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Content
2020, Volume 72, Issue C
- S1057521920302416 Managerial career concerns and the content of corporate disclosures: An analysis of the tone of earnings press releases
by Arslan-Ayaydin, Özgür & Bishara, Norman & Thewissen, James & Torsin, Wouter
- S1057521920302441 Impact of directors' networks on corporate social responsibility: A cross country study
by Nandy, Monomita & Lodh, Suman & Kaur, Jaskaran & Wang, Jin
- S1057521920302489 Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis
by Bouri, Elie & Lucey, Brian & Saeed, Tareq & Vo, Xuan Vinh
- S105752192030209X Leverage and valuation effects: How global liquidity shapes sectoral balance sheets
by Carvalho, Daniel
- S105752192030212X Does foreign exchange risk matter to equity research analysts when forecasting stock prices? Evidence from U.S. firms
by Ho, Tuan & Nguyen, Yen & Parikh, Bhavik & Vo, Dinh-Tri
2020, Volume 71, Issue C
- S1057521918305702 Stock liquidity premium with stochastic price impact and exogenous trading strategy
by Stereńczak, Szymon
- S1057521918305763 Foreign institutional ownership and corporate cash holdings: Evidence from emerging economies
by Loncan, Tiago
- S1057521918305921 Capital market pressure, real earnings management, and institutional ownership stability - Evidence from Poland
by Kałdoński, Michał & Jewartowski, Tomasz & Mizerka, Jacek
- S1057521918306124 The role of lender country factors in cross border bank lending
by Barrell, Ray & Nahhas, Abdulkader
- S1057521918306136 Asymmetric mean reversion of Bitcoin price returns
by Corbet, Shaen & Katsiampa, Paraskevi
- S1057521918306148 The economic importance of rare earth elements volatility forecasts
by Proelss, Juliane & Schweizer, Denis & Seiler, Volker
- S1057521918306227 Investing in gold – Market timing or buy-and-hold?
by Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie
- S1057521919304284 Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage
by Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth
- S1057521919305381 Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework
by Zhang, Weiping & Zhuang, Xintian & Lu, Yang & Wang, Jian
- S1057521920301150 Comparative advantages of regional versus national banks in alleviating SME's financial constraints
by Meslier, Céline & Sauviat, Alain & Yuan, Dian
- S1057521920301381 Herd behaviour & investor sentiment: Evidence from UK mutual funds
by Hudson, Yawen & Yan, Meilan & Zhang, Dalu
- S1057521920301502 Price discovery and microstructure in ether spot and derivative markets
by Alexander, Carol & Choi, Jaehyuk & Massie, Hamish R.A. & Sohn, Sungbin
- S1057521920301514 Machine learning as an early warning system to predict financial crisis
by Samitas, Aristeidis & Kampouris, Elias & Kenourgios, Dimitris
- S1057521920301538 The hedging effect of green bonds on carbon market risk
by Jin, Jiayu & Han, Liyan & Wu, Lei & Zeng, Hongchao
- S1057521920301563 Commodity prices and GDP growth
by Ge, Yiqing & Tang, Ke
- S1057521920301575 Individual analysts, stock return synchronicity and information efficiency
by Hou, Jianlei & Zhao, Shangmei & Yang, Haijun
- S1057521920301599 They're back! Post-financialization diversification benefits of commodities
by Gagnon, Marie-Hélène & Manseau, Guillaume & Power, Gabriel J.
- S1057521920301617 On-balance-sheet duration hedging and firm value
by Dai, Ya & Guo, Liang & Zhang, Hongxian & Liu, Yu
- S1057521920301642 Cooperative financial institutions: A review of the literature
by McKillop, Donal & French, Declan & Quinn, Barry & Sobiech, Anna L. & Wilson, John O.S.
