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Content
2024, Volume 71, Issue C
- 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
- S1062940823001584 Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network
by Wang, Xuetong & Fang, Fang & Ma, Shiqun & Xiang, Lijin & Xiao, Zumian
- S1062940823001596 Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework
by Chen, Bin-xia & Sun, Yan-lin
- S106294082300147X The closer the better: Supplier geographic proximity and corporate information disclosure violation
by Li, Wanli & Lai, Yin & Zhong, Yufen
- S106294082300150X Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective
by Chen, Xinxin & Guo, Yanhong & Song, Yingying
2023, Volume 68, Issue C
- S1062940823000724 Optimal reinsurance-investment game for two insurers with SAHARA utilities under correlated markets
by Chen, Dengsheng & Lu, Zhengyang & He, Yong
- S1062940823000736 Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach
by Alqaralleh, Huthaifa & Canepa, Alessandra & Salah Uddin, Gazi
- S1062940823000748 Geopolitical risk and firm value: Evidence from emerging markets
by Pringpong, Sasin & Maneenop, Sakkakom & Jaroenjitrkam, Anutchanat
- S1062940823000761 The time-varying risk–return trade-off and its explanatory and predictive factors
by Alemany, Nuria & Aragó, Vicent & Salvador, Enrique
- S1062940823000773 Investor sentiment and stock price jumps: A network analysis based on China’s carbon–neutral sectors
by Gao, Yang & Zhao, Chengjie
- S1062940823000785 Does foreign equity investment impact the spillover effect of industries in China?
by Xu, Hao & Li, Songsong & Tian, Zhihong
- S1062940823000852 Which liquidity indicator is more informative to market volatility? Spectrum analysis of China’s base metal futures market
by Chen, Xiangyu & Tongurai, Jittima
- S1062940823000864 Fintech, strategic incentives and investment to human capital, and MSEs innovation
by Chen, Siyu & Guo, Qing
- S1062940823000876 Foreign portfolio investment and the US macroeconomic conditions
by Motie, Golnaz Baradaran & Zeng, Zheng
- S1062940823000888 Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions
by Rodríguez, Gabriel & Castillo B., Paul & Hasegawa, Harumi
- S1062940823000906 COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective
by Jin, Xiu & Liu, Yueli & Yu, Jinming & Huang, Weiqiang
- S1062940823000918 Valuing rebate options and equity-linked products
by Lee, Hangsuck & Jeong, Himchan & Lee, Gaeun
- S1062940823000931 Extreme dependence and spillovers between uncertainty indices and stock markets: Does the US market play a major role?
by Mensi, Walid & Kamal, Md Rajib & Vinh Vo, Xuan & Hoon Kang, Sang
- S1062940823000943 Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic
by Caiado, Jorge & Lúcio, Francisco
- S1062940823000955 Managements' corporate growth beliefs and M&As – Evidence from China
by Yue, Sishi & Wu, Keke & Dong, Dayong
- S1062940823000967 Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain
by Ouyang, Zisheng & Zhou, Xuewei & Lai, Yongzeng
- S1062940823000979 Dealer markets: A reinforcement learning mean field game approach
by Bernasconi, Martino & Vittori, E. & Trovò, F. & Restelli, M.
- S1062940823000980 Pecking order of convertible security financing for start-up ventures and overinvestment
by Shimizu, Makoto
- S1062940823000992 The cross-border interaction of financial stress: From the perspective of pattern causality
by Yao, Xiaoyang & Le, Wei & Li, Jianfeng & Liu, Enmeng
- S1062940823001006 Cross-market information transmission and stock market volatility prediction
by Wang, Yide & Chen, Zan & Ji, Xiaodong
- S1062940823001018 Uncertainty about interest rates and the real economy
by Qadan, Mahmoud & Shuval, Kerem & David, Or
- S1062940823001031 Evaluating asset pricing models with non-traded factors using the method of maximum-correlated portfolios
by Yang, Ge & Yin, Ximing & Kimmel, Robert L.
