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Content
2020, Volume 35, Issue C
- S1544612319305859 Does a CEO's culture affect dividend policy?
by Naeem, Muhammad & Khurram, Shahzad
- S1544612319306440 Information, prices and efficiency in an online betting market
by Elaad, Guy & Reade, J. James & Singleton, Carl
- S1544612319306658 The curvilinear relationship between environmental performance and financial performance: An investigation of listed french firms using panel smooth transition model
by Ben Lahouel, Béchir & Bruna, Maria-Giuseppina & Ben Zaied, Younes
- S1544612319306828 Examining framing effect when subject's perspective matters: Evidence from China
by Fan, Wen & Zhang, Lifang
- S1544612319306841 Impact of economic policy uncertainty shocks on China's financial conditions
by Li, Zhenghui & Zhong, Junhao
- S1544612319307147 The transmission of monetary policy in emerging economies during tranquil and turbulent periods
by Yakubu, Jibrin & Salisu, Afees A. & Musa, Abdullahi & Omosola, Adebola & Belonwu, Maximillian & Isah, Kazeem
- S1544612319307184 One list to fit them all: What do we learn from journal ranking?
by Eleftheriou, Konstantinos & Polemis, Michael
- S1544612319307391 Do firms using real earnings management care about taxes? Evidence from a high book-tax conformity country
by Kałdoński, Michał & Jewartowski, Tomasz
- S1544612319307408 The role of Bitcoin on developed and emerging markets – on the basis of a Bitcoin users graph analysis
by Mizerka, Jacek & Stróżyńska-Szajek, Agnieszka & Mizerka, Piotr
- S1544612319307445 The impact of US monetary policy on Chinese enterprises’ R&D investment
by Zhang, Dongyang & Guo, Yumei & Wang, Zhaorui & Chen, Yanbin
- S1544612319308025 Intraday efficiency-frequency nexus in the cryptocurrency markets
by Aslan, Aylin & Sensoy, Ahmet
- S1544612319308980 Weekly momentum in the commodity futures market
by Kwon, Kyung Yoon & Kang, Jangkoo & Yun, Jaesun
- S1544612319309596 The relationship between the economic policy uncertainty and the cryptocurrency market
by Cheng, Hui-Pei & Yen, Kuang-Chieh
- S1544612319309857 Rich men’s hobby or question of personality: Who considers collectibles as alternative investment?
by Kleine, Jens & Peschke, Thomas & Wagner, Niklas
- S1544612319310438 Efficiency in the markets of crypto-currencies
by Tran, Vu Le & Leirvik, Thomas
- S1544612319311730 Corruption in banks: A bibliometric review and agenda
by Bahoo, Salman
- S1544612319311821 Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter
by Ballinari, Daniele & Behrendt, Simon
- S1544612319314394 CSR engagement and market structure: Evidence from listed banks
by Forgione, Antonio Fabio & Migliardo, Carlo
- S1544612319314771 Do Banks Value Green Management in China? The Perspective of the Green Credit Policy
by Xing, Chao & Zhang, Yuming & Wang, Yuan
- S1544612319314904 How does investor attention influence the green bond market?
by Pham, Linh & Luu Duc Huynh, Toan
- S1544612319314928 Low-carbon financial risk factor correlation in the belt and road PPP project
by Sun, Yu & Chen, Lizhen & Sun, Huaping & Taghizadeh-Hesary, Farhad
- S1544612319315028 Corporate reputation and social sustainability in the early stages of start-ups: A theoretical model to match stakeholders' expectations through corporate social commitment
by Bruna, Maria Giuseppina & Nicolò, Domenico
- S1544612320300829 Profitability of technical trading rules among cryptocurrencies with privacy function
by Ahmed, Shaker & Grobys, Klaus & Sapkota, Niranjan
- S1544612320300908 Corporate social responsibility and firm value: Guiding through economic policy uncertainty
by Rjiba, Hatem & Jahmane, Abderrahman & Abid, Ilyes
- S1544612320301781 Happiness and Gold Prices
by Byström, Hans
- S1544612320303974 COVID-19 and finance: Agendas for future research
by Goodell, John W.
- S1544612320304098 The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies
by Corbet, Shaen & Larkin, Charles & Lucey, Brian
- S1544612320304244 Safe haven or risky hazard? Bitcoin during the Covid-19 bear market
by Conlon, Thomas & McGee, Richard
- S1544612320306310 Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe
by Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Demir, Ender
- S154461231930056X Stochastic volatility models for the implied correlation index
by Escobar, Marcos & Fang, Lin
- S154461231930162X Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models
by Cheikh, Nidhaleddine Ben & Zaied, Younes Ben & Chevallier, Julien
- S154461231930529X Forecasting realized gold volatility: Is there a role of geopolitical risks?
by Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
- S154461232030235X Seasonality in the Cross-Section of Cryptocurrency Returns
by Long, Huaigang & Zaremba, Adam & Demir, Ender & Szczygielski, Jan Jakub & Vasenin, Mikhail
2020, Volume 34, Issue C
- S1544612317305445 Causality dynamics from equities to economic growth
by Ciner, Cetin
- S1544612318305014 Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach
by Kannadhasan, M. & Das, Debojyoti
- S1544612318305099 Pricing arithmetic Asian options under jump diffusion CIR processes
by Park, Jong Jun & Jang, Hyun Jin & Jang, Jiwook
- S1544612318305282 Liquidity and capital in bank lending: Evidence from European banks
by Thornton, John & Tommaso, Caterina di
- S1544612318305518 When does the market feel it? Magnitude, speed and persistence of market reactions to cross-listings
by Biell, Lis & Mouchette, Xavier & Muller, Aline
- S1544612318307682 The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS
by Vidal-Tomás, David & Tedeschi, Gabriele & Ripollés, Jordi
- S1544612319300169 Fair value and economic consequences of financial restatements
by Huang, Hua-Wei Solomon & Feng, Zhi-Yuan Andy & Zaher, Angie Abdel
- S1544612319300662 Optimal liquidation of financial derivatives
by Chen, Jingnan
- S1544612319301217 Time-varying risk aversion and the predictability of bond premia
by Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian
- S1544612319301278 Strategic timing of corporate insiders when trading at earnings announcements
by Contreras, Harold
- S1544612319301618 CEO tenure and mergers and acquisitions
by Zhou, Bing & Dutta, Shantanu & Zhu, Pengcheng
- S1544612319301837 Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency
by Arshad, Shaista & Rizvi, Syed Aun R. & Haroon, Omair
- S1544612319301904 Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?
by Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng
- S1544612319301965 Credit default swap and two-sided moral hazard
by Gong, Yaxian
- S1544612319302156 Back to government ownership: The Sovereign Wealth Funds phenomenon
by Grira, Jocelyn
- S1544612319302193 Pension policy and the IPO market
by Tsai, Hui-Ju & Chiang, Yao-Min
- S1544612319302211 Is the introduction of futures responsible for the crash of Bitcoin?
by Liu, Ruozhou & Wan, Shanfeng & Zhang, Zili & Zhao, Xuejun
- S1544612319302260 Economies of diversification in microfinance: Evidence from quantile estimation on panel data
by Malikov, Emir & Hartarska, Valentina & Mersland, Roy
- S1544612319302715 The association between political connection and stock price crash risk: Using financial reporting quality as a moderator
by Fang, Tzu-Yi & Lin, Fengyi & Lin, Sheng-Wei & Huang, Yi-Hua
- S1544612319302831 Do it with a smile: Forecasting volatility with currency options
by Reus, Lorenzo & Carrasco, José A. & Pincheira, Pablo
- S1544612319303204 Does celebrity spokesperson signal firm performance? Evidence from a drug scandal in China
by Yao, Wenyun & Wei, Jiahui & Shen, Yongjian & Deng, Yan & Kutan, Ali M.
- S1544612319303320 Exotic options pricing under special Lévy process models: A biased control variate method approach
by Jia, Jiayi & Lai, Yongzeng & Li, Lin & Tan, Vinna
- S1544612319303484 The impact of monetary policy shocks on stock market bubbles: International evidence
by Caraiani, Petre & Cǎlin, Adrian Cantemir
- S1544612319303587 Under pressure: Listing status and disinvestment in Japan
by French, Joseph J. & Fujitani, Ryosuke & Yasuda, Yukihiro
- S1544612319303617 Historical volatility of advanced equity markets: The role of local and global crises
by Goswami, Samrat & Gupta, Rangan & Wohar, Mark E.
- S1544612319303629 Macroeconomic uncertainty, information competition, and liquidity
by Chiu, Yen-Chen
- S1544612319303770 The profitability of technical trading rules in the Bitcoin market
by Gerritsen, Dirk F. & Bouri, Elie & Ramezanifar, Ehsan & Roubaud, David
- S1544612319304064 The forecasting power of the multi-language narrative of sell-side research: A machine learning evaluation
by Rybinski, Krzysztof
- S1544612319304519 A three-factor pricing model for cryptocurrencies
by Shen, Dehua & Urquhart, Andrew & Wang, Pengfei
- S1544612319304714 The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives
by Akyildirim, Erdinc & Corbet, Shaen & Katsiampa, Paraskevi & Kellard, Neil & Sensoy, Ahmet
- S1544612319304805 Spatial connectedness of volatility spillovers in G20 stock markets: Based on block models analysis
by Zhang, Weiping & Zhuang, Xintian & Wu, Dongmei
- S1544612319304866 Do financial reforms promote entrepreneurship?
by Jha, Chandan Kumar & Bhuyan, Rafiqul
- S1544612319304982 Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model
by Zhou, Zhongbao & Fu, Zhangyan & Jiang, Yong & Zeng, Ximei & Lin, Ling
- S1544612319305021 Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
by Wu, Xinyu & Wang, Xiaona
- S1544612319305288 Diamonds versus precious metals: What gleams most against USD exchange rates?