- S1057521920301654 Crude oil price volatility and equity return predictability: A comparative out-of-sample study
by Nonejad, Nima
- S1057521920301678 Abnormal operating performance in IPOs: Does public float matter?
by Meles, Antonio & Salerno, Dario
- S1057521920301691 The dilemma of government intervention in a firm's financing: Evidence from China
by Fu, Tong
- S1057521920301708 Searching for safe-haven assets during the COVID-19 pandemic
by Ji, Qiang & Zhang, Dayong & Zhao, Yuqian
- S1057521920301782 Bank competition, concentration and EU SME cost of debt
by Wang, Xiaodong & Han, Liang & Huang, Xing
- S1057521920301794 Spreading the sin: An empirical assessment from corporate takeovers
by Guidi, Marco & Sogiakas, Vasilios & Vagenas-Nanos, Evangelos & Verwijmeren, Patrick
- S1057521920301800 Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty
by Apergis, Nicholas & Chatziantoniou, Ioannis & Cooray, Arusha
- S1057521920301812 Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?
by Lv, Fei & Yang, Chen & Fang, Libing
- S1057521920301824 Serial SEOs and capital structure
by Stamou, Sofia C. & Huang, Winifred & Coakley, Jerry
- S1057521920301836 Is herding spurious or intentional? Evidence from analyst recommendation revisions and sentiment
by Guo, Jiaqi & Holmes, Phil & Altanlar, Ali
- S1057521920301848 Examining the relationship between policy uncertainty and market uncertainty across the G7
by Smales, Lee A.
- S1057521920301861 Institutional investment in online business lending markets
by Cummins, Mark & Mac an Bhaird, Ciarán & Rosati, Pierangleo & Lynn, Theo
- S1057521920301873 Institutional characteristics and the development of crowdfunding across countries
by Di Pietro, Francesca & Butticè, Vincenzo
- S1057521920301885 Risk spillovers between FinTech and traditional financial institutions: Evidence from the U.S
by Li, Jianping & Li, Jingyu & Zhu, Xiaoqian & Yao, Yinhong & Casu, Barbara
- S1057521920301897 Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach
by Maghyereh, Aktham & Abdoh, Hussein
- S1057521920301903 Predicting stock returns in the presence of COVID-19 pandemic: The role of health news
by Salisu, Afees A. & Vo, Xuan Vinh
- S1057521920301915 Money creation within the macroeconomy: An integrated model of banking
by Li, Boyao & Wang, Yougui
- S1057521920301927 Tournament-based incentives and mergers and acquisitions
by Nguyen, Nam H. & Phan, Hieu V. & Phan, Hung V. & Tran, Dung T.T. & Vo, Hong
- S1057521920301939 Short-selling, margin-trading, and stock liquidity: Evidence from the Chinese stock markets
by Ye, Qing & Zhou, Shengjie & Zhang, Jie
- S1057521920301940 Fund manager conviction and investment performance
by Jin, Liang & Taffler, Richard & Eshraghi, Arman & Tosun, Onur Kemal
- S1057521920301952 Does Bitcoin still own the dominant power? An intraday analysis
by Wang, Jinghua & Ngene, Geoffrey M.
- S1057521920301964 Which sentiment index is more informative to forecast stock market volatility? Evidence from China
by Liang, Chao & Tang, Linchun & Li, Yan & Wei, Yu
- S1057521920301976 Do measures of systemic risk predict U.S. corporate bond default rates?
by Kanas, Angelos & Molyneux, Philip
- S1057521920301988 Women on corporate boards and corporate financial and non-financial performance: A systematic literature review and future research agenda
by Nguyen, Thi Hong Hanh & Ntim, Collins G. & Malagila, John K.
