Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: R. Gençay
Series handle: RePEc:eee:finlet
ISSN: 15446123
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:finlet. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/frl .
Content
2021, Volume 38, Issue C
- S1544612319310773 Realised volatility connectedness among Bitcoin exchange markets
by Ji, Qiang & Bouri, Elie & Kristoufek, Ladislav & Lucey, Brian
- S1544612319310797 European banks straddling borders: Risky or rewarding?
by Duijm, Patty & Schoenmaker, Dirk
- S1544612319310931 Which local markets do banks desert first? evidence from poland
by Jackowicz, Krzysztof & Kozłowski, Łukasz & Wnuczak, Paweł
- S1544612319310943 The role of investor attention in predicting stock prices: The long short-term memory networks perspective
by Zhang, Yongjie & Chu, Gang & Shen, Dehua
- S1544612319311043 Financial Self-awareness: Who Knows What They Don’t Know?
by Bazley, William J. & Bonaparte, Yosef & Korniotis, George M.
- S1544612319311262 Investor sentiment and the pre-FOMC announcement drift
by Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros
- S1544612319311286 Understanding Bitcoin liquidity
by Scharnowski, Stefan
- S1544612319311316 Calendar effects in Bitcoin returns and volatility
by Kinateder, Harald & Papavassiliou, Vassilios G.
- S1544612319311626 A note on the behavior of Chinese commodity markets
by Fan, John Hua & Todorova, Neda
- S1544612319312024 Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets
by Silahli, Baykar & Dingec, Kemal Dincer & Cifter, Atilla & Aydin, Nezir
- S1544612319312073 Marketisation, information transparency and the cost of equity for family firms
by Guo, Jiaqi & Li, Changhong & Jiao, Wenting & Wang, Zhan
- S1544612319312140 Does a designed financial system impact polluting firms’ employment? Evidence of an experimental economic policy
by Zhang, Dongyang
- S1544612319312176 Ambiguity on uncertainty and the equity premium
by Ruan, Xinfeng & Zhang, Jin E.
- S1544612319312267 Can small sample dataset be used for efficient internet loan credit risk assessment? Evidence from online peer to peer lending
by Yu, Lean & Zhang, Xiaoming
- S1544612319312565 Trade openness and economic growth quality of China: Empirical analysis using ARDL model
by Kong, Qunxi & Peng, Dan & Ni, Yehui & Jiang, Xinyue & Wang, Ziqi
- S1544612319312632 A crypto safe haven against Bitcoin
by Baur, Dirk G. & Hoang, Lai T.
- S1544612319312802 Economic policy uncertainty and non-performing loans: The moderating role of bank concentration
by Karadima, Maria & Louri, Helen
- S1544612319312978 Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test
by Li, Xiao
- S1544612319313224 Can a small fish become a big fish? Modeling leader-generating mergers in a Stackelberg market
by Qiu, Hong & Zhu, Nan & Peng, Qiyuan
- S1544612319313492 An empirical evaluation of the influential nodes for stock market network: Chinese A-shares case
by Huang, Chuangxia & Wen, Shigang & Li, Mengge & Wen, Fenghua & Yang, Xin
- S1544612319313674 Measuring Trump: The Volfefe Index and its impact on European financial markets
by Klaus, Jürgen & Koser, Christoph
- S1544612319313686 Dependency on FDI inflows and stock market linkages
by Vo, Dinh-Tri
- S1544612319313716 Information disclosure and the default risk of online peer-to-peer lending platform
by Wang, Qian & Su, Zhongnan & Chen, Xinyang
- S1544612319313728 Optimal risk asset allocation of a loss-averse bank with partial information under inflation risk
by Huang, Jia & Chen, Zheng
- S1544612319313868 Multiple shadow insurance activities and life insurance policyholder protection
by Chen, Shi & Yao, Wenyu & Huang, Fu-Wei
- S1544612319313972 Does credit type matter for relationship lending? The special role of bank credit lines
by Zhao, Yijia (Eddie)
- S1544612319314199 Does investor sentiment on social media provide robust information for Bitcoin returns predictability?
