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Content
2019, Volume 47, Issue C
- 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
- 168-186 Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets
by Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong
- 187-201 Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis
by Lien, Donald & Lee, Geul & Yang, Li & Zhang, Yuyin
- 202-221 Global and regional financial integration in East Asia and the ASEAN
by Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L.
- 222-231 The transmission of US economic policy uncertainty shocks to Asian and global financial markets
by Kido, Yosuke
- 232-248 Regional or global shock? A global VAR analysis of Asian economic and financial integration
by Ong, Sheue Li & Sato, Kiyotaka
- 249-260 Capital market integration in ASEAN: A non-stationary panel data analysis
by Chan, Kenneth S. & Dang, Vinh Q.T. & Lai, Jennifer T.
- 261-271 Exchange rate pass-through at the individual product level: Implications for financial market integration
by Law, Kai Po Jenny & Satoh, Eiji & Yoshimi, Taiyo
- 272-285 Credit constraints and firm market entry decision: Firm-level evidence from internationalizing Chinese multinationals
by Qi, Jianhong & Zhang, Zhaoyong & Liu, Hui
- 286-301 International use of the renminbi for invoice currency and exchange risk management: Evidence from the Japanese firm-level data
by Sato, Kiyotaka & Shimizu, Junko
2018, Volume 45, Issue C
- 1-37 Busy directors and firm performance: Does firm location matter?
by James, Hui Liang & Wang, Hongxia & Xie, Yamin
- 38-56 On credit and output: Is the supply of credit relevant?
by Wojnilower, Joshua
- 57-82 Leverage and firm performance: New evidence on the role of firm size
by Ibhagui, Oyakhilome W. & Olokoyo, Felicia O.
- 83-100 Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas
by de Oliveira, Felipe A. & Maia, Sinézio F. & de Jesus, Diego P. & Besarria, Cássio da N.
- 101-115 Overpaid CEOs got FDIC debt guarantees
by Wilson, Linus & Wu, Yan Wendy
- 116-137 Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach
by Yang, Lu & Tian, Shuairu & Yang, Wei & Xu, Mingli & Hamori, Shigeyuki
- 138-160 Financial intermediation and real estate prices impact on business cycles: A Bayesian analysis
by Yépez, Carlos A.
- 161-181 Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?
by Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng
- 182-195 A model of currency crises with heterogeneous market beliefs
by Della Posta, Pompeo
- 196-205 Cross herding between American industries and the oil market
by BenMabrouk, Houda & Litimi, Houda
- 206-214 OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach
by Gupta, Rangan & Yoon, Seong-Min
- 215-229 Clearinghouse loan certificates as a lender of last resort
by Hoag, Christopher
- 230-244 European quanto option pricing in presence of liquidity risk
by Li, Zhe & Zhang, Wei-Guo & Liu, Yong-Jun
- 245-265 The study on the tail dependence structure between the economic policy uncertainty and several financial markets
by Yao, Can-Zhong & Sun, Bo-Yi
- 266-275 The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico
by Areli Bermudez Delgado, Nancy & Bermudez Delgado, Estefanía & Saucedo, Eduardo
2018, Volume 44, Issue C
- 1-11 The impact of credit and fiscal policy under a liquidity trap
by Yépez, Carlos A.
- 12-33 Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States
by Bai, Shuming & Koong, Kai S.
- 34-43 Does the stock market really cause unemployment? A cross-country analysis
by Pan, Wei-Fong
- 44-61 Inflation targeting and income velocity in developing economies: Some international evidence
by Soe, Than Than & Kakinaka, Makoto
- 62-79 Estimation of spot volatility with superposed noisy data
by Liu, Qiang & Liu, Yiqi & Liu, Zhi & Wang, Li
- 80-91 The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations
by Lange, Ronald Henry
- 92-108 Are low-frequency data really uninformative? A forecasting combination perspective
by Ma, Feng & Li, Yu & Liu, Li & Zhang, Yaojie
- 109-128 Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
by Hui, Cho-Hoi & Lo, Chi-Fai & Chau, Po-Hon
- 129-139 Quantity of finance and financial crisis: A non-monotonic investigation☆
by Zhang, Xun & He, Zongyue & Zhu, Jiali & Li, Jing
- 140-152 What determines the long-term correlation between oil prices and exchange rates?
by Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki
- 153-166 The impact of funding liquidity on market quality
by Chen, Wei-Peng & Ling Lin, Shu & Lu, Jun & Wu, Chih-Chiang
- 167-192 How money illusions and heterogeneous beliefs affect asset prices
by Ma, Chaoqun & Wang, Hailong & Cheng, Fengchao & Hu, Duni
- 193-203 Modeling dynamics of short-term international capital flows in China: A Markov regime switching approach
by Ning, Ye & Zhang, Lingxiang
- 204-220 Predicting failure risk using financial ratios: Quantile hazard model approach
by Dong, Manh Cuong & Tian, Shaonan & Chen, Cathy W.S.
- 221-234 Switches in price discovery: Are U.S. traders more qualified in making valuations?
by Qadan, Mahmoud
- 235-253 Bank shareholding and corporate cash management: Evidence from China
by Zhang, Huili & Chan, Kam C.
- 254-264 Economic shock and share repurchases
by Chen, Hsuan-Chi & Harper, Joel T. & Iyer, Subramanian R.
- 265-277 London calling: Nonlinear mean reversion across national stock markets
by Kim, Hyeongwoo & Kim, Jintae
- 278-288 International synchronization of the Mexican states business cycles: Explaining factors
by Mejía-Reyes, Pablo & Rendón-Rojas, Liliana & Vergara-González, Reyna & Aroca, Patricio
- 289-313 The adjustment of bank ratings in the financial crisis: International evidence
by Salvador, Carlos & Fernández de Guevara, Juan & Pastor, José Manuel
2018, Volume 43, Issue C
- 1-18 Size matters everywhere: Decomposing the small country and small industry premia
by Zaremba, Adam & Umutlu, Mehmet
- 19-29 Are hated stocks good investments?
by Nam, Jouahn & Wang, Jun & Xing, Cunyu & Zhang, Ge
- 30-53 Compound option pricing under a double exponential Jump-diffusion model
by Liu, Yu-hong & Jiang, I-Ming & Hsu, Wei-tze
- 54-70 Determinants of the real impact of banking crises: A review and new evidence
by Wilms, Philip & Swank, Job & de Haan, Jakob
- 71-86 Chinese bank efficiency during the global financial crisis: A combined approach using satisficing DEA and Support Vector Machines☆
by Chen, Zhongfei & Matousek, Roman & Wanke, Peter
- 87-96 Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆
by Gupta, Rangan & Pierdzioch, Christian & Selmi, Refk & Wohar, Mark E.
- 97-117 Collateral damage: Dollar strength and emerging markets’ growth
by Druck, Pablo & Magud, Nicolas E. & Mariscal, Rodrigo
- 118-128 Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach
by Motegi, Kaiji & Sadahiro, Akira
- 129-140 Optimal combination of currency strategies
by Laborda, Ricardo
- 141-157 Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy
by de Mendonça, Helder Ferreira & Silva, Rafael Bernardo da
- 158-168 The influence of family and pyramidal ownership on corporate diversification in Chile
by Espinosa-Méndez, Christian & Jara-Bertín, Mauricio & Maquieira, Carlos
- 169-205 The “Sell in May” effect: A review and new empirical evidence
by Degenhardt, Thomas & Auer, Benjamin R.
2017, Volume 42, Issue C
- 1-19 Impact of SOX on the returns to targets and acquirers in corporate tender offers
by Bhabra, Harjeet S. & Hossain, Ashrafee T.
