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Content
2020, Volume 33, Issue C
- S1544612319300248 Local currency bond risk premia of emerging markets: The role of local and global factors
by Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan
- S1544612319300376 Debt and stock price crash risk in weak information environment
by Wang, Meng & Han, Miao & Huang, Wei
- S1544612319300492 Financial integration in the United Arab Emirates Stock Markets
by Kapar, Burcu & Olmo, Jose & Ghalayini, Rim
- S1544612319300674 The effect of CEO power on bank risk: Do boards and institutional investors matter?✰
by Altunbaş, Yener & Thornton, John & Uymaz, Yurtsev
- S1544612319300741 Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting
by Acereda, Beatriz & Leon, Angel & Mora, Juan
- S1544612319300753 Stock price fluctuation and the business cycle in the BRICS countries: A nonparametric quantiles causality approach
by Shi, Guangping & Liu, Xiaoxing
- S1544612319300777 On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches
by Shahzad, Syed Jawad Hussain & Aloui, Chaker & Jammazi, Rania
- S1544612319300856 Alternative reversal variable
by Nguyen, Anh Duy
- S1544612319300972 Raising short-term debt for long-term investment and stock price crash risk: Evidence from China
by Cheng, Feiyang & Chiao, Chaoshin & Fang, Zhenming & Wang, Chunfeng & Yao, Shouyu
- S1544612319301084 Institutional investor inattention and stock price crash risk
by Xiang, Cheng & Chen, Fengwen & Wang, Qian
- S1544612319301369 Systemic risk in bank-firm multiplex networks
by Li, Shouwei & Liu, Yifu & Wu, Chaoqun
- S1544612319301448 The timing of the flight to gold: An intra-day analysis of gold and the S&P500
by Baur, Dirk G. & Kuck, Konstantin
- S1544612319301540 Investment and capital structure decisions under strategic debt service with positive externalities
by Tan, Yingxian & Luo, Pengfei & Yang, Jinqiang & Ling, Aifan
- S1544612319301643 Testing for herding in the cryptocurrency market
by Ballis, Antonis & Drakos, Konstantinos
- S1544612319301746 Financial network linkages to predict economic output
by Huang, Wei-Qiang & Wang, Dan
- S1544612319301849 Bitcoin futures: An effective tool for hedging cryptocurrencies
by Sebastião, Helder & Godinho, Pedro
- S1544612319302442 Shareholder activism with strategic investors
by Danis, András
- S1544612319302569 Does target geographical complexity impact acquisition performance
by Chkir, Imed & Dutta, Shantanu & El Haj Hassan, Boushra
- S1544612319302636 Cryptocurrencies: Herding and the transfer currency
by Kaiser, Lars & Stöckl, Sebastian
- S1544612319302661 Do personal connections improve sovereign credit ratings?
by Klusak, Patrycja & Thornton, John & Uymaz, Yurtsev
- S1544612319302697 Beta or duration? Risk-taking by balanced mutual funds in Korea✰
by Park, Keun Woo & Han, Min Yeon & Oh, Ji Yeol Jimmy
- S1544612319302788 Learning the wealth effects from equity carve-outs
by Mashwani, Asad Iqbal & Dereeper, Sébastien & Dowling, Michael & Aziz, Saqib
- S1544612319302934 Cyberattacks and impact on bond valuation
by Iyer, Subramanian R. & Simkins, Betty J. & Wang, Heng
- S1544612319302971 The role of catastrophe bonds in an international multi-asset portfolio: Diversifier, hedge, or safe haven?
by Drobetz, Wolfgang & Schröder, Henning & Tegtmeier, Lars
- S1544612319303137 The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages
by Bouri, Elie & Lucey, Brian & Roubaud, David
- S1544612319303381 The relationship between implied volatility and cryptocurrency returns
by Akyildirim, Erdinc & Corbet, Shaen & Lucey, Brian & Sensoy, Ahmet & Yarovaya, Larisa
- S1544612319304143 An analysis of technical trading rules: The case of MENA markets
by Bley, Jorg & Saad, Mohsen
- S154461231830713X The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns
by Kim, Wonse & Lee, Junseok & Kang, Kyungwon
- S154461231830936X The impact of married couples on firm innovation: Evidence from Chinese family firms
by Fu, Yishu
- S154461231930176X Bitcoin dilemma: Is popularity destroying value?
