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Content
2020, Volume 54, Issue C
- S1062940820301741 Retail investors’ trading and stock market liquidity
by Abudy, Menachem Meni
- S1062940820301753 Time-varying beta in functional factor models: Evidence from China
by Horváth, Lajos & Li, Bo & Li, Hemei & Liu, Zhenya
- S1062940820301765 Customer concentration and corporate innovation: Evidence from China
by Pan, Jianping & Yu, Manjiao & Liu, Jiayuan & Fan, Rui
- S1062940820301777 Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data
by Mensi, Walid & Al-Yahyaee, Khamis Hamed & Al-Jarrah, Idries Mohammad Wanas & Vo, Xuan Vinh & Kang, Sang Hoon
- S1062940820301789 Identification of triggers of U.S. yield curve movements
by Kučera, Adam
- S1062940820301807 Volatility interdependence on foreign exchange markets: The contribution of cross-rates
by Kinkyo, Takuji
- S1062940820301819 Targeted monetary policy and agriculture business loans
by Lin, Chaoying & He, Lerong
- S1062940820301832 Is there valuable private information in credit ratings?
by Alanis, Emmanuel
- S106294081830069X Modelling contagion of financial crises
by Huang, Weihong & Chen, Zhenxi
- S106294081830295X Generalized affine transform on pricing quanto range accrual note
by Li, Shaoyu & Huang, Henry H. & Zhang, Teng
- S106294081830487X Bank systemic risk and CEO overconfidence
by Lee, Jin-Ping & Lin, Edward M.H. & Lin, James Juichia & Zhao, Yang
- S106294081930292X China and international market integration: Evidence from the law of one price in the Middle East and Africa
by Dang, Vinh Q.T. & So, Erin P.K. & Yang, Alan Yu & Chan, Kenneth S.
- S106294082030108X Catastrophe equity put options with floating strike prices
by Wang, Xingchun
- S106294082030139X Stock volatility and trading
by Agapova, Anna & Kaprielyan, Margarita
- S106294082030142X Positive IVOL-MAX effect: A study on the Singapore Stock Market
by Ali, Syed Riaz Mahmood & Rahman, M Arifur & Hasan, Mohammad Nurul & Östermark, Ralf
- S106294082030156X What factor contributes to productivity growth of Chinese city banks: The role of regional difference
by Chen, Xiang & Wu, Xin
2020, Volume 53, Issue C
- S1062940820300772 Evaluating the sustainability of Italian public finances
by Piergallini, Alessandro & Postigliola, Michele
- S1062940820300796 Foreign direct investment and financial markets influences: Results from the United States
by Yavas, Burhan F. & Malladi, Rama K.
- S1062940820300802 The impact of appointment-based CEO connectedness on firms’ performance and profitability
by Chien, Yi-Hsin & Hung, Mao-Wei
- S1062940820300814 Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates
by Yi, Chae-Deug
- S1062940820300838 VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective
by Qiao, Gaoxiu & Yang, Jiyu & Li, Weiping
- S1062940820300851 Anomalies in emerging markets: The case of Mexico
by Diaz-Ruiz, Polux & Herrerias, Renata & Vasquez, Aurelio
- S1062940820300863 Do actively managed mutual funds exploit stock market mispricing?
by Lee, Jaeram & Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun
- S1062940820300875 Alternative estimation method of earnings growth rate for PEGR strategy
by Wang, Ming-Hui & Ke, Mei-Chu & Liang Liao, Tung & Chiang, Yi-Chein & Hsu, Chuan-Hao
- S1062940820300887 Directors’ prior life experience and corporate donations: Evidence from China
by Su, Zhong-qin & Xu, Yuyang & Xiao, Zuoping & Fung, Hung-Gay
- S1062940820300899 Forecast on silver futures linked with structural breaks and day-of-the-week effect
by Li, Wenlan & Cheng, Yuxiang & Fang, Qiang
- S1062940820300905 Insider, outsider and information heterogeneity
by Zhou, Deqing & Wang, Wenjie
- S1062940820300917 Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis
by Wu, Kai & Zhu, Jingran & Xu, Mingli & Yang, Lu
- S1062940820300929 Financial innovation and bank growth: The role of institutional environments
by Lee, Chien-Chiang & Wang, Chih-Wei & Ho, Shan-Ju
- S1062940820300930 Time-dependent lead-lag relationships between the VIX and VIX futures markets
by Yang, Yan-Hong & Shao, Ying-Hui
- S1062940820300942 The Fama-French’s five-factor model relation with interest rates and macro variables
by Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique
- S1062940820301042 Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets
by Pires Tiberto, Bruno & Oliveira de Moraes, Claudio & Pio Corrêa, Paloma
- S1062940820301054 Preemptive bidding in common value takeover auctions: Social surplus and the target’s revenue
by Dodonova, Anna & Khoroshilov, Yuri
- S1062940820301066 When do retail investors pay attention to their trading platforms?
