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Content
2019, Volume 30, Issue C
2019, Volume 29, Issue C
- 1-6 Investor attention and short-term return reversals
by Heyman, Dries & Lescrauwaet, Michiel & Stieperaere, Hannes
- 7-16 Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015
by Wong, Alfred
- 17-22 Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade
by Broadstock, David C. & Cheng, Louis T.W.
- 23-29 The informational dimensions of the Amihud (2002) illiquidity measure: Evidence from the M&A market
by Coën, Alain & de La Bruslerie, Hubert
- 30-40 Distracted institutional shareholders and managerial myopia: Evidence from R&D expenses
by Li, Yueting & Wang, Jianling & Wu, Xuan
- 41-49 Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets
by Chiang, Thomas C.
- 50-56 What factors discriminate reorganized and delisted distressed firms: Evidence from Malaysia
by Ahmad, Abd Halim
- 57-60 Bottom-up sentiment and return predictability of the market portfolio
by Guo, Jiaqi & Li, Youwei & Zheng, Min
- 61-67 Negative policy interest rates and exchange rate behavior: Further results
by Thornton, John & Vasilakis, Chrysovalantis
- 68-74 Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
by Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian
- 75-82 The relationship between Bitcoin returns and trade policy uncertainty
by Gozgor, Giray & Tiwari, Aviral Kumar & Demir, Ender & Akron, Sagi
- 83-89 Business cycle, expected return and momentum payoffs
by Chen, Jiun-Lin (Alex) & Hwang, Hyoseok (David)
- 90-100 Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model
by Canh, Nguyen Phuc & Wongchoti, Udomsak & Thanh, Su Dinh & Thong, Nguyen Trung
- 101-110 Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach
by Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Hkiri, Besma & Hamed Al Yahyaee, Khamis
- 111-116 Price clustering and sentiment in bitcoin
by Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim
- 117-124 Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock market
by Yang, Ming-Yuan & Li, Sai-Ping & Wu, Yue & Tang, Jingtai & Ren, Fei
- 125-128 Evaluating alternative methods of asset pricing based on the overall magnitude of pricing errors
by Shi, Qi & Li, Bin
- 129-135 Green credit policy, property rights and debt financing: Quasi-natural experimental evidence from China
by Liu, Xinghe & Wang, Enxian & Cai, Danting
- 136-140 One size fits all? The differential impact of parent capital on bank failures
by Ozdemir, Nilufer & Triplett, Russell & Altinoz, Cuneyt
- 141-151 A simple but powerful measure of market efficiency
by Tran, Vu Le & Leirvik, Thomas
- 152-155 The seed of a crisis: Investor sentiment and bank liquidity
by He, Liang
- 156-161 Activist arbitrage in M&A acquirers
by Jiang, Wei & Li, Tao & Mei, Danqing
- 162-168 The seasonality in sell-side analysts’ recommendations
by Kucheev, Yury O. & Sorensson, Tomas
- 169-177 Are European CEOs paid equally? A study of the UK-continental Europe pay gap
by Andrés, Pablo de & Arranz-Aperte, Laura
- 178-183 Co-explosivity in the cryptocurrency market
by Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David
- 184-192 Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
by Chen, Kexin & Wong, Hoi Ying
- 193-199 Predicting bond betas using macro-finance variables
by Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea
- 200-205 Portfolio diversification across cryptocurrencies
by Liu, Weiyi
- 206-215 Residual momentum and the cross-section of stock returns: Chinese evidence
by Lin, Qi
- 216-221 Herding behaviour in cryptocurrencies
by Bouri, Elie & Gupta, Rangan & Roubaud, David
- 222-230 Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum
by Mensi, Walid & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon
- 231-238 A risk-gain dominance maximization approach to enhanced index tracking
by Cesarone, Francesco & Lampariello, Lorenzo & Sagratella, Simone
- 239-244 How effective is the tail mean-variance model in the fund of fund selection? An empirical study using various risk measures
by Wang, Qiyu & Huang, Wenli & Wu, Xin & Zhang, Chao
- 245-254 Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis
by Lin, Ling & Zhou, Zhongbao & Liu, Qing & Jiang, Yong
- 255-265 What can explain the price, volatility and trading volume of Bitcoin?
