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Max Riedel

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Billio, Monica & Costola, Michele & Pelizzon, Loriana & Riedel, Max, 2022. "Creditworthiness and buildings' energy efficiency in the Italian mortgage market," SAFE Working Paper Series 352, Leibniz Institute for Financial Research SAFE.

    Cited by:

    1. Justin Contat & Caroline Hopkins & Luis Mejia & Matthew Suandi, 2023. "When Climate Meets Real Estate: A Survey of the Literature," FHFA Staff Working Papers 23-05, Federal Housing Finance Agency.

  2. Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2020. "Buildings' Energy Efficiency and the Probability of Mortgage Default: The Dutch Case," Working Papers 2020:06, Department of Economics, University of Venice "Ca' Foscari".

    Cited by:

    1. Justin Contat & Caroline Hopkins & Luis Mejia & Matthew Suandi, 2023. "When Climate Meets Real Estate: A Survey of the Literature," FHFA Staff Working Papers 23-05, Federal Housing Finance Agency.
    2. Gróf, Gyula & Várgedő, Bálint & Sárvári, Balázs, 2024. "Az energiahatékonyság szerepe a jelzáloghitelek csődvalószínűségében és a tőkekövetelmények meghatározásában [The role of mortgage energy efficiency in the probability of default and in determining," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 653-670.
    3. Giraudet, Louis-Gaëtan & Petronevich, Anna & Faucheux, Laurent, 2021. "Differentiated green loans," Energy Policy, Elsevier, vol. 149(C).

  3. Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2020. "Collateral eligibility of corporate debt in the Eurosystem," SAFE Working Paper Series 275, Leibniz Institute for Financial Research SAFE.

    Cited by:

    1. Geng, Guangjie & Han, Zhixuan & Wu, Hongli & Cheng, Miao & WANG, RAN & Liu, Huan, 2024. "Collateral policy of the central bank and corporate financing costs: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
    2. Abiry, Raphael & Ferdinandusse, Marien & Ludwig, Alexander & Nerlich, Carolin, 2022. "Climate change mitigation: How effective is green quantitative easing?," ZEW Discussion Papers 22-027, ZEW - Leibniz Centre for European Economic Research.
    3. Yannis Dafermos, 2021. "Climate change, central banking and financial supervision: beyond the risk exposure approach," Working Papers 243, Department of Economics, SOAS University of London, UK.
    4. Schuster, Florian, 2023. "Spreads auf Staatsanleihezinsen, der EZB-Sicherheitenrahmen und Peripherieprämien in der Eurozone," Papers 277910, Dezernat Zukunft - Institute for Macrofinance, Berlin.
    5. Kubitza, Christian, 2021. "Investor-driven corporate finance: Evidence from insurance markets," ICIR Working Paper Series 43/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).

  4. Donadelli, Michael & Jüppner, Marcus & Riedel, Max & Schlag, Christian, 2017. "Temperature shocks and welfare costs," SAFE Working Paper Series 177, Leibniz Institute for Financial Research SAFE.

    Cited by:

    1. Hu, Haiqing & Wei, Wei & Chang, Chun-Ping, 2022. "Examining the impact of extreme temperature on green innovation in China: Evidence from city-level data," Energy Economics, Elsevier, vol. 114(C).
    2. In, Soh Young & Manav, Berk & Venereau, Clothilde M.A. & Cruz R., Luis Enrique & Weyant, John P., 2022. "Climate-related financial risk assessment on energy infrastructure investments," Renewable and Sustainable Energy Reviews, Elsevier, vol. 167(C).
    3. Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2021. "What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures," Journal of Financial Stability, Elsevier, vol. 54(C).
    4. Huang, Kaixing & Zhao, Hong & Huang, Jikun & Wang, Jinxia & Findlay, Christopher, 2020. "The impact of climate change on the labor allocation: Empirical evidence from China," Journal of Environmental Economics and Management, Elsevier, vol. 104(C).
    5. Michael Donadelli & Patrick Grüning & Marcus Jüppner & Renatas Kizys, 2018. "Global temperature, R&D expenditure, and growth," Bank of Lithuania Discussion Paper Series 9, Bank of Lithuania.
    6. Luca Gerotto & Paolo Pellizzari, 2021. "A replication of Pindyck’s willingness to pay: on the efforts required to obtain results," SN Business & Economics, Springer, vol. 1(5), pages 1-25, May.
    7. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Working Papers 202436, University of Pretoria, Department of Economics.
    8. Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024. "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers 202407, University of Pretoria, Department of Economics.
    9. Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023. "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1690-1707, November.
    10. Colacito, Riccardo & Hoffmann, Bridget & Phan, Toan, 2016. "Temperature and Growth: A Panel Analysis of the United States," IDB Publications (Working Papers) 7654, Inter-American Development Bank.
    11. Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Renee van Eyden, 2021. "Climate Risks and U.S. Stock-Market Tail Risks: A Forecasting Experiment Using over a Century of Data," Working Papers 202165, University of Pretoria, Department of Economics.
    12. Rick Van der Ploeg & Christoph Hambel & Holger Kraft, 2020. "Asset Pricing and Decarbonization: Diversification versus Climate Action," Economics Series Working Papers 901, University of Oxford, Department of Economics.
    13. Donadelli, Michael & Gerotto, Luca, 2019. "Non-macro-based Google searches, uncertainty, and real economic activity," Research in International Business and Finance, Elsevier, vol. 48(C), pages 111-142.
    14. Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024. "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers 202419, University of Pretoria, Department of Economics.
    15. Pratik Thakkar & Kausik Gangopadhyay & Rupayan Pal, 2023. "Temperature shock and economic growth: Does spillover effect hurt more?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2023-014, Indira Gandhi Institute of Development Research, Mumbai, India.
    16. Arbex, Marcelo & Batu, Michael, 2020. "What if people value nature? Climate change and welfare costs," Resource and Energy Economics, Elsevier, vol. 61(C).
    17. Ciccarelli, Matteo & Marotta, Fulvia, 2021. "Demand or supply? An empirical exploration of the effects of climate change on the macroeconomy," Working Paper Series 2608, European Central Bank.
    18. Haroon Mumtaz & Fulvia Marotta, 2023. "Vulnerability to Climate Change: Evidence from a Dynamic Factor Model," Working Papers 961, Queen Mary University of London, School of Economics and Finance.
    19. Liu, Tie-Ying & Lin, Ye, 2023. "Does global warming affect unemployment? International evidence," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 991-1005.
    20. Matteo Ciccarelli & Fulvia Marotta, 2021. "Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy," Working Papers 933, Queen Mary University of London, School of Economics and Finance.
    21. Eric Kemp-Benedict & Jonathan Lamontagne & Timothy Laing & Crystal Drakes, 2019. "Climate Impacts on Capital Accumulation in the Small Island State of Barbados," Sustainability, MDPI, vol. 11(11), pages 1-23, June.
    22. Gregory, Richard P., 2024. "Risk premiums from temperature trends," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 505-525.
    23. Joseph P. Byrne & Prince Asare Vitenu-Sackey, 2024. "The Macroeconomic Impact of Global and Country-Specific Climate Risk," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 87(3), pages 655-682, March.
    24. Carolyn Chisadza & Matthew Clance & Xin Sheng & Rangan Gupta, 2023. "Climate Change and Inequality: Evidence from the United States," Sustainability, MDPI, vol. 15(6), pages 1-11, March.
    25. Michael Donadelli & Marcus Jüppner & Sergio Vergalli, 2022. "Temperature Variability and the Macroeconomy: A World Tour," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 83(1), pages 221-259, September.
    26. Cao, Yan & Cheng, Sheng & Li, Xinran, 2024. "Co-movements between heterogeneous crude oil and food markets: Does temperature change really matter?," Research in International Business and Finance, Elsevier, vol. 67(PB).
    27. Xin Sheng & Rangan Gupta & Oguzhan Cepni, 2022. "Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks," Working Papers 202208, University of Pretoria, Department of Economics.
    28. Christoph Hambel & Holger Kraft & Frederick van der Ploeg, 2024. "Asset Diversification Versus Climate Action," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 65(3), pages 1323-1355, August.
    29. Maria Teresa Punzi, 2024. "The Role of Macroprudential Policies under Carbon Pricing," Working and Discussion Papers WP 4/2024, Research Department, National Bank of Slovakia.
    30. Peter von zur Muehlen, 2022. "Prices and Taxes in a Ramsey Climate Policy Model under Heterogeneous Beliefs and Ambiguity," Economies, MDPI, vol. 10(10), pages 1-56, October.
