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Content
2024, Volume 74, Issue C
- S1062940824001098 Temporal and spatial heterogeneity of resource misallocation in Chinese banks and its influential factors
by Zhao, Wensha & Guo, Qingbin
- S1062940824001165 Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform
by Muto, Makoto & Saiki, Yoshitaka
- S1062940824001177 Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
by Zhou, Donghai & Liu, Xiaoxing & Tang, Chun
- S1062940824001190 A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis
by Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón
- S1062940824001244 The value of cash around COVID-19: Insights from business activities
by Jung, Sumi & Choi, Ahrum
- S1062940824001256 Ignorant experts and financial fragility
by Asano, Koji
- S1062940824001268 The liquidity timing ability of mutual funds
by Yin, Zhengnan & O’Sullivan, Niall & Sherman, Meadhbh
- S1062940824001281 Pricing VIX options based on mean-reverting models driven by information
by Yin, Ya-Hua & Zhu, Fu-min & Zheng, Zun-Xin
- S1062940824001293 Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict
by Shen, Yiran & Feng, Qianqian & Sun, Xiaolei
- S1062940824001311 Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options
by Li, Zhe & Shen, Jiashuang & Xiao, Weilin
- S1062940824001402 Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies
by Sun, Jiaojiao & Zhang, Chen & Zhu, Jing & Zhao, Jingsong
- S1062940824001414 Deposit competition and effectiveness of bank capital requirements
by Han, Ruoning & Muyeed, Ahadul Kabir
- S1062940824001426 How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis
by Chen, Xiuwen & Yao, Yinhong & Wang, Lin & Huang, Shenwei
- S1062940824001438 The power of market: Venture capital and enterprise digital transformation
by Peng, Huan & Bumailikaimu, Sulidan & Feng, Ting
- S1062940824001451 High-speed railway and corporate risk-taking: Channels and evidence from China
by Xia, Xiaoxue & Wang, Chen & Lu, Chao & Zhu, Tianqi & Zhao, Ziying & Zhao, Yiwen
- S1062940824001463 Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets
by Chen, Weihua & Mamon, Rogemar & Xiong, Heng & Zeng, Pingping
- S1062940824001475 Investor sentiment or information content? A simple test for investor sentiment proxies
by Lee, Geul & Ryu, Doojin
- S1062940824001487 Dynamic impact of the US yield curve on green bonds: Navigating through recent crises
by Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao
- S1062940824001499 Can U.S. macroeconomic indicators forecast cryptocurrency volatility?
by Tzeng, Kae-Yih & Su, Yi-Kai
- S1062940824001505 Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries
by Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert
- S1062940824001517 Yield curve trading strategies exploiting sentiment data
by Audrino, Francesco & Serwart, Jan
- S1062940824001529 Valuing American options using multi-step rebate options
by Lee, Hangsuck & Ha, Hongjun & Lee, Gaeun & Lee, Minha
- S1062940824001530 Green bond and green stock in China: The role of economic and climate policy uncertainty
by Wang, Yu & Cheung, Adrian (Wai Kong) & Yan, Wanlin & Wang, Bin
- S1062940824001542 Option trading volume and the cross-section of option returns
by Yuan, Jianglei & Liu, Dehong & Chen, Carl R. & Hu, Sen
- S1062940824001554 Copula-MIDAS-TRV model for risk spillover analysis − Evidence from the Chinese stock market
by Wang, Qin & Li, Xianhua
- S1062940824001566 Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach
by Xie, Wenhao & Cao, Guangxi
- S1062940824001578 A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price
by Wang, Mei-Chih & Chang, Tsangyao & Mikhaylov, Alexey & Linyu, Jia
- S1062940824001591 Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network
by Guo, Xiaoping & Fan, Ningyuan & Liu, Zhenchun & Wang, Jianwei
- S1062940824001608 Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model
