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Content
October 2022, Volume 28, Issue 13-15
- 1257-1262 New measures for a new normal in finance and risk management
by Giampaolo Gabbi & Giulia Iori - 1263-1282 Heterogeneous speculators and stock market dynamics: a simple agent-based computational model
by Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff - 1283-1301 Noise trading and market stability
by Xing Gao & Daniel Ladley - 1302-1323 Ripples on financial networks
by Sudarshan Kumar & Avijit Bansal & Anindya S. Chakrabarti - 1324-1343 Multivariate GARCH with dynamic beta
by M. Raddant & F. Wagner - 1344-1360 Reactive global minimum variance portfolios with k-BAHC covariance cleaning
by Christian Bongiorno & Damien Challet - 1361-1382 On the statistics of scaling exponents and the multiscaling value at risk
by Giuseppe Brandi & T. Di Matteo - 1383-1398 Banking regulation, procyclicality, and asset correlations in the real economic environment
by Pietro Vozzella & Giampaolo Gabbi - 1399-1445 Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises
by Andrea Gurgone & Giulia Iori - 1446-1473 Breaking bad: supply chain disruptions in a streamlined agent-based model
by Domenico Delli Gatti & Elisa Grugni - 1474-1480 Do markets encourage risk-seeking behaviour?
by Friederike Mengel & Ronald Peeters - 1481-1512 Interest rate structured products: can they improve the risk–return profile?
by Gianluca Fusai & Giovanni Longo & Giovanna Zanotti - 1513-1539 Single vs. multiple disclosures in an experimental asset market with information acquisition
by Alba Ruiz-Buforn & Simone Alfarano & Eva Camacho-Cuena & Andrea Morone
August 2022, Volume 28, Issue 12
- 1173-1211 Do ESG strategies enhance bank stability during financial turmoil? Evidence from Europe
by Laura Chiaramonte & Alberto Dreassi & Claudia Girardone & Stefano Piserà - 1212-1236 Do SMEs benefit from the corporate sector purchase program? evidence from the eurozone
by Alex Sclip - 1237-1256 The disposition effect among mutual fund participants: a re-examination
by Paulo Pereira da Silva & Victor Mendes & Margarida Abreu
July 2022, Volume 28, Issue 11
- 1053-1098 Measuring the systemic risk in indirect financial networks
by Jie Cao & Fenghua Wen & H. Eugene Stanley - 1099-1129 Credit composition and housing price dynamics: a disaggregation approach
by Kun Duan & Mamata Parhi & Simon Wolfe - 1130-1156 State-dependent asset allocation using neural networks
by Reza Bradrania & Davood Pirayesh Neghab - 1157-1171 Multiple owners and productivity: evidence from family firms
by Bonnie G. Buchanan & Eva Liljeblom & Minna Martikainen & Jussi Nikkinnen
July 2022, Volume 28, Issue 10
- 931-963 Bank funding costs and solvency
by Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski - 964-996 The effects of macroprudential policies on credit growth
by Alin Marius Andrieş & Florentina Melnic & Nicu Sprincean - 997-1018 Exchange rate forecasting using economic models and technical trading rules
by Nima Zarrabi & Stuart Snaith & Jerry Coakley - 1019-1051 Analysing emerging market returns with high-frequency data during the global financial crisis of 2007–2009
by Abdullah Yalaman & Viktor Manahov
June 2022, Volume 28, Issue 9
- 871-888 Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components
by Doojin Ryu & Robert I. Webb & Jinyoung Yu - 889-906 Historical geopolitical risk and the behaviour of stock returns in advanced economies
by Afees A. Salisu & Lukman Lasisi & Jean Paul Tchankam - 907-929 Polynomial adjusted Student-t densities for modeling asset returns
by Ángel León & Trino-Manuel Ñíguez
May 2022, Volume 28, Issue 8
- 801-824 Leverage and capital utilization
by Diogo Duarte & Hamilton Galindo & Alexis Montecinos - 825-847 International financial integration in the presence of an international duopoly
by Panagiotis Karavitis & Michael S. Michael - 848-869 Things often get worse before they get better: using contest theory to explain the effect of informational risk around inclusion in S&P 500 on cost of capital
by Malika Chaudhuri & Ranadeb Chaudhuri & Jay Janney & Mohinder Parkash
