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Content
2024, Volume 79, Issue C
- S0927539824000665 Persistent and transient variance components in option pricing models with variance-dependent Kernel
by Ghanbari, Hamed
- S0927539824000732 Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data
by Mekelburg, Erik & Strauss, Jack
- S0927539824000744 Using the Bayesian sampling method to estimate corporate loss given default distribution
by Zhang, Xiaofei & Zhao, Xinlei
- S0927539824000756 Stock price synchronicity and stock liquidity: International evidence
by Brockman, Paul & Dang, Tung Lam & Pham, Thu Phuong
- S0927539824000823 A comparison of factor models in China
by Wang, Jinzhe & Zhu, Yifeng
- S0927539824000859 Banker directors on board and corporate tax avoidance
by Song, Qian & Ding, Wenjie & Hasan, Iftekhar & Wang, Qingwei
- S0927539824000860 Gold, platinum, and mutual fund flows
by Malik, Ali K. & Colak, Gonul & Löflund, Anders
- S0927539824000872 How does bank opacity affect credit growth and return predictability?
by Parija, Arpit Kumar & Chhatwani, Malvika
- S0927539824000884 Local labor market and corporate investment
by Ge, Yao & Huang, Wei & Qiao, Zheng & Zheng, Hao
- S0927539824000896 Financial statement disaggregation and bank loan pricing
by Lu, Chien-Lin & Lin, Chih-Yung & Lin, Tse-Chun & Miao, Bin
- S0927539824000902 Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio
by Chen, Chen & Stivers, Chris & Sun, Licheng
- S0927539824000914 Are stablecoins the money market mutual funds of the future?
by Oefele, Nico & Baur, Dirk G. & Smales, Lee A.
- S0927539824000926 Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?
by Dutordoir, Marie & Shemesh, Joshua & Veld, Chris & Wang, Qing
- S0927539824000938 High-frequency realized stochastic volatility model
by Watanabe, Toshiaki & Nakajima, Jouchi
- S0927539824000951 Technological shocks and stock market volatility over a century
by Salisu, Afees A. & Demirer, Riza & Gupta, Rangan
- S0927539824000963 Is firm-level political risk priced in the corporate bond market?
by Ceballos, Luis & Piljak, Vanja & Swinkels, Laurens
- S0927539824000975 Time-varying variance decomposition of macro-finance term structure models
by Hansen, Anne Lundgaard
- S0927539824000987 Trading volume shares and market quality: Pre- and post- zero commissions
by Jain, Pankaj K. & Mishra, Suchismita & O'Donoghue, Shawn M. & Zhao, Le
- S0927539824000999 Jump tail risk exposure and the cross-section of stock returns
by Alexiou, Lykourgos & Rompolis, Leonidas S.
2024, Volume 78, Issue C
- S0927539824000343 Assessing proxies for market prices of thinly traded assets with scheduled cash flows
by Boudry, Walter I. & Liu, Crocker H. & Mühlhofer, Tobias & Torous, Walter N.
- S0927539824000367 Certainty of uncertainty for asset pricing
by Jiang, Fuwei & Kang, Jie & Meng, Lingchao
- S0927539824000379 The battle between activist hedge funds and labor unions
by Niu, Xu
- S0927539824000471 Policy uncertainty, bad news disclosure, and stock price crash risk
by Kim, Jeong-Bon & Tseng, Kevin & Wang, Jundong (Jeff) & Xi, Yaoyi
- S0927539824000483 Firm-level political risk and corporate R&D investment
by Boah, Emmanuel & Ujah, Nacasius U.
- S0927539824000495 Shadow capital in venture financing: Selection, valuation, and exit dynamic
by Cumming, Douglas & Dai, Na
- S0927539824000501 Effects of customer unionization on supplier relationships and supplier value
by Kim, Hyemin
- S0927539824000513 Why do firms with no leverage still have leverage and volatility feedback effects?
by Smith, Geoffrey Peter
- S0927539824000525 Non-standard errors in asset pricing: Mind your sorts
by Soebhag, Amar & Van Vliet, Bart & Verwijmeren, Patrick
- S0927539824000537 The risk–return tradeoff among equity factors
by Barroso, Pedro & Maio, Paulo
- S0927539824000549 Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models
by Ignatieva, Katja & Wong, Patrick
- S0927539824000550 Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?