- S1057521920302003 Credit risk assessment in real estate investment trusts: A perspective on blockholding and lending networks
by Kanno, Masayasu
- S1057521920302015 Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach
by Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien
- S1057521920302106 Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility
by Fang, Tong & Su, Zhi & Yin, Libo
- S1057521920302155 Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets
by Corbet, Shaen & Katsiampa, Paraskevi & Lau, Chi Keung Marco
- S1057521920302210 A novel dual-weighted fuzzy proximal support vector machine with application to credit risk analysis
by Yu, Lean & Yao, Xiao & Zhang, Xiaoming & Yin, Hang & Liu, Jia
- S1057521920302246 The consumption response to household leverage in China: The role of investment at household level
by Zhang, Dongyang & Guo, Rui
- S105752192030168X Meta-analysis in finance research: Opportunities, challenges, and contemporary applications
by Geyer-Klingeberg, Jerome & Hang, Markus & Rathgeber, Andreas
- S105752192030185X Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis
by Qiao, Xingzhi & Zhu, Huiming & Hau, Liya
- S105752192030199X Do narrative-related disclosures predict corporate failure? Evidence from UK non-financial publicly quoted firms
by Elsayed, Mohamed & Elshandidy, Tamer
2020, Volume 70, Issue C
- S1057521917301801 Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall
by Del Brio, Esther B. & Mora-Valencia, Andrés & Perote, Javier
- S1057521919302224 Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management
by Tsuji, Chikashi
- S1057521920301393 Information-based trading and information propagation: Evidence from the exchange traded fund market
by Xu, Liao & Xu, Lu & Zhao, Jing & Zhao, Yang
- S1057521920301411 Spillover among financial, industrial and consumer uncertainties. The case of EU member states
by Śmiech, Sławomir & Papież, Monika & Shahzad, Syed Jawad Hussain
- S1057521920301423 Pricing inefficiencies and feedback trading: Evidence from country ETFs
by Kallinterakis, Vasileios & Liu, Fei & Pantelous, Athanasios A. & Shao, Jia
- S1057521920301435 Beyond narrative disclosure tone: The upper echelons theory perspective
by Bassyouny, Hesham & Abdelfattah, Tarek & Tao, Lei
- S1057521920301447 Corruption and innovation in private firms: Does gender matter?
by Wellalage, Nirosha Hewa & Fernandez, Viviana & Thrikawala, Sujani
- S1057521920301459 Parent-subsidiary dispersion and executive excess perks consumption
by Li, Bin & Yao, Yao & Shahab, Yasir & Li, Hai-Xia & Ntim, Collins G.
- S1057521920301460 Profitability of momentum strategies in Latin America
by Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo
- S1057521920301472 How do firms overcome financial constraint anxiety to survive in the market? Evidence from large manufacturing data
by Zhang, Dongyang
- S1057521920301484 Corporate social responsibility, corporate financial performance and the confounding effects of economic fluctuations: A meta-analysis
by Huang, Kaixing & Sim, Nicholas & Zhao, Hong
- S1057521920301496 On the effects of uncertainty measures on sustainability indices: An empirical investigation in a nonlinear framework
by de Oliveira, Erick Meira & Cunha, Felipe Arias Fogliano de Souza & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Maçaira, Paula Medina
- S1057521920301526 Are frequent acquirers more entrenched?
by Mishra, Chandra S.
- S1057521920301551 Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic
by Bergsma, Kelley & Tayal, Jitendra
- S1057521920301587 How do financial analysts implement the Sum-of-the-Parts (SOTP) valuation framework?