by Guégan, Dominique & Renault, Thomas
- S1544612319314424 Information dissemination and price discovery
by Amairi, Haifa & Zantour, Ahlem & Saadi, Samir
- S1544612320300350 Are Chinese crude oil futures good hedging tools?
by LI, Jie & HUANG, Lixin & LI, Ping
- S1544612320300374 Exploring evolution trends in cryptocurrency study: From underlying technology to economic applications
by Jiang, Shangrong & Li, Xuerong & Wang, Shouyang
- S1544612320300568 Does direction of the transmission of bank risk matter? An application to the Chilean banking sector
by Silva, Cinthya & Pino, Gabriel
- S1544612320300854 Covid-19 and Optimal Portfolio Selection for Investment in Sustainable Development Goals
by Yoshino, Naoyuki & Taghizadeh-Hesary, Farhad & Otsuka, Miyu
- S1544612320300891 Return equicorrelation in the cryptocurrency market: Analysis and determinants
by Bouri, Elie & Vo, Xuan Vinh & Saeed, Tareq
- S1544612320300921 Tail dependence between gold and Islamic securities
by Maghyereh, Aktham & Abdoh, Hussein
- S1544612320300933 Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State
by Chuliá, Helena & Koser, Christoph & Uribe, Jorge M.
- S1544612320301082 Measuring systemic risk via GAS models and extreme value theory: Revisiting the 2007 financial crisis
by Gavronski, Pedro Gerhardt & Ziegelmann, Flavio A.
- S1544612320301112 Nonlinear effect of subordinated debt changes on bank performance
by Ryu, Doojin & Yu, Jinyoung
- S1544612320301343 Multi-objective portfolio optimization under tempered stable Lévy distribution with Copula dependence
by Gong, Xiao-Li & Xiong, Xiong
- S1544612320301422 Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach
by Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric
- S1544612320301549 Leveraged buyouts and financial distress
by Ayash, Brian & Rastad, Mahdi
- S1544612320301616 Carbon and inflation
by Pardo, Ángel
- S1544612320301756 Platform Characteristics and Online Peer-to-Peer Lending: Evidence from China
by Wang, Qi & Xiong, Xiong & Zheng, Zunxin
- S1544612320301793 Performance-sharing optimization by risk-constrained equity investors
by Boudt, Kris & Khokhar, Mulazim-Ali
- S1544612320302646 Stock Return Predictability: Evidence Across US Industries
by Pham, Quynh Thi Thuy
- S1544612320303202 COVID-19 and the United States financial markets’ volatility
by Albulescu, Claudiu Tiberiu
- S1544612320303913 How explosive are cryptocurrency prices?
by Gronwald, Marc
- S1544612320305134 Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic
by Corbet, Shaen & Hou, Yang & Hu, Yang & Lucey, Brian & Oxley, Les
- S1544612320305638 Stock markets and the COVID-19 fractal contagion effects
by Okorie, David Iheke & Lin, Boqiang
- S1544612320305754 Financial contagion during COVID–19 crisis
by Akhtaruzzaman, Md & Boubaker, Sabri & Sensoy, Ahmet
- S1544612320305821 Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic
by Baig, Ahmed S. & Butt, Hassan Anjum & Haroon, Omair & Rizvi, Syed Aun R.
- S1544612320306668 COVID-19 and the march 2020 stock market crash. Evidence from S&P1500
by Mazur, Mieszko & Dang, Man & Vega, Miguel
- S1544612320306711 Market reactions to the arrival and containment of COVID-19: An event study
by Heyden, Kim J. & Heyden, Thomas
- S1544612320306978 Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis
by Goodell, John W. & Goutte, Stephane
- S1544612320308217 Overshooting of sovereign emerging eurobond yields in the context of COVID-19
by Sène, Babacar & Mbengue, Mohamed Lamine & Allaya, Mouhamad M.
