Content
December 2024, Volume 24, Issue 4
- 572-603 Do retail investors gamble more during lockdown?
by Pantisa Pavabutr & Bin Zhao - 604-640 Aggregate uncertainty, information acquisition, and analyst stock recommendations
by Amanjot Singh & Harminder Singh & Venura Welagedara - 641-668 Why do managers announce the intention to sell large assets?
by Abe de Jong & Pouyan Ghazizadeh & Frederik P. Schlingemann & Farhan Shazia - 669-713 Does size matter? Examining the probability of firm emergence from bankruptcy
by Miftah Zikri & Syed Shams & Afzalur Rashid & Chandrasekhar Krishnamurti - 714-742 The information effect versus governance effect of comment letters: Evidence from the cost of equity capital
by Yikun Chen & Ning Hu & Yanan Cao & Savannah (Yuanyuan) Guo & Yuhan Wang - 743-771 Marketization and corporate cash holdings: Role of financial constraint alleviation
by Lin Lei & Han Zhou & Dingding Wang - 772-792 Optimal design of deferred compensation for bank executives under agency conflicts
by Liu Gan & Mingyu Xu & Yingxian Tan & Linyue Chen - 793-813 The role of diversification in stabilizing bank credit over the business cycle
by Mirzet Šeho & Md. Mahmudul Haque & Mohammad Ashraful Ferdous Chowdhury
March 2024, Volume 24, Issue 1
- 4-29 Do academic directors matter? Evidence from Taiwan equity market
by Tai‐Hsi Wu & Mei‐Chen Lin & Pei‐Ju Lucy Ting & Jyun Yan Huang - 30-52 The price of the slow lane: Traffic congestion and stock block trading premium
by Tingqiu Cao & Xianhang Qian & Le Zhang - 53-82 Cognition ability, financial advice seeking, and investment performance: New evidence from China
by Ziying Yang & Jie Gao & Du Yu - 83-103 Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets
by Cesario Mateus & Miramir Bagirov & Irina Mateus - 104-127 Different demands for almost the same assets? Demographic structure's different effect on direct and indirect equity purchase
by Sei‐Wan Kim & Namwon Hyung - 128-138 In family we trust—In good and bad times
by Philippe Masset & Cédric Poretti & Jean‐Philippe Weisskopf - 139-153 The effect of corporate annual report quality on the relationship between institutional blockholder monitoring and firm's information environment
by Chune Young Chung & Amirhossein Fard & Hong Kee Sul - 154-162 Climate risks and forecastability of the weekly state‐level economic conditions of the United States
by Oguzhan Cepni & Rangan Gupta & Wenting Liao & Jun Ma
December 2023, Volume 23, Issue 4
- 696-720 Impact of professor‐directors on Chinese firms' environmental performance
by Liqiang Chen & Hong Fan & Xiaofei Song - 721-749 Local green finance policies and corporate ESG performance
by Qihang Xue & Huimin Wang & Caiquan Bai - 750-776 Accumulating human capital: Corporate innovation and firm value
by Xun Wang & Jingwen Yu - 777-793 Political institutions and corporate risk‐taking: International evidence
by Helen X. H. Bao & Rohan Cardoza - 794-830 The contribution of macroprudential policies to banks' resilience: Lessons from the systemic crises and the COVID‐19 pandemic shock
by Tiago F. A. Matos & João C. A. Teixeira & Tiago M. Dutra - 831-858 Topic tones of analyst reports and stock returns: A deep learning approach
by Hitoshi Iwasaki & Ying Chen & Jun Tu - 859-885 The cross‐predictability of industry returns in international financial markets
by Xin Wang & Haofei Zhang - 886-902 Economic growth and labor investment efficiency
by Amanjot Singh - 903-917 A novel approach to portfolio selection using news volume and sentiment
by Kin‐Yip Ho & Kun Tracy Wang & Wanbin Walter Wang
September 2023, Volume 23, Issue 3
- 484-501 Environmental performance and employee welfare: Evidence from health benefit costs
by Yuqi Gu - 502-523 The impacts of RMB internationalization on onshore and offshore RMB markets
by Yang‐Chao Wang & Jui‐Jung Tsai & Shushu Li & Yiying Huang - 524-552 Influence of dividend tax policy tied to investment horizon on stock price stability: Evidence from the 2015 dividend tax reform in China
by Nianzhi Guo & Ping‐Wen Sun & Huiqin Xiao - 553-583 Institutional investors and cross‐border mergers and acquisitions: The 2000–2018 period
by Jinsuk Yang & Qing Hao & Mahmut Yaşar - 584-614 Political uncertainty and investments by private and state‐owned enterprises
by Neeru Chaudhry & Chris Veld - 615-644 Firm‐level political risk and implied cost of equity capital
by Dev R. Mishra - 645-665 Robust irreversible investment strategy with ambiguity to jump and diffusion risk
