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Content
2022, Volume 62, Issue C
- S1062940822001061 Political sentiment and MAX effect
by Huang, Shuyang & Zeng, Ming
- S1062940822001073 Risk-shifting: Evidence from the 2007 credit crisis
by McKee, Eric
- S1062940822001085 Modeling the unintended consequences of short selling for innovation investment
by Peng, Juan & Huang, Wenli & Gao, Han & Wang, Hongli
- S1062940822001097 Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors
by Papathanasiou, Spyros & Dokas, Ioannis & Koutsokostas, Drosos
- S1062940822001103 Idiosyncratic volatility puzzle exists at the country level
by He, Zhongzhi & Xue, Wenjun
- S1062940822001115 Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes
by Zhang, Xu & Yang, Xian & He, Qizhi
- S1062940822001127 Economic policy uncertainty and industry risk on China’s stock market
by Wang, Jie & Xue, Weina & Song, Jiashan
- S1062940822001139 Dynamic credit contagion and aggregate loss in networks
by Zhang, Xiaoyuan & Zhang, Tianqi
- S1062940822001140 Option pricing with the control variate technique beyond Monte Carlo simulation
by Chiu, Chun-Yuan & Dai, Tian-Shyr & Lyuu, Yuh-Dauh & Liu, Liang-Chih & Chen, Yu-Ting
- S1062940822001152 Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
by Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon
- S1062940822001164 Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model
by Zhao, Wandi & Gao, Yang & Wang, Mingjin
- S1062940822001176 Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model
by Liu, Xiaojun & Wang, Yunyuan & Du, Wanying & Ma, Yong
- S1062940822001188 Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic
by Maitra, Debasish & Ur Rehman, Mobeen & Ranjan Dash, Saumya & Hoon Kang, Sang
- S1062940822001206 The effect of oil price uncertainty on corporate investment in the presence of growth options: Evidence from listed companies in China (1998–2019)
by Chen, Lingtao & Yuan, Yongna & Zhao, Na
- S1062940822001218 Impact of network investor sentiment and news arrival on jumps
by Liu, Wenwen & Zhang, Chang & Qiao, Gaoxiu & Xu, Lei
- S1062940822001231 Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns
by Božović, Miloš
- S1062940822001243 Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations
by Chen, Wen-Yi & Chen, Mei-Ping
- S1062940822001309 Hard to arbitrage, hard for analysts to forecast
by Wu, Yanran & Zhang, Chao
- S106294082200064X The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements
by Dash, Saumya Ranjan & Maitra, Debasish
- S106294082200078X Robust drivers of Bitcoin price movements: An extreme bounds analysis
by Ahmed, Walid M.A.
- S106294082200081X Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?
by Yi, Yongsheng & He, Mengxi & Zhang, Yaojie
- S106294082200095X Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach
by Yang, Cai & Wang, Xinyi & Gao, Wang
- S106294082200105X How do technological innovations affect corporate investment and hiring?
by Liu, Ying & Liu, Steve & Wu, Ziqi & Xiao, Yi
- S106294082200119X Time-varying cyclicality of fiscal policy: The case of the Euro area
by Afonso, António & Carvalho, Francisco Tiago
- S106294082200122X Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options
by Shi, Ruoshi & Zhao, Yanlong & Bao, Ying & Peng, Cheng
2022, Volume 61, Issue C
- S1062940822000274 Determining hedges and safe havens for stocks using interval analysis
by Chang, Meng-Shiuh & Ju, Peijie & Liu, Yilei & Hsueh, Shao-Chieh
- S1062940822000316 Multi-step barrier products and static hedging
by Lee, Hangsuck & Choi, Yang Ho & Lee, Gaeun
- S1062940822000328 Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic
by Esparcia, Carlos & Jareño, Francisco & Umar, Zaghum
- S1062940822000341 Market insurance and endogenous saving with multiple loss states
by Hun Seog, S. & Hong, Jimin
- S1062940822000353 Does diversification promote systemic risk?