by Aalborg, Halvor Aarhus & Molnár, Peter & de Vries, Jon Erik
- 266-271 Regime changes in Bitcoin GARCH volatility dynamics
by Ardia, David & Bluteau, Keven & Rüede, Maxime
- 272-279 Leverage and evolving heterogeneous beliefs in a simple agent-based financial market
by Gaffeo, Edoardo
- 280-284 Could crowdsourced financial analysis replace the equity research by investment banks?
by Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes
- 285-291 Cash holdings and the performance of European mutual funds
by Graef, Frank & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian
- 292-296 Regulation, economies of scale and credit Ratings: A puzzle of declining market concentration in the OTC derivatives market
by Tata, Fidelio
- 297-302 A combined firm's decision to hire the target's financial advisor after acquisition: Does “service excellence” pay off?
by Bhattacharya, Debarati & Hsu, Shih-Che & Li, Wei-Hsien & Liu, Chun-Ting
- 303-307 The temporal evolution of mispricing in prediction markets
by Restocchi, Valerio & McGroarty, Frank & Gerding, Enrico
- 308-314 Relationship of CEO inside debt and corporate social performance: A data envelopment analysis approach
by Wu, Tai-Hsi & Lin, Mei-Chen
- 315-322 The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests
by Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E.
- 323-329 Valuation of catastrophe equity put options with correlated default risk and jump risk
by Bi, Hongwei & Wang, Guanying & Wang, Xingchun
- 330-335 Becoming a high-growth firm in a developing country: The role of co-funding
by Long, Trinh Quang
- 336-339 Consumption volatility ambiguity and risk premium’s time-variation
by Müller, Janis & Posch, Peter N.
- 340-346 Trading volume and the predictability of return and volatility in the cryptocurrency market
by Bouri, Elie & Lau, Chi Keung Marco & Lucey, Brian & Roubaud, David
- 347-356 Risk premium contributions of the Fama and French mimicking factors
by Bank, Matthias & Insam, Franz
- 357-362 The impact of the Bitcoin bubble of 2017 on Bitcoin's P2P market
by Holub, Mark & Johnson, Jackie
- 363-372 Are cryptocurrencies connected to forex? A quantile cross-spectral approach
by Baumöhl, Eduard
- 373-378 Economic policy uncertainty, prudential regulation and bank lending
by Hu, Shiwei & Gong, Di
- 379-383 Is anti-herding behavior spurious?
by Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim
- 384-392 Extending the Hansen–Jagannathan distance measure of model misspecification
by Xu, Yuewu & Yao, Xiangkun
- 393-397 Cash flow risk and capital structure decisions
by Harris, Christopher & Roark, Scott
- 398-403 Explosive behavior in the prices of Bitcoin and altcoins
by Cagli, Efe Caglar
- 404-410 A duration-based model of crowdfunding project choice
by Salahaldin, Linda & Angerer, Martin & Kraus, Sascha & Trabelsi, Donia
- 411-417 A new attention proxy and order imbalance: Evidence from China
by Gao, Ya & Xiong, Xiong & Feng, Xu & Li, Youwei & Vigne, Samuel A.
- 418-424 US monetary policy and the pricing of American Depositary Receipts
by Roevekamp, Ingmar
- 425-430 A bibliometric analysis on green finance: Current status, development, and future directions
by Zhang, Dayong & Zhang, Zhiwei & Managi, Shunsuke
2019, Volume 28, Issue C
- 1-5 Leverage and corporate investment – Evidence from Vietnam
by Vo, Xuan Vinh
- 6-10 The dynamics of network communities and venture capital performance: Evidence from China
by Xue, Chaokai & Jiang, Ping & Dang, Xinghua
- 11-19 The fiction of full BEKK: Pricing fossil fuels and carbon emissions
by Chang, Chia-Lin & McAleer, Michael
- 20-31 Do managers keep their word? The disclosure of merger intention at pre-merger issuance and M&A performance
by Guo, Jie (Michael) & Li, Lu & Hu, Nan & Wang, Xing
- 32-38 The impact of tick-size reductions in foreign currency futures markets
by Martinez, Valeria & Tse, Yiuman
- 39-44 Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?