- S1062940823001043 Cognitive biases, downside risk shocks, and stock expected returns
by Li, Si & He, Fangyi & Shi, Fangquan
- S1062940823001055 Optimal incentives for managerial innovation
by Loyola, Gino & Portilla, Yolanda
- S1062940823001067 Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict
by Kumar, Sanjeev & Patel, Ritesh & Iqbal, Najaf & Gubareva, Mariya
- S1062940823001079 The research on non-linear relationship between enterprise digital transformation and stock price crash risk
by Ai, Yongfang & Chi, Zheng & Sun, Guanglin & Zhou, Han & Kong, Tao
- S1062940823001092 Inflation risk and stock returns: Evidence from US aggregate and sectoral markets
by Chiang, Thomas C. & Chen, Pei-Ying
- S1062940823001110 Cross-category and cross-country spillovers of economic policy uncertainty: Evidence from the US and China
by Liu, Tangyong & Gong, Xu & Ge, Houyi & Wang, Jie
- S1062940823001122 Oil price shocks and stock–bond correlation
by Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A. & Rehman, Mobeen & McMillan, David G.
- S1062940823001134 Heterogeneous impact of Covid-19 on the US banking sector
by Heitmann, Dennis & Chowdhury, Mohammad Ashraful Ferdous & Islam, Mohammad Saiful
- S1062940823001146 Agency and investment with triggered time-inconsistent preferences
by Huang, Wenli & Liu, Wenqiong & Wang, Dongfang & Wang, Ying
- S1062940823001158 Corporate financing policies, financial leverage, and stock returns
by Claassen, Bart & Dam, Lammertjan & Heijnen, Pim
- S1062940823001183 Connectedness of non-fungible tokens and conventional cryptocurrencies with metals
by Yousaf, Imran & Gubareva, Mariya & Teplova, Tamara
- S1062940823001195 Optimal investment under high-water mark contracts with model ambiguity
by Wang, Ying & Wu, Weixing & Huang, Wenli & Liu, Wenqiong
- S1062940823001201 Multiperiod portfolio allocation: A study of volatility clustering, non-normalities and predictable returns
by Simonato, Jean-Guy & Denault, Michel
- S1062940823001213 Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin
by Zhang, Yi & Zhou, Long & Li, Yuxue & Liu, Fang
- S1062940823001225 Spillovers and predictability between Saudi Arabia and global financial Markets: Evidence from G20 countries
by Trabelsi, Nader
- S1062940823001262 The influence of private large shareholders on the distribution of bank loan industry: Evidence from China
by Liu, Jie & Zhang, Qiaoyun & Xu, Kun
- S106294082300075X How do the dual effects of financial development change the transmission of monetary policy? – Evidence from China
by Xu, Yueli & Ji, Xiaodan & Zhan, Shuwei & Zhan, Minghua
- S106294082300089X Stock-level sentiment contagion and the cross-section of stock returns
by Zhou, Liyun & Chen, Dongqiao & Huang, Jialiang
- S106294082300092X Liquidity spillovers between cryptocurrency and foreign exchange markets
by Nekhili, Ramzi & Sultan, Jahangir & Bouri, Elie
- S106294082300102X Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets
by Gubareva, Mariya & Bossman, Ahmed & Teplova, Tamara
- S106294082300116X Downside risk and profitability ratios: The case of the New York Stock Exchange
by Rutkowska-Ziarko, Anna
2023, Volume 67, Issue C
- S1062940823000396 Macroeconomic conditions and investment stimuli
by Tan, Yingxian & Pan, Zhihao & Wang, Rui & Wen, Chunhui
- S1062940823000414 Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
by He, Xin-Jiang & Lin, Sha
- S1062940823000438 Information asymmetry, sentiment interactions, and asset price
by Zhang, Xuetong & Zhang, Weiguo
- S1062940823000451 Coordination and non-coordination risks of monetary and macroprudential authorities: A robust welfare analysis
by Górajski, Mariusz & Kuchta, Zbigniew
- S1062940823000463 Is a co-jump in prices a sparse jump?
