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Content
2022, Volume 69, Issue C
- 185-207 Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes
by Lin, Tse-Chun & Liu, Jinyu & Ni, Xiaoran
- 208-223 Does subsidiary bank failure affect parents’ capital decisions? Evidence from US bank holding companies
by Wang, William Senyu
- 224-240 A corporate credit rating model with autoregressive errors
by Hirk, Rainer & Vana, Laura & Hornik, Kurt
- 241-264 Coskewness and reversal of momentum returns: The US and international evidence
by Dong, Liang & Dai, Yiqing & Haque, Tariq & Kot, Hung Wan & Yamada, Takeshi
- 265-284 Peer influence and the value of cash holdings
by Zhuang, Yuan & Nie, Jing & Wu, Weixing
- 285-302 Consumption risks in option returns
by Yang, Shuwen & Aretz, Kevin & Liu, Hening & Zhang, Yuzhao
2022, Volume 68, Issue C
- 1-19 Managerial commitment and heterogeneity in target-date funds
by Mao, Mike Qinghao & Wong, Ching Hin
- 20-33 COVID-19, bank deposits, and lending
by Dursun-de Neef, H. Özlem & Schandlbauer, Alexander
- 34-49 Mispricing chasing and hedge fund returns
by Ma, Tianyi & Li, Baibing & Tee, Kai-Hong
- 50-66 Economic evaluation of asset pricing models under predictability
by Hansen, Erwin
- 67-83 Technology shocks and stock returns: A long-term perspective
by Sharma, Susan Sunila & Narayan, Paresh Kumar
- 84-103 Religiosity and sovereign credit quality
by Hsieh, Wen-Liang G. & Wu, Wei-Shao & Tu, Anthony H.
- 104-115 Decision-based trades: An analysis of institutional investors’ information advantages
by Jiao, Yawen
- 116-132 Natural disasters and the role of regional lenders in economic recovery
by Celil, Hursit S. & Oh, Seungjoon & Selvam, Srinivasan
- 133-159 Forecasting earnings with combination of analyst forecasts
by Lin, Hai & Tao, Xinyuan & Wu, Chunchi
- 160-172 New evidence on Bayesian tests of global factor pricing models
by Qiao, Zhuo & Wang, Yan & Lam, Keith S.K.
- 173-189 How do bail-in amendments in Directive (EU) 2017/2399 affect the subordinated bond yields of EU G-SIBs?
by Velliscig, Giulio & Floreani, Josanco & Polato, Maurizio
- 190-215 Long-horizon stock valuation and return forecasts based on demographic projections
by Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena
- 216-231 It is not just What you say, but How you say it: Why tonality matters in central bank communication
by Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong
- 232-245 Multiple testing of the forward rate unbiasedness hypothesis across currencies
by Fu, Hsuan & Luger, Richard
- 246-260 Testing predictability of stock returns under possible bubbles
by Yang, Bingduo & Long, Wei & Yang, Zihui
2022, Volume 67, Issue C
- 1-18 Do connections pay off in the bitcoin market?
by Tsang, Kwok Ping & Yang, Zichao
- 19-38 Small is beautiful? How the introduction of mini futures contracts affects the regular contracts
by Greppmair, Stefan & Theissen, Erik
- 39-59 Partial moments and indexation investment strategies
by Huang, Jinbo & Li, Yong & Yao, Haixiang
- 60-77 Dynamic risk management and asset comovement
by Brøgger, Søren Bundgaard
- 78-99 The informativeness of regional GDP announcements: Evidence from China
by Hao, Rubin & Liao, Guanmin & Ding, Wenhong & Guan, Wei
- 100-132 The non-linear trade-off between return and risk and its determinants
by Cotter, John & Salvador, Enrique
- 133-151 Uncovered interest rate parity redux: Non-uniform effects
by Cheung, Yin-Wong & Wang, Wenhao
- 152-167 The anatomy of a fee change — evidence from cryptocurrency markets
by Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik
- 168-181 The role of information signals in determining crowdfunding outcomes
by Kim, Jin-Hyuk & Newberry, Peter & Qiu, Calvin
- 182-195 Depositor responses to a banking crisis: Are finance professionals special?
