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Content
2019, Volume 31, Issue C
- 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
- 138-145 Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework
by Hu, Yang & Valera, Harold Glenn A. & Oxley, Les
- 146-154 Asymmetric effect of style comovement on momentum
by Hsu, Ching-Chi & Chen, Miao-Ling
- 155-164 Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets
by Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen
- 165-170 Trade-off theory and zero leverage
by Haddad, Kamal & Lotfaliei, Babak
- 171-178 Does gold or Bitcoin hedge economic policy uncertainty?
by Wu, Shan & Tong, Mu & Yang, Zhongyi & Derbali, Abdelkader
- v:31:y:2019:i:c:s1544612318307694 Institutional environment and financing costs: Evidence from venture capital backed transactions
by Liang, Qing & Gan, Christopher & Li, Zhaohua
- v:31:y:2019:i:c:s1544612318307475 Herding and flash events: Evidence from the 2010 Flash Crash
by Demirer, Rıza & Leggio, Karyl B. & Lien, Donald
- v:31:y:2019:i:c:s1544612318307670 Financial flows, global interest rates, and political integration
by Nagayasu, Jun
- v:31:y:2019:i:c:s1544612318305221 The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis
by Tiwari, Aviral Kumar & Jana, R.K. & Roubaud, David
- v:31:y:2019:i:c:s1544612318306184 Inflation expectation, monetary policy credibility, and exchange rates
by Lee, Seojin & Kim, Young Min
- v:31:y:2019:i:c:s1544612318302836 Do bullet trains affect earnings management? Evidence from China
by Li, Bin & Zheng, Wen & Ma, Chen
- v:31:y:2019:i:c:s1544612318307438 Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound
by Hayo, Bernd & Henseler, Kai & Rapp, Marc Steffen
- v:31:y:2019:i:c:s1544612318307827 Does religion affect cross-border acquisitions? Tales from developed and emerging economies
by Prasadh, R. Shyaam & Thenmozhi, M.
- v:31:y:2019:i:c:s1544612318302289 A note of techniques that mitigate floating-point errors in PIN estimation
by Ke, Wen-Chyan & Chen, Hueiling & Lin, Hsiou-Wei William
- v:31:y:2019:i:c:s1544612318301612 Patience in financial decisions and post-secondary education
by Park, Na Young
- v:31:y:2019:i:c:s1544612318308420 How do independent directors view powerful executive risk-taking incentives? A quasi-natural experiment
by Ongsakul, Viput & Jiraporn, Pornsit
- v:31:y:2019:i:c:s1544612318304902 A readily computable commodity price index: 1900–2016
by Fernandez, Viviana
- v:31:y:2019:i:c:s1544612318306251 Bitcoin price–volume: A multifractal cross-correlation approach
by Alaoui, Marwane El & Bouri, Elie & Roubaud, David
- v:31:y:2019:i:c:s1544612318303465 CEO pay disparity, chaebol affiliations, and implied cost of equity capital
by Chun, Hong-min
- v:31:y:2019:i:c:s1544612318301223 Asset quality, debt maturity, and market liquidity
by Gong, Yaxian & Wei, Xu
- v:31:y:2019:i:c:s1544612319304489 Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China
by Jiang, Yonghong & Zhu, Zixuan & Tian, Gengyu & Nie, He
- v:31:y:2019:i:c:s1544612318306159 Does government support promote SME tax payments? New evidence from Vietnam
by Huong, Vu Van & Cuong, Ly Kim
- v:31:y:2019:i:c:s1544612318302423 Short and long-term interest rate risk: The sovereign balance-sheet nexus
by Afonso, António & Alves, José
- v:31:y:2019:i:c:s1544612318305944 Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?
by Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled
- v:31:y:2019:i:c:s1544612318307785 An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China
by Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua
- v:31:y:2019:i:c:s1544612318304367 Neighbors matter: Geographical distance and trade timing in the stock market
by Baltakys, Kȩstutis & Baltakienė, Margarita & Kärkkäinen, Hannu & Kanniainen, Juho
- v:31:y:2019:i:c:s1544612318306457 Advance notice labor conflicts and firm value—An event study analysis on Israeli companies
by Afik, Zvika & Haim, Roi & Lahav, Yaron
- v:31:y:2019:i:c:s1544612318302368 Microfinance institutions and the provision of mobile financial services: First empirical evidence
by Dorfleitner, Gregor & Nguyen, Quynh Anh & Röhe, Michaela
- v:31:y:2019:i:c:s1544612318305749 When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin
by Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng
- v:31:y:2019:i:c:s1544612318306275 Effect of bifurcation on the interaction between Bitcoin and Litecoin
by Tu, Zhiyong & Xue, Changyong
- v:31:y:2019:i:c:s1544612319306889 How do black swan events go global? -Evidence from US reserves effects on TOCOM gold futures prices
by Wang, Yang & Cao, Xinbang & Sui, Xiuping & Zhao, Wenxi
- v:31:y:2019:i:c:s1544612319306877 Can designed financial systems drive out highly polluting firms? An evaluation of an experimental economic policy
by Zhang, Dongyang & Du, Pengcheng & Chen, Yaowen
- v:31:y:2019:i:c:s1544612318307104 Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models
by Boako, Gideon & Tiwari, Aviral Kumar & Ibrahim, Muazu & Ji, Qiang
- v:31:y:2019:i:c:s1544612318307402 Capital-market effects of securities regulation: Prior conditions, implementation, and enforcement revisited
by Cumming, Douglas & Johan, Sofia
- v:31:y:2019:i:c:s1544612318307165 Optimal margin requirement
by Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc
- v:31:y:2019:i:c:s1544612317307894 Bitcoin and the day-of-the-week effect
by Aharon, David Yechiam & Qadan, Mahmoud
- v:31:y:2019:i:c:s1544612318304513 Seasonality in cryptocurrencies
by Kaiser, Lars
- v:31:y:2019:i:c:s1544612318306949 Sectoral contributions to systemic risk in the Chinese stock market
by Wu, Fei
- v:31:y:2019:i:c:s1544612318304240 The day of the week effect in the cryptocurrency market
by Caporale, Guglielmo Maria & Plastun, Alex
- v:31:y:2019:i:c:s1544612318302149 Haze, investor attention and China's stock markets: Evidence from internet stock forum
by Zhang, Yihao & Tao, Lingfeng
- v:31:y:2019:i:c:s1544612318306846 Cryptocurrencies as financial bubbles: The case of Bitcoin
by Geuder, Julian & Kinateder, Harald & Wagner, Niklas F.
- v:31:y:2019:i:c:s154461231930683x Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash
by Yousaf, Imran & Hassan, Arshad
- v:31:y:2019:i:c:s154461231830789x Does the shareholding network affect bank's risk-taking behavior? An exploratory study on Chinese commercial banks
by Li, Bing & Li, Changhong & Wang, Li
- v:31:y:2019:i:c:s154461231830669x The gender gap in over-indebtedness
by Meyll, Tobias & Pauls, Thomas
- v:31:y:2019:i:c:s154461231830597x Operating leases, operating leverage, operational inflexibility and sticky costs
by Cook, Douglas O. & Kieschnick, Robert & Moussawi, Rabih
2019, Volume 30, Issue C
- 1-7 Corporate social responsibility, media freedom, and firm value
by Chang, Kiyoung & Shim, Hyeongsop & Yi, Taihyeup David
- 8-13 A test of traditional and psychometric relative risk tolerance measures on household financial risk taking
by Grable, John E. & Lyons, Angela C. & Heo, Wookjae
- 14-22 Market uncertainty and trading volume around earnings announcements
by Choi, Hae Mi
- 23-29 Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis
by Wei, Yu & Qin, Songkun & Li, Xiafei & Zhu, Sha & Wei, Guiwu
- 30-36 Hedging bitcoin with other financial assets
by Pal, Debdatta & Mitra, Subrata K.
