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Content
2022, Volume 46, Issue PB
- S1544612321004438 Foreign ownership and corporate philanthropy
by Wang, Aoran & Luo, Xian & Zeng, Ying & Zhang, Hao
- S1544612321004451 Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries
by Choi, Sun-Yong
- S1544612321004463 Culture and mutual funds’ performance
by Tanos, Barbara Abou
- S1544612321004475 Bank liquidity and the propagation of uncertainty in the U.S
by Breitenlechner, Max & Geiger, Martin & Scharler, Johann
- S1544612321004487 Organization capital, tournament incentives and firm performance
by Boubaker, Sabri & Hasan, Mostafa Monzur & Habib, Ahsan
- S1544612321004499 Does Fintech credit substitute for traditional credit? Evidence from 78 countries
by Hodula, Martin
- S1544612321004505 What drives retail portfolio exposure to ESG factors?
by D’Hondt, Catherine & Merli, Maxime & Roger, Tristan
- S1544612321004517 Comparing gold’s and Bitcoin’s safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach
by Syuhada, Khreshna & Suprijanto, Djoko & Hakim, Arief
- S1544612321004529 Historical Determinants of Fintech Development: Evidence from Initial Coin Offerings
by An, Jiafu & Hou, Wenxuan & Liu, Xianda
- S1544612321004530 Warren Buffett Anomaly
by Zhang, Mingshan
- S1544612321004542 What's an AI name worth? The impact of AI ETFs on their underlying stocks
by Wu, Chih-Chiang & Chen, Wei-Peng
- S1544612321004554 Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations
by Sleire, Anders D. & Støve, Bård & Otneim, Håkon & Berentsen, Geir Drage & Tjøstheim, Dag & Haugen, Sverre Hauso
- S1544612321004566 ESG rating and stock price crash risk: Evidence from China
by Feng, Jingwen & Goodell, John W. & Shen, Dehua
- S1544612321004578 Detection of fraud statement based on word vector: Evidence from financial companies in China
by Zhang, Yi & Hu, Ailing & Wang, Jiahua & Zhang, Yaojie
- S1544612321004591 Using the Special Drawing Right in the Frankel-Wei regression framework
by Kunkler, Michael
- S1544612321004608 Multi-asset pricing modeling using holding-based networks in energy markets
by Wang, Wentao & Zhao, Shangmei & Zhang, Junhuan
- S1544612321004621 The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets: A network-based approach
by Chen, Yanhua & Pantelous, Athanasios A.
- S1544612321004633 Financial performance shortfall, ESG controversies, and ESG performance: Evidence from firms around the world
by DasGupta, Ranjan
- S1544612321004645 Busy analysts in uncertain times
by Kim, Sehee & Lee, Woo-Jong & Park, Sunyoung & Sunwoo, Hee-Yeon
- S1544612321004657 Does policy uncertainty predict the death of M&A deals?
by Dang, Man & Henry, Darren & Thai, Hong An & Vo, Xuan Vinh & Mazur, Mieszko
- S1544612321004670 Do Co-opted boards affect the cost of equity capital?
by Bhuiyan, Md. Borhan Uddin & Sangchan, Pinprapa & Costa, Mabel D'
- S1544612321004682 Can portfolio risk be described with estimates of financial risk tolerance calibration?
by Rabbani, Abed G. & Grable, John E.
- S1544612321004694 Corporate dividend policy in the time of COVID-19: Evidence from the G-12 countries
by Ali, Heba
- S1544612321004700 Bubbles and crashes in cryptocurrencies: Interdependence, contagion, or asset rotation?
by Chowdhury, Md Shahedur R. & Damianov, Damian S. & Elsayed, Ahmed H.