- 20-37 Cross-border mergers and acquisitions with heterogeneous firms: Technology vs. market motives
by Lee, Donghyun
- 38-52 Determinants of commonality in liquidity: Evidence from an order-driven emerging market
by Syamala, Sudhakara Reddy & Wadhwa, Kavita & Goyal, Abhinav
- 53-69 Moments expansion densities for quantifying financial risk
by Ñíguez, Trino-Manuel & Perote, Javier
- 70-88 The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries
by Hanisch, Max & Kempa, Bernd
- 89-106 The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry
by Tan, Yong
- 107-131 Herding behavior, market sentiment and volatility: Will the bubble resume?
by Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah
- 132-143 Structural vulnerability and resilience to currency crisis: Foreign currency debt versus export
by Nakatani, Ryota
- 144-155 Sovereign debt composition and time-varying public finance sustainability
by Afonso, António & Tovar Jalles, João
- 156-171 On the State and Wealth dependence of risk aversion: An analysis using severance pay allocation
by Ordine, Patrizia & Rose, Giuseppe
- 172-192 Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements
by Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang
- 193-217 A comparison study of pricing credit default swap index tranches with convex combination of copulae
by Okhrin, Ostap & Xu, Ya Fei
- 218-236 Diversification discount and investor sentiment
by Harper, Joel T. & Iyer, Subramanian Rama & Nejadmalayeri, Ali
- 237-249 Abnormal research and development investments and stock returns
by Songur, Hilmi & Heavilin, Jason E.
- 250-265 Mispricing and trader positions in the S&P 500 index futures market
by Lai, Ya-Wen & Lin, Chiou-Fa & Tang, Mei-Ling
- 266-284 Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns
by Lee, Kyuseok
- 285-299 Investor sentiment and country exchange traded funds: Does economic freedom matter?
by Chen, Mei-Ping & Lee, Chien-Chiang & Hsu, Yi-Chung
- 300-313 CEO overconfidence and agency cost of debt: An empirical analysis of CEO turnover events
by Iyer, Subramanian R. & Sankaran, Harikumar & Nejadmalayeri, Ali
- 314-337 An intertemporal CAPM with higher-order moments
by Jang, Jeewon & Kang, Jangkoo
- 338-345 Stock price reactions to stock dividend announcements: A case from a sluggish economic period
by Khanal, Aditya R. & Mishra, Ashok K.
- 346-358 A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
by Guo, Xu & McAleer, Michael & Wong, Wing-Keung & Zhu, Lixing
- 359-373 Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks
by Lin, Shih-Kuei & Wang, Shin-Yun & Chen, Carl R. & Xu, Lian-Wen
- 374-392 Social trust environment and firm tax avoidance: Evidence from China
by Xia, Changyuan & Cao, Chunfang & Chan, Kam C.
- 393-420 Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory
by Rodríguez, Gabriel
- 421-432 Forecasting broad money velocity
by Jung, Alexander
- 433-447 Fair valuation of mortgage insurance under stochastic default and interest rates
by Wu, Yang-Che & Huang, Yi-Ting & Lin, Shih-Kuei & Chuang, Ming-Che
- 448-460 Efficient modelling and forecasting with range based volatility models and its application
by Ng, Kok Haur & Peiris, Shelton & Chan, Jennifer So-kuen & Allen, David & Ng, Kooi Huat
- 461-472 Measuring systemic risk of the US banking sector in time-frequency domain
by Teply, Petr & Kvapilikova, Ivana
- 473-486 Ultimate consumption risk and investment-based stock returns
by Kang, Hankil & Kang, Jangkoo & Lee, Changjun
- 487-503 Powerful CEOs, debt financing, and leasing in Chinese SMEs: Evidence from threshold model
by Munir, Qaiser & Kok, Sook Ching & Teplova, Tamara & Li, Tongxia
- 504-512 Investor sentiment, heterogeneous agents and asset pricing model
by Li, Jinfang
- 513-530 Higher moment exchange rate exposure of S&P500 firms
by Bianconi, Marcelo & Cai, Zhe
- 531-545 Efficiency, growth and market power in the banking industry: New approach to efficient structure hypothesis
by Khan, Habib Hussain & Kutan, Ali M. & Naz, Iram & Qureshi, Fiza
- 546-563 The 2016 U.S. presidential election and the Stock, FX and VIX markets
by Shaikh, Imlak
- 564-573 Fake news
by Brigida, Matt & Pratt, William R.