May 2022, Volume 28, Issue 7
- 621-626 Hawkes processes in finance: market structure and impact
by Jing Chen & Nick Taylor & Steve Yang & Qian Han - 627-641 Hawkes jump-diffusions and finance: a brief history and review
by Alan G. Hawkes - 642-662 Hawkes model specification for limit order books
by Matthias Kirchner & Silvan Vetter - 663-678 Non-parametric estimation of quadratic Hawkes processes for order book events
by Antoine Fosset & Jean-Philippe Bouchaud & Michael Benzaquen - 679-704 Hawkes processes with hidden marks
by Yuzhi Cai - 705-717 Shunned stocks and market states
by Xing Han & Youwei Li & Olena Onishchenko - 718-742 The dynamics of price jumps in the stock market: an empirical study on Europe and U.S
by Fabrizio Ferriani & Patrick Zoi - 743-760 Shock waves and golden shores: the asymmetric interaction between gold prices and the stock market
by Alice Buccioli & Thomas Kokholm - 761-783 Energy ETF return jump contagion: a multivariate Hawkes process approach
by Steve Y. Yang & Yunfeng Liu & Yangyang Yu & Sheung Yin Kevin Mo - 784-799 Quantifying endogeneity of cryptocurrency markets
by Michael Mark & Jan Sila & Thomas A. Weber
April 2022, Volume 28, Issue 6
- 551-570 Risk management and the cost of equity: evidence from the United Kingdom’s non-life insurance market
by Vineet Upreti & Mike Adams & Yihui Jia - 571-595 Good volatility, bad volatility, and time series return predictability
by Honghai Yu & Xianfeng Hao & Yudong Wang - 596-620 The impact of efficiency on asset quality in banking
by Oleg Badunenko & Aristeidis Dadoukis & Giulia Fusi & Richard Simper
March 2022, Volume 28, Issue 4-5
- 307-313 Recent advances and future directions in macro-finance: macroeconomic conditions and corporate decisions
by Yizhe Dong & Wenxuan Hou & Binxuan Lin & Ting Zhang - 314-325 Financial reporting and macroeconomics
by Marco Trombetta - 326-355 Short-sale deregulation and corporate tax aggressiveness: evidence from the Chinese market
by Yue Cao & Yizhe Dong & Tianxiao Guo & Diandian Ma - 356-376 Financial structures, political risk and economic growth
by Pei Liu & Yuchao Peng & Yukun Shi & Junhong Yang - 377-396 Do managers learn from stock prices in emerging markets? Evidence from China
by Sicen Chen & Shuping Lin & Jinli Xiao & Pengdong Zhang - 397-415 Industrial policy and non-financial corporations’ financialization: evidence from China
by Wei Cao & Chunhua Chen & Dequan Jiang & Weiping Li & Ying Zhang - 416-436 Tournament incentives, internal promotion and corporate social responsibility: evidence from China
by Linyi Zhang & Honghui Zhang & Haiyan Jiang - 437-460 Regional GDP Distortion and Analyst Forecast Accuracy: Evidence from China
by Zhiyang Lin & Danglun Luo & Feida (Frank) Zhang - 461-486 CEOs’ supply chain experience and firm innovation: evidence from China
by Di Gao & Jihui Guo & Yu Shen & Xian Xu - 487-513 Is a promise a promise? Analyzing performance commitment in acquisitions and target firm performance
by Qizhi Tao & Ming Liu & Shiman Hu & Yun Zhang - 514-549 Firm social networks, trust, and security issuances
by Ming Fang & Iftekhar Hasan & Zenu Sharma & An Yan
February 2022, Volume 28, Issue 3
- 245-260 The influence of a mortgage interest deduction on house prices: evidence across tax systems in Europe
by Wouter Vangeel & Laurens Defau & Lieven De Moor - 261-290 On the ranking consistency of systemic risk measures: empirical evidence
by Michael Abendschein & Peter Grundke - 291-306 Private hedge fund firms' incentives and performance: Evidence from audited filings
by Mark C. Hutchinson & Quang Minh Nhi Nguyen & Mark Mulcahy
January 2022, Volume 28, Issue 2
- 159-194 Customer risk and the choice between cash and bank credit lines
by Thomas David - 195-218 Distributed Ledger technology systems in securities post-trading services. Evidence from European global systemic banks
by Marco Cucculelli & Martino Recanatini - 219-243 The role of hedge funds in the asset pricing: evidence from China
by Jing Zhang & Wei Zhang & Youwei Li & Xu Feng
January 2022, Volume 28, Issue 1
- 1-2 Financial inclusion and financial technology: finance for everyone?