by Shuang Li & Haijun Wang - 666-679 Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand
by Sara Ali & Ihsan Badshah & Riza Demirer & Prasad Hegde - 680-691 Trade dependence and stock market reaction to the Russia‐Ukraine war
by Reza Tajaddini & Hassan F. Gholipour
June 2023, Volume 23, Issue 2
- 228-244 Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data
by Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden - 245-271 Average skewness in global equity markets
by Yigit Atilgan & K. Ozgur Demirtas & A. Doruk Gunaydin & Imra Kirli - 272-300 The real effects of local mutual funds: Evidence from corporate innovation
by Hyoseok (David) Hwang - 301-316 Buy and buy again: The impact of unique reference points on (re)purchase decisions
by Gizelle D. Willows & Daniel W. Richards - 317-358 The trend premium around the world: Evidence from the stock market
by Hai Lin & Pengfei Liu & Cheng Zhang - 359-392 Institutional investors' corporate site visits and corporate investment efficiency
by He Xiao - 393-436 Co‐movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies
by Nafeesa Yunus - 437-459 An analysis of the evolution of global financial network of the coordinated portfolio investment survey
by Sang Jin Ahn & Jae Woong Jung & Hyeng Keun Koo & Seryoong Ahn - 460-468 A new unique impulse response function in linear vector autoregressive models
by Yanlin Shi - 469-479 An explosion time characterization of asset price bubbles
by Robert A. Jarrow & Simon S. Kwok
March 2023, Volume 23, Issue 1
- 4-26 Are socially responsible exchange‐traded funds paying off in performance?
by Ya Dai & Liang Guo & Steve Liu & Hongxian Zhang - 27-36 Social responsibility, moral hazard, and collateral requirement: Evidence from a quasi‐natural experiment in India
by Nemiraja Jadiyappa & Santosh Shrivastava & Avinash Ghalke - 37-57 The role of tail network topological characteristic in portfolio selection: A TNA‐PMC model
by Mengting Li & Qifa Xu & Cuixia Jiang & Qinna Zhao - 58-86 Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China
by Ping‐Wen Sun & Zipeng Wen - 87-102 How does the volatility‐timing strategy perform in mutual funds portfolios
by Zhida Yin & Jilin Jiang & Zongxin Qian - 103-129 Stock market, credit market, and heterogeneous innovations
by Xun Wang - 130-157 The maturity‐lengthening role of national development banks
by Alfredo Schclarek & Jiajun Xu & Jianye Yan - 158-186 Impact of mortgage soft information in loan pricing on default prediction using machine learning
by Thi Mai Luong & Harald Scheule & Nitya Wanzare - 187-205 Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
by Emmanuel Joel Aikins Abakah & Aviral Kumar Tiwari & Chi‐Chuan Lee & Matthew Ntow‐Gyamfi - 206-224 Information of employee decisions and stock returns in the Korean stock market
by Jaewan Bae & Jangkoo Kang
December 2022, Volume 22, Issue 4
- 600-636 Payout policies, government ownership, and financial constraints: Evidence from Vietnam
by Nha Duc Bui & Yun‐Yi Wang & Jin‐Ping Lee - 637-661 Financial investments and commodity prices
by Peng Liu & Zhigang Qiu & David Xiaoyu Xu - 662-668 Examining the effects of the quality of financial reports on SME trade credit: An innovative approach
by María J. Palacín‐Sánchez & Francisco J. Canto‐Cuevas & Filippo di Pietro - 669-687 Equity analysts' recommendation revisions and corporate bond price reactions
by Xiaoting Wei & Viet Do - 688-724 Bank risk‐taking in a mixed duopoly: The role of the state‐owned bank
by Ping‐Lun Tseng & Wen‐Chung Guo - 725-750 Insider trading and the algorithmic trading environment
by Millicent Chang & John Gould & Yuyun Huang & Sirimon Treepongkaruna & Joey Wenling Yang - 751-758 Levels versus changes: Information contents of textual information
by Kotaro Miwa - 759-769 Corporate lobbying and the value of firms: The case of defense firms and the 9/11 terrorist attacks
by Benjamin M. Blau & Todd G. Griffith & Derek Larsen & Ryan J. Whitby - 770-776 Does options improve the information absorption? Evidence from the introduction of weekly index options
by Prachi Jain & Kiran Kumar Kotha - 777-792 Know your competitors: Customer identity disclosure by competitors and a firm's production efficiency
by Jie He & Xi Chen & Kam C. Chan
September 2022, Volume 22, Issue 3
- 402-432 Environmental uncertainty and corporate cash holdings: The moderating role of CEO ability
by Efstathios Magerakis & Ahsan Habib - 433-452 Does monetary policy uncertainty command a risk premium in the Chinese stock market?