by Chen, Yan & Zhang, Lei & Zhang, Feipeng
- S1062940824001621 Modeling mispricing risk of defined contribution pension plan with a mean–variance criteria
by Wang, Peiguang & Wang, Zihui & Wang, Wenli
- S1062940824001633 Does liquidity connectedness affect stock price crash risk? Evidence from China
by Yang, Xin & Ao, Xuan & Cao, Jie & Huang, Chuangxia
- S1062940824001645 Pricing of discretely sampled arithmetic Asian options, under the Hull–White interest rate model
by Kim, Bara & Kim, Jeongsim & Yoon, Hyungkuk & Lee, Jinyoung
- S1062940824001657 Geopolitical risk hedging or timing: Evidence from hedge fund strategies
by Ma, Tianyi & Zhou, Xuting
- S1062940824001669 Stock market extreme risk prediction based on machine learning: Evidence from the American market
by Ren, Tingting & Li, Shaofang & Zhang, Siying
- S1062940824001670 Health burden, environmental decentralization and associated political achievements in China
by Bellalah, Mondher & Jawadi, Fredj & Zhang, Detao & Zhang, Jingjing
- S1062940824001682 ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions
by Tunc, Ahmet
- S1062940824001694 The comovement of bubbles’ responses to monetary policy shocks
by Caraiani, Petre & Călin, Adrian Cantemir
- S1062940824001700 Climate risk and corporate ESG performance: Evidence from China
by Yin, Zhujia & Deng, Rantian & Xia, Jiejin & Zhao, Lili
- S1062940824001712 Size and ESG premiums: Evidence from Chinese A-share market
by Wu, Yanran & Zhou, Riwang & Zhang, Chao
- S1062940824001724 Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets
by Koczar, Monika W. & Jareño, Francisco & Escribano, Ana
- S1062940824001736 Optimistic or pessimistic: How do investors impact the green bond market?
by Wei Su, Chi & Yue Song, Xin & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad
- S1062940824001748 Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
by Liu, Zixin & Hu, Jun & Zhang, Shuguang & He, Zhipeng
- S1062940824001761 Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach
by Lim, Seo-Yeon & Choi, Sun-Yong
- S1062940824001773 Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach
by Yang, Qu & Yu, Yuanyuan & Dai, Dongsheng & He, Qian & Lin, Yu
- S1062940824001785 The impact of MD&A digital transformation information disclosure on stock price synchronicity in China
by Guo, Jinwen & Duan, Jiangjiao
- S1062940824001797 Diversification value of green Bonds: Fresh evidence from China
by Zhou, You & Lin, Lichao & Huang, Ziling
- S1062940824001803 The threshold effect of political connection on the green innovation of businesses: Evidence from China
by Chen, Doudou & Bu, Tao
- S1062940824001827 Does climate change matter for bank profitability? Evidence from China
by Lee, Chien-Chiang & Zhang, Xiaoli & Lee, Chi-Chuan
- S1062940824001839 Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method
by Yu, Bo & Ouyang, Haiqin & Guan, Chao & Lin, Binzhao
- S1062940824001852 The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
by Hung, Jui-Cheng & Liu, Hung-Chun & Jimmy Yang, J.
- S1062940824001864 Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory
by Li, Zhimin & Zhu, Weidong & Wu, Yong & Wu, Zihao
- S106294082400127X Impact of green finance on low-carbon transformation: Spatial spillover effects in China
by Zhao, Jing
- S106294082400130X Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
by Naifar, Nader
- S106294082400144X Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets
by Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu
- S106294082400158X Closed-form approximations for basket option pricing under normal tempered stable Lévy model
by Hu, Dongdong & Sayit, Hasanjan & Yao, Jing & Zhong, Qifeng
- S106294082400161X Banking market structure and corporate investment efficiency
by Huynh, Japan
- S106294082400175X Optimizing composite early warning indicators
by Beltran, Daniel O. & Dalal, Vihar M. & Jahan-Parvar, Mohammad R. & Paine, Fiona A.