by Chlomou, Grigoria & Demirakos, Efthimios
- S1057521920301605 Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry
by Zhu, Zhaobo & Ji, Qiang & Sun, Licheng & Zhai, Pengxiang
- S1057521920301629 Does Bitcoin behave as a currency?: A standard monetary model approach
by Hui, Cho-Hoi & Lo, Chi-Fai & Chau, Po-Hon & Wong, Andrew
- S1057521920301630 Delineating social finance
by Andrikopoulos, Andreas
- S1057521920301666 Media tone and expected stock returns
by Liu, Sha & Han, Jingguang
- S105752192030137X Discount or premium? Pricing of structured products: An analysis of Chinese market
by Chen, Rongda & Zhou, Hanxian & Jin, Chenglu & Liu, Jia
- S105752192030140X COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
by Sharif, Arshian & Aloui, Chaker & Yarovaya, Larisa
- S105752192030154X Bearing an imprint: CEOs' early-life experience of the Great Chinese Famine and stock price crash risk
by Long, Wenbin & Tian, Gary Gang & Hu, Jun & Yao, Daifei (Troy)
2020, Volume 69, Issue C
- S1057521918303880 The run-up to the global financial crisis: A longer historical view of financial liberalization, capital inflows, and asset bubbles
by Roy, Saktinil & Kemme, David M.
- S1057521919305320 Liquidity commonality and high frequency trading: Evidence from the French stock market
by Anagnostidis, Panagiotis & Fontaine, Patrice
- S1057521919306301 More heat than light: Investor attention and bitcoin price discovery
by Ibikunle, Gbenga & McGroarty, Frank & Rzayev, Khaladdin
- S1057521920301071 Liquidity, implied volatility and tail risk: A comparison of liquidity measures
by Ramos, Henrique Pinto & Righi, Marcelo Brutti
- S1057521920301083 Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis
by Kwabi, Frank O. & Boateng, Agyenim & Du, Min
- S1057521920301095 Dynamic volatility spillover effects between oil and agricultural products
by Yip, Pick Schen & Brooks, Robert & Do, Hung Xuan & Nguyen, Duc Khuong
- S1057521920301101 Uncovering the time-varying relationship between commonality in liquidity and volatility
by Chuliá, Helena & Koser, Christoph & Uribe, Jorge M.
- S1057521920301113 Collateral haircuts and bond yields in the European government bond markets
by Nguyen, Minh
- S1057521920301125 The financial market effects of international aviation disasters
by Akyildirim, Erdinc & Corbet, Shaen & Efthymiou, Marina & Guiomard, Cathal & O'Connell, John F. & Sensoy, Ahmet
- S1057521920301137 Time series momentum and macroeconomic risk
by Hutchinson, Mark C. & O'Brien, John
- S1057521920301149 The influence of oil prices on the banking sector in oil-exporting economies: Is there a psychological barrier?
by Alqahtani, Faisal & Samargandi, Nahla & Kutan, Ali M.
- S1057521920301162 Fetching better deals from creditors: Board busyness, agency relationships and the bank cost of debt
by Trinh, Vu Quang & Aljughaiman, Abdullah A. & Cao, Ngan Duong
- S1057521920301174 Is financial advice a cure-all or the icing on the cake for financial literacy? Evidence from financial market participation in China
by Pan, Xuefeng & Wu, Weixing & Zhang, Xuyang
- S105752191930362X Does oil price have similar effects on the exchange rates of BRICS?
by Lin, Boqiang & Su, Tong
- S105752192030106X News sentiment in the cryptocurrency market: An empirical comparison with Forex
by Rognone, Lavinia & Hyde, Stuart & Zhang, S. Sarah
2020, Volume 68, Issue C
- S1057521917300972 Do corporations learn from mispricing? Evidence from takeovers and corporate performance
by Adra, Samer & Barbopoulos, Leonidas G.
- S1057521918304587 Global financial crisis and rising connectedness in the international commodity markets
by Zhang, Dayong & Broadstock, David C.