by Boyle, Glenn & Stover, Roger & Tiwana, Amrit & Zhylyevskyy, Oleksandr
- 196-216 Equity issues, creditor control and market timing patterns: Evidence from leverage decreasing recapitalizations
by Kisser, Michael & Rapushi, Loreta
- 217-230 US risk premia under emerging markets constraints
by Cavalcante-Filho, Elias & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno
- 231-252 Mutual fund (sub)advisor connections and crowds
by Beggs, William & DeVault, Luke
- 253-270 Corporate hedging fragility in the over-the-counter market
by Calluzzo, Paul & Dudley, Evan
- 271-287 The stock market tips
by Uzmanoglu, Cihan
- 288-317 Stock return prediction: Stacking a variety of models
by Zhao, Albert Bo & Cheng, Tingting
- 318-342 I only fear when I hear: How media affects insider trading in takeover targets
by Aleksanyan, Mark & Danbolt, Jo & Siganos, Antonios & Wu, Betty (H.T.)
2022, Volume 66, Issue C
- 1-22 Isolating momentum crashes
by Dierkes, Maik & Krupski, Jan
- 23-50 The impact of liquidity risk in the Chinese banking system on the global commodity markets
by Jo, Yonghwan & Kim, Jihee & Santos, Francisco
- 51-73 Cross-border M&As and credit risk: Evidence from the CDS market
by Ismailescu, Iuliana & Col, Burcin
- 74-98 Financial risk-taking, religiosity and denomination heterogeneity
by Li, Jian
- 99-120 Development banks and the syndicate structure: Evidence from a world sample
by Degl’Innocenti, Marta & Frigerio, Marco & Zhou, Si
- 121-136 Is idiosyncratic risk priced? The international evidence
by Brockman, Paul & Guo, Tao & Vivero, Maria Gabriela & Yu, Wayne
- 137-154 Reinsurance demand and liquidity creation: A search for bicausality
by Desjardins, Denise & Dionne, Georges & Koné, N’Golo
- 155-175 The diversification benefits and policy risks of accessing China’s stock market
by Shan, Chenyu & Tang, Dragon Yongjun & Wang, Sarah Qian & Zhang, Chang
- 176-195 Income, trading, and performance: Evidence from retail investors
by Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Zhai, Rui-Xiang
2022, Volume 65, Issue C
- 1-23 Non-marketability and one-day selling lockup
by Bian, Jiangze & Su, Tie & Wang, Jun
- 24-50 Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition
by Adcock, Christopher & Bessler, Wolfgang & Conlon, Thomas
- 51-76 The time-varying bond risk premia in China
by Zhang, Han & Guo, Bin & Liu, Lanbiao
- 77-98 Asymmetric effects of the limit order book on price dynamics
by Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou
- 99-124 A toolkit for exploiting contemporaneous stock correlations
by Hiraki, Kazuhiro & Sun, Chuanping
- 125-148 Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model
by Ulm, M. & Hambuckers, J.
2021, Volume 64, Issue C
- 1-22 City goes dark: Dark trading and adverse selection in aggregate markets
by Ibikunle, Gbenga & Aquilina, Matteo & Diaz-Rainey, Ivan & Sun, Yuxin
- 23-36 Oil price shocks and the US stock market: A nonlinear approach
by Hwang, Inwook & Kim, Jaebeom
- 37-52 Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data
by Ewald, Christian & Zou, Yihan
- 53-77 The price discovery role of day traders in futures market: Evidence from different types of day traders
by Fung, Scott & Tsai, Shih-Chuan
- 78-94 Executive risk-taking and the agency cost of debt
by Imes, Matthew & Anderson, Ronald
- 95-127 The predictive power of Nelson–Siegel factor loadings for the real economy
by Han, Yang & Jiao, Anqi & Ma, Jun
- 128-143 Caught in the crossfire: How the threat of hedge fund activism affects creditors
by Feng, Felix Zhiyu & Xu, Qiping & Zhu, Caroline H.
