Article

Tham, Eric (2023) Ambiguous Text. Journal of Behavioral Finance.

Cooray, Arusha, Gangopadhyay, Partha, and Das, Narasingha (2023) Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations. International Review of Financial Analysis, 89. 102792.

Wu, Jie, Luo, Zechu, and Wood, Jacob (2023) How do digital trade rules affect global value chain trade in services?—Analysis of preferential trade agreements. World Economy, 46. pp. 3026-3047.

Feng, Frank Yulin, Kang, Wenjin, and Zhang, Huiping (2023) Liquidity shocks and the negative premium of liquidity volatility around the world. Journal of International Money and Finance, 139. 102966.

Nguyen, Thanh, Nghiem, Son, and Bhati, Abhishek Singh (2023) Risk-adjusted efficiency and innovation: an examination of systematic difference and convergence among BRIC banks. Economic Systems. 101167. (In Press)

Apergis, Nicholas, Cooray, Arusha, and Rehman, Mobeen Ur (2023) US partisan conflict uncertainty and households' access to bank credit: Evidence from UK survey data. Global Finance Journal, 56. 100744.

Nguyen, Dinh Trung, Minh Nguyen, Ngoc, and Duong, Kim Thanh (2023) The impact of CBDC adoption on bank liquidity risk: evidence from the global banking sector. Applied Economics Letters. (In Press)

Li, Changtai, Tan, Sook Rei, Nick, Ho, and Chia, Wai Mun (2022) Behavioral heterogeneity and financial crisis: The role of sentiment. Physica A: statistical mechanics and its applications, 603. 127767.

Tham, Eric (2022) Sentiment or habits: Why not both? The Journal of Financial Research, 46 (1). pp. 203-215.

Almaqableh, Laith, Reddy, Krishna, Pereira, Vijay, Ramiah, Vikash, Wallace, Damien, and Veron, Jose Francisco (2022) An investigative study of links between terrorist attacks and cryptocurrency markets. Journal of Business Research, 147. pp. 177-188.

Tan, Sook Rei, Li, Changtai, and Yeap, Xiu Wei (2022) A time-varying copula approach for constructing a daily financial systemic stress index. North American Journal of Economics and Finance, 63. 101821.

Nguyen, Thanh Pham Thien, Nghiem, Son, and Tripe, David (2021) Does oil price aggravate the impact of economic policy uncertainty on bank performance in India? Energy Economics, 104. 105529.

Bai, Min, Qin, Yafeng, and Zhang, Huiping (2021) Stock price crashes in emerging markets. International Review of Economics & Finance, 72. pp. 466-482.

Nguyen, Thi Minh Trang, Chaiechi, Taha, Eagle, Lynne, and Low, David (2020) Dynamic transmissions between main stock markets and SME stock markets: evidence from tropical economies. Quarterly Review of Economics and Finance, 75. pp. 308-324.

Apergis, Nicholas, Chatziantoniou, Ioannis, and Cooray, Arusha (2020) Monetary policy and commodity markets: unconventional versus conventional impact and the role of economic uncertainty. International Review of Financial Analysis, 71. 101536.

Apergis, Nicholas, Cooray, Arusha, Khraief, Naceur, and Apergis, Iraklis (2019) Do gold prices respond to real interest rates? Evidence from the Bayesian Markov Switching VECM model. Journal of International Financial Markets, Institutions and Money, 60. pp. 134-148.

Cooray, Arusha, and Khraief, Naceur (2019) Money growth and inflation: new evidence from a nonlinear and asymmetric analysis. Manchester School, 87 (4). pp. 543-577.

Nguyen, Trang, Chaiechi, Taha, Eagle, Lynne, and Low, David (2019) SME stock markets in tropical economies: evolving efficiency and dual long memory. Economic Papers, 39 (1). pp. 28-47.

Tee, Kenny, and Tessama, Abiot (2019) Stock market reactions to dividend and earnings announcements in a tax-free environment. International Finance, 22 (2). pp. 241-259.

