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Do Traditional Financial Distress Prediction Models Predict the Early Warning Signs of Financial Distress?
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020055
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Credit Scoring in SME Asset-Backed Securities: An Italian Case Study.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020089
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Abnormal Returns or Mismeasured Risk? Network Effects and Risk Spillover in Stock Returns.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020050
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Book-To-Market Decomposition, Net Share Issuance, and the Cross Section of Global Stock Returns.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020090
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Exchange Rate Misalignment and Capital Flight from Botswana: A Cointegration Approach with Risk Thresholds.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020101
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Default Risk and Cross Section of Returns.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020095
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Simulation of the Grondona System of Conditional Currency Convertibility Based on Primary Commodities, Considered as a Means to Resist Currency Crises.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020075
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Optimism in Financial Markets: Stock Market Returns and Investor Sentiments.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020085
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- Article
Optimal Cash Holding Ratio for Non-Financial Firms in Vietnam Stock Exchange Market.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020104
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- Article
Should Vietnamese Banks Need More Equity? Evidence on Risk-Return Trade-Off in Dynamic Models of Banking.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020084
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- Article
Positive Liquidity Spillovers from Sovereign Bond-Backed Securities.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020058
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- Article
Adaptive Market Hypothesis: Evidence from the Vietnamese Stock Market.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020081
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- Article
Investigating the Economic and Financial Damage around Currency Peg Failures.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020092
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- Article
Defined Contribution Pension Plans: Who Has Seen the Risk?
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020070
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- Article
Secondary Market Liquidity and Primary Market Pricing of Corporate Bonds.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020086
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- Article
Money as an Institution: Rule versus Evolved Practice? Analysis of Multiple Currencies in Argentina.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020080
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- Article
Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020056
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- Article
China and Special Drawing Rights--Towards a Better International Monetary System.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020060
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- Article
Dynamic Expectation Theory: Insights for Market Participants.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020077
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- Article
When the Poor Buy the Rich: New Evidence on Wealth Effects of Cross-Border Acquisitions.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020102
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- Article
Managerial Self-Attribution Bias and Banks' Future Performance: Evidence from Emerging Economies.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020073
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Does Managerial Power Increase Selective Hedging? Evidence from the Oil and Gas Industry.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020071
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Examination and Modification of Multi-Factor Model in Explaining Stock Excess Return with Hybrid Approach in Empirical Study of Chinese Stock Market.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020091
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Do Diamond Stocks Shine Brighter than Diamonds?
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020079
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A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020067
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Carry Cost Rate Regimes and Futures Hedge Ratio Variation.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020078
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The Effect of Diversification under Different Ownership Structures and Economic Conditions: Evidence from the Great Recession.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020082
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Multi-Period Investment Strategies under Cumulative Prospect Theory.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020083
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Arbitrage Free Approximations to Candidate Volatility Surface Quotations.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020069
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What They Did Not Tell You about Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020066
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What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020061
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Nonparametric Approach to Evaluation of Economic and Social Development in the EU28 Member States by DEA Efficiency.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020072
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- Article
Is Bitcoin a Relevant Predictor of Standard & Poor's 500?
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020093
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The Impact of Algorithmic Trading in a Simulated Asset Market.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020068
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Next-Day Bitcoin Price Forecast.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020103
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Financial Structure, Misery Index, and Economic Growth: Time Series Empirics from Pakistan.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020100
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The Effects of the Financing Facilitation Act after the Global Financial Crisis: Has the Easing of Repayment Conditions Revived Underperforming Firms?
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020063
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Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020057
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Time-Varying Price--Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020105
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Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020054
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Stock Investment and Excess Returns: A Critical Review in the Light of the Efficient Market Hypothesis.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020097
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Value-at-Risk and Models of Dependence in the U.S. Federal Crop Insurance Program.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020065
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Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020098
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Smoothed Maximum Score Estimation of Discrete Duration Models.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020064
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A Cointegration of the Exchange Rate and Macroeconomic Fundamentals: The Case of the Indonesian Rupiah vis-á-vis Currencies of Primary Trade Partners.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020087
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Quasi-Maximum Likelihood Estimation for Long Memory Stock Transaction Data--Under Conditional Heteroskedasticity Framework.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020074
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Equity Market Contagion in Return Volatility during Euro Zone and Global Financial Crises: Evidence from FIMACH Model.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020094
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Efficient Numerical Pricing of American Call Options Using Symmetry Arguments.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020059
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Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020051
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Determinants of Vietnamese Listed Firm Performance: Competition, Wage, CEO, Firm Size, Age, and International Trade.
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- Journal of Risk & Financial Management, 2019, v. 12, n. 2, p. 1, doi. 10.3390/jrfm12020062
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