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Content
2017, Volume 23, Issue C
- 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
- 249-258 Forecasting intraday volume: Comparison of two early models
by Szűcs, Balázs Árpád
- 259-263 Optimal hedge ratio in a biased forward market under liquidity constraints
by Dömötör, Barbara
- 264-271 Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic
by Siikanen, Milla & Kanniainen, Juho & Valli, Jaakko
- 272-276 Market liquidity and stock returns in the Norwegian stock market
by Leirvik, Thomas & Fiskerstrand, Sondre R. & Fjellvikås, Anders B.
- 277-283 Implicit rating: A potential new method to alert crisis on the interbank lending market
by Berlinger, Edina
2017, Volume 20, Issue C
- 1-12 The relationship among information asymmetry, dividend policy and ownership structure
by Lin, Tsui-Jung & Chen, Yi-Pei & Tsai, Han-Fang
- 13-21 Cross-financial-market correlations and quantitative easing
by Kryzanowski, Lawrence & Zhang, Jie & Zhong, Rui
- 22-28 Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great Britain
by Tielmann, Artur & Schiereck, Dirk
- 29-34 Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index
by Luo, Xingguo & Qin, Shihua
- 35-39 Exploring rating shopping for european triple a senior structured finance securities
by Fabozzi, Frank J. & Nawas, Mike E. & Vink, Dennis
- 40-46 Systemic risk in carry-trade portfolios
by Liu, Chih-Liang & Yang, Hsin-Feng
- 47-62 The day-of-the-Week effects of stock markets in different countries
by Zhang, Jilin & Lai, Yongzeng & Lin, Jianghong
- 63-67 The impact of fiscal rules on sovereign risk premia: International evidence
by Thornton, John & Vasilakis, Chrysovalantis
- 68-74 Closed-form solutions for options with random initiation under asset price monitoring
by Jun, Doobae & Ku, Hyejin
- 75-80 Oil price shocks and stock returns of oil and gas corporations
by Diaz, Elena Maria & de Gracia, Fernando Perez
- 81-87 The effects of age pension on retirement drawdown choices
by Wiafe, Osei K. & Basu, Anup K. & Chen, John
- 88-95 Dynamic agency and investment theory with time-inconsistent preferences
by Liu, Bo & Mu, Congming & Yang, Jinqiang
- 96-103 The effects of government borrowing on corporate financing: Evidence from Europe
by Ayturk, Yusuf
- 104-108 The role of corruption in shaping the value of holding cash
by La Rocca, Maurizio & Cambrea, Domenico Rocco & Cariola, Alfio
- 109-117 Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis
by Us, Vuslat
- 118-124 Examining the flight-to-safety with the implied volatilities
by Sarwar, Ghulam
- 125-129 Accrual anomaly and corporate financing activities
by Papanastasopoulos, Georgios
- 130-136 Earnings comparability and informed trading
by Kim, Sangwan & Lim, Steve C.
- 137-145 Optimization of brokers’ commissions
by Lemeunier, Sebastien M.
- 146-152 Bayesian testing for short term interest rate models
by Zhang, Yonghui & Chen, Zhongtian & Li, Yong
- 153-161 Celebrities and ordinaries in social networks: Who knows more information?
by Zhang, Yongjie & An, Yahui & Feng, Xu & Jin, Xi
- 162-169 The long-term performance of new product introductions
by Chen, Li-Yu & Lai, Jung-Ho & Chang, Shao-Chi
- 170-176 Reporting errors in the I/B/E/S earnings forecast database: J. Doe vs. J. Doe
by Roger, Tristan
- 177-183 Managerial incentives in the presence of golden handshakes
by Jiang, Yi
- 184-191 Multinational firms and cash holdings: Evidence from China
by Wu, Weijun & Yang, Yang & Zhou, Sili
- 192-198 On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
by Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar
- 199-206 National culture and private benefits of control
by Salzmann, Astrid & Soypak, Kalender
- 207-216 Stock market volatility spillovers: Evidence for Latin America
by Gamba-Santamaria, Santiago & Gomez-Gonzalez, Jose Eduardo & Hurtado-Guarin, Jorge Luis & Melo-Velandia, Luis Fernando
- 217-222 Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets
by Kiohos, Apostolos & Babalos, Vassilios & Koulakiotis, Athanasios
- 223-228 Earnings announcements and quoted bid-ask spreads of U.S. Bank Holding Companies
by Harris, Terry
- 229-237 Bank screening technologies and the founder effect: Evidence from European lending relationships
by Cucculelli, Marco & Peruzzi, Valentina
- 238-244 In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework
by Śmiech, Sławomir & Papież, Monika
- 245-252 Forecasting volatility with interacting multiple models
by Svec, Jiri & Katrak, Xerxis
- 253-259 Momentum profits and time varying illiquidity effect
by Butt, Hilal Anwar & Virk, Nader Shahzad
- 260-268 A Unified Tree approach for options pricing under stochastic volatility models
by Lo, C.C. & Nguyen, D. & Skindilias, K.