by Cotelioglu, Efe
- S0927539824000562 Betting on success: Unveiling the role of local gambling culture in equity crowdfunding
by Hsieh, Hui-Ching & Nguyen, Dat Thanh & Nguyen, Thien Le-Hoang
- S0927539824000574 The correlated trading and investment performance of individual investors
by Kuo, Wei-Yu & Lin, Tse-Chun & Zhao, Jing
- S0927539824000586 Does carbon risk exposure make funds more vulnerable?
by Wang, Hu
- S0927539824000598 Forecasting realized volatility: Does anything beat linear models?
by Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio
- S0927539824000604 A portfolio-level, sum-of-the-parts approach to return predictability
by Xu, Hongyi & Katselas, Dean & Drienko, Jo
- S0927539824000616 The value of information in China’s connected market
by Chen, Keqi & Wang, Yuehan & Zhu, Xiaoquan
- S0927539824000628 In the mood for creativity: Sunshine-induced mood, inventor performance, and firm value
by Chen, Yangyang & Hsu, Po-Hsuan & Podolski, Edward J. & Veeraraghavan, Madhu
- S0927539824000641 Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain
by Trimborn, Simon & Peng, Hanqiu & Chen, Ying
- S0927539824000653 Inverted vs maker-taker routing choice and trader information
by Garvey, Ryan & Qin, Yaohua
- S0927539824000677 The 2008 short-selling ban’s impact on tail risk
by Bartl, Jonas & Bostandzic, Denefa & Irresberger, Felix & Weiß, Gregor & Yang, Ruomei
- S0927539824000689 Big portfolio selection by graph-based conditional moments method
by Zhu, Zhoufan & Zhang, Ningning & Zhu, Ke
- S0927539824000690 Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China
by Peng, Yueqian & Shi, Li & Shi, Xiaojun & Tan, Songtao
- S0927539824000707 Time-varying relative risk aversion: Theoretical mechanism and empirical evidence
by Liu, Xuan & Liu, Haiyong & Cai, Zongwu
- S0927539824000719 Estimation and inference in low frequency factor model regressions with overlapping observations
by Dossani, Asad
- S0927539824000720 Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA
by Han, Yufeng & Lu, Yueliang (Jacques) & Xu, Weike & Zhou, Guofu
- S092753982400063X The aftermath of covenant violations: Evidence from China's corporate debt securities
by Xu, Guang & Zhang, Xiaoyan
2024, Volume 77, Issue C
- S0927539824000124 CEO narcissism and the agency cost of debt
by Kim, J.H. John & Anderson, Ronald
- S0927539824000136 Reserve holding and bank lending
by Kuang, Chun & Yang, Jiawen & Zhu, Wenyu
- S0927539824000203 Local predictability of stock returns and cash flows
by Yu, Deshui & Chen, Li
- S0927539824000215 Option valuation via nonaffine dynamics with realized volatility
by Zhang, Yuanyuan & Zhang, Qian & Wang, Zerong & Wang, Qi
- S0927539824000227 Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns
by Zhao, Xiaojun & Zhang, Na & Zhang, Yali & Xu, Chao & Shang, Pengjian
- S0927539824000239 An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
by Candia, Claudio & Herrera, Rodrigo
- S0927539824000240 Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
by Hediger, Simon & Näf, Jeffrey
- S0927539824000252 Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
by Yin, Ximing & Yang, Ge
- S0927539824000264 Options trading imbalance, cash-flow news, and discount-rate news
by Chichernea, Doina & Huang, Kershen & Petkevich, Alex & Teterin, Pavel
- S0927539824000276 The role of intermediaries in derivatives markets: Evidence from VIX options
by Jacobs, Kris & Mai, Anh Thu
- S0927539824000288 The ripple effect of all-star females: Knowledge spillover and improved analyst performance
by Jannati, Sima
- S0927539824000306 Information acquisition and processing skills of institutions and retail investors around information shocks
by Fung, Scott & Obaid, Khaled & Tsai, Shih-Chuan
- S0927539824000318 Modern banking development during natural disasters: Evidence from the early 20th century China
by Cai, Yang & Li, Dongxu
- S0927539824000331 Do share repurchases facilitate movement toward target capital structure? International evidence
by Wang, Zigan & Yin, Qie Ellie & Yu, Luping
- S0927539824000355 Global and local information efficiency: An examination of samuelson's dictum
by Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan
- S092753982400029X Aggregate portfolio choice
by Inkmann, Joachim
- S092753982400032X Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach
by Sun, Chuanping
2024, Volume 76, Issue C
- S0927539823001329 Enhancing betting against beta with stochastic dominance
by Kolokolova, Olga & Xu, Xia
- S0927539824000100 Does media affect the rival response to acquisition targets?