by Aharon, David Y. & Qadan, Mahmoud
- S1062940820301078 Modeling non-normal corporate bond yield spreads by copula
by Kim, Jong-Min & Kim, Dong H. & Jung, Hojin
- S1062940820301091 The impact of fertility policy on the actuarial balance of China’s urban employee basic medical insurance fund–The selective two-child policy vs. the universal two-child policy
by Xie, Yuantao & Yu, Haichun & Lei, Xin & Lin, Arthur Jin
- S1062940820301108 Accessibility of financial services and household consumption in China: Evidence from micro data
by Song, Quanyun & Li, Jie & Wu, Yu & Yin, Zhichao
- S1062940820301121 The financial investment decision of non-financial firms in China
by Zhang, Chengsi & Zheng, Ning
- S1062940820301133 Forecasting stock market returns: New technical indicators and two-step economic constraint method
by Dai, Zhifeng & Dong, Xiaodi & Kang, Jie & Hong, Lianying
- S1062940820301145 The role of insurance growth in economic growth: Fresh evidence from a panel of OECD countries
by Apergis, Nicholas & Poufinas, Thomas
- S1062940820301157 Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets
by Su, Xianfang
- S106294082030084X Compensation for illiquidity in China: Evidence from an alternative measure
by Zhang, Yiming & Wang, Guanying
- S106294082030111X Market effects of private equity placement: Evidence from Chinese equity and bond markets
by Shi, Jinyan & Yu, Conghui & Guo, Sicen & Li, Yanxi
2020, Volume 52, Issue C
- S1062940818300366 Endogenous network efficiency, macroeconomy, and competition: Evidence from the Portuguese banking industry
by Alves, André Bernardo & Wanke, Peter & Antunes, Jorge & Chen, Zhongfei
- S1062940818302559 The economic and financial properties of crude oil: A review
by Lang, Korbinian & Auer, Benjamin R.
- S1062940818304418 Optimal effort in the principal-agent problem with time-inconsistent preferences
by Wang, Ying & Huang, Wenli & Liu, Bo & Zhang, Xiaohong
- S1062940818304832 Identifying the impact of geographical proximity on spillover effect of FDI: The evidence from Indian local firms’ performance gains
by Song, Young Chul & Son, Sung Hyun
- S1062940819300026 Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence
by Chiu, Hsin-Yu & Chen, Ting-Fu
- S1062940819300312 Is corporate tax avoidance associated with investment efficiency?
by Asiri, Mohammed & Al-Hadi, Ahmed & Taylor, Grantley & Duong, Lien
- S1062940819300403 Does going public in the U.S. facilitate corporate innovation of foreign firms?
by Cai, Kelly & Zhu, Hui
- S1062940819300609 Probability of default in collateralized credit operations for small business
by Carvalho, Jaimilton & Orrillo, Jaime & da Silva, Fernanda Rocha Gomes
- S1062940819301330 Oil price uncertainty and movements in the US government bond risk premia
by Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E.
- S1062940819301986 Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach
by Chen, Na & Jin, Xiu
- S1062940819301998 Investment decisions and debt financing under information uncertainty
by Kim, Hwa-Sung
- S1062940819302141 The blind power: Power-led CEO overconfidence and M&A decision making
by Hwang, Hyoseok (David) & Kim, Hyun-Dong & Kim, Taeyeon
- S1062940819302165 Risk decomposition, estimation error, and naïve diversification
by Haensly, Paul J.
- S1062940819302232 Positional momentum and liquidity management; a bivariate rank approach
by Panahidargahloo, Akram
- S1062940819302293 Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching
by Zhang, Yaojie & Lei, Likun & Wei, Yu
- S1062940819302475 Explicit expressions to counterparty credit exposures for Forward and European Option
by Li, Shuang & Peng, Cheng & Bao, Ying & Zhao, Yanlong
- S1062940819302633 Stock prices, dividends, and structural changes in the long-term: The case of U.S
by Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A.
