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1	Material Type: Book	The first Wall Street: Chestnut Street, Philadelphia, and the birth of American finance. ISBN: 0226910261 ;ISBN: 9780226910291 ;ISBN: 9780226910260 ;ISBN: 0226910296 ;EISBN: 0226910296 ;EISBN: 9780226910291 ;OCLC: 646066567 ;LCCallNum: HG5131.P5 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
2	Material Type: Article	A novel two-phase robust portfolio selection and optimization approach under uncertainty: A case study of Tehran stock exchange PloS one, 2020-10, Vol.15 (10), p.e0239810-e0239810 [Peer Reviewed Journal] COPYRIGHT 2020 Public Library of Science ;COPYRIGHT 2020 Public Library of Science ;2020 Peykani et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2020 Peykani et al 2020 Peykani et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0239810 ;PMID: 33045010 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
3	Material Type: Article	Can portfolio returns exceed market return? An examination of the efficient market hypothesis for the Indian stock market Journal of Economics Library, 2019-09, Vol.6 (3), p.159 2019. This work is licensed under http://creativecommons.org/licenses/by-nc/4.0 (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;EISSN: 2149-2379 ;DOI: 10.1453/jel.v6i3.1909 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
4	Material Type: Article	Situated Information Flow between Food Commodity and Regional Equity Markets: An EEMD-Based Transfer Entropy Analysis Discrete dynamics in nature and society, 2022-04, Vol.2022, p.1-28 [Peer Reviewed Journal] Copyright © 2022 Samuel Kwaku Agyei et al. ;COPYRIGHT 2022 Hindawi Limited ;Copyright © 2022 Samuel Kwaku Agyei et al. This is an open access article distributed under the Creative Commons Attribution License (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. https://creativecommons.org/licenses/by/4.0 ;ISSN: 1026-0226 ;EISSN: 1607-887X ;DOI: 10.1155/2022/3938331 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
5	Material Type: Article	Leverage Aversion and Risk Parity Financial analysts journal, 2012-01, Vol.68 (1), p.47-59 [Peer Reviewed Journal] 2012 CFA Institute ;Copyright CFA Institute Jan/Feb 2012 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v68.n1.1 ;CODEN: FIAJA4 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
6	Material Type: Article	Quantifying Information Flows among Developed and Emerging Equity Markets Mathematical problems in engineering, 2022-08, Vol.2022, p.1-19 [Peer Reviewed Journal] Copyright © 2022 Ebenezer Boateng et al. ;COPYRIGHT 2022 Hindawi Limited ;Copyright © 2022 Ebenezer Boateng et al. This is an open access article distributed under the Creative Commons Attribution License (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. https://creativecommons.org/licenses/by/4.0 ;ISSN: 1024-123X ;EISSN: 1563-5147 ;DOI: 10.1155/2022/2462077 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
7	Material Type: Article	Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy Complexity (New York, N.Y.), 2022, Vol.2022, p.1-25 [Peer Reviewed Journal] Copyright © 2022 Ahmed Bossman et al. ;Copyright © 2022 Ahmed Bossman et al. This is an open access article distributed under the Creative Commons Attribution License (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. https://creativecommons.org/licenses/by/4.0 ;ISSN: 1076-2787 ;EISSN: 1099-0526 ;DOI: 10.1155/2022/1027495 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
8	Material Type: Article	Editor’s Letter The journal of wealth management, 2020-10, Vol.23 (2), p.1-3 [Peer Reviewed Journal] 2020 Pageant Media Ltd ;ISSN: 1534-7524 ;EISSN: 2374-1368 ;DOI: 10.3905/jwm.2020.23.2.001 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
9	Material Type: Article	Do global factors drive the interconnectedness among green, Islamic and conventional financial markets? International journal of managerial finance, 2022-07, Vol.18 (4), p.639-660 [Peer Reviewed Journal] Emerald Publishing Limited. ;ISSN: 1743-9132 ;EISSN: 1758-6569 ;DOI: 10.1108/IJMF-09-2021-0407 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
10	Material Type: Article	Emerging Markets: Evaluating Graham’s Stock Selection Criteria on Portfolio Return in Saudi Arabia Stock Market International journal of economics and financial issues, 2017-01, Vol.7 (2), p.453 [Peer Reviewed Journal] 2017. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and conditions, you may use this content in accordance with the terms of the License. ;EISSN: 2146-4138 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
11	Material Type: Article	Oil price risk exposure of BRIC stock markets and hedging effectiveness Annals of operations research, 2022-06, Vol.313 (1), p.145-170 [Peer Reviewed Journal] The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021 ;COPYRIGHT 2022 Springer ;The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-021-04078-0 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
12	Material Type: Article	Does the ESG Index Affect Stock Return? Evidence from the Eurostoxx50 Sustainability (Basel, Switzerland), 2020-08, Vol.12 (16), p.6387 [Peer Reviewed Journal] 2020. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2071-1050 ;EISSN: 2071-1050 ;DOI: 10.3390/su12166387 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
13	Material Type: Article	Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis PloS one, 2022-07, Vol.17 (7), p.e0271088-e0271088 [Peer Reviewed Journal] COPYRIGHT 2022 Public Library of Science ;2022 Agyei et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Agyei et al 2022 Agyei et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0271088 ;PMID: 35895731 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
14	Material Type: Article	Performance Analysis of Sustainable Investments in the Brazilian Stock Market: A Study About the Corporate Sustainability Index (ISE) Journal of business ethics, 2013-09, Vol.117 (1), p.19-36 [Peer Reviewed Journal] 2013 Springer Science+Business Media ;Springer Science+Business Media B.V. 2012 ;Springer Science+Business Media Dordrecht 2013 ;ISSN: 0167-4544 ;EISSN: 1573-0697 ;DOI: 10.1007/s10551-012-1484-2 ;CODEN: JBUEDJ Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
15	Material Type: Article	Attitudinal factors, financial literacy, and stock market participation International journal of bank marketing, 2017-01, Vol.35 (5), p.818-841 [Peer Reviewed Journal] Emerald Publishing Limited ;Emerald Publishing Limited 2017 ;ISSN: 0265-2323 ;EISSN: 1758-5937 ;DOI: 10.1108/IJBM-01-2016-0012 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
16	Material Type: Article	Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices The journal of risk finance, 2022-03, Vol.23 (2), p.191-205 [Peer Reviewed Journal] Emerald Publishing Limited ;Emerald Publishing Limited. ;ISSN: 1526-5943 ;EISSN: 2331-2947 ;DOI: 10.1108/JRF-09-2021-0158 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
17	Material Type: Article	Inflation Hegding And Listed Stock In Zimbabwe - A Non-Linear Approach African journal of business and economic research, 2021-03, Vol.16 (1), p.123-142 [Peer Reviewed Journal] COPYRIGHT 2021 Sabinet Online ;Copyright Adonis & Abbey Publishers Ltd Mar 2021 ;ISSN: 1750-4554 ;EISSN: 1750-4562 ;DOI: 10.31920/1750-4562/2021/v16n1a5 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
18	Material Type: Article	Are Extreme Negative Return Events Independent of the Market? The journal of wealth management, 2020-07, Vol.23 (1), p.60-73 [Peer Reviewed Journal] COPYRIGHT 2020 Euromoney Trading Limited ;2020 Pageant Media Ltd ;ISSN: 1534-7524 ;EISSN: 2374-1368 ;DOI: 10.3905/jwm.2020.1.099 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
19	Material Type: Article	Hedging Strategies of Green Assets against Dirty Energy Assets Energies (Basel), 2020-06, Vol.13 (12), p.3141 [Peer Reviewed Journal] 2020. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1996-1073 ;EISSN: 1996-1073 ;DOI: 10.3390/en13123141 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
20	Material Type: Article	The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies PloS one, 2021-01, Vol.16 (1), p.e0245904-e0245904 [Peer Reviewed Journal] COPYRIGHT 2021 Public Library of Science ;COPYRIGHT 2021 Public Library of Science ;2021 Naimy et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2021 Naimy et al 2021 Naimy et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0245904 ;PMID: 33513150 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by

