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Content
2018, Volume 26, Issue C
- 255-260 Credit default swaps and regulatory capital relief: Evidence from European banks
by Thornton, John & Tommaso, Caterina di
- 261-265 The opposite disposition effect: Evidence from the Korean stock index futures market
by Eom, Yunsung
- 266-273 Debt market illiquidity and correlated default risk
by Javadi, Siamak & Mollagholamali, Mohsen
- 274-280 An analysis of liquidity skewness for European sovereign bond markets
by Yan, Wei & Hamill, Philip & Li, Youwei & Vigne, Samuel A. & Waterworth, James
- 281-290 Causality in the EMU sovereign bond markets
by González-Sánchez, Mariano
2018, Volume 25, Issue C
- 1-9 Risk transmitters and receivers in global currency markets
by Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Rehman, Mobeen Ur
- 10-15 Pricing within and across asset classes
by Dobrynskaya, Victoria
- 16-22 Global cash flow sensitivities
by Döring, Simon & Drobetz, Wolfgang & Janzen, Malte & Meier, Iwan
- 23-29 Can banks identify firms’ real earnings management? Evidence from China
by Li, Yuanhui & Nie, Weiqian & Xiang, Erwei & Djajadikerta, Hadrian Geri
- 30-35 Acquiring organizational capital
by Li, Peixin & Li, Frank Weikai & Wang, Baolian & Zhang, Zilong
- 36-40 Income distribution in troubled times: Disadvantage and dispersion dynamics in Europe 2005–2013
by Bowden, Roger J. & Posch, Peter N. & Ullmann, Daniel
- 41-46 Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies
by Dey, Shubhasis & Sampath, Aravind
- 47-54 Short selling and the rounding of analysts’ forecasts
by Choi, Hae Mi
- 55-61 Distribution uncertainty and expected stock returns
by Chae, Joon & Lee, Eun Jung
- 62-68 Refinancing pressure and earnings management: Evidence from changes in short-term debt and discretionary accruals
by Fields, L. Paige & Gupta, Manu & Wilkins, Mike & Zhang, Shage
- 69-75 Family ownership and risk taking
by Lee, Eun Jung & Chae, Joon & Lee, Yu Kyung
- 76-82 A parametric bootstrap to evaluate portfolio allocation models
by Boynton, Wentworth & Chen, Fang
- 83-89 Unit root quantile autoregression testing with smooth structural changes
by Li, Haiqi & Zheng, Chaowen
- 90-95 Signaling through government subsidy: Certification or endorsement
by Yan, Ziqiao & Li, Yue
- 96-102 Bid–ask spread and liquidity searching behaviour of informed investors in option markets
by Bernales, Alejandro & Cañón, Carlos & Verousis, Thanos
- 103-110 Bitcoin, gold and the US dollar – A replication and extension
by Baur, Dirk G. & Dimpfl, Thomas & Kuck, Konstantin
- 111-123 Institutional quality and FDI inflows in Arab economies
by Aziz, Omar Ghazy
- 124-130 Financial openness and market liquidity in emerging markets
by Lee, Chia-Hao & Chou, Pei-I
- 131-136 The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach
by Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E.
- 137-144 Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea
by Kim, Jinyong & Kim, Yongsik
- 145-153 Estimating stochastic volatility with jumps and asymmetry in Asian markets
by Saranya, K. & Prasanna, P. Krishna
- 154-159 Ownership structure in Japanese banking industry: Evolution and effects
by Li, Bing & Li, Changhong & Wu, Zhenyu
- 160-164 Does inflation affect sensitivity of investment to stock prices? Evidence from emerging markets
by Farooq, Omar & Ahmed, Neveen
- 165-171 Internal control weakness, investment and firm valuation
by Jacoby, Gady & Li, Yingqi & Li, Tianze & Zheng, Steven Xiaofan
- 172-176 Public capital and asset prices: Time-series evidence from Japan
by Hiraga, Kazuki & Kozuka, Masafumi & Miyazaki, Tomomi
- 177-182 Short-run price performance of venture capital trust in initial public offerings
by Yang, Tianna & Hou, Wenxuan & Li, Ping
- 183-189 Strike asymptotics for Laplace implied volatilities
by Madan, Dilip B. & Wang, King
- 190-195 Effects of investor attention on commodity futures markets
by Kou, Yi & Ye, Qiang & Zhao, Feng & Wang, Xiaolin
- 196-201 Using the right implied volatility quotes in times of low interest rates: An empirical analysis across different currencies
by Patel, Jinal & Russo, Vincenzo & Fabozzi, Frank J.
