1. Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets. (2025). Li, Zeguang ; Liu, Jianmin ; Yu, Arthur ; Putnam, Bluford.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:45:y:2025:i:5:p:407-428.

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2. Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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3. Unveiling the black swan of the finance‐growth Nexus: Assumptions and preliminary evidence of virtuous and unvirtuous cycles. (2023). Lauretta, Eliana ; Chaudhry, Sajid M ; Santamaria, Daniel.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3749-3773.

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4. Identifying systemic risk of assets during international financial crises using Value at Risk elasticities. (2023). Chau, Trinh Nguyen ; Fauzi, Fitriya ; Perera, Devmali ; Borer, Daniel.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003484.

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5. Financial contagion in real economy: The key role of policy uncertainty. (2022). Umar, Zaghum ; Kampouris, Elias ; Samitas, Aristeidis.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1633-1682.

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6. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Yarovaya, Larisa ; lucey, brian ; Lau, Chi Keung ; Brzeszczynski, Janusz ; Goodell, John W ; Brzeszczyski, Janusz ; Marco, Chi Keung.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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7. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x.

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8. The contagion phenomena of the Brexit process on main stock markets. (2021). Iiguez, Cristina ; Escribano, Ana.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4462-4481.

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9. Bookrunner syndicate geography and the quality of service: The benefits of a local team. (2021). McColgan, Patrick ; Neupane, Biwesh ; Krebbers, Arthur ; Marshall, Andrew.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001510.

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10. Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. (2021). Li, Yiou ; Yuan, Ying ; Wang, Xunhong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:401-414.

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11. Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Shijin, Santhakumar ; Sruthi, Rajan.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

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12. The Impact of Financial Crises on the Asset Allocation: Classical Theory Versus Behavioral Theory. (2020). Abbes, Mouna Boujelbene ; Harzallah, Amen Aissi.
    In: Journal of Interdisciplinary Economics.
    RePEc:sae:jinter:v:32:y:2020:i:2:p:218-236.

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13. Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations. (2020). Lee, Hsiu-Chuan ; Lien, Donald ; Hsu, Chih-Hsiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:70:y:2020:i:c:p:600-621.

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14. International investors and the multifractality property: Evidence from accessible and inaccessible market. (2020). Hui, Xiaofeng ; Li, Songsong ; Xu, Nan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305367.

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15. A new macro stress testing approach for financial realignment in the Eurozone. (2019). Apergis, Emmanuel.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:52-80.

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16. Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

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17. Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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18. Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets. (2017). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro.
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:1701.

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19. Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Yarovaya, Larisa ; Lau, Chi Keung ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Marco, Chi Keung.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

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20. Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Yarovaya, Larisa ; Apergis, Nicholas ; Keung, Marco Chi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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21. Sentiment, mood and outbound tourism demand. (2016). Filis, George ; Dragouni, Mina ; Gavriilidis, Konstantinos ; Santamaria, Daniel.
    In: Annals of Tourism Research.
    RePEc:eee:anture:v:60:y:2016:i:c:p:80-96.

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22. The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis. (2015). Rao, Narendar ; Reddy, K.
    In: Eurasian Business Review.
    RePEc:spr:eurasi:v:5:y:2015:i:2:p:309-341.

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23. The impact of the global financial crisis on border-crossing mergers and acquisitions: A continental/industry analysis. (2015). Kotapati, Srinivasa Reddy ; Reddy, Kotapati Srinivasa.
    In: MPRA Paper.
    RePEc:pra:mprapa:63563.

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1. Persistence in Financial Connectedness and Systemic Risk. (2023). Baruník, Jozef ; Ellington, Michael.
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2. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Qin, LU ; Chen, Lin ; Zhu, Hongquan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:36:y:2015:i:c:p:119-127.

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3. Measuring the liquidity part of volume. (2015). darolles, serge ; Mero, Gulten ; le Fol, Gaelle.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:50:y:2015:i:c:p:92-105.

