Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States
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Market liquidity and stock returns in the Norwegian stock market
Comparison between global financial crisis and local stock disaster on top of Chinese stock network
A global network topology of stock markets: Transmitters and receivers of spillover effects
Is equity market volatility driven by migration fear?
Size, value, profitability, and investment: Evidence from emerging markets
Market integration and financial linkages among stock markets in Pacific Basin countries
Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
Volatility of stock market returns and the naira exchange rate
London calling: Nonlinear mean reversion across national stock markets
Correlation analysis of the Korean stock market: Revisited to consider the influence of foreign exchange rate
Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy
Does OPEC news sentiment influence stock returns of energy firms in the United States?
Detrended fluctuation analysis based on higher-order moments of financial time series
Directional predictability and time-varying spillovers between stock markets and economic cycles
Oil prices, exchange rates and stock markets under uncertainty and regime-switching
Research on energy stock market associated network structure based on financial indicators
Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?
Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach
Connectedness network and dependence structure mechanism in green investments
New Insights into the US Stock Market Reactions to Energy Price Shocks
Complexity analysis based on generalized deviation for financial markets
Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach
Which is the safe haven for emerging stock markets, gold or the US dollar?
Hedge fund performance attribution under various market conditions
Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy
Temporary price trends in the stock market with rational agents
Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold
Linkages between oil price shocks and stock returns revisited
Intraday industry-specific spillover effect in European equity markets
Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
Detrended fluctuation analysis of multivariate time series
Does bonding really bond? Liability of foreignness and cross-listing of Chinese firms on international stock exchanges
Stock market listing and corporate policy: Evidence from reforms to Japanese corporate law
Co-movement measure of information transmission on international equity markets
An empirical investigation of herding in the U.S. stock market
Market reaction to grouping equities in stock markets: An empirical analysis on Borsa Istanbul
Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach
Further evidence on bear market predictability: The role of the external finance premium
Are investors really home-biased when investing at home?
New evidence on economic policy uncertainty and equity premium
The day-of-the-Week effects of stock markets in different countries
Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices
Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?
US economic policy uncertainty and co-movements between Chinese and US stock markets
Volatility transmission between US and Latin American stock markets: Testing the decoupling hypothesis
The dynamic and asymmetric herding behavior of US equity fund managers in the stock market
Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses
Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets
Dynamic asset trees in the US stock market: Structure variation and market phenomena
Real and complex wavelets in asset classification: An application to the US stock market
A note on modeling world equity markets with nonsynchronous data
International stock market leadership and its determinants
Does US news impact Asian emerging markets? Evidence from nonparametric causality-in-quantiles test
Permutation entropy analysis based on GiniSimpson index for financial time series
How vulnerable are international financial markets to terrorism? An empirical study based on terrorist incidents worldwide
Frequency aspects of information transmission in a network of three western equity markets
Stock market contagion during the global financial crisis: A multiscale approach
Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis
International volatility risk and Chinese stock return predictability
Policy risks, technological risks and stock returns: New evidence from the US stock market ☆
Bull, bear or any other states in US stock market?
Rational speculative bubbles in the US stock market and political cycles ☆
Corporate philanthropy in the US stock market: Evidence on corporate governance, value relevance and earnings manipulation
US stock market efficiency over weekly, monthly, quarterly and yearly time scales