by Qiao, Zhuo & Pukthuanthong, Kuntara
- 45-52 Explaining asset managers preference for the P&L method over RPAs when paying for research under MiFID II
by Tata, Fidelio
- 53-60 Sustainability, accountability and democracy: Ireland’s Troika experience
by Barrett, Sean & Corbet, Shaen & Larkin, Charles
- 61-67 New evidence on the impact of the English national soccer team on the FTSE 100
by Bauckloh, Tobias & Heiden, Sebastian & Klein, Christian & Zwergel, Bernhard
- 68-73 The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies
by Sensoy, Ahmet
- 74-81 Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility
by Hodoshima, Jiro & Yamawake, Toshiyuki
- 82-86 Missing the cut? How threshold effects distort U.S. small business lending trends
by Heil, Mark
- 87-94 The effect of the accidental disclosure of confidential short sales positions
by Galema, Rients & Gerritsen, Dirk
- 95-100 On long memory effects in the volatility measure of Cryptocurrencies
by Phillip, Andrew & Chan, Jennifer & Peiris, Shelton
- 101-106 The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach
by Liu, Guo-Dong & Su, Chi-Wei
- 107-111 Volatility discovery: Can the CDS market beat the equity options market?
by Forte, Santiago & Lovreta, Lidija
- 112-117 Improving futures hedging performance using option information: Evidence from the S&P 500 index
by Bai, Yujuan & Pan, Zhiyuan & Liu, Li
- 118-124 Comparison of range-based volatility estimators against integrated volatility in European emerging markets
by Arnerić, Josip & Matković, Mario & Sorić, Petar
- 125-129 Credit expansion in a monetary policy game: Implications of the valuation haircut framework
by Spyromitros, Eleftherios & Tsintzos, Panagiotis
- 130-136 Professional macroeconomic forecasts and Chinese commodity futures prices
by Ye, Wuyi & Guo, Ranran & Jiang, Ying & Liu, Xiaoquan & Deschamps, Bruno
- 137-147 Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets
by Nguyen, Canh Phuc & Nguyen, Thai Vu Hong & Schinckus, Christophe
- 148-152 Short-term exchange rate predictability
by Ren, Yu & Wang, Qin & Zhang, Xiangyu
- 153-159 Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
by Shahzad, Syed Jawad Hussain & Hoang, Thi Hong Van & Arreola-Hernandez, Jose
- 160-164 The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test
by Dastgir, Shabbir & Demir, Ender & Downing, Gareth & Gozgor, Giray & Lau, Chi Keung Marco
- 165-170 Does the corporate bond market overvalue bonds of sin companies?
by Fabozzi, Frank J. & Lamba, Asjeet S. & Nishikawa, Takeshi & Rao, Ramesh P. & Ma, K.C.
- 171-179 Losing by learning? A study of social trading platform
by Jin, Xuejun & Zhu, Yu & Huang, Ying Sophie
- 180-184 Political connections, network centrality and firm innovation
by Tsai, Li-Chuan & Zhang, Ruhui & Zhao, Cuifang
- 185-190 Enhancing binomial and trinomial equity option pricing models
by Kim, Young Shin & Stoyanov, Stoyan & Rachev, Svetlozar & Fabozzi, Frank J.
- 191-197 Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing
by Li, Leon
- 198-207 Commonality in ask-side vs. bid-side liquidity
by Sensoy, Ahmet
- 208-220 Google searches and stock market activity: Evidence from Norway
by Kim, Neri & Lučivjanská, Katarína & Molnár, Peter & Villa, Roviel
- 221-226 Day-of-the-week effects in financial contagion
by Sewraj, Deeya & Gebka, Bartosz & Anderson, Robert D.J.