- S1544612321004712 Pay me with fame, not mammon: CEO narcissism, compensation, and media coverage
by Aabo, Tom & Jacobsen, Mikkel Lilholt & Stendys, Kasper
- S1544612321004724 Homework and finance students’ learning and achievement
by Pratobevera, Giuseppe
- S1544612321004736 Corporate social responsibility and financial performance: The moderating role of the turnover of local officials
by Huang, Jingjing
- S1544612321004748 Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis
by Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas
- S1544612321004761 Covid-19: Corporate diversification and post-crash returns
by Tokbolat, Yerzhan & Le, Hang
- S1544612321004773 Fear in commodity return prediction
by Cao, Zhen & Han, Liyan & Wei, Xinbei & Zhang, Qunzi
- S1544612321004785 Financial institution IPOs and regulatory environments
by Killins, Robert N. & Ngo, Thanh & Wang, Hongxia
- S1544612321004797 Style rotation on the JSE
by Page, Daniel & McClelland, David & Auret, Christo
- S1544612321004803 Financial advice seeking and behavioral bias
by Hsu, Yuan-Lin
- S1544612321004815 Credit ratings, financial ratios, and equity risk: A decomposition analysis based on Moody’s, Standard & Poor’s and Fitch’s ratings
by Jiang, Yixiao
- S1544612321004839 From upstairs to downstairs trading: Evidence from a highly segmented market
by Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz
- S1544612322001040 Green finance and decarbonization: Evidence from around the world
by Al Mamun, Md & Boubaker, Sabri & Nguyen, Duc Khuong
- S1544612322001192 The information content of analysts’ textual reports and stock returns: Evidence from China
by Liang, Dawei & Pan, Yukun & Du, Qianqian & Zhu, Ling
- S154461232100386X On the time-varying dynamics of stock and commodity momentum returns
by Stadtmüller, Immo & Auer, Benjamin R. & Schuhmacher, Frank
- S154461232100413X Tail-event driven network of cryptocurrencies and conventional assets
by Jiang, Wen & Xu, Qiuhua & Zhang, Ruige
- S154461232100444X Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets
by Arfaoui, Nadia & Naoui, Kamel
- S154461232100458X Why Was There More Household Stock Market Participation During the COVID-19 Pandemic?
by Zheng, Wenyuan & Li, Bingqing & Huang, Zhiyong & Chen, Lu
- S154461232100461X Access to public capital markets and the extension of trade credit: An empirical analysis of Korean public and private firms
by Im, Hyun Joong & Chong, Byung-Uk
- S154461232100475X The effects of corporate social responsibility on firm efficiency: Inside the matrix of corporate finance
by Minh, Thanh Nguyen & Quang, Tuyen Tran
2022, Volume 46, Issue PA
- S1544612321001380 Transmission and Diffusion Effect of Sino-US Trade Friction along Global Value Chains
by Wang, Xiaojuan & Shi, Benye
- S1544612321001707 The effect of limited attention and risk attitude on left-tail reversal: Empirical results from a-share data in China
by Wang, Jun & Song, Xiuna
- S1544612321002695 Assessing gender gaps in financial knowledge and self-confidence: Evidence from international data
by Aristei, David & Gallo, Manuela
- S1544612321002762 Stock market prediction with deep learning: The case of China
by Liu, Qingfu & Tao, Zhenyi & Tse, Yiuman & Wang, Chuanjie
- S1544612321002774 Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments
by Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Akinseye, Ademola B. & Ogunbowale, Gideon O.
- S1544612321002798 Does the market for corporate control impede or promote corporate innovation efficiency? Evidence from research quotient
by Ongsakul, Viput & Chatjuthamard, Pattanaporn & Jiraporn, Pornsit
- S1544612321002841 A note on tweeting and equity markets before and during the Covid-19 pandemic
by Chatterjee, Ujjal & French, Joseph J.