2024, Volume 73, Issue C
- S1062940824000779 Addressing the financial impact of natural disasters in the era of climate change
by Bufalo, Michele & Ceci, Claudia & Orlando, Giuseppe
- S1062940824000780 Pricing exchange options under stochastic correlation
by Villamor, Enrique & Olivares, Pablo
- S1062940824000858 Non-zero-sum investment-reinsurance game with delay and ambiguity aversion
by He, Yong & Luouyang, Xueqi & He, Lin & Chen, Haiyan & Li, Sheng
- S1062940824000871 Adjustable light robust optimization with second order stochastic dominance constraints
by Ji, Xinzhi & Guo, Ranran & Ye, Wuyi
- S1062940824000883 How does node centrality in a financial network affect asset price prediction?
by Xu, Yuhong & Zhao, Xinyao
- S1062940824000895 Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis
by Zhang, Yi & Zhou, Long & Wu, Baoxiu & Liu, Fang
- S1062940824000901 Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative
by Chai, Li & Wang, Yuqi & Qi, Xiaohong
- S1062940824000913 Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China
by Huang, Xinya & Wang, Yufeng & Li, Houjian
- S1062940824000986 Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions: Insights from the housing and credit markets
by Chatterjee, Ujjal K. & Zirgulis, Aras & Hüttinger, Maik & French, Joseph J.
- S1062940824000998 Valuing three-asset barrier options and autocallable products via exit probabilities of Brownian bridge
by Lee, Hangsuck & Ha, Hongjun & Kong, Byungdoo & Lee, Minha
- S1062940824001001 Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments
by Yan, Wan-Lin & Cheung, Adrian (Wai Kong)
- S1062940824001013 Impact of Off-Balance-Sheet Activities on the Effectiveness of Monetary Policy
by Wu, Dan & Li, Rong & Li, Yingting
- S1062940824001025 Evaluation of volatility spillovers for asymmetric realized covariance
by Maki, Daiki
- S1062940824001037 Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets
by Go, You-How & Lau, Wee-Yeap
- S1062940824001049 Foreign ownership and M&A activity: Evidence from China
by Liu, Hao & Ye, Xiaofen & Zhang, Qun
- S1062940824001050 Strategic information leakage with market supervision
by Li, Ningwei & Li, Zhihua & Liu, Hong & Yang, Qingshan
- S1062940824001062 Do enterprises adopting digital finance exhibit higher values? Based on textual analysis
by Yue, Sishi & Yang, Mo & Dong, Dayong
- S1062940824001074 Life-cycle model with subsistence consumption constraint and state-dependent utilities
by Wang, Hao & Siu, Tak Kuen & Hu, Shujie & Wang, Ning
- S1062940824001086 Economic uncertainty and corporate cash holdings: Evidence from Taiwan
by Yang, Chien-Wen & Hsieh, Yi-Shan & Hung, Chih-Yuan
- S1062940824001104 Seemingly manipulated anomaly: Evidence from corporate site visits
by Yang, Jinyu & Dong, Dayong & Cao, Jiawei
- S1062940824001116 Quanto fund protection using partial lookback participation
by Lee, Hangsuck & Ha, Hongjun & Kim, Eunchae & Lee, Minha
- S1062940824001128 Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape
by Hammoudeh, Shawkat & Tripathi, Nitya Nand & Raj, Asha Binu & Tiwari, Aviral Kumar
- S1062940824001141 A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries
by Li, Rong & Tang, Guangyuan & Hong, Chen & Li, Sufang & Li, Bingting & Xiang, Shujian
- S1062940824001153 Valuations of generalized variance swaps under the jump–diffusion model with stochastic liquidity risk
by Wang, Ke & Guo, Xun-xiang & Zhang, Hong-yu
- S1062940824001189 The influence of CEO ethics on climate change policy from the perspective of utilitarianism and deontology
by Chen, Ting-Hsuan & Liu, Shih-Ching & Wu, Chia-Hui
- S1062940824001207 Research on effect of extreme climates penalties local government debt pricing: Evidence from urban investment bonds in China
by Li, Xing & Zhou, Yanli & Zhu, Dixing & Ge, Xiangyu
- S1062940824001219 Financial stability policy and downside risk in stock returns
by Yang, Jianlei
- S1062940824001220 Information content of option prices: Comparing analyst forecasts to option-based forecasts
by Sanford, Anthony
- S1062940824001232 Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds
by Reis, Pedro Nogueira & Pinto, António Pedro Soares
- S106294082400086X Stock market pattern recognition using symbol entropy analysis
by Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S.