by Kim, S. Thomas
- S154461231930491X Good diversification is never wasted: How to tilt factor portfolios with sectors
by Brière, Marie & Szafarz, Ariane
2020, Volume 32, Issue C
- S1544612317306426 Protected Adaptive Asset Allocation
by Bellu, Mirko & Conversano, Claudio
- S1544612318300357 Predicting default rates by capturing critical transitions in the macroeconomic system
by Xing, Kai & Yang, Xiaoguang
- S1544612318302411 Identifying corporate venture capital investors – A data-cleaning procedure
by Röhm, Patrick & Merz, Markus & Kuckertz, Andreas
- S1544612318303829 Non-parametric quantile dependencies between volatility discontinuities and political risk
by Gkillas, Konstantinos & Boako, Gideon & Vortelinos, Dimitrios & Vasiliadis, Lavrentios
- S1544612318303854 Macroeconomic uncertainty, the option to wait and IPO issue cycles
by Nguyen Thanh, Binh
- S1544612318303921 How negative interest rates affect the risk-taking of individual investors: Experimental evidence
by Baars, Maren & Cordes, Henning & Mohrschladt, Hannes
- S1544612318304264 Understanding time-varying short-horizon predictability✰
by Hammami, Yacine & Zhu, Jie
- S1544612318304380 Brent crude oil prices volatility during major crises
by Zavadska, Miroslava & Morales, Lucía & Coughlan, Joseph
- S1544612318304719 Is institutional monitoring time-varying? Evidence from the Korean market
by Kim, Kyung Soon & Chung, Chune Young & Liu, Chang
- S1544612318304975 Does the external environment matter for the persistence of firms' debt policy?
by Huang, Zhen & Gao, Weiwei & Chen, Liying
- S1544612318305051 Female independent directors and financial irregularities in chinese listed firms: From the perspective of audit committee chairpersons
by Li, Xiaochong & Li, Yanxi
- S1544612318305105 On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure
by Tan, Shay-Kee & Chan, Jennifer So-Kuen & Ng, Kok-Haur
- S1544612318305403 Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market
by Sobreira, Nuno & Louro, Rui
- S1544612318305488 Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
by Khuntia, Sashikanta & Pattanayak, J.K.
- S1544612318305609 The impact of Baidu Index sentiment on the volatility of China's stock markets
by Fang, Jianchun & Gozgor, Giray & Lau, Chi-Keung Marco & Lu, Zhou
- S1544612318305725 Monetary policy rate expectation and energy prices during the FOMC announcement period
by Jang, Hyeonung & Seo, Byoung Ki
- S1544612318305762 Commonality in liquidity across options and stock futures markets
by Benzennou, Bouchra & ap Gwilym, Owain & Williams, Gwion
- S1544612318305907 Price clustering in Bitcoin market—An extension
by Li, Xin & Li, Shenghong & Xu, Chong
- S1544612318306123 Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
by Zhang, Chen & Yang, Yu & Yun, Po
- S1544612318306202 Strategic trading with transaction cost in the long run
by Zhou, Deqing
- S1544612318306226 Corporate innovation and credit default swap spreads
by Lee, Hwang Hee & Oh, Frederick Dongchuhl
- S1544612318306330 Can international supply chain induce a return premium? Evidence from U.S. leading high-technology firms and Taiwan stock market
by Tsai, Li-Chuan & Zhang, Ruhui & Zhao, Cuifang
- S1544612318306378 Corporate hedging and dividend policy: An empirical study of Korean firms
by Choi, Young Mok & Park, Kunsu & Kim, Woo Sung
- S1544612318306421 Corporate governance convergence in the European M&A market
by Drobetz, Wolfgang & Momtaz, Paul P.