- S1544612320308345 Stock return predictability in the time of COVID-19
by Ciner, Cetin
- S1544612320308497 The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets
by Gharib, Cheima & Mefteh-Wali, Salma & Jabeur, Sami Ben
- S1544612320309983 The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China
by Broadstock, David C. & Chan, Kalok & Cheng, Louis T.W. & Wang, Xiaowei
- S1544612320316019 COVID-19 effect on herding behaviour in European capital markets
by Espinosa-Méndez, Christian & Arias, Jose
- S1544612320316123 Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?
by Dwita Mariana, Christy & Ekaputra, Irwan Adi & Husodo, Zaäfri Ananto
- S1544612320316147 Covid-19 pandemic and tail-dependency networks of financial assets
by Le, Trung Hai & Do, Hung Xuan & Nguyen, Duc Khuong & Sensoy, Ahmet
- S1544612320316226 The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China
by Liu, Hao & Yi, Xingjian & Yin, Libo
- S1544612320316469 The COVID-19 outbreak and stock market reactions: Evidence from Australia
by Rahman, Md Lutfur & Amin, Abu & Al Mamun, Mohammed Abdullah
- S1544612320316512 Household leverage and education expenditure: the role of household investment
by Wei, Huaying & Guo, Rui & Sun, Honghao & Wang, Nan
- S1544612320316524 The impact of COVID-19 on the Chinese stock market: Sentimental or substantial?
by Sun, Yunchuan & Wu, Mengyuan & Zeng, Xiaoping & Peng, Zihan
- S1544612320316652 Fractal analysis of market (in)efficiency during the COVID-19
by Frezza, Massimiliano & Bianchi, Sergio & Pianese, Augusto
- S1544612320316664 Flight-to-quality between global stock and bond markets in the COVID era
by Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios
- S1544612320316676 The unprecedented reaction of equity and commodity markets to COVID-19
by Amar, Amine Ben & Belaid, Fateh & Youssef, Adel Ben & Chiao, Benjamin & Guesmi, Khaled
- S1544612320316780 Impacts of the COVID-19 pandemic on financial market connectedness
by So, Mike K.P. & Chu, Amanda M.Y. & Chan, Thomas W.C.
- S1544612320316846 Reconsidering systematic factors during the Covid-19 pandemic – The rising importance of ESG
by Díaz, Violeta & Ibrushi, Denada & Zhao, Jialin
- S1544612320316871 Trust and stock market volatility during the COVID-19 crisis
by Engelhardt, Nils & Krause, Miguel & Neukirchen, Daniel & Posch, Peter N.
- S1544612320316913 Exploration of safe havens for Africa's stock markets: A test case under COVID-19 crisis
by Omane-Adjepong, Maurice & Alagidede, Imhotep Paul
- S154461231930474X Reliance on major customers and product market competition
by Larkin, Yelena
- S154461231930755X Tail-risk spillovers in cryptocurrency markets
by Xu, Qiuhua & Zhang, Yixuan & Zhang, Ziyang
- S154461231930844X Pricking asset market bubbles
by Schmitt, Noemi & Westerhoff, Frank
- S154461231931030X Dynamic correlations and spillover effects between CoCo bonds and other financial assets: Evidence from European banking
by LI, Fangfang & LI, Ping
- S154461231931150X The shrinking role of foreign operations at global financial institutions and its impact on efficiency
by Pagano, Michael S.
- S154461231931308X Quantifying financial market dynamics: Scaling law in rank mobility of Chinese stock prices
by Shi, Yongbin & Yu, Miao & Chen, Liujun & Ivanov, Plamen Ch. & Wang, Yougui
- S154461232030177X Beyond risk parity – A machine learning-based hierarchical risk parity approach on cryptocurrencies
by Burggraf, Tobias
- S154461232030934X COVID-19 lockdowns, stimulus packages, travel bans, and stock returns
by Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Liu, Guangqiang
- S154461232031641X What caused global stock market meltdown during the COVID pandemic–Lockdown stringency or investor panic?
