Caporale, GM., Claudio-Quiroga, G. and Gil-Alaña, L. (2021) 'Analysing the relationship between CO2 emissions and GDP in China: a fractional integration and cointegration approach'. Journal of Innovation and Entrepreneurship, 10 (32). ISSN: 2192-5372 Open Access Link

Caporale, GM., Plastun, A. and Oliinyk, V. (2021) 'The frequency of one-day abnormal returns and price fluctuations in the forex'. Journal of Applied Economics, 24 (1). pp. 401 - 415. ISSN: 1514-0326 Open Access Link

Anderl, C. and Caporale, GM. (2021) 'Nonlinearities and asymmetric adjustment to PPP in an exchange rate model with inflation expectations'. Journal of Economic Studies, 49 (6). pp. 937 - 959. ISSN: 0144-3585 Open Access Link

Caporale, GM., Karanasos, M., Yfanti, S. and Kartsaklas, A. (2021) 'Investors' trading behaviour and stock market volatility during crisis periods: A dual long-memory model for the Korean Stock Exchange'. International Journal of Finance and Economics, 26 (3). pp. 4441 - 4461. ISSN: 1076-9307 Open Access Link

Caporale, GM., Gil-Alana, LA. and Carmona-González, N. (2021) 'Particulate Matter 10 (PM10): persistence and trends in eight European capitals'. Air Quality, Atmosphere and Health, 14 (7). pp. 1097 - 1102. ISSN: 1873-9318 Open Access Link

Caporale, GM., Gil-Alana, LA. and Malmierca, M. (2021) 'Persistence in the private debt-to-GDP ratio: evidence from 43 OECD countries'. Applied Economics, 53 (43). pp. 5018 - 5027. ISSN: 0003-6846 Open Access Link

Caporale, GM., Gil-Alana, LA. and You, K. (2021) 'Global and regional financial integration in emerging Asia: evidence from stock markets'. Journal of Economic Integration, 36 (2). pp. 185 - 202. ISSN: 1225-651X Open Access Link

Abakah, EJA., Caporale, GM. and Gil-Alana, LA. (2021) 'Economic policy uncertainty: Persistence and cross-country linkages'. Research in International Business and Finance, 58 (December 2021). pp. 1 - 12. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Plastun, A. (2021) 'Gold and oil prices: abnormal returns, momentum and contrarian effects'. Financial Markets and Portfolio Management, 35 (3). pp. 353 - 368. ISSN: 1934-4554 Open Access Link

Antypas, A., Caporale, GM., Kourogenis, N. and Pittis, N. (2021) 'Corrigendum to “Estimation of conditional asset pricing models with integrated variables in the beta specification” [Res. Int. Bus. Finance 52 (2020) 101148] (Research in International Business and Finance (2020) 52, (S0275531918303490), (10.1016/j.ribaf.2019.101148))'. Research in International Business and Finance, 56. pp. 101369 - 101369. ISSN: 0275-5319

Caporale, GM., Plastun, A. and Oliinyk, V. (2021) 'Bitcoin returns and the frequency of daily abnormal returns'. Ledger, 6. pp. 17 - 41.Open Access Link

Caporale, GM. and Kang, W-Y. (2021) 'On the preferences of CoCo bond buyers and sellers'. Journal of International Financial Markets, Institutions and Money, 72. pp. 1 - 34. ISSN: 1042-4431 Open Access Link

Caporale, GM., Claudio-Quiroga, G. and Gil-Alana, L. (2021) 'Analysing the Relationship Between Co2 Emissions and GDP in China; A Fractional Integration and Cointegration Approach'. .

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2021) 'Cyber attacks, spillovers and contagion in the cryptocurrency markets'. Journal of International Financial Markets, Institutions and Money, 74. pp. 1 - 19. ISSN: 1042-4431 Open Access Link

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2021) 'Cyber-Attacks, Cryptocurrencies, and Cyber Security'.60th Southwestern Finance Association Annual Meeting. Virtual.Open Access Link

Mirzaei, A. and Moore, T. (2021) 'Does bank efficiency enhance industry growth in developing countries?', in Ahmad, AH., Llewellyn, DT. and Murinde, V. (eds.) Inclusive Financial Development: New Horizons In Money and Finance Series. Edward Elgar. pp. 224 - 240. ISBN 13: 9781800376373.