by Lei Lin & Jing Tan & Wenzhen Liu - 453-471 Overreaction‐based momentum in the real estate investment trust market
by Tsung‐Yu Chen & Guan‐Ying Huang & Zhen‐Xing Wu - 472-505 Migrants and default: Evidence from China
by Jianwen Li & Jinyan Hu - 506-539 Financial crises, banking regulations, and corporate financing patterns around the world
by Ali Gungoraydinoglu & Özde Öztekin - 540-550 Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note
by Matteo Bonato & Oğuzhan Çepni & Rangan Gupta & Christian Pierdzioch - 551-566 Economic policy responses to the COVID‐19 pandemic and growth of nonperforming loans
by Hassan F. Gholipour & Amir Arjomandi - 567-579 Can macroprudential policies mitigate pressures from capital inflows on real exchange rates? Empirical evidence from emerging markets
by Tony Cavoli & Sasidaran Gopalan & Ramkishen S. Rajan - 580-596 The effect of stock liquidity on corporate cash holdings: The real investment motive
by Hyun Joong Im & Barry Oliver & Heungju Park
June 2022, Volume 22, Issue 2
- 298-307 COVID‐19 and ESG preferences: Corporate bonds versus equities
by Amanjot Singh - 308-314 Physical proximity, corporate social responsibility, and the impact of negative investor sentiment on stock returns: Evidence from COVID‐19 in China
by Huayun Zhai & Mingsheng Xiao & Kam C. Chan & Qingzhuo Liu - 315-324 Islamic equity markets versus their conventional counterparts in the COVID‐19 age: Reaction, resilience, and recovery
by Md Iftekhar Hasan Chowdhury & Faruk Balli & Anne de Bruin - 325-334 Does corporate social responsibility affect shareholder value? Evidence from the COVID‐19 crisis
by Somya Arora & Jagan Kumar Sur & Yogesh Chauhan - 335-345 Chasing dividends during the COVID‐19 pandemic
by Nicolas Eugster & Romain Ducret & Dušan Isakov & Jean‐Philippe Weisskopf - 346-355 The COVID‐19 risk in the Chinese option market
by Jianhui Li & Xinfeng Ruan & Sebastian A. Gehricke & Jin E. Zhang - 356-364 COVID‐19 and hedge fund equity ownership
by Laleh Samarbakhsh & Amanjot Singh - 365-398 Impact of operational fragility on stock returns: Lessons from COVID‐19 crisis
by Avijit Bansal & Balagopal Gopalakrishnan & Joshy Jacob & Pranjal Srivastava
March 2022, Volume 22, Issue 1
- 5-35 The media and CEO dominance
by Jiexiang Huang & Helen Roberts & Eric K. M. Tan - 36-71 Taking a long view: Investor trading horizon and earnings management strategy
by Yeejin Jang & Kyung Yun (Kailey) Lee - 72-89 Bank herding in loan markets: Evidence from geographical data in Japan
by Ryuichi Nakagawa - 90-113 Financial transaction tax and market quality: Evidence from France†
by Jerry Parwada & Yixuan Rui & Jianfeng Shen - 114-142 Can technical indicators predict the Chinese equity risk premium?