- S1062940819302700 Asymmetric determinants of corporate bond credit spreads in China: Evidence from a nonlinear ARDL model
by Li, Xiao-Lin & Li, Xin & Si, Deng-Kui
- S1062940819303006 Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach
by Dong, Xiyong & Li, Changhong & Yoon, Seong-Min
- S1062940819303110 Holidays, weekends and range-based volatility
by Díaz-Mendoza, Ana-Carmen & Pardo, Angel
- S1062940819303158 Diamonds in the rough: The value of scouting for early-stage funding
by Amaya, Diego & Brolley, Michael & Smith, Brian F.
- S1062940819303195 Predictability in international stock returns using currency fluctuations and forward rate forecasts
by Wang, Jiexin & Han, Xue & Huang, Emily J. & Yost-Bremm, Chris
- S1062940819303547 Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?
by Wadud, Mokhtarul & Ali Ahmed, Huson Joher & Tang, Xueli
- S1062940819303973 Time-varying lead–lag structure between investor sentiment and stock market
by Yao, Can-Zhong & Li, Hong-Yu
- S1062940819304061 Returns, volatility and spillover – A paradigm shift in India?
by Dey, Shubhasis & Sampath, Aravind
- S1062940819304656 The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach
by Guevara, Carlos & Rodríguez, Gabriel
- S1062940820300577 Nonlinear dynamics of gold and the dollar
by He, Qing & Guo, Yongxiu & Yu, Jishuang
- S1062940820300589 Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches
by Jiang, Yonghong & Feng, Qidi & Mo, Bin & Nie, He
- S1062940820300590 Tornado activity, house prices, and stock returns
by Donadelli, M. & Jüppner, M. & Paradiso, A. & Ghisletti, M.
- S1062940820300607 Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
by Ataurima Arellano, Miguel & Rodríguez, Gabriel
- S1062940820300619 Does inflation targeting cause financial instability?: An empirical test of paradox of credibility hypothesis
by Musa, Umar & Jun, Wen
- S1062940820300620 Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
by Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy
- S1062940820300632 The effect of short-sale restrictions on the information transmission of extended index futures trading
by Wang, Janchung & Yeh, Shih-Kuo & Wang, Bo-Ting
- S1062940820300644 Trade integration in the European Union: Openness, interconnectedness, and distance
by Arribas, Iván & Bensassi, Sami & Tortosa-Ausina, Emili
- S1062940820300656 Why cryptocurrency markets are inefficient: The impact of liquidity and volatility
by Al-Yahyaee, Khamis Hamed & Mensi, Walid & Ko, Hee-Un & Yoon, Seong-Min & Kang, Sang Hoon
- S1062940820300668 Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership
by Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng
- S1062940820300681 Does bank capitalization matter for bank stock returns?
by Huang, Qiubin & de Haan, Jakob & Scholtens, Bert
- S1062940820300693 Impact of CEO-board social ties on accounting conservatism: Internal control quality as a mediator
by Yin, Meiqun & Zhang, Jidong & Han, Jing
- S1062940820300711 Efficient predictability of stock return volatility: The role of stock market implied volatility
by Dai, Zhifeng & Zhou, Huiting & Wen, Fenghua & He, Shaoyi
- S1062940820300723 Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA
by Zhou, Xinmiao & Qian, Huanhuan & Pérez-Rodríguez, Jorge. V. & González López-Valcárcel, Beatriz
- S1062940820300735 Convertible tranche in securitization
by Zhang, Xiong
- S1062940820300747 Price gap anomaly in the US stock market: The whole story
by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
- S1062940820300759 The impact of oil on equity returns of Canadian and U.S. Railways and airlines
by Killins, Robert N.
- S1062940820300760 News sentiment, credit spreads, and information asymmetry
by Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie
- S1062940820300784 News will tell: Forecasting foreign exchange rates based on news story events in the economy calendar
by Naderi Semiromi, Hamed & Lessmann, Stefan & Peters, Wiebke
- S1062940820300826 Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks
by Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Zhang, Weiping
- S106294081930049X The impact of the logistics service standardization on firm value: Evidence from China
by Tan, Jianhua & Yan, Lina & Chan, Kam C.