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2020) 'Non-Linearities, Cyber Attacks and Cryptocurrencies'. Finance Research Letters, 32. pp. 1 - 10. ISSN: 1544-6123 Open Access Link

Caporale, GM., Gil-Alana, L. and Monge, M. (2020) 'GDP per capita in Europe: time trends and persistence'. Journal of Business Management and Economics, 8 (9). pp. 1 - 10. ISSN: 1611-1699 Open Access Link

Caporale, GM. and Plastun, A. (2020) 'Daily abnormal price changes and trading strategies in the FOREX'. Journal of Economic Studies, 48 (1). pp. 211 - 222. ISSN: 0144-3585 Open Access Link

Mirzaei, A. and Moore, T. (2020) 'Do the macro-prudential policies jeopardise banking competition?'. International Review of Finance, 21 (4). pp. 1511 - 1518. ISSN: 1369-412X Open Access Link

Caporale, GM., Gil-Alana, LA. and Martin-Valmayor, M. (2020) 'Persistence in the market risk premium: evidence across countries'. Journal of Economics and Finance, 45 (3). pp. 413 - 427. ISSN: 1055-0925 Open Access Link

Caporale, GM., Gil-Alana, L. and Poza, C. (2020) 'Cycles and long-range behaviour in the European stock markets', in Dufrenot, G. and Matsuki, T. (eds.) Recent Econometric Techniques for Macroeconomic and Financial Data. Springer. pp. 292 - 302.Open Access Link

Caporale, GM. and Plastun, A. (2020) 'Momentum effects in the cryptocurrency market after one-day abnormal returns'. Financial Markets and Portfolio Management, 34 (3). pp. 251 - 266. ISSN: 1934-4554 Open Access Link

Caporale, GM. and Gil-Alana, L. (2020) 'Prospects for a monetary union in the East Africa Community: some empirical evidence'. South African Journal of Economics, 88 (2). pp. 174 - 185. ISSN: 0038-2280 Open Access Link

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) 'The impact of business and political news on the GCC stock markets'. Research in International Business and Finance, 52. pp. 101102 - 101102. ISSN: 0275-5319 Open Access Link

Caporale, GM., Gil-Alana, LA. and Poza, C. (2020) 'Persistence, non-linearities and structural breaks in European stock market indices'. Quarterly Review of Economics and Finance, 77. pp. 50 - 61. ISSN: 1062-9769 Open Access Link

Caporale, GM. and Gil-Alana, L. (2020) 'Fractional integration and the persistence of UK inflation, 1210-2016'. Economic Papers, 39 (2). pp. 162 - 166. ISSN: 0004-900X Open Access Link

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) 'Political Tension and Stock Markets in the Arabian Peninsula'. International Journal of Finance and Economics, 26 (1). pp. 679 - 683. ISSN: 1076-9307 Open Access Link

Antypas, A., Caporale, GM., Kourogenis, N. and Pittis, N. (2019) 'Estimation of conditional asset pricing models with integrated variables in the beta specification'. Research in International Business and Finance, 52. pp. 1 - 8. ISSN: 0275-5319 Open Access Link

Caporale, GM., Gil-Alana, LA. and Monge, M. (2019) 'Energy consumption in the GCC countries: evidence on persistence'. International Business and Economic Studies, 2 (1). pp. 1 - 15. ISSN: 2640-9852 Open Access Link

Arin, KP., Caporale, GM., Kyriacou, K. and Spagnolo, N. (2019) 'Financial Integration in the GCC region: Market Size versus National Effects'. Open Economies Review, 31 (2). pp. 309 - 316. ISSN: 0923-7992 Open Access Link

Caporale, GM. and Plastun, A. (2019) 'On stock price overreactions: frequency, seasonality and information content'. Journal of Applied Economics, 22 (1). pp. 602 - 621. ISSN: 1514-0326 Open Access Link

Caporale, GM. and Plastun, A. (2019) 'The day of the week effect in the cryptocurrency market'. Finance Research Letters, 31. pp. 258 - 269. ISSN: 1544-6123 Open Access Link

