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1	Material Type: Article	The GameStop saga: Reddit communities and the emerging conflict between new and old media First Monday, 2022-07, Vol.27 (7) [Peer Reviewed Journal] Copyright University of Illinois at Chicago Library Jul 4, 2022 ;ISSN: 1396-0466 ;EISSN: 1396-0466 ;DOI: 10.5210/fm.v27i7.11766 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
2	Material Type: Article	The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes The Journal of finance (New York), 2014-10, Vol.69 (5), p.2007-2043 [Peer Reviewed Journal] 2014 American Finance Association ;2014 the American Finance Association ;Copyright Blackwell Publishers Inc. Oct 2014 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12179 ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
3	Material Type: Article	Accounting Conservatism and Stock Price Crash Risk: Firm-level Evidence Contemporary accounting research, 2016-03, Vol.33 (1), p.412-441 [Peer Reviewed Journal] CAAA ;Copyright Canadian Academic Accounting Association Spring 2016 ;ISSN: 0823-9150 ;EISSN: 1911-3846 ;DOI: 10.1111/1911-3846.12112 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
4	Material Type: Article	Stock price volume leap principle based on investor sentiment contagion model SHS Web of Conferences, 2024, Vol.181, p.2024 [Peer Reviewed Journal] 2024. This work is licensed under https://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. ;ISSN: 2261-2424 ;ISSN: 2416-5182 ;EISSN: 2261-2424 ;DOI: 10.1051/shsconf/202418102024 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
5	Material Type: Article	Asymmetrical relationship between oil prices, gold prices, exchange rate, and stock prices during global financial crisis 2008: Evidence from Pakistan Cogent economics & finance, 2020, Vol.8 (1), p.1-20 [Peer Reviewed Journal] 2020 The Author(s). This open access article is distributed under a Creative Commons Attribution (CC-BY) 4.0 license. 2020 ;2020 The Author(s). This open access article is distributed under a Creative Commons Attribution (CC-BY) 4.0 license. This work is licensed under the Creative Commons Attribution License 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. ;ISSN: 2332-2039 ;EISSN: 2332-2039 ;DOI: 10.1080/23322039.2020.1757802 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
6	Material Type: Article	Customer-Base Concentration: Implications for Firm Performance and Capital Markets The Accounting review, 2012-03, Vol.87 (2), p.363-392 [Peer Reviewed Journal] 2012 American Accounting Association ;Copyright American Accounting Association Mar 2012 ;ISSN: 0001-4826 ;EISSN: 1558-7967 ;DOI: 10.2308/accr-10198 ;CODEN: ACRVAS Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
7	Material Type: Article	Time series forecasting for the adobe software company’s stock prices using ARIMA (BOX-JENKIN’) model Journal of physics. Conference series, 2021-11, Vol.2115 (1), p.12044 [Peer Reviewed Journal] Published under licence by IOP Publishing Ltd ;ISSN: 1742-6588 ;EISSN: 1742-6596 ;DOI: 10.1088/1742-6596/2115/1/012044 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
8	Material Type: Article	A Multi Parameter Forecasting for Stock Time Series Data Using LSTM and Deep Learning Model Mathematics (Basel), 2023-02, Vol.11 (3), p.590 [Peer Reviewed Journal] COPYRIGHT 2023 MDPI AG ;ISSN: 2227-7390 ;EISSN: 2227-7390 ;DOI: 10.3390/math11030590 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
9	Material Type: Article	Select Stock Return Asymmetry: Beyond Skewness Stock Return Asymmetry: Beyond Skewness Journal of financial and quantitative analysis, 2020-03, Vol.55 (2), p.357 [Peer Reviewed Journal] Copyright University of Washington, School of Business Administration Mar 2020 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109019000206 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
10	Material Type: Article	Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle The Journal of finance (New York), 2015-10, Vol.70 (5), p.1903-1948 [Peer Reviewed Journal] 2015 American Finance Association ;2015 the American Finance Association ;Copyright Blackwell Publishers Inc. Oct 2015 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12286 ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
11	Material Type: Article	Does Academic Research Destroy Stock Return Predictability? The Journal of finance (New York), 2016-02, Vol.71 (1), p.5-32 [Peer Reviewed Journal] 2016 American Finance Association ;2015 the American Finance Association ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12365 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
12	Material Type: Article	CEO Greed, Corporate Social Responsibility, and Organizational Resilience to Systemic Shocks Journal of management, 2021-04, Vol.47 (4), p.957-992 [Peer Reviewed Journal] The Author(s) 2020 ;ISSN: 0149-2063 ;EISSN: 1557-1211 ;DOI: 10.1177/0149206320902528 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
13	Material Type: Article	The Role of Media Coverage in Explaining Stock Market Fluctuations: Insights for Strategic Financial Communication International journal of strategic communication, 2018-01, Vol.12 (1), p.67-85 [Peer Reviewed Journal] Published with license by Taylor & Francis Group, LLC © 2017 [Joanna Strycharz, Nadine Strauss, and Damian Trilling] ;ISSN: 1553-118X ;EISSN: 1553-1198 ;DOI: 10.1080/1553118X.2017.1378220 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
14	Material Type: Article	Climate Change News Risk and Corporate Bond Returns Journal of financial and quantitative analysis, 2021-09, Vol.56 (6), p.1985-2009 [Peer Reviewed Journal] The Author(s), 2020. Published by Cambridge University Press on behalf of the Michael G. Foster School of Business, University of Washington ;Copyright University of Washington, School of Business Administration Sep 2021 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109020000757 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
15	Material Type: Article	Good Volatility, Bad Volatility, and Option Pricing Journal of financial and quantitative analysis, 2019-04, Vol.54 (2), p.695-727 [Peer Reviewed Journal] COPYRIGHT 2018, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON ;Copyright University of Washington, School of Business Administration Apr 2019 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109018000777 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
16	Material Type: Article	Stock price volatility during the COVID-19 pandemic: The GARCH model Investment management & financial innovations, 2021, Vol.18 (4), p.12-20 [Peer Reviewed Journal] 2021. 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. ;ISSN: 1810-4967 ;EISSN: 1812-9358 ;DOI: 10.21511/imfi.18(4).2021.02 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
17	Material Type: Article	Value and Momentum Everywhere The Journal of finance (New York), 2013-06, Vol.68 (3), p.929-985 [Peer Reviewed Journal] 2013 American Finance Association ;2013 the American Finance Association ;Copyright Blackwell Publishers Inc. Jun 2013 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12021 ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
18	Material Type: Article	Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China's stock prices? Financial innovation (Heidelberg), 2021-06, Vol.7 (1), p.1-21, Article 48 [Peer Reviewed Journal] The Author(s) 2021 ;The Author(s) 2021. 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. ;ISSN: 2199-4730 ;EISSN: 2199-4730 ;DOI: 10.1186/s40854-021-00262-0 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
19	Material Type: Article	The outbreak of COVID‐19 pandemic and its impact on stock market volatility: Evidence from a worst‐affected economy Journal of Public Affairs, 2021-11 [Peer Reviewed Journal] 2021. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the associated terms available at https://novel-coronavirus.onlinelibrary.wiley.com ;DOI: 10.1002/pa.2623 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
20	Material Type: Article	Swarm Intelligence Based Hybrid Neural Network Approach for Stock Price Forecasting Computational economics, 2022-10, Vol.60 (3), p.991-1039 [Peer Reviewed Journal] The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021 ;The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021. ;ISSN: 0927-7099 ;EISSN: 1572-9974 ;DOI: 10.1007/s10614-021-10176-9 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by