- S1057521918304599 Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective
by Sun, Xiaolei & Wang, Jun & Yao, Yanzhen & Li, Jingyu & Li, Jianping
- S1057521918304605 Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS
by Ji, Qiang & Liu, Bing-Yue & Zhao, Wan-Li & Fan, Ying
- S1057521918304964 Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models
by Yu, Lean & Zha, Rui & Stafylas, Dimitrios & He, Kaijian & Liu, Jia
- S1057521918305015 Do environmentally sustainable practices lead to financially less constrained firms? International evidence
by Banerjee, Rajabrata & Gupta, Kartick & Mudalige, Priyantha
- S1057521918305131 Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach
by Baltuttis, Dennik & Töppel, Jannick & Tränkler, Timm & Wiethe, Christian
- S1057521918305179 Identifying influential energy stocks based on spillover network
by Wang, Ze & Gao, Xiangyun & An, Haizhong & Tang, Renwu & Sun, Qingru
- S1057521918305209 The volatility linkage between energy and agricultural futures markets with external shocks
by Han, Liyan & Jin, Jiayu & Wu, Lei & Zeng, Hongchao
- S1057521918307555 Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models
by Gupta, Rangan & Huber, Florian & Piribauer, Philipp
- S1057521919301000 Organization capital and corporate cash holdings
by Marwick, Alex & Hasan, Mostafa Monzur & Luo, Tianpei
- S1057521919301164 Financialization and de-financialization of commodity futures: A quantile regression approach
by Bianchi, Robert J. & Fan, John Hua & Todorova, Neda
- S1057521919301371 Constructing inverse factor volatility portfolios: A risk-based asset allocation for factor investing
by Shimizu, Hidehiko & Shiohama, Takayuki
- S1057521919302510 The impact of regulations on compliance costs, risk-taking, and reporting quality of the EU banks
by Poshakwale, Sunil & Aghanya, Daniel & Agarwal, Vineet
- S1057521919302583 Readability of narrative disclosures, and corporate liquidity and payout policies
by Hasan, Mostafa Monzur & Habib, Ahsan
- S1057521919302947 CEO power and stock price crash risk in China: Do female directors' critical mass and ownership structure matter?
by Shahab, Yasir & Ntim, Collins G. & Ullah, Farid & Yugang, Chen & Ye, Zhiwei
- S1057521919303904 Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach
by Sun, Xiaolei & Liu, Chang & Wang, Jun & Li, Jianping
- S1057521919304703 Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX
by Andrikopoulos, Athanasios & Dassiou, Xeni & Zheng, Min
- S1057521919304764 Does proprietary day trading provide liquidity at a cost to investors?
by Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng
- S1057521919305149 Efficient willow tree method for variable annuities valuation and risk management☆
by Dong, Bing & Xu, Wei & Sevic, Aleksandar & Sevic, Zeljko
- S1057521919305642 Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market
by Sensoy, Ahmet & Serdengeçti, Süleyman
2020, Volume 67, Issue C
- v:67:y:2020:i:c:s1057521919302522 Do productive firms get external finance? Evidence from Chinese listed manufacturing firms
by Chen, Minjia & Matousek, Roman
- v:67:y:2020:i:c:s1057521919300389 Media coverage and stock price synchronicity
by Dang, Tung Lam & Dang, Man & Hoang, Luong & Nguyen, Lily & Phan, Hoang Long
- v:67:y:2020:i:c:s1057521919304016 Stock market integration in East and Southeast Asia: The role of global factors
by Wu, Fei
- v:67:y:2020:i:c:s1057521918308068 Sovereign wealth funds: Past, present and future
by Bahoo, Salman & Alon, Ilan & Paltrinieri, Andrea
- v:67:y:2020:i:c:s1057521919303126 Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China
by Xia, Tongshui & Yao, Chen-Xi & Geng, Jiang-Bo
- v:67:y:2020:i:c:s1057521918307890 The role of hormones in financial markets
by Bose, Subir & Ladley, Daniel & Li, Xin
- v:67:y:2020:i:c:s1057521919303254 Liquidity creation and funding ability during the interbank lending crunch
by Beladi, Hamid & Hu, May & Park, Jason & How, Janice
- v:67:y:2020:i:c:s1057521919304818 Social media effect, investor recognition and the cross-section of stock returns
by Meng, Xiangtong & Zhang, Wei & Li, Youwei & Cao, Xing & Feng, Xu
- v:67:y:2020:i:c:s1057521919302200 Three-level network analysis of the North American natural gas price: A multiscale perspective
by Liu, Shuyu & Huang, Shupei & Chi, Yuxi & Feng, Sida & Li, Yang & Sun, Qingru
- v:67:y:2020:i:c:s1057521919303187 Asymmetric implied market volatility and terrorist attacks
by Bevilacqua, Mattia & Morelli, David & Uzan, Paola Sultana Renée
- v:67:y:2020:i:c:s1057521919301802 Hedge fund strategies: A non-parametric analysis
by Canepa, Alessandra & de la O. González, María & Skinner, Frank S.