by Lihui Tian & Gerhard Kling - 3-29 Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out
by Sheri Markose & Thankom Arun & Peterson Ozili - 30-45 Behavioural aspects of China's P2P lending
by Shuai Shao & Hong Bo - 46-65 What does not kill us makes us stronger: the story of repetitive consumer loan applications
by Mustafa Caglayan & Oleksandr Talavera & Lin Xiong & Jing Zhang - 66-85 Predictability of bitcoin returns
by Jeremy Eng-Tuck Cheah & Di Luo & Zhuang Zhang & Ming-Chien Sung - 86-107 Fintech, financial inclusion and income inequality: a quantile regression approach
by Ayse Demir & Vanesa Pesqué-Cela & Yener Altunbas & Victor Murinde - 108-136 The diffusion of fintech, financial inclusion and income per capita
by Désiré Kanga & Christine Oughton & Laurence Harris & Victor Murinde - 137-157 A theory of financial inclusion and income inequality
by Gerhard Kling & Vanesa Pesqué-Cela & Lihui Tian & Deming Luo
December 2021, Volume 27, Issue 18
- 1791-1803 European arbitrage CLOs and risk retention
by Demir Bektić & Britta Hachenberg - 1804-1833 Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes
by Massimo Guidolin & Valentina Massagli & Manuela Pedio - 1834-1854 Shadow leverage risk and corporate bond pricing: evidence from China
by Xu Feng & Lin Huang & Guanying Wang - 1855-1886 The risk sensitivity of Basel risk weights and loan loss provisions: evidence from European banks
by Rainer Baule & Christian Tallau - 1887-1907 Industry herding by hedge funds
by Mustafa Onur Caglayan & Umut Celiker & Gokhan Sonaer - 1908-1938 The effects of negative interest rates: a literature review and additional evidence on the performance of the European banking sector
by Santiago Carbó-Valverde & Pedro J. Cuadros-Solas & Francisco Rodríguez-Fernández
November 2021, Volume 27, Issue 17
- 1684-1713 Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
by Nathan Lael Joseph & Chen Su & Winifred Huang & Baoying Lai - 1714-1739 More money, more honey? An examination of additionality of China’s government R&D subsidies
by Miao Wang & Agyenim Boateng & Xiuping Hua - 1740-1764 Investor attention and portfolio performance: what information does it pay to pay attention to?
by Denis Davydov & Ian Khrashchevskyi & Jarkko Peltomäki - 1765-1790 TMT gender diversity: implications for corporate tournaments and innovation
by Jean Canil & Sigitas Karpavičius & Chia-Feng (Jeffrey) Yu
November 2021, Volume 27, Issue 16
- 1581-1603 Saving behaviour and health: A high-dimensional Bayesian analysis of British panel data
by Sarah Brown & Pulak Ghosh & Daniel Gray & Bhuvanesh Pareek & Jennifer Roberts - 1604-1625 Volatility patterns of short-term interest rate futures
by Pedro Gurrola-Perez & Renata Herrerias - 1626-1644 Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss
by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch - 1645-1668 Make a promise: the valuation adjustment mechanism in Chinese private target acquisitions
by XiaoGang Bi - 1669-1683 Modeling demand for ESG
by Muhammad Farid Ahmed & Yang Gao & Stephen Satchell
October 2021, Volume 27, Issue 15
- 1459-1488 Detecting zombie banks
by Franco Fiordelisi & Nemanja Radić & Thomas Weyman-Jones - 1489-1532 The decision to go public and the IPO underpricing with locally biased investors
by Giulia Baschieri & Andrea Carosi & Stefano Mengoli - 1533-1552 A parameter based approach to single factor stochastic process selection for real options applications
by Carlos de Lamare Bastian-Pinto & Luiz Eduardo Teixeira Brandão & Luiz de Magalhães Ozorio & Arthur Felipe Tavares do Poço - 1553-1580 The profitability and distance to distress of European banks: do business choices matter?
by Bernardo P. Marques & Carlos F. Alves
September 2021, Volume 27, Issue 14
- 1351-1391 How do banking analysts behave around unanticipated news? Evidence from operational risk event announcements
by Hurvashee Gya & Ahmed Barakat & Kevin Amess & Anna Chernobai - 1392-1412 The effect of media coverage on target firms’ trading activity and liquidity around domestic acquisition announcements: evidence from UK
by Louise Gorman & Theo Lynn & Eleonora Monaco & Riccardo Palumbo & Pierangelo Rosati - 1413-1437 Social environment and corporate payouts
by Ashrafee Tanvir Hossain & Takdir Hossain & Lawrence Kryzanowski - 1438-1457 Changing currencies and cognitive biases: evidence of the impact of introducing the Euro on dividend heaping in Europe
by Keith Jakob & Augusto Castillo & German Rubio
September 2021, Volume 27, Issue 13
- 1251-1281 What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart - 1282-1302 How does entrepreneurship influence the efficiency of household portfolios?
