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Content
2020, Volume 51, Issue C
- 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
- v:50:y:2019:i:c:s1062940818306685 Shadow cost of public funds and privatization policies
by Sato, Susumu & Matsumura, Toshihiro
- v:50:y:2019:i:c:s1062940818304200 Efficient computation of european option prices and their sensitivities with the complex fourier series method
by Chan, Tat Lung (Ron)
- v:50:y:2019:i:c:s1062940818306053 Picking winners to pick your winners: The momentum effect in commodity risk factors
by Zaremba, Adam & Mikutowski, Mateusz & Karathanasopoulos, Andreas & Osman, Mohamed
- v:50:y:2019:i:c:s1062940818306065 An analytical approximation approach for pricing European options in a two-price economy
by Li, Zhe & Zhang, Weiguo & Zhang, Yue & Yi, Zhigao
- v:50:y:2019:i:c:s1062940819301962 Pricing European continuous-installment strangle options
by Jeon, Junkee & Kim, Geonwoo
- v:50:y:2019:i:c:s1062940818305849 Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence
by Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi
- v:50:y:2019:i:c:s1062940818304376 A brief survey on the choice of parameters for: “Kernel density estimation for time series data”
by Semeyutin, Artur & O’Neill, Robert
- v:50:y:2019:i:c:s1062940819300737 Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model
by Lin, Saiyan & Chen, Rongda & Lv, Zhihong & Zhou, Tianqing & Jin, Chenglu
- v:50:y:2019:i:c:s1062940818302493 Complex analytic wavelets in the measurement of macroeconomic risks
by Bruzda, Joanna
- v:50:y:2019:i:c:s1062940817302917 The effect of block ownership on future firm value and performance
by Benamraoui, Abdelhafid & Jory, Surendranath Rakesh & Mazouz, Khelifa & Shah, Neeta & Gough, Orla
- v:50:y:2019:i:c:s1062940818305473 Competition, efficiency and stability: An empirical study of East Asian commercial banks
by Phan, Hien Thu & Anwar, Sajid & Alexander, W. Robert J. & Phan, Hanh Thi My
- v:50:y:2019:i:c:s1062940818304571 Crash risk, institutional investors and stock returns
by Rao, Lanlan & Zhou, Liyun
- v:50:y:2019:i:c:s1062940818306752 Dynamic credit convergence in CARD: The spreading of common shocks
by Pagliacci, Carolina
- v:50:y:2019:i:c:s1062940819301032 Valuation of new-designed contracts for catastrophe risk management
by Wang, Xingchun
- v:50:y:2019:i:c:s1062940819300117 Can Gaussian factor models of commodity prices capture the financialization phenomenon?
by Aiube, Fernando Antonio Lucena & Faquieri, Winicius Botelho
- v:50:y:2019:i:c:s1062940818306296 Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries
by Nonejad, Nima
- v:50:y:2019:i:c:s1062940819300452 The nature of shadow bank leverage shocks on the macroeconomy
by Istiak, Khandokar
- v:50:y:2019:i:c:s1062940819301123 The payout policy of politically connected firms: Tunnelling or reputation?
by López-Iturriaga, Félix J. & Santana Martín, Domingo Javier
- v:50:y:2019:i:c:s1062940818305898 Returns spillovers between tourism ETFs
by Chang, Shu-Lien & Lee, Yun-Huan
- v:50:y:2019:i:c:s1062940819300841 Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises
by Charfeddine, Lanouar & Al Refai, Hisham
- v:50:y:2019:i:c:s1062940818306223 Do co-opted boards enhance or reduce R&D productivity?
by Harris, Oneil & Glegg, Charmaine & Buckley, Winston
- v:50:y:2019:i:c:s1062940818306090 Time-varying predictability of oil market movements over a century of data: The role of US financial stress
by Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E.
- v:50:y:2019:i:c:s1062940818304960 Money, debit card, gross-settlement risk, and central banking
by Choi, Hyung Sun
- v:50:y:2019:i:c:s1062940819300154 Are fiscal deficits inflationary in African countries? A new evidence from an asymmetric cointegration analysis
by Ahmad, Ahmad Hassan & Aworinde, Olalekan B.
- v:50:y:2019:i:c:s1062940819300543 R&D-firm performance nexus: New evidence from NASDAQ listed firms
by Chen, Yiqi & Ibhagui, Oyakhilome W.
