Journal•ISSN: 1044-0283
Global Finance Journal
Elsevier BV
About: Global Finance Journal is an academic journal published by Elsevier BV. The journal publishes majorly in the area(s): Business & Volatility (finance). It has an ISSN identifier of 1044-0283. Over the lifetime, 822 publications have been published receiving 16825 citations. The journal is also known as: GFJ.
Papers published on a yearly basis
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TL;DR: In this paper, the impact of oil price changes on a large set of emerging stock market returns was investigated using an international multi-factor model that allows for both unconditional and conditional risk factors.
685 citations
TL;DR: This paper investigated the effect of environmental, social, and governance (ESG) activities and their disclosure on firm value, and found that ESG strengths increase firm value and weaknesses decrease it, while disclosure plays a crucial moderating role by mitigating the negative effect of weaknesses and attenuating the positive effect of strengths.
426 citations
TL;DR: In this paper, the authors investigate whether current economic activities in Korea can explain stock market returns by using a cointegration test and a Granger causality test from a vector error correction model.
346 citations
TL;DR: In this paper, the authors assess the relation between changes in crude oil prices and equity returns in Gulf Cooperation Council (GCC) countries using country-level as well as industry-level stock return data.
246 citations
TL;DR: This article examined the long run trend between the prices of gold and silver futures contracts traded on the Tokyo Commodity Exchange and concluded that the stable relationship between gold and Silver prices has disappeared in the 1990s.
219 citations