by Aggarwal, Shobhit & Nawn, Samarpan & Dugar, Amish
- S154461232031686X Stock Return and the COVID-19 pandemic: Evidence from Canada and the US
by Xu, Libo
2020, Volume 37, Issue C
- S1544612318303684 Institutional investor sentiment, beta, and stock returns
by Wang, Wenzhao
- S1544612318306160 Mean-variance model and investors’ diversification attitude: A theoretical revisit
by Koumou, Gilles Boevi
- S1544612318306196 Solving the index tracking problem based on a convex reformulation for cointegration
by Sant'Anna, Leonardo Riegel & de Oliveira, Alan Delgado & Filomena, Tiago Pascoal & Caldeira, João Frois
- S1544612318306329 Market making with convex quotes
by Hwang, Hae-shin & Jindapon, Paan
- S1544612318306500 International portfolio strategies and opportunities: The case of the US, Japan and Asia
by Narayan, Seema & Ur Rehman, Mobeen
- S1544612318309231 Mispricing or growth? an empirical analysis of acquisition premium
by Lai, Shaojie & Pu, Xiaoling
- S1544612318309358 Bank total factor productivity convergence: Evidence from india
by Thota, Nagaraju & Subrahmanyam, A.C.V.
- S1544612318309437 Finance and income inequality revisited
by Altunbaş, Yener & Thornton, John
- S1544612318309462 Do precious metals act as hedges or safe havens for China's financial markets?
by Peng, Xiaofan
- S1544612319301564 Does economic policy uncertainty influence executive risk-taking incentives?
by Chatjuthamard, Pattanaporn & Wongboonsin, Patcharawalai & Kongsompong, Kritika & Jiraporn, Pornsit
- S1544612319301692 Stakeholder orientation and stock price crash risk
by Li, You & Zhang, Jian
- S1544612319302399 An idea of risk-neutral momentum and market fear
by Schadner, Wolfgang
- S1544612319302910 Frequency volatility connectedness across different industries in China
by Jiang, Junhua & Piljak, Vanja & Tiwari, Aviral Kumar & Äijö, Janne
- S1544612319303216 Mispricing, returns and the quest for parsimony
by Rudkin, Wanling
- S1544612319304404 Foreign investors’ trading behaviors around merger and acquisition announcements: Evidence from Korea
by Yang, Jin Young & Segara, Reuben
- S1544612319304477 Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile
by Pincheira-Brown, Pablo & Neumann, Federico
- S1544612319304507 Arbitrage-free relative Nelson–Siegel model
by Ishii, Hokuto
- S1544612319304611 A better criterion for forced selling in bond markets: Credit ratings versus credit spreads
by Choi, Jae Yong & Yi, Junesuh & Yoon, Sun-Joong
- S1544612319304660 A neural approach to the value investing tool F-Score
by Gimeno, Ruth & Lobán, Lidia & Vicente, Luis
- S1544612319304921 Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach
by Buigut, Steven & Kapar, Burcu
- S1544612319305215 The influence of Bitcoin on portfolio diversification and design
by Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen
- S1544612319305367 Can the intermediary capital risk predict foreign exchange rates?
by Yin, Libo
- S1544612319305392 Executive compensation, macroeconomic conditions, and cash flow cyclicality
by Colonnello, Stefano
- S1544612319305616 Renewable energy and regional value: Identifying value added of public power producer and suppliers in japan
by Suwa, Aki
- S1544612319305781 Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence
by Abid, Abir
- S1544612319306397 Technology entrepreneurship, ethnicity, and success
by Gavious, Ilanit & Milo, Orit
- S1544612319306579 Penetrating the real performance of SSE STAR enterprises: A double-market investigation
by Zhou, Wei & Gu, Ruitao & Lu, Shuai
- S1544612319307378 Golden geese or black sheep: Are stakeholders the saviors or saboteurs of financial distress?
by Dumitrescu, Ariadna & El Hefnawy, Menatalla & Zakriya, Mohammed
- S1544612319307548 A new breed of activism
by Artiga González, Tanja & Calluzzo, Paul
- S1544612319308050 Rough stochastic elasticity of variance and option pricing
by Cao, Jiling & Kim, Jeong-Hoon & Kim, See-Woo & Zhang, Wenjun
- S1544612319308165 University R&D activities and firm innovations
by Li, Xiaoying & Tan, Ying
- S1544612319308293 Profitability and money propagation in communities of bank clients: A visual analytics approach
by Berggrun, Luis & Salamanca, Juan & Díaz, Javier & Ospina, Juan David
- S1544612319309365 Does CEO inside debt promote corporate innovation?