- S1544612321002877 Getting high on cannabis stock returns an event study
by Afik, Zvika & Cohen, Tehila R. & Lahav, Yaron
- S1544612321002889 The asymmetric contagion effect between stock market and cryptocurrency market
by Wang, Hao & Wang, Xiaoqian & Yin, Siyuan & Ji, Hao
- S1544612321002890 A note on GameStop, short squeezes, and autodidactic herding: An evolution in financial literacy?
by Klein, Tony
- S1544612321002907 Re-investigating the insurance-growth nexus using common factors
by Rodriguez Gonzalez, Miguel & Wegener, Christoph & Basse, Tobias
- S1544612321002919 Mood seasonality: Evidence from the Chinese A-share market
by Wen, Fenghua & Liu, Zhen & Cao, jiahui & Zhang, Yun & Yin, Zhujia
- S1544612321002920 Inside trading with public information and market regulation
by Liu, Hong & Li, Zaili
- S1544612321002932 Information acquisition and asset price volatility
by Baek, Seungjun
- S1544612321002944 Does corporate social responsibility impact mergers & acquisition premia? New international evidence
by Jost, Sébastien & Erben, Saskia & Ottenstein, Philipp & Zülch, Henning
- S1544612321002956 Interest in cryptocurrencies predicts conditional correlation dynamics
by Chuffart, Thomas
- S1544612321002968 Firms’ investment, indebtedness and financial constraints: Size does matter
by de Guevara, Juan Fernández & Maudos, Joaquín & Salvador, Carlos
- S1544612321002981 The impact of COVID-19 on firms’ cost of equity capital: Early evidence from U.S. public firms
by Ke, Yun
- S1544612321002993 Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach
by Melki, Abir & Nefzi, Nourhaine
- S1544612321003007 Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic
by Wang, Dong & Li, Ping & Huang, Lixin
- S1544612321003020 The impact of COVID-19 on S&P500 sector indices and FATANG stocks volatility: An expanded APARCH model
by Curto, José Dias & Serrasqueiro, Pedro
- S1544612321003032 Nonlinear effects of public debt on inflation. Does the size of the shadow economy matter?
by Dumitrescu, Bogdan Andrei & Kagitci, Meral & Cepoi, Cosmin-Octavian
- S1544612321003044 Bankruptcy law, creditors’ rights, and cash holdings: Evidence from a quasi-natural experiment in India
by Jadiyappa, Nemiraja & Shrivastav, Santosh
- S1544612321003056 Time is money: An analysis of the time-to-failure in a flexible reorganization system
by Verreydt, Mathias & Dewaelheyns, Nico & Van Hulle, Cynthia
- S1544612321003068 Does peer-to-peer crowdfunding boost refugee entrepreneurs?
by Emanuel-Correia, Ricardo & Duarte, Fábio & Gama, Ana Paula Matias & Augusto, Mário
- S1544612321003081 Can Bitcoin Investors Profit from Predictions by Crypto Experts?
by Gerritsen, Dirk F. & Lugtigheid, Rick A.C. & Walther, Thomas
- S1544612321003093 Robust return efficiency and herding behavior of fund managers
by Lu, Shuai & Li, Shouwei & Chen, Ning
- S1544612321003111 Donation, political connection and credit access: The case of Chinese small and medium enterprises
by Li, (Tony) Wei & Shi, Lina
- S1544612321003123 Local versus global factors weighing on stock market returns during the COVID-19 pandemic
by Dragomirescu-Gaina, Catalin & Philippas, Dionisis
- S1544612321003135 Fear and hope in financial social networks: Evidence from COVID-19
by Al Guindy, Mohamed
- S1544612321003147 Exploring the hedge and safe haven properties of cryptocurrency in policy uncertainty
by Hasan, Md. Bokhtiar & Hassan, M. Kabir & Karim, Zulkefly Abdul & Rashid, Md. Mamunur
- S1544612321003159 Assessing machine learning for forecasting economic risk: Evidence from an expanded Chinese financial information set
by Duan, Yuejiao & Goodell, John W. & Li, Haoran & Li, Xinming
- S1544612321003160 Terrorist attacks, CEO overconfidence, and CEO compensation
by Hwang, Yunji & Hun Han, Seung
- S1544612321003172 The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic
by Aharon, David Y. & Baig, Ahmed S. & DeLisle, R. Jared
- S1544612321003184 Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets?