- 227-237 Risk governance of financial institutions: The effect of ownership structure and board independence
by Dupire, Marion & Slagmulder, Regine
- 238-245 The relationship between financial development and economic growth during the recent crisis: Evidence from the EU
by Asteriou, Dimitrios & Spanos, Konstantinos
- 246-253 Market downturns, zero investment strategies and systematic liquidity risk
by Butt, Hilal Anwar & Virk, Nader Shahzad
- 254-258 Badly hurt? Natural disasters and direct firm effects
by Noth, Felix & Rehbein, Oliver
- 259-264 Cryptocurrency-portfolios in a mean-variance framework
by Brauneis, Alexander & Mestel, Roland
- 265-274 Analytical valuation of power exchange options with default risk
by Xu, Guangli & Shao, Xinjian & Wang, Xingchun
- 275-280 Do investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market
by Wu, Liang & Yan, Xin & Fu, Zhiming & Zhang, Rui
- 281-291 Model comparison tests of linear factor models in U.K. stock returns
by Fletcher, Jonathan
- 292-298 Risk assessment of mortgage covered bonds: International evidence
by Gürtler, Marc & Neelmeier, Philipp
- 299-308 M&A price pressure revisited
by Kryzanowski, Lawrence & Nie, Yulin (George)
- 309-318 What determines bitcoin exchange prices? A network VAR approach
by Giudici, Paolo & Abu-Hashish, Iman
- 319-327 Study on the wandering weekday effect of the international carbon market based on trend moderation effect
by Zhang, Chen & Yun, Po & Wagan, Zulfiqar Ali
- 328-336 Corporate innovations as institutional anomie: Patent activities and financial performance of the international aerospace industry
by Yang, Ann Shawing & Okada, Hiromu
- 337-342 Intraday price behavior of cryptocurrencies
by Hu, Bill & McInish, Thomas & Miller, Jonathan & Zeng, Li
- 343-347 United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD
by Salisu, Afees A.
- 348-354 Behavioral heterogeneity and excess stock price volatility in China
by Zhang, Wei & Zhou, Zhong-Qiang & Xiong, Xiong
- 355-362 Investor behavior around monetary policy announcements: Evidence from the Korean stock market
by Park, Keun Woo & Hong, Dahae & Oh, Ji Yeol Jimmy
- 363-369 Does customer concentration disclosure affect IPO pricing?
by Peng, Xuan & Wang, Xiongyuan & Chan, Kam C.
- 370-375 CEO political preference and corporate innovation
by Han, Syungjin
- 376-380 China’s crude oil futures: Introduction and some stylized facts
by Ji, Qiang & Zhang, Dayong
- 381-387 Tapping and waving to debt: Mobile payments and credit card behavior
by Meyll, Tobias & Walter, Andreas
- 388-397 Investing in a random start American option under competition
by Pereira, Paulo J. & Rodrigues, Artur
- 398-411 Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach
by Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan
- 412-415 The Australian bank levy: Do shareholders pay?
by Chronopoulos, Dimitris K. & Sobiech, Anna L. & Wilson, John O.S.
- 416-422 Stock liquidity and corporate cash holdings
by Hu, Yi & Li, Yong & Zeng, Jianyu
- 423-430 Are shocks on the returns and volatility of cryptocurrencies really persistent?
by Charfeddine, Lanouar & Maouchi, Youcef
- 431-437 A characterization of CAT bond performance indices
by Trottier, Denis-Alexandre & Lai, Van Son & Godin, Frédéric
- 438-443 A new variant of RealGARCH for volatility modeling
by Xie, Haibin & Qi, Nan & Wang, Shouyang
2018, Volume 27, Issue C
- 1-5 Safety promise, moral hazard and financial supervision: Evidence from peer-to-peer lending
by Zhu, Zongyuan
- 6-11 Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols
by Joe, Denis Yongmin & Oh, Frederick Dongchuhl & Park, Cheolbeom
- 12-22 Performance pay and catering incentives
by Marcet, Francisco
- 23-27 Determinants of capital flows to emerging economies - Evidence from Vietnam
by Vo, Xuan Vinh
- 28-33 Oil prices, exchange rates and stock markets under uncertainty and regime-switching
by Roubaud, David & Arouri, Mohamed
- 34-37 Is equity market volatility driven by migration fear?
by Czudaj, Robert L.