- S106294082400113X Green credit, financing constraints, and corporate investment: From the perspectives of scale and efficiency
by Zhang, Jinlong & Wu, Mingyue & Chen, Tingwei & Gao, Bin
2024, Volume 72, Issue C
- S1062940824000408 US banks efficiency after global financial crisis: Transient and persistent decomposition
by Ferrara, Giancarlo & Kounetas, Konstantinos E.
- S1062940824000433 Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode
by Shui-Tang Wu, Gabriel & Ho-Yeung Wong, Joe & Pak-Wing Fong, Tom
- S1062940824000445 Corporate taxes, partisan politics, and stock returns
by Mella, Javier
- S1062940824000470 Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis
by Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Ghardallou, Wafa
- S1062940824000482 Conditional CAPM relationships in standard and accounting risk approaches
by Rutkowska – Ziarko, Anna & Markowski, Lesław & Abdou, Hussein A.
- S1062940824000494 Pricing vulnerable spread options with liquidity risk under Lévy processes
by Cai, Chengyou & Wang, Xingchun & Yu, Baimin
- S1062940824000500 Non-executive employee stock ownership plans and corporate innovation efficiency: Evidence from China
by Zhang, Huili & Cui, Xuegang & Xu, Lei & Wang, Kaiyan
- S1062940824000512 Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events
by Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan
- S1062940824000524 Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures
by Joo, Young C. & Park, Sung Y.
- S1062940824000536 Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets
by Gao, Yang & Liu, Xiaoyi
- S1062940824000603 Inflation dynamics and persistence: The importance of the uncertainty channel
by Canepa, Alessandra
- S1062940824000615 Market risk modeling with option-implied covariances and score-driven dynamics
by Herrera, Rodrigo & Piña, Marco
- S1062940824000640 Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach
by Guo, Peng & Shi, Jing
- S1062940824000652 Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk
by Foguesatto, Cristian Rogério & Righi, Marcelo Brutti & Müller, Fernanda Maria
- S1062940824000664 Systemic risk monitoring model from the perspective of public information arrival
by Yan, Han & Liu, Bin & Zhu, Xingting & Wu, Yan
- S1062940824000676 Green bonds and traditional and emerging investments: Understanding connectedness during crises
by Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les
- S1062940824000688 Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy
by Wang, Hailong & Hu, Duni
- S1062940824000706 How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?
by Živkov, Dejan & Manić, Slavica & Gajić-Glamočlija, Marina
- S1062940824000718 The effect of output and the real exchange rate on equity price dynamics
by Alovokpinhou, Sedjro Aaron & Malikane, Christopher
- S1062940824000731 Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market
by Huang, Yirong & Luo, Yi
- S1062940824000743 Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?
by Zhang, Wenting & Liu, Tiantian & Zhang, Yulian & Hamori, Shigeyuki
- S1062940824000755 Official or unofficial? extreme bounds analysis on the determinants of sovereign default
by Liu, Ailan & Wang, Zhixuan & Wang, Ping
- S1062940824000767 Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach
by Tang, Pan & Xu, Wei & Wang, Haosen
- S1062940824000792 Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts
by Su, Xianfang & Chen, Meixia
- S1062940824000809 Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
by Kim, Hyun-Gyoon & Kim, See-Woo & Kim, Jeong-Hoon
- S1062940824000810 Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles
by Peng, Yi-Ting & Chang, Tsangyao & Ranjbar, Omid & Xiang, Feiyun
- S1062940824000822 Cross-regional connectedness of financial market: Measurement and determinants
by Yang, Xin & Wang, Xuya & Cao, Jie & Zhao, Lili & Huang, Chuangxia
- S1062940824000834 Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models
by Barboza, Flavio & Altman, Edward
- S1062940824000846 A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag
by Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin
- S106294082400069X Bank competition, government interest in green initiatives and carbon emissions reduction: An empirical analysis using city-level data from China
by Chen, Xu & Xu, Huilin & Anwar, Sajid
- S106294082400072X Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method
by Cai, Yi & Tang, Zhenpeng & Chen, Ying
2024, Volume 71, Issue C
- S1062940824000020 Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform
by Huang, Helen Hui & Sun, Jianchun & Zhang, Shunming
- S1062940824000056 Low interest rates and the predictive content of the yield curve
by Bordo, Michael D. & Haubrich, Joseph G.