by Rui Li & Yanhong Qian - 1303-1325 Redenomination risk in eurozone corporate bond spreads
by Michael Bleaney & Veronica Veleanu - 1326-1349 Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk
by Shima Amini & Robert Hudson & Andrew Urquhart & Jian Wang
August 2021, Volume 27, Issue 12
- 1151-1163 A novel measure of sleep based on Google: the case for financial markets
by Antonios Siganos - 1164-1185 Can strong capital regulation prevent risk-taking from deposit insurance?
by Jan Bartholdy & Lene Gilje Justesen - 1186-1209 The impact of size, composition and duration of the central bank balance sheet on inflation expectations and market prices
by Stephanie Titzck & Jan Willem van den End - 1210-1234 CEO overconfidence and the probability of corporate failure: evidence from the United Kingdom
by Jingsi Leng & Aydin Ozkan & Neslihan Ozkan & Agnieszka Trzeciakiewicz - 1235-1249 Vulnerability of scale-free cryptocurrency networks to double-spending attacks
by Junhuan Zhang & Yuqian Xu & Daniel Houser
July 2021, Volume 27, Issue 11
- 1053-1072 International spillovers of corporate scandal: evidence from the Harvey Weinstein event
by Jiafu An & Jiaman Xu - 1073-1097 The effect of issuer leverage on issuer bid and ask quotes for structured retail products
by Stefan Petry - 1098-1116 Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
by G. Bonaccolto & M. Caporin & N. Zambon - 1117-1150 Short selling disclosure and its impact on CDS spreads
by Denisa Lleshaj & Jannik Kocian
July 2021, Volume 27, Issue 10
- 929-931 Economic policies and their effects on financial market
by Gaganis Chrysovalantis & Peter Molnár - 932-962 Quantile dependencies between discontinuities and time-varying rare disaster risks
by Konstantinos Gkillas & Christos Floros & Muhammad Tahir Suleman - 963-975 Stock market bubbles and monetary policy effectiveness
by Olga Fullana & Javier Ruiz & David Toscano - 976-993 Cultural dimensions, economic policy uncertainty, and momentum investing: international evidence
by Emilios Galariotis & Konstantinos Karagiannis - 994-1008 U.S. unconventional monetary policy and risk tolerance in major currency markets
by Athanasios P. Fassas & Dimitris Kenourgios & Stephanos Papadamou - 1009-1028 New kid on the block: leverage ratio and its implications for banking regulation
by Lukáš Pfeifer & Martin Hodula - 1029-1051 Does it pay to acquire private firms? Evidence from the U.S. banking industry
by George N. Leledakis & Emmanuel C. Mamatzakis & Emmanouil G. Pyrgiotakis & Nickolaos G. Travlos
June 2021, Volume 27, Issue 9
- 827-856 Bank capital and profitability: evidence from a global sample
by Paolo Coccorese & Claudia Girardone - 857-879 Bond portfolio management under Solvency II regulation
by Mikica Drenovak & Vladimir Ranković & Branko Urošević & Ranko Jelic - 880-896 Static and dynamic connectedness between oil price shocks and Spanish equities: a sector analysis
by Zaghum Umar & Francisco Jareño & Ana Escribano - 897-927 Hardening soft information: does organizational distance matter?