by Gao, Xin & An, Zhe & Li, Donghui & Xu, Weidong
- S0927539824000112 Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?
by Wan, Xiaoyuan
- S092753982400001X Information in unexpected bonus cuts: Firm performance and CEO firings
by Cready, William M. & Dai, Zhonglan & Ma, Guang & Nanda, Vikram
2024, Volume 75, Issue C
- S0927539823001111 Technological disparity and its impact on market quality
by Chung, Kiseo & Kim, Seoyoung
- S0927539823001123 Climate change concerns and mortgage lending
by Duan, Tinghua & Li, Frank Weikai
- S0927539823001238 The effect of investor attention on stock price crash risk
by Chen, Ting-Hsuan & Chen, Kai-Sheng
- S0927539823001251 Factor momentum in the Chinese stock market
by Ma, Tian & Liao, Cunfei & Jiang, Fuwei
- S0927539823001263 International asset pricing with heterogeneous agents: Estimation and inference
by Tédongap, Roméo & Tinang, Jules
- S0927539823001275 The effects of banking market structure on corporate cash holdings and the value of cash
by Li, Shengfeng & Han, Liang & Mi, Biao
- S0927539823001287 Carbon dioxide and asset pricing: Evidence from international stock markets
by Chen, Zhuo & Liu, Jinyu & Lu, Andrea & Tao, Libin
- S0927539823001299 House price bubbles under the COVID-19 pandemic
by Hansen, Jacob H. & Møller, Stig V. & Pedersen, Thomas Q. & Schütte, Christian M.
- S0927539823001305 An adaptive long memory conditional correlation model
by Dark, Jonathan
- S0927539823001317 Horizontal mergers and heterogeneous firm investments: evidence from the United States
by Li, Dongxu
- S092753982300107X Expensive anomalies
by Anginer, Deniz & Ray, Sugata & Seyhun, H. Nejat & Xu, Luqi
- S092753982300124X Tail risks and private equity performance
by Kurtović, Hrvoje & Markarian, Garen
2023, Volume 74, Issue C
- S0927539823000701 Estimation with mixed data frequencies: A bias-correction approach
by Ghosh, Anisha & Linton, Oliver
- S0927539823000701 Estimation with mixed data frequencies: A bias-correction approach
by Ghosh, Anisha & Linton, Oliver
- S0927539823000750 Bond issuance and the funding choices of European banks: The consequences of public debt
by Rancan, Michela & Cariboni, Jessica & Keasey, Kevin & Vallascas, Francesco
- S0927539823000750 Bond issuance and the funding choices of European banks: The consequences of public debt
by Rancan, Michela & Cariboni, Jessica & Keasey, Kevin & Vallascas, Francesco
- S0927539823000762 Social capital and the pricing of initial public offerings
by Chen, Yangyang & Duong, Huu Nhan & Goyal, Abhinav & Veeraraghavan, Madhu
- S0927539823000762 Social capital and the pricing of initial public offerings
by Chen, Yangyang & Duong, Huu Nhan & Goyal, Abhinav & Veeraraghavan, Madhu
- S0927539823000774 Intraday VaR: A copula-based approach
by Wang, Keli & Liu, Xiaoquan & Ye, Wuyi
- S0927539823000774 Intraday VaR: A copula-based approach
by Wang, Keli & Liu, Xiaoquan & Ye, Wuyi
- S0927539823000786 The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
by Leong, Minhao & Kwok, Simon
- S0927539823000786 The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
by Leong, Minhao & Kwok, Simon
- S0927539823000865 Portfolio allocation over the life cycle with multiple late-in-life saving motives
by Lee, Minjoon
- S0927539823000865 Portfolio allocation over the life cycle with multiple late-in-life saving motives
by Lee, Minjoon
- S0927539823000890 Futures contract collateralization and its implications
by Jarrow, Robert A. & Kwok, Simon S.
- S0927539823000890 Futures contract collateralization and its implications
by Jarrow, Robert A. & Kwok, Simon S.