by Wang, Chao & Liu, Xiaoxing & He, Jianmin
- S1062940822000432 The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
by Zhang, Yi & Zhou, Long & Chen, Yajiao & Liu, Fang
- S1062940822000444 Government intervention in European mergers and acquisitions
by Alcalde, Nuria & Powell, Ronan
- S1062940822000456 Tax policy and interregional competition for mobile venture capital by the creative class
by Batabyal, Amitrajeet A. & Yoo, Seung Jick
- S1062940822000468 Only words matter? The effects of cognitive abilities on commercial insurance participation
by Zhang, Tingting & Li, Wenquan & Li, Kaixin & Liu, Zhifeng
- S1062940822000481 Economic fundamentals, policy responses, and state-level municipal bond sensitivity to COVID-19 prevalence
by Odusami, Babatunde O. & Mansur, Iqbal
- S1062940822000493 Instability spillovers in the banking sector: A spatial econometrics approach
by Acedański, Jan & Karkowska, Renata
- S1062940822000511 How does FinTech affect the development of the digital economy? Evidence from China
by Chen, Xiaohui & Teng, Lei & Chen, Wen
- S1062940822000523 Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives
by Zhu, Huiming & Chen, Yiwen & Ren, Yinghua & Xing, Zhanming & Hau, Liya
- S1062940822000535 Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes
by Chen, Jun-Home & Lian, Yu-Min & Liao, Szu-Lang
- S1062940822000547 Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks
by Hassan, M. Kabir & Hasan, Md. Bokhtiar & Halim, Zairihan Abdul & Maroney, Neal & Rashid, Md. Mamunur
- S1062940822000559 Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model
by Wu, Xinyu & Xie, Haibin & Zhang, Huanming
- S1062940822000560 A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge
by Lee, Hangsuck & Lee, Minha & Ko, Bangwon
- S1062940822000572 Forecasting solar stock prices using tree-based machine learning classification: How important are silver prices?
by Sadorsky, Perry
- S1062940822000584 Seasonality and momentum across national equity markets
by Song, Jian & Balvers, Ronald J.
- S1062940822000602 Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis
by Zhu, Huiming & Yu, Dongwei & Hau, Liya & Wu, Hao & Ye, Fangyu
- S106294082200033X COVID-19 related media sentiment and the yield curve of G-7 economies
by Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh
- S106294082200047X Ownership concentration, modified audit opinion, and auditor switch: New evidence and method
by Hu, May & Muhammad, Abdul & Yang, Jingjing
- S106294082200050X A new approach to capital control for emerging market economies
by Garcia-Barragan, Fernando & Liu, Guangling
2022, Volume 60, Issue C
- S1062940821002205 Optimal insurance under moral hazard in loss reduction
by Lee, Hangsuck & Lee, Minha & Hong, Jimin
- S1062940821002229 Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios
by Mahadeo, Scott M.R. & Heinlein, Reinhold & Legrenzi, Gabriella D.
- S1062940821002230 Multi-player dynamic game model for Bitcoin transaction bidding prediction
by Yan, Guanghui & Wang, Shan & Li, Shikui & Lu, Binwei
- S1062940821002254 Optimal growth under model uncertainty
by Xu, Yuhong
- S1062940821002278 Pricing vulnerable options with stochastic liquidity risk
by Wang, Xingchun
- S1062940822000018 Ambiguity, limited commitment, and the q theory of investment
by Wu, Wei & Niu, Yingjie & Wu, Yaoyao & Xu, Hongru
- S1062940822000031 Return and volatility spillovers across the Western and MENA countries
by Habibi, Hamidreza & Mohammadi, Hassan
- S1062940822000043 The risk–return relation in the corporate loan market
by Duran, Miguel A.