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Results 1 - 20 of 115,131 for All Library Resources

Copyright University of Illinois at Chicago Library Jul 4, 2022 ;ISSN: 1396-0466 ;EISSN: 1396-0466 ;DOI: 10.5210/fm.v27i7.11766

2014 American Finance Association ;2014 the American Finance Association ;Copyright Blackwell Publishers Inc. Oct 2014 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12179 ;CODEN: JLFIAN

CAAA ;Copyright Canadian Academic Accounting Association Spring 2016 ;ISSN: 0823-9150 ;EISSN: 1911-3846 ;DOI: 10.1111/1911-3846.12112

2012 American Accounting Association ;Copyright American Accounting Association Mar 2012 ;ISSN: 0001-4826 ;EISSN: 1558-7967 ;DOI: 10.2308/accr-10198 ;CODEN: ACRVAS

Published under licence by IOP Publishing Ltd ;ISSN: 1742-6588 ;EISSN: 1742-6596 ;DOI: 10.1088/1742-6596/2115/1/012044

COPYRIGHT 2023 MDPI AG ;ISSN: 2227-7390 ;EISSN: 2227-7390 ;DOI: 10.3390/math11030590

Copyright University of Washington, School of Business Administration Mar 2020 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109019000206

2015 American Finance Association ;2015 the American Finance Association ;Copyright Blackwell Publishers Inc. Oct 2015 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12286 ;CODEN: JLFIAN

2016 American Finance Association ;2015 the American Finance Association ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12365

The Author(s) 2020 ;ISSN: 0149-2063 ;EISSN: 1557-1211 ;DOI: 10.1177/0149206320902528

Published with license by Taylor & Francis Group, LLC © 2017 [Joanna Strycharz, Nadine Strauss, and Damian Trilling] ;ISSN: 1553-118X ;EISSN: 1553-1198 ;DOI: 10.1080/1553118X.2017.1378220

The Author(s), 2020. Published by Cambridge University Press on behalf of the Michael G. Foster School of Business, University of Washington ;Copyright University of Washington, School of Business Administration Sep 2021 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109020000757

COPYRIGHT 2018, MICHAEL G. FOSTER SCHOOL OF BUSINESS, UNIVERSITY OF WASHINGTON ;Copyright University of Washington, School of Business Administration Apr 2019 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109018000777

2021. 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. ;ISSN: 1810-4967 ;EISSN: 1812-9358 ;DOI: 10.21511/imfi.18(4).2021.02

2013 American Finance Association ;2013 the American Finance Association ;Copyright Blackwell Publishers Inc. Jun 2013 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/jofi.12021 ;CODEN: JLFIAN

2021. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the associated terms available at https://novel-coronavirus.onlinelibrary.wiley.com ;DOI: 10.1002/pa.2623

The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021 ;The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021. ;ISSN: 0927-7099 ;EISSN: 1572-9974 ;DOI: 10.1007/s10614-021-10176-9

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