- S106294081930169X Interrelations in market fears of U.S. and European equity markets
by Sarwar, Ghulam
- S106294081930590X Growth option, debt maturity and cash reserves with bank-tax-interaction
by Luo, Pengfei & Chen, Biao & Liu, Fengjun
- S106294082030067X Creditor protection, shareholder protection and investment efficiency: New evidence
by Tran, Quoc Trung
- S106294082030070X Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets
by Wan, Xiaoli & Yan, Yuruo & Zeng, Zhixiong
2020, Volume 51, Issue C
- S1062940817303595 Bank fee-based shocks and the U.S. business cycle
by Calmès, Christian & Théoret, Raymond
- S1062940818300019 Institutional monitoring, coordination and corporate acquisitions in China
by Peng, Fei & Anwar, Sajid & Kang, Lili
- S1062940818300640 Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
by Miah, Fazlul & Altiti, Omar
- S1062940818300779 Creditor rights, financial health, and corporate investment efficiency
by González, Francisco
- S1062940818300780 Are venture capitalist-backed IPOs more innovative? Evidence from an emerging market
by Feng, Xunan & Chan, Kam C. & Lo, Yung Ling
- S1062940818300822 The policy mix in the US and EMU: Evidence from a SVAR analysis
by Afonso, António & Gonçalves, Luis
- S1062940818300950 The nexus between country risk and exchange rate regimes: A global investigation
by Liu, Jie & Wei, Wei & Shi, Yao-Bo & Chang, Chun-Ping
- S1062940818301050 Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests
by Khraief, Naceur & Shahbaz, Muhammad & Heshmati, Almas & Azam, Muhammad
- S1062940818301116 Market transparency and closing price behavior on month-end days: Evidence from Taiwan
by Chan, Shu Hui & Huang, Yu Chuan & Lin, Sheng-Min
- S1062940818301347 Machine over Mind? Stock price clustering in the era of algorithmic trading
by Das, Sougata & Kadapakkam, Palani-Rajan
- S1062940818301372 Procyclical ratings and market reactions
by Kemper, Kristopher J. & Mortenson, Kristian
- S1062940818301451 Price effects of steel commodities on worldwide stock market returns
by Gutierrez, Juan P. & Vianna, Andre C.
- S1062940818301499 Time-frequency co-movements between oil prices and interest rates: Evidence from a wavelet-based approach
by Mensi, Walid & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed
- S1062940818301566 Interest rate derivatives and risk exposure: Evidence from the life insurance industry
by Liu, Hui-Hsuan & Chang, Ariana & Shiu, Yung-Ming
- S1062940818302055 Monetary policy on twitter and asset prices: Evidence from computational text analysis
by Lüdering, Jochen & Tillmann, Peter
- S1062940818302158 Sovereign credit rating: Evidence of bias against poor countries
by Tennant, David F. & Tracey, Marlon R. & King, Damien W.
- S1062940818302249 State-controlled banks and income smoothing. Do politics matter?
by Doan, Anh-Tuan & Lin, Kun-Li & Doong, Shuh-Chyi
- S1062940818302250 Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market
by Tan, Siow-Hooi & Lai, Ming-Ming & Tey, Eng-Xin & Chong, Lee-Lee
- S1062940818302262 Best classification algorithms in peer-to-peer lending
by Teply, Petr & Polena, Michal
- S1062940818302316 Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil
by Montes, Gabriel Caldas & Souza, Ivan
- S1062940818302456 Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains
by Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping
- S1062940818302547 A fractional cointegration var analysis of exchange rate dynamics
by Gil-Alana, Luis A. & Carcel, Hector
- S1062940818302596 Two faces of corporate lobbying: Evidence from the pharmaceutical industry
by Unsal, Omer
- S1062940818302651 Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?
by de Mendonça, Helder Ferreira & Nascimento, Natalia Cunha
- S1062940818302717 Monetary policy, financial uncertainty, and secular stagnation
by Funashima, Yoshito
- S1062940818302729 Mergers between local public firms
by Bárcena-Ruiz, Juan Carlos & Garzón, María Begoña
- S1062940818302882 Did covenants distort risk signals from bank subordinated debt yields before the financial crisis?
by Lee, Kevin K. & Miller, Scott A.
- S1062940818302900 Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies
by Singh, Bhupal & Nadkarni, Avadhoot R.