by Bedoui, Rihab & Guesmi, Khaled & Kalai, Saoussen & Porcher, Thomas
- S1544612319306221 Market stability analysis after the circuit breaker for the CSI 300 energy index
by Zhou, Wei & Rao, Wanying & Lu, Shuai
- S1544612319306415 Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
by Turattia, Douglas Eduardo & Mendes, Fernando Henrique P.S. & Caldeira, João Frois
- S1544612319306683 Can financial marketization mitigate the negative effect of exchange rate fluctuations on exports? Evidence from Chinese regions
by Lucey, Brian & Xiaoxue, Wang & Yanfang, Wang & Ying, Xu
- S1544612319306981 How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries
by Wang, Jun & Sun, Xiaolei & Li, Jianping
- S1544612319307512 The financialization of Chinese commodity markets
by Yang, Baochen & Pu, Yingjian & Su, Yunpeng
- S1544612319314345 Does financial inclusion impact CO2 emissions? Evidence from Asia
by Le, Thai-Ha & Le, Ha-Chi & Taghizadeh-Hesary, Farhad
- S1544612319314576 Corporate social responsibility, financial instability and corporate financial performance: Linear, non-linear and spillover effects – The case of the CAC 40 companies
by Jahmane, Abderrahmane & Gaies, Brahim
- S1544612319314801 Investigating solutions for the development of a green bond market: Evidence from analytic hierarchy process
by Tu, Chuc Anh & Rasoulinezhad, Ehsan & Sarker, Tapan
- S154461231830761X Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market
by He, Chi-Wei & Chang, Kuang-Liang & Wang, Yung-Jang
- S154461231930025X Pension funds and stock market development in OECD countries: Novel evidence from a panel VAR
by Babalos, Vassilios & Stavroyiannis, Stavros
- S154461231930296X Banking goes digital: The adoption of FinTech services by German households
by Jünger, Moritz & Mietzner, Mark
- S154461231930323X A new measure for market efficiency and its application
by Jiang, Jinjin & Li, Haiqi
- S154461231930354X Does high-frequency trading reduce market underreaction to earnings news?
by Ke, Yun & Zhang, Yanan
- S154461231930368X Financial networks and systemic risk in China's banking system
by Sun, Lixin
- S154461231930875X Intangible factor and idiosyncratic volatility puzzles
by Li, Xing & Hou, Keqiang & Zhang, Chao
2020, Volume 33, Issue C
- S1544612318302253 Financial adjustments and credit rating changes
by Kemper, Kristopher J.
- S1544612318302496 Optimal ownership structure and monitoring in entrepreneurial firms
by Loyola, Gino & Portilla, Yolanda
- S1544612318303702 Sequential elimination: Fast sorts for unbiased quantile estimation
by Palandri, Alessandro
- S1544612318304161 Business cycle variations in exchange rate correlations: Revisiting global currency hedging
by de Boer, Jantke & Bövers, Kim J. & Meyer, Steffen
- S1544612318305208 Interest rate swaps clearing and systemic risk
by Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon
- S1544612318306032 Banking relationships, firm-size heterogeneity and access to credit: Evidence from European firms
by Angori, Gabriele & Aristei, David & Gallo, Manuela
- S1544612318306342 Cryptocurrencies and the downside risk in equity investments
by Bouri, Elie & Lucey, Brian & Roubaud, David
- S1544612318306664 Stages of firm life cycle, transition, and dividend policy
by Bhattacharya, Debarati & Chang, Chia-Wen & Li, Wei-Hsien
- S1544612318307189 Some nontrivial properties of a formula for compound interest
by Sonin, Isaac M. & Whitmeyer, Mark
- S1544612318307323 Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects
by Gokmenoglu, Korhan K. & Hadood, Abobaker Al.Al.
- S1544612318308365 Realized GARCH models: Simpler is better
by Xie, Haibin & Yu, Chengtan
- S1544612318309036 The psychology of cryptocurrency prices
by Aloosh, Arash & Ouzan, Samuel
- S1544612318309115 Is fertility a leading indicator for stock returns?
by Verdickt, Gertjan
- S1544612318309139 Internet search-based investor sentiment and value premium
by Klemola, Antti
- S1544612318309383 Breaking bad: An investment in cannabis
by Weisskopf, Jean-Philippe
- S1544612318309449 Changes in the effects of bank lending shocks and development of public debt markets
by Choi, Sangyup
- S1544612318309541 Does oil price uncertainty affect renewable energy firms’ investment? Evidence from listed firms in China
by Cao, Hong & Guo, Litian & Zhang, Lin
- S1544612319300145 The impact of analyst coverage and stock price synchronicity: Evidence from brokerage mergers and closures✰
by Gao, Kaijuan & Lin, Wanfa & Yang, Li & Chan, Kam C.
- S1544612319300157 The role of bank funding in systematic risk transmission
by Muijsson, Cherry & Satchell, Stephen
- 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
Printed from https://ideas.repec.org/s/eee/finlet24.html