by Song, Shijia & Li, Handong
- S1062940823000475 Interactions between investors’ fear and greed sentiment and Bitcoin prices
by Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis
- S1062940823000487 Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic
by Mensi, Walid & Hanif, Waqas & Vo, Xuan Vinh & Choi, Ki-Hong & Yoon, Seong-Min
- S1062940823000566 Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil
by Montes, Gabriel Caldas & Maia, João Pedro Neves
- S1062940823000578 Forecasting VIX using two-component realized EGARCH model
by Wu, Xinyu & Zhao, An & Liu, Li
- S1062940823000621 Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method
by Wang, Xiangning & Huang, Qian & Zhang, Shuguang
- S1062940823000633 The effect of interconnectivity on stock returns during the Global Financial Crisis
by Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda
- S1062940823000645 Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective
by He, Zhifang & Sun, Hao & Chen, Jiaqi & Yang, Xin & Yin, Zhujia
- S1062940823000657 Peer effect on dividends and return comovement
by Seo, Sung Won & Lee, Jong Hwa
- S1062940823000669 Interactions between financial constraints and economic growth
by Jerónimo, J. & Azevedo, Assis & Neves, P.C. & Thompson, M.
- S1062940823000670 Min–max multi-step barrier options and their variants
by Lee, Hangsuck & Lee, Gaeun & Song, Seongjoo
- S1062940823000682 Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis
by Huang, Zishan & Zhu, Huiming & Hau, Liya & Deng, Xi
- S1062940823000694 Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic
by Alexakis, Christos & Chantziaras, Antonios & Economou, Fotini & Eleftheriou, Konstantinos & Grose, Christos
- S1062940823000700 Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis
by He, Zhifang
- S1062940823000712 Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach
by Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf
- S106294082300027X Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market
by Wang, Zi-Mei & Lien, Donald
- S106294082300044X Robust optimal reinsurance–investment for α-maxmin mean–variance utility under Heston’s SV model
by Chen, Dengsheng & He, Yong & Li, Ziqiang
- S106294082300058X Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels
by Chen, Na & Jin, Xiu
2023, Volume 66, Issue C
- S1062940823000165 Searching hedging instruments against diverse global risks and uncertainties
by Hasan, Md. Bokhtiar & Kabir Hassan, M. & Gider, Zeynullah & Tahsin Rafia, Humaira & Rashid, Mamunur
- S1062940823000177 A description of the COVID-19 outbreak role in financial risk forecasting
by Müller, Fernanda Maria & Santos, Samuel Solgon & Righi, Marcelo Brutti
- S1062940823000189 Forecasting the realized volatility of Energy Stock Market: A multimodel comparison
by Li, Houjian & Zhou, Deheng & Hu, Jiayu & Li, Junwen & Su, Mengying & Guo, Lili
- S1062940823000268 SMEs’ behavior under financial constraints: An empirical investigation on the legal environment and the substitution effect with tax arrears
by Falavigna, Greta & Ippoliti, Roberto
- S1062940823000281 The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches
by Jiang, Yonghong & Ao, Zhiming & Mo, Bin
- S1062940823000293 Do the differences in legal systems hinder international enterprises’ debt financing?
by Wang, Jin-Meng & Cheng, Teng Yuan
- S1062940823000311 Contingent factors of the coinsurance function of internal capital markets: Evidence from the US nonlife insurance industry
by Hsiao, Ching-Yuan & Shiu, Yung-Ming
- S1062940823000323 Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion
by Lago-Balsalobre, Rubén & Rojo-Suárez, Javier & Alonso-Conde, Ana B.