by Lee, Gemma
- S1544612319309936 Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data
by Christou, Christina & Gabauer, David & Gupta, Rangan
- S1544612319310621 OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets
by Ayadi, Mohamed A. & Ben Omrane, Walid & Lazrak, Skander & Yan, Xusheng
- S1544612319312577 Moral hazard, external governance and risk-taking: Evidence from commercial banks in China
by Zhang, Zhiwei & Wu, Fei
- S1544612319313418 The impact of the consistency of carbon performance and carbon information disclosure on enterprise value
by Yan, Huahong & Li, Xiaoyan & Huang, Ying & Li, Yuanhao
- S1544612319314849 Can financial inclusion be an effective mitigation measure? evidence from panel data analysis of the environmental Kuznets curve
by Renzhi, Nuobu & Baek, Yong Jun
- S1544612320303044 Female board representation, risk-taking and performance: Evidence from dual banking systems
by Khan, Mushtaq Hussain & Fraz, Ahmad & Hassan, Arshad & Abedifar, Pejman
- S1544612320305365 The dependency measures of commercial bank risks: Using an optimal copula selection method based on non-parametric kernel density
by Jin, Chenglu & Chen, Rongda & Cheng, Diandian & Mo, Sitian & Yang, Ke
- S1544612320307959 COVID-19 and investor behavior
by Ortmann, Regina & Pelster, Matthias & Wengerek, Sascha Tobias
- S1544612320311843 COVID-19 and stock market volatility: An industry level analysis
by Baek, Seungho & Mohanty, Sunil K. & Glambosky, Mina
- S1544612320315877 How has the relationship between oil and the US stock market changed after the Covid-19 crisis?
by Sakurai, Yuji & Kurosaki, Tetsuo
- S1544612320315890 Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach
by Just, Małgorzata & Echaust, Krzysztof
- S1544612320315968 Spillover effects of RMB exchange rate among B&R countries: Before and during COVID-19 event
by Wei, Zhixi & Luo, Yu & Huang, Zili & Guo, Kun
- S1544612320315981 Trading from home: The impact of COVID-19 on trading volume around the world
by Chiah, Mardy & Zhong, Angel
- S154461231930159X Do FOMC and macroeconomic announcements affect Bitcoin prices?
by Pyo, Sujin & Lee, Jaewook
- S154461231930830X New evidence for the inflation hedging potential of US stock returns
by Salisu, Afees A. & Ndako, Umar B. & Akanni, Lateef O.
- S154461231930916X Government subsidies, dividend and stock market refinancing of Chinese firms
by Huang, Wei
- S154461232031597X Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis
by Choi, Sun-Yong
2020, Volume 36, Issue C
- S1544612318305476 Retail investor experience, asset learning, and portfolio risk-adjusted returns
by Fjesme, Sturla Lyngnes
- S1544612319301321 The other side of forward guidance: Are central banks constrained by financial markets?
by Picault, Matthieu & Raffestin, Louis
- S1544612319301916 Startups’ demand for non-financial resources: Descriptive evidence from an international corporate venture capitalist
by Riepe, Jan & Uhl, Kristina
- S1544612319301977 Industry classification, product market competition, and firm characteristics
by Li, Scott & Liu, Qianqiu & Refalo, James
- S1544612319303149 Measuring systemic risk contribution: The leave-one-out z-score method
by Li, Xiping & Tripe, David & Malone, Chris & Smith, David
- S1544612319303289 Expected government support and bank risk-taking: Evidence from China
by Bai, Haifeng & Ba, Shusong & Huang, Wenli & Hu, Wentao
- S1544612319303691 The impact of Brexit on bank efficiency: Evidence from UK and Ireland
by Fernández, Xosé Luís & Paz-Saavedra, David & Coto-Millán, Pablo
- S1544612319303903 Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas
by Park, Cheolbeom & Park, Suyeon
- S1544612319304003 ESG fund scores in UK SRI and conventional pension funds: Are the ESG concerns of the SRI niche affecting the conventional mainstream?
by Alda, Mercedes
- S1544612319304076 Good institutions and banking sector competitiveness: A semi-parametric evidence
by Egbendewe, Aklesso Y.G. & Oloufade, Djoulassi K.