- 144-159 Machine learning loss given default for corporate debt
by Olson, Luke M. & Qi, Min & Zhang, Xiaofei & Zhao, Xinlei
- 160-182 Uncertainty, prospectus content, and the pricing of initial public offerings
by Crain, Nicholas & Parrino, Robert & Srinivasan, Raji
- 183-206 To be or not to be all-equity for firms that eliminate long-term debt
by D’Mello, Ranjan & Gruskin, Mark
- 207-223 On the stability of stablecoins
by Grobys, Klaus & Junttila, Juha & Kolari, James W. & Sapkota, Niranjan
- 224-246 Reinforcement learning and risk preference in equity linked notes markets
by Song, Reo & Jang, Sungha & Wang, Yingdi & Hanssens, Dominique M. & Suh, Jaebeom
- 247-271 Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution
by Rakowski, David & Yamani, Ehab
- 272-294 Time-dependent lottery preference and the cross-section of stock returns
by Lin, Chaonan & Chen, Hong-Yi & Ko, Kuan-Cheng & Yang, Nien-Tzu
- 295-316 Diversity and inclusion: Evidence from corporate inventors
by Cao, Chunfang & Li, Xiaohui & Li, Xiaoyang & Zeng, Cheng & Zhou, Xuan
- 317-336 Investment restrictions and fund performance
by Fulkerson, Jon A. & Hong, Xin
- 337-350 Follow the leader: Index tracking with factor models
by Jiang, Pan & Perez, M. Fabricio
- 351-378 Housing market spillovers through the lens of transaction volume: A new spillover index approach
by Yang, Jian & Tong, Meng & Yu, Ziliang
- 379-400 Gender and herding
by Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael
2021, Volume 63, Issue C
- 1-26 Predicting corporate policies using downside risk: A machine learning approach
by Avramov, Doron & Li, Minwen & Wang, Hao
- 27-41 Herding behaviour in P2P lending markets
by Caglayan, Mustafa & Talavera, Oleksandr & Zhang, Wei
- 42-56 Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
by Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei
- 57-72 The protective role of saving: Bayesian analysis of British panel data
by Brown, Sarah & Ghosh, Pulak & Pareek, Bhuvanesh & Taylor, Karl
- 73-95 Smoking hot portfolios? Trading behavior, investment biases, and self-control failure
by Uhr, Charline & Meyer, Steffen & Hackethal, Andreas
- 96-117 Household portfolio allocation, uncertainty, and risk
by Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher
- 118-135 Stock price fragility and the cost of bank loans
by Francis, Bill & Hasan, Iftekhar & Shen, Yinjie (Victor) & Ye, Pengfei
- 136-163 Risk optimizations on basis portfolios: The role of sorting
by Fays, Boris & Papageorgiou, Nicolas & Lambert, Marie
- 164-176 Do leveraged warrants prompt individuals to speculate on stock price reversals?
by Farkas, Miklós & Váradi, Kata
- 177-202 On the role of foreign directors: Evidence from cross-listed firms
by Ghosh, Chinmoy & He, Fan & Zhou, Haoyong
- 203-229 Bank stocks, risk factors, and tail behavior
by Yang, Huan & Cai, Jun & Huang, Lin & Marcus, Alan J.
- 230-251 Trading the foreign exchange market with technical analysis and Bayesian Statistics
by Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos
- 252-269 Forecasting stock returns with large dimensional factor models
by Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano
- 270-293 Media coverage and investment efficiency
by Gao, Xin & Xu, Weidong & Li, Donghui & Xing, Lu
- 294-322 Exploring risk premium factors for country equity returns
by Calice, Giovanni & Lin, Ming-Tsung
- 323-349 The transformed Gram Charlier distribution: Parametric properties and financial risk applications
by León, Ángel & Ñíguez, Trino-Manuel
- 350-364 Do negative interest rates affect bank risk-taking?
by Bongiovanni, Alessio & Reghezza, Alessio & Santamaria, Riccardo & Williams, Jonathan
- 365-391 Investor sentiment and stock returns: Global evidence
by Wang, Wenzhao & Su, Chen & Duxbury, Darren
- 392-413 Is convexity efficiently priced? Evidence from international swap markets
by Rebonato, Riccardo & Ronzani, Riccardo
2021, Volume 62, Issue C
- 1-11 Diversification in lottery-like features and portfolio pricing discount: Evidence from closed-end funds
by Liu, Xin
- 12-27 Tariff uncertainty and firm innovation: Evidence from the U.S.–China Permanent Normal Trade Relation
by Chen, Tao & Gao, Huasheng & Wang, Yuxi
- 28-45 Deciphering big data in consumer credit evaluation
by Jiang, Jinglin & Liao, Li & Lu, Xi & Wang, Zhengwei & Xiang, Hongyu
- 46-61 Forecasting volatility using double shrinkage methods
by Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye
- 62-86 Does the executive labor market discipline? Labor market incentives and earnings management
by Peng, Qiyuan & Yin, Sirui
- 87-106 Government Affiliation and Peer-To-Peer Lending Platforms in China
by Jiang, Jinglin & Liao, Li & Wang, Zhengwei & Zhang, Xiaoyan
- 107-120 Trading activity and price discovery in Bitcoin futures markets
by Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy
- 121-140 Executive compensation and aspirational peer benchmarking
by Schneider, Thomas Ian
- 141-158 Hedge funds and their prime broker analysts
by Chung, Sung Gon & Kulchania, Manoj & Teo, Melvyn
- 159-178 Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings
by Merkle, Christoph & Sextroh, Christoph J.
