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Content
2024, Volume 69, Issue PA
- 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
- S1062940822001334 A novel estimation of time-varying quantile correlation for financial contagion detection
by Ye, Wuyi & Li, Mingge & Wu, Yuehua
- S1062940822001346 CEO optimism, CEO selection, compensation, and corporate investment decision: The case of CEOs who were rehired as CEOs by another firms after turnover
by Chen, Po-Jung & Hsu, Ching-Yu
- S1062940822001358 Fractional cointegration and price discovery in Canadian commodities
by Xu, Ke & Stewart, Kenneth G. & Cao, Zeyang
- S1062940822001371 The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
by Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E.
- S1062940822001450 Models of optimal contract in lending: Evaluating the impact of diversified versus focused policies on riskiness of borrower base
by Firoozi, Fathali & Lien, Donald
- S1062940822001462 Deregulation of short selling and corporate cash dividend policy: A quasi-natural experiment from China
by Yang, Xingquan & Yang, Zheng & Ren, Xiaoyi
- S1062940822001474 The sentiment pricing dynamics with short-term and long-term learning
by Li, Jinfang
- S1062940822001486 Hedging the extreme risk of cryptocurrency
by Dunbar, Kwamie & Owusu-Amoako, Johnson
- S1062940822001498 Dynamic volatility connectedness between industrial metal markets
by Gong, Xu & Xu, Jun & Liu, Tangyong & Zhou, Zicheng
- S1062940822001504 Irreversible investment and capacity choice with Bayesian learning
by Hu, Fan & Wu, Yaoyao & Zhou, Lei
- S1062940822001516 The transition of the global financial markets' connectedness during the COVID-19 pandemic
by Maneejuk, Paravee & Kaewtathip, Nuttaphong & Jaipong, Peemmawat & Yamaka, Woraphon
- S1062940822001528 Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model
by Tian, Maoxi & Guo, Fei & Niu, Rong
- S1062940822001541 The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities
by Yuan, Shenguo & Wu, Zhouheng & Liu, Lanfeng
- S1062940822001553 Board internationalization and corporate social responsibility
by Luo, Yi & Ma, Jian & Wang, Yu & Ye, Aishan
- S1062940822001565 A time-varying copula approach for constructing a daily financial systemic stress index
by Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei
- S1062940822001577 Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds
by Ling, Aifan & Huang, Xinrui & Ling, Boya (Vivye)
- S1062940822001589 Beyond death: The impact of a population-wide health shock on life insurance
by Cheng, Chunli
- S1062940822001590 Heterogenous beliefs with sentiments and asset pricing
by Wang, Hailong & Hu, Duni
- S1062940822001607 Looking for a safe haven against American stocks during COVID-19 pandemic
by Kliber, Agata
- S1062940822001619 Impact of Basel III liquidity regulations on U.S. Bank performance in different conditional profitability spectrums
by Veeramoothoo, Sathiavanee & Hammoudeh, Shawkat
- S1062940822001620 Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states
by Stoupos, Nikolaos & Kiohos, Apostolos
- S1062940822001632 Market risks that change domestic diversification benefits
by Sarwar, Ghulam
- S1062940822001656 Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares
by Fasanya, Ismail & Adekoya, Oluwasegun & Oyewole, Oluwatomisin & Adegboyega, Soliu
- S1062940822001668 The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods
by Chen, Bin-xia & Sun, Yan-lin
- S1062940822001681 Quantifying China’s financial reach up through the pandemic: The African experience
by Burdekin, Richard C.K. & Reckers, Dawson & Tao, Ran
- S1062940822001693 Learning, disagreement and inflation forecasting
by Chen, Ji & Yang, Xinglin & Liu, Xiliang
- S1062940822001711 The effect of board independence on dividend payouts: A quasi-natural experiment
by Chintrakarn, Pandej & Jiraporn, Pornsit & Treepongkaruna, Sirimon & Mook Lee, Sang
- S1062940822001772 Dynamic connectedness of China’s green bonds and asset classes
by Qi, Xiaohong & Zhang, Guofu
- S1062940822001784 Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis
by Qiao, Xingzhi & Zhu, Huiming & Zhang, Zhongqingyang & Mao, Weifang
- S106294082200136X Can digital financial inclusion promote female entrepreneurship? Evidence and mechanisms
by Yang, Xiaolan & Huang, Yidong & Gao, Mei
- S106294082200153X A novel two-stage method for well-diversified portfolio construction based on stock return prediction using machine learning
by Chen, Wei & Zhang, Haoyu & Jia, Lifen
- S106294082200167X Common analyst links and predictable returns: Evidence from China
by Yi, Biao & Guo, Shuxin
- S106294082200170X Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
by Vidal-Llana, Xenxo & Guillén, Montserrat
2022, Volume 62, Issue C
- S1062940822000596 Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic
by Ain Shahrier, Nur
- S1062940822000614 Director co-option and future market share growth
by Harris, Oneil & Nguyen, Trung
- S1062940822000626 Investor protection, hedge fund leverage and valuation
by Bian, Yuxiang & Xiong, Xiong & Yang, Jinqiang
- S1062940822000638 Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles
by Jiang, Yong & Ren, Yi-Shuai & Narayan, Seema & Ma, Chao-Qun & Yang, Xiao-Guang
- S1062940822000651 Democracy and dividend policy around the world
by Nguyen, Thi Tuyet Mai & Tran, Quoc Trung
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by Joaqui-Barandica, Orlando & Manotas-Duque, Diego F. & Uribe, Jorge M.