by Stefano Filomeni & Gregory F. Udell & Alberto Zazzaro
May 2021, Volume 27, Issue 8
- 721-739 Can the seasonal pattern of consumption growth reproduce habits in the cross-section of stock returns? Evidence from the European equity market
by Javier Rojo-Suárez & Ana Belén Alonso-Conde & Ricardo Ferrero-Pozo - 740-751 Dynamic financing and hedging under model uncertainty
by Bo Liu & Hongli Wang & Jinqiang Yang - 752-773 Spot exchange rate volatility, uncertain policies and export investment decision of firms: a mean-variance decision approach
by Subhadip Mukherjee & Soumyatanu Mukherjee & Tapas Mishra & Udo Broll & Mamata Parhi - 774-795 Tomorrow's fish and chip paper? Slowly incorporated news and the cross-section of stock returns
by Ran Tao & Chris Brooks & Adrian Bell - 796-825 The financial and operational impacts of European SMEs’ use of trade credit as a substitute for bank credit
by Xiaodong Wang & Liang Han & Xing Huang & Biao Mi
May 2021, Volume 27, Issue 7
- 613-634 Preventing the deterioration of bank loan portfolio quality: a focus on unlikely-to-pay loans
by Doriana Cucinelli & Lorenzo Gai & Federica Ielasi & Arturo Patarnello - 635-654 Do fund flows moderate persistence? Evidence from a global study
by Antonio F. Miguel - 655-678 The dynamics between the stock market and exchange rates: Spain 1999–2015
by Joseba Luzarraga-Goitia & Marta Regúlez-Castillo & Arturo Rodríguez-Castellanos - 679-705 Portfolio choices and hedge funds: a disappointment aversion analysis
by René Ferland & Simon Lalancette - 706-720 Irreversible investment, asset returns, and time-inconsistent preferences
by Yingjie Niu & Yaoyao Wu & Zhentao Zou
April 2021, Volume 27, Issue 6
- 461-485 Corporate financial hedging and firm value: a meta-analysis
by Jerome Geyer-Klingeberg & Markus Hang & Andreas Rathgeber - 486-509 Pilot CEOs and trade credit
by Hongkang Xu & Duong Nguyen & Mai Dao - 510-536 Inflation differential as a driver of cross-currency basis swap spreads
by Oyakhilome Ibhagui - 537-563 What affects bank debt rejections? Bank lending conditions for UK SMEs
by Mingchen Sun & Raffaella Calabrese & Claudia Girardone - 564-595 Bitcoin option pricing with a SETAR-GARCH model
by Tak Kuen Siu & Robert J. Elliott - 596-611 Personal taxation and individual stock ownership
by Silke Rünger
March 2021, Volume 27, Issue 4-5
- 305-320 Initial Coin offerings: what rights do investors have?
by Xiaoju Zhao & Wenxuan Hou & Jiafu An & Xianda Liu & Yun Zhang - 321-333 Understanding China’s fintech sector: development, impacts and risks
by Xiuping Hua & Yiping Huang - 334-345 Finance, technology and disruption
by Jiafu An & Raghavendra Rau - 346-366 Why does regional information matter? evidence from peer-to-peer lending
by Tong Wang & Sheng Zhao & Xin Shen - 367-380 The Pricing and Performance of Cryptocurrency
by Paul P. Momtaz - 381-396 Bitcoin futures: trade it or ban it?
by Shimeng Shi & Yukun Shi - 397-418 Fintech development and bank risk taking in China
by Rui Wang & Jiangtao Liu & Hang(Robin) Luo - 419-440 The consensus equilibria of mining gap games related to the stability of Blockchain Ecosystems
by Lan Di & George X. Yuan & Tu Zeng - 441-459 Ultra-short tenor yield curve for intraday trading and settlement
by Anton Golub & Lidan Grossmass & Ser-Huang Poon
February 2021, Volume 27, Issue 3
- 199-221 CFO gender and financial reporting transparency in banks
by Mohamed Janahi & Yuval Millo & Georgios Voulgaris - 222-238 The abnormal return associated with consecutive dividend increases
by Ebenezer Asem & Shamsul Alam - 239-259 Inefficiency and predictability in the Brexit Pound market: a natural experiment
by Ke Wu & Spencer Wheatley & Didier Sornette - 260-277 The effects of credit default swaps on corporate investment
by Jieying Hong & Na Wang - 278-304 Efficient scholars: academic attention and the disappearance of anomalies
by Savva Shanaev & Binam Ghimire
January 2021, Volume 27, Issue 1-2
- 1-7 Significance, relevance and explainability in the machine learning age: an econometrics and financial data science perspective
by Andreas G. F. Hoepner & David McMillan & Andrew Vivian & Chardin Wese Simen - 8-30 Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies
by Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle - 31-61 Is firm-level clean or dirty innovation valued more?