- 202-212 Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach
by Jin, Xiaoye
- 213-221 The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement
by Lim, Byung Hwa & Lee, Ho-Seok & Shin, Yong Hyun
- 222-229 Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market
by Ping, Yuan & Li, Rui
- 230-238 Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets
by Mensi, Walid & Boubaker, Ferihane Zaraa & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon
- 239-243 Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis
by Caporale, Guglielmo Maria & Alessi, Matteo & Di Colli, Stefano & Lopez, Juan Sergio
- 244-250 How does short selling affect liquidity in financial markets?
by Blau, Benjamin M. & Whitby, Ryan J.
- 251-258 Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach
by Guo, Peng & Zhu, Huiming & You, Wanhai
- 259-265 Another look at anchoring and stock return predictability
by Bhootra, Ajay
- 266-273 How does credit market distortion affect corporate investment efficiency? The role of managerial forecast
by Wang, Yizhong & Chen, Lifang & Huang, Ying Sophie & Li, Yong
- 274-279 When institutions passively curb earnings management: Evidence from the Korean market
by Chung, Chune Young & Hwang, Ji Hoon & Kim, Donghyun & Liu, Chang
- 280-284 Time-varying long-term memory in Bitcoin market
by Jiang, Yonghong & Nie, He & Ruan, Weihua
2018, Volume 24, Issue C
- 1-9 The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis
by Antonakakis, Nikolaos & Chang, Tsangyao & Cunado, Juncal & Gupta, Rangan
- 10-18 Risk-adjusted performance of portfolio insurance and investors’ preferences
by Tawil, Dima
- 19-24 Comovements of gold futures markets and the spot market: A wavelet analysis
by Jena, Sangram Keshari & Tiwari, Aviral Kumar & Roubaud, David
- 25-33 Do spillover effects between crude oil and natural gas markets disappear? Evidence from option markets
by Zhu, Fangfei & Zhu, Yabei & Jin, Xuejun & Luo, Xingguo
- 34-41 The EMBI in Latin America: Fractional integration, non-linearities and breaks
by Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis
- 42-48 Terrorism and oil markets: A cross-sectional evaluation
by Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J.
- 49-55 Hedge ratio on Markov regime-switching diagonal Bekk–Garch model
by Zhipeng, Yan & Shenghong, Li
- 64-72 How to build a better database: When python programming meets Bloomberg's Open API
by Durante, Adriano & Elsaid, Eahab
- 73-80 Long-term strategic effects of mergers and acquisitions in Asia-Pacific banks
by Shirasu, Yoko
- 81-89 Innovative efficiency and stock returns: Should we care about nonlinearity?
by Basse Mama, Houdou
- 90-94 The optimal timing of CEO compensation
by Chaigneau, Pierre
- 95-104 A new approach to the analysis of monetary policy transmission through bank capital
by Sáiz, María Cantero & Azofra, Sergio Sanfilippo & Olmo, Begoña Torre & Gutiérrez, Carlos López
- 105-112 A simulation comparison of risk measures for portfolio optimization
by Righi, Marcelo Brutti & Borenstein, Denis
- 113-128 Pricing short-dated foreign equity options with a bivariate jump-diffusion model with correlated fat-tailed jumps
by Ulyah, Siti Maghfirotul & Lin, Xenos Chang-Shuo & Miao, Daniel Wei-Chung
- 129-136 Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets
by Long, Huaigang & Jiang, Yuexiang & Zhu, Yanjian
- 137-144 Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution
by Fang, Libing & Chen, Baizhu & Yu, Honghai & Qian, Yichuo
- 145-150 Readability of the credit card agreements and financial charges
by Cash, Alyxandra & Tsai, Hui-Ju
- 151-162 The relationship among China’s fuel oil spot, futures and stock markets
by Ping, Li & Ziyi, Zhang & Tianna, Yang & Qingchao, Zeng
- 163-167 Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight
by Zaremba, Adam & Czapkiewicz, Anna & Będowska-Sójka, Barbara
- 168-174 One-fund separation in incomplete markets with two assets
by Won, Dong Chul
- 175-178 Understanding the outperformance of the minimum variance portfolio
by Bednarek, Ziemowit & Patel, Pratish
- 179-185 How do anticorruption measures affect executive incentive?
