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2025

Zhang, Yi and Zhou, Long and Liu, Zhidong and Wu, Baoxiu (2025) Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. North American Journal of Economics and Finance, 75 (Part A). 102308. ISSN 1062-9408

2024

Zhang, Yi and Zhou, Long and Liu, Zhidong and Wu, Baoxiu (2024) Herding behaviour towards high order systematic risks and the contagion effect - evidence from BRICS stock markets. North American Journal of Economics and Finance, 74. 102219. ISSN 1062-9408

Zhang, Yi and Zhou, Long and Wu, Baoxiu and Liu, Fang (2024) Tail risk transmission from the United States to emerging stock markets : empirical evidence from multivariate quantile analysis. North American Journal of Economics and Finance, 73. 102164. ISSN 1062-9408

2023

Zhang, Yi and Zhou, Long and Li, Yuxue and Liu, Fang (2023) Higher-order moment nexus between the US dollar, crude oil, gold, and Bitcoin. North American Journal of Economics and Finance, 68. 101998. ISSN 1062-9408

2018

Fletcher, Jonathan (2018) Betas V characterisitcs : do stock characteristics enhance the investment opportunity set in U.K. stock returns? North American Journal of Economics and Finance, 46. pp. 114-129. ISSN 1062-9408

Jeong, Giho and Kang, Jangkoo and Kwon, Kyung Yoon (2018) Liquidity skewness premium. North American Journal of Economics and Finance, 46. pp. 130-150. ISSN 1062-9408