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Content
2021, Volume 58, Issue C
- 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
- S1062940820302308 Factor pricing of cryptocurrencies
by Wang, Qiyu & Chong, Terence Tai-Leung
- S1062940821000176 Write-down bonds, credit risk and imperfect information
by Zhao, Zhiming & Li, Shasha & Tang, Huiling
- S1062940821000188 Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis
by Ahmed, Walid M.A.
- S1062940821000206 How does the money market development impact the bank lending channel of emerging Countries? A case from China
by Zhan, Shurui & Tang, Yangfei & Li, Shuai & Yao, Yaojun & Zhan, Minghua
- S1062940821000231 Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020
by Gao, Yang & Li, Yangyang & Wang, Yaojun
- S1062940821000255 Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry
by Kang, Wensheng & Perez de Gracia, Fernando & Ratti, Ronald A.
- S1062940821000267 Preference for bid time in hybrid auctioned IPOs: Evidence from China
by He, Jingbin & Ma, Xinru & Liao, Jingchi
- S1062940821000279 The effects of oil price shocks on inflation in the G7 countries
by Wen, Fenghua & Zhang, Keli & Gong, Xu
- S1062940821000280 Sensitivity of US equity returns to economic policy uncertainty and investor sentiments
by Rehman, Mobeen Ur & Sensoy, Ahmet & Eraslan, Veysel & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh
- S1062940821000292 “One person’s decision” or “collective voting”: Evidence of overconfident investing in Chinese listed companies
by Liang, Chao & Liu, Bai & Weng, Yin-Che
- S1062940821000309 Indicator selection and stock return predictability
by Dai, Zhifeng & Zhu, Huan
- S1062940821000310 Estimating yield spreads volatility using GARCH-type models
by Kim, Jong-Min & Kim, Dong H. & Jung, Hojin
- S1062940821000322 Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic
by Okorie, David Iheke & Lin, Boqiang
- S1062940821000334 Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?
by Lin, Ling & Zhou, Zhongbao & Jiang, Yong & Ou, Yangchen
- S1062940821000346 The daily relationship between U.S. asset prices and stock prices of American countries
by Chin, Chang-Chiang & Paphakin, Warinthorn
- S1062940821000358 Fiscal retrenchments and the transmission mechanism of the sovereign risk channel for highly indebted countries
by Beqiraj, Elton & Fedeli, Silvia & Tancioni, Massimiliano
- S1062940821000371 Does bond market development enhance the banking sector’s efficiency in resource allocation? Industry-level evidence from Korea
by Park, Donghyun & Shin, Kwanho & Tian, Shu
- S1062940821000383 Evolution of price effects after one-day abnormal returns in the US stock market
by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
- S1062940821000395 A model of information diffusion with asymmetry and confidence effects in financial markets
by Yang, Haijun & Qi, Shu & Zhang, Zhou & Koslowsky, David
- S1062940821000474 Independent director tenure and corporate transparency
by James, Hui Liang & Ngo, Thanh & Wang, Hongxia
- S1062940821000486 The impact of financial technology on China’s banking industry: An application of the metafrontier cost Malmquist productivity index
by Cho, Tsui-Yueh & Chen, Yi-Shuan
- S1062940821000516 Herding in Open-end Funds: Evidence from China
by Wang, Hu & Li, Shouwei & Ma, Yuyin
- S1062940821000528 Jump Interdependencies: Stochastic linkages among international stock markets
by Kshatriya, Saranya & Prasanna, Krishna
- S1062940821000541 Valuation of options on the maximum of two prices with default risk under GARCH models
by Wang, Xingchun
- S1062940821000553 Forecasting stock index price using the CEEMDAN-LSTM model
by Lin, Yu & Yan, Yan & Xu, Jiali & Liao, Ying & Ma, Feng
- S1062940821000565 Cross-shareholding network and corporate bond financing cost in China
by Guo, Hongling & Sun, Yue & Qiu, Xuemei
- S1062940821000577 Regime switches and commonalities of the cryptocurrencies asset class
by Figà-Talamanca, Gianna & Focardi, Sergio & Patacca, Marco
- S1062940821000590 Dynamic time series momentum of cryptocurrencies
by Borgards, Oliver
- S1062940821000607 Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare
by Donadelli, Michael & Grüning, Patrick
- S1062940821000619 Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs
by Yuan, Ying & Huang, Yizhao & Chen, Haoran
- S1062940821000620 Long-term wealth growth portfolio allocation under parameter uncertainty: A non-conservative robust approach
by Zhu, Bo & Zhang, Tianlun
- S1062940821000632 Heterogeneous beliefs with herding behaviors and asset pricing in two goods world
by Wang, Hailong & Hu, Duni
- S1062940821000644 Financial openness and Chinese regional growth imbalance: New insight from spatial spillovers
by Yuan, Shenguo & Wu, Zhouheng
- S1062940821000656 The effectiveness of price-stabilizing share buybacks: Evidence from listed firms in Vietnam
by Wang, Huabing Barbara & Nguyen, Cuong & Rafi, Nurul A.