by Tian, Ni & Zhang, Zongyi
- 186-192 The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs
by Österholm, Pär
- 193-198 Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH
by Blazsek, Szabolcs & Carrizo, Daniela & Eskildsen, Ricardo & Gonzalez, Humberto
- 199-220 Exploring the Persistent Behavior of Financial Markets
by Tsai, Yi-Cheng & Lei, Chin-Laung & Cheung, William & Wu, Chung-Shu & Ho, Jan-Ming & Wang, Chuan-Ju
- 221-229 Comparison of utility indifference pricing and mean-variance approach under normal mixture
by Hodoshima, Jiro & Misawa, Tetsuya & Miyahara, Yoshio
- 230-237 Financial inclusion and stability in MENA: Evidence from poverty and inequality
by Neaime, Simon & Gaysset, Isabelle
- 238-246 Institutional correlates with female board representation
by Loy, Thomas R. & Rupertus, Hendrik
- 247-255 Index futures volatility and trading activity: Measuring causality at a multiple horizon
by Jena, Sangram Keshari & Tiwari, Aviral Kumar & Roubaud, David & Shahbaz, Muhammad
- 256-262 Do precious and industrial metals act as hedges and safe havens for currency portfolios?
by Sakemoto, Ryuta
- 263-272 Inflation targeting and exchange market pressure in developing economies: Some international evidence
by Soe, Than Than & Kakinaka, Makoto
- 273-277 Avoiding regret in an agent-based asset pricing model
by Pruna, Radu T. & Polukarov, Maria & Jennings, Nicholas R.
- 278-288 Unwinding ZIRP: A simulation analysis
by Feldman, Todd
- 289-290 A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
by Auer, Benjamin R.
- 291-300 Institutional investment horizon and dividend policy: An empirical study of UK firms
by Kilincarslan, Erhan & Ozdemir, Ozgur
- 301-312 Option pricing under regime switching: Integration over simplexes method
by Jang, Bong-Gyu & Tae, Hyeon-Wuk
- 313-320 A new approach for detecting high-frequency trading from order and trade data
by Ekinci, Cumhur & Ersan, Oguz
- 321-327 Closed-form solutions for valuing partial lookback options with random initiation
by Kim, Geonwoo & Jeon, Junkee
- 328-336 Institutional ownership and corporate transparency in China
by Liu, Ningyue & Laing, Elaine & Cao, Yue & Zhang, Xiaofei
2017, Volume 23, Issue C
- 1-11 Robust multivairiate extreme value at risk allocation
by Belhajjam, A. & Belbachir, M. & El Ouardirhi, S.
- 12-18 International stock return co-movements and trading activity
by Sheng, Xin & Brzeszczyński, Janusz & Ibrahim, Boulis M.
- 19-22 Inequality, demographics and the housing wealth effect: Panel quantile regression evidence for the US
by Bampinas, Georgios & Konstantinou, Panagiotis & Panagiotidis, Theodore
- 23-30 Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices
by Bouri, Elie & Roubaud, David & Jammazi, Rania & Assaf, Ata
- 31-38 Efficient estimation of expected stock price returns
by Madan, Dilip B.
- 39-49 The effect of non-trading days on volatility forecasts in equity markets
by Lyócsa, Štefan & Molnár, Peter
- 50-57 Dual influences of regulatory polices on real estate enterprises’ investment —based on the perspective of supply-side reform in China
by Yu, Shoujin & Zhang, Ling & Zeng, Yanni & Zhang, Hao
- 58-64 Twitter's daily happiness sentiment and the predictability of stock returns
by You, Wanhai & Guo, Yawei & Peng, Cheng
- 65-68 Estimating volatility persistence under a Brexit-vote structural break
by Adesina, Tola
- 69-79 Sticky dividends: A new explanation
by Ha, Chang Yong & Im, Hyun Joong & Kang, Ya
- 80-86 Trust and Governance: The conditioning role of national culture
by Goodell, John W.
- 87-95 Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
by Bouri, Elie & Gupta, Rangan & Tiwari, Aviral Kumar & Roubaud, David
- 96-102 Do cointegrated commodities bubble together? the case of hog, corn, and soybean
by Alexakis, Christos & Bagnarosa, Guillaume & Dowling, Michael
- 114-120 The timing of low-volatility strategy
by Hsu, Ching-Chi & Chen, Miao-Ling
- 121-132 Herding effect on idiosyncratic volatility in U.S. industries
by BenSaïda, Ahmed
- 133-136 Flexible firm-level dividends in Latin America
by von Eije, Henk & Goyal, Abhinav & Muckley, Cal B.