- v:67:y:2020:i:c:s1057521918306641 Are hedge funds active market liquidity timers?
by Li, Chenlu & Li, Baibing & Tee, Kai-Hong
- v:67:y:2020:i:c:s1057521918307579 Credit risk and the business cycle: What do we know?
by Chortareas, Georgios & Magkonis, Georgios & Zekente, Kalliopi-Maria
- v:67:y:2020:i:c:s1057521918307919 Financing decisions: The case of convertible bonds
by Del Viva, Luca & El Hefnawy, Menatalla
- v:67:y:2020:i:c:s1057521918307774 Optimal asset allocation using a combination of implied and historical information
by Cheang, Chi Wan & Olmo, Jose & Ma, Tiejun & Sung, Ming-Chien & McGroarty, Frank
- v:67:y:2020:i:c:s1057521919303734 Management compensation contracts and distribution policies in the US technology sector
by Grey, Colette & Flynn, Antoinette & Donnelly, Ray
- v:67:y:2020:i:c:s1057521919300584 Who influences the fundamental value of commodity futures in Japan?
by Iwatsubo, Kentaro & Watkins, Clinton
- v:67:y:2020:i:c:s105752191930273x Sensitivity to sentiment: News vs social media
by Gan, Baoqing & Alexeev, Vitali & Bird, Ron & Yeung, Danny
- v:67:y:2020:i:c:s105752191930540x Investors' time preferences and takeover performance
by Breuer, Wolfgang & Ghufran, Bushra & Salzmann, Astrid Juliane
2019, Volume 66, Issue C
- v:66:y:2019:i:c:s1057521919300742 Analyst tipping: Evidence on Finnish stocks
by Mao, Ruiqi & Segara, Reuben & Westerholm, Joakim
- v:66:y:2019:i:c:s1057521919301644 Innovation and SME finance: Evidence from developing countries
by Wellalage, Nirosha Hewa & Fernandez, Viviana
- v:66:y:2019:i:c:s1057521918306677 Optimism, volatility and decision-making in stock markets
by Rocciolo, Francesco & Gheno, Andrea & Brooks, Chris
- v:66:y:2019:i:c:s1057521919300869 Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data
by Khoja, Layla & Chipulu, Maxwell & Jayasekera, Ranadeva
- v:66:y:2019:i:c:s1057521918307828 Direct overseas listing versus cross-listing: A multivalued treatment effects analysis of Chinese listed firms
by Li, Hong
- v:66:y:2019:i:c:s1057521918307798 The impact of ESMA regulatory identifiers on the quality of ratings
by Klusak, Patrycja & Alsakka, Rasha & ap Gwilym, Owain
- v:66:y:2019:i:c:s1057521919303114 Do banking groups shape the network structure? Evidence from Turkish interbank market
by Sümer, Tuba Pelin & Özyıldırım, Süheyla
- v:66:y:2019:i:c:s1057521919301978 Market risk and market-implied inflation expectations
by Orlowski, Lucjan T. & Soper, Carolyne
- v:66:y:2019:i:c:s1057521919300894 Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula
by Lee, Yongwoong & Yang, Kisung
- v:66:y:2019:i:c:s1057521919300614 Entrenchment through corporate social responsibility: Evidence from CEO network centrality
by Chahine, Salim & Fang, Yiwei & Hasan, Iftekhar & Mazboudi, Mohamad
- v:66:y:2019:i:c:s1057521919302741 Overnight momentum, informational shocks, and late informed trading in China
by Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong
- v:66:y:2019:i:c:s1057521919304387 Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
by Zhang, Yue-Jun & Lin, Jia-Juan
- v:66:y:2019:i:c:s105752191830766x Market sentiment and firm investment decision-making
by Danso, Albert & Lartey, Theophilus & Amankwah-Amoah, Joseph & Adomako, Samuel & Lu, Qinye & Uddin, Moshfique
- v:66:y:2019:i:c:s105752191830752x Modeling local trends with regime shifting models with time-varying probabilities
