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Series handle: RePEc:eee:finlet
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Content
2017, Volume 21, Issue C
- 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
- 100-107 Analysts' forecast dispersion and stock returns: a panel threshold regression analysis based on conditional limited market participation hypothesis
by Li, Leon & Chen, Carl R.
- 108-115 Are there significant premiums in the Saudi stock market?
by Alkhareif, Ryadh
- 116-119 Determinants of non-performing loans: Evidence from Euro-area countries
by Dimitrios, Anastasiou & Helen, Louri & Mike, Tsionas
- 120-126 Performance-based bonuses for investment and abandonment decisions
by Kim, Hwa-Sung
- 127-135 Does community environment matter to corporate social responsibility?
by Wu, Dejun & Lin, Chen & Liu, Sibo
- 136-141 Economic policy uncertainty and stock markets: Long-run evidence from the US
by Arouri, Mohamed & Estay, Christophe & Rault, Christophe & Roubaud, David
- 142-157 Turn-of-the-month effect: New evidence from an emerging stock market
by Kayacetin, Volkan & Lekpek, Senad
- 158-176 Ambiguity and optimal portfolio choice with Value-at-Risk constraint
by Jang, Bong-Gyu & Park, Seyoung
- 177-183 Does frequency matter for intraday technical trading?
by Frömmel, Michael & Lampaert, Kevin
- 184-192 The informativeness of non-GAAP earnings after Regulation G?
by Shiah-Hou, Shin-Rong & Teng, Yi-Yun
- 193-198 Early warning indicators of banking crisis and bank related stock returns
by Sohn, Bumjean & Park, Heungju
- 199-204 The macro-finance environment and asset allocation: A simultaneous equation approach
by Moreno, Antonio & Orlando, James & Redin, Dulce M.
- 205-217 Dutch mortgages: Impact of the crisis on probability of default
by Kroot, Jan & Giouvris, Evangelos
- 218-225 Do speculative traders anticipate or follow USD/EUR exchange rate movements? New evidence on the efficiency of the EUR currency futures market
by Hossfeld, Oliver & Röthig, Andreas
- 226-233 Risk-based explanation for the country-level size and value effects
by Zaremba, Adam
- 234-236 Momentum: Further Evidence from Australia
by Ji, Xiuqing
- 237-241 Does inflation targeting reduce sovereign risk? Further evidence
by Thornton, John & Vasilakis, Chrysovalantis
- 242-249 Model misspecification and pricing of illiquid claims
by Rubtsov, Alexey
- 250-254 Stock price synchronicity and information disclosure: Evidence from an emerging market
by Farooq, Omar & Hamouda, Moataz
- 255-262 Who are the net senders and recipients of volatility spillovers in China’s financial markets?
by Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Eugene Stanley, H.
- 263-272 The role of information uncertainty in moving-average technical analysis: A study of individual stock-option issuance in Taiwan
by Chen, Chien-Hua & Su, Xuan-Qi & Lin, Jun-Biao
- 273-277 Foreign investors and corporate risk taking behavior in an emerging market
by Vo, Xuan Vinh
- 278-284 Real option, debt maturity and equity default swaps under negotiation
by Gan, Liu & Luo, Pengfei & Yang, Zhaojun
- 285-290 Monetary policy statements, treasury yields, and private yields: Before and after the zero lower bound
by Kiley, Michael T.
- 291-296 Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis
by Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee
- 297-301 The systemic importance of banks – name and shame seems to work
by Bańbuła, Piotr & Iwanicz-Drozdowska, Małgorzata
- 302-305 Exposing volatility spillovers: A comparative analysis based on vector autoregressive models
by Philippas, Dionisis & Dragomirescu-Gaina, Catalin
- 306-310 Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels
by Kolaric, Sascha & Schiereck, Dirk
- 311-316 Moments of standardized Fernandez–Steel skewed distributions: Applications to the estimation of GARCH-type models
by Trottier, Denis-Alexandre & Ardia, David
- 317-321 African stock markets convergence: Regional and global analysis
by Boako, Gideon & Alagidede, Paul
- 322-327 Financial stability and bank supervision
by Tabak, Benjamin M. & Fazio, Dimas M. & de O. Paiva, Karine C. & Cajueiro, Daniel O.