- 137-146 Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum
by Ben Sita, Bernard
- 147-151 Momentum strategies in European equity markets: Perspectives on the recent financial and European debt crises
by Abourachid, Halim & Kubo, Alexander & Orbach, Sven
- 152-164 Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
by Baumöhl, Eduard & Lyócsa, Štefan
- 165-173 Geopolitical risks and the oil-stock nexus over 1899–2016
by Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos
- 174-178 The impact of transaction costs on state-contingent claims mispricing
by Restocchi, Valerio & McGroarty, Frank & Gerding, Enrico & Johnson, Johnnie E.V.
- 179-189 Communist party committee direct control and the market value of corporate cash holdings
by Li, Xiaorong & Zhang, Fan & Chan, Kam C.
- 190-195 Effects of anti-corruption on firm performance: Evidence from a quasi-natural experiment in China
by Kong, Dongmin & Wang, Li & Wang, Maobin
- 196-201 Learning to wait
by Cai, Jinghan & He, Jibao & Zhai, Weili
- 202-209 Long vs. short term asymmetry in volatility and the term structure of risk
by Lönnbark, Carl
- 210-216 Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks
by Shen, Dehua & Li, Xiao & Zhang, Wei
- 217-222 Investor inattention around stock market holidays
by Hood, Matthew & Lesseig, Vance
- 223-232 Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets
by Narayan, Seema & Ur Rehman, Mobeen
- 233-238 Gambler's attention and the mean-variance relation: Evidence from China
by Yao, Jing & Wu, Lingyan
- 239-245 Impact of International capital flows on emerging markets’ sovereign risk premium – demand vs. vulnerability effect
by Konopczak, Karolina & Konopczak, Michał
- 246-252 Does the removal of the IPO lockup matter in IPO pricing?
by Gao, Shenghao & Liu, Jinzhao & Chan, Kam C.
- 253-256 Cross-border mergers and acquisitions: Evidence from the Indochina region
by Ekkayokkaya, Manapol & Foojinphan, Pimnipa & Wolff, Christian C.P.
- 257-262 The evolution of market power in European banking
by Cruz-García, Paula & de Guevara, Juan Fernández & Maudos, Joaquín
- 263-268 Investor familiarity and corporate debt financing conditions
by Herrmann, Leonie & Stolper, Oscar A.
- 269-282 Marginal speculation and hedging in commodity markets
by Ulusoy, Veysel & Onbirler, Özgür Ünal
- 283-290 Dynamic correlation of precious metals and flight-to-quality in developed markets
by Klein, Tony
- 291-299 Exploring CSR and financial performance of full-service and low-cost air carriers
by Yang, Ann Shawing & Baasandorj, Suvd
- 300-305 On the transaction cost of Bitcoin
by Kim, Thomas
- 306-313 Firm-specific credit risk estimation in the presence of regimes and noisy prices
by Bégin, Jean-François & Boudreault, Mathieu & Gauthier, Geneviève
2017, Volume 22, Issue C
- 1-4 Impacts of the mass media effect on investor sentiment
by Yang, Wen & Lin, Dongtong & Yi, Zelong
- 5-10 Cumulative Prospect Theory for piecewise continuous distributions
by Gürtler, Marc & Stolpe, Julia
- 11-19 Fixed-price, auction, and bookbuilding IPOs: Empirical evidence in Taiwan
by Huang, Hsin-Yi & Chiang, Min-Hsien & Lin, Jia-Hui & Lin, Yun
- 20-29 Pension funds rules: Paradoxes in risk control
by Cadoni, Marinella & Melis, Roberta & Trudda, Alessandro
- 30-34 Corporate cash-pool valuation in a multi-firm context: A closed formula
by Berlinger, Edina & Bihary, Zsolt & Walter, György
- 35-41 On the short-term predictability of stock returns: A quantile boosting approach
by Demirer, Riza & Pierdzioch, Christian & Zhang, Huacheng
- 42-48 Identifying events in financial time series – A new approach with bipower variation
by Andor, György & Bohák, András
- 49-52 Ownership dispersion and bank performance: Evidence from China
by Bian, Wenlong & Deng, Chao
- 53-57 Shareholder rights in mergers and acquisitions: Are appraisal rights being abused?
