Risk contagion in the north-western and southern European stock markets
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Investor sentiment effect in stock markets: Stock characteristics or country-specific factors?
The cross section of conditional mutual fund performance in European stock markets
Characterizing emerging European stock markets through complex networks: From local properties to self-similar characteristics
Price jumps in Visegrad-country stock markets: An empirical analysis
Size, value and liquidity. Do They Really Matter on an Emerging Stock Market?
Interest rate sensitivity of the European stock markets before and after the euro introduction
Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets
Transition to the Euro and its impact on country portfolio diversification
Cashflow news, the value premium and an asset pricing view on European stock market integration
Dynamic European stock market convergence: Evidence from rolling cointegration analysis in the first euro-decade
The euro area stock market channel: Does one size fit all?
Sudden changes in volatility: The case of five central European stock markets
Psychological barriers in European stock markets: Where are they?
Investing in European stock markets for high-technology firms
An investigation of the benefits of portfolio investment in Central and Eastern European stock markets
Interdependence between Eastern and Western European stock markets: Evidence from intraday data
Dynamic linkages between emerging European and developed stock markets: Has the EMU any impact?
Risk and return implications from investing in emerging European stock markets
Market reaction to “unsweetened” and “sweetened” rights offerings in an emerging European stock market
Financial contagion vulnerability and resistance: A comparison of European stock markets
Volatility and shocks spillover before and after EMU in European stock markets
The effects of the introduction of the euro on the volatility of European stock markets
An analysis of dependence between Central and Eastern European stock markets
Liquidity of the European Stock Markets Under the Influence of HFT ☆
Dilemma: Regional or International Interdependencies in Central and Eastern European Stock Markets ☆
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Open Access for Rail Passenger Services in Europe: Lesson Learnt from Forerunner Countries
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Interest rate risk management with debt issues: Evidence from Europe
Multiple days ahead realized volatility forecasting: Single, combined and average forecasts
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Refined composite multiscale weighted-permutation entropy of financial time series
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Nonlinear capital market payoffs to science-led innovation
The determinants of co-movement dynamics between sukuk and conventional bonds
Financial tail risks in conventional and Islamic stock markets: A comparative analysis
A fresh look at integration of risks in the international stock markets: A wavelet approach
International stock return predictability: Evidence from new statistical tests
Long-term stock market volatility and the influence of terrorist attacks in Europe
State network approach to characteristics of financial crises
Time-varying causality between stock and housing markets in China
Do extreme returns matter in emerging markets? Evidence from the Chinese stock market
Market impact and structure dynamics of the Chinese stock market based on partial correlation analysis
Permutation entropy analysis based on GiniSimpson index for financial time series
Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach
Connectedness network and dependence structure mechanism in green investments
Is equity market volatility driven by migration fear?
London calling: Nonlinear mean reversion across national stock markets
Frequency aspects of information transmission in a network of three western equity markets
An empirical investigation of herding in the U.S. stock market
Detrended fluctuation analysis based on higher-order moments of financial time series
International tests of a five-factor asset pricing model
Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods
Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity: New international evidence
International stock market comovement in time and scale outlined with a thick pen
International stock return co-movements and trading activity
The source of global stock market risk: A viewpoint of economic policy uncertainty
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Determinants of risk in the banking sector during the European Financial Crisis
Analysis of the global financial crisis using statistical moments
European equity market integration and joint relationship of conditional volatility and correlations
Long-range dependencies of Eastern European stock markets: A dynamic detrended analysis
The relationship between pension funds and the stock market: Does the aging population of Europe affect it?
Psychological barriers in stock market indices: Evidence from four southern European countries