- S1062940822000675 Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
by Trabelsi, Nader & Tiwari, Aviral Kumar & Hammoudeh, Shawkat
- S1062940822000687 Jump dynamics, spillover effect and option valuation
by Pan, Zhiyuan & Shuai, Jiangyu & Liang, Zhilei & Sun, Xianchao
- S1062940822000699 Winds of tapering, financial gravity and COVID-19
by Kirik, Alper & Ulusoy, Veysel
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by Miyakoshi, Tatsuyoshi & Shimada, Junji
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by Gulati, Rachita
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by Chen, Ting-Hsuan & Lee, Chien-Chiang & Shen, Chung-Hua
- S1062940822000833 Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both
by Wen, Zhuzhu & Bouri, Elie & Xu, Yahua & Zhao, Yang
- S1062940822000857 The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets
by Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Gil-Alana, Luis Alberiko
- S1062940822000869 Entrepreneurial optimism and creative destruction
by Persson, Lars & Seiler, Thomas
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by Battauz, Anna & De Donno, Marzia & Sbuelz, Alessandro
- S1062940822000882 Scheduled macroeconomic news announcements and intraday market sentiment
by Seok, Sangik & Cho, Hoon & Ryu, Doojin
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by Marchionne, Francesco & Pisicoli, Beniamino & Fratianni, Michele
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by Caporin, Massimiliano & Poli, Francesco
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by Lien, Donald & Hung, Pi-Hsia & Lo, Hsiang-Yu
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by Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai
- S1062940822000936 Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China
by Dai, Zhifeng & Peng, Yongxin
- S1062940822000948 Do real estate investors trade on momentum?
by Deng, Kuang Kuang & Wong, Siu Kei & Cheung, Ka Shing & Tse, Kwok Sang
- S1062940822000961 The effects of formal and informal CEO power on debt policy persistence
by Huang, Zhen & Gao, Weiwei
- S1062940822000973 Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
by Nonejad, Nima
- S1062940822000985 Interdependent capital structure choices and the macroeconomy
by Gomez-Gonzalez, Jose E. & Hirs-Garzón, Jorge & Uribe, Jorge M.
- S1062940822000997 Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage
by Youssef, Mouna & Waked, Sami Sobhi
- S1062940822001000 Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis
by Dong, Zibing & Li, Yanshuang & Zhuang, Xintian & Wang, Jian
- S1062940822001012 Multiscale features of extreme risk spillover networks among global stock markets
by Ren, Yinghua & Zhao, Wanru & You, Wanhai & Zhu, Huiming
- S1062940822001024 Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach
by Salisu, Afees A. & Ogbonna, Ahamuefula E. & Lasisi, Lukman & Olaniran, Abeeb
- S1062940822001036 Asymmetric information and inside management trading in the Chinese market
by Hu, May & Tuilautala, Mataiasi & Yang, Jingjing & Zhong, Qian
- S1062940822001048 Venture capital firms’ lead orientation, network position, and selection of familiar syndicate partners
by Hu, Xiao & Wang, Jiayi & Wu, Banggang
Printed from https://ideas.repec.org/s/eee/ecofin2.html