- 37-43 Media attention and Bitcoin prices
by Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane
- 44-50 Optimization of multi-period portfolio model after fitting best distribution
by Kamali, Rezvan & Mahmoodi, Safieh & Jahandideh, Mohammad-Taghi
- 51-59 Is there still a weather anomaly? An investigation of stock and foreign exchange markets
by Andrikopoulos, Athanasios & Wang, Changyu & Zheng, Min
- 60-68 Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices
by Ghazani, Majid Mirzaee & Ebrahimi, Seyed Babak
- 69-75 Tail risk and the consumption CAPM
by Kwon, Ji Ho
- 76-82 Announcement effect and its determinants of exchangeable bonds
by Wang, Lan & Chen, Langnan & Chen, Jieni
- 83-88 Intraday momentum and reversal in Chinese stock market
by Chu, Xiaojun & Gu, Zherong & Zhou, Haigang
- 89-95 Forecasting realized variance using asymmetric HAR model with time-varying coefficients
by Wu, Xinyu & Hou, Xinmeng
- 96-102 Political connections and the value of cash holdings
by Kusnadi, Yuanto
- 103-109 Nowcasting of the U.S. unemployment rate using Google Trends
by Nagao, Shintaro & Takeda, Fumiko & Tanaka, Riku
- 110-115 The causality between liquidity and volatility in the Polish stock market
by Będowska-Sójka, Barbara & Kliber, Agata
- 116-123 Social-media and intraday stock returns: The pricing power of sentiment
by Broadstock, David C. & Zhang, Dayong
- 124-129 Credit rating and microfinance lending decisions based on loss given default (LGD)
by Shi, Baofeng & Zhao, Xue & Wu, Bi & Dong, Yizhe
- 130-138 Share repurchases under uncertainty: U.S. evidence
by Pirgaip, Burak & Dinçergök, Burcu
- 139-144 Revisiting the price effect in US stocks
by Geertsema, Paul & Lu, Helen
- 145-152 What influences portfolio contagion among open-end mutual funds?
by Liu, Junbin & Liu, Xiaoxing & Shi, Guangping
- 153-159 Does CSR influence M&A target choices?
by Gomes, Mathieu
- 160-169 On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees
by Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy
- 170-180 Suboptimal investment behavior and welfare costs: A simulation based approach
by Castañeda, Pablo & Reus, Lorenzo
- 181-186 Herding in the cryptocurrency market: CSSD and CSAD approaches
by Vidal-Tomás, David & Ibáñez, Ana M. & Farinós, José E.
- 187-193 Bitcoin returns and risk: A general GARCH and GAS analysis
by Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás
- 194-200 A study of first generation commodity indices: Indices based on financial diversification
by Ahn, Jung-Hyun & Six, Pierre
- 201-207 Measuring the hedging effectiveness of commodities
by Chunhachinda, Pornchai & de Boyrie, Maria E. & Pavlova, Ivelina
- 208-215 Is there an effective reputation mechanism in peer-to-peer lending? Evidence from China
by Ding, Jie & Huang, Jinbo & Li, Yong & Meng, Meichen
- 216-220 Effects of CEO miscalibration on compensation and hedging
by Kim, Hwa-Sung
- 221-227 Volatility co-movement between Bitcoin and Ether
by Katsiampa, Paraskevi
- 228-232 Can list prices accurately capture housing price trends? Insights from extreme markets conditions
by Lyons, Ronan C.
- 233-239 Profitability shocks and recovery in time of crisis evidence from European banks
by Bongini, Paola & Cucinelli, Doriana & Battista, Maria Luisa Di & Nieri, Laura
- 240-245 Stock distributions and the Retained Earnings Hypothesis revisited
by Heavilin, Jason E. & Songur, Hilmi
- 246-258 How much happiness can we find in the U.S. fear Index?
by Qadan, Mahmoud & Aharon, David Y.
- 259-265 How does the stock market react to financial innovation regulations?
by Yang, Minhua & He, Yu
- 266-270 Who has volatility information in the index options market?
by Ryu, Doojin & Yang, Heejin
- 271-275 Corporate governance and procyclicality in a banking crisis: Empirical evidence and implications
by Ibáñez-Hernández, Francisco J. & Peña-Cerezo, Miguel A. & Araujo-de-la-Mata, Andrés
- 276-279 CEO compensation, pay inequality, and the gender diversity of bank board of directors
by Owen, Ann L. & Temesvary, Judit
- 280-291 Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model
by Zhu, Huainian & Cao, Ming & Zhang, Chengke
- 292-296 Does anti-corruption campaign promote corporate R&D investment? Evidence from China
by Gan, Weiyu & Xu, Xixiong
- 297-305 The effect of non-traditional banking activities on systemic risk: Does bank size matter?
by Fina Kamani, Eric
- 306-313 Conditional pricing of earnings quality
by Zhang, Mingshan
- 314-317 Understanding the order effect in eliciting risk aversion
by Sohn, Kitae
- 318-326 Capital structure volatility, financial vulnerability, and stock returns: Evidence from Korean firms
by Chong, Byung-Uk & Kim, Heonsoo
- 327-333 Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach
by Luca, Giovanni De & Guégan, Dominique & Rivieccio, Giorgia
- 334-340 Challenges facing Malaysia pension scheme in an era of ageing population
by Jaafar, Roslan & Daly, Kevin James & Mishra, Anil V.