    31. Jingdong Zhong, 2019. "Biased Technical Change, Factor Substitution, and Carbon Emissions Efficiency in China," Sustainability, MDPI, vol. 11(4), pages 1-17, February.
    32. Oguzhan Cepni & Christina Christou & Rangan Gupta, 2022. "Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models," Working Papers 202252, University of Pretoria, Department of Economics.
    33. Ewen Gallic & Gauthier Vermandel, 2020. "Weather Shocks," Post-Print hal-02498669, HAL.
    34. Makkonen, Adam & Vallström, Daniel & Uddin, Gazi Salah & Rahman, Md Lutfur & Haddad, Michel Ferreira Cardia, 2021. "The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns," Energy Economics, Elsevier, vol. 100(C).
    35. Michael Donadelli & Marcus Jüppner & Antonio Paradiso & Christian Schlag, 2019. "Temperature Volatility Risk," Working Papers 2019:05, Department of Economics, University of Venice "Ca' Foscari".
    36. Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.
    37. Carè, R. & Fatima, R. & Boitan, I.A., 2024. "Central banks and climate risks: Where we are and where we are going?," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1200-1229.
    38. Sheng, Xin & Gupta, Rangan & Çepni, Oğuzhan, 2022. "The effects of climate risks on economic activity in a panel of US states: The role of uncertainty," Economics Letters, Elsevier, vol. 213(C).
    39. Chen, Xinming & Fang, Tong, 2024. "Temperature anomalies and foreign direct investment: City-level evidence from China," International Review of Financial Analysis, Elsevier, vol. 91(C).
    40. Lucia Alessi & Elisa, Ossola & Roberto Panzica, 2019. "The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices," Working Papers 418, University of Milano-Bicocca, Department of Economics, revised Apr 2020.
    41. Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024. "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers 202424, University of Pretoria, Department of Economics.
    42. Meinerding, Christoph & Schüler, Yves S. & Zhang, Philipp, 2023. "Shocks to transition risk," Discussion Papers 04/2023, Deutsche Bundesbank.
    43. Xin Sheng & Rangan Gupta & Wenting Liao & Oguzhan Cepni, 2024. "The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks," Working Papers 202410, University of Pretoria, Department of Economics.
    44. Mr. Alessandro Cantelmo & Mr. Giovanni Melina & Mr. Chris Papageorgiou, 2019. "Macroeconomic Outcomes in Disaster-Prone Countries," IMF Working Papers 2019/217, International Monetary Fund.
    45. Natoli, Filippo, 2022. "Temperature surprise shocks," MPRA Paper 112568, University Library of Munich, Germany.
    46. Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma, 2022. "Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States," Working Papers 202251, University of Pretoria, Department of Economics.
    47. Patrick Grüning & Justina Banionienė & Lina Dagilienė & Michael Donadelli & Marcus Jüppner & Renatas Kizys & Kai Lessmann, 2021. "The Quadrilemma of a Small Open Circular Economy Through a Prism of the 9R Strategies," Bank of Lithuania Working Paper Series 96, Bank of Lithuania.
    48. Matthias Kaldorf & Michael Krause & Lucas Radke & Florian Wicknig, 2022. "Geldpolitik und Klimawandel [Monetary Policy and Climate Change]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 102(7), pages 545-551, July.
    49. Tsigaris, Panagiotis & Wood, Joel, 2019. "The potential impacts of climate change on capital in the 21st century," Ecological Economics, Elsevier, vol. 162(C), pages 74-86.
    50. Michael Donadelli & Patrick Grüning & Steffen Hitzemann, 2019. "Understanding Macro and Asset Price Dynamics During the Climate Transition," Bank of Lithuania Discussion Paper Series 18, Bank of Lithuania.
    51. Richard A. Rosen, 2021. "Can Panel Data Methodologies Determine the Impact of Climate Change on Economic Growth?," Working Papers Series inetwp171, Institute for New Economic Thinking.
    52. Kejin Wu & Sayar Karmakar & Rangan Gupta & Christian Pierdzioch, 2023. "Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa," Working Papers 202326, University of Pretoria, Department of Economics.
    53. Marcelo Arbex & Michael Batu, 2017. "Weather, Climate and the Economy: Welfare Implications of Temperature Shocks," Working Papers 1707, University of Windsor, Department of Economics.
    54. Panagiotis Tzouvanas & Renatas Kizys & Ioannis Chatziantoniou & Roza Sagitova, 2019. "Can Variations in Temperature Explain the Systemic Risk of European Firms?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 74(4), pages 1723-1759, December.
    55. Michael Donadelli & Marcus Jüppner & Antonio Paradiso & Christian Schlag, 2021. "Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 347-394, August.
    56. Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2024. "Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks," Working Papers 202415, University of Pretoria, Department of Economics.
    57. Alper Aslan & Buket Altinoz & Melike Atay Polat, 2024. "Investigation of the Sensitivity of EU Countries to Temperature Anomalies in Terms of Economic and Technological Indicators," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(1), pages 2401-2421, March.
    58. Donadelli, M. & Jüppner, M. & Paradiso, A. & Ghisletti, M., 2020. "Tornado activity, house prices, and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    59. Emmerling, Johannes & Shayegh, Soheil & Dasgupta, Shouro, 2020. "Inequality and Growth Impacts from Climate Change—Insights from South Africa," RFF Working Paper Series 20-10, Resources for the Future.
    60. Filippo Natoli, 2023. "The macroeconomic effects of temperature surprise shocks," Temi di discussione (Economic working papers) 1407, Bank of Italy, Economic Research and International Relations Area.
    61. Ciccarelli, Matteo & Marotta, Fulvia, 2024. "Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy," Energy Economics, Elsevier, vol. 129(C).