by Focardi, Sergio M. & Fabozzi, Frank J. & Mazza, Davide
2019, Volume 65, Issue C
- v:65:y:2019:i:c:s1057521919300961 Pre-merger management in developing markets: The role of earnings glamor
by Huang, Wei & Goodell, John W. & Zhang, Hong
- v:65:y:2019:i:c:s1057521919300973 The risk spiral: The effects of bank capital and diversification on risk taking
by Peleg Lazar, Sharon & Raviv, Alon
- v:65:y:2019:i:c:s1057521918306665 Global and regional stock market integration in Asia: A panel convergence approach
by Caporale, Guglielmo Maria & You, Kefei & Chen, Lei
- v:65:y:2019:i:c:s1057521919301462 Retail investor attention and stock price crash risk: Evidence from China
by Wen, Fenghua & Xu, Longhao & Ouyang, Guangda & Kou, Gang
- v:65:y:2019:i:c:s1057521919301760 Risk appetite, idiosyncratic volatility and expected returns
by Qadan, Mahmoud
- v:65:y:2019:i:c:s1057521918302308 Discretionary tone, annual earnings and market returns: Evidence from UK Interim Management Statements
by Rahman, Sheehan
- v:65:y:2019:i:c:s1057521918304162 When financial economics influences physics: The role of Econophysics
by Jovanovic, Franck & Mantegna, Rosario N. & Schinckus, Christophe
- v:65:y:2019:i:c:s1057521918304745 Out-of-sample equity premium prediction in the presence of structural breaks
by Yin, Anwen
- v:65:y:2019:i:c:s1057521918306872 Reaction of the credit default swap market to the release of periodic financial reports
by Nasiri, Maryam Akbari & Narayan, Paresh Kumar & Mishra, Sagarika
- v:65:y:2019:i:c:s1057521919300274 What the hack: Systematic risk contagion from cyber events
by Corbet, Shaen & Gurdgiev, Constantin
- v:65:y:2019:i:c:s1057521919300675 Do analyst recommendations matter for rival companies?
by Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei
- v:65:y:2019:i:c:s105752191930050x International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression
by Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan
- v:65:y:2019:i:c:s105752191930078x Board-CEO friendship ties and firm value: Evidence from US firms
by Fan, Yaoyao & Boateng, Agyenim & King, Timothy & MacRae, Claire
2019, Volume 64, Issue C
- 1-12 Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market
by Sensoy, Ahmet & Serdengeçti, Süleyman
- 13-21 Stock index pegging and extreme markets
by Dong, Xinyue & Ma, Rong & Li, Honggang
- 22-37 Backtesting VaR and ES under the magnifying glass
by Argyropoulos, Christos & Panopoulou, Ekaterini
- 38-56 Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets
by Zhang, Xiaoxiang & Zhang, Qiyu & Chen, Ding & Gu, Jun
- 57-70 Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings
by Chen, Zhongfei & Matousek, Roman & Stewart, Chris & Webb, Rob
- 71-92 The changing network of financial market linkages: The Asian experience
by Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir
- 93-101 Corporate governance and target price accuracy
by Cheng, Lee-Young & Su, Yi-Chen & Yan, Zhipeng & Zhao, Yan
- 102-125 Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?
by Zięba, Damian & Kokoszczyński, Ryszard & Śledziewska, Katarzyna
- 126-144 Developing the narrative risk disclosure measurement
by Ibrahim, Awad Elsayed Awad & Hussainey, Khaled
- 145-158 Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model
by Grillini, Stefano & Ozkan, Aydin & Sharma, Abhijit & Al Janabi, Mazin A.M.