- 328-333 Political connections, overinvestments and firm performance: Evidence from Chinese listed real estate firms
by Ling, Leng & Zhou, Xiaorong & Liang, Quanxi & Song, Pingping & Zeng, Haijian
- 334-341 Testing for herding in the Athens Stock Exchange during the crisis period
by Economou, Fotini & Katsikas, Epameinondas & Vickers, Gregory
- 342-352 Robust consumption and portfolio rules with time-varying model confidence
by Jang, Bong-Gyu & Lee, Seungkyu & Lim, Byung Hwa
- 353-362 Portfolio optimization using asymmetry robust mean absolute deviation model
by Li, Ping & Han, Yingwei & Xia, Yong
- 363-369 Portfolio selection with conservative short-selling
by Kim, Jang Ho & Kim, Woo Chang & Fabozzi, Frank J.
2016, Volume 17, Issue C
- 1-6 A comparison of investors’ sentiments and risk premium effects on valuing shares
by Karavias, Yiannis & Spilioti, Stella & Tzavalis, Elias
- 7-9 Stochastic dominance and the omega ratio
by Fong, Wai Mun
- 10-16 A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns
by Zhang, Yan & Ikeda, Shin S.
- 17-24 The effect of internal control weakness on firm valuation: Evidence from SOX Section 404 disclosures
by Li, Yingqi & Yu, Junli & Zhang, Zhou & Zheng, Steven Xiaofan
- 25-32 Risk and regulation: A difference-in-differences analysis for Italian local banks
by Barra, Cristian & Destefanis, Sergio & Lubrano Lavadera, Giuseppe
- 33-40 Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets
by Ftiti, Zied & Fatnassi, Ibrahim & Tiwari, Aviral Kumar
- 48-54 A closer insight into the causality between short selling trades and volatility
by Baklaci, Hasan F. & Suer, Omur & Yelkenci, Tezer
- 55-61 Copula function approaches for the analysis of serial and cross dependence in stock returns
by Rivieccio, Giorgia & De Luca, Giovanni
- 62-65 Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences
by Boermans, Martijn A. & Vermeulen, Robert
- 66-71 A test of the adaptive market hypothesis using a time-varying AR model in Japan
by Noda, Akihiko
- 72-78 The Sharpe ratio of estimated efficient portfolios
by Kourtis, Apostolos
- 79-87 Real oil prices and the international sign predictability of stock returns
by Pönkä, Harri
- 88-92 Identifying portfolio-based systematic risk factors in equity markets
by Grobys, Klaus & Haga, Jesper
- 93-96 A game-theoretic model of underpricing and over-subscription in Chinese IPO’s
by Geertsema, Paul & Lu, Helen
- 97-102 Are stock market networks non-fractal? Evidence from New York Stock Exchange
by Zeng, Zhi-Jian & Xie, Chi & Yan, Xin-Guo & Hu, Jue & Mao, Zhou
- 103-109 Nonrandom price movements
by Madan, Dilip B. & Wang, King
- 110-117 Global Merger and Acquisition (M&A) activity: 1992–2011
by Yılmaz, Işıl Sevilay & Tanyeri, Başak
- 118-124 Value creation by block acquisitions and the importance of block owner identity
by Mietzner, Mark & Schiereck, Dirk
- 125-134 Risk-on/Risk-off: Financial market response to investor fear
by Smales, L.A.
- 135-140 Mind the gap: Psychological barriers in gold and silver prices
by Lucey, Michael E. & O'Connor, Fergal A.
- 141-145 The entrepreneur's choice of a venture capital firm: Empirical evidence from two VC fund portfolios
by Andrieu, Guillaume & Staglianò, Raffaele
- 146-150 What drives gold demand in central bank's foreign exchange reserve portfolio?
by Ghosh, Amit
- 151-157 Tsallis entropy: Do the market size and liquidity matter?
by Gurdgiev, Constantin & Harte, Gerard
- 158-166 Volatility spillovers across stock index futures in Asian markets: Evidence from range volatility estimators
by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco
- 167-175 The impact of 2008 financial crisis on the efficiency and contagion of Asian stock markets: A Hurst exponent approach
by Jin, Xiaoye
- 176-185 Closed form valuation of American chained knock-in options
by Han, Heejae & Jeon, Junkee & Kang, Myungjoo
- 186-192 The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry
by Apergis, Emmanuel & Apergis, Nicholas
- 193-196 Weekday variation in the leverage effect: A puzzle
by Smith, Geoffrey Peter
- 197-210 Dividend payout policies: Evidence from Latin America
by Benavides, Julian & Berggrun, Luis & Perafan, Hector
- 211-217 Credit risk and governance: Evidence from credit default swap spreads
by Akdoğu, Evrim & Alp, Aysun
- 218-221 Is there a financial accelerator in European banking?
