The DOI matches its Crossref record; 58 of the 58 references it cites were found in a registry or an index.
Wavelet-based evidence of the impact of oil prices on stock returns
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Citations
Cites
Investor Psychology and Security Market Under‐ and Overreactions
Daniel, K., Hirshleifer, D., & Subrahmanyam, A. (1998) · The Journal of Finance · doi:10.1111/0022-1082.00077 · Cited by 5,682
Economic Forces and the Stock Market
Chen, N.-F., Roll, R., & Ross, S. A. (1986) · The Journal of Business · doi:10.1086/296344 · Cited by 5,231
Tests for parameter instability and structural change with unknown change point.
Andrews, D. W. K. (1993) · Econometrica · doi:10.2307/2951764 · Cited by 4,334
A model of investor sentiment /
Barberis, N., Vishny, R. W., Shleifer, A., & Research., N. B. O. E. (1997) · University of Michigan Library Repository · Cited by 4,013
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
Hong, H., & Stein, J. C. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00184 · Cited by 4,001
Oil and the Macroeconomy since World War II
Hamilton, J. D. (1983) · Journal of Political Economy · doi:10.1086/261140 · Cited by 3,786
Barberis, N., Shleifer, A., & Vishny, R. (1998) · Journal of Financial Economics · doi:10.1016/s0304-405x(98)00027-0 · Cited by 2,858
Wavelet methods for time series analysis
(2001) · Choice Reviews Online · doi:10.5860/choice.38-4508 · Cited by 2,574
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
Andrews, D. W. K., & Ploberger, W. (1994) · Econometrica · doi:10.2307/2951753 · Cited by 2,466
Hamilton, J. D. (2003) · Journal of Econometrics · doi:10.1016/s0304-4076(02)00207-5 · Cited by 2,136
Cited by
A novel hybrid method for crude oil price forecasting
Zhang, J.-L., Zhang, Y.-J., & Zhang, L. (2015) · Energy Economics · doi:10.1016/j.eneco.2015.02.018 · Cited by 272
What do we know about oil prices and stock returns?
Smyth, R., & Narayan, P. K. (2018) · International Review of Financial Analysis · doi:10.1016/j.irfa.2018.03.010 · Cited by 266
Metadata
- Authors
- Reboredo, J. C., & Rivera-Castro, M. A.
- Venue
- International Review of Economics & Finance
- Publisher
- Elsevier BV
- Published
- 2014-01
- Volume
- 29
- Pages
- 145-176
- ISSN
- 1059-0560 (ISSN-L)
- OpenAlex
- W1998289244
- Cited by
- 269
- References
- 58
- FWCI
- 53.53
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Reboredo, J. C., & Rivera-Castro, M. A. (2014). Wavelet-based evidence of the impact of oil prices on stock returns. International Review of Economics & Finance. https://doi.org/10.1016/j.iref.2013.05.014
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