by Antoine Dechezleprêtre & Cal B. Muckley & Parvati Neelakantan - 62-85 Dividend smoothing and credit rating changes
by Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Aichen Zhang - 86-109 Forecasting U.S. stock returns
by David G. McMillan - 110-135 Out-of-sample equity premium prediction: a complete subset quantile regression approach
by Loukia Meligkotsidou & Ekaterini Panopoulou & Ioannis D. Vrontos & Spyridon D. Vrontos - 136-157 Slow- and fast-moving information content of CDS spreads: new endogenous systematic factors
by Ming-Tsung Lin & Olga Kolokolova & Ser-Huang Poon - 158-177 The size premium as a lottery
by Richard J. McGee & Jose Olmo - 178-198 Industry portfolio allocation with asymmetric correlations
by Myeong Hyeon Kim & Seyoung Park & Jong Mun Yoon
December 2020, Volume 26, Issue 18
- 1817-1841 Twenty-five years of The European Journal of Finance (EJF): a retrospective analysis
by Bruce Burton & Satish Kumar & Nitesh Pandey - 1842-1855 Financial inclusion and bank stability: evidence from Europe
by Gamze Ozturk Danisman & Amine Tarazi - 1856-1875 Random LGD adjustments in the Vasicek credit risk model
by Rubén García-Céspedes & Manuel Moreno - 1876-1899 Dynamics among global asset portfolios
by Theodoros Bratis & Nikiforos T. Laopodis & Georgios P. Kouretas - 1900-1925 Market sentiment, marketable transactions, and returns
by Matthew C. Chang - 1926-1947 Quantifying systemic risk with factor copulas
by Cathy Yi-Hsuan Chen & Sergey Nasekin
November 2020, Volume 26, Issue 17
- 1703-1724 Meteor showers and global asset allocation
by Rashad Ahmed & Mohammad S. Hasan & Jahangir Sultan - 1725-1745 Volatility and variance swaps and options in the fractional SABR model
by See-Woo Kim & Jeong-Hoon Kim - 1746-1780 Is corporate hedging always beneficial? A theoretical and empirical analysis
by Hany Ahmed & Richard Fairchild & Yilmaz Guney - 1781-1797 Has the new bail-in framework increased the yield spread between subordinated and senior bonds?
by Irene Pablos Nuevo - 1798-1816 Leverage and valuation of hedge funds under model uncertainty
by Yuxiang Bian & Xiong Xiong & Jinqiang Yang
November 2020, Volume 26, Issue 16
- 1591-1605 Benchmarking non-performing loans
by Giovanni Cerulli & Vincenzo D’Apice & Franco Fiordelisi & Francesco Masala - 1606-1622 Why should we invest in CoCos than stocks? An optimal growth portfolio approach
by Hyun Jin Jang & Longjie Jia & Harry Zheng - 1623-1645 An examination of ex ante risk and return in the cross-section using option-implied information
by Dongcheol Kim & Ren-Raw Chen & Tai-Yong Roh & Durga Panda - 1646-1672 The effect of the Fed zero-lower bound announcement on bank profitability and diversification
by Andrea Landi & Alex Sclip & Valeria Venturelli - 1673-1702 Adverse-selection considerations in the market-making of corporate bonds
by George Chalamandaris & Nikos E. Vlachogiannakis
October 2020, Volume 26, Issue 15
- 1463-1483 Quo Vadis, Raters? A frontier approach to identify overratings and underratings in sovereign credit risk
by Hüseyin Öztürk & Emili Tortosa-Ausina & Meryem Duygun & Mohamed Shaban - 1484-1505 The bullish and the bearish engulfing patterns: beating the forex market or being beaten?
by Ahmed S. Alanazi - 1506-1528 The ECB's in-comprehensive SSM-ent: the higher they go, the harder they fall
by Ravel Sami Jabbour & Nithya Sridharan - 1529-1568 When all concern is gone: the impact of call provisions on gone-concern Tier 2 bond spreads in Europe
by Philippe Oster - 1569-1589 Flash crash in an OTC market: trading behaviour of agents in times of market stress
by Florian Schroeder & Andrew Lepone & Henry Leung & Stephen Satchell
September 2020, Volume 26, Issue 14
- 1355-1376 The effect of risk disclosure on analyst following
by Imen Derouiche & Anke Muessig & Véronique Weber - 1377-1395 News media and investor sentiment during bull and bear markets
by Alan J. Hanna & John D. Turner & Clive B. Walker - 1396-1416 The impact of macroeconomic news on Bitcoin returns
by Shaen Corbet & Charles Larkin & Brian M. Lucey & Andrew Meegan & Larisa Yarovaya - 1417-1438 How emotions influence behavior in financial markets: a conceptual analysis and emotion-based account of buy-sell preferences
by Darren Duxbury & Tommy Gärling & Amelie Gamble & Vian Klass - 1439-1461 The paradoxical effects of