  5. Billio, Monica & Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016. "Which market integration measure?," SAFE Working Paper Series 159, Leibniz Institute for Financial Research SAFE.

    Cited by:

    1. Dai, Zhifeng & Zhu, Haoyang & Zhang, Xinhua, 2022. "Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle," Energy Economics, Elsevier, vol. 109(C).
    2. Mensah, Jones Odei & Premaratne, Gamini, 2018. "Integration of ASEAN banking sector stocks," Journal of Asian Economics, Elsevier, vol. 59(C), pages 48-60.
    3. Thomas F. P. Wiesen & Lakshya Bharadwaj, 2023. "Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?," Applied Economics Letters, Taylor & Francis Journals, vol. 30(20), pages 2873-2880, November.
    4. Fotini Economou & Ioanna Kountouri & Yannis Panagopoulos & Georgia Skintzi & Ekaterini Tsouma, 2022. "Estimating excise tax revenue elasticity and buoyancy for tobacco products and alcoholic beverages: evidence from Greece," Applied Economics, Taylor & Francis Journals, vol. 54(39), pages 4557-4576, August.
    5. Kunkler, Michael & MacDonald, Ronald, 2018. "Decomposition of the uncovered equity parity correlation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 44-58.
    6. Nardo, Michela & Ossola, Elisa & Papanagiotou, Evangalia, 2020. "Financial integration in the EU28 equity markets: measures and drivers," Working Papers 2020-09, Joint Research Centre, European Commission.
    7. Jean-François Carpantier & Christelle Sapata, 2020. "The Ups and Downs of European Real Estate Markets’ Integration," Finance, Presses universitaires de Grenoble, vol. 41(2), pages 109-139.
    8. Donadelli, M. & Gufler, I. & Paradiso, A., 2024. "Financial market integration: A complex and controversial journey," International Review of Financial Analysis, Elsevier, vol. 92(C).
    9. Wei Jiang & Yanyu Zhang, 2023. "Carbon assets and Bitcoin: Hedging roles in global stock markets during the tranquil and turbulent periods?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(9), pages 1183-1203, September.
    10. Sabilil Hakimi Amizuar & Anny Ratnawati & Trias Andati, 2017. "The Integration of International Capital Market from Indonesian Investors¡¯ Perspective: Do Integration Still Give Diversification Benefit," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(9), pages 157-165, September.
    11. Dong, Liang & Kot, Hung Wan & Lam, Keith S.K. & Liu, Ming, 2022. "Co-skewness and expected return: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    12. Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2024. "Diversification with globally integrated US stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
    13. Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2022. "Capital flows at risk: Taming the ebbs and flows," Journal of International Economics, Elsevier, vol. 134(C).
    14. Jamel Jouini, 2023. "New evidence on financial integration in Latin America," Economics Bulletin, AccessEcon, vol. 43(4), pages 1802-1815.
    15. Bhattacharya, Mita & Inekwe, John Nkwoma & Valenzuela, Maria Rebecca, 2018. "Financial integration in Africa: New evidence using network approach," Economic Modelling, Elsevier, vol. 72(C), pages 379-390.
    16. Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2023. "Time-varying bond market integration and the impact of financial crises," International Review of Financial Analysis, Elsevier, vol. 90(C).
    17. Silvers, Roger, 2021. "Does regulatory cooperation help integrate equity markets?," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1275-1300.
    18. Zhang, Xu & Naeem, Muhammad Abubakr & Du, Yuting & Rauf, Abdul, 2024. "Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
    19. He, Hongbo & Chen, Yiqing & Wan, Hong & Yao, Shujie, 2023. "Possibility versus feasibility: International portfolio diversification under financial liberalization," International Review of Financial Analysis, Elsevier, vol. 87(C).
    20. Wu, Fei, 2020. "Stock market integration in East and Southeast Asia: The role of global factors," International Review of Financial Analysis, Elsevier, vol. 67(C).
    21. Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa, 2022. "A bibliometric review of financial market integration literature," International Review of Financial Analysis, Elsevier, vol. 80(C).
    22. Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2022. "Measuring market integration during crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
    23. Jian, Zhihong & Li, Xupei, 2021. "Skewness-based market integration: A systemic risk measure across international equity markets," International Review of Financial Analysis, Elsevier, vol. 74(C).
    24. Yao, Shujie & He, Hongbo & Chen, Shou & Ou, Jinghua, 2018. "Financial liberalization and cross-border market integration: Evidence from China's stock market," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 220-245.
    25. Zhang, Yaojie & Ma, Feng & Liao, Yin, 2020. "Forecasting global equity market volatilities," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1454-1475.
    26. Michael Donadelli & Ivan Gufler, 2021. "Consumption smoothing, risk sharing and financial integration," The World Economy, Wiley Blackwell, vol. 44(1), pages 143-187, January.
    27. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters," Resources Policy, Elsevier, vol. 72(C).
    28. Jin, Daxiang & He, Mengxi & Xing, Lu & Zhang, Yaojie, 2022. "Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities?," Resources Policy, Elsevier, vol. 78(C).
    29. He, Qing & Wang, Wenqing & Yu, Jishuang, 2023. "Exchange rate co-movements and corporate foreign exchange exposures: A study on RMB," International Review of Financial Analysis, Elsevier, vol. 90(C).
    30. Starkey, Christopher Michael & Tsafack, Georges, 2023. "Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics," International Review of Financial Analysis, Elsevier, vol. 90(C).
    31. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 702-715.
    32. Younis, Ijaz & Shah, Waheed Ullah & Yousaf, Imran, 2023. "Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR," Resources Policy, Elsevier, vol. 80(C).
    33. Zaimovic Azra & Arnaut-Berilo Almira & Bešlija Rijad, 2024. "International Portfolio Diversification Benefits: An Empirical Investigation of the 28 European Stock Markets During the Period 2014–2024," South East European Journal of Economics and Business, Sciendo, vol. 19(1), pages 96-112.
    34. Mohammad Benny Alexandri & Supriyanto, 2022. "Volatility Spillover between Stock Returns and Oil Prices during the Covid-19 Pandemic in ASEAN," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 126-133.
    35. Raffaella Calabrese & Claudia Girardone & Alex Sclip, 2021. "Financial fragmentation and SMEs’ access to finance," Small Business Economics, Springer, vol. 57(4), pages 2041-2065, December.
    36. Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Patel, Ritesh, 2023. "The importance of ABS 2 journals in finance scholarship: Evidence from a bibliometric case study," Finance Research Letters, Elsevier, vol. 55(PA).
    37. David Roubaud & Bouri Elie & Qiang Ji, 2018. "Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities," Post-Print hal-02081506, HAL.
    38. Krapl, Alain A., 2020. "The time-varying diversifiability of corporate foreign exchange exposure," Journal of Corporate Finance, Elsevier, vol. 65(C).
    39. Ambrose Egwuonwu & Suman Lodh & Monomita Nandy, 2023. "Stock co‐movement and governance bundles: Does the quality of national governance moderate this relationship?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2530-2548, July.
    40. Schertler, Andrea & Moch, Nils, 2021. "Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices," Journal of Banking & Finance, Elsevier, vol. 130(C).
    41. Vo, Xuan Vinh & Tran, Thi Tuan Anh, 2020. "Modelling volatility spillovers from the US equity market to ASEAN stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
    42. Biplab Bhattacharjee & Muhammad Shafi & Animesh Acharjee, 2017. "Investigating the Evolution of Linkage Dynamics among Equity Markets Using Network Models and Measures: The Case of Asian Equity Market Integration," Data, MDPI, vol. 2(4), pages 1-28, December.

