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1
Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data
Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data
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Complex network analysis of global stock market co-movement during the COVID-19 pandemic based on intraday open-high-low-close data

Financial innovation (Heidelberg), 2024-12, Vol.10 (1), p.7-50, Article 7 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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/s40854-023-00548-5

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2
COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach
COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach
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COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach

Future business journal, 2024-12, Vol.10 (1), p.58 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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: 2314-7202 ;EISSN: 2314-7210 ;DOI: 10.1186/s43093-024-00338-0

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3
Price discovery and volatility spillovers in the interest rate derivatives market
Price discovery and volatility spillovers in the interest rate derivatives market
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Price discovery and volatility spillovers in the interest rate derivatives market

Humanities & social sciences communications, 2024-12, Vol.11 (1), p.360-14 [Peer Reviewed Journal]

The Author(s) 2024. 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: 2662-9992 ;DOI: 10.1057/s41599-024-02788-x

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4
A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart
A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart
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A structural VAR and VECM modeling method for open-high-low-close data contained in candlestick chart

Financial innovation (Heidelberg), 2024-12, Vol.10 (1), p.97-29 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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: 2199-4730 ;DOI: 10.1186/s40854-024-00622-6

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5
Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods
Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods
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Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods

Future business journal, 2024-12, Vol.10 (1), p.22-15 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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: 2314-7202 ;EISSN: 2314-7210 ;DOI: 10.1186/s43093-024-00314-8

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6
Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network
Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network
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Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network

Financial innovation (Heidelberg), 2024-12, Vol.10 (1), p.104-28 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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: 2199-4730 ;DOI: 10.1186/s40854-023-00605-z

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7
Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH
Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH
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Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH

Financial innovation (Heidelberg), 2024-12, Vol.10 (1), p.52-30 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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: 2199-4730 ;DOI: 10.1186/s40854-023-00607-x

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8
Relation exploration between clean and fossil energy markets when experiencing climate change uncertainties: substitutes or complements?
Relation exploration between clean and fossil energy markets when experiencing climate change uncertainties: substitutes or complements?
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Relation exploration between clean and fossil energy markets when experiencing climate change uncertainties: substitutes or complements?

Humanities & social sciences communications, 2024-12, Vol.11 (1), p.691-17 [Peer Reviewed Journal]

The Author(s) 2024. 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: 2662-9992 ;DOI: 10.1057/s41599-024-03208-w

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9
Outperforming the market: a comparison of Star and NonStar analysts’ investment strategies and recommendations
Outperforming the market: a comparison of Star and NonStar analysts’ investment strategies and recommendations
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Outperforming the market: a comparison of Star and NonStar analysts’ investment strategies and recommendations

Humanities & social sciences communications, 2024-12, Vol.11 (1), p.16-15, Article 16 [Peer Reviewed Journal]

The Author(s) 2024. 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: 2662-9992 ;EISSN: 2662-9992 ;DOI: 10.1057/s41599-023-02527-8

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10
Business cycle and herding behavior in stock returns: theory and evidence
Business cycle and herding behavior in stock returns: theory and evidence
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Business cycle and herding behavior in stock returns: theory and evidence

Financial innovation (Heidelberg), 2024-12, Vol.10 (1), p.6-14, Article 6 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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/s40854-023-00540-z

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11
Excess stock returns and corporate environmental performance in China
Excess stock returns and corporate environmental performance in China
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Excess stock returns and corporate environmental performance in China

Financial innovation (Heidelberg), 2024-12, Vol.10 (1), p.41-30, Article 41 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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/s40854-023-00569-0

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12
The effects of heterogeneous CSR on corporate stock performance: evidence from COVID-19 pandemic in China
The effects of heterogeneous CSR on corporate stock performance: evidence from COVID-19 pandemic in China
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The effects of heterogeneous CSR on corporate stock performance: evidence from COVID-19 pandemic in China

Humanities & social sciences communications, 2024-12, Vol.11 (1), p.499-13 [Peer Reviewed Journal]

The Author(s) 2024. 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: 2662-9992 ;DOI: 10.1057/s41599-024-03001-9

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13
How did African stock markets react to the Russia-Ukraine crisis “black-swan” event? Empirical insights from event study
How did African stock markets react to the Russia-Ukraine crisis “black-swan” event? Empirical insights from event study
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How did African stock markets react to the Russia-Ukraine crisis “black-swan” event? Empirical insights from event study