by Apergis, Nicholas
- S1544612321003196 Oil price uncertainty and corporate debt maturity structure
by Hasan, Mostafa Monzur & Asad, Suzona & Wong, Jin Boon
- S1544612321003202 Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
by Ghosh, Pushpendu & Neufeld, Ariel & Sahoo, Jajati Keshari
- S1544612321003214 Financial Cycles Synchronization in WAEMU Countries: Implications for Macroprudential Policy
by Gammadigbe, Vigninou
- S1544612321003226 Stress tests and loan pricing—Evidence from syndicated loans
by Lambertini, Luisa & Mukherjee, Abhik
- S1544612321003238 The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods
by Nguyen, Khanh Quoc
- S1544612321003251 Bank debt signalling and corporate sustainability: Does incongruence blur the message?
by Fuente, Gabriel de la & Velasco, Pilar
- S1544612321003263 On mean–variance analysis of a bank’s behavior
by Takino, Kazuhiro & Ishinagi, Yoshikazu
- S1544612321003275 The impact of national culture on the synchronicity of cross-listed firms
by Abdallah, Abed Al-Nasser & Abdallah, Wissam & Saad, Mohsen
- S1544612321003287 Foreign exchange option pricing under regime switching with asymmetrical jumps
by Lian, Yu-Min & Chen, Jun-Home
- S1544612321003299 Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US
by Nammouri, Hela & Chlibi, Souhir & Labidi, Oussama
- S1544612321003305 Shareholder litigation rights and labor investment efficiency
by Do, Trung K. & Le, Anh-Tuan
- S1544612321003317 Examining the D&O insurance effect on managerial ability
by Lin, Feng-Yi & Guan, Liming & Ho, Chia-Ling & Wang, Teng-Shih
- S1544612321003329 “Negative-for-long” interest rates and customer deposit rate
by Boungou, Whelsy
- S1544612321003330 Social ties, managerial overconfidence, and investment efficiency
by Kang, Yong Joo & Lee, Ho-Young & Park, Hyun-Young & Park, Ju Hyoung
- S1544612321003342 When ESG meets AAA: The effect of ESG rating changes on stock returns
by Shanaev, Savva & Ghimire, Binam
- S1544612321003354 Dual class firms and trade credit
by Sah, Nilesh B. & More, Deepak G.
- S1544612321003366 Measuring systemic risk during the COVID-19 period: A TALIS3 approach
by Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel
- S1544612321003378 The value of external reviews in the secondary green bond market
by Simeth, Nagihan
- S1544612321003391 Profitability and liquidity provision of HFTs during large price shocks: Does relative tick size matter?
by Yamada, Masahiro
- S1544612321003408 Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?
by Nonejad, Nima
- S1544612321003421 SWF investments and debt maturity of target firms: An international evidence
by Ghouma, Hatem H. & Ouni, Zeineb
- S1544612321003433 Multiple credit ratings and liquidity creation
by Kladakis, George & Chen, Lei & Bellos, Sotirios K.
- S1544612321003445 Predicting returns and dividend growth — The role of non-Gaussian innovations
by Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang
- S1544612321003457 Extreme risk spillover between crude oil price and financial factors
by Zhao, Wan-Li & Fan, Ying & Ji, Qiang
- S1544612321003469 Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach
by Kakinaka, Shinji & Umeno, Ken
- S1544612321003470 The role of funding portals as signaling offering quality in investment crowdfunding
by de Andrés, Pablo & Correia, Ricardo & Rezola, Álvaro & Suárez, Nuria
- S1544612321003482 Financial inclusion, bank ownership, and economy performance: Evidence from developing countries
by Marcelin, Isaac & Egbendewe, Aklesso Y.G. & Oloufade, Djoulassi K. & Sun, Wei
- S1544612321003494 Effects of unanticipated monetary policy shocks on monetary policy uncertainty
by Funashima, Yoshito
- S1544612321003500 Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm
by Drenovak, Mikica & Ranković, Vladimir & Urošević, Branko & Jelic, Ranko
- S1544612321003512 The gender gap in access to finance: Evidence from the COVID-19 pandemic
by Hewa-Wellalage, Nirosha & Boubaker, Sabri & Hunjra, Ahmed Imran & Verhoeven, Peter
- S1544612321003524 COVID-19 impact on digital companies’ stock return: A dynamic data analysis
by Ben-Ahmed, Kais & Ayadi, Imen & Hamad, Salah Ben
- S1544612321003536 Market prices, analysts' predictions, and Covid19
by Taussig, Roi D.
