Quantitative Finance
A transform-based method for pricing Asian options under general two-dimensional models
Volume 23, Issue 11, November 2023, Page 1677-1697.
Quantitative Finance
On prices and returns in commercial prediction markets
Volume 23, Issue 11, November 2023, Page 1699-1712.
Quantitative Finance
Can volatility solve the naive portfolio puzzle?
Volume 23, Issue 11, November 2023, Page 1545-1560.
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Publication date: Available online 25 September 2023Source: Pacific-Basin Finance JournalAuthor(s): Imran Yousaf, Ahmed Imran Hunjra, Muneer M. Alshater, Elie Bouri, Yanshuang Li
Assessing jump and cojumps in financial asset returns with applications in futures markets
Publication date: Available online 25 September 2023Source: Pacific-Basin Finance JournalAuthor(s): Jin-Huei Yeh, Mu-Shu Yun
Not all market participants are alike when facing crisis: Evidence from the 2015 Chinese stock market turbulence
Publication date: Available online 26 September 2023Source: Pacific-Basin Finance JournalAuthor(s): Cong Sui, Nan Chen, Mo Yang
Journal of Retailing and Consumer Services
Adoption, satisfaction, trust, and commitment of over-the-top platforms: An integrated approach
Publication date: January 2024Source: Journal of Retailing and Consumer Services, Volume 76Author(s): Anup Anurag Soren, Shibashish Chakraborty
Journal of Retailing and Consumer Services
Unsustainable burgers? Deploying carbon footprint labels to enhance sustainability perceptions of animal-based food products
Publication date: January 2024Source: Journal of Retailing and Consumer Services, Volume 76Author(s): Ming Yang Avon Ang, Nicolas Pontes, Cassandra France
Journal of Retailing and Consumer Services
Going beyond the role: How employees’ perception of corporate social responsibility fuels proactive customer service performance
Publication date: January 2024Source: Journal of Retailing and Consumer Services, Volume 76Author(s): Miaojia Huang, Shuang Geng, Wen Yang, Kris M.Y. Law, Yuqin He
Credit and Banking
Monetary Policy and Mispricing in Stock Markets
Journal of Money, Credit and Banking, Volume 56, Issue 7, Page 1887-1904, October 2024.