Amihud, Yakov, Hameed, Allaudeen, Kang, Wenjin, and Zhang, Huiping (2019) The illiquidity premium: further evidence from global and Asia-Pacific markets. NTU Management Review, 29 (1).

Tee, Kenny, and Wiley, Marilyn (2018) Backdating of executive stock options: comparing financial and nonfinancial industries. Journal of Financial Crime, 25 (2). pp. 518-526.

Cooray, Arusha, and Schneider, Friedrich (2018) Does corruption throw sand into or grease the wheels of financial sector development? Public Choice, 177. pp. 111-133.

Reddy Paramati, Sudharshan, and Nguyen Pham Thien, Thanh (2018) Does financial market growth improve income distribution? A comparison of developed and emerging market economies of the global sample. International Journal of Finance & Economics.

Apergis, Nicholas, and Cooray, Arusha (2018) The behaviour of interest rate spreads prior to and after the financial crisis: evidence across OECD countries. Manchester School, 86 (5). pp. 559-585.

Book Chapter

Yeap, Xiu Wei, Tan, Sook Rei, and Lean, Hooi Hooi (2024) Uncovering Interdependencies Between Crude Palm Oil Commodity and ASEAN-5 Equity Markets. In: Tan, Sook Rei, Jang, Haejin, and Wood, Jacob, (eds.) Economic Growth and Development in the Tropics. Routledge Advances in Business, Industry and Trade in the Tropics . Routledge, London, United Kingdom, pp. 223-249.

Cooray, Arusha (2023) Corruption and the Financial Sector: An examination of the literature. In: Jha, Chandan Kumar, Mishra, Ajit, and Sarangi, Sudipta, (eds.) The Political Economy of Corruption. Routledge Frontiers of Political Economy . Routledge, Abingdon, Oxon, UK, pp. 87-99.

Tan, Sook Rei, Wang, Wei Siang, and Chia, Wai Mun (2022) Financial Stress of Singapore in the Time of COVID-19. In: Lean, Hooi Hooi, (ed.) Revitalising ASEAN Economies in a Post-COVID-19 World. World Scientific Publishing Co. Pte. Ltd., Toh Tuck Link, Singapore, pp. 145-167.

Conference Item

Nguyen, Trang, Chaiechi, Taha, Eagle, Lynne, and Low, David (2020) Feedback of macroeconomic indicators to shocks in second-tier stock market development and innovation within Kaleckian framework: Hong Kong case study. In: Advances in Cross-Section Data Methods in Applied Economic Research: 2019 International Conference on Applied Economics. pp. 531-552. From: ICOAE 2019: International Conference on Applied Economics, 4-6 July 2019, Milan, Italy.

Nguyen, Trang, Chaiechi, Taha, Eagle, Lynne, and Low, David (2020) Return and asymmetric volatility transmissions between main stock market and second-tier stock market: the case of Hong Kong. In: Economics and Finance Readings: selected papers from Asia-Pacific Conference on Economics & Finance. pp. 29-49. From: 2019 Asia-Pacific Conference on Economics and Finance, 25-26 July 2019, Singapore.

Tham, Eric (2019) Ambiguous text. In: [Presented at the Miami Behavioral Finance Conference]. From: 10th Miami Behavioral Finance Conference, 13-14 December 2019, Miami, FL, USA.

Aftab, Hira, Beg, A.B.M. Rabiul Alam, Sun, Sizhong, and Zhou, Zhang-Yue (2018) Multivariate BEKK-TGARCH approach to testing and predicting volatility spillovers & leverage effects. In: [Presented at the Asia-Pacific Conference on Economics & Finance 2018]. From: Asia-Pacific Conference on Economics & Finance 2018, 26-27 July 2018, Singapore.

Book

Narsey, Wadan (2016) British Imperialism and the Making of Colonial Currency Systems. Palgrave Studies in the History of Finance . Palgrave Macmillan, Basingstoke, UK.