by Mingwei Sun & Paskalis Glabadanidis - 143-168 Does cross‐border acquisition reduce earnings management of emerging market acquirers? Evidence from India
by Priyesh Valiya Purayil & Jijo Lukose P. J. - 169-199 Government economic policy uncertainty and corporate debt contracting
by Dung T. T. Tran & Hieu V. Phan - 200-222 Is the asymmetric impact of aggregate revenue and aggregate earnings on the stock index in accordance with the prospect theory?
by Vinay Goyal & Subrata K. Mitra - 223-247 Does the kitchen‐sink model work forecasting the equity premium?
by Anwen Yin - 248-277 The determinants of Asian banking crises—Application of the panel threshold logit model
by Chung‐Hua Shen & Hsing‐Hua Hsu - 278-285 Yield curve inversions: A study of country‐level and firm‐level stock reactions
by Mitchell D. Quinn & Lei Zhang & Lin Mi - 286-294 Firm's tax aggressiveness under mandatory CSR regime: Evidence after mandatory CSR regulation of India
by Mehul Raithatha & Tara Shankar Shaw
December 2021, Volume 21, Issue 4
- 1117-1151 Liquidity risk and corporate bond yield spread: Evidence from China
by Yinghui Chen & Lunan Jiang - 1152-1178 Biases in variance of decomposed portfolio returns
by Vitali Alexeev & Katja Ignatieva - 1179-1202 Connectedness among stocks and tail risk: Evidence from China
by Zhijun Hu & Ping‐Wen Sun - 1203-1224 Share repurchases and market signaling: Evidence from earnings management
by Ni‐Yun Chen & Chi‐Chun Liu - 1225-1250 Behavioral heterogeneity in return expectations across equity style portfolios
by Philip A. Stork & Milan Vidojevic & Remco C. J. Zwinkels - 1251-1285 The information content of 10‐K file size change
by Quan Gan & Buhui Qiu - 1286-1301 Option‐for‐guarantee swaps and flexible investment opportunities
by Liu Gan & Chong Wang - 1302-1333 What determines institutional investors' holdings in IPO firms?
by Allen Michel & Jacob Oded & Israel Shaked - 1334-1352 Risk reduction using trailing stop‐loss rules
by Bochuan Dai & Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti - 1353-1381 R2 and the corporate signaling effect
by Wei Hao & Udomsak Wongchoti & Martin Young & Jianguo Chen - 1382-1406 Monetary policy through exchange rate pegs: The removal of the Swiss franc‐Euro floor and stock price reactions
by Gregor von Schweinitz & Lena Tonzer & Manuel Buchholz - 1407-1418 Peer‐to‐peer lending and financial inclusion with altruistic investors
by Aleksander Berentsen & Marina Markheim - 1419-1440 Value of dividend signaling in uncertain times
by Hayley Baker & Millicent Chang & Choy Yeing (Chloe) Ho - 1441-1463 Volatility and returns: Evidence from China†
by Yeguang Chi & Xiao Qiao & Sibo Yan & Binbin Deng - 1464-1491 Effects of customer horizontal merger on supplier capital structure decisions
by Mauro Oliveira & Palani‐Rajan Kadapakkam - 1492-1502 Director liability reduction and stock price crash risk: Evidence from Korea
by Sanghak Choi & Hail Jung - 1503-1510 Distance still matters: Local bank closures and credit availability
by Anders Kärnä & Agostino Manduchi & Andreas Stephan - 1511-1518 Do macro‐prudential policies jeopardize banking competition?
by Ali Mirzaei & Tomoe Moore - 1519-1528 Chinese economic policy uncertainty and U.S. corporate investment
by Kiryoung Lee & Yoontae Jeon & Laleh Samarbakhsh & Insik Kim - 1529-1538 Does Twitter Happiness Sentiment predict cryptocurrency?
by Muhammad Abubakr Naeem & Imen Mbarki & Muhammed Tahir Suleman & Xuan Vinh Vo & Syed Jawad Hussain Shahzad
September 2021, Volume 21, Issue 3
- 742-768 Going public through mergers with special purpose acquisition companies
by Hyunseok Kim & Jayoung Ko & Chulhee Jun & Kyojik “Roy” Song - 769-785 Investment and financing for cash flow discounted with group diversity
by Pengfei Luo & Zhaojun Yang - 786-820 Corporate irresponsibility and stock price crash risk
by Rashid Zaman & Stephen Bahadar & Haroon Mahmood - 821-842 Corporate investment and financing with uncertain growth opportunities
by Biao Chen & Jinqiang Yang & Chuanqian Zhang - 843-864 Is aggregate volatility a priced risk factor?