Babalos, V., Caporale, GM. and Spagnolo, N. (2019) 'Equity Fund Flows and Stock Market Returns in the USA before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis'. Empirical Economics, 60 (2). pp. 539 - 555. ISSN: 0377-7332 Open Access Link

Caporale, GM., Gil-Alana, L. and Poza, C. (2019) 'High and low prices and the range in the European stock markets: a long-memory approach'. Research in International Business and Finance, 52. pp. 101126 - 101126. ISSN: 0275-5319 Open Access Link

Caporale, GM., You, K. and Chen, L. (2019) 'Global and regional stock market integration in Asia: a panel convergence approach'. International Review of Financial Analysis, Volume 65 (October 2019). pp. 1 - 21. ISSN: 1057-5219 Open Access Link

Caporale, GM. and Plastun, A. (2019) 'Price overreactions in the cryptocurrency market'. Journal of Economic Studies, 46 (5). pp. 1137 - 1155. ISSN: 0144-3585 Open Access Link

Caporale, GM., Plastun, A. and Oliinyk, V. (2019) 'Bitcoin fluctuations and the frequency of price overreactions'. Financial Markets and Portfolio Management, 33 (2). pp. 109 - 131. ISSN: 1934-4554 Open Access Link

Caporale, GM. and Gil-Alana, L. (2019) 'Testing the Fisher hypothesis in the G-7 countries using I(d) techniques'. International Economics, 159 (October 2019). pp. 140 - 150. ISSN: 2110-7017 Open Access Link

Caporale, GM., Gil-Alana, LA. and Tripathy, T. (2019) 'Volatility persistence in the Russian stock market'. Finance Research Letters, 32 (January 2020). pp. 1 - 8. ISSN: 1544-6123 Open Access Link

Caporale, GM., Çatık, AN., Helmi, MH., Menla Ali, F. and Tajik, M. (2019) 'The bank lending channel in the Malaysian Islamic and conventional banking system'. Global Finance Journal, 45. pp. 1 - 26. ISSN: 1044-0283 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2019) 'Long memory and data frequency in financial markets'. Journal of Statistical Computation and Simulation, 89 (10). pp. 1763 - 1779. ISSN: 0094-9655 Open Access Link

Caporale, GM., Plastun, A. and Makarenko, I. (2019) 'Force majeure events and stock market reactions in Ukraine'. Investment Management and Financial Innovations, 16 (1). pp. 334 - 345. ISSN: 1812-9358 Open Access Link

Caporale, GM. and Kang, W-Y. (2019) 'On the preferences of CoCo bond buyers and sellers'. CESifo Working Papers, 7551 (7551). ISSN: 1617-9595 Open Access Link

Caporale, GM. and Gil-Alana, LA. (2019) 'Long-term interest rates in Europe: a fractional cointegration analysis'. International Review of Economics and Finance, 61. pp. 170 - 178. ISSN: 1059-0560 Open Access Link

Mortazian, M., Tabaghdehi, SAH. and Mase, B. (2019) 'Large Shareholding and Firm Value in the Alternative Investment Market (AIM)'. Asia-Pacific Financial Markets, 26 (2). pp. 229 - 252. ISSN: 1387-2834 Open Access Link

Mirzaei, A. and Moore, T. (2019) 'Real effect of bank efficiency: Evidence from disaggregated manufacturing sectors'. Economica, 86 (341). pp. 87 - 115. ISSN: 1468-0335 Open Access Link

Caporale, GM., Gil-Alana, L. and Plastun, A. (2018) 'Long-term price overreactions: are markets inefficient?'. Journal of Economics and Finance, 43 (4). pp. 1 - 24. ISSN: 1055-0925 Open Access Link

Caporale, GM. and Zekokh, T. (2018) 'Modelling volatility of cryptocurrencies using Markov-Switching GARCH models'. Research in International Business and Finance, 48. pp. 143 - 155. ISSN: 0275-5319 Open Access Link

Caporale, GM. and Gil-Alana, L. (2018) 'UK overseas visitors: seasonality and persistence'. Tourism Economics, 25 (5). pp. 827 - 831. ISSN: 1354-8166 Open Access Link

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) 'Exchange rates and macro news in emerging markets'. Research in International Business and Finance, 46. pp. 516 - 527. ISSN: 0275-5319 Open Access Link