- 269-273 Can profitability through momentum strategies be enhanced applying a range to standard deviation filter?
by Mitra, Subrata Kumar & Bawa, Jaslene & Kannadhasan, M. & Goyal, Vinay & Chattopadhyay, Manojit
- 274-280 Dynamic autocorrelation of intraday stock returns
by Dong, Xi & Feng, Shu & Ling, Leng & Song, Pingping
- 281-288 Discontinuous payoff option pricing by Mellin transform: A probabilistic approach
by Gzyl, H. & Milev, M. & Tagliani, A.
- 289-295 CEO equity compensation and earnings management: The role of growth opportunities
by Li, Leon & Kuo, Chii-Shyan
- 296-302 Inflation targeting and the cyclicality of monetary policy
by Thornton, John & Vasilakis, Chrysovalantis
2016, Volume 19, Issue C
- 1-14 Directors’ duties of care and the value of auditing
by Banerjee, Suman & Humphery-Jenner, Mark
- 15-21 Almost stochastic dominance for risk averters and risk seeker
by Guo, Xu & Wong, Wing-Keung & Zhu, Lixing
- 22-32 Directors’ and officers’ liability insurance and analyst forecast properties
by Boubakri, Narjess & Bouslimi, Lobna
- 33-41 Estimation of bid-ask prices for options on LIBOR based instruments
by Energy Sonono, Masimba & Phillip Mashele, Hopolang
- 42-53 Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation
by Atil, Ahmed & Bradford, Marc & Elmarzougui, Abdelaziz & Lahiani, Amine
- 54-59 Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis
by Aloui, Chaker & Hkiri, Besma & Lau, Chi Keung Marco & Yarovaya, Larisa
- 60-66 Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading
by Ormos, Mihály & Timotity, Dusán
- 67-74 Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani
by Xiao, Shuang & Ma, Shihua
- 75-78 The effect of political risk on currency carry trades
by Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja
- 79-82 Insider competition under two-dimensional uncertainty and informational asymmetry
by Bade, Marco
- 83-89 A Tobin tax only on sellers
by Chen, Haiwei
- 90-97 Pricing power exchange options with correlated jump risk
by Wang, Xingchun
- 98-104 Is the Comprehensive Assessment able to capture banks’ risks?
by Barucci, Emilio & Baviera, Roberto & Milani, Carlo
- 105-111 The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market
by Luo, Xingguo & Qin, Shihua & Ye, Zinan
- 112-118 Dynamic consumption and portfolio choice with permanent learning
by Lee, Hyun-Tak
- 119-125 Quantile behaviour of cointegration between silver and gold prices
by Zhu, Huiming & Peng, Cheng & You, Wanhai
- 126-129 Idiosyncratic volatility and excess Return: Evidence from the Greater China region
by Wang, Li-Hsun & Lin, Chu-Hsiung & Kang, Jui-Heng & Fung, Hung-Gay
- 130-138 Developing the exchange traded market for government bonds: Effect of recent quote rule changes in South Korea
by Jang, Woon Wook & Kim, Hak Kyum & Kang, Yong Joo
- 139-145 Do managers learn from the market? Firm level evidence in merger investment
by Ouyang, Wenjing & Szewczyk, Samuel H.
- 146-157 Does the earnings quality matter? Evidence from a quasi-experimental setting
by Baschieri, Giulia & Carosi, Andrea & Mengoli, Stefano
- 158-164 China credit constraints and rural households’ consumption expenditure
by Li, Changsheng & Lin, Liqiong & Gan, Christopher E.C.