by Altunbaş, Yener & Tommaso, Caterina Di & Thornton, John
- 222-226 The impact of political risk on return, volatility and discontinuity: Evidence from the international stock and foreign exchange markets
by Vortelinos, Dimitrios I. & Saha, Shrabani
- 227-234 Capital market frictions and conservative reporting: Evidence from short selling constraints
by Young, Alex
- 235-245 Idiosyncratic risk, private benefits, and the value of family firms
by Roger, Patrick & Schatt, Alain
- 246-250 Do better-capitalized banks lend less? Evidence from European banks
by Altunbaş, Yener & Tommaso, Caterina Di & Thornton, John
- 251-256 The puzzle of 16 days between the ex-dividend and payment dates
by Liu, Jen-Chang & Yeats, Mark & Chang, Jui-Lin
- 257-266 The abrogation of the “Impôt sur les opérations de bourse” did not foster the French stock market
by Capelle-Blancard, Gunther
- 267-274 Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games
by CURATOLA, Giuliano & DONADELLI, Michael & KIZYS, Renatas & RIEDEL, Max
- 275-279 Effect of lifetime uncertainty on consumption/investment with luxury bequest motives
by Choi, Sungsub & Kim, Sungjun & Shim, Gyoocheol
- 280-284 Some new results about optimal insurance demand under uncertainty
by Huang, Baoan & Miao, Jianjun & Zhang, Zongliang & Zhao, Dianbo
- 285-289 Do co-opted directors mitigate managerial myopia? Evidence from R&D investments
by Chintrakarn, Pandej & Jiraporn, Pornsit & Sakr, Sameh & Lee, Sang Mook
2016, Volume 16, Issue C
- 1-10 How functional and geographic diversification affect bank profitability during the crisis
by Brighi, Paola & Venturelli, Valeria
- 11-18 Financial openness, domestic financial development and credit ratings
by Andreasen, Eugenia & Valenzuela, Patricio
- 19-27 Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies
by Lim, Byung Hwa & Kwak, Minsuk
- 28-37 Financial and real sector returns, IMF-related news, and the Asian crisis
by Kutan, Ali M. & Muradoğlu, Yaz G.
- 38-46 Echo effects and the returns from 52-week high strategies
by Chen, An-Sing & Yang, Wayne
- 47-54 Competing by conducting good deeds: The peer effect of corporate social responsibility
by Liu, Sibo & Wu, Dejun
- 55-65 The effect of CEO departure on target firms’ post-takeover performance: Evidence from not-delisting target firms
by Demirtas, Gul & Simsir, Serif Aziz
- 66-74 Synergy or downward competition? Interactions between small credit institutions in local markets
by Kozłowski, Łukasz
- 75-84 Efficient estimation of unconditional capital by Monte Carlo simulation
by Ferrer, Alex & Casals, José & Sotoca, Sonia
- 85-92 Bitcoin, gold and the dollar – A GARCH volatility analysis
by Dyhrberg, Anne Haubo
- 93-102 Enhanced index tracking optimal portfolio selection
by de Paulo, Wanderlei Lima & de Oliveira, Estela Mara & do Valle Costa, Oswaldo Luiz
- 103-111 A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds
by Wang, Zihe & Li, Johnny Siu-Hang
- 112-124 Retirement with risk aversion change and borrowing constraints
by Jang, Bong-Gyu & Lee, Ho-Seok
- 125-131 Commonality in liquidity: Effects of monetary policy and macroeconomic announcements
by Sensoy, Ahmet
- 132-138 Credit-implied forward volatility and volatility expectations
by Byström, Hans
- 139-144 Hedging capabilities of bitcoin. Is it the virtual gold?
by Dyhrberg, Anne Haubo
- 145-153 Inflation targeting in developing countries revisited
by Thornton, John
- 154-161 Risk-adjusting the returns of private equity using the CAPM and multi-factor extensions
by Buchner, Axel
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