- 574-583 A two-step hybrid investment strategy for pension funds
by Pagnoncelli, Bernardo K. & Cifuentes, Arturo & Denis, Gabriela
- 584-596 Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction
by Yao, Can-Zhong & Lin, Qing-Wen
- 597-617 Monetary policy transparency in a forward-looking market: Evidence from the United States
by Kia, Amir
- 618-628 Mispricing in the odd lots market in Brazil
by Ramos, Henrique P. & Perlin, Marcelo S. & Righi, Marcelo B.
- 629-639 Sovereign default risk in OECD countries: Do global factors matter?
by Ordoñez-Callamand, Daniel & Gomez-Gonzalez, Jose Eduardo & Melo-Velandia, Luis Fernando
- 640-653 The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises
by Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin
- 654-667 Learning about individual managers’ performance in UK pension funds: The importance of specialization
by Alda, Mercedes & Andreu, Laura & Sarto, José Luis
- 668-681 Risk pricing of wholesale funds and the behavior of retail deposit rates
by Kishan, Ruby P. & Opiela, Timothy P.
2017, Volume 40, Issue C
- 1-15 Timing of earnings and capital structure
by Miglo, Anton
- 16-29 Do voluntary disclosures of bad news improve liquidity?
by Dayanandan, Ajit & Donker, Han & Karahan, Gökhan
- 30-40 Testing the Marshall-Lerner condition between the U.S. and other G7 member countries
by Dong, Fang
- 41-54 Do firms have leverage targets? New evidence from mergers and acquisitions in China
by Tao, Qizhi & Sun, Wenjia & Zhu, Yingjun & Zhang, Ting
- 55-62 Campbell and Cochrane meet Melino and Yang: Reverse engineering the surplus ratio in a Mehra–Prescott economy
by Dolmas, Jim
- 63-72 Do precious metal prices help in forecasting South African inflation?
by Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan
- 73-84 Financing constraints and the use of performance-sensitive debt
by Liu, Bo & Xia, Xin & Yang, Jinqiang
- 85-102 Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing
by Liang, Hanchao & Yang, Chunpeng & Zhang, Rengui & Cai, Chuangqun
- 103-115 The (de-)anchoring of inflation expectations: New evidence from the euro area
by Nautz, Dieter & Pagenhardt, Laura & Strohsal, Till
- 116-135 Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation
by Li, Leon
- 136-147 Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions
by Eksi, Ozan & Tas, Bedri Kamil Onur
- 148-159 Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes
by Gong, Xiaoli & Zhuang, Xintian
- 160-177 Asset market response to monetary policy news from SNB press releases
by Hüning, Hendrik
- 178-199 The peer-firm effect on firm’s investment decisions
by Park, Kwangho & Yang, Insun & Yang, Taeyong
- 200-221 Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift☆
by Li, Shaoyu & Zheng, Tingguo
- 222-237 Precision about manager skill, mutual fund flows, and performance persistence
by Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun
2017, Volume 39, Issue C
- 1-18 The expected real yield and inflation components of the nominal yield curve
by Lange, Ronald H.
