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Content
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
- 1-12 Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model
by Chen, An-Sing & Chang, Hung-Chou & Cheng, Lee-Young
- 13-22 Detecting exchange rate contagion using copula functions
by Cubillos-Rocha, Juan S. & Gomez-Gonzalez, Jose E. & Melo-Velandia, Luis F.
- 23-36 Debt-financed repurchases and credit ratings with the respect of free cash flow and repurchase purpose
by Chen, Ni-Yun & Chen, Kun-Chih & Liu, Chi-Chun
- 37-47 Predictive ability of financial variables in changing economic circumstances
by Kuosmanen, Petri & Rahko, Jaana & Vataja, Juuso
- 48-64 Insider trading, representativeness heuristic insider, and market regulation
by Liu, Hong & Qi, Lina & Li, Zaili
- 65-84 International implied volatility risk indexes and Saudi stock return-volatility predictabilities
by Tissaoui, Kais & Azibi, Jamel
- 85-95 International trade, exchange rate regimes, and financial crises
by Santana-Gallego, Maria & Pérez-Rodríguez, Jorge V.
- 96-118 Vietnam: The next asian Tiger?
by Barker, Tom & Üngör, Murat
- 119-131 The role of stock price synchronicity on the return-sentiment relation
by Rao, Lanlan & Zhou, Liyun
- 132-146 The demand for banking and shadow banking services
by Serletis, Apostolos & Xu, Libo
- 147-167 Competitive or recession gains? On the recent macroeconomic rebalances in the EMU
by Esposito, Piero & Messori, Marcello
- 168-183 International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where?
by Mo, Guoli & Tan, Chunzhi & Zhang, Weiguo & Liu, Fang
- 184-209 Liquidity shocks and institutional investors
by Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui
- 210-222 Sentiment trading, informed trading and dynamic asset pricing
by Li, Jinfang
- 223-236 Measuring the aggregate effects of the Brazilian Development Bank on investment
by de Menezes Barboza, Ricardo & Vasconcelos, Gabriel F.R.
- 237-251 Extreme dependence and risk spillovers across north american equity markets
by Warshaw, Evan
- 252-268 Does idiosyncratic volatility matter at the global level?
by Umutlu, Mehmet
- 269-282 Financial contagion in the subprime crisis context: A copula approach
by Zorgati, Imen & Lakhal, Faten & Zaabi, Elmoez
- 283-307 Positive trend inflation and the Phillips curve – A tale of two slopes and various impulse responses
by Heinrichs, Katrin & Wagner, Helmut
- 308-324 The role of leverage in quantitative easing decisions: Evidence from the UK
by Philippas, Dionisis & Papadamou, Stephanos & Tomuleasa, Iuliana
- 325-335 Asymmetries in exchange rate pass-through and monetary policy principle: Some Caribbean empirical evidence
by Ghartey, Edward E.
- 336-350 Institutional investors and cost stickiness: Theory and evidence
by Chung, Chune Young & Hur, Seok-Kyun & Liu, Chang
- 351-364 Geographical spillovers on the relation between risk-taking and market power in the US banking sector
by Pino, Gabriel & Herrera, Rodrigo & Rodríguez, Alejandro
- 365-379 Investor trading behavior on agricultural future prices
by Zhou, Liyun & Zhang, Rixin & Huang, Jialiang
- 380-390 Credit markets under asymmetric information regarding the law
by Niinimäki, J-P.
- 391-405 The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data
by Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E.
- 406-430 Sovereign bond markets when auctions take place: Evidence from Italy
by Cafiso, Gianluca
- 431-441 Idiosyncratic volatility, the VIX and stock returns
by Qadan, Mahmoud & Kliger, Doron & Chen, Nir
- 442-460 Does managerial ability matter for the choice of seasoned equity offerings?
by Puwanenthiren, Premkanth & Dang, Man & Henry, Darren & Puwanenthiren, Pratheepkanth & Al Mamun, Md.
- 461-476 The value of corporate governance: Evidence from the Chinese anti-corruption campaign
by Fu, Yishu
- 477-491 Audit committees and systematic risk: Evidence from Taiwan’s regulatory change
by Huang, Hsu-Huei
- 492-504 Multi-period and tri-objective uncertain portfolio selection model: A behavioral approach
by Jin, Xiu & Chen, Na & Yuan, Ying
- 505-515 An outperforming investment strategy under fractional Brownian motion
by Liu, Qiang & Xiang, Yun & Zhao, Yonghong
- 516-536 Network-based asset allocation strategies
by Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard
- 537-551 Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
by Tan, Shay-Kee & Ng, Kok-Haur & Chan, Jennifer So-Kuen & Mohamed, Ibrahim
- 552-567 Predicting the direction of stock market prices using tree-based classifiers
by Basak, Suryoday & Kar, Saibal & Saha, Snehanshu & Khaidem, Luckyson & Dey, Sudeepa Roy
- 568-596 Evaluation of multivariate GARCH models in an optimal asset allocation framework
by Abdul Aziz, Nor Syahilla & Vrontos, Spyridon & M. Hasim, Haslifah
- 597-601 Hedge fund returns and uncertainty
by Krause, Timothy A.
- 602-621 Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models
by Zhang, Ling & Lai, Yongzeng & Zhang, Shuhua & Li, Lin
- 622-636 The impacts of overseas market shocks on the CDS-option basis
by Jung Park, Yuen & Kutan, Ali M. & Ryu, Doojin
- 637-644 Strategic leakage of private information
by Liu, Xia & Huang, Wenli & Liu, Bo & Zhang, Xiaohong
- 645-656 Pricing of vulnerable options with early counterparty credit risk
by Jeon, Junkee & Kim, Geonwoo
- 657-668 Information in mispricing factors for future investment opportunities
by Kang, Hankil & Ryu, Doojin
- 669-674 The effects of the fossil fuel divestment campaign on stock returns
by Halcoussis, Dennis & Lowenberg, Anton D.
- 675-687 Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses
by Bhuiyan, Rubaiyat Ahsan & Rahman, Maya Puspa & Saiti, Buerhan & Ghani, Gairuzazmi Bin Mat
2018, Volume 46, Issue C
- 1-14 Self-attribution of overconfident CEOs and asymmetric investment-cash flow sensitivity
by Choi, Paul Moon Sub & Chung, Chune Young & Liu, Chang
- 15-28 The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market
by Chang, Jui-Chuan Della & Chang, Kuang-Liang
- 29-48 Investment and financing choices by time-inconsistent managers
by Gan, Liu & Xia, Xin & Chen, Yifei
- 49-69 Credit risk of subsidiaries of foreign banks in CEE countries: Impacts of the parent bank and home country economic environment
by Škrabić Perić, Blanka & Rimac Smiljanić, Ana & Aljinović, Zdravka
- 70-88 Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach
by Herrera, Rodrigo & González, Sergio & Clements, Adam
- 89-102 Liquidity, bank runs, and fire sales under local thinking
by Park, Hyun Woong & Bernardin, Thomas
- 103-113 Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis
by Ji, Qiang & Marfatia, Hardik & Gupta, Rangan
- 114-129 Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?
by Fletcher, Jonathan
- 130-150 Liquidity skewness premium
by Jeong, Giho & Kang, Jangkoo & Kwon, Kyung Yoon
- 151-165 Volatility smiles when information is lagged in prices
by Marcato, Gianluca & Sebehela, Tumellano & Campani, Carlos Heitor
Printed from https://ideas.repec.org/s/eee/ecofin6.html