by Kalodimos, Jonathan & Lundberg, Clark
- 58-65 An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook
by Liao, Qunfeng & Mehdian, Seyed & Rezvanian, Rasoul
- 66-73 Comparing performance sensitivity of retail and institutional mutual funds’ investment flows
by Mazur, Mieszko & Salganik-Shoshan, Galla & Zagonov, Maxim
- 74-80 Bank bailouts in Europe and bank performance
by Gerhardt, Maria & Vennet, Rudi Vander
- 81-89 Why do microfinance institutions fail socially? A global empirical examination
by Dorfleitner, Gregor & Priberny, Christopher & Röhe, Michaela
- 90-94 An empirical investigation of capital structure and firm value in Vietnam
by Vo, Xuan Vinh & Ellis, Craig
- 95-100 Implementing and testing the Maximum Drawdown at Risk
by Mendes, Beatriz Vaz de Melo & Lavrado, Rafael Coelho
- 101-104 How does the stock market value bank diversification? Evidence from Vietnam
by Vo, Xuan Vinh
- 105-113 High turnover with high price delay? Dissecting the puzzling phenomenon for China's A-shares
by Qian, Meifen & Sun, Ping-Wen & Yu, Bin
- 114-121 Can agents sensitive to cultural, organizational and environmental issues avoid herding?
by Blasco, Natividad & Corredor, Pilar & Ferreruela, Sandra
- 122-128 Superiority of optimized portfolios to naive diversification: Fact or fiction?
by Zakamulin, Valeriy
- 129-135 CEO age and CEO gender: Are female CEOs older than their male counterparts?
by Withisuphakorn, Pradit & Jiraporn, Pornsit
- 136-139 Sampling frequency and the performance of different types of technical trading rules
by Hudson, Robert & McGroarty, Frank & Urquhart, Andrew
- 140-145 What determines bank CDS spreads? Evidence from European and US banks
by Drago, Danilo & Tommaso, Caterina Di & Thornton, John
- 146-152 Selling out or going public? A real options signaling approach
by Nishihara, Michi
- 153-157 Negative interest rates as systemic risk event
by Kurowski, Łukasz Kamil & Rogowicz, Karol
- 158-162 Return distribution, leverage effect and spot-futures spread on the hedging effectiveness
by Kao, Wei-Shun & Lin, Chu-Hsiung & Changchien, Chang-Cheng & Wu, Chien-Hui
- 163-168 Stock market contagion during the global financial crisis: A multiscale approach
by Wang, Gang-Jin & Xie, Chi & Lin, Min & Stanley, H. Eugene
- 169-174 Determining risk model confidence sets
by Cummins, Mark & Dowling, Michael & Esposito, Francesco
- 175-181 Brexit: Short-term stock price effects and the impact of firm-level internationalization
by Oehler, Andreas & Horn, Matthias & Wendt, Stefan
- 182-189 Performance persistence of government bond factor premia
by Zaremba, Adam
- 190-196 Dark side of investment in employee education in privately-held companies
by Li, Changhong & Li, Jialong & Wu, Zhenyu
- 197-201 Price dynamics, social networks and communication
by Li, Bingqing & Wang, Lijia & Lu, Guoxiang
- 202-210 Laplacian risk management
by Madan, Dilip B. & Smith, Robert H. & Wang, King
- 211-226 Can tree-structured classifiers add value to the investor?