- S1062940818302912 States of psychological anchors and price behavior of Japanese yen futures
by Lee, Hsiu-Chuan & Lee, Yun-Huan & Lu, Yang-Cheng & Wang, Yu-Chun
- S1062940818302997 The effect of domestic and foreign risks on an emerging stock market: A time series analysis
by Kirikkaleli, Dervis
- S1062940818303164 An investigation on mixed housing-cycle structures and asymmetric tail dependences
by Chang, Kuang-Liang
- S1062940818303255 Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach
by Samargandi, Nahla & Kutan, Ali M. & Sohag, Kazi & Alqahtani, Faisal
- S1062940818303462 Earnings quality and corporate payout policy linkages: An Indian context
by Pathak, Rajesh & Ranajee,
- S1062940818303474 What do movements in financial traders’ net long positions reveal about aggregate stock returns?
by Dunbar, Kwamie & Jiang, Jing
- S1062940818303978 A much robust and updated evidences of the alternative real-estate based asset pricing
by Shi, Qi
- S1062940818304108 Predicting stock market crises using daily stock market valuation and investor sentiment indicators
by Fu, Junhui & Zhou, Qingling & Liu, Yufang & Wu, Xiang
- S1062940818304546 Investor protection, regulation and bank risk-taking behavior
by Teixeira, João C.A. & Matos, Tiago F.A. & da Costa, Gui L.P. & Fortuna, Mário J.A.
- S1062940818304789 Welfare improving licensing with endogenous choice of prices versus quantities
by Din, Hong-Ren & Sun, Chia-Hung
- S1062940818304844 Unconventional monetary policy and financialization of commodities
by Ordu-Akkaya, Beyza Mina & Soytas, Ugur
- S1062940818304935 Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market
by Koptyug, Nikita & Persson, Lars & Tåg, Joacim
- S1062940818305151 Investigating properties of commodity price responses to real and nominal shocks
by Kim, Hyeongwoo & Zhang, Yunxiao
- S1062940818305424 Disagreements with noisy signals and asset pricing
by Wang, Hailong & Hu, Duni & Ma, Chaoqun & Cheng, Fengchao
- S1062940818305436 Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data
by Bec, Frédérique & Kanda, Patrick
- S1062940818305485 U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model
by Liang, Chin Chia & Troy, Carol & Rouyer, Ellen
- S1062940818305497 Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
by Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Albulescu, Claudiu T. & Wohar, Mark E.
- S1062940818305618 Threshold effect of scale and skill in active mutual fund management
by Chong, Terence Tai-Leung & Lee, Nayoung & Sio, Chan-Ip
- S1062940818305825 An effective hybrid variance reduction method for pricing the Asian options and its variants
by Lu, King-Jeng & Liang, Chiung-Ju & Hsieh, Ming-Hua & Lee, Yi-Hsi
- S1062940818305837 Development of bank microcredit
by Cao-Alvira, José J. & Deidda, Luca G.
- S1062940818305916 The asymmetric response of the economy to tax changes before and after 1980
by Bossie, Andrew
- S1062940818306636 A fractional cointegration VAR analysis of Islamic stocks: A global perspective
by Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond
- S1062940818306818 Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
by Tsuruta, Masaru
- S1062940819300075 Effects of the fat-tail distribution on the relationship between prospect theory value and expected return
by Eom, Cheoljun & Park, Jong Won
- S1062940819300105 A quantile-copula approach to dependence between financial assets
by Kim, Jong-Min & Tabacu, Lucia & Jung, Hojin
- S1062940819300166 “Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”
by Guerello, Chiara & Tronzano, Marco
- S1062940819300269 Services trade restrictiveness and manufacturing export sophistication
by Su, Xiaoyan & Anwar, Sajid & Zhou, Ying & Tang, Xuan
- S1062940819300427 Institutional investors and firm performance: Evidence from IPOs
by Michel, Allen & Oded, Jacob & Shaked, Israel
- S1062940819300567 Accruals quality, information risk, and institutional investors’ trading behavior: Evidence from the Korean stock market
by Soon Kim, Kyung & Young Chung, Chune & Hwon Lee, Jin & Cho, Sangjun
- S1062940819300713 Firm-specific, industry-specific and macroeconomic factors of life insurers’ profitability: Evidence from Canada
by Killins, Robert N.