- 19-37 Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations
by Filzen, Joshua J. & Schutte, Maria Gabriela
- 38-55 Pair trading based on quantile forecasting of smooth transition GARCH models
by Chen, Cathy W.S. & Wang, Zona & Sriboonchitta, Songsak & Lee, Sangyeol
- 56-67 Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula
by Chang, Kuang-Liang
- 68-77 A new approach to estimating a profit frontier using the censored stochastic frontier model
by Huang, Tai-Hsin & Chiang, Dien-Lin & Lin, Chung-I
- 78-88 Capital market liberalization: Optimal tradeoff and bargaining delay
by Dong, Baomin & Gu, Xinhua & Song, Huasheng
- 89-109 Does the cutoff of “red capital” raise a red flag? Political connections and stock price crash risk
by Zhang, Min & Liu, Yaosong & Xie, Lu & Ye, Tingting
- 110-126 Firm size, economic risks, and the cross-section of international stock returns
by Atanasov, Victoria & Nitschka, Thomas
- 127-142 Convergence in bank performance: Evidence from Latin American banking
by Carvallo, Oscar & Kasman, Adnan
- 145-157 The impact of numerical superstition on the final digit of stock price
by Ke, Wen-Chyan & Chen, Hueiling & Lin, Hsiou-Wei W. & Liu, Yo-Chia
- 158-181 Informativeness of the market news sentiment in the Taiwan stock market
by Wei, Yu-Chen & Lu, Yang-Cheng & Chen, Jen-Nan & Hsu, Yen-Ju
- 182-196 Does options trading convey information on futures prices?
by Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai
- 197-209 Fund selection in target date funds
by Chan, Chia-Ying & Chen, Hsuan-Chi & Chiang, Yu Hsuan & Lai, Christine W.
- 210-222 Managerial incentives and R&D investments: The moderating effect of the directors’ and officers’ liability insurance
by Chen, Li-Yueh & Chen, Yu-Fen & Yang, Sheng-Yung
- 223-240 Doing good or choosing well? Corporate reputation, CEO reputation, and corporate financial performance
by Weng, Pei-Shih & Chen, Wan-Yi
- 241-259 Do financial constraints matter when firms engage in CSR?
by Chan, Chia-Ying & Chou, De-Wai & Lo, Huai-Chun
- 260-272 Governance and economic growth in Asia
by Huang, Chiung-Ju & Ho, Yuan-Hong
- 273-287 A revisit to economic exposure of U.S. multinational corporations
by Chou, De-Wai & Lin, Lin & Hung, Pi-Hsia & Lin, Chun Heng
- 288-299 Asset price targeting in an open economy with cognitive limitations: The best for macroeconomic and financial stability?
by Yeh, Kuo-chun
2016, Volume 38, Issue C
- 1-26 Creditworthiness evaluation of Italian SMEs at the beginning of the 2007–2008 crisis: An MCDA approach
by Corazza, Marco & Funari, Stefania & Gusso, Riccardo
- 27-38 Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees
by Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian
- 39-53 Individual stock crowded trades, individual stock investor sentiment and excess returns
by Yang, Chunpeng & Zhou, Liyun
- 54-69 Overinvestment, inflation uncertainty, and managerial overconfidence: Firm level analysis of Chinese corporations
by Wang, Yizhong & Chen, Carl R. & Chen, Lifang & Huang, Ying Sophie
- 70-85 Forecasting house-price growth in the Euro area with dynamic model averaging
by Risse, Marian & Kern, Martin
- 86-101 The profitability of moving average trading rules in BRICS and emerging stock markets
by Sobreiro, Vinicius Amorim & Cruz Cacique da Costa, Thiago Raymon & Farias Nazário, Rodolfo Toríbio & Lima e Silva, Jéssica & Moreira, Eduardo Alves & Lima Filho, Marcius Correia & Kimura, Herbert & Arismendi Zambrano, Juan Carlos
- 102-110 Land conservation, growth and welfare
by Tai, Meng-Yi & Chao, C.C. & Lu, Lee-Jung & Hu, Shih-Wen & Wang, Vey
- 111-123 Wealth effect and investor sentiment
by Tsai, I-Chun
- 124-147 Performance of Canadian hybrid mutual funds
by Ayadi, Mohamed A. & Chaibi, Anis & Kryzanowski, Lawrence
- 148-162 Dupire’s formulas in the Piterbarg option pricing model
by Labuschagne, Coenraad C.A. & von Boetticher, Sven T.
- 163-171 Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States
by Tian, Shuairu & Hamori, Shigeyuki
Printed from https://ideas.repec.org/s/eee/ecofin7.html