- S1062940822000055 Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions
by Qian, Biyu & Wang, Gang-Jin & Feng, Yusen & Xie, Chi
- S1062940822000079 Further evidence on financial information and economic activity forecasts in the United States
by Shi, Qi & Li, Bin
- S1062940822000171 Investor sentiment and Bitcoin relationship: A quantile-based analysis
by Mokni, Khaled & Bouteska, Ahmed & Nakhli, Mohamed Sahbi
- S1062940822000183 Asymmetric positive feedback trading and stock pricing in China
by Liu, Xufeng & Wan, Die
- S1062940822000195 Valuing lookback options with barrier
by Lee, Hangsuck & Kim, Eunchae & Ko, Bangwon
- S1062940822000201 The default contagion of contingent convertible bonds in financial network
by Li, Ping & Guo, Yanhong & Meng, Hui
- S1062940822000213 Does investor sentiment affect fund crashes? Evidence from Chinese open-end funds
by Wang, Hu & Li, Shouwei & Ma, Yuyin & Jiang, Shuyang
- S1062940822000225 Insider trading, overconfidence, and private information flow
by Jiang, Ying & Liu, Hong
- S1062940822000249 Evolving United States stock market volatility: The role of conventional and unconventional monetary policies
by Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang
- S1062940822000250 Forecasting risk measures using intraday and overnight information
by Santos, Douglas G. & Candido, Osvaldo & Tófoli, Paula V.
- S1062940822000262 The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs
by Çelik, İsmail & Sak, Ahmet Furkan & Höl, Arife Özdemir & Vergili, Gizem
- S1062940822000286 How do stock price indices absorb the COVID-19 pandemic shocks?
by Zhang, Xu & Ding, Zhijing & Hang, Jianqin & He, Qizhi
- S1062940822000298 Convertible bond issuance volume, capital structure, and firm value
by Liao, Yulu & Huang, Paoyu & Ni, Yensen
- S1062940822000304 Commodity financialization and funding liquidity in China
by Jia, Xiangfu & Liao, Wenting & Zhang, Chengsi
- S106294082200002X Exchange rate misalignments, capital flows and volatility
by Grossmann, Axel & Orlov, Alexei G.
- S106294082200016X Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China
by Song, Lu & Tian, Gengyu & Jiang, Yonghong
2022, Volume 59, Issue C
- S1062940821000218 Does organization capital matter? An analysis of the performance implications of CEO power
by Chiu, Junmao & Li, Yi-Hua & Kao, Tsai-Hsuan
- S1062940821001650 Liquidity and asset pricing: Evidence from the Chinese stock markets
by Zhang, Tianyang & Lence, Sergio H.
- S1062940821001662 Credit rating changes and debt structure
by Goebel, Joseph M. & Kemper, Kristopher J.
- S1062940821001686 What are the determinants and managerial motivations for employee ownership in retirement pension plans?
by Park, Heejin & Noh, Jung-Hee & Pedersen, Melissa & Lee, Sora
- S1062940821001698 Catering to investors through capital expenditures: Testing assets substitution problem around financing
by Chao, Ching-Hsiang & Huang, Chih-Jen & Ho, Ruey-Jenn & Huang, Hsin-Yi
- S1062940821001704 Network analysis on Bitcoin arbitrage opportunities
by Bruzgė, Rasa & Šapkauskienė, Alfreda
- S1062940821001716 Group penalized logistic regressions predict up and down trends for stock prices
by Yang, Yanlin & Hu, Xuemei & Jiang, Huifeng
- S1062940821001728 Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19
by Li, Zijian & Meng, Qiaoyu
- S1062940821001741 Narcissistic leaders and corporate cash Holdings: Evidence in China
by Qiao, Penghua & Long, Yang & Fung, Hung-Gay & Kao, Erin Hui-Chuan
- S1062940821001753 Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data
by Kamada, Koichiro & Kurosaki, Tetsuo & Miura, Ko & Yamada, Tetsuya
- S1062940821001765 Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
by Mo, Guoli & Zhang, Weiguo & Tan, Chunzhi & Liu, Xing
- S1062940821001777 Rigid payment breaking, default spread and yields of Chinese treasury bonds
by Huang, Xiaoyong & Yu, Cong & Chen, Yunping & Jia, Fei & Xu, Xiangyun
- S1062940821001789 Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices
by Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang
- S1062940821001790 Disclosure quality, price efficiency, and expected returns
by Ho, Kung-Cheng & Lee, Shih-Cheng & Sun, Ping-Wen
- S1062940821001807 Risk reporting and stock return in the UK: Does market competition Matter?