- v:50:y:2019:i:c:s1062940818305813 Independent directors, CEO career concerns, and firm innovation: Evidence from China
by Fu, Yishu
- v:50:y:2019:i:c:s1062940818306168 Bank risk aggregation with forward-looking textual risk disclosures
by Wei, Lu & Li, Guowen & Li, Jianping & Zhu, Xiaoqian
- v:50:y:2019:i:c:s1062940818303243 Chasing investor sentiment in stock market
by Yang, Chunpeng & Wu, Huihui
- v:50:y:2019:i:c:s1062940817301754 Do idiosyncratic skewness and kurtosis really matter?
by Ayadi, Mohamed A. & Cao, Xu & Lazrak, Skander & Wang, Yan
- v:50:y:2019:i:c:s1062940819301007 Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets
by Mo, Xuan & Su, Zhi & Yin, Libo
- v:50:y:2019:i:c:s1062940818305023 Spillovers and the determinants in Islamic equity markets
by Balli, Faruk & de Bruin, Anne & Chowdhury, Md Iftekhar Hasan
- v:50:y:2019:i:c:s1062940819302001 Indirect taxation and consumer welfare in an asymmetric Stackelberg oligopoly
by Wang, Leonard F.S. & Zeng, Chenhang & Zhang, Qidi
- v:50:y:2019:i:c:s1062940818306259 How does information disclosure affect liquidity? Evidence from an emerging market
by Arango, Ignacio & Agudelo, Diego A.
- v:50:y:2019:i:c:s1062940818304133 Impact of CEO media appearance on corporate performance in social media
by Bai, Lijuan & Yan, Xiangbin & Yu, Guang
- v:50:y:2019:i:c:s1062940818303188 Information asymmetry, market state, and implementation risk
by Wu, Zhen-Xing & Chen, Tsung-Yu
- v:50:y:2019:i:c:s1062940818305643 Towards a financial cycle for the U.S., 1973–2014
by Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M.
- v:50:y:2019:i:c:s1062940819300889 Interpreting TARGET balances in the European Monetary Union: A critical review of the literature
by Moro, Beniamino
- v:50:y:2019:i:c:s1062940818304856 ECB’s unconventional monetary policy and cross-financial-market correlation dynamics
by Kenourgios, Dimitris & Drakonaki, Emmanouela & Dimitriou, Dimitrios
- v:50:y:2019:i:c:s1062940819301093 High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
by Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon
- v:50:y:2019:i:c:s1062940818303280 Foreign ownership, privatization and subsidization with shadow cost of public funds
by Chen, Ding & Wang, Leonard F.S. & Lee, Jen-yao
- v:50:y:2019:i:c:s1062940818302481 An efficient portfolio construction model using stock price predicted by support vector regression
by Mishra, Sasmita & Padhy, Sudarsan
- v:50:y:2019:i:c:s1062940818305552 The effects of the Global Financial Crisis on the stock holding decisions of Australian households
by Cardak, Buly A. & Martin, Vance L. & McAllister, Richard
- v:50:y:2019:i:c:s1062940818304704 The impact of margin policies on the Italian repo market
by Miglietta, Arianna & Picillo, Cristina & Pietrunti, Mario
- v:50:y:2019:i:c:s1062940818305060 Dynamic optimal investment policy under incomplete information
by Huang, Wenli & Liu, Bo & Wang, Hongli & Yang, Jinqiang
- v:50:y:2019:i:c:s1062940818304492 Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence
by Ma, Rufei & Deng, Chengtao & Cai, Huan & Zhai, Pengxiang
- v:50:y:2019:i:c:s1062940818304042 Financial contagion and flight to quality between emerging markets and U.S. bond market
by Soylu, Pınar Kaya & Güloğlu, Bülent
- v:50:y:2019:i:c:s1062940818305527 Inferences of default risk and borrower characteristics on P2P lending
by Chen, Cathy W.S. & Dong, Manh Cuong & Liu, Nathan & Sriboonchitta, Songsak
- v:50:y:2019:i:c:s1062940818306028 Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
by Lee, Hangsuck & Ahn, Soohan & Ko, Bangwon
- v:50:y:2019:i:c:s1062940819300968 Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach
by Lin, Ling & Kuang, Yuanpei & Jiang, Yong & Su, Xianfang
- v:50:y:2019:i:c:s1062940818304534 An information theory perspective on the informational efficiency of gold price
by Bariviera, Aurelio F. & Font-Ferrer, Alejandro & Sorrosal-Forradellas, M. Teresa & Rosso, Osvaldo A.