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ISBN: 0226910261 ;ISBN: 9780226910291 ;ISBN: 9780226910260 ;ISBN: 0226910296 ;EISBN: 0226910296 ;EISBN: 9780226910291 ;OCLC: 646066567 ;LCCallNum: HG5131.P5

2019. This work is licensed under http://creativecommons.org/licenses/by-nc/4.0 (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;EISSN: 2149-2379 ;DOI: 10.1453/jel.v6i3.1909

2012 CFA Institute ;Copyright CFA Institute Jan/Feb 2012 ;ISSN: 0015-198X ;EISSN: 1938-3312 ;DOI: 10.2469/faj.v68.n1.1 ;CODEN: FIAJA4

2020 Pageant Media Ltd ;ISSN: 1534-7524 ;EISSN: 2374-1368 ;DOI: 10.3905/jwm.2020.23.2.001

Emerald Publishing Limited. ;ISSN: 1743-9132 ;EISSN: 1758-6569 ;DOI: 10.1108/IJMF-09-2021-0407

2017. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and conditions, you may use this content in accordance with the terms of the License. ;EISSN: 2146-4138

2020. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2071-1050 ;EISSN: 2071-1050 ;DOI: 10.3390/su12166387

2013 Springer Science+Business Media ;Springer Science+Business Media B.V. 2012 ;Springer Science+Business Media Dordrecht 2013 ;ISSN: 0167-4544 ;EISSN: 1573-0697 ;DOI: 10.1007/s10551-012-1484-2 ;CODEN: JBUEDJ

Emerald Publishing Limited ;Emerald Publishing Limited 2017 ;ISSN: 0265-2323 ;EISSN: 1758-5937 ;DOI: 10.1108/IJBM-01-2016-0012

Emerald Publishing Limited ;Emerald Publishing Limited. ;ISSN: 1526-5943 ;EISSN: 2331-2947 ;DOI: 10.1108/JRF-09-2021-0158

COPYRIGHT 2021 Sabinet Online ;Copyright Adonis & Abbey Publishers Ltd Mar 2021 ;ISSN: 1750-4554 ;EISSN: 1750-4562 ;DOI: 10.31920/1750-4562/2021/v16n1a5

COPYRIGHT 2020 Euromoney Trading Limited ;2020 Pageant Media Ltd ;ISSN: 1534-7524 ;EISSN: 2374-1368 ;DOI: 10.3905/jwm.2020.1.099

2020. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1996-1073 ;EISSN: 1996-1073 ;DOI: 10.3390/en13123141

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