- S0927539823000907 On the driving forces of real exchange rates: Is the Japanese Yen different?
by Maio, Paulo & Zeng, Ming
- S0927539823000907 On the driving forces of real exchange rates: Is the Japanese Yen different?
by Maio, Paulo & Zeng, Ming
- S0927539823000919 Term premia and short rate expectations in the euro area
by Berardi, Andrea
- S0927539823000919 Term premia and short rate expectations in the euro area
by Berardi, Andrea
- S0927539823000920 International comovement of r∗: A case study of the G7 countries
by Goto, Eiji
- S0927539823000920 International comovement of r∗: A case study of the G7 countries
by Goto, Eiji
- S0927539823000932 Leasing and the allocation efficiency of finance
by Hu, Weiwei & Li, Kai & Xu, Yiming
- S0927539823000932 Leasing and the allocation efficiency of finance
by Hu, Weiwei & Li, Kai & Xu, Yiming
- S0927539823000944 Managerial ability and financial statement disaggregation decisions
by Bui, Dien Giau & Chen, Yehning & Chen, Yan-Shing & Lin, Chih-Yung
- S0927539823000944 Managerial ability and financial statement disaggregation decisions
by Bui, Dien Giau & Chen, Yehning & Chen, Yan-Shing & Lin, Chih-Yung
- S0927539823000956 A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies
by Jia, Yuecheng & Wu, Yangru & Yan, Shu & Liu, Yuzheng
- S0927539823000956 A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies
by Jia, Yuecheng & Wu, Yangru & Yan, Shu & Liu, Yuzheng
- S0927539823000968 Co-illiquidity management
by Hvidkjær, Søren & Massa, Massimo & Rzeźnik, Aleksandra
- S0927539823000968 Co-illiquidity management
by Hvidkjær, Søren & Massa, Massimo & Rzeźnik, Aleksandra
- S0927539823000981 Counteroffers and Price Discrimination in Mortgage Lending
by Ongena, Steven & Paraschiv, Florentina & Reite, Endre J.
- S0927539823000981 Counteroffers and Price Discrimination in Mortgage Lending
by Ongena, Steven & Paraschiv, Florentina & Reite, Endre J.
- S0927539823000993 Forecasting realized volatility with wavelet decomposition
by Souropanis, Ioannis & Vivian, Andrew
- S0927539823000993 Forecasting realized volatility with wavelet decomposition
by Souropanis, Ioannis & Vivian, Andrew
- S0927539823001007 The commodity risk premium and neural networks
by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
- S0927539823001007 The commodity risk premium and neural networks
by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
- S0927539823001019 Goodhart’s law in China: Bank branching regulation and window dressing
by Gong, Di & Huizinga, Harry & Li, Tianshi & Zhu, Jigao
- S0927539823001019 Goodhart’s law in China: Bank branching regulation and window dressing
by Gong, Di & Huizinga, Harry & Li, Tianshi & Zhu, Jigao
- S0927539823001020 The role of human capital: Evidence from corporate innovation
by Liu, Tong & Mao, Yifei & Tian, Xuan
- S0927539823001020 The role of human capital: Evidence from corporate innovation
by Liu, Tong & Mao, Yifei & Tian, Xuan
- S0927539823001032 The effect of venture capital backing on innovation in newly public firms
by Aldatmaz, Serdar & Celikyurt, Ugur
- S0927539823001032 The effect of venture capital backing on innovation in newly public firms
by Aldatmaz, Serdar & Celikyurt, Ugur
- S0927539823001044 Stock returns in global value chains: The role of upstreamness and downstreamness
by Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen
- S0927539823001044 Stock returns in global value chains: The role of upstreamness and downstreamness
by Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen
- S0927539823001056 What drives the TIPS–Treasury bond mispricing?
by Ahn, Jungkyu & Ahn, Yongkil
- S0927539823001056 What drives the TIPS–Treasury bond mispricing?