- S1062940824000081 The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model
by Bouteska, Ahmed & Kabir Hassan, M. & Gider, Zeynullah & Bataineh, Hassan
- S1062940824000093 Interplay of multifractal dynamics between shadow policy rates and energy markets
by Aslam, Faheem & Hunjra, Ahmed Imran & Memon, Bilal Ahmed & Zhang, Mingda
- S1062940824000111 Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods
by Haddou, Samira
- S1062940824000123 Predicting systemic financial risk with interpretable machine learning
by Tang, Pan & Tang, Tiantian & Lu, Chennuo
- S1062940824000147 Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets
by Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian
- S1062940824000159 Measuring market volatility connectedness to media sentiment
by Abdollahi, Hooman & Fjesme, Sturla L. & Sirnes, Espen
- S1062940824000160 Accelerated depreciation of fixed assets and cash dividend distribution
by Zhong, Huaming & Guo, Yaoting & Mohamed Al-Duais, Zinb Abduljabbar
- S1062940824000172 Crypto havens during war times? Evidence from the Russian invasion of Ukraine
by Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš
- S1062940824000184 Do fund managers’ performance rely on gender and team size? Evidence from India
by Majumdar, Sudipta & Kumar Mishra, Ajay & Chandra, Abhijeet
- S1062940824000196 Explosive behavior in historic NASDAQ market prices
by Demmler, Michael & Fernández, Amilcar Orlian
- S1062940824000238 The volume-implied volatility relation in financial markets: A behavioral explanation
by Cheuathonghua, Massaporn & Padungsaksawasdi, Chaiyuth
- S1062940824000354 Dynamic volatility spillover and market emergency: Matching and forecasting
by Zhou, Wei & Chen, Yan & Chen, Jin
- S1062940824000366 A sharing rule for multi-period interest-sensitive insurance contracts
by Lee, Hangsuck & Ha, Hongjun & Lee, Minha
- S1062940824000378 Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators
by Khoo, Zhi De & Ng, Kok Haur & Koh, You Beng & Ng, Kooi Huat
- S1062940824000391 The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles
by Hu, Zinan & Borjigin, Sumuya
- S1062940824000457 Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India
by Mundra, Sruti & Bicchal, Motilal
- S1062940824000469 Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms
by Blajer-Gołębiewska, Anna & Honecker, Lukas & Nowak, Sabina
- S106294082400010X The impact of climate change on credit risk of rural financial institutions: A threshold effect based on agricultural insurance
by Ma, Qianting & Zhou, Yueshu & Wang, Jiaji
- S106294082400024X Extreme connectedness and network across financial assets and commodity futures markets
by Ozcelebi, Oguzhan & Kang, Sang Hoon
- S106294082400038X Asymmetric information correlation in financial markets
by Jiang, Ying & Liu, Hong & Yang, Qingshan
2024, Volume 70, Issue C
- S1062940823001560 Target rate factors in short rate models
by Harju, Antti J.