- S1062940821000668 Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks
by Zhang, Guangyong & Jiang, Le & Tian, Lixin & Fu, Min
- S1062940821000681 The impact of ultimate controller’s ownership on cash dividend policy based on a comparative analysis between owner-management and professional-management modes
by Song, Xiaobao & Yao, Mingan & Su, Wunhong & Lin, Danming
- S1062940821000693 Institutional investors’ ownership stability and their investee firms’ equity mispricing
by Sakaki, Hamid & Jory, Surendranath & Jackson, Dave
- S1062940821000711 Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions
by Hsu, Shu-Han & Sheu, Chwen & Yoon, Jiho
- S1062940821000723 The impact of economic uncertainty and geopolitical risks on bank credit
by Demir, Ender & Danisman, Gamze Ozturk
- S1062940821000735 Does environmental law enforcement matter for financial reporting quality?
by Zhang, Xuehui & Tan, Jianhua & Chen, Yining & Chan, Kam C.
- S1062940821000747 Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach
by Mensi, Walid & Lee, Yun-Jung & Vinh Vo, Xuan & Yoon, Seong-Min
- S1062940821000759 Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis
by Zhu, Huiming & Chen, Weiyan & Hau, Liya & Chen, Qitong
- S1062940821000760 Income diversification and bank risk in Asia Pacific
by Wang, Chunyang & Lin, Yongjia
- S1062940821000772 TrAffic LIght system for systemic Stress: TALIS3
by Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel
- S1062940821000796 Are Google searches making the Bitcoin market run amok? A tail event analysis
by Neto, David
- S1062940821000802 Cross-sectional tests of asset pricing models with full-rank mimicking portfolios
by Kim, Jinyong & Kim, Kun Ho & Lee, Jeong Hwan
- S1062940821000814 Effects of quantitative easing on firm performance in the euro area
by Koráb, Petr & Saadaoui Mallek, Ray & Dibooglu, Sel
- S1062940821000826 Does inequality help in forecasting equity premium in a panel of G7 countries?
by Christou, Christina & Gupta, Rangan & Jawadi, Fredj
- S106294082100053X Economic policy uncertainty and cost of debt financing: International evidence
by Tran, Quoc Trung
- S106294082100067X Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
by Pérez-Rodríguez, Jorge V. & Andrada-Félix, Julián & Rachinger, Heiko
- S106294082100070X Predicting equity premium using dynamic model averaging. Does the state–space representation matter?
by Nonejad, Nima
2021, Volume 56, Issue C
- S1062940820302084 Information interaction, behavioral synchronization and asset market volatility
by Wang, Chengjin & Gao, Yudong & Li, Honggang
- S1062940820302096 Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?
