ; Ahmed, Jameel ; Stefan, Straetmans .
    In: Research Memorandum.
    RePEc:unm:umamet:2012019.

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40. Consumer confidence and stock returns over market fluctuations. (2012). Chen, Shiu-Sheng.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:12:y:2012:i:10:p:1585-1597.

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41. Stock Market Cycles and Future Trend Estimation. (2012). Ani, CeciliaNicoleta ; Angyal, Carmen-Maria .
    In: MPRA Paper.
    RePEc:pra:mprapa:40332.

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42. CYCLE DU CREDIT ET CYCLE DES AFFAIRES DANS LES PAYS DE LA CEMAC. (2012). MEZUI-MBENG, Pamphile .
    In: Cahiers du CEREFIGE.
    RePEc:fie:wpaper:1202.

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43. The Study of Correlation between Stock Market Dynamics and Real Economy. (2012). Angyal, Carmen Maria .
    In: EuroEconomica.
    RePEc:dug:journl:y:2012:i:2:p:14-22.

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44. Modeling and Estimation of Synchronization in Multistate Markov-Switching Models. (2011). van Dijk, Dick ; Paap, Richard ; Çakmaklı, Cem ; Dick J. C. van Dijk, ; Cakmakli, Cem.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20110002.

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45. Financial Integration and Rebalancing in Asia. (2011). Pongsaparn, Runchana ; Unteroberdoerster, Olaf.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/243.

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46. How Do Business and Financial Cycles Interact?. (2011). Terrones, Marco ; Kose, Ayhan ; Claessens, Stijn.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/088.

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47. Financial Cycles: What? How? When?. (2011). Terrones, Marco ; Kose, Ayhan ; Claessens, Stijn.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/076.

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48. Lack of consumer confidence and stock returns. (2011). Chen, Shiu-Sheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:225-236.

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49. How Do Business and Financial Cycles Interact?. (2011). Terrones, Marco ; Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8396.

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50. Financial Cycles: What? How? When?. (2011). Terrones, Marco ; Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8379.

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51. Nonlinear effects of oil shocks on stock returns: a Markov-switching approach. (2010). Reboredo, Juan.
    In: Applied Economics.
    RePEc:taf:applec:v:42:y:2010:i:29:p:3735-3744.

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52. La dynamique de la volatilité boursière autour de l’ouverture des marchés de capitaux. (2010). Nguyen, Duc Khuong.
    In: Économie et Prévision.
    RePEc:prs:ecoprv:ecop_0249-4744_2010_num_192_1_8022.

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53. Financial Cycles: What? How? When?. (2010). Claessens, Stijn ; Terrones, Marco E. ; Kose, Ayhan M..
    In: NBER Chapters.
    RePEc:nbr:nberch:12210.

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54. Mean reversion in stock market prices: New evidence based on bull and bear markets. (2010). Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, J. ; de Gracia, Fernando Perez.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:24:y:2010:i:2:p:113-122.

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55. Monetary Policy in Emerging Markets. (2010). Frankel, Jeffrey.
    In: Handbook of Monetary Economics.
    RePEc:eee:monchp:3-25.

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56. Assessing financial market integration in Asia - Equity markets. (2010). Fung, Kang-Por ; Yu, Ip-Wing ; Tam, Chi-Sang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:12:p:2874-2885.

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57. Do higher oil prices push the stock market into bear territory?. (2010). Chen, Shiu-Sheng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:32:y:2010:i:2:p:490-495.

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58. Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets. (2010). Jansen, Dennis ; Tsai, Chun-Li.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:5:p:981-990.

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59. Testing for exceptional bulls and bears: a non-parametric perspective. (2009). Metiu, Norbert ; Candelon, Bertrand.
    In: Research Memorandum.
    RePEc:unm:umamet:2009017.

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60. Financial liberalization, stock market volatility and outliers in emerging economies. (2009). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Eizaguirre, Juncal Cunado ; Gomezbiscarri, Javier ; Fernando Perez de Gracia Hidalgo, .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:19:y:2009:i:10:p:809-823.