- 179-201 Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
by Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu
- 202-219 What does a term structure model imply about very long-term interest rates?
by Balter, Anne G. & Pelsser, Antoon & Schotman, Peter C.
- 220-233 Mortgage credit growth for lower-income borrowers during the 2000s housing boom: Evidence and implications
by Rojas, Alejandro
- 234-251 Whose money is smart? Individual and institutional investors’ trades based on analyst recommendations
by Kong, Dongmin & Lin, Chen & Liu, Shasha & Tan, Weiqiang
- 252-265 Volatility cascades in cryptocurrency trading
by Gradojevic, Nikola & Tsiakas, Ilias
- 266-281 Timing is money: The factor timing ability of hedge fund managers
by Osinga, Albert Jakob & Schauten, Marc B.J. & Zwinkels, Remco C.J.
- 282-293 Predictive regression with p-lags and order-q autoregressive predictors
by Jayetileke, Harshanie L. & Wang, You-Gan & Zhu, Min
- 294-314 Does vega-neutral options trading contain information?
by Lee, Jaeram & Ryu, Doojin & Yang, Heejin
- 315-326 In search of retail investors: The effect of retail investor attention on odd lot trades
by Kupfer, Alexander & Schmidt, Markus G.
- 327-345 Do financial variables help predict the conditional distribution of the market portfolio?
by Shamsi Zamenjani, Azam
2021, Volume 61, Issue C
- 1-17 Trader positions in VIX futures
by Chen, Yu-Lun & Yang, J. Jimmy
- 18-33 Share pledging, payout policy, and the value of cash holdings
by Chou, Robin K. & Wang, Yu-Chun & Jimmy Yang, J.
- 34-56 Can interest rate factors explain exchange rate fluctuations?
by Yung, Julieta
- 57-81 Improved inference for fund alphas using high-dimensional cross-sectional tests
by Cheng, Tingting & Yan, Cheng & Yan, Yayi
- 82-102 Drivers of economic and financial integration: A machine learning approach
by Akbari, Amir & Ng, Lilian & Solnik, Bruno
- 103-117 Tracking performance of VIX futures ETPs
by Gehricke, Sebastian A. & Zhang, Jin E.
- 118-138 Investment, idiosyncratic risk, and growth options
by Liu, Clark & Wang, Shujing
- 139-162 Tournament incentives, age diversity and firm performance
by Talavera, Oleksandr & Yin, Shuxing & Zhang, Mao
- 163-179 The valuation effect of stock dividends or splits: Evidence from a catering perspective
by Hu, Conghui & Liu, Yu-Jane & Xu, Xin
- 180-205 Global equity market leadership positions through implied volatility measures
by Parhizgari, A.M. & Padungsaksawasdi, Chaiyuth
- 206-229 From watchdog to watchman: Do independent directors monitor a CEO of their own age?
by Fan, Yaoyao & Jiang, Yuxiang & John, Kose & Liu, Frank Hong
2021, Volume 60, Issue C
- 1-15 Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey
by Li, Rui & Wang, Tianyu & Zhou, Mingshan
- 16-38 Liquidity provider incentives in fragmented securities markets
by Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven
- 39-55 Housing returns, precautionary savings and consumption: Micro evidence from China
by Pan, Xuefeng & Wu, Weixing
- 56-73 Modeling the cross-section of stock returns using sensible models in a model pool
by Chiang, I-Hsuan Ethan & Liao, Yin & Zhou, Qing
- 74-93 Mutual fund performance: Using bespoke benchmarks to disentangle mandates, constraints and skill
by Beber, Alessandro & Brandt, Michael W. & Cen, Jason & Kavajecz, Kenneth A.
- 94-109 Non-parametric momentum based on ranks and signs
by Chen, Tsung-Yu & Chou, Pin-Huang & Ko, Kuan-Cheng & Rhee, S. Ghon
2020, Volume 59, Issue C
- 1-24 Industry equi-correlation: A powerful predictor of stock returns
by Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng
- 25-51 Investment income taxes and private equity acquisition activity
by Holcomb, Alex & Mason, Paul & Zhang, Harold H.