- 341-351 Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach
by Lei, Likun & Shang, Yue & Chen, Yongfei & Wei, Yu
- 352-359 Does the level of financial leasing matter in the impact of bank lending on economic growth: Evidence from the global market (2006–2016)
by Zhang, Ying & Zhai, Ling & Sun, Haijia
- 360-366 The value premium and expected business conditions
by Kirby, Chris
- 367-370 Does the introduction of futures improve the efficiency of Bitcoin?
by Köchling, Gerrit & Müller, Janis & Posch, Peter N.
- 371-377 Detecting overreaction in the Bitcoin market: A quantile autoregression approach
by Chevapatrakul, Thanaset & Mascia, Danilo V.
- 378-384 Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia
by Karlsson, Sune & Österholm, Pär
- 385-393 Bitcoin as a safe haven: Is it even worth considering?
by Smales, L.A.
- 394-402 What drives the off-shore futures market? Evidence from India and China
by Kumar, S.S.S. & Sampath, Aravind
- 403-413 Can investors profit from security analyst recommendations?: New evidence on the value of consensus recommendations
by Park, Sung Jun & Park, Ki Young
- 414-419 Energy market financialization: Empirical evidence and implications from East Asian LNG markets
by Shi, Xunpeng & Shen, Yifan & Wu, Yanrui
- 420-425 Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports
by Ji, Qiang & Li, Jianping & Sun, Xiaolei
- 426-435 Money market funds, bank loans and interest rate liberalization: Evidence from an emerging market
by Li, Haoyu & Tao, Qizhi & Xiao, Hongying & Li, Guowei
- 436-445 Overinvestment and corporate governance in energy listed companies: Evidence from China
by Shi, Min
2019, Volume 29, Issue C
- 1-6 Investor attention and short-term return reversals
by Heyman, Dries & Lescrauwaet, Michiel & Stieperaere, Hannes
- 7-16 Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015
by Wong, Alfred
- 17-22 Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade
by Broadstock, David C. & Cheng, Louis T.W.
- 23-29 The informational dimensions of the Amihud (2002) illiquidity measure: Evidence from the M&A market
by Coën, Alain & de La Bruslerie, Hubert
- 30-40 Distracted institutional shareholders and managerial myopia: Evidence from R&D expenses
by Li, Yueting & Wang, Jianling & Wu, Xuan
- 41-49 Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets
by Chiang, Thomas C.
- 50-56 What factors discriminate reorganized and delisted distressed firms: Evidence from Malaysia
by Ahmad, Abd Halim
- 57-60 Bottom-up sentiment and return predictability of the market portfolio
by Guo, Jiaqi & Li, Youwei & Zheng, Min
- 61-67 Negative policy interest rates and exchange rate behavior: Further results
by Thornton, John & Vasilakis, Chrysovalantis
- 68-74 Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
by Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian
- 75-82 The relationship between Bitcoin returns and trade policy uncertainty
by Gozgor, Giray & Tiwari, Aviral Kumar & Demir, Ender & Akron, Sagi
- 83-89 Business cycle, expected return and momentum payoffs
by Chen, Jiun-Lin (Alex) & Hwang, Hyoseok (David)
- 90-100 Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model
by Canh, Nguyen Phuc & Wongchoti, Udomsak & Thanh, Su Dinh & Thong, Nguyen Trung
- 101-110 Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach
by Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Hkiri, Besma & Hamed Al Yahyaee, Khamis
- 111-116 Price clustering and sentiment in bitcoin
by Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim
- 117-124 Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock market
by Yang, Ming-Yuan & Li, Sai-Ping & Wu, Yue & Tang, Jingtai & Ren, Fei
- 125-128 Evaluating alternative methods of asset pricing based on the overall magnitude of pricing errors
by Shi, Qi & Li, Bin