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61. US stock market volatility persistence: evidence before and after the burst of the IT bubble. (2009). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuado, J..
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:33:y:2009:i:3:p:233-252.

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62. Financial liberalization and changes in the dynamic behaviour of emerging market volatility: Evidence from four Latin American equity markets. (2008). Diamandis, Panayiotis F..
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:3:p:362-377.

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63. Regime-switching volatility of six East Asian emerging markets. (2008). Wang, Ping ; Theobald, Mike.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:22:y:2008:i:3:p:267-283.

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64. Credit, cronyism, and control: Evidence from the Americas. (2008). Pagano, Michael S..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:3:p:387-410.

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65. On measuring synchronization of bulls and bears: The case of East Asia. (2008). Straetmans, Stefan ; Candelon, Bertrand ; Piplack, Jan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:6:p:1022-1035.

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66. Does Monetary Policy Have Asymmetric Effects on Stock Returns?. (2007). Chen, Shiu-Sheng.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:39:y:2007:i:2-3:p:667-688.

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67. Financial Linkages Between the U.S. and Latin America: Evidence from Daily Data. (2007). Ganguly, Srideep D ; Benelli, Roberto.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2007/262.

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68. Assessing Financial Market Integration In Asia - Equity Markets. (2007). Fung, Laurence ; Yu, Ip-Wing ; Tam, Chi-Sang.
    In: Working Papers.
    RePEc:hkg:wpaper:0704.

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69. On the returns generating process and the profitability of trading rules in emerging capital markets. (2007). Mesomeris, Spyros ; Hatgioannides, John.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:26:y:2007:i:6:p:948-973.

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70. Portfolio selection with skewness in emerging market industries. (2007). Canela, Miguel Angel ; Collazo, Eduardo Pedreira.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:8:y:2007:i:3:p:230-250.

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71. Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cuado, Juncal.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0106.

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72. Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization. (2006). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Cuñado, Juncal ; Cunado, Juncal ; Gomezbiscarri, Javier.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:7:y:2006:i:3:p:261-278.

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73. Trading Business-Cycle Depth for Duration using an economy-specific characteristic. (2006). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:5:y:2006:i:7:p:1-12.

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74. DOES STOCK MARKET LIBERALISATION BENEFIT THE ECONOMY? EVIDENCE FROM INDUSTRY-LEVEL DATA. (2005). Tong, Lee Chee .
    In: Finance Working Papers.
    RePEc:eab:financ:22580.

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75. Economic Freedom and the Business Cycle: The Egyptian Experience. (2005). Mikhail, Ossama.
    In: Review of Middle East Economics and Finance.
    RePEc:bpj:rmeecf:v:3:y:2005:i:1:n:1.

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76. No More Rocking Horses: Trading Business-Cycle Depth for Duration Using an Economy-Specific Characteristic.. (2004). Mikhail, O..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402026.

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77. Economic Freedom and The Business Cycle: The Egyptian Experience.. (2004). Mikhail, O..
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0402002.

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78. Exchange Rate and Inflation Dynamics in Dollarized Economies. (2004). Gómez Biscarri, Javier ; Galdon-Sanchez, Jose ; Carranza, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp1004.

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79. Financial Liberalization and Emerging Stock Market Volatility. (2004). Gómez Biscarri, Javier ; de Gracia, Prez F. ; J. Cuñado; J. Gómez, .
    In: Computing in Economics and Finance 2004.
    RePEc:sce:scecf4:124.

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80. Do Spanish Stock Market Prices Follow a Random Walk?. (2002). Pérez de Gracia, Fernando ; Gómez Biscarri, Javier ; Gil-Alana, Luis.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0102.

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37. A contemporary analysis of Mexican stock market volatility. (2003). Spencer, Roger W. ; Gonzalez, Jorge G. ; Walz, Daniel T..
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47. Investor Panic, IMF Actions, and Emerging Stock Market Returns and Volatility. (2001). Kutan, Ali ; Hayo, Bernd.
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48. Detecting Multiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
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49. Detecting Mutiple Breaks in Financial Market Volatility Dynamics. (2001). Ghysels, Eric ; Andreou, Elena.
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