- 52-67 Does financial reporting regulation influence the value of cash holdings?
by Karpuz, Ahmet & Kim, Kirak & Ozkan, Neslihan
- 68-87 Does product market competition affect corporate governance? Evidence from corporate takeovers
by Oh, Frederick Dongchuhl & Shin, Sean Seunghun
- 88-108 Innovate or die: Corporate innovation and bankruptcy forecasts
by Bai, Qing & Tian, Shaonan
- 109-132 Retail investor attention and herding behavior
by Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun
- 133-153 Volatility forecasts, proxies and loss functions
by Reschenhofer, Erhard & Mangat, Manveer Kaur & Stark, Thomas
- 154-171 Short trading and short investing
by Blocher, Jesse & Haslag, Peter & Zhang, Chi
- 172-192 Cash-flow or return predictability at long horizons? The case of earnings yield
by Maio, Paulo & Xu, Danielle
- 193-209 Dissecting the idiosyncratic volatility anomaly
by Chen, Linda H. & Jiang, George J. & Xu, Danielle D. & Yao, Tong
- 210-234 On the stability of portfolio selection models
by Cesarone, Francesco & Mango, Fabiomassimo & Mottura, Carlo Domenico & Ricci, Jacopo Maria & Tardella, Fabio
- 235-256 Beta dispersion and market timing
by Kuntz, Laura-Chloé
- 257-277 Does program trading contribute to excess comovement of stock returns?
by Li, Mingyi & Yin, Xiangkang & Zhao, Jing
- 278-299 Artificial Intelligence Alter Egos: Who might benefit from robo-investing?
by D’Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve
2020, Volume 58, Issue C
- 1-18 Disaggregation and the equity premium puzzle
by Wilson, Matthew S.
- 19-35 Information shares in a two-tier FX market
by Piccotti, Louis R. & Schreiber, Ben Z.
- 36-49 Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection
by Fang, Tong & Lee, Tae-Hwy & Su, Zhi
- 50-74 Beta and firm age
by Chincarini, Ludwig B. & Kim, Daehwan & Moneta, Fabio
- 75-95 Equity premium prediction and the state of the economy
by Tsiakas, Ilias & Li, Jiahan & Zhang, Haibin
- 96-120 Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions
by Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank
- 121-138 The economic value of VIX ETPs
by Christensen, Kim & Christiansen, Charlotte & Posselt, Anders M.
- 139-163 Mispricing firm-level productivity
by Ang, Tze Chuan ‘Chewie’ & Lam, F.Y. Eric C. & Wei, K.C. John
- 164-180 Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
- 181-206 Stock market illiquidity, bargaining power and the cost of borrowing
by Chen, Jiayuan & Gong, Di & Muckley, Cal
- 207-225 Testing for explosive bubbles in the presence of autocorrelated innovations
by Pedersen, Thomas Quistgaard & Schütte, Erik Christian Montes
- 226-246 Date-stamping multiple bubble regimes
by Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J.
- 247-274 The information content of the term structure of risk-neutral skewness
by Borochin, Paul & Chang, Hao & Wu, Yangru
- 275-292 The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model
by Iseringhausen, Martin
- 293-315 Forced retirement risk and portfolio choice
by Chen, Guodong & Lee, Minjoon & Nam, Tong-yob
- 316-332 The beauty contest between systemic and systematic risk measures: Assessing the empirical performance
by Cipollini, Fabrizio & Giannozzi, Alessandro & Menchetti, Fiammetta & Roggi, Oliviero
- 333-355 Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach
by Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai
- 356-368 A comparison of non-Gaussian VaR estimation and portfolio construction techniques
by Allen, David & Lizieri, Colin & Satchell, Stephen
- 369-385 Time varying integration of European stock markets and monetary drivers
by Lee, Hyunchul & Kim, Heeho
- 386-411 Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy
by Francis, Bill B. & Hunter, Delroy M. & Kelly, Patrick J.