- S1062940823000335 GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
by Yao, Can-Zhong & Li, Min-Jian
- S1062940823000347 Digital finance and misallocation of resources among firms: Evidence from China
by Jin, Laiqun & Dai, Jiaying & Jiang, Weijie & Cao, Kairui
- S1062940823000359 Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach
by Kołodziejczyk, Hanna
- S1062940823000360 Topological properties of reconstructed credit networks and banking systemic risk
by Wang, Chao & Liu, Xiaoxing & Chen, Boyi & Li, Menyu
- S1062940823000372 Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective
by Liu, Rongyan & He, Lingyun & Xia, Yufei & Fu, Yating & Chen, Ling
- S1062940823000384 The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market
by Gao, Zhenbin & Zhang, Jie
- S1062940823000402 Cyclical capital structure decisions
by Llobet-Dalmases, Joan & Plana-Erta, Dolors & Uribe, Jorge M.
- S1062940823000426 Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors
by Mensi, Walid & Gubareva, Mariya & Teplova, Tamara & Kang, Sang Hoon
- S106294082300030X Inflation-related tax distortions in business valuation models: A clarification
by Kim-Duc, Nguyen & Nam, Pham Khanh
2023, Volume 65, Issue C
- S1062940823000013 How does inter-industry spillover improve the performance of volatility forecasting?
by Liu, Bin & Xiao, Wen & Zhu, Xingting
- S1062940823000050 Structural break in different stock index markets in China
by Li, Boyan & Diao, Xundi
- S1062940823000062 Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis
by Liu, Jiatong & Mao, Weifang & Qiao, Xingzhi
- S1062940823000074 Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets
by Pätäri, Eero & Ahmed, Sheraz & Luukka, Pasi & Yeomans, Julian Scott
- S1062940823000086 Spillover shifts in the FX market: Implication for the behavior of a safe haven currency
by Kim, Young Min & Lee, Seojin
- S1062940823000153 Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks
by Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Hsu, Yuan-Teng
2023, Volume 64, Issue C
- S1062940822001644 Social trust and corporate innovation: An informal institution perspective
by Lyu, Xiaoliang & Ma, Jiameng & Zhang, Xiaochen
- S1062940822001723 Building optimal regime-switching portfolios
by Ciciretti, Vito & Bucci, Andrea
- S1062940822001735 Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios
by Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego
- S1062940822001747 Low interest rates, bank’s search-for-yield behavior and financial portfolio management
by Lojak, Benjamin & Makarewicz, Tomasz & Proaño, Christian R.
- S1062940822001759 Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach
by Motegi, Kaiji & Iitsuka, Yoshitaka
- S1062940822001760 Monetary policy transmission modeling and policy responses
by Xu, Xin & Xu, Xiaoguang
- S1062940822001796 Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
by Yousaf, Imran & Plakandaras, Vasilios & Bouri, Elie & Gupta, Rangan
- S1062940822001802 Forecasting stock return volatility in data-rich environment: A new powerful predictor
by Dai, Zhifeng & Zhang, Xiaotong & Li, Tingyu
- S1062940822001814 Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era
by Li, Rong & Li, Sufang & Yuan, Di & Chen, Hong & Xiang, Shilei
- S1062940822001826 The impact of Twitter-based sentiment on US sectoral returns
by Zeitun, Rami & Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh
- S1062940822001838 Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments
by Deng, Shangkun & Huang, Xiaoru & Zhu, Yingke & Su, Zhihao & Fu, Zhe & Shimada, Tatsuro
- S1062940822001929 Impact of serial entrepreneurs on IPO valuation: Evidence from U.S. IPOs
by Wu, Shuai
- S1062940822001954 A study on equity home bias using vine copula approach
by Garg, Jyoti & Karmakar, Madhusudan & Paul, Samit
- S1062940822001966 The British Stock Market, currencies, brexit, and media sentiments: A big data analysis
by Basak, Gopal K. & Das, Pranab Kumar & Marjit, Sugata & Mukherjee, Debashis & Yang, Lei
- S1062940822001978 The RP-PCA factors and stock return predictability: An aligned approach
by Shi, Qi
- S1062940822001991 Psychological barriers and option pricing in a local volatility model
by Li, Dan & Liu, Lixin & Xu, Guangli
- S1062940822002005 How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?