- S1544612321003561 Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak
by Lin, Yongjia & Wang, Yizhi & Fu, Xiaoqing (Maggie)
- S1544612321003573 Ethereum synchronicity, upside volatility and Bitcoin crash risk
by Ma, Yu & Luan, Zhiqian
- S1544612321003585 The response of Brent crude oil to the European central bank monetary policy
by Soriano, Pilar & Torró, Hipòlit
- S1544612321003597 Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies
by Qadan, Mahmoud & Aharon, David Y. & Eichel, Ron
- S1544612321003603 YOLO trading: Riding with the herd during the GameStop episode
by Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš
- S1544612321003615 Down to the cents: The case of international drug prices
by Hu, Bill & Hwang, Joon Ho & Jiang, Christine & Washam, Jim & Zeng, Li
- S1544612321003627 The effectiveness of macro-prudential policies in the face of global uncertainty –the role of exchange-rate regimes
by Ghosh, Taniya & Kumar, Shakti
- S1544612321003639 Fresh evidence on the relationship between market power and default risk of Indian banks
by Khan, Mohammad Azeem & Ahmad, Wasim
- S1544612321003640 Trust and the stock market reaction to lockdown and reopening announcements: A cross-country evidence
by Xie, Lijuan & Wang, Mei & Huynh, Toan Luu Duc
- S1544612321003652 COVID-19, cryptocurrencies bubbles and digital market efficiency: sensitivity and similarity analysis
by Montasser, Ghassen El & Charfeddine, Lanouar & Benhamed, Adel
- S1544612321003664 Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis
by JEBABLI, Ikram & KOUAISSAH, Noureddine & AROURI, Mohamed
- S1544612321003676 Does Financial Inclusiveness Affect Economic Growth? New Evidence Using a Dynamic Panel Threshold Regression
by Abdul Karim, Zulkefly & Nizam, Rosmah & Law, Siong Hook & Hassan, M. Kabir
- S1544612321003688 The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area
by Kiss, Tamás & Nguyen, Hoang & Österholm, Pär
- S1544612321003706 Non-positive spreads and trading venue halts: Are investors harmed?
by Favreau, Charles & Garvey, Ryan
- S1544612321003718 Audit committee structure, institutional quality, and bank stability: evidence from ASEAN countries
by Nguyen, Quang Khai
- S1544612321003731 Competition and ESG practices in emerging markets: Evidence from a difference-in-differences model
by Martins, Henrique Castro
- S1544612321004669 Related party transactions and corporate environmental responsibility
by Choi, Wonseok & Chung, Chune Young & Rabarison, Monika K. & Wang, Kainan
- S1544612322001106 The trends and determinants of board gender and age diversities
by Oliveira, Mauro & Zhang, Shage
- S1544612322001143 Carbon price prediction models based on online news information analytics
by Zhang, Fang & Xia, Yan
- S1544612322001209 How to attract professional investors in developing countries? An evidence-based structure for development impact bonds
by Gallucci, Carmen & Giudice, Alfonso Del & Santulli, Rosalia
- S154461232100283X Dynamic co-movements of COVID-19 pandemic anxieties and stock market returns
by Yu, Xiaoling & Xiao, Kaitian & Liu, Junping
- S154461232100297X A comparative analysis of housing prices in different cities using the Black–Scholes and Jump Diffusion models
by Oh, Sebeom & Ku, Hyejin & Jun, Doobae
- S154461232100307X Does behavioral-motivated volatility effect explain the beta anomaly? Evidence from China
by Zhao, Lu & Lin, Lei
- S154461232100324X Stepwise expanding the frontier one asset at a time
by Chiu, Wan-Yi
- S154461232100338X Firm-level political risk and corporate investment
by Choi, Wonseok & Chung, Chune Young & Wang, Kainan
- S154461232100341X Inspections, informal payments and tax payments by firms
by Lahiri, Bidisha & Ali, Haider
- S154461232100355X Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets
by Bakry, Walid & Kavalmthara, Peter John & Saverimuttu, Vivienne & Liu, Yiyang & Cyril, Sajan
- S154461232100369X How to identify the different phases of stock market bubbles statistically?