- S1062940823001626 Procyclical variation margins in central clearing
by Jin, YangKyu & Suh, Sangwon
- S1062940823001638 Risk-neutral skewness and stock market returns: A time-series analysis
by Li, Xiaowei & Wu, Zhengyu & Zhang, Hao & Zhang, Lu
- S1062940823001651 Collateral policy of the central bank and corporate financing costs: Evidence from China
by Geng, Guangjie & Han, Zhixuan & Wu, Hongli & Cheng, Miao & WANG, RAN & Liu, Huan
- S1062940823001821 The valuation of arithmetic Asian options with mean reversion and jump clustering
by Song, Shiyu
- S1062940823001833 Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market
by Ji, Hongyun & Zhang, Han
- S1062940823001845 Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms
by Chung, Chune Young & Kim, Hye Seok & Liu, Chang
- S1062940823001857 Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries
by Zhu, Huiming & Huang, Xi & Ye, Fangyu & Li, Shuang
- S1062940823001869 Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle
by Fu, Qi & So, Jacky Yuk-Chow & Li, Xiaotong
- S1062940823001870 Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective
by Zhuang, Yangyang & Zhang, Ditian & Tang, Pan & Peng, Hongjuan
- S1062940823001882 International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
by Wang, Jia & Wang, Xinyi & Wang, Xu
- S1062940823001894 Quantile connectedness of oil price shocks with socially responsible investments
by Malik, Farooq & Umar, Zaghum
- S1062940823001900 WITHDRAWN: Extreme risk contagion from the United States to BRICS stock markets: A multivariate quantile analysis
by Zhang, Yi & Zhou, Long & Wu, Baoxiu & Liu, Fang
- S1062940823001912 Revisit the impact of exchange rate on stock market returns during the pandemic period
by Chang, Hao-Wen & Chang, Tsangyao & Wang, Mei-Chih
- S1062940823001924 Analytical valuation of vulnerable chained options
by Zhang, Jiayi & Zhou, Ke
- S1062940823001936 Research on human dynamics characteristics under large-scale stock data perturbation
by Luo, Yi & Li, Xiaoming & Yu, Wei & Huang, Kun & Yang, Yihe & Huang, Yao
- S1062940823001948 Individual investment adaptations to COVID-19 lockdowns
by Huang, Bin & Wang, Bin & Chen, Zixuan
- S1062940823001961 Do regulatory penalties reduce risk-taking of banks?
by Ke, Konglin & Xu, Wanting & He, Yujie
- S1062940823001973 A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints
by Peng, Xingchun & Wang, Yushuang
- S1062940823001985 Influence of a wider trading range on stock price efficiency: Evidence from ChiNext stocks in China
by Sun, Ping-Wen & Cai, Yingying
- S1062940823001997 CEO narcissism and asymmetric cost behavior
by Jeon, Heung-Jae
- S1062940824000019 Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains
by Guo, Junjie & Li, Xuelian & Zhang, Weiran & Li, Youshu
- S1062940824000032 Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach
by Fakhfekh, Mohamed & Bejaoui, Azza & Bariviera, Aurelio F. & Jeribi, Ahmed
- S1062940824000044 The JOBS Act and IPO underpricing
by Bian, Yuxiang & Hu, Tiantian & Liu, Haoran & Su, Wentao & Wang, Ren
- S1062940824000068 Who has mastered exchange rate ups and downs: China or the United States?
by Liu, Tie-Ying & Lin, Ye
- S1062940824000135 Oil price uncertainty and corporate inefficient investment: Evidence from China
by Yang, Baochen & An, Haokai & Song, Xinyu
- S106294082300164X Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy
by Luo, Changqing & Qu, Yi & Su, Yaya & Dong, Liang
- S106294082300178X Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan
by Ni, Jianhui & Ruan, Jia
- S106294082300181X The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs
by Kim, Donghyun & Shin, Yong Hyun & Yoon, Ji-Hun
- S106294082300195X Did the Indian stock market overreact to Covid-19?
by Mohanty, Pitabas & Mishra, Supriti
- S106294082400007X How macroeconomic conditions affect systemic risk in the short and long-run?
by Kurter, Zeynep O.
