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
2019, Volume 28, Issue C
- 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
- 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
Printed from https://ideas.repec.org/s/eee/finlet26.html