- v:50:y:2019:i:c:s1062940818304315 Confucianism and stock price crash risk: Evidence from China
by Jebran, Khalil & Chen, Shihua & Ye, Yan & Wang, Chengqi
- v:50:y:2019:i:c:s1062940819301445 The role of geopolitical risks on the Turkish economy opportunity or threat
by Mansour-Ichrakieh, Layal & Zeaiter, Hussein
- v:50:y:2019:i:c:s1062940819302190 Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?
by Apostolakis, Georgios N. & Giannellis, Nikolaos & Papadopoulos, Athanasios P.
- v:50:y:2019:i:c:s1062940818300081 Tangible and intangible investment in corporate finance
by Shuangling, Zhao & Guohua, Cao & Lijuan, Wu
- v:50:y:2019:i:c:s1062940818303802 Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States
by Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P.
- v:50:y:2019:i:c:s1062940819300270 A theory of gazelle growth: Competition, venture capital finance and policy
by Kaya, Mehmet Caglar & Persson, Lars
- v:50:y:2019:i:c:s1062940819302980 Firm characteristics and jump dynamics in stock prices around earnings announcements
by Zhou, Haigang & Zhu, John Qi
- v:50:y:2019:i:c:s1062940818306399 Time-varying risk aversion and realized gold volatility
by Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
- v:50:y:2019:i:c:s1062940818306454 Time-varying effects of macroeconomic news on euro-dollar returns
by Ben Omrane, Walid & Savaser, Tanseli & Welch, Robert & Zhou, Xinyao
- v:50:y:2019:i:c:s106294081830055x The effects of trading suspensions in China
by He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai-Leung
- v:50:y:2019:i:c:s106294081830158x Firm-specific investor sentiment and daily stock returns
by Seok, Sang Ik & Cho, Hoon & Ryu, Doojin
- v:50:y:2019:i:c:s106294081830370x Interactions between monetary and macroprudential policies in the transmission of discretionary shocks
by Vinhado, Fernando da Silva & Divino, Jose Angelo
- v:50:y:2019:i:c:s106294081830617x Debt maturity, leverage, and political uncertainty
by Pan, Wei-Fong & Wang, Xinjie & Yang, Shanxiang
- v:50:y:2019:i:c:s106294081930035x Relationship between the United States housing and stock markets: Some evidence from wavelet analysis
by Liow, Kim Hiang & Huang, Yuting & Song, Jeonseop
- v:50:y:2019:i:c:s106294081830682x Does a firm with higher Tobin’s q prefer foreign direct investment to foreign outsourcing?
by Jinji, Naoto & Zhang, Xingyuan & Haruna, Shoji
2019, Volume 49, Issue C
- 1-26 The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis
by Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon
- 27-46 Gold price and exchange rates: A panel smooth transition regression model for the G7 countries
by Giannellis, Nikolaos & Koukouritakis, Minoas
- 47-56 Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches
by Al-Yahyaee, Khamis Hamed & Rehman, Mobeen Ur & Mensi, Walid & Al-Jarrah, Idries Mohammad Wanas
- 57-70 Interest rate convergence across maturities: Evidence from bank data in an emerging market economy
by Holmes, Mark J. & Iregui, Ana María & Otero, Jesús
- 71-84 Has the Grexit news affected euro area financial markets?
by Gregori, Wildmer Daniel & Sacchi, Agnese
- 85-103 How does listing status affect bank risk? The effects of crisis, market discipline and regulatory pressure on listed and unlisted BHCs
by Tran, Dung Viet & Kabir Hassan, M. & Houston, Reza
- 104-120 Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal
by Al-Yahyaee, Khamis Hamed & Mensi, Walid & Al-Jarrah, Idries Mohammad Wanas & Hamdi, Atef & Kang, Sang Hoon
- 121-132 Bank’s risk measures and monetary policy: Evidence from a large emerging economy
by de Moraes, Claudio Oliveira & de Mendonça, Helder Ferreira
- 133-151 Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets
by Qiao, Gaoxiu & Teng, Yuxin & Li, Weiping & Liu, Wenwen
- 152-164 The impact of housing price on non-housing consumption of the Chinese households: A general equilibrium analysis
by Liu, Lu & Wang, Qiuyun & Zhang, Anquan
- 165-180 Foreigners at the gate? Foreign investor trading and the disposition effect of domestic individual investors
by Park, Keun Woo & Jeong, Seong Hoon & Oh, Ji Yeol Jimmy
- 181-205 Rise and fall of calendar anomalies over a century
by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
- 206-234 Expected currency returns and volatility risk premia
by Haas Ornelas, José Renato
- 235-251 Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study
by Wang, Ling
- 252-272 The role of sentiment and stock characteristics in the translation of analysts’ forecasts into recommendations
by Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael
- 273-286 Dating currency crises in emerging market economies
by Boonman, Tjeerd Menno
- 287-303 Determinants of foreign and domestic investment bias in global bond markets: Some empirical evidence
by Park, Donghyun & Taniguchi, Kiyoshi & Tian, Shu
- 304-317 Driving factors of equity bubbles
by Wang, Shengquan & Chen, Langnan
- 318-330 The timing and intensity of investment under ambiguity
by Ma, Jinrun & Niu, Yingjie
- 331-351 Re-examining the time-varying nature and determinants of exchange rate pass-through into import prices
by Chou, K.W.