- 38-45 Valuing executive stock options under correlated employment shocks
by Wang, Xingchun
- 46-52 Some improved sparse and stable portfolio optimization problems
by Dai, Zhifeng & Wen, Fenghua
- 53-59 The impact of liquidity risk on the yield spread of green bonds
by Febi, Wulandari & Schäfer, Dorothea & Stephan, Andreas & Sun, Chen
- 60-64 The compensation portfolio
by Uhl, Matthias W. & Rohner, Philippe
- 65-79 Directional predictability of implied volatility: From crude oil to developed and emerging stock markets
by Bouri, Elie & Lien, Donald & Roubaud, David & Shahzad, Syed Jawad Hussain
- 80-90 Corporate financing with loss aversion and disagreement
by Niu, Weining & Zeng, Qingduo
- 91-98 The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach
by Gupta, Suman & Das, Debojyoti & Hasim, Haslifah & Tiwari, Aviral Kumar
- 99-104 Intraday patterns in foreign exchange returns and realized volatility
by Zhang, Hao
- 105-112 Network topology and systemic risk: Evidence from the Euro Stoxx market
by Li, Wenwei & Hommel, Ulrich & Paterlini, Sandra
- 113-117 Systematic risk and banks leverage: The role of asset quality
by Beltrame, Federico & Previtali, Daniele & Sclip, Alex
- 118-123 The coherence of liquidity measures. The evidence from the emerging market
by Będowska-Sójka, Barbara
- 124-128 Liquidity-threshold effect in non-performing loans
by Pop, Ionuț Daniel & Cepoi, Cosmin Octavian & Anghel, Dan Gabriel
- 129-134 Bank lending behavior in emerging markets
by Vo, Xuan Vinh
- 135-139 A weekly sentiment index and the cross-section of stock returns
by Xu, Hai-Chuan & Zhou, Wei-Xing
- 140-147 Is market fear persistent? A long-memory analysis
by Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex
- 148-153 Heterogeneous beliefs and diversification discount
by Tong, Zhuoyuan & Wei, Xu
- 154-160 Output and stock prices: New evidence from the robust wavelet approach
by Tiwari, Aviral Kumar & Bhattacharyya, Malay & Das, Debojyoti & Shahbaz, Muhammad
- 161-168 Which CSR activities are more consequential? Evidence from the Great Recession
by Sakunasingha, Benjalux & Jiraporn, Pornsit & Uyar, Ali
- 169-174 On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach
by Das, Debojyoti & Kumar, Surya Bhushan & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Hasim, Haslifah M.
- 175-184 Chinese Lunar New Year effect, investor sentiment, and market deregulation
by Teng, Chia-Chen & Yang, J. Jimmy
- 185-192 Interconnectedness, G-SIBs and network dynamics of global banking
by Bongini, Paola & Clemente, Gian Paolo & Grassi, Rosanna
- 193-200 On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market
by Damianov, Damian S. & Elsayed, Ahmed H.
- 201-207 On an adaptive Black–Litterman investment strategy using conditional fundamentalist information: A Brazilian case study
by Fernandes, Betina & Street, Alexandre & Fernandes, Cristiano & Valladão, Davi
- 208-213 Facebook drives behavior of passive households in stock markets
by Siikanen, Milla & Baltakys, Kęstutis & Kanniainen, Juho & Vatrapu, Ravi & Mukkamala, Raghava & Hussain, Abid
- 214-222 Picking up the pennies in front of the bulldozer: The profitability of gilt based trading strategies
by Quinn, Barry & Hanna, Alan & MacDonald, Fred
- 223-227 Bayesian change point analysis of Bitcoin returns
by Thies, Sven & Molnár, Peter
- 228-234 Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets
by Al-Yahyaee, Khamis Hamed & Mensi, Walid & Yoon, Seong-Min
- 235-240 On the determinants of bitcoin returns: A LASSO approach
by Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis
- 241-246 Client-proximity-based spatial clustering of European corporate and investment banking after a hard Brexit
by Tata, Fidelio
- 247-258 Volatility jumps: The role of geopolitical risks
by Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E.
- 259-265 Semi-strong efficiency of Bitcoin
by Vidal-Tomás, David & Ibañez, Ana
- 266-272 The value of director reputation: Evidence from outside director appointments
by Gogolin, Fabian & Cummins, Mark & Dowling, Michael
- 273-282 Capital inflows, crisis and recovery in small open economies
by Raza, Hamid & Zoega, Gylfi & Kinsella, Stephen
- 283-290 What to do when effective exchange rates cannot be calculated for developing economies? PANIC?
by NETO, David
2018, Volume 26, Issue C
- 1-8 CEO tenure and corporate misconduct: Evidence from US banks
by Altunbaş, Yener & Thornton, John & Uymaz, Yurtsev
- 9-14 What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank
by Petitjean, Mikael
- 15-31 Investor sentiment and emerging stock market liquidity
by Debata, Byomakesh & Dash, Saumya Ranjan & Mahakud, Jitendra
- 32-39 Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach
by Dash, Saumya Ranjan & Maitra, Debasish
- 40-46 Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets
by Gan, Christopher & Nartea, Gilbert V. & Wu, Ji (George)
- 47-55 Spatial analysis of sovereign risks: The case of emerging markets
by Huyugüzel Kışla, Gül & Özlem Önder, A.