by Stanley Peterburgsky - 865-894 Media attention and firm value: International evidence
by Tung L. Dang & Thi H. H. Huynh & Manh T. Nguyen - 895-916 The sovereign yield curve and credit ratings in GIIPS
by Yasir Riaz & Choudhry T. Shehzad & Zaghum Umar - 917-944 Rights issues: Retail shareholders and their participation decisions
by Hue Hwa Au Yong & Christine Brown & Choy Yeing (Chloe) Ho & Chander Shekhar - 945-965 Do firms benefit from related party transactions with foreign affiliates? Evidence from Korea
by Sung C. Bae & Taek Ho Kwon - 966-988 The effect of social media on corporate violations: Evidence from Weibo posts in China
by Jing Zhou & Silin Ye & Wei Lan & Yunwen Jiang - 989-1012 The predictive power of macroeconomic uncertainty for commodity futures volatility
by Zhuo Huang & Fang Liang & Chen Tong - 1013-1038 Short‐sellers at home and abroad: Their respective roles in the price discovery of cross‐listed firms
by Jun Chen & Alireza Tourani‐Rad & Ju Xiang & Ting Yang - 1039-1046 Forecasting the future state of the economy in the United States: The role of tradable “new” risk factors
by Qi Shi & Bin Li - 1047-1055 Industry bubbles and the cross‐sectional variation of expected consumption growth
by Javier Rojo‐Suárez & Ana Belén Alonso‐Conde & Rubén Lago‐Balsalobre - 1056-1067 Financial constraints and workforce environment: An international investigation
by Ahsan Habib & Mabel D. Costa & Hedy J. Huang & Xuan S. Sun - 1068-1077 Strategic short selling around index additions: Evidence from the Nikkei 225
by Naoya Shiomi & Hidetomo Takahashi & Peng Xu - 1078-1088 Robustly dynamic tax evasion and consumption with preferences for cash
by Pengfei Luo & Yong Ma - 1089-1099 Can economic policy uncertainty reduce a firm's trade credit?
by Kun Su & Dongmin Kong & Ji Wu - 1100-1105 Dividends and management promotion—Evidence from internal labor market in an emerging economy
by Dan Yang & Linyin Cheng & Guojun Wang & Yuetang Wang - 1106-1111 The effect of voting rights on firm value
by Cristina Mabel Scherrer & Marcelo Fernandes
June 2021, Volume 21, Issue 2
- 374-403 The effect of intra‐group loans on the cash flow sensitivity of cash: Evidence from Chile
by Mauricio Jara‐Bertín & Cristian Pinto‐Gutiérrez & Carlos Pombo - 404-429 Intraday order placement and execution in a limit order market: Evidence from the Indonesia stock market
by Irwan A. Ekaputra & Chunlin Liu & S. Ghon Rhee & Hongchao Zeng - 430-446 Variance minimizing strategies for stochastic processes with applications to tracking stock indices
by David B. Colwell & Nadima El‐Hassan & Oh Kang Kwon - 447-477 Are outside director trades informative? Evidence from acquiring firms
by Rachel E. Gordon - 478-496 Religiosity and loss aversion: Does local religiosity influence the skewness of stock returns?