  6. Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2016. "Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?," SAFE Working Paper Series 158, Leibniz Institute for Financial Research SAFE.

    Cited by:

    1. Ichev, Riste & Marinč, Matej, 2018. "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 153-166.
    2. Ichev, Riste, 2021. "Stock price reaction to appointment of a chief health officer during COVID-19," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    3. HaiYue Liu & Aqsa Manzoor & CangYu Wang & Lei Zhang & Zaira Manzoor, 2020. "The COVID-19 Outbreak and Affected Countries Stock Markets Response," IJERPH, MDPI, vol. 17(8), pages 1-19, April.
    4. Sun, Yunpeng & Bao, Qun & Lu, Zhou, 2021. "Coronavirus (Covid-19) outbreak, investor sentiment, and medical portfolio: Evidence from China, Hong Kong, Korea, Japan, and U.S," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
    5. David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022. "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 169-192, April.
    6. Omer Ahmed Sayed & Hussein Eledum, 2023. "The short‐run response of Saudi Arabia stock market to the outbreak of COVID‐19 pandemic: An event‐study methodology," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 2367-2381, July.

  7. Donadelli, Michael & Paradiso, Antonio & Riedel, Max, 2016. "A quasi real-time leading indicator for the EU industrial production," SAFE Working Paper Series 118 [rev.], Leibniz Institute for Financial Research SAFE, revised 2016.

    Cited by:

    1. Uluceviz, Erhan & Yilmaz, Kamil, 2021. "Measuring real–financial connectedness in the U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).

  8. Monica Billio & Michael Donadelli & Antonio Paradiso & Max Riedel, 2015. "Measuring Financial Integration: Lessons from the Correlation," Working Papers 2015:23, Department of Economics, University of Venice "Ca' Foscari".