by Horváth, Lajos & Li, Hemei & Liu, Zhenya
- S154461232100372X The value of reputation capital during the COVID-19 crisis: Evidence from Japan
by Manabe, Tomonori & Nakagawa, Kei
2022, Volume 45, Issue C
- S1544612321001963 Capital market reactions to project finance loans
by Kammoun, Manel & Power, Gabriel J. & Tandja M, Djerry C.
- S1544612321001975 Some international evidence on the causal impact of the yield curve
by Bordo, Michael D. & Haubrich, Joseph G.
- S1544612321001987 Information content and market liquidity in the fixed income market: Evidence from the swaption market
by Hattori, Takahiro
- S1544612321001999 The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015)
by NguyenHuu, Tam
- S1544612321002002 COVID-19 and currency dependences: Empirical evidence from BRICS
by Xu, Yingying & Lien, Donald
- S1544612321002014 The determinants of positive feedback trading behaviors in Bitcoin markets
by Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Lee, Ming-Chih
- S1544612321002026 Modelling stock returns volatility with dynamic conditional score models and random shifts
by Alanya-Beltran, Willy
- S1544612321002038 Recovering election winner probabilities from stock prices
by Hanke, Michael & Stöckl, Sebastian & Weissensteiner, Alex
- S1544612321002051 Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics
by Costa, Antonio & Matos, Paulo & da Silva, Cristiano
- S1544612321002063 OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning
by Sheng, Xin & Gupta, Rangan & Salisu, Afees A. & Bouri, Elie
- S1544612321002075 Economic policy uncertainty and fund flows to the United States
by French, Joseph J. & Li, Wei-Xuan
- S1544612321002087 Central bank gold reserves and sovereign credit risk
by Rathi, Sawan & Mohapatra, Sanket & Sahay, Arvind
- S1544612321002099 How do stock, oil, and economic policy uncertainty influence the green bond market?
by Pham, Linh & Nguyen, Canh Phuc
- S1544612321002117 Impact of global health crisis and oil price shocks on stock markets in the GCC
by Refai, Hisham Al & Zeitun, Rami & Eissa, Mohamed Abdel-Aziz
- S1544612321002129 COVID-19 Losses to the Real Estate Market: An Equity Analysis
by Chong, James & Phillips, G. Michael
- S1544612321002130 Board National Diversity and Dividend Policy: Evidence from Egyptian listed companies
by Shehata, Nermeen
- S1544612321002142 The impact of COVID-19 on firm innovation: Evidence from Chinese listed companies
by Jin, Xin & Zhang, Min & Sun, Guanghua & Cui, Lixin
- S1544612321002154 A Value-at-Risk forecastability indicator in the framework of a Generalized Autoregressive Score with “Asymmetric Laplace Distribution”
by Bogdan, Dima & Ştefana Maria, Dima & Roxana, Ioan
- S1544612321002166 Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond
by Banerjee, Ameet Kumar & Pradhan, H.K.