by Benjamin M. Blau & Bret D. Crane - 497-522 Quote dynamics of cross‐listed stocks
by Bart Frijns & Ivan Indriawan & Alireza Tourani‐Rad - 523-554 Asset pricing factors in Islamic equity returns
by Md Safiullah & Abul Shamsuddin - 555-597 Currency hedging and quantitative easing: Evidence from global bond markets
by Lawrence Kryzanowski & Jie Zhang & Rui Zhong - 598-610 Female directors and firm performance: Evidence from the Great Recession
by Suwongrat Papangkorn & Pattanaporn Chatjuthamard & Pornsit Jiraporn & Sirisak Chueykamhang - 611-626 Economic policy uncertainty and stock market liquidity: Evidence from G7 countries
by Saumya Ranjan Dash & Debasish Maitra & Byomakesh Debata & Jitendra Mahakud - 627-635 The profitability of trading on large Lévy jumps
by Kam Fong Chan & Phil Gray & Zheyao Pan - 636-644 The importance of targets and value creation in vertical acquisitions
by Manapol Ekkayokkaya & Krishna Paudyal - 645-652 The Sarbanes‐Oxley act and informed trading in the options market: Evidence from share repurchase announcements
by Ihsan Badshah & Hardjo Koerniadi & James Kolari - 653-660 Does social responsibility improve firm value? Evidence from mandatory corporate social responsibility regulations in India
by Nemiraja Jadiyappa & Subramanian R. Iyer & Pavana Jyothi - 661-674 Variants of consumption‐wealth ratios and predictability of U.S. government bond risk premia
by Oğuzhan Çepni & Rangan Gupta & Mark E. Wohar - 675-687 Monetary policy and bubbles in US REITs
by Petre Caraiani & Adrian C. Călin & Rangan Gupta - 688-698 When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function
by Erwin Hansen & Marco Morales - 699-713 Financial disclosure readability and innovative firms' cost of debt
by Arvid O. I. Hoffmann & Stefanie Kleimeier - 714-723 Do current‐year forecasts deserve investors' exclusive attention among analyst estimates?
by Cheng‐tsu Huang & Chu‐hsuan Chang & Hsiou‐wei Lin - 724-737 Is drought risk priced in private debt contracts?
by Viet Do & Thu Ha Nguyen & Cameron Truong & Tram Vu
March 2021, Volume 21, Issue 1
- 3-36 Do Patented Innovations Reduce Stock Price Crash Risk?
by Hamdi Ben‐Nasr & Lobna Bouslimi & Rui Zhong - 37-57 A Dynamic Growth Model with Equity for Guarantee Swap and Asymmetric Information
by Qi Liu & Dandan Song & Xiaolin Tang - 58-96 Business Strategy and Labor Investment Efficiency
by Ahsan Habib & Mostafa M. Hasan - 97-120 Asymmetric Correlations in Predicting Portfolio Returns
by Nianling Wang & Lijie Zhang & Zhuo Huang & Yong Li - 121-144 Regulatory Dualism as an Alternative Trust‐Enhancing Mechanism for Dividends and Debt: Evidence from Brazil
by María Belén Lozano & Félix J. López‐Iturriaga & Victor Hugo Braz‐Bezerra - 145-182 A Study on Firms with Negative Book Value of Equity
by Haowen Luo & Ian Liu & Niranjan Tripathy - 183-207 Disclosure and Exchange of Inside Information
by Rui Cao & Yongli Zhang - 208-254 Relaxed Credit Standards in the U.S. Housing Boom: Changes in Risk Characteristics of Mortgage Recipients
by Seda Durguner - 255-281 Inflexibility of Share Repurchases
by Satoru Yamaguchi - 282-311 Internet Search Intensity and Its Relation with Trading Activity and Stock Returns
by Daniel Chai & Mengjia Dai & Philip Gharghori & Barbara Hong - 312-323 Multifractal Detrended Fluctuation Analysis of Return on Bitcoin
by Keshab Shrestha - 324-335 Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings
by Rangan Gupta & Patrick Kanda & Mark E. Wohar - 336-344 Buy Low and Sell High: The 52‐Week Price Range and Predictability of Returns
by Tzu‐Pu Chang - 345-357 On the Impacts of Overconfidence under Information Diversity
by Deqing Zhou & Fang Zhen - 358-369 Measuring Systemic Risk: Capital Shortfall and CSRISK
by Jying‐Nan Wang & Yuan‐Teng Hsu & Joe‐Ming Lee & Chih‐Chun Chen
December 2020, Volume 20, Issue 4
- 801-826 On Education Level and Terms in Obtaining P2P Funding: New Evidence from China
by Junhui Xu & Jitka Hilliard & James R. Barth - 827-856 Momentum Trading with the ℓ1‐Filter: Are the Markets Efficient?