- 159-173 Chemical releases and corporate cash holdings
by Huang, Henry He & Liu, Chanjuan & Sun, Li
- 174-189 Price range and the cross-section of expected country and industry returns
by Zaremba, Adam
- 190-203 Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market
by Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng
- 204-220 A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market
by Shah, Imran Hussain & Schmidt-Fischer, Francesca & Malki, Issam & Hatfield, Richard
- 221-231 The adaptive market hypothesis in the high frequency cryptocurrency market
by Chu, Jeffrey & Zhang, Yuanyuan & Chan, Stephen
- 232-249 Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach
by Tissaoui, Kais
- 250-261 Forecasting stock returns with cycle-decomposed predictors
by Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi
- 262-272 The impact of supply-side factors on corporate leverage
by Rodríguez-García, Rafael & Budría, Santiago
- 273-281 Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates
by Nan, Zheng & Kaizoji, Taisei
- 282-300 CEO social status and M&A decision making
by Plaksina, Yulia & Gallagher, Liam & Dowling, Michael
- 301-314 Non-performing loans and sovereign credit ratings
by Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore
2019, Volume 63, Issue C
- 1-9 Economic constraints and stock return predictability: A new approach
by Zhang, Yaojie & Wei, Yu & Ma, Feng & Yi, Yongsheng
- 10-26 Can investor sentiment predict the size premium?
by Qadan, Mahmoud & Aharon, David Y.
- 27-39 Information or noise: What does algorithmic trading incorporate into the stock prices?
by Zhou, Hao & Elliott, Robert J. & Kalev, Petko S.
- 40-48 The tone and readability of the media during the financial crisis: Evidence from pre-IPO media coverage
by Bhardwaj, Arti & Imam, Shahed
- 49-57 Is Bitcoin a hedge or safe haven for currencies? An intraday analysis
by Urquhart, Andrew & Zhang, Hanxiong
- 58-68 Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets
by Wu, Ming & Ohk, Kiyool & Ko, Kwangsoo
- 69-85 Jack of all trades versus specialists: Fund family specialization and mutual fund performance
by Casavecchia, Lorenzo & Ge, Chanyuan
- 86-104 Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices
by Gillaizeau, Marc & Jayasekera, Ranadeva & Maaitah, Ahmad & Mishra, Tapas & Parhi, Mamata & Volokitina, Evgeniia
- 105-118 Assimilation of oil news into prices
by Loughran, Tim & McDonald, Bill & Pragidis, Ioannis
- 119-130 European bank loan loss provisioning and technological innovative progress
by Simper, Richard & Dadoukis, Aristeidis & Bryce, Cormac
- 131-146 Modeling intraday volatility of European bond markets: A data filtering application
by Zhang, Hanyu & Dufour, Alfonso
- 147-159 Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume
by Bleher, Johannes & Dimpfl, Thomas
- 160-173 Financial markets of the LAC region: Does the crisis influence the financial integration?
by Dias, Rui & da Silva, Jacinto Vidigal & Dionísio, Andreia
- 174-185 Skewness risk premium: Theory and empirical evidence
by Lin, Yuehao & Lehnert, Thorsten & Wolff, Christian
- 186-197 Does cross-listing in the US mitigate stock crash risk? International evidence
by Ghadhab, Imen
- 198-208 Currency carry trades and the conditional factor model
by Sakemoto, Ryuta
Printed from https://ideas.repec.org/s/eee/finana11.html