by Hattori, Takahiro & Ishida, Ryo
- S1062940820302102 Sample average approximation of CVaR-based hedging problem with a deep-learning solution
by Peng, Cheng & Li, Shuang & Zhao, Yanlong & Bao, Ying
- S1062940820302114 Consistent pricing of VIX options with the Hawkes jump-diffusion model
by Jing, Bo & Li, Shenghong & Ma, Yong
- S1062940820302126 Asymmetric volatility connectedness among U.S. stock sectors
by Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Suleman, Tahir & Kang, Sang Hoon
- S1062940820302229 Real income convergence and the patterns of financial integration in the EU
by Cavallaro, Eleonora & Villani, Ilaria
- S1062940820302230 Private benefits from control block trades in the Spanish stock exchange
by Pérez-Soba, Inés & Martínez-Cañete, Ana R. & Márquez–de-la-Cruz, Elena
- S1062940820302242 Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model
by Tang, Kin-Boon & Zheng, Wen-Jie & Lin, Chao-Yang & Lin, Shih-Kuei
- S1062940820302254 The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries
by Huang, Qian & Wang, Xiangning & Zhang, Shuguang
- S1062940820302278 Dynamic spillover and connectedness between oil futures and European bonds
by Mensi, Walid & Hamed Al-Yahyaee, Khamis & Vinh Vo, Xuan & Hoon Kang, Sang
- S1062940820302321 The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB
by Jia, Fei & Shen, Yao & Ren, Junfan & Xu, Xiangyun
- S1062940820302369 Time–frequency quantile dependence between Bitcoin and global equity markets
by Maghyereh, Aktham & Abdoh, Hussein
- S1062940820302370 Skew index: Descriptive analysis, predictive power, and short-term forecast
by Mora-Valencia, Andrés & Rodríguez-Raga, Santiago & Vanegas, Esteban
- S1062940820302382 The asymmetric effect of crude oil prices on stock prices in major international financial markets
by Jiang, Wei & Liu, Yan
- S1062940820302394 Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence
by Eom, Cheoljun & Kaizoji, Taisei & Livan, Giacomo & Scalas, Enrico
- S1062940820302400 Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China
by Li, Yanshuang & Zhuang, Xintian & Wang, Jian
- S1062940821000012 Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates
by Xu, Lei. & Hamori, Shigeyuki & Kinkyo, Takuji
- S1062940821000024 Estimating the Bank of Mexico’s reaction function in the last three decades: A Bayesian DSGE approach with rolling-windows
by Zamarripa, Rene
- S1062940821000103 Effectiveness of Augmented Dollar-Cost Averaging
by Kapalczynski, Anna & Lien, Donald
- S1062940821000115 Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration
by Tan, Zhengxun & Xiao, Binuo & Huang, Yilong & Zhou, Li
- S1062940821000127 House price synchronization across the US states: The role of structural oil shocks
by Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang
- S1062940821000139 Mandatory dividend rules and the investment decision: The case of Chile
by Saens, Rodrigo & Tigero, Tamara
- S1062940821000140 Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach
by Balke, Nathan S. & Zeng, Zheng & Zhang, Ren
- S1062940821000152 Pricing the hedging factor in the cross-section of stock returns
by Dunbar, Kwamie
- S1062940821000164 Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
by Tan, Chia-Yen & Koh, You-Beng & Ng, Kok-Haur & Ng, Kooi-Huat
- S1062940821000243 Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether
by Będowska-Sójka, Barbara & Kliber, Agata
- S106294082030228X Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets
by Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis G.