by Hassanein, Ahmed
- S1062940821001819 Contagion effect of systemic risk among industry sectors in China’s stock market
by Xu, Qiuhua & Yan, Haoyang & Zhao, Tianyu
- S1062940821001820 Optimal time-consistent reinsurance and investment strategies for a jump–diffusion financial market without cash
by Zhang, Caibin & Liang, Zhibin
- S1062940821001832 Exchange options for catastrophe risk management
by Wang, Guanying & Wang, Xingchun & Shao, Xinjian
- S1062940821001844 How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis
by Chen, Qitong & Zhu, Huiming & Yu, Dongwei & Hau, Liya
- S1062940821001856 Lessons from naïve diversification about the risk-reward trade-off
by Haensly, Paul J.
- S1062940821001868 An information diffusion model for momentum effect based on investor wealth
by Yang, Haijun & Ge, Hengshun & Gao, Xinpeng
- S1062940821001881 Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness
by Aloui, Chaker & Asadov, Alam & Al-kayed, Lama & Hkiri, Besma & Danila, Nevi
- S1062940821001893 Impact of CEO narcissism and hubris on corporate sustainability and firm performance
by Lin, Fengyi & Lin, Sheng-Wei & Fang, Wen-Chang
- S1062940821001911 The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”
by Wang, Yijing & Geng, Xueqing & Guo, Kun
- S1062940821001923 Hedging local currency risk with precious metals
by Kunkler, Michael
- S1062940821001935 Multidimensional noise and non-fundamental information diversity
by Russ, David
- S1062940821001947 Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction
by Pan, Qunxing & Mei, Xiaowen & Gao, Tianqing
- S1062940821001959 Price impact, strategic interaction and portfolio choice
by Curatola, Giuliano
- S1062940821001960 Pricing basket spread options with default risk under Heston–Nandi GARCH models
by Wang, Xingchun & Zhang, Han
- S1062940821001972 The influence of private equity and venture capital on the post-IPO performance of newly-public acquirers
by Matanova, Natalia & Steigner, Tanja & Sutton, Ninon & Thompson, Linh
- S1062940821001984 The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence
by Kinkyo, Takuji
- S1062940821001996 Belief-driven growth slowdowns and zero-bounded risk-free rate
by Zhang, Xiaoge
- S1062940821002011 Monetary policy and bank performance: The role of business models
by Dang, Van Dan & Huynh, Japan
- S1062940821002023 Pricing European continuous-installment currency options with mean-reversion
by Jeon, Junkee & Kim, Geonwoo
- S1062940821002102 Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday
by Choi, Sun-Yong
- S1062940821002151 Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain
by Gao, Yang & Li, Yangyang & Zhao, Chengjie & Wang, Yaojun
- S1062940821002163 Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆
by Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian
- S1062940821002175 Two new mean–variance enhanced index tracking models based on uncertainty theory
by Yang, Tingting & Huang, Xiaoxia
- S1062940821002187 Pricing of vulnerable exchange options with early counterparty credit risk
by Kim, Donghyun & Kim, Geonwoo & Yoon, Ji-Hun
- S1062940821002199 Economic uncertainty and national bitcoin trading activity
by Wüstenfeld, Jan & Geldner, Teo
- S1062940821002217 Trade friction and price discovery in the USD–CAD spot and forward markets
by Yan, Meng & Chen, Jian & Song, Victor & Xu, Ke
- S1062940821002242 Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China
by Jian, Zhihong & Li, Xupei & Zhu, Zhican
- S1062940821002266 Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?
by Shahzad, Syed Jawad Hussain & Naifar, Nader
- S106294082100187X Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis
by Alomari, Mohammad & Al Rababa'a, Abdel Razzaq & Ur Rehman, Mobeen & Power, David M.
- S106294082100190X Did small or large US banks transmit more risk during the Subprime crisis?
by Pino, Gabriel
- S106294082100200X A kind of new time-weighted nonnegative lasso index-tracking model and its application
by Chen, Qi-an & Hu, Qingyu & Yang, Hu & Qi, Kai
2021, Volume 58, Issue C
- S1062940821000589 Forecasting the Value-at-Risk of REITs using realized volatility jump models
by Odusami, Babatunde O
- S1062940821000784 Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks
by Chen, Zhang-HangJian & Li, Sai-Ping & Cai, Mei-Ling & Zhong, Li-Xin & Ren, Fei
- S1062940821000838 Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis
by Vukovic, Darko B. & Lapshina, Kseniya A. & Maiti, Moinak
- S1062940821000851 Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence
by Lin, Qi & Lin, Xi
- S1062940821000863 The US debt–growth nexus along the business cycle
by Martins, Luis F.
- S1062940821000875 Does government funding promote or inhibit the financialization of manufacturing enterprises? Evidence from listed Chinese enterprises
by Qi, Yong & Yang, Yudi & Yang, Shuo & Lyu, Simeng
- S1062940821000887 Valuing technological synergies in mergers
by Li, Shi & Ang, James S. & Wu, Chaopeng & Yang, Shijie
- S1062940821000899 Hedging futures performance with denoising and noise-assisted strategies
by Zheng, Chengli & Su, Kuangxi & Yao, Yinhong
- S1062940821000905 Oil price shocks and credit spread: Structural effect and dynamic spillover
by Jiang, Yong & Liu, Cenjie & Xie, Rui
- S1062940821000917 The effects of employee stock ownership on stock liquidity: Evidence from the Korean market
by Jung, Hail & Choi, Sanghak
- S1062940821000929 Valuation of piecewise linear barrier options
by Lee, Hangsuck & Ha, Hongjun & Lee, Minha
- S1062940821000930 A filtered currency carry trade
by Choi, Jin Ho & Suh, Sangwon
- S1062940821000942 A truly global crisis? Evidence from contagion dependence across international REIT markets
by Huang, MeiChi & Wu, Chu-Hua & Cheng, I-Shan
- S1062940821000954 COVID-19 and asymmetric volatility spillovers across global stock markets
by Li, Wenqi
- S1062940821000966 Loss from the chasing of MAX stocks: Evidence from China
by Gao, Ya & Han, Xing & Xiong, Xiong
- S1062940821000978 Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
by Abuzayed, Bana & Al-Fayoumi, Nedal
- S1062940821000991 Who is more important, parents or children? Economic and environmental factors and health insurance purchase
by Wang, Qian & Wang, Jun & Gao, Feng
- S1062940821001005 Using your regular contacts as collateral: The information value of call logs
by He, Yunwen
- S1062940821001017 Private conversation matters: Evidence from sell-side analyst reports after private meetings
by Cai, Huan & Qi, Zhen
- S1062940821001091 A study on the incentive compensation structure with payroll tax: A continuous-time principal-agent model
by Wang, Huan & Lai, Chong & Lai, Shaoyong
- S1062940821001121 The interrelationship between order flow, exchange rate, and the role of American economic news
by Firouzi, Shahrokh & Wang, Xiangning
- S1062940821001133 What drives dynamic connectedness of the U.S equity sectors during different business cycles?
by Ngene, Geoffrey M.
- S1062940821001145 Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?
by Chang, Kuang-Liang
- S1062940821001157 A unified entropic pricing framework of option: Using Cressie-Read family of divergences
by Yu, Xisheng
- S1062940821001169 Fractal statistical measure and portfolio model optimization under power-law distribution
by Wu, Xu & Zhang, Linlin & Li, Jia & Yan, Ruzhen
- S1062940821001170 The ‘COVID’ crash of the 2020 U.S. Stock market
by Shu, Min & Song, Ruiqiang & Zhu, Wei
- S1062940821001182 The dark side of stock market liberalization: Perspectives from corporate R&D activities in China
by Jia, Qiaoyu & Zhou, Jia'nan
- S1062940821001194 Factors affecting institutional investors to add crypto-currency to asset portfolios
by Sun, Wei & Dedahanov, Alisher Tohirovich & Shin, Ho Young & Li, Wei Ping
- S1062940821001200 How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons
by Dong, Xiyong & Li, Changhong & Yoon, Seong-Min
- S1062940821001212 Global convergence of inflation rates
by Liu, Tie-Ying & Lee, Chien-Chiang
- S1062940821001224 Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market
by Xu, Qifa & Li, Mengting & Jiang, Cuixia
- S1062940821001236 Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis
by Hasan, Md. Bokhtiar & Mahi, Masnun & Hassan, M. Kabir & Bhuiyan, Abul Bashar
- S1062940821001248 Exploring the development trend of internet finance in China: Perspective from club convergence
by Bai, Caiquan & Yan, Hong & Yin, Shanggang & Feng, Chen & Wei, Qian
- S1062940821001261 Stock returns and carry trades
by Chen, Zilin & Gang, Jianhua & Qian, Zongxin
- S1062940821001273 Diversified behavioral portfolio as an alternative to Modern Portfolio Theory
by Rodríguez, Yeny E. & Gómez, Juan M. & Contreras, Javier
- S1062940821001285 The effects of FX-interventions on forecasters disagreement: A mixed data sampling view
by Holmes, Mark J. & Iregui, Ana María & Otero, Jesús
- S1062940821001297 Forecasting stock market volatility: Can the risk aversion measure exert an important role?
by Dai, Zhifeng & Chang, Xiaoming
- S1062940821001303 Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis
by Luo, Changqing & Liu, Lan & Wang, Da
- S1062940821001315 Extreme risk spillovers between crude palm oil prices and exchange rates
by Go, You-How & Lau, Wee-Yeap
- S1062940821001327 The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market
by Cao, Guangxi & Xie, Wenhao
- S1062940821001339 Region-wide connectedness of Asian equity and currency markets
by Kinkyo, Takuji
- S1062940821001340 Stock Market’s responses to intraday investor sentiment
by Seok, Sang Ik & Cho, Hoon & Ryu, Doojin
- S1062940821001352 A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis
by Yao, Can-Zhong & Mo, Yi-Na & Zhang, Ze-Kun
- S1062940821001364 Tail risk and investors’ concerns: Evidence from Brazil
by Freire, Gustavo
- S1062940821001376 Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches
by Tissaoui, Kais & Hkiri, Besma & Talbi, Mariem & Alghassab, Waleed & Alfreahat, Khaled Issa
- S1062940821001388 The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns
by Wang, Ruina & Li, Jinfang
- S1062940821001406 Can individual investors learn from experience in online P2P lending? Evidence from China
by Li, ZhouPing & Ge, RuYi & Guo, XiaoShuang & Cai, Lingfei
- S1062940821001418 Economic policy uncertainty and stock market returns: New evidence
by Xu, Yongan & Wang, Jianqiong & Chen, Zhonglu & Liang, Chao
- S1062940821001431 The COVID-19 Pandemic and Sovereign Bond Risk
by Andrieș, Alin Marius & Ongena, Steven & Sprincean, Nicu
- S1062940821001443 A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
by Quatto, Piero & Vacca, Gianmarco & Zoia, Maria Grazia
- S1062940821001455 Analysis of the impact of COVID-19 pandemic on G20 stock markets
by Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Dong, Zibing
- S1062940821001467 Herding in the bad times: The 2008 and COVID-19 crises
by Ferreruela, Sandra & Mallor, Tania
- S1062940821001479 A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
by Li, Shaoyu & Zhang, Yuanyuan & Zhu, Chunhui
- S1062940821001480 Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies
by Suh, Sangwon & Kim, Daehwan
- S1062940821001492 COVID-19 stringency measures and foreign investment: An early assessment
by Giofré, Maela
- S1062940821001509 Moral hazard, debt overhang and capital structure
by Yang, Bo & Gan, Liu & Wen, Chunhui
- S1062940821001510 Applications of machine learning for corporate bond yield spread forecasting
by Kim, Jong-Min & Kim, Dong H. & Jung, Hojin
- S1062940821001522 A novel profit cutting mechanism for Chinese Banks: Theory and Multi-dimensional evidence
by Guan, Chao & Yu, Bo & Bi, Sheng
- S1062940821001534 A model of dynamic tail dependence between crude oil prices and exchange rates
by Guo, Ranran & Ye, Wuyi
- S1062940821001546 Financial development and economic growth in a microfounded small open economy model
by Zhang, Bo & Zhou, Peng
- S1062940821001558 The granularity of the Brazilian banking market
by Maia, Adriano & Oliveira, Guilherme De & Matsushita, Raul & Da Silva, Sergio
- S1062940821001571 Assessing the reversal of investor sentiment
by Ding, Cherng G. & Wang, Hung-Jui & Lee, Meng-Che & Hung, Wen-Chi & Jane, Ten-Der
- S1062940821001583 Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market
by Su, Fei & Wang, Xinyi
- S1062940821001595 Extendible stock loan
by Wu, Wei-Hwa
- S1062940821001601 Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment
by Cepni, Oguzhan & Gupta, Rangan
- S1062940821001613 Information transmission between large shareholders and stock volatility
by Li, Jie & Zhang, Yongjie & Wang, Lidan
- S1062940821001625 Lottery-like momentum in the cryptocurrency market
by Lin, Chiao-Han & Yen, Kuang-Chieh & Cheng, Hui-Pei
- S1062940821001637 Measuring real–financial connectedness in the U.S. economy
by Uluceviz, Erhan & Yilmaz, Kamil
- S1062940821001649 Currency news and international bond markets
by Abuelfadl, Moustafa & Yamani, Ehab
- S1062940821001674 Is insurance normal or inferior? -A regret theoretical approach-
by Fujii, Yoichiro & Okura, Mahito & Osaki, Yusuke
- S106294082100084X Identifying states of global financial market based on information flow network motifs
by Xie, Wen-Jie & Yong, Yang & Wei, Na & Yue, Peng & Zhou, Wei-Xing
- S106294082100098X Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market
by Shi, Huai-Long & Zhou, Wei-Xing
- S106294082100108X Tax aggressiveness and idiosyncratic volatility
by Chaudhry, Neeru
- S106294082100125X President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries
by Nishimura, Yusaku & Sun, Bianxia
- S106294082100139X Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets
by Chiang, Thomas C.
- S106294082100142X The impact of COVID-19 on the G7 stock markets: A time-frequency analysis
by Rehman, Mobeen Ur & Kang, Sang Hoon & Ahmad, Nasir & Vo, Xuan Vinh
- S106294082100156X How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?
by Dong, Xiyong & Song, Li & Yoon, Seong-Min
2021, Volume 57, Issue C
Printed from https://ideas.repec.org/s/eee/ecofin3.html