- S1544612319304167 Monetary loosening and cash holdings: Evidence from an emerging market
by Tran, Quoc Trung
- S1544612319304283 The State-Owned Capital Gains Handover System and managerial agency cost: Evidence from central state-owned listed companies in China
by Lin, Huiting & He, Yurun & Wang, Maolin & Huang, Yehua
- S1544612319304465 Time and frequency relationship between household investors’ sentiment index and US industry stock returns
by Khan, Muhammad Asif & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain
- S1544612319304726 Financial literacy and formal credit accessibility: Evidence from informal businesses in China
by Xu, Nana & Shi, Jingye & Rong, Zhao & Yuan, Yan
- S1544612319305033 Political uncertainty and analysts’ forecasts: Evidence from China
by Yu, Sijia & Zhang, Junrui & Qiu, Meng
- S1544612319305598 The pricing efficiency of crude oil futures in the Shanghai International Exchange
by Yang, Chen & Lv, Fei & Fang, Libing & Shang, Xingxing
- S1544612319306087 Tail dependence in the return-volume of leading cryptocurrencies
by Naeem, Muhammad & Bouri, Elie & Boako, Gideon & Roubaud, David
- S1544612319306154 Will CEOs with banking experience lower default risks? Evidence from P2P lending platforms in China
by Gong, Qiang & Liu, Chong & Peng, Qianni & Wang, Luying
- S1544612319306324 Long-run versus short-run news and the term structure of equity
by Breugem, Matthijs & Marfè, Roberto
- S1544612319306725 Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar
by Das, Debojyoti & Le Roux, Corlise Liesl & Jana, R.K. & Dutta, Anupam
- S1544612319307019 The impact of China's macroeconomic determinants on commodity prices
by Zhang, Tianding & Du, Tianwen & Li, Jie
- S1544612319307317 Foreign ownership and capital structure dynamics
by Do, Trung K. & Lai, Tuan N. & Tran, Thuy T.C.
- S1544612319307470 Regulation spillovers across cryptocurrency markets
by Borri, Nicola & Shakhnov, Kirill
- S1544612319308463 Do individual traders undermine firm valuation?
by Choi, Paul Moon Sub & Choi, Joung Hwa & Chung, Chune Young
- S1544612319308487 Regulation of retail gasoline prices
by Angerer, Martin
- S1544612319308785 Revisiting the impact of financial depth on growth: A semi-parametric approach
by Polemis, Michael L. & Stengos, Thanasis & Tzeremes, Nickolaos G.
- S1544612319309353 Asymmetry of retail investors’ attention and asymmetric volatility: Evidence from China
by Chen, Shuning & Zhang, Wei & Feng, Xu & Xiong, Xiong
- S1544612319312413 Does corporate social responsibility improve financial performance? -evidence from pure green side✰
by WANG, Yang & Liu, Jun & Sui, Xiuping & Liu, Libing
- S1544612320304050 Financial markets under the global pandemic of COVID-19
by Zhang, Dayong & Hu, Min & Ji, Qiang
- S1544612320304815 The impact of COVID-19 on the degree of dependence and structure of risk-return relationship: A quantile regression approach
by Azimli, Asil
- S1544612320305018 Did Congress trade ahead? Considering the reaction of US industries to COVID-19
by Goodell, John W. & Huynh, Toan Luu Duc
- S1544612320305249 COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?