- S106294082030231X The impact of central clearing on the market for single-name credit default swaps
by Akari, Mohamed-Ali & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges
- S106294082100019X Systemic financial risk early warning of financial market in China using Attention-LSTM model
by Ouyang, Zi-sheng & Yang, Xi-te & Lai, Yongzeng
- S106294082100022X Dispersion in analysts’ target prices and stock returns
by Li, Xingjian & Feng, Hongrui & Yan, Shu & Wang, Heng
2021, Volume 55, Issue C
- S1062940818305679 CEO duality, information costs, and firm performance
by Hsu, Shufang & Lin, Shih-Wei & Chen, Wei-Peng & Huang, Jhao-Wei
- S1062940818305692 The impact of market and industry risk on family succession
by Yeh, Yin-Hua & Liao, Chen-Chieh
- S1062940818306491 Affiliated block shareholders and analyst optimism
by Li, Shi & Wu, Chaopeng & Yang, Shijie
- S1062940818306776 Knowledge capital, CEO power, and firm value: Evidence from the IT industry
by Chiu, Junmao & Chen, Chin-Ho & Cheng, Chung-Chieh & Hung, Shih-Chang
- S1062940820301182 How the CEO power and age dissimilarity shape the chair-CEO pay gap: Empirical evidence from China
by Zhu, Jiajun & Gao, Jing & Tan, Hongping
- S1062940820301522 Family business succession roadblock model based on fuzzy linguistic preference relations
by Liu, Fangyi
- S1062940820301790 Overnight stock returns, intraday returns, and firm-specific investor sentiment
by Kim, Byungoh & Suh, Sangwon
- S1062940820301820 Economic policy uncertainty and illiquidity return premium
by Hsieh, Hui-Ching & Nguyen, Van Quoc Thinh
- S1062940820301844 The impact of the macroeconomic factors in the bank efficiency: Evidence from the Chinese city banks
by Chen, Xiang & Lu, Ching-Cheng
- S1062940820301856 Multi-asset pair-trading strategy: A statistical learning approach
by Lin, Tsai-Yu & Chen, Cathy W.S. & Syu, Fong-Yi
- S1062940820301868 Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach
by Zhang, Yue-Jun & Bouri, Elie & Gupta, Rangan & Ma, Shu-Jiao
- S1062940820301881 The effect of repurchase regulations on actual share reacquisitions and cost of debt
by Chen, Ni-Yun & Liu, Chi-Chun
- S1062940820301893 Short-term institutions’ information advantage and overvaluation
by Du, Brian & Serrano, Alejandro & Vianna, Andre
- S1062940820301911 Government support and bank performance during the 2007–2008 financial crisis
by Chen, Yi-Ling & Ting, Hsiu-I & Wang, Ming-Chun
- S1062940820301923 Optimal investment and reinsurance policies for an insurer with ambiguity aversion
by Liu, Bing & Meng, Hui & Zhou, Ming
- S1062940820301935 Contingent capital, Tobin’s q and corporate capital structure
by Yang, Bo & Gan, Liu
- S1062940820301947 Individual stock sentiment beta and stock returns
by Yang, Chunpeng & Hu, Xiaoyi
- S1062940820301959 Carbon option price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading
by Liu, Zhibin & Huang, Shan
- S1062940820301960 Spillovers between sovereign CDS and exchange rate markets: The role of market fear
by Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping
- S1062940820301972 Oil price shocks, geopolitical risks, and green bond market dynamics
by Lee, Chi-Chuan & Lee, Chien-Chiang & Li, Yong-Yi
- S1062940820301984 The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices
by Tian, Meiyu & Li, Wanyang & Wen, Fenghua
- S1062940820301996 Corporate governance and the insolvency risk of financial institutions
by Ali, Searat & Hussain, Nazim & Iqbal, Jamshed
- S1062940820302011 Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms?
by Fu, Yishu & Liu, Chunbo & Qin, Zhenjiang
- S1062940820302023 Endogenous discounting, investment and Tobin’s q
by Wu, Ting & He, Linfeng & Zhang, Fan
- S1062940820302035 Corporate cash holdings and total factor productivity – A global analysis
by Chang, Chong-Chuo & Tang, Hui-Wen
- S1062940820302047 The nonlinear effect of oil price shocks on financial stress: Evidence from China
by Liu, Renren & Chen, Jianzhong & Wen, Fenghua
- S1062940820302059 Network VAR models to measure financial contagion
by Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh
- S1062940820302060 CEO overconfidence and labor investment efficiency
by Lai, Shaojie & Li, Xiaorong & Chan, Kam C.
- S1062940820302072 Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4
by Musa, Abdullahi & Salisu, Afees A. & Aliyu, Victoria O. & Mevweroso, Chioma R.