Humanities & social sciences communications, 2024-12, Vol.11 (1), p.121-13, Article 121 [Peer Reviewed Journal]

The Author(s) 2024. corrected publication 2024. 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: 2662-9992 ;EISSN: 2662-9992 ;DOI: 10.1057/s41599-024-02599-0

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14
Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets
Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets
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Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets

Financial innovation (Heidelberg), 2024-12, Vol.10 (1), p.67-23 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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: 2199-4730 ;DOI: 10.1186/s40854-023-00589-w

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15
Does corporate governance moderate the impact of earnings management on capital structure of the listed corporations on Palestine and Amman Bourses
Does corporate governance moderate the impact of earnings management on capital structure of the listed corporations on Palestine and Amman Bourses
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Does corporate governance moderate the impact of earnings management on capital structure of the listed corporations on Palestine and Amman Bourses

Discover sustainability, 2024-12, Vol.5 (1), p.85-21 [Peer Reviewed Journal]

The Author(s) 2024 ;The Author(s) 2024. 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: 2662-9984 ;DOI: 10.1007/s43621-024-00229-y

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16
Reinvestigating the Oil Dependency of the GCC Countries’ Stock Market: A Regime-Switching Cointegration Approach
Reinvestigating the Oil Dependency of the GCC Countries’ Stock Market: A Regime-Switching Cointegration Approach
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Reinvestigating the Oil Dependency of the GCC Countries’ Stock Market: A Regime-Switching Cointegration Approach

International journal of energy economics and policy, 2024-05, Vol.14 (3), p.387

2024. This work is published under http://creativecommons.org/licenses/by-nc-nd/4.0/ (the “License”). Notwithstanding the ProQuest Terms and conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2146-4553 ;EISSN: 2146-4553 ;DOI: 10.32479/ijeep.16045

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17
Enhancing Stock Market Forecasts with Double Deep Q-Network in Volatile Stock Market Environments
Enhancing Stock Market Forecasts with Double Deep Q-Network in Volatile Stock Market Environments
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Enhancing Stock Market Forecasts with Double Deep Q-Network in Volatile Stock Market Environments

Electronics (Basel), 2024-05, Vol.13 (9), p.1629 [Peer Reviewed Journal]

COPYRIGHT 2024 MDPI AG ;2024 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2079-9292 ;EISSN: 2079-9292 ;DOI: 10.3390/electronics13091629

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18
Influence of the Russia–Ukraine War and COVID-19 Pandemic on the Efficiency and Herding Behavior of Stock Markets: Evidence from G20 Nations
Influence of the Russia–Ukraine War and COVID-19 Pandemic on the Efficiency and Herding Behavior of Stock Markets: Evidence from G20 Nations
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Influence of the Russia–Ukraine War and COVID-19 Pandemic on the Efficiency and Herding Behavior of Stock Markets: Evidence from G20 Nations

Economies, 2024-05, Vol.12 (5), p.106 [Peer Reviewed Journal]

COPYRIGHT 2024 MDPI AG ;2024 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-7099 ;EISSN: 2227-7099 ;DOI: 10.3390/economies12050106

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19
Exploring the Nexus of Dividend Policy, Third-Party Funds, Financial Performance, and Company Value: The Role of IT Innovation as a Moderator
Exploring the Nexus of Dividend Policy, Third-Party Funds, Financial Performance, and Company Value: The Role of IT Innovation as a Moderator
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Exploring the Nexus of Dividend Policy, Third-Party Funds, Financial Performance, and Company Value: The Role of IT Innovation as a Moderator

Journal of risk and financial management, 2024-05, Vol.17 (5), p.210 [Peer Reviewed Journal]

COPYRIGHT 2024 MDPI AG ;2024 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm17050210

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20
Can ESG Integration Enhance the Stability of Disruptive Technology Stock Investments? Evidence from Copula-Based Approaches
Can ESG Integration Enhance the Stability of Disruptive Technology Stock Investments? Evidence from Copula-Based Approaches
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Can ESG Integration Enhance the Stability of Disruptive Technology Stock Investments? Evidence from Copula-Based Approaches

Journal of risk and financial management, 2024-05, Vol.17 (5), p.197 [Peer Reviewed Journal]

COPYRIGHT 2024 MDPI AG ;2024 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm17050197

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