    Cited by:

    1. Edson Zambon Monte & Felipe Fantin Almeida, 2020. "Interrelationships Between The Stock Returns Of Brazilian Companies That Make Up The Sãƒo Paulo Stock Exchange Index," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 17(1), pages 115-145, January-J.
    2. Nardo, Michela & Ossola, Elisa & Papanagiotou, Evangalia, 2020. "Financial integration in the EU28 equity markets: measures and drivers," Working Papers 2020-09, Joint Research Centre, European Commission.
    3. Edson Z. Monte & Lucas B. Defanti, 2021. "Dynamic Interdependence and Volatility Transmission from the American to the Brazilian Stock Market," EERI Research Paper Series EERI RP 2021/09, Economics and Econometrics Research Institute (EERI), Brussels.
    4. Edson Zambon Monte & Renzo Caliman Souza & Ricardo Ramalhe Moreira, 2023. "Interrelationships Between the Brazilian Financial Market and Foreign Financial Markets: New Evidence During and After the Subprime Crisis," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 15(5), pages 1-37, May.

Articles

  1. Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2024. "Collateral eligibility of corporate debt in the Eurosystem," Journal of Financial Economics, Elsevier, vol. 153(C).

    Cited by:

    1. Coen, Jamie & Coen, Patrick & Hüser, Anne-Caroline, 2024. "Collateral demand in wholesale funding markets," Bank of England working papers 1082, Bank of England.

  2. Monica Billio & Michele Costola & Loriana Pelizzon & Max Riedel, 2022. "Buildings’ Energy Efficiency and the Probability of Mortgage Default: The Dutch Case," The Journal of Real Estate Finance and Economics, Springer, vol. 65(3), pages 419-450, October.
    See citations under working paper version above.
  3. Michael Donadelli & Antonio Paradiso & Max Riedel, 2019. "A Quasi Real‐Time Leading Indicator for the EU Industrial Production," Manchester School, University of Manchester, vol. 87(4), pages 510-542, July.
    See citations under working paper version above.
  4. Billio, M. & Donadelli, M. & Paradiso, A. & Riedel, M., 2017. "Which market integration measure?," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 150-174.
    See citations under working paper version above.
  5. Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2017. "Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?," Journal of Financial Markets, Elsevier, vol. 35(C), pages 84-103.

    Cited by:

    1. Zhu, Xuehong & Niu, Zibo & Zhang, Hongwei & Huang, Jiaxin & Zuo, Xuguang, 2022. "Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach," Resources Policy, Elsevier, vol. 79(C).
    2. Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022. "Contagious margin calls: How COVID-19 threatened global stock market liquidity," Journal of Financial Markets, Elsevier, vol. 59(PA).
    3. Kok Jun Tan & Mohd Edil Abd Sukor, 2023. "The Effects of Lockdown, Economic Stimulus Packages and National Recovery Plan Announcements on the Malaysian Stock Market," Capital Markets Review, Malaysian Finance Association, vol. 31(1), pages 73-84.
    4. Wagner, Alexander F. & Ramelli, Stefano, 2020. "Feverish Stock Price Reactions to COVID-19," CEPR Discussion Papers 14511, C.E.P.R. Discussion Papers.
    5. Adil Saleem & Judit Bárczi & Judit Sági, 2021. "COVID-19 and Islamic Stock Index: Evidence of Market Behavior and Volatility Persistence," JRFM, MDPI, vol. 14(8), pages 1-22, August.
    6. Gong, Di & Jiang, Tao & Lu, Liping, 2021. "Pandemic and bank lending: Evidence from the 2009 H1N1 pandemic," Finance Research Letters, Elsevier, vol. 39(C).
    7. Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2022. "The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
    8. Michele Costola & Matteo Iacopini & Carlo R. M. A. Santagiustina, 2021. "On the "mementum" of Meme Stocks," Papers 2106.03691, arXiv.org.
    9. Beniamino Callegari & Christophe Feder, 2022. "A Literature Review of Pandemics and Development: the Long-Term Perspective," Economics of Disasters and Climate Change, Springer, vol. 6(1), pages 183-212, March.
    10. Apergis, Nicholas & Lau, Chi Keung & Xu, Bing, 2023. "The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms," International Review of Financial Analysis, Elsevier, vol. 90(C).
    11. Donadelli, Michael & Gerotto, Luca, 2019. "Non-macro-based Google searches, uncertainty, and real economic activity," Research in International Business and Finance, Elsevier, vol. 48(C), pages 111-142.
    12. Cakici, Nusret & Zaremba, Adam, 2021. "Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
    13. Shaikh, Imlak, 2021. "On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets," Resources Policy, Elsevier, vol. 72(C).
    14. Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Quiñoá-Piñeiro, Lara & Pérez-Pico, Ada M., 2022. "US biopharmaceutical companies' stock market reaction to the COVID-19 pandemic. Understanding the concept of the ‘paradoxical spiral’ from a sustainability perspective," Technological Forecasting and Social Change, Elsevier, vol. 175(C).
    15. Donadelli, Michael & Lalanne, Marie, 2020. "Sex and “the City”: Financial stress and online pornography consumption," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
    16. Pandey, Dharen Kumar & Kumari, Vineeta, 2021. "Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 467-483.
    17. Al-Maadid, Alanoud & Alhazbi, Saleh & Al-Thelaya, Khaled, 2022. "Using machine learning to analyze the impact of coronavirus pandemic news on the stock markets in GCC countries," Research in International Business and Finance, Elsevier, vol. 61(C).
    18. Yang, Tianle & Zhou, Fangxing & Du, Min & Du, Qunyang & Zhou, Shirong, 2023. "Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 377-387.
    19. Liu, Qingfu & Shi, Chen & Tse, Yiuman & Zhang, Linlin, 2023. "The impact of public health emergencies on small and medium-sized enterprises: Evidence from China," Global Finance Journal, Elsevier, vol. 58(C).
    20. R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021. "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper 109549, University Library of Munich, Germany.
    21. Yang, Jianlei & Yang, Chunpeng, 2021. "Economic policy uncertainty, COVID-19 lockdown, and firm-level volatility: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    22. Fernandez-Perez, Adrian & Gilbert, Aaron & Indriawan, Ivan & Nguyen, Nhut H., 2021. "COVID-19 pandemic and stock market response: A culture effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    23. Uddin, Mohammad Riaz & Hasan, Mostafa Monzur & Abadi, Nour, 2022. "Do intangible assets provide corporate resilience? New evidence from infectious disease pandemics," Economic Modelling, Elsevier, vol. 110(C).
    24. Theodoros Daglis & Ioannis G. Melissaropoulos & Konstantinos N. Konstantakis & Panayotis G. Michaelides, 2022. "The impact of COVID-19 on global stock markets: early linear and non-linear evidence for Italy," Evolutionary and Institutional Economics Review, Springer, vol. 19(1), pages 485-495, April.
    25. Atri, Hanen & Kouki, Saoussen & Gallali, Mohamed imen, 2021. "The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach," Resources Policy, Elsevier, vol. 72(C).
    26. Tihana Škrinjarić, 2021. "Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets," Mathematics, MDPI, vol. 9(17), pages 1-20, August.
    27. Haroon, Omair & Rizvi, Syed Aun R., 2020. "COVID-19: Media coverage and financial markets behavior—A sectoral inquiry," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
    28. Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Rowland, Racquel, 2020. "Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns," MPRA Paper 107988, University Library of Munich, Germany.
    29. Yunhe Li & Xinyi Shen & Fang Zhang, 2024. "The effects of heterogeneous CSR on corporate stock performance: evidence from COVID-19 pandemic in China," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-13, December.
    30. Yuan, Hongmin & Ouyang, Yanmin & Li, Yuxiang, 2024. "Local earthquakes and households’ risk-taking: Evidence from the China Household Finance Survey," Journal of Asian Economics, Elsevier, vol. 91(C).
    31. Marwan Mohamed Abdeldayem & Saeed Hameed Al Dulaimi, 2020. "Investors’ herd behavior related to the pandemic-risk reflected on the GCC stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 38(2), pages 563-584.
    32. Jiang, Christine & Zhang, Xiaori & Hu, Bill, 2024. "Government reporting credibility as immunity: Evidence from a public health event," Journal of Multinational Financial Management, Elsevier, vol. 73(C).
    33. Bilal & Adeel Nasir & Umar Farooq & Muhammad Farhan Bashir, 2024. "Stock returns, government response strategies, and daily new case bursts during COVID‐19: A cross‐country perspective," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 465-485, January.
    34. Zaremba, Adam & Kizys, Renatas & Tzouvanas, Panagiotis & Aharon, David Y. & Demir, Ender, 2021. "The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
    35. Imlak Shaikh, 2022. "Impact of COVID-19 pandemic on the energy markets," Economic Change and Restructuring, Springer, vol. 55(1), pages 433-484, February.
    36. Nupur Moni Das & Bhabani Sankar Rout & Yashmin Khatun, 2023. "Does G7 Engross the Shock of COVID 19: An Assessment with Market Volatility?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(4), pages 795-816, December.
    37. Sun, Yunchuan & Wu, Mengyuan & Zeng, Xiaoping & Peng, Zihan, 2021. "The impact of COVID-19 on the Chinese stock market: Sentimental or substantial?," Finance Research Letters, Elsevier, vol. 38(C).
    38. Dash, Saumya Ranjan & Maitra, Debasish, 2022. "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    39. Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022. "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-34, December.
    40. Donadelli, Michael & Gufler, Ivan & Pellizzari, Paolo, 2020. "The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index," Economics Letters, Elsevier, vol. 197(C).
    41. Blajer-Gołębiewska, Anna & Honecker, Lukas & Nowak, Sabina, 2024. "Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    42. Chang, Chiu-Lan & Cai, Qingyun, 2023. "Stock return anomalies identification during the Covid-19 with the application of a grouped multiple comparison procedure," Economic Analysis and Policy, Elsevier, vol. 79(C), pages 168-183.
    43. Baig, Ahmed S. & Butt, Hassan Anjum & Haroon, Omair & Rizvi, Syed Aun R., 2021. "Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 38(C).
    44. Schell, Daniel & Wang, Mei & Huynh, Toan Luu Duc, 2020. "This time is indeed different: A study on global market reactions to public health crisis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
    45. ATM Adnan & Sameer Al Johani, 2023. "Stock Market Reaction to COVID-19: A Cross-Sectional Industry Analysis in Frontier Market," IIM Kozhikode Society & Management Review, , vol. 12(2), pages 157-181, July.
    46. Kizys, Renatas & Tzouvanas, Panagiotis & Donadelli, Michael, 2021. "From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions," International Review of Financial Analysis, Elsevier, vol. 74(C).
    47. Mensi, Walid & Al Rababa'a, Abdel Razzaq & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets," Energy Economics, Elsevier, vol. 98(C).
    48. Bhanwar Singh & Rosy Dhall & Sahil Narang & Savita Rawat, 2024. "The Outbreak of COVID-19 and Stock Market Responses: An Event Study and Panel Data Analysis for G-20 Countries," Global Business Review, International Management Institute, vol. 25(3), pages 606-631, June.
    49. Ştefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2023. "Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-58, December.
    50. Tingting Lan & Liuguo Shao & Hua Zhang & Caijun Yuan, 2023. "The impact of pandemic on dynamic volatility spillover network of international stock markets," Empirical Economics, Springer, vol. 65(5), pages 2115-2144, November.
    51. Konstantinos Gkillas & Christoforos Konstantatos & Costas Siriopoulos, 2021. "Uncertainty Due to Infectious Diseases and Stock–Bond Correlation," Econometrics, MDPI, vol. 9(2), pages 1-18, April.

