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Quantitative Modeling of Financial Contagion: Unraveling Market Dynamics and Bubble Detection Mechanisms. (2024). Ionescu, Tefan ; Chiri, Nora ; Nica, Ionu ; Delcea, Camelia.
In: Risks.
RePEc:gam:jrisks:v:12:y:2024:i:2:p:36-:d:1336227.

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  1. Triple Bottom Line in Sustainable Development: A Comprehensive Bibliometric Analysis. (2025). Georgescu, Irina ; Chiri, Nora ; Nica, Ionu.
    In: Sustainability.
    RePEc:gam:jsusta:v:17:y:2025:i:5:p:1932-:d:1598715.

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  2. Exploring the relationship between the Put Call Ratio and Market Indices: a comparative analysis of S&P 500 and BET. (2025). Abr, Genia-Iulia.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:xxxii:y:2025:i:1(642):p:187-210.

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    RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:432-:d:631815.

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  33. Margin trading and stock idiosyncratic volatility: Evidence from the Chinese stock market. (2021). Zhu, Yifeng ; Gui, Pingshu.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:484-496.

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  34. Private information in trades, R2, and large stock price movements. (2021). Yildiz, Serhat ; van Ness, Robert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001539.

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  35. Information transmission between large shareholders and stock volatility. (2021). Zhang, Yongjie ; Wang, Lidan ; Li, Jie.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001613.

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  36. Idiosyncratic risk and the cross-section of stock returns: the role of mean-reverting idiosyncratic volatility. (2020). Sivarajah, Uthayasankar ; Despoudi, Stella ; Bozhkov, Stanislav ; Nandy, Monomita ; Lee, Habin.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-018-2846-7.

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  37. Internet search intensity, liquidity and returns in emerging markets. (2020). Truong, Phuong ; Hoang, Lai ; Shim, Jungwook ; Nguyen, Cuong.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306130.

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  38. WHATS IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE. (2020). Zaynutdinova, Gulnara ; DeLisle, Jared ; Yuksel, Zafer H.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:43:y:2020:i:2:p:305-344.

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  39. Is Low-Volatility Investing Sustainable in the SME Stock Market of Korea? A Risk and Return Analysis. (2019). Park, Yuen Jung ; Kim, Jungmu.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:13:p:3654-:d:245226.

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  40. Margin-trading volatility and stock price crash risk. (2019). Wu, Wenfeng ; Lv, Dayong.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:56:y:2019:i:c:p:179-196.

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  41. Herd behavior and idiosyncratic volatility in a frontier market. (2019). Vo, Xuan Vinh ; Phan, Dang Bao Anh ; Anh, Dang Bao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:321-330.

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  42. Stock pricing in Latin America: The synchronicity effect. (2019). Lima, Fabiano Guasti ; Figlioli, Bruno.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:39:y:2019:i:c:p:1-17.

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  43. Cross-shareholding networks and stock price synchronicity: Evidence from China. (2019). Zhou, Wei-Xing ; Yuan, Yujie ; Wen, Fenghua.
    In: Papers.
    RePEc:arx:papers:1903.01655.

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  44. MISPRICING AND RISK TAKING IN THE INDONESIAN STOCK MARKET. (2018). Husodo, Zaafri A ; Silitonga, Theresia ; Luxianto, Rizky ; Hafidz, Januar ; Firindra, Inna ; Muhajir, Harris M ; Prasetyo, Budi M.
    In: Working Papers.
    RePEc:idn:wpaper:wp282018.

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