- S1544612318306597 Asset pricing with long-run durable expenditure risk
by Li, Huan
- S1544612318307074 Institutional capital allocation and equity returns: Evidence from Thai mutual funds’ holdings
by Ratanabanchuen, Roongkiat & Saengchote, Kanis
- S1544612318307335 Country factors in earnings management of ADR firms
by Chen, Clara Chia Sheng & Chou, Yan-Yu & Wei, Peihwang
- S1544612318307451 Not the usual suspects: Critical indicators in a dollarized country's Financial Stress Index
by Mansour Ishrakieh, Layal & Dagher, Leila & El Hariri, Sadika
- S1544612318307803 Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo
by Zhang, Tonghui & Yuan, Ying & Wu, Xi
- S1544612318307876 Can the Baltic Dry Index predict foreign exchange rates?
by Han, Liyan & Wan, Li & Xu, Yang
- S1544612318307918 A novel cryptocurrency price trend forecasting model based on LightGBM
by Sun, Xiaolei & Liu, Mingxi & Sima, Zeqian
- S1544612318307980 Real estate as a common risk factor in the financial sector: International evidence
by Carmichael, Benoît & Coën, Alain
- S1544612318308067 Forecasting VaR using realized EGARCH model with skewness and kurtosis
by Wu, Xinyu & Xia, Michelle & Zhang, Huanming
- S1544612318309140 The versatility of money multiplier under Basel III regulations
by Xiong, Wanting & Li, Boyao & Wang, Yougui & Stanley, H. Eugene
- S1544612319301187 Director and officer liability protection and firm value: Unintended consequences
by Aguir, Iness & Aguir, Wael
- S1544612319301424 The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country
by Li, Haiping & Semeyutin, Artur & Lau, Chi Keung Marco & Gozgor, Giray
- S1544612319301576 The long-run relationship between finance and income inequality: Evidence from panel data
by Thornton, John & Tommaso, Caterina Di
- S1544612319301667 Stock liquidity and excess leverage
by Chen, Zilin & Gao, Kang & Huang, Weiwei
- S1544612319301801 Institutional investors and corporate investment
by Cella, Cristina
- S1544612319303873 Dissecting the effectiveness of firm financial strength in predicting Chinese stock market
by Jiang, Fuwei & Jin, Fujing & Tang, Guohao
- S1544612319306038 Impact of economic policy uncertainty on exchange rate volatility of China
by Chen, Liming & Du, Ziqing & Hu, Zhihao
- S1544612319306853 Managerial overconfidence and manipulation of operating cash flow: Evidence from Korea✰
by Yang, Daecheon & Kim, Hyuntae
- S1544612319308852 Technical trading rules in the cryptocurrency market
by Grobys, Klaus & Ahmed, Shaker & Sapkota, Niranjan
- S1544612319309377 Non-linearities, cyber attacks and cryptocurrencies
by Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola
- S154461231830521X Joint liability loans in online peer-to-peer lending
by Zhou, Yimin & Wei, Xu
- S154461231830607X Investment timing with information-processing constraints
by Mu, Congming & Yang, Jinqiang & Zhang, Yuhua
- S154461231830624X Volatility persistence in the Russian stock market
by Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan
- S154461231830775X Momentum and reversals: Are they really separate phenomena?
by Chen, Tsung-Yu & Chou, Pin-Huang & Yang, Nien-Tzu
- S154461231830881X Regime switching in the present value models: A backward-solving method
by Kim, Jan R. & Chung, Keunsuk
- S154461231930337X Rough volatility of Bitcoin
by Takaishi, Tetsuya
2019, Volume 31, Issue C
- 1-18 Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective
by Wang, Pengfei & Zhang, Wei & Li, Xiao & Shen, Dehua
- 19-25 Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis
by Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min
- 26-31 Momentum and the Halloween Indicator: Evidence of a new seasonal pattern in momentum returns
by Bhootra, Ajay
- 32-37 The effectiveness of technical trading rules in cryptocurrency markets
by Corbet, Shaen & Eraslan, Veysel & Lucey, Brian & Sensoy, Ahmet
- 38-46 Do cryptocurrencies and traditional asset classes influence each other?