- S1544612321002178 COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis
by Karamti, Chiraz & Belhassine, Olfa
- S1544612321002191 Research on the dynamic evolution and its influencing factors of stock correlation network in the Chinese new energy market
by Liu, Wei & Ma, Qianting & Liu, Xiaoxing
- S1544612321002208 Momentum or reversal: Which is the appropriate third factor for cryptocurrencies?
by Jia, Boxiang & Goodell, John W. & Shen, Dehua
- S1544612321002233 Timing of tick size reduction: Threshold and smooth transition model analysis
by Maruyama, Hiroyuki & Tabata, Tomoaki
- S1544612321002245 Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk
by Kurosaki, Tetsuo & Kim, Young Shin
- S1544612321002257 Asset pricing model uncertainty and portfolio choice
by Carrasco, Ignacio & Hansen, Erwin
- S1544612321002269 International stock market risk contagion during the COVID-19 pandemic
by Liu, Yuntong & Wei, Yu & Wang, Qian & Liu, Yi
- S1544612321002270 The Effect of Investment Literacy on the Likelihood of Retail Investor Margin Trading and Having a Margin Call
by Kim, Hohyun & Kim, Kyoung Tae & Hanna, Sherman D.
- S1544612321002282 The cryptocurrency uncertainty index
by Lucey, Brian M. & Vigne, Samuel A. & Yarovaya, Larisa & Wang, Yizhi
- S1544612321002294 COVID-19 And the african financial markets : Less infection, less economic impact ?
by Del Lo, Gaye & Basséne, Théophile & Séne, Babacar
- S1544612321002300 Fintech-based Financial Inclusion and Risk-taking of Microfinance Institutions (MFIs): Evidence from Sub-Saharan Africa
by Banna, Hasanul & Mia, Md Aslam & Nourani, Mohammad & Yarovaya, Larisa
- S1544612321002312 Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
by Fry-McKibbin, Renée & Greenwood-Nimmo, Matthew & Hsiao, Cody Yu-Ling & Qi, Lin
- S1544612321002324 Is cash the panacea of the COVID-19 pandemic: Evidence from corporate performance
by Zheng, Michael
- S1544612321002336 Accounting-based downside risk and stock price crash risk: Evidence from China
by Huang, Wei & Luo, Yan & Zhang, Chenyang
- S1544612321002348 Banks, FinTech and stock returns
by Carlini, Federico & Del Gaudio, Belinda Laura & Porzio, Claudio & Previtali, Daniele
- S1544612321002361 The impact of COVID-19 economic crisis on the speed of adjustment toward target leverage ratio: An international analysis
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by Bannigidadmath, Deepa & Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Gong, Qiang
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by Coën, Alain & Desfleurs, Aurélie
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by Deng, Jiapin
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by Akhtaruzzaman, Md & Boubaker, Sabri & Umar, Zaghum
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by Kim, Hyeong Joon & Han, Seung Hun & Mun, Seongjae
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by Liow, Kim Hiang & Song, Jeong Seop
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by Wu, Chang-Che & Ho, Shu-Ling & Wu, Chih-Chiang
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by Qadan, Mahmoud & Shuval, Kerem
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by Vu, Quang & Nga, Nguyen Thi Thuy
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by Lim, Hanah
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by Narayan, Paresh Kumar
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by Naifar, Nader & Shahzad, Syed Jawad Hussain
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by Y Deku, Solomon & Kara, Alper & Smith, Kay & Xia, Mengxue
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by Hřebačka, Viktor
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by Fang, Yan & Yuan, Jie & Yang, J. Jimmy & Ying, Shangjun
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by Apergis, Nicholas
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by Cheng, We Geng & Leite, Rodrigo de Oliveira & Caldieraro, Fabio
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by Nieto, Belén & Rubio, Gonzalo
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by Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A.
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by Đặng, Rey & Le, Nhu Tuyen & Reddy, Krishna & Vu, Manh Chien
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Printed from https://ideas.repec.org/s/eee/finlet18.html