- 129-135 Green credit policy, property rights and debt financing: Quasi-natural experimental evidence from China
by Liu, Xinghe & Wang, Enxian & Cai, Danting
- 136-140 One size fits all? The differential impact of parent capital on bank failures
by Ozdemir, Nilufer & Triplett, Russell & Altinoz, Cuneyt
- 141-151 A simple but powerful measure of market efficiency
by Tran, Vu Le & Leirvik, Thomas
- 152-155 The seed of a crisis: Investor sentiment and bank liquidity
by He, Liang
- 156-161 Activist arbitrage in M&A acquirers
by Jiang, Wei & Li, Tao & Mei, Danqing
- 162-168 The seasonality in sell-side analysts’ recommendations
by Kucheev, Yury O. & Sorensson, Tomas
- 169-177 Are European CEOs paid equally? A study of the UK-continental Europe pay gap
by Andrés, Pablo de & Arranz-Aperte, Laura
- 178-183 Co-explosivity in the cryptocurrency market
by Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David
- 184-192 Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset
by Chen, Kexin & Wong, Hoi Ying
- 193-199 Predicting bond betas using macro-finance variables
by Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea
- 200-205 Portfolio diversification across cryptocurrencies
by Liu, Weiyi
- 206-215 Residual momentum and the cross-section of stock returns: Chinese evidence
by Lin, Qi
- 216-221 Herding behaviour in cryptocurrencies
by Bouri, Elie & Gupta, Rangan & Roubaud, David
- 222-230 Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum
by Mensi, Walid & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon
- 231-238 A risk-gain dominance maximization approach to enhanced index tracking
by Cesarone, Francesco & Lampariello, Lorenzo & Sagratella, Simone
- 239-244 How effective is the tail mean-variance model in the fund of fund selection? An empirical study using various risk measures
by Wang, Qiyu & Huang, Wenli & Wu, Xin & Zhang, Chao
- 245-254 Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis
by Lin, Ling & Zhou, Zhongbao & Liu, Qing & Jiang, Yong
- 255-265 What can explain the price, volatility and trading volume of Bitcoin?
by Aalborg, Halvor Aarhus & Molnár, Peter & de Vries, Jon Erik
- 266-271 Regime changes in Bitcoin GARCH volatility dynamics
by Ardia, David & Bluteau, Keven & Rüede, Maxime
- 272-279 Leverage and evolving heterogeneous beliefs in a simple agent-based financial market
by Gaffeo, Edoardo
- 280-284 Could crowdsourced financial analysis replace the equity research by investment banks?
by Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes
- 285-291 Cash holdings and the performance of European mutual funds
by Graef, Frank & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian
- 292-296 Regulation, economies of scale and credit Ratings: A puzzle of declining market concentration in the OTC derivatives market
by Tata, Fidelio
- 297-302 A combined firm's decision to hire the target's financial advisor after acquisition: Does “service excellence” pay off?
by Bhattacharya, Debarati & Hsu, Shih-Che & Li, Wei-Hsien & Liu, Chun-Ting
- 303-307 The temporal evolution of mispricing in prediction markets
by Restocchi, Valerio & McGroarty, Frank & Gerding, Enrico
- 308-314 Relationship of CEO inside debt and corporate social performance: A data envelopment analysis approach
by Wu, Tai-Hsi & Lin, Mei-Chen
- 315-322 The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests
by Gupta, Rangan & Pierdzioch, Christian & Vivian, Andrew J. & Wohar, Mark E.
- 323-329 Valuation of catastrophe equity put options with correlated default risk and jump risk
by Bi, Hongwei & Wang, Guanying & Wang, Xingchun
- 330-335 Becoming a high-growth firm in a developing country: The role of co-funding
by Long, Trinh Quang
- 336-339 Consumption volatility ambiguity and risk premium’s time-variation
by Müller, Janis & Posch, Peter N.