- 165-172 The role of arbitrage risk on the elasticity of demand: New evidence from 100% secondary equity offerings
by Elliott, William B. & Songur, Hilmi
- 173-180 Testing the adaptive market hypothesis and its determinants for the Indian stock markets
by Hiremath, Gourishankar S. & Narayan, Seema
- 181-188 Dynamic spillovers between Shanghai and London nonferrous metal futures markets
by Kang, Sang Hoon & Yoon, Seong-Min
- 189-196 A note on the Wang transform for stochastic volatility pricing models
by Badescu, Alexandru & Cui, Zhenyu & Ortega, Juan-Pablo
- 197-203 Patents and R&D expenditure in explaining stock price movements
by Yu, Gun Jea & Hong, KiHoon
- 204-208 Integral representation of vega for American put options
by Liu, Yanchu & Cui, Zhenyu & Zhang, Ning
- 209-216 A note on optimal portfolios under regime–switching
by Haas, Markus
- 217-221 Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund
by Li, Yong & Benson, Karen & Faff, Robert
- 222-227 Foreign funding shocks and the lending channel: Do foreign banks adjust differently?
by Noth, Felix & Ossandon Busch, Matias
- 228-234 Credit risk findings for commercial real estate loans using the reduced form
by Christopoulos, Andreas D. & Barratt, Joshua G.
- 235-240 Deferred compensation withdrawal decisions and their implications on inside debt
by Lee, Gemma
- 241-246 On the weight sign of the global minimum variance portfolio
by Chiu, Wan-Yi & Jiang, Ching-Hai
- 247-254 How do China's oil markets affect other commodity markets both domestically and internationally?
by Ji, Qiang & Fan, Ying
- 255-260 Pure higher-order effects in the portfolio choice model
by Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David
- 261-266 The risk in capital controls
by Gkillas (Gillas), Konstantinos & Tsagkanos, Athanasios & Siriopoulos, Costas
- 267-272 Modelling order arrivals at price limits using Hawkes processes
by Haghighi, Afshin & Fallahpour, Saeid & Eyvazlu, Reza
- 273-278 Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models
by Ben Hmiden, Oussama & Ben Cheikh, Nidhaleddine
- 279-290 Valuing resettable convertible bonds: Based on path decomposing
by Feng, Yun & Huang, Bing-hua & Huang, Yu
- 291-297 Brexit: (Not) another Lehman moment for banks?
by Schiereck, Dirk & Kiesel, Florian & Kolaric, Sascha
- 298-304 Dating the financial cycle with uncertainty estimates: a wavelet proposition
by Ardila, Diego & Sornette, Didier
- 305-313 Pricing vulnerable options with stochastic default barriers
by Wang, Xingchun
2016, Volume 18, Issue C
- 1-6 Is there a credit risk anomaly in FX markets?
by Grobys, Klaus & Heinonen, Jari-Pekka
- 7-31 What drives the time to resolution of defaulted bank loans?
by Betz, Jennifer & Kellner, Ralf & Rösch, Daniel
- 32-42 Solving the SRI puzzle? A note on the mainstreaming of ethical investment
by Erragragui, Elias & Lagoarde-Segot, Thomas
- 43-51 The performance of the switching forecast model of value-at-risk in the Asian stock markets
by Chiu, Yen-Chen & Chuang, I-Yuan
- 52-59 Trading activity and price behavior in Chinese agricultural futures markets
by Wang, Xiaolin & Ye, Qiang & Zhao, Feng
- 60-66 Multi-period portfolio optimization under probabilistic risk measure
by Sun, Yufei & Aw, Grace & Teo, Kok Lay & Zhu, Yanjian & Wang, Xiangyu
- 67-75 Does gender matter for firms' access to credit? Evidence from international data
by Aristei, David & Gallo, Manuela
- 76-82 Idiosyncratic risk and share repurchases
by Hsu, Yuan-Teng & Huang, Chia-Wei
- 83-88 The disciplinary role of leverage: evidence from East Asian cross-border acquirers’ returns
by Durand, Robert B. & Laing, Elaine & Thao Ngo, Minh
- 89-99 Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure
by Sanusi, Muhammad Surajo & Ahmad, Farooq
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