by Wu, Hao & Zhu, Huiming & Huang, Fei & Mao, Weifang
- S1062940822002017 Hedge fund performance persistence under different business cycles and stock market regimes
by Stafylas, Dimitrios & Andrikopoulos, Athanasios & Tolikas, Konstantinos
- S1062940822002029 Stock index futures price prediction using feature selection and deep learning
by Yan, Wan-Lin
- S1062940822002030 Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? Evidence from a large emerging economy
by de Mendonça, Helder Ferreira & Díaz, Raime Rolando Rodríguez
- S1062940822002042 Rushing through the clouds, or waiting to die? The effect of the green credit policy on heavily polluting firms
by Li, Qian & Zhou, Ruodan & Xiong, Jie & Wang, Yanxi
- S1062940822002054 Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data
by Zhou, Dong-hai & Liu, Xiao-xing & Tang, Chun & Yang, Guang-yi
- S1062940822002066 Partial quanto lookback options
by Lee, Hangsuck & Ha, Hongjun & Lee, Minha
- S1062940822002078 US structural drivers of international portfolio returns
by Jang, Bosung & So, Inhwan & Tong, Eric
- S1062940822002091 Money, payments systems, limited participation, and central banking
by Choi, Hyung Sun
- S1062940822002108 The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets
by Liu, Yan & Cheng, Xian & Liao, Stephen Shaoyi & Yang, Feng
- S1062940822002121 Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets
by Procasky, William J. & Yin, Anwen
- S1062940823000025 How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach
by Wen Chang, Hao & Chang, Tsangyao
- S1062940823000037 Systemic risk of Chinese financial institutions and asset price bubbles
by Zhang, Xiaoming & Wei, Chunyan & Lee, Chien-Chiang & Tian, Yiming
- S1062940823000049 Analyzing quantile spillover effects among international financial markets
by Wang, Jie & Liu, Tangyong & Pan, Na
- S106294082200184X Private health insurance consumption and public health-care provision in OECD countries: Impact of culture, finance, and the pandemic
by Trinh, Cong Tam & Chao, Chi-Chur & Ho, Nhut Quang
- S106294082200198X CEO succession and corporate innovation: A managerial myopic perspective
by Yuan, Yuan & Hu, May & Cheng, Chen
- S106294082200208X Financial development, financial instability, and fiscal policy volatility: International evidence
by Ma, Yong & Lv, Lin
- S106294082200211X Which stock price component drives the Amihud illiquidity premium?
by Kim, Jinyong & Kim, Yongsik
2022, Volume 63, Issue C
- S1062940822001255 Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
by Golitsis, Petros & Gkasis, Pavlos & Bellos, Sotirios K.
- S1062940822001267 Optimal consumption and portfolio choices in the stochastic SIS model
by Li, Shilin & Li, Tongtong & Yang, Jinqiang
- S1062940822001279 An analytical solution for the robust investment-reinsurance strategy with general utilities
by He, Yong & Zhou, Xia & Chen, Peimin & Wang, Xiaoyang
- S1062940822001280 Multivariate risk aversion utility, application to ESG investments
by Escobar-Anel, Marcos
- S1062940822001292 Searching for informed traders in stock markets: The case of Banco Popular
by Pérez-Rodríguez, Jorge V. & Sosvilla-Rivero, Simón & Andrada-Felix, Julián & Gómez-Déniz, Emilio
- S1062940822001310 Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity
by Guan, Guohui & Hu, Xiang
- S1062940822001322 Modelling international sovereign risk information spillovers: A multilayer network approach
by Liu, Peipei & Huang, Wei-Qiang
Printed from https://ideas.repec.org/s/eee/ecofin2.html