- 352-360 A hybrid profit and loss sharing model using interest free-debt and equity financing: An application of game theory as a decision tool
by EL Fakir, Adil & Fairchild, Richard & Tkiouat, Mohamed
- 361-377 Effects of market timing on primary share issues in the Brazilian capital market
by Gomes, Matheus da Costa & Magnani, Vinícius Medeiros & Albanez, Tatiana & Valle, Mauricio Ribeiro do
- 378-395 How far away is the MENA banking system? Efficiency comparisons with international banks
by Chaffai, Mohamed & Coccorese, Paolo
- 396-411 Valuing step barrier options and their icicled variations
by Lee, Hangsuck & Ko, Bangwon & Song, Seongjoo
2019, Volume 48, Issue C
- 1-19 Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?
by Das, Debojyoti & Kannadhasan, M. & Bhattacharyya, Malay
- 20-31 Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis
by Wei, Yanfeng
- 32-47 Nonlinear dependence in cryptocurrency markets
by Chaim, Pedro & Laurini, Márcio P.
- 48-64 Market sentiment and herding in analysts’ stock recommendations
by Chiang, Ming-Ti & Lin, Mei-Chen
- 65-75 Will macroprudential policy counteract monetary policy’s effects on financial stability?
by Agur, Itai & Demertzis, Maria
- 76-89 Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model
by Stona, Filipe & Caldeira, João F.
- 90-110 The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach
by Trung, Nguyen Ba
- 111-130 Reasonable evaluation of VIX options for the Taiwan stock index
by Huang, Hung-Hsi & Lin, Shin-Hung & Wang, Chiu-Ping
- 131-148 The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data
by Meng, Xiangcai & Huang, Chia-Hsing
- 149-169 Variance swaps with double exponential Ornstein-Uhlenbeck stochastic volatility
by Kim, See-Woo & Kim, Jeong-Hoon
- 170-186 Do stock markets lead or lag macroeconomic variables? Evidence from select European countries
by Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye
- 187-201 Financial contagion across major stock markets: A study during crisis episodes
by BenMim, Imen & BenSaïda, Ahmed
- 202-220 External financial liabilities and real exchange rate jumps
by Zhu, Jiaqing
- 221-240 Firm-specific investor sentiment and the stock market response to earnings news
by Seok, Sang Ik & Cho, Hoon & Ryu, Doojin
- 241-252 Effects of Japanese quantitative easing policy on the economies of Japan and Korea
by Ryou, Jai Won & Baak, Saang Joon & Kim, Won Joong
- 253-264 Oil prices and real exchange rates in the NAFTA region
by Baghestani, Hamid & Toledo, Hugo
- 265-271 Cournot vs. Bertrand in mixed markets with R&D
by Basak, Debasmita & Wang, Leonard F.S.
- 272-282 CVA for Cliquet options under Heston model
by Feng, Yaqin & Wang, Min & Zhang, Yuanqing
- 283-294 Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications
by Mensi, Walid & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed & Al-Jarrah, Idries Mohammad Wanas & Kang, Sang Hoon
- 295-320 Financial development and income inequality in China – A spatial data analysis
by Jung, Samuel Moon & Vijverberg, Chu-Ping C.
- 321-337 Chilean pension fund managers and corporate governance: The impact on corporate debt
by Jara, Mauricio & López-Iturriaga, Félix & San Martín, Pablo & Saona, Paolo & Tenderini, Giannina
- 338-345 Upstream privatization in mixed markets with retailer's efforts
by Liu, Qian & Wang, Leonard F.S. & Chen, Charlie L.