  6. Donadelli, M. & Jüppner, M. & Riedel, M. & Schlag, C., 2017. "Temperature shocks and welfare costs," Journal of Economic Dynamics and Control, Elsevier, vol. 82(C), pages 331-355.
    See citations under working paper version above.
  7. CURATOLA, Giuliano & DONADELLI, Michael & KIZYS, Renatas & RIEDEL, Max, 2016. "Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games," Finance Research Letters, Elsevier, vol. 17(C), pages 267-274.

    Cited by:

    1. Salisu, Afees A. & Vo, Xuan Vinh, 2021. "Firm-specific news and the predictability of Consumer stocks in Vietnam," Finance Research Letters, Elsevier, vol. 41(C).
    2. Ichev, Riste & Marinč, Matej, 2018. "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 153-166.
    3. Zeitun, Rami & Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2023. "The impact of Twitter-based sentiment on US sectoral returns," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    4. Saggu, Aman & Ante, Lennart & Demir, Ender, 2024. "Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup," Research in International Business and Finance, Elsevier, vol. 70(PA).
    5. Dan Gabriel Anghel, 2018. "Market-Level Sports Sentiment: The case of the Romanian Frontier Stock Market," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 10(2), pages 095-0108, December.
    6. R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021. "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper 109549, University Library of Munich, Germany.
    7. Nepp, Alexander & Okhrin, Ostap & Egorova, Julia & Dzhuraeva, Zarnigor & Zykov, Alexander, 2022. "What threatens stock markets more - The coronavirus or the hype around it?," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 519-539.
    8. Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2016. "Globally dangerous diseases: Bad news for Main Street, good news for Wall Street?," SAFE Working Paper Series 158, Leibniz Institute for Financial Research SAFE.
    9. Mehwish Aziz Khan & Eatzaz Ahmad, 2018. "Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan," Sustainability, MDPI, vol. 11(1), pages 1-20, December.
    10. Konstantinos Gkillas & Rangan Gupta & Chi Keung Marco Lau & Muhammad Tahir Suleman, 2020. "Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements," Journal of Applied Statistics, Taylor & Francis Journals, vol. 47(6), pages 1109-1127, April.
    11. Afees A. Salisu & Ahamuefula E. Ogbonna & Idris Adediran, 2021. "Stock‐induced Google trends and the predictability of sectoral stock returns," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 327-345, March.
    12. Sun, Yunpeng & Bao, Qun & Lu, Zhou, 2021. "Coronavirus (Covid-19) outbreak, investor sentiment, and medical portfolio: Evidence from China, Hong Kong, Korea, Japan, and U.S," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
    13. Chen, Rongda & Xu, Guorui & Xu, Feng & Jin, Chenglu & Yu, Jingjing, 2022. "A clientele effect in online lending markets: Evidence from the comovement between investor sentiment and online lending rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
    14. Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2017. "Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?," Journal of Financial Markets, Elsevier, vol. 35(C), pages 84-103.

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