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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	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
5	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
6	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
7	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
8	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
9	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
10	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
11	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
12	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
13	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
14	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
15	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
16	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
17	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
18	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
19	Material Type: Article	Forecasting stock prices with long-short term memory neural network based on attention mechanism PloS one, 2020-01, Vol.15 (1), p.e0227222-e0227222 [Peer Reviewed Journal] COPYRIGHT 2020 Public Library of Science ;COPYRIGHT 2020 Public Library of Science ;2020 Qiu 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 Qiu et al 2020 Qiu et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0227222 ;PMID: 31899770 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
20	Material Type: Article	A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices The Journal of finance (New York), 2012-04, Vol.67 (2), p.719-760 [Peer Reviewed Journal] 2012 American Finance Association ;2012 the American Finance Association ;Copyright Blackwell Publishers Inc. Apr 2012 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2012.01729.x ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by

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Results 1 - 20 of 115,106 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 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

2012 American Finance Association ;2012 the American Finance Association ;Copyright Blackwell Publishers Inc. Apr 2012 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2012.01729.x ;CODEN: JLFIAN

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