by Ahn, Jungkyu & Ahn, Yongkil
- S0927539823001068 Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments
by Ming, Lei & Yang, Ping & Liu, Qianqiu
- S0927539823001068 Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments
by Ming, Lei & Yang, Ping & Liu, Qianqiu
- S0927539823001081 A financial modeling approach to industry exchange-traded funds selection
by Conlon, Thomas & Cotter, John & Kovalenko, Illia & Post, Thierry
- S0927539823001081 A financial modeling approach to industry exchange-traded funds selection
by Conlon, Thomas & Cotter, John & Kovalenko, Illia & Post, Thierry
- S0927539823001093 Option gamma and stock returns
by Soebhag, Amar
- S0927539823001093 Option gamma and stock returns
by Soebhag, Amar
- S092753982300097X Product competition, political connections, and the costs of high leverage
by Li, Qian & Wang, Shihao & Song, Victor
- S092753982300097X Product competition, political connections, and the costs of high leverage
by Li, Qian & Wang, Shihao & Song, Victor
- S092753982300110X Corporate social responsibility and excess perks
by Xi, Dan & Wu, Yuze & Wang, Xue & Fu, Zhe
- S092753982300110X Corporate social responsibility and excess perks
by Xi, Dan & Wu, Yuze & Wang, Xue & Fu, Zhe
2023, Volume 73, Issue C
- 1-21 Advisory firm paths to side-by-side management and mutual fund performance
by Bae, Jongwan & Haight, Timothy & Kuang, Xin & Yin, Chengdong
- 22-39 How price limit affects the market efficiency in a short-sale constrained market? Evidence from a quasi-natural experiment
by Chen, Haiqiang & Gu, Ming & Ni, Bo
- 40-64 Foreign institutions, local investors and momentum trading
by Bradrania, Reza & Wu, Winston
- 65-85 Easy money and competitive industries’ booms and busts
by Shang, Longfei & Lin, Ji-Chai & Yang, Nan
- 86-106 CEO personality traits and corporate value implication of acquisitions
by Aabo, Tom & Hanousek, Jan & Pantzalis, Christos & Park, Jung Chul
- 107-133 Herding behavior and systemic risk in global stock markets
by Hasan, Iftekhar & Tunaru, Radu & Vioto, Davide
- 134-152 Investor sentiment and global economic conditions
by Herculano, Miguel C. & Lütkebohmert, Eva
- 153-169 Competition and risk taking in local bank markets: Evidence from the business loans segment
by Canta, Chiara & Nilsen, Øivind A. & Ulsaker, Simen A.
- 170-179 Time-varying Z-score measures for bank insolvency risk: Best practice
by Bouvatier, Vincent & Lepetit, Laetitia & Rehault, Pierre-Nicolas & Strobel, Frank
- 180-205 Customer–supplier relationships and non-linear financial policy response
by Wong, Kacheng & Zhao, Longkai
- 206-219 Industry regulation and the comovement of stock returns
by Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J.
- 220-237 When “time varying” volatility meets “transaction cost” in portfolio selection
by Qiao, W. & Bu, D. & Gibberd, A. & Liao, Y. & Wen, T. & Li, E.
- 238-250 Technology spillover, corporate investment, and stock returns
by Hsu, Yen-Ju & Wang, Yanzhi
- 251-271 Forecasting realized volatility with machine learning: Panel data perspective
by Zhu, Haibin & Bai, Lu & He, Lidan & Liu, Zhi
- 272-292 Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
by Nguyen, Hoang & Javed, Farrukh
- 293-333 The money-inflation nexus revisited
by Ringwald, Leopold & Zörner, Thomas O.
- 334-348 Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market
by Chatterjee, Sris & Gu, Xian & Hasan, Iftekhar & Lu, Haitian
- 349-368 Individual investors’ trading behavior and gender difference in tolerance of sex crimes: Evidence from a natural experiment
by Gao, Huasheng & Liu, Zhengkai & Yang, Chloe Chunliu
- 369-389 The effects of economic uncertainty on financial volatility: A comprehensive investigation
by Tong, Chen & Huang, Zhuo & Wang, Tianyi & Zhang, Cong
- 390-412 Macroeconomic news and price synchronicity
by Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei
2023, Volume 72, Issue C
- 1-22 Overlapping momentum portfolios
by Blanco, Ivan & De Jesus, Miguel & Remesal, Alvaro
- 23-35 Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices
by De Nard, Gianluca & Zhao, Zhao
- 36-53 Stock return predictability and cyclical movements in valuation ratios
by Yu, Deshui & Huang, Difang & Chen, Li
- 54-77 Time series momentum and reversal: Intraday information from realized semivariance
by Liu, Zhenya & Lu, Shanglin & Li, Bo & Wang, Shixuan
- 78-102 Global political risk and international stock returns
by Gala, Vito D. & Pagliardi, Giovanni & Zenios, Stavros A.