- 56-62 A spatial-temporal analysis of financial literacy in United States of America
by Peng, Geng & Liu, Fang & Lu, Wenyi & Liao, Kaicheng & Tang, Changan & Zhu, Lei
- 63-70 Informed trading in the Bitcoin market
by Feng, Wenjun & Wang, Yiming & Zhang, Zhengjun
- 71-80 Does CSR impact premiums in M&A transactions?
by Gomes, Mathieu & Marsat, Sylvain
- 81-88 Datestamping the Bitcoin and Ethereum bubbles
by Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa
- 89-94 Testing for bubbles in stock markets with irregular dividend distribution
by Caspi, Itamar & Graham, Meital
- 95-99 Moral hazard and default risk of SMEs with collateralized loans
by Castillo, José A. & Mora-Valencia, Andrés & Perote, Javier
- 100-105 Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis
by Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E.
- 106-111 Sentiment and asset price bubble in the precious metals markets
by Pan, Wei-Fong
- 112-118 Approximating risk-free curves in sparse data environments
by van der Merwe, C.J. & Heyman, D. & de Wet, T.
- 119-125 Study on the influence mechanism of air quality on stock market yield and Volatility: Empirical test from China based on GARCH model
by An, Na & Wang, Baixue & Pan, Peilin & Guo, Kun & Sun, Yi
- 126-131 The information content of insider trading: Evidence from China
by Qiu, Ying & He, Hua & Xiao, Gang
- 132-138 Heterogeneity in the internationalization of R&D: Implications for anomalies in finance and macroeconomics
by Grüning, Patrick
- 139-144 The effect of liquidity on non-marketable securities
by (Meni) Abudy, Menachem & Binsky, Hadar & Raviv, Alon
- 145-149 Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation
by Demir, Ender & Gozgor, Giray & Lau, Chi Keung Marco & Vigne, Samuel A.
- 150-155 Do all oil price shocks have the same impact? Evidence from the euro area
by Evgenidis, Anastasios
- 156-161 Mean-variance theory with imprecise accounting information
by Jacoby, Gady & Li, Shi & Wang, Yan
- 162-168 Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds: Evidence from a quasi-natural experiment in China
by Qian, Ningyu
- 169-176 Family CEO and information disclosure: Evidence from China
by Xu, Jingjing & Zhang, Yan
- 177-184 A single-stage approach for cointegration-based pairs trading
by Law, K.F. & Li, W.K. & Yu, Philip L.H.
- 185-191 Can microstructure noise explain the MAX effect?
by Zhang, Xindong & Xie, Lixu & Zhai, Yue & Wang, Dong
- 192-197 Learning from outsiders: Do managers benefit from communication with market participants?
by Kong, Dongmin & Liu, Shasha & Wang, Yanan
- 198-203 Algorithmic trading and liquidity: Long term evidence from Austria
by Mestel, Roland & Murg, Michael & Theissen, Erik
- 204-214 Oil market volatility and stock market volatility
by Bašta, Milan & Molnár, Peter
- 215-222 Political uncertainty and the cost of equity capital
by Li, Xiaorong & Luo, Jingbo & Chan, Kam C.
- 223-229 Bias and misrepresentation revisited: Perspective on major equity indices
by Kaiser, Lars & Fleisch, Michael & Salcher, Lukas
- 230-234 Impact of terrorism on stock markets: Empirical evidence from the SAARC region
by Chaudhry, Naukhaiz & Roubaud, David & Akhter, Waheed & Shahbaz, Muhammad
- 235-241 Portfolio valuation under liquidity constraints with permanent price impact
by Csóka, Péter & Hevér, Judit
- 242-249 Deposit insurance pricing under GARCH
by Liu, Hailong & Li, Rui & Yuan, Jinjian
- 250-254 Unconventional monetary policy and the ‘currency wars’
by Thornton, John & di Tommaso, Caterina
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