by Subrata K. Mitra & Abhishek Rohit - 857-895 Return Synchronicity and Insider Trading Profitability
by Claire Y.C. Liang & Zhenyang Tang & Xiaowei Xu - 897-921 The q‐Factors and Macroeconomic Conditions: Asymmetric Effects of the Business Cycles on Long and Short Sides
by Byoung‐Kyu Min & Jangkoo Kang & Changjun Lee & Tai‐Yong Roh - 923-959 Market Volatility Risk and Stock Returns around the World: Implication for Multinational Corporations
by Samuel Xin Liang & K.C. John Wei - 961-971 Maxing Out in China: Optimism or Attention?
by Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man - 973-981 Risk Information Disclosure and Bank Soundness: Does Regulation Matter? Evidence from China
by Zongrun Wang & Jiangyan Chen & Xiaofei Zhao - 983-992 Are Incentive Contract Settlements Nonevents?
by Marie‐Hélène Gagnon & Aurélien Philippot - 993-1004 Foreign Investors and Stock Price Crash Risk: Evidence from Vietnam
by Xuan Vinh Vo - 1005-1017 Comovement in Anomalies between the Australian and US Equity Markets
by Mardy Chiah & Philip Gharghori & Angel Zhong - 1019-1031 Patience Is a Virtue: In Value Investing
by Thorsten Hens & Klaus R. Schenk‐Hoppé
September 2020, Volume 20, Issue 3
- 551-579 The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets
by José Da Fonseca & Katrin Gottschalk - 581-604 Unveiling Contemporaneous Relations Between Jump Risk and Cross Section of Stock Returns
by Saranya Kshatriya & Krishna Prasanna - 605-637 Market Excess Returns, Variance and the Third Cumulant
by Jin E. Zhang & Eric C. Chang & Huimin Zhao - 639-664 Moral Hazard, Agency Cost, and Firm Growth
by Rui Li & Mengying Wang - 665-699 Does Independent Industry Expertise Improve Board Effectiveness? Evidence From Bank CEO Turnovers
by Zhongdong Chen - 701-736 Monitoring and CEO Contractual Incentive Pay
by Fan Yu - 737-746 Credit Risk, Liquidity, and Bubbles
by Robert Jarrow & Philip Protter - 747-755 Managerial Stock Ownership and Debt Diversification
by Nemiraja Jadiyappa & Namrata Saikia & Bhavik Parikh - 757-769 Investment Committee, Corporate Cash Holdings and Corporate Life Cycle
by Baban Eulaiwi & Ahmed Al‐Hadi & Syed Mujahid Hussain & Khamis Hamed Al‐Yahyaee - 771-779 When Is One Plus One More Than Two? Theory and Evidence of Merger Motivations
by Chune Young Chung & Seok‐Kyun Hur & Chang Liu - 781-788 Anti‐Corruption and Corporate Tax Burden: Evidence from China
by Yunsen Chen & Dengjin Zheng & Peixin Li & Weimin Wang - 789-798 Political Connection and Regulatory Scrutiny through Comment Letters: Evidence from China
by Yunsen Chen & Yilu Deng & Yufang Jin & Hetong Lou & Xin Zhang
June 2020, Volume 20, Issue 2
- 295-322 Credit Cards: Transactional Convenience or Debt‐Trap?
by Stephen Brown & Chris Veld & Yulia Veld‐Merkoulova - 323-349 Put Your Money Where Your Mouth Is: A Model of Certification with Informed Finance
by Tianxi Wang - 351-382 Bank Work Experience Versus Political Connections: Which Matters for Bank Loan Financing?
by Xiaofei Pan & Gary Gang Tian - 383-413 Financial Statement Comparability and Idiosyncratic Return Volatility
by Ahsan Habib & Mostafa Monzur Hasan & Ahmed Al‐Hadi - 415-450 Do Countries Matter More in Determining the Relationship Between Employee Welfare and Financial Performance?
by Kartick Gupta & Chandrasekhar Krishnamurti - 451-483 Are Gold and Government Bond Safe‐Haven Assets? An Extremal Quantile Regression Analysis
by Wei‐han Liu - 485-491 The Pricing Kernel Puzzle: A Real Phenomenon or a Statistical Artifact?
by Hammad Siddiqi & Sajid Anwar - 493-504 Investment Decisions, Debt Renegotiation Friction, and Agency Conflicts
by Hwa‐Sung Kim