by Shehzad, Khurram & Xiaoxing, Liu & Kazouz, Hayfa
- S1544612320305316 Price reaction, volatility timing and funds’ performance during Covid-19
by Mirza, Nawazish & Naqvi, Bushra & Rahat, Birjees & Rizvi, Syed Kumail Abbas
- S1544612320305560 COVID-19, insurer board utility, and capital regulation
by Li, Xuelian & Lin, Panpan & Lin, Jyh-Horng
- S1544612320305912 Asymmetric dependence between stock market returns and news during COVID-19 financial turmoil
by Cepoi, Cosmin-Octavian
- S1544612320306346 How the cryptocurrency market has performed during COVID 19? A multifractal analysis
by Mnif, Emna & Jarboui, Anis & Mouakhar, Khaireddine
- S1544612320306735 Freedom and stock market performance during Covid-19 outbreak
by Erdem, Orhan
- S1544612320306966 The impact of COVID-19 on emerging stock markets
by Topcu, Mert & Gulal, Omer Serkan
- S1544612320307583 COVID-19 and safer investment bets
by Singh, Amanjot
- S1544612320308308 Capped borrower credit risk and insurer hedging during the COVID-19 outbreak
by Chen, Shi & Yang, Yang & Lin, Jyh-Horng
- S1544612320308515 The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
by Li, Yan & Liang, Chao & Ma, Feng & Wang, Jiqian
- S1544612320309818 Stock market oscillations during the corona crash: The role of fear and uncertainty
by Lyócsa, Štefan & Molnár, Peter
- S1544612320310813 Fear of the coronavirus and the stock markets
by Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš & Molnár, Peter
- S154461231930282X Evaluation of synergistic effects in M&A deals in the construction industry
by Nazarova, Varvara & Koshelev, Konstantin
- S154461231930409X Media attention and the volatility effect
by Blitz, David & Huisman, Rob & Swinkels, Laurens & van Vliet, Pim
- S154461231930488X Modelling liquidity management in Islamic banks from a microeconomic perspective
by Djelassi, Mouldi & Boukhatem, Jamel
- S154461231930594X Uncertainty aversion, carry trades and agent heterogeneity in the FX market
by Li, XiaoPing & Tong, Bin & Zhou, ChunYang
- S154461231930649X Cryptocurrency accepting venues, investor attention, and volatility
by Sabah, Nasim
- S154461231931219X Investor attention on internet financial markets
by Chen, Rongda & Qian, Qian & Jin, Chenglu & Xu, Min & Song, Qiping
- S154461232030684X Systemic risk: The impact of COVID-19
by Rizwan, Muhammad Suhail & Ahmad, Ghufran & Ashraf, Dawood
2020, Volume 35, Issue C
- S1544612318300229 Discretionary liquidity trading, information production and market efficiency
by Liu, Xia & Liu, Shancun & Qi, Zhen & Wen, Chunhui
- S1544612319300728 Optimal investment and financing with a bank-tax-interaction
by Chen, Biao & Yang, Jinqiang
- S1544612319301898 Earnings information, arbitrage constraints, and the forecast dispersion anomaly
by Kim, Soonho & Na, Haejung
- S1544612319303277 A general method for valuing complex capital structures
by Borochin, Paul & Kopeliovich, Yaacov & Shea, Kevin
- S1544612319303538 Identifying the impact of crisis on cooperative capital constraint. A short note on French craftsmen cooperatives
by Musson, Anne & Rousselière, Damien
- S1544612319303915 Trust and financial inclusion: A cross-country study
by Xu, Xiaoyan
- S1544612319304337 Does intraday time-series momentum exist in Chinese stock index futures market?
by Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei
- S1544612319304362 Arbitrage detection using max plus product iteration on foreign exchange rate graphs
by Cui, Zhenyu & Taylor, Stephen
- S1544612319304647 The US–Korea free trade agreement as a shock to product market competition: Evidence from the Korean stock market
by Ryu, Doowon
- S1544612319304908 Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach
by Hong, Yun & Li, Yi
- S1544612319305094 Analyzing herding behavior in commodities markets – an empirical approach
by Júnior, Gerson de Souza Raimundo & Palazzi, Rafael Baptista & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo
- S1544612319305240 Debt structure and earnings management: A non-linear analysis from an emerging economy
by Thanh, Su Dinh & Canh, Nguyen Phuc & Ha, Nguyen Tran Thai
- S1544612319305276 Flight-to-safety and the risk-return trade-off: European evidence
by Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S.
- S1544612319305318 An alternative approach to predicting bank credit risk in Europe with Google data
by González-Fernández, Marcos & González-Velasco, Carmen
- S1544612319305343 Aggregate implied cost of capital, option-implied information and equity premium predictability
by Launhardt, Patrick & Miebs, Felix
- S1544612319305793 Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? Evidence based on HAR and Ridge regression models
by Wei, Yu & Liang, Chao & Li, Yan & Zhang, Xunhui & Wei, Guiwu
- S1544612319305847 A bootstrap test for predictability of asset returns
by Kim, Jae H. & Shamsuddin, Abul