by Laborda, Ricardo & Laborda, Juan
- 227-232 Time-varying causality between stock and housing markets in China
by Shi, Guangping & Liu, Xiaoxing & Zhang, Xu
- 233-243 A simulation on the presence of competing bidders in mergers and acquisitions
by Aintablian, Sebouh & Khoury, Wissam El
- 244-248 Democracy and market crashes: Evidence from a worldwide panel of countries
by Apergis, Nicholas
- 249-258 How EPU drives long-term industry beta
by Yu, Honghai & Fang, Libing & Du, Donglei & Yan, Panpan
- 259-267 On the use of the Moore–Penrose generalized inverse in the portfolio optimization problem
by Lee, Miyoung & Kim, Daehwan
- 268-273 The impact of expected regulatory changes: The case of banks following the 2016U.S. election
by Hachenberg, Britta & Kiesel, Florian & Kolaric, Sascha & Schiereck, Dirk
- 274-279 Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
by Klein, Tony & Walther, Thomas
2017, Volume 21, Issue C
- 1-9 Nonparametric tolerance limits for pair trading
by Chen, Cathy W.S. & Lin, Tsai-Yu
- 10-20 Value-at-Risk estimation with stochastic interest rate models for option-bond portfolios
by Wang, Xiaoyu & Xie, Dejun & Jiang, Jingjing & Wu, Xiaoxia & He, Jia
- 21-25 Asset price risk, banks and markets
by Zhang, Yu
- 26-33 Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis
by Mensi, Walid & Hammoudeh, Shawkat & Kang, Sang Hoon
- 34-39 The elimination of broker voting in director elections
by Akyol, Ali C. & Raff, Konrad & Verwijmeren, Patrick
- 40-46 Measuring systemic risk: A comparison of alternative market-based approaches
by Kleinow, Jacob & Moreira, Fernando & Strobl, Sascha & Vähämaa, Sami
- 47-52 Analysis of the global financial crisis using statistical moments
by Jun, Doobae & Ahn, Changmo & Kim, Gwangil
- 53-56 Human capital measures and stock return predictability: Macroeconomic versus microeconomic approaches
by Lee, Jaeram & Ihm, Jungjoon & Ryu, Doojin
- 57-65 Real option with liquidity constraints under secondary debt illiquidity risk market
by Xu, Qing & Yang, Jinqiang
- 66-71 Time-varying investment barriers and closed-end country fund pricing
by Davies, Richard & Fletcher, Mary & Marshall, Andrew
- 72-77 Investor reaction to IFRS for financial instruments in Europe: The role of firm-specific factors
by Onali, Enrico & Ginesti, Gianluca & Ballestra, Luca Vincenzo
- 78-84 Risk aversion vs. the Omega ratio: Consistency results
by Balder, Sven & Schweizer, Nikolaus
- 85-91 Exploring the location and price differentials of cross-listed firms for arbitrage opportunities
by Yang, Ann Shawing & Carandang, Craig Alan Uyan
- 92-99 How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach
by Braouezec, Yann
- 100-106 Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium
by Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai
- 107-114 Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries
by Ribeiro, Pedro Pires & Cermeño, Rodolfo & Curto, José Dias
- 115-125 Real and complex wavelets in asset classification: An application to the US stock market
by Bruzda, Joanna
- 126-131 Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test
by Babalos, Vassilios & Balcilar, Mehmet
- 132-139 The distant echo of Brexit: Did exporters suffer the most?
by Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej
- 140-143 Macro news and exchange rates in the BRICS
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola
- 144-150 Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?
by Kinateder, Harald & Hofstetter, Benedikt & Wagner, Niklas
- 151-156 How do bond, equity and commodity cycles interact?
by Narayan, Paresh Kumar & Thuraisamy, Kannan S. & Wagner, Niklas F.
- 157-162 The forex fixing reform and its impact on cost and risk of forex trading banks
by Yamada, Masahiro & Ito, Takatoshi
- 163-171 Money market funds, shadow banking and systemic risk in United Kingdom
by Bellavite Pellegrini, Carlo & Meoli, Michele & Urga, Giovanni
- 172-177 Impact of the Medicaid expansion on U.S. health services firms: Evidence from the 2010 Affordable Care Act
by Lee, Daeyong & (Alicia) Zhang, Fan
- 178-185 Robust asset pricing with stochastic hyperbolic discounting
by Wang, Haijun
- 186-189 On the uncertainty of art market returns
by Charlin, Ventura & Cifuentes, Arturo
- 190-200 Dynamic robust portfolio selection with copulas
by Han, Yingwei & Li, Ping & Xia, Yong
- 201-205 Impact of persistent bad returns and volatility on retirement outcomes
by Basu, Anup K. & Wiafe, Osei K.
- 206-213 The depreciation of the pound post-Brexit: Could it have been predicted?
by Plakandaras, Vasilios & Gupta, Rangan & Wohar, Mark E.
- 214-221 Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework
by Sun, Xiaolei & Yao, Xiaoyang & Wang, Jun
- 222-227 The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium
by Fan, Qingliang & Wang, Ting
- 228-234 Fair risk allocation in illiquid markets
by Csóka, Péter
- 235-240 Impact of the growth opportunities of influential firms on future investment intentions: A cross-country study
by Staglianò, Raffaele & Andrieu, Guillaume
- 241-248 Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market
by Hur, Seok-Kyun & Chung, Chune Young
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