- S1062940820302266 An evolutionary game theory model for the inter-relationships between financial regulation and financial innovation
by An, Hui & Yang, Ruibo & Ma, Xuejiao & Zhang, Siqi & Islam, Sardar M.N.
- S1062940820302291 Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
by Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco
- S1062940820302333 A novel LASSO – TLBO – SVR hybrid model for an efficient portfolio construction
by Mishra, Sasmita & Padhy, Sudarsan & Mishra, Satya Narayan & Misra, Satya Narayan
- S1062940820302345 The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
by Wang, Xingchun
- S1062940820302357 Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach
by Xu, Qifa & Jin, Bei & Jiang, Cuixia
- S106294082030173X A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods
by Yao, Can-Zhong & Li, Hong-Yu
- S106294082030187X Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis
by Hau, Liya & Zhu, Huiming & Shahbaz, Muhammad & Sun, Wuqin
- S106294082030190X The dynamic investment and exit decisions of venture capitals
by Chen, Zhuming & Chen, Can & Lin, Tao & Chen, Xiaoguo
- S106294082030200X The impact of non-performing loans on bank lending in Europe: An empirical analysis
by Sánchez Serrano, Antonio
2020, Volume 54, Issue C
- S1062940817304047 Interconnectedness and systemic risk in the US CDS market
by Kanno, Masayasu
- S1062940818300330 Price delay and post-earnings announcement drift anomalies: The role of option-implied betas
by Ho, Hwai-Chung & Tsai, Wei-Che
- S1062940818300834 Financial risk and acquirers' stockholder wealth in mergers and acquisitions
by Chen, An-Sing & Chu, Hsiang-Hui & Hung, Pi-Hsia & Cheng, Miao-Sih
- S1062940818301153 Forecasting oil futures market volatility in a financialized world: Why speculative activities matter
by Chan, Kam C. & Chan, Leo H. & Nguyen, Chi M.
- S1062940818301700 The effect of economic policy uncertainty on China’s housing market
by Huang, Wei-Ling & Lin, Wen-Yuan & Ning, Shao-Lin
- S1062940818301967 Switching interest rate sensitivity regimes of U.S. Corporates
by Gubareva, Mariya & Borges, Maria Rosa
- S1062940818301980 Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
by Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier
- S1062940818302092 Implied risk aversion and pricing kernel in the FTSE 100 index
by Liao, Wen Ju & Sung, Hao-Chang
- S1062940818302407 Revisiting the roles of gold: Does gold ETF matter?
by Cheng, Wan-Hsiu & Chen, Chun-Da & Lai, Hsiao-Pin
- S1062940818302419 Funding liquidity risk and the low-volatility anomaly: Evidence from the Taiwan stock market
by Hsu, Ching-Chi & Wei, An-Pin & Chen, Miao-Ling
- S1062940818302687 Futures minimum variance hedge ratio determination: An ex-ante analysis
by Chen, Ren-Raw & Leistikow, Dean & Wang, Andrew
- S1062940818302948 Is the nonlinear hedge of options more effective?—Evidence from the SSE 50 ETF options in China
by Yu, Xiao-Jian & Wang, Zi-Ling & Xiao, Wei-Lin
- S1062940818302973 Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness
by Choe, Geon Ho & Choi, So Eun & Jang, Hyun Jin
- S1062940818303000 The value of implementing enterprise risk management: Evidence from Taiwan’s financial industry
by Chen, Yu-Lun & Chuang, Yi-Wei & Huang, Hong-Gia & Shih, Jhuan-Yu
- S1062940818303358 The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures
by Kao, Yu-Sheng & Chuang, Hwei-Lin & Ku, Yu-Cheng
- S1062940818303383 Derivatives market and economic growth nexus: Policy implications for emerging markets
by Hong Vo, Duc & Van Nguyen, Phuc & Minh Nguyen, Ha & The Vo, Anh & Cong Nguyen, Thang
- S1062940818303565 Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study
by Hong, Hui & Bian, Zhicun & Chen, Naiwei
Printed from https://ideas.repec.org/s/eee/ecofin4.html