- 346-363 Stock market impact of cross-border acquisitions in emerging markets
by Norbäck, Pehr-Johan & Persson, Lars
- 364-384 Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon
by Campani, Carlos Heitor & Garcia, René
- 385-400 Dynamic price–volume causality in the American housing market: A signal of market conditions
by Tsai, I-Chun
- 401-418 The causality direction of the corporate social responsibility – Corporate financial performance Nexus: Application of Panel Vector Autoregression approach
by Lin, Woon Leong & Law, Siong Hook & Ho, Jo Ann & Sambasivan, Murali
- 419-433 Bank technical, allocative and cost efficiencies in Africa: The influence of intellectual capital
by Adesina, Kolade Sunday
- 434-449 Are overconfident executives alike? overconfident executives and compensation structure: Evidence from China
by Huang, Ying Sophie & Li, Mengyu
- 450-466 Financial structure, bank competition and income inequality
by Hsieh, Joyce & Chen, Ting-Cih & Lin, Shu-Chin
- 467-480 Valuation effects and risk sharing during the era of financial globalization
by Schröder, Marcel
- 481-497 Credit card delinquency: How much is the Internet to blame?
by Donou-Adonsou, Ficawoyi & Basnet, Hem C.
- 498-513 Assessment of asymmetric effects on exchange market pressure: Empirical evidence from emerging countries
by Ozcelebi, Oguzhan
- 514-528 Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators
by Ni, Yensen & Huang, Paoyu & Chen, Yuhsin
- 529-539 The stabilizing effects of price limits: New evidence from jump contributed price variations
by Chu, Shan-Ying & Chan, Lin Kun & Yeh, Jin-Huei
- 540-554 Asymmetric volatility in equity markets around the world
by Horpestad, Jone B. & Lyócsa, Štefan & Molnár, Peter & Olsen, Torbjørn B.
- 555-566 Role of market timing and market conditions: Evidence from seasoned equity offerings
by Wadhwa, Kavita & Syamala, Sudhakara Reddy
- 567-581 Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership
by Chen, Wang & Hamori, Shigeyuki & Kinkyo, Takuji
- 582-590 Understanding stock market volatility: What is the role of U.S. uncertainty?
by Su, Zhi & Fang, Tong & Yin, Libo
- 591-612 On the informative content of sanctions
by Guerello, Chiara & Murè, Pina & Rovo, Natasha & Spallone, Marco
- 613-627 Income convergence and the catch-up index
by Kant, Chander
- 628-641 Can skewness predict currency excess returns?
by Jiang, Xue & Han, Liyan & Yin, Libo
- 642-662 Screening rules and portfolio performance
by León, Angel & Navarro, Lluís & Nieto, Belén
- 663-681 Financing strategically: The moderation effect of marketing activities on the bifurcated relationship between debt level and firm valuation of small and medium enterprises
by Kim, Sang-Joon & Bae, John & Oh, Hannah
- 682-701 Explaining the appearance of open-mouth operations in the 1990s U.S
by Hanes, Christopher
- 702-729 Uncertainty and currency performance: A quantile-on-quantile approach
by Han, Liyan & Liu, Yang & Yin, Libo
- 730-745 Term structure dynamics in a monetary economy with learning
by Ono, Sadayuki
- 746-756 Investment-cash flow sensitivity and the Bankruptcy Reform Act of 1978
by Alanis, Emmanuel & Quijano, Margot
- 757-775 What drives merger outcomes?
by Jurich, Stephen N. & Walker, M. Mark
- 776-785 Optimal proportion decision-making for two stages investment
by Liu, Yu-Hong & Jiang, I-Ming
- 786-800 Can investors attention on oil markets predict stock returns?
by Yin, Libo & Feng, Jiabao
- 801-818 Network connectedness and net spillover between financial and commodity markets
by Yoon, Seong-Min & Al Mamun, Md & Uddin, Gazi Salah & Kang, Sang Hoon
- 819-834 Arbitrage-free conditions for implied volatility surface by Delta
by Wang, Ximei & Zhao, Yanlong & Bao, Ying
- 835-856 Financial crises, globalization, and insurer performance: Some international evidence
by Chen, Pei-Fen & Lin, Chun-Wei & Lee, Chien-Chiang
- 857-867 Improving the predictability of stock returns with Bitcoin prices
by Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O.
2019, Volume 47, Issue C
Printed from https://ideas.repec.org/s/eee/ecofin6.html