2024, Volume 69, Issue PB
- S1062940823001171 The interactive impact of green supporting factors on bank credit creation: An agent-based stock-flow consistent approach
by Xing, Xiaoyun & Gu, Xuesong & Guo, Kun & Deng, Jing
- S1062940823001365 Regional market uncertainty and corporate investment
by Song, Jeongseop & Zhang, Fan
- S1062940823001377 Effect of sectoral holdings on the flow-performance sensitivity of mutual funds
by Covachev, Svetoslav & Yadav, Vijay
- S1062940823001407 Fractional Brownian motion in option pricing and dynamic delta hedging: Experimental simulations
by Dufera, Tamirat Temesgen
- S1062940823001419 Constructing early warning indicators for banks using machine learning models
by Tarkocin, Coskun & Donduran, Murat
- S1062940823001420 Improving volatility forecasts: Evidence from range-based models
by Fałdziński, Marcin & Fiszeder, Piotr & Molnár, Peter
- S1062940823001432 The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature
by Esparcia, Carlos & Fakhfakh, Tarek & Jareño, Francisco
- S1062940823001456 A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
by Zhang, Junting & Liu, Haifei & Bai, Wei & Li, Xiaojing
- S1062940823001535 Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens
by Yang, Junhua & Agyei, Samuel Kwaku & Bossman, Ahmed & Gubareva, Mariya & Marfo-Yiadom, Edward
- S1062940823001602 Dynamic robust portfolio selection under market distress
by Jiang, Yifu & Olmo, Jose & Atwi, Majed
- S1062940823001614 Small but salient: Minority shareholders’ innovation attention in interactive online platforms and corporate innovation
by Zhang, Qianqian & Jiang, Chunzi & Liu, Baohua & Chan, Kam C.
2024, Volume 69, Issue PA
- S1062940823001237 The impact of revenue diversification on profitability, capital, and risk in US banks by size
by Schreiber, Ben Z.
- S1062940823001249 Does pension fund ownership reduce market manipulation? Evidence from China
by Zhu, Xingting & Ma, Xiang & Rehman, Faheem Ur & Liu, Bin
- S1062940823001250 Volatility spillovers across the spot and futures oil markets after news announcements
by Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark
- S1062940823001274 Systematic COVID risk, idiosyncratic COVID risk and stock returns
by Wan, Xiaoyuan & Zhang, Jiachen
- S1062940823001353 Is the cash-returns relationship risk induced?
by Liu, Chenxi & Kang, Mengyao
- S1062940823001389 Information sharing in a perfectly competitive market
by Yang, Yaqing & Lou, Youcheng
- S1062940823001390 Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield
by Parnes, Dror
- S1062940823001444 Can green bond issuance promote enterprise green technological innovation?
by Ren, Penghan & Cheng, Zhonghua & Dai, Qingling
- S1062940823001468 Socioemotional wealth and cash flow sensitivity of cash: Evidence from India
by Chada, Swechha & Saravanan, Palanisamy & Varadharajan, Gopal
- S1062940823001481 Are banks better money doctors? An analysis of mutual fund flows of bank and non-bank funds using Canadian data
by Hebb, Greg & Lin, Shannon
- S1062940823001493 Public attention, sentiment and the default of Silicon Valley Bank
by Bales, Stephan & Burghof, Hans-Peter
- S1062940823001511 Uncertain mean-CVaR model for portfolio selection with transaction cost and investors’ preferences
by Wang, Xiantao & Zhu, Yuanguo & Tang, Pan
- S1062940823001523 Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model
by Cui, Baisheng & Li, Jiaqi & Zhang, Yi
- S1062940823001547 Downside liquidity risk premium: From the perspective of higher moment
by Hou, Yuting & Jin, Xiu
- S1062940823001559 Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China
by Yang, Xite & Zhang, Qin & Liu, Haiyue & Liu, Zihan & Tao, Qiufan & Lai, Yongzeng & Huang, Linya
- S1062940823001572 CEO overconfidence, risk-taking, and firm value: Influence of incentive compensation and financial constraints
by Tang, Hui-Wen & Chang, Chong-Chuo
Printed from https://ideas.repec.org/s/eee/ecofin.html