- 103-121 An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models
by Nguyen, Ha
- 122-142 Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
by Cheng, Hung-Wen & Chang, Li-Han & Lo, Chien-Ling & Tsai, Jeffrey Tzuhao
- 143-162 Director optimism and CEO equity compensation
by Cook, Douglas O. & Chowdhury, Jaideep & Zhang, Weiwei
- 163-187 Real-estate agent commission structure and sales performance
by Gautier, Pieter & Siegmann, Arjen & van Vuuren, Aico
- 188-213 Price convergence between credit default swap and put option: New evidence
by Chan, Ka Kei & Kolokolova, Olga & Lin, Ming-Tsung & Poon, Ser-Huang
- 214-231 Legal enforcement and fintech credit: International evidence
by Peng, Hongfeng & Ji, Jiao & Sun, Hanwen & Xu, Haofeng
- 232-250 Disagreement, speculation, and the idiosyncratic volatility
by Wang, Jianqiu & Wu, Ke & Pan, Jiening & Jiang, Ying
- 251-275 Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium
by Fuhrer, Adrian & Hock, Thorsten
- 276-300 Expected returns and risk in the stock market
by Brennan, M.J. & Taylor, Alex P.
- 301-320 US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks
by Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto
- 321-340 Cross-sectional uncertainty and expected stock returns
by Yu, Deshui & Huang, Difang
- 341-353 Policy risk and insider trading
by Akbulut, Mehmet E. & Ucar, Erdem
- 354-380 Burned by leverage? Flows and fragility in bond mutual funds
by Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian
- 381-409 Geographic diversification and corporate cash holdings
by Hong, Liu & Liu, Shiang
- 410-420 Do as they say or do as they do? — Uncovering the effects of inappropriate methods and unreliable data in boardroom diversity research
by Renz, Franziska M. & Vogel, Julian U.N. & Xie, Feixue
- 421-444 Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence
by Lee, Kuan-Hui & Wang, Shu-Feng
- 445-467 Estimating and testing skewness in a stochastic volatility model
by Lee, Cheol Woo & Kang, Kyu Ho
- 468-487 Income inequality, inflation and financial development
by Kim, Dong-Hyeon & Lin, Shu-Chin
- 488-509 The role of bad-news coverage and media environments in crash risk around the world
by Liu, Qigui & Tang, Jinghua & Li, Donghui & Xing, Lu
- 510-531 Disseminating information across connected firms — Analyst site visits can help
by Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi
- 532-556 Automated stock picking using random forests
by Breitung, Christian
2023, Volume 71, Issue C
- 1-12 Can we forecast better in periods of low uncertainty? The role of technical indicators
by Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P.
- 13-28 Option price implied information and REIT returns
by Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong
- 29-50 Forecasting tail risk measures for financial time series: An extreme value approach with covariates
by James, Robert & Leung, Henry & Leung, Jessica Wai Yin & Prokhorov, Artem
- 51-65 Coreversal: The booms and busts of arbitrage activities in China
by Liu, Xin & Qiu, Zhigang & Shen, Luyao & Zheng, Weinan
- 66-87 New kids on the block: The effect of Generation X directors on corporate performance
by He, Zhaozhao & Miletkov, Mihail K. & Staneva, Viktoriya
- 88-103 The PhD origins of finance faculty
by Jones, Todd R. & Xiong, Haoyang
- 104-124 The contributions of betas versus characteristics to the ESG premium
by Ciciretti, Rocco & Dalò, Ambrogio & Dam, Lammertjan
2023, Volume 70, Issue C
- 1-21 CEO networks and the labor market for directors
by Kim, Hyemin & Fahlenbrach, Rüdiger & Low, Angie
- 22-37 A robust Glasso approach to portfolio selection in high dimensions
by Ding, Wenliang & Shu, Lianjie & Gu, Xinhua
- 38-61 Salience theory in price and trading volume: Evidence from China
by Sun, Kaisi & Wang, Hui & Zhu, Yifeng
- 62-73 Spillover effects in managerial compensation
by Kieschnick, Robert & Shi, Wenyun
- 74-90 Limit order revisions across investor sophistication
by Chiu, Junmao & Chen, Chin-Ho
- 91-122 Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
by Nonejad, Nima
- 123-143 Capital mobility and the long-run return–risk trade-offs of industry portfolios
by Chen, Jia & Xu, Xin & Yao, Tong
- 144-164 The contribution of jump signs and activity to forecasting stock price volatility
by Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike
- 165-181 Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City
by Lepori, Gabriele M.
- 182-198 Forecasting intraday market risk: A marked self-exciting point process with exogenous renewals
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