- 412-435 Conditional extreme risk, black swan hedging, and asset prices
by Rhee, S. Ghon & Wu, Feng (Harry)
- 436-452 Turning local: Home-bias dynamics of relocating foreigners
by Florentsen, Bjarne & Nielsson, Ulf & Raahauge, Peter & Rangvid, Jesper
2020, Volume 57, Issue C
- 1-15 Communication and financial supervision: How does disclosure affect market stability?
by Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea
- 16-32 Testing moving average trading strategies on ETFs
by Huang, Jing-Zhi & Huang, Zhijian (James)
- 33-51 When is a MAX not the MAX? How news resolves information uncertainty
by Tao, Ran & Brooks, Chris & Bell, Adrian R.
- 52-70 Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits
by Ji, Jingru & Wang, Donghua & Xu, Dinghai & Xu, Chi
- 71-88 Board independence and firm value: A quasi-natural experiment using Taiwanese data
by Fan, Yaoyao & Jiang, Yuxiang & Kao, Mao-Feng & Liu, Frank Hong
- 89-106 Biased information weight processing in stock markets
by Mohrschladt, Hannes & Langer, Thomas
- 107-124 Modeling CDS spreads: A comparison of some hybrid approaches
by Ballestra, Luca Vincenzo & Pacelli, Graziella & Radi, Davide
2020, Volume 56, Issue C
- 1-18 Value at risk, cross-sectional returns and the role of investor sentiment
by Bi, Jia & Zhu, Yifeng
- 19-41 National culture and housing credit
by Gaganis, Chrysovalantis & Hasan, Iftekhar & Pasiouras, Fotios
- 42-73 Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro
by Lindman, Sebastian & Tuvhag, Tom & Jayasekera, Ranadeva & Uddin, Gazi Salah & Troster, Victor
- 74-93 High-frequency trading and institutional trading costs
by Chen, Marie & Garriott, Corey
- 94-104 Is the presidential premium spurious?
by Sy, Oumar & Zaman, Ashraf Al
- 105-125 Issuer IPO underpricing and Directed Share Program (DSP)
by Chong, Beng Soon & Liu, Zhenbin
2020, Volume 55, Issue C
- 1-20 Factor state–space models for high-dimensional realized covariance matrices of asset returns
by Gribisch, Bastian & Hartkopf, Jan Patrick & Liesenfeld, Roman
- 21-42 Does political connection distort competition and encourage corporate risk taking? International evidence
by Otchere, Isaac & Senbet, Lemma W. & Zhu, Pengcheng
- 43-59 General managerial skills and corporate social responsibility
by Chen, Jie & Liu, Xicheng & Song, Wei & Zhou, Si
- 60-82 Do structural breaks in volatility cause spurious volatility transmission?
by Caporin, Massimiliano & Malik, Farooq
- 104-118 The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market
by Wan, Xiaoyuan
- 119-142 Do mega-mergers create value? The acquisition experience and mega-deal outcomes
by Hu, Nan & Li, Lu & Li, Hui & Wang, Xing
- 143-160 Global investigation on the country-level idiosyncratic volatility and its determinants
by Caglayan, Mustafa Onur & Xue, Wenjun & Zhang, Liwen
- 161-176 Are female top executives more risk-averse or more ethical? Evidence from corporate cash holdings policy
by Doan, Trang & Iskandar-Datta, Mai
- 177-199 The long-run reversal in the long run: Insights from two centuries of international equity returns
by Zaremba, Adam & Kizys, Renatas & Raza, Muhammad Wajid
- 200-217 Forecasting stock returns: A predictor-constrained approach
by Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong
- 218-240 Mutual fund selection for realistically short samples
by Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L.
2019, Volume 54, Issue C
- 1-21 Estimation and model-based combination of causality networks among large US banks and insurance companies
by Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto
- 22-38 Perceived information, short interest, and institutional demand
by Chung, Chune Young & DeVault, Luke & Wang, Kainan
- 39-57 Investor target prices
by Huang, Shiyang & Liu, Xin & Yin, Chengxi
- 58-76 Range-based DCC models for covariance and value-at-risk forecasting
by Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter
- 77-96 Information uncertainty and the pricing of liquidity
by Kang, Wenjin & Li, Nan & Zhang, Huiping
- 97-117 Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
by Zhang, Yaojie & Ma, Feng & Wang, Yudong
- 118-142 Balanced predictive regressions
by Ren, Yu & Tu, Yundong & Yi, Yanping
- 143-165 Asset pricing with extreme liquidity risk
by Wu, Ying
- 166-189 Asset pricing model uncertainty
by Borup, Daniel
- 190-212 What causes the asymmetric correlation in stock returns?
by Chung, Y. Peter & Hong, Hyun A. & Kim, S. Thomas
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