by Kurka, Josef
- 47-53 Bearing the bear: Sentiment-based disagreement in multi-criteria portfolio optimization
by S., Glogger & S., Heiden & D., Schneller
- 54-65 Effects of change in commission fees on China futures market
by Wu, Yu & Zhang, Tong
- 66-77 Does university reputation matter? Evidence from peer-to-peer lending
by Li, Jianwen & Hu, Jinyan
- 78-92 Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume
by Baur, Dirk G. & Cahill, Daniel & Godfrey, Keith & (Frank) Liu, Zhangxin
- 93-97 From financial markets to Bitcoin markets: A fresh look at the contagion effect
by Matkovskyy, Roman & Jalan, Akanksha
- 98-103 The way to induce private participation in green finance and investment
by Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki
- 104-109 The asymmetric high-frequency volatility transmission across international stock markets
by Luo, Jiawen & Wang, Shengquan
- 110-118 Sorting out the financials: Making economic sense out of statistical factors
by Lončarski, Igor & Vidovič, Luka
- 119-129 Quantile coherency networks of international stock markets
by Baumöhl, Eduard & Shahzad, Syed Jawad Hussain
- 130-137 An analysis of cryptocurrencies conditional cross correlations
by Aslanidis, Nektarios & Bariviera, Aurelio F. & Martínez-Ibañez, Oscar
- 138-145 Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework
by Hu, Yang & Valera, Harold Glenn A. & Oxley, Les
- 146-154 Asymmetric effect of style comovement on momentum
by Hsu, Ching-Chi & Chen, Miao-Ling
- 155-164 Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
by Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen
- 165-170 Trade-off theory and zero leverage
by Haddad, Kamal & Lotfaliei, Babak
- 171-178 Does gold or Bitcoin hedge economic policy uncertainty?
by Wu, Shan & Tong, Mu & Yang, Zhongyi & Derbali, Abdelkader
- v:31:y:2019:i:c:s1544612318307694 Institutional environment and financing costs: Evidence from venture capital backed transactions
by Liang, Qing & Gan, Christopher & Li, Zhaohua
- v:31:y:2019:i:c:s1544612318307475 Herding and flash events: Evidence from the 2010 Flash Crash
by Demirer, Rıza & Leggio, Karyl B. & Lien, Donald
- v:31:y:2019:i:c:s1544612318307670 Financial flows, global interest rates, and political integration
by Nagayasu, Jun
- v:31:y:2019:i:c:s1544612318305221 The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis
by Tiwari, Aviral Kumar & Jana, R.K. & Roubaud, David
- v:31:y:2019:i:c:s1544612318306184 Inflation expectation, monetary policy credibility, and exchange rates
by Lee, Seojin & Kim, Young Min
- v:31:y:2019:i:c:s1544612318302836 Do bullet trains affect earnings management? Evidence from China
by Li, Bin & Zheng, Wen & Ma, Chen
- v:31:y:2019:i:c:s1544612318307438 Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound
by Hayo, Bernd & Henseler, Kai & Rapp, Marc Steffen
- v:31:y:2019:i:c:s1544612318307827 Does religion affect cross-border acquisitions? Tales from developed and emerging economies
by Prasadh, R. Shyaam & Thenmozhi, M.
- v:31:y:2019:i:c:s1544612318302289 A note of techniques that mitigate floating-point errors in PIN estimation
by Ke, Wen-Chyan & Chen, Hueiling & Lin, Hsiou-Wei William
- v:31:y:2019:i:c:s1544612318301612 Patience in financial decisions and post-secondary education
by Park, Na Young
- v:31:y:2019:i:c:s1544612318308420 How do independent directors view powerful executive risk-taking incentives? A quasi-natural experiment
by Ongsakul, Viput & Jiraporn, Pornsit
- v:31:y:2019:i:c:s1544612318304902 A readily computable commodity price index: 1900–2016
by Fernandez, Viviana
- v:31:y:2019:i:c:s1544612318306251 Bitcoin price–volume: A multifractal cross-correlation approach
by Alaoui, Marwane El & Bouri, Elie & Roubaud, David
- v:31:y:2019:i:c:s1544612318303465 CEO pay disparity, chaebol affiliations, and implied cost of equity capital
by Chun, Hong-min
- v:31:y:2019:i:c:s1544612318301223 Asset quality, debt maturity, and market liquidity
by Gong, Yaxian & Wei, Xu
- v:31:y:2019:i:c:s1544612319304489 Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China
by Jiang, Yonghong & Zhu, Zixuan & Tian, Gengyu & Nie, He
- v:31:y:2019:i:c:s1544612318306159 Does government support promote SME tax payments? New evidence from Vietnam
by Huong, Vu Van & Cuong, Ly Kim
- v:31:y:2019:i:c:s1544612318302423 Short and long-term interest rate risk: The sovereign balance-sheet nexus
by Afonso, António & Alves, José
- v:31:y:2019:i:c:s1544612318305944 Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?
by Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled
- v:31:y:2019:i:c:s1544612318307785 An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China
by Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua
- v:31:y:2019:i:c:s1544612318304367 Neighbors matter: Geographical distance and trade timing in the stock market
by Baltakys, Kȩstutis & Baltakienė, Margarita & Kärkkäinen, Hannu & Kanniainen, Juho
- v:31:y:2019:i:c:s1544612318306457 Advance notice labor conflicts and firm value—An event study analysis on Israeli companies
by Afik, Zvika & Haim, Roi & Lahav, Yaron
- v:31:y:2019:i:c:s1544612318302368 Microfinance institutions and the provision of mobile financial services: First empirical evidence
by Dorfleitner, Gregor & Nguyen, Quynh Anh & Röhe, Michaela
- v:31:y:2019:i:c:s1544612318305749 When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin
by Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng
- v:31:y:2019:i:c:s1544612318306275 Effect of bifurcation on the interaction between Bitcoin and Litecoin
by Tu, Zhiyong & Xue, Changyong
- v:31:y:2019:i:c:s1544612319306889 How do black swan events go global? -Evidence from US reserves effects on TOCOM gold futures prices
by Wang, Yang & Cao, Xinbang & Sui, Xiuping & Zhao, Wenxi
- v:31:y:2019:i:c:s1544612319306877 Can designed financial systems drive out highly polluting firms? An evaluation of an experimental economic policy
by Zhang, Dongyang & Du, Pengcheng & Chen, Yaowen
- v:31:y:2019:i:c:s1544612318307104 Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models
by Boako, Gideon & Tiwari, Aviral Kumar & Ibrahim, Muazu & Ji, Qiang
- v:31:y:2019:i:c:s1544612318307402 Capital-market effects of securities regulation: Prior conditions, implementation, and enforcement revisited
by Cumming, Douglas & Johan, Sofia
- v:31:y:2019:i:c:s1544612318307165 Optimal margin requirement
by Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc
- v:31:y:2019:i:c:s1544612317307894 Bitcoin and the day-of-the-week effect
by Aharon, David Yechiam & Qadan, Mahmoud
- v:31:y:2019:i:c:s1544612318304513 Seasonality in cryptocurrencies
by Kaiser, Lars
- v:31:y:2019:i:c:s1544612318306949 Sectoral contributions to systemic risk in the Chinese stock market
by Wu, Fei
- v:31:y:2019:i:c:s1544612318304240 The day of the week effect in the cryptocurrency market
by Caporale, Guglielmo Maria & Plastun, Alex
- v:31:y:2019:i:c:s1544612318302149 Haze, investor attention and China's stock markets: Evidence from internet stock forum
by Zhang, Yihao & Tao, Lingfeng
- v:31:y:2019:i:c:s1544612318306846 Cryptocurrencies as financial bubbles: The case of Bitcoin
by Geuder, Julian & Kinateder, Harald & Wagner, Niklas F.
- v:31:y:2019:i:c:s154461231930683x Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash
by Yousaf, Imran & Hassan, Arshad
- v:31:y:2019:i:c:s154461231830789x Does the shareholding network affect bank's risk-taking behavior? An exploratory study on Chinese commercial banks
by Li, Bing & Li, Changhong & Wang, Li
- v:31:y:2019:i:c:s154461231830669x The gender gap in over-indebtedness
by Meyll, Tobias & Pauls, Thomas
- v:31:y:2019:i:c:s154461231830597x Operating leases, operating leverage, operational inflexibility and sticky costs
by Cook, Douglas O. & Kieschnick, Robert & Moussawi, Rabih
2019, Volume 30, Issue C
- 1-7 Corporate social responsibility, media freedom, and firm value
by Chang, Kiyoung & Shim, Hyeongsop & Yi, Taihyeup David
- 8-13 A test of traditional and psychometric relative risk tolerance measures on household financial risk taking
by Grable, John E. & Lyons, Angela C. & Heo, Wookjae
- 14-22 Market uncertainty and trading volume around earnings announcements
by Choi, Hae Mi
- 23-29 Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis
by Wei, Yu & Qin, Songkun & Li, Xiafei & Zhu, Sha & Wei, Guiwu
- 30-36 Hedging bitcoin with other financial assets
by Pal, Debdatta & Mitra, Subrata K.
- 37-43 Media attention and Bitcoin prices
by Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane
- 44-50 Optimization of multi-period portfolio model after fitting best distribution
by Kamali, Rezvan & Mahmoodi, Safieh & Jahandideh, Mohammad-Taghi
- 51-59 Is there still a weather anomaly? An investigation of stock and foreign exchange markets
by Andrikopoulos, Athanasios & Wang, Changyu & Zheng, Min
- 60-68 Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices
by Ghazani, Majid Mirzaee & Ebrahimi, Seyed Babak
- 69-75 Tail risk and the consumption CAPM
by Kwon, Ji Ho
- 76-82 Announcement effect and its determinants of exchangeable bonds
by Wang, Lan & Chen, Langnan & Chen, Jieni
- 83-88 Intraday momentum and reversal in Chinese stock market
by Chu, Xiaojun & Gu, Zherong & Zhou, Haigang
- 89-95 Forecasting realized variance using asymmetric HAR model with time-varying coefficients
by Wu, Xinyu & Hou, Xinmeng
- 96-102 Political connections and the value of cash holdings
by Kusnadi, Yuanto
- 103-109 Nowcasting of the U.S. unemployment rate using Google Trends
by Nagao, Shintaro & Takeda, Fumiko & Tanaka, Riku
- 110-115 The causality between liquidity and volatility in the Polish stock market
by Będowska-Sójka, Barbara & Kliber, Agata
- 116-123 Social-media and intraday stock returns: The pricing power of sentiment
by Broadstock, David C. & Zhang, Dayong
- 124-129 Credit rating and microfinance lending decisions based on loss given default (LGD)
by Shi, Baofeng & Zhao, Xue & Wu, Bi & Dong, Yizhe
- 130-138 Share repurchases under uncertainty: U.S. evidence
by Pirgaip, Burak & Dinçergök, Burcu
- 139-144 Revisiting the price effect in US stocks
by Geertsema, Paul & Lu, Helen
- 145-152 What influences portfolio contagion among open-end mutual funds?
by Liu, Junbin & Liu, Xiaoxing & Shi, Guangping
- 153-159 Does CSR influence M&A target choices?
by Gomes, Mathieu
- 160-169 On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees
by Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy
- 170-180 Suboptimal investment behavior and welfare costs: A simulation based approach
by Castañeda, Pablo & Reus, Lorenzo
- 181-186 Herding in the cryptocurrency market: CSSD and CSAD approaches
by Vidal-Tomás, David & Ibáñez, Ana M. & Farinós, José E.
- 187-193 Bitcoin returns and risk: A general GARCH and GAS analysis
by Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás
- 194-200 A study of first generation commodity indices: Indices based on financial diversification
by Ahn, Jung-Hyun & Six, Pierre
- 201-207 Measuring the hedging effectiveness of commodities
by Chunhachinda, Pornchai & de Boyrie, Maria E. & Pavlova, Ivelina
- 208-215 Is there an effective reputation mechanism in peer-to-peer lending? Evidence from China
by Ding, Jie & Huang, Jinbo & Li, Yong & Meng, Meichen
- 216-220 Effects of CEO miscalibration on compensation and hedging
by Kim, Hwa-Sung
- 221-227 Volatility co-movement between Bitcoin and Ether
by Katsiampa, Paraskevi
- 228-232 Can list prices accurately capture housing price trends? Insights from extreme markets conditions
by Lyons, Ronan C.
- 233-239 Profitability shocks and recovery in time of crisis evidence from European banks
by Bongini, Paola & Cucinelli, Doriana & Battista, Maria Luisa Di & Nieri, Laura
- 240-245 Stock distributions and the Retained Earnings Hypothesis revisited
by Heavilin, Jason E. & Songur, Hilmi
- 246-258 How much happiness can we find in the U.S. fear Index?
by Qadan, Mahmoud & Aharon, David Y.
- 259-265 How does the stock market react to financial innovation regulations?
by Yang, Minhua & He, Yu
- 266-270 Who has volatility information in the index options market?
by Ryu, Doojin & Yang, Heejin
- 271-275 Corporate governance and procyclicality in a banking crisis: Empirical evidence and implications
by Ibáñez-Hernández, Francisco J. & Peña-Cerezo, Miguel A. & Araujo-de-la-Mata, Andrés
- 276-279 CEO compensation, pay inequality, and the gender diversity of bank board of directors
by Owen, Ann L. & Temesvary, Judit
- 280-291 Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model
by Zhu, Huainian & Cao, Ming & Zhang, Chengke
- 292-296 Does anti-corruption campaign promote corporate R&D investment? Evidence from China
by Gan, Weiyu & Xu, Xixiong
- 297-305 The effect of non-traditional banking activities on systemic risk: Does bank size matter?
by Fina Kamani, Eric
- 306-313 Conditional pricing of earnings quality
by Zhang, Mingshan
- 314-317 Understanding the order effect in eliciting risk aversion
by Sohn, Kitae
- 318-326 Capital structure volatility, financial vulnerability, and stock returns: Evidence from Korean firms
by Chong, Byung-Uk & Kim, Heonsoo
- 327-333 Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach
by Luca, Giovanni De & Guégan, Dominique & Rivieccio, Giorgia
- 334-340 Challenges facing Malaysia pension scheme in an era of ageing population
by Jaafar, Roslan & Daly, Kevin James & Mishra, Anil V.
- 341-351 Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach
by Lei, Likun & Shang, Yue & Chen, Yongfei & Wei, Yu
- 352-359 Does the level of financial leasing matter in the impact of bank lending on economic growth: Evidence from the global market (2006–2016)
by Zhang, Ying & Zhai, Ling & Sun, Haijia
- 360-366 The value premium and expected business conditions
by Kirby, Chris
- 367-370 Does the introduction of futures improve the efficiency of Bitcoin?
by Köchling, Gerrit & Müller, Janis & Posch, Peter N.
- 371-377 Detecting overreaction in the Bitcoin market: A quantile autoregression approach
by Chevapatrakul, Thanaset & Mascia, Danilo V.
- 378-384 Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia
by Karlsson, Sune & Österholm, Pär
- 385-393 Bitcoin as a safe haven: Is it even worth considering?
by Smales, L.A.
- 394-402 What drives the off-shore futures market? Evidence from India and China
by Kumar, S.S.S. & Sampath, Aravind
- 403-413 Can investors profit from security analyst recommendations?: New evidence on the value of consensus recommendations
by Park, Sung Jun & Park, Ki Young
- 414-419 Energy market financialization: Empirical evidence and implications from East Asian LNG markets
by Shi, Xunpeng & Shen, Yifan & Wu, Yanrui
Printed from https://ideas.repec.org/s/eee/finlet23.html