- 340-346 Trading volume and the predictability of return and volatility in the cryptocurrency market
by Bouri, Elie & Lau, Chi Keung Marco & Lucey, Brian & Roubaud, David
- 347-356 Risk premium contributions of the Fama and French mimicking factors
by Bank, Matthias & Insam, Franz
- 357-362 The impact of the Bitcoin bubble of 2017 on Bitcoin's P2P market
by Holub, Mark & Johnson, Jackie
- 363-372 Are cryptocurrencies connected to forex? A quantile cross-spectral approach
by Baumöhl, Eduard
- 373-378 Economic policy uncertainty, prudential regulation and bank lending
by Hu, Shiwei & Gong, Di
- 379-383 Is anti-herding behavior spurious?
by Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim
- 384-392 Extending the Hansen–Jagannathan distance measure of model misspecification
by Xu, Yuewu & Yao, Xiangkun
- 393-397 Cash flow risk and capital structure decisions
by Harris, Christopher & Roark, Scott
- 398-403 Explosive behavior in the prices of Bitcoin and altcoins
by Cagli, Efe Caglar
- 404-410 A duration-based model of crowdfunding project choice
by Salahaldin, Linda & Angerer, Martin & Kraus, Sascha & Trabelsi, Donia
- 411-417 A new attention proxy and order imbalance: Evidence from China
by Gao, Ya & Xiong, Xiong & Feng, Xu & Li, Youwei & Vigne, Samuel A.
- 418-424 US monetary policy and the pricing of American Depositary Receipts
by Roevekamp, Ingmar
- 425-430 A bibliometric analysis on green finance: Current status, development, and future directions
by Zhang, Dayong & Zhang, Zhiwei & Managi, Shunsuke
2019, Volume 28, Issue C
- 1-5 Leverage and corporate investment – Evidence from Vietnam
by Vo, Xuan Vinh
- 6-10 The dynamics of network communities and venture capital performance: Evidence from China
by Xue, Chaokai & Jiang, Ping & Dang, Xinghua
- 11-19 The fiction of full BEKK: Pricing fossil fuels and carbon emissions
by Chang, Chia-Lin & McAleer, Michael
- 20-31 Do managers keep their word? The disclosure of merger intention at pre-merger issuance and M&A performance
by Guo, Jie (Michael) & Li, Lu & Hu, Nan & Wang, Xing
- 32-38 The impact of tick-size reductions in foreign currency futures markets
by Martinez, Valeria & Tse, Yiuman
- 39-44 Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?
by Qiao, Zhuo & Pukthuanthong, Kuntara
- 45-52 Explaining asset managers preference for the P&L method over RPAs when paying for research under MiFID II
by Tata, Fidelio
- 53-60 Sustainability, accountability and democracy: Ireland’s Troika experience
by Barrett, Sean & Corbet, Shaen & Larkin, Charles
- 61-67 New evidence on the impact of the English national soccer team on the FTSE 100
by Bauckloh, Tobias & Heiden, Sebastian & Klein, Christian & Zwergel, Bernhard
- 68-73 The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies
by Sensoy, Ahmet
- 74-81 Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility
by Hodoshima, Jiro & Yamawake, Toshiyuki
- 82-86 Missing the cut? How threshold effects distort U.S. small business lending trends
by Heil, Mark
- 87-94 The effect of the accidental disclosure of confidential short sales positions
by Galema, Rients & Gerritsen, Dirk
- 95-100 On long memory effects in the volatility measure of Cryptocurrencies
by Phillip, Andrew & Chan, Jennifer & Peiris, Shelton
- 101-106 The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach
by Liu, Guo-Dong & Su, Chi-Wei
- 107-111 Volatility discovery: Can the CDS market beat the equity options market?
by Forte, Santiago & Lovreta, Lidija
- 112-117 Improving futures hedging performance using option information: Evidence from the S&P 500 index
by Bai, Yujuan & Pan, Zhiyuan & Liu, Li
- 118-124 Comparison of range-based volatility estimators against integrated volatility in European emerging markets
by Arnerić, Josip & Matković, Mario & Sorić, Petar
- 125-129 Credit expansion in a monetary policy game: Implications of the valuation haircut framework
by Spyromitros, Eleftherios & Tsintzos, Panagiotis
- 130-136 Professional macroeconomic forecasts and Chinese commodity futures prices
by Ye, Wuyi & Guo, Ranran & Jiang, Ying & Liu, Xiaoquan & Deschamps, Bruno
- 137-147 Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets
by Nguyen, Canh Phuc & Nguyen, Thai Vu Hong & Schinckus, Christophe
- 148-152 Short-term exchange rate predictability
by Ren, Yu & Wang, Qin & Zhang, Xiangyu
- 153-159 Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe
by Shahzad, Syed Jawad Hussain & Hoang, Thi Hong Van & Arreola-Hernandez, Jose
Printed from https://ideas.repec.org/s/eee/finlet26.html
