COVID-19 pandemic and stock market response: A culture effect A Fernandez-Perez, A Gilbert, I Indriawan, NH Nguyen Journal of behavioral and experimental finance 29, 100454, 2021 | 200 | 2021 |
The skewness of commodity futures returns A Fernandez-Perez, B Frijns, AM Fuertes, J Miffre Journal of Banking & Finance 86, 143-158, 2018 | 134 | 2018 |
Music sentiment and stock returns around the world A Edmans, A Fernandez-Perez, A Garel, I Indriawan Journal of Financial Economics 145 (2), 234-254, 2022 | 90 | 2022 |
Contemporaneous interactions among fuel, biofuel and agricultural commodities A Fernandez-Perez, B Frijns, A Tourani-Rad Energy Economics 58, 1-10, 2016 | 84 | 2016 |
Commodity strategies based on momentum, term structure, and idiosyncratic volatility AM Fuertes, J Miffre, A Fernandez‐Perez Journal of Futures Markets 35 (3), 274-297, 2015 | 81 | 2015 |
When no news is good news–The decrease in investor fear after the FOMC announcement A Fernandez-Perez, B Frijns, A Tourani-Rad Journal of Empirical Finance 41, 187-199, 2017 | 61 | 2017 |
The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market A Fernandez-Perez, F Fernández-Rodríguez, S Sosvilla-Rivero International Review of Economics & Finance 31, 21-33, 2014 | 41 | 2014 |
A comprehensive appraisal of style-integration methods A Fernandez-Perez, AM Fuertes, J Miffre Journal of Banking & Finance 105, 134-150, 2019 | 39* | 2019 |
Commodity markets, long-run predictability, and intertemporal pricing A Fernandez-Perez, AM Fuertes, J Miffre Review of Finance 21 (3), 1159-1188, 2017 | 39 | 2017 |
Fear of hazards in commodity futures markets A Fernandez-Perez, AM Fuertes, M Gonzalez-Fernandez, J Miffre Journal of Banking & Finance 119, 105902, 2020 | 35 | 2020 |
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities J Andrada-Félix, A Fernandez-Perez, S Sosvilla-Rivero Journal of International Financial Markets, Institutions and Money 67, 101219, 2020 | 35 | 2020 |
Fear connectedness among asset classes J Andrada-Félix, A Fernandez-Perez, S Sosvilla-Rivero Applied Economics 50 (39), 4234-4249, 2018 | 32 | 2018 |
Is idiosyncratic volatility priced in commodity futures markets? A Fernandez-Perez, AM Fuertes, J Miffre International Review of Financial Analysis 46, 219-226, 2016 | 32 | 2016 |
Music sentiment and stock returns A Fernandez-Perez, A Garel, I Indriawan Economics Letters 192, 109260, 2020 | 26 | 2020 |
Surprise and dispersion: Informational impact of USDA announcements A Fernandez‐Perez, B Frijns, I Indriawan, A Tourani‐Rad Agricultural Economics 50 (1), 113-126, 2019 | 21 | 2019 |
Speculative pressure JH Fan, A Fernandez‐Perez, AM Fuertes, J Miffre Journal of Futures Markets 40 (4), 575-597, 2020 | 19 | 2020 |
Precious metals, oil and the exchange rate: contemporaneous spillovers A Fernandez-Perez, B Frijns, A Tourani-Rad Applied Economics 49 (38), 3863-3879, 2017 | 16 | 2017 |
Internationalization of futures markets: Lessons from China JH Fan, A Fernandez-Perez, I Indriawan, N Todorova Pacific-Basin Finance Journal 63, 101429, 2020 | 14 | 2020 |
Commodity futures returns and idiosyncratic volatility J Miffre, AM Fuertes, A Fernandez-Perez Available at SSRN, 2012 | 14 | 2012 |
Profit margin hedging in the New Zealand dairy farming industry A Fernandez-Perez, B Frijns, I Gafiatullina, A Tourani-Rad Journal of Commodity Markets 26, 100197, 2022 | 13 | 2022 |