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Content
2022, Volume 63, Issue C
- 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
- S1062940822000663 Commonality, macroeconomic factors and banking profitability
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
- S1062940822000791 Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI
by Miyakoshi, Tatsuyoshi & Shimada, Junji
- S1062940822000808 Bank ownership and governance quality in India: Evolution and detection of convergence clubs
by Gulati, Rachita
- S1062940822000821 Liquidity indicators, early warning signals in banks, and financial crises
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
- S1062940822000870 On the exercise of American quanto options
by Battauz, Anna & De Donno, Marzia & Sbuelz, Alessandro
- S1062940822000882 Scheduled macroeconomic news announcements and intraday market sentiment
by Seok, Sangik & Cho, Hoon & Ryu, Doojin
- S1062940822000894 Regulation and crises: A concave story
by Marchionne, Francesco & Pisicoli, Beniamino & Fratianni, Michele
- S1062940822000900 News and intraday jumps: Evidence from regularization and class imbalance
by Caporin, Massimiliano & Poli, Francesco
- S1062940822000912 Order Choices: An Intraday Analysis of the Taiwan Stock Exchange
by Lien, Donald & Hung, Pi-Hsia & Lo, Hsiang-Yu
- S1062940822000924 IPO performance and the size effect: Evidence for the US and Canada
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
- 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
Printed from https://ideas.repec.org/s/eee/ecofin3.html