- S1062940819300774 Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines
by Shum, Wai Yan
- S1062940819300798 Valuation effects of capital inflows: Evidence from emerging market economies
by Le, Dieu Thanh & Park, Hail
- S1062940819300907 The information content of funds from operations and net income in real estate investment trusts
by Seok, Sang Ik & Cho, Hoon & Ryu, Doojin
- S1062940819300932 Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?
by Fong, Tom Pak Wing & Wu, Shui Tang
- S1062940819300993 A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
by Jiang, Cuixia & Ding, Xiaoyi & Xu, Qifa & Tong, Yongbo
- S1062940819301184 Vertical separation of transmission control and market efficiency in the wholesale electricity market
by Chu, Yin & Chang, Chun-Ping
- S1062940819301366 Swiss National Bank communication and investors’ uncertainty
by Hüning, Hendrik
- S1062940819301524 Credit towards graduation: The impact of US bank deregulation on human capital accumulation
by Reilly, Patrick A.
- S1062940819301615 Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
by Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Maadid, Alanoud Ali S. & Hoon Kang, Sang
- S1062940819301895 Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America
by Castillo, Augusto & Rubio, German & Jakob, Keith
- S1062940819301974 Exploring the sources of financial performance in Chinese banks: A comparative analysis of different types of banks
by Chen, Xiang
- S1062940819302268 Comparative empirical study of binomial call-option pricing methods using S&P 500 index data
by Shvimer, Yossi & Herbon, Avi
- S1062940819302335 Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
by Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min
- S1062940819302384 Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China’s capital account liberalization
by Yang, Kun & Wei, Yu & Li, Shouwei & He, Jianmin
- S1062940819302499 Dynamic relations between oil and stock market returns: A multi-country study
by Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Gamboa-Arbelaez, Juliana
- S1062940819302621 Disagreement with procyclical beliefs and asset pricing
by Wang, Hailong & Hu, Duni
- S1062940819302815 Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
by Zhang, Weiping & Zhuang, Xintian & Lu, Yang
- S1062940819302992 The rise of passive investing and index-linked comovement
by Grégoire, Vincent
- S1062940819303043 How CEO narcissism affects earnings management behaviors
by Lin, Fengyi & Lin, Sheng-Wei & Fang, Wen-Chang
- S1062940819303055 Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market
by He, Feng & Wang, Ziwei & Yin, Libo
- S1062940819303183 Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?
by Lee, Chien-Chiang & Chen, Mei-Ping
- S1062940819303535 The heterogeneous behaviour of the inflation hedging property of cocoa
by Salisu, Afees A. & Adediran, Idris A. & Oloko, Tirimisiyu O. & Ohemeng, William
- S1062940819303602 A new method to verify Bitcoin bubbles: Based on the production cost
by Xiong, Jinwu & Liu, Qing & Zhao, Lei
- S1062940819304085 Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis
by Su, Xianfang
- S1062940819304280 Site visit information content and return predictability: Evidence from China
by Dong, Dayong & Yue, Sishi & Cao, Jiawei
- S1062940819304498 An options-based approach to analyze auction guarantees in the art market
by Charlin, Ventura & Cifuentes, Arturo
- S106294081730325X Joint dynamic modeling and option pricing in incomplete derivative-security market
by Lian, Yu-Min & Chen, Jun-Home
- S106294081830189X Size and value effects in high-tech industries: The role of R&D investment
by Yu, Lin & Liu, Xiaoquan & Fung, Hung-Gay & Leung, Wai Kin
- S106294081830247X The impact of bank competition and concentration on bank risk-taking behavior and stability: Evidence from GCC countries
by Saif-Alyousfi, Abdulazeez Y.H. & Saha, Asish & Md-Rus, Rohani
- S106294081830250X Structural breaks in the correlations between Asian and US stock markets
by Lee, Chia-Hao & Chou, Pei-I
- S106294081830319X Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data
by Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan
- S106294081830336X Lasso-based index tracking and statistical arbitrage long-short strategies
by Sant’Anna, Leonardo Riegel & Caldeira, João Frois & Filomena, Tiago Pascoal
- S106294081930083X Forecasting volatility with component conditional autoregressive range model
by Wu, Xinyu & Hou, Xinmeng
- S106294081930244X The determinants of austerity in the European Union 2010–16
by Tamborini, Roberto & Tomaselli, Matteo
2019, Volume 50, Issue C
Printed from https://ideas.repec.org/s/eee/ecofin5.html