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4. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:38:y:2015:i:c:p:42-64.

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5. Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907. (2015). Gehrig, Thomas ; Fohlin, Caroline ; Haas, Marlene.
   In: CEPR Discussion Papers.
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6. Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets. (2015). Vilkov, Grigory ; Uppal, Raman ; Buss, Adrian.
   In: CEPR Discussion Papers.
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7. The General Structure of Optimal Investment and Consumption with Small Transaction Costs. (2015). Muhle-Karbe, Johannes ; Kallsen, Jan.
   In: Papers.
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8. The Impact of Hedge Funds on Asset Markets. (2014). Ramadorai, Tarun ; Patton, Andrew ; Kruttli, Mathias.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:10151.

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9. Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry. (2013). Suardi, Sandy ; Ding, Mingfa ; Nilsson, Birger.
   In: Working Papers.
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10. Finance: Function Matters, Not Size. (2013). Cochrane, John.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:27:y:2013:i:2:p:29-50.

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11. Flight to liquidity due to heterogeneity in investment horizon. (2012). Wang, Xuewu ; Lei, Qin.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:316-350.

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12. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

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13. Liquidity problems in the FX liquid market: Ask for the BIL.. (2010). Le Fol, Gaelle ; Idier, Julien ; Borgy, Vladimir.
    In: Working papers.
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14. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Predescu, Mirela ; Capponi, Agostino.
    In: Papers.
    RePEc:arx:papers:1003.0889.

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15. Illiquidity and Stock Returns. (2010). Mooradian, Robert M..
    In: Review of Applied Economics.
    RePEc:ags:reapec:143268.

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16. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). .
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    RePEc:pra:mprapa:19677.

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17. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200852.

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18. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Pieirochousa, Juan ; Melikyan, Davit N. ; Tamazian, Artur.
    In: William Davidson Institute Working Papers Series.
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19. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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20. The Risk Components of Liquidity. (2008). Skjeltorp, Johannes ; Næs, Randi ; Nas, Randi ; Chollete, Loran.
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21. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
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22. Is There Hedge Fund Contagion?. (2008). Stulz, René ; Boyson, Nicole ; Stahel, Christof.
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23. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
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24. Commodity Price Exposure and Ownerhsip Clienteles. (2008). Davies, Phil ; Schrand, Catherine ; Minton, Bernadette.
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25. Expected returns and liquidity risk: Does entrepreneurial income matter?. (2008). Saffi, Pedro.
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26. Portfolio choice and the effects of liquidity. (2007). Rubio, Gonzalo ; Gonzalez, Ana.
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27. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
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28. Three Liquidity Crises in Retrospective: Implications for Central Banking Today. (2007). Sauer, Stephan.
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29. Managing international portfolios with small capitalization stocks. (2007). Nicodano, Giovanna ; Guidolin, Massimo.
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30. Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World. (2007). van Dijk, Mathijs ; Karolyi, G. ; LEE, KUANHUI .
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31. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: CEPR Discussion Papers.
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32. Fire Sales, Foreign Entry and Bank Liquidity. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
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33. Slow Moving Capital. (2007). Pedersen, Lasse ; Mitchell, Mark ; Pulvino, Todd .
    In: CEPR Discussion Papers.
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34. Flight-to-Quality or Flight-to-Liquidity? Evidence From the Euro-Area Bond Market. (2006). Beber, Alessandro ; Brandt, Michael W. ; Kavajecz, Kenneth A..
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35. A Skeptical Appraisal of Asset-Pricing Tests. (2006). Shanken, Jay ; Nagel, Stefan ; Lewellen, Jonathan.
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36. Valuation in Over-the-Counter Markets. (2006). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae.
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37. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries. (2006). Guo, Hui ; Savickas, Robert.
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38. The Nontradable Share Reform in the Chinese Stock Market. (2006). Bortolotti, Bernardo ; Beltratti, Andrea.
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39. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
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