Research Directory

Type
Topic
  1. Journal Articles Finance 2018

    Search-based Sentiment and Stock Market Reactions: An Empirical Evidence in Vietnam

    Search-based Sentiment and Stock Market Reactions: An Empirical Evidence in Vietnam
  2. Top-Tier Publications Finance April 2019

    A Protocol for Factor Identification

    The Review of Financial Studies
  3. Book Chapter Finance 2019

    What Drives Variation in the International Diversification Benefits? A Cross-country Analysis

    Handbook of Financial Econometrics, Mathematics, Statistics, and Technology
  4. Journal Articles Finance Forthcoming

    International asset allocation in presence of systematic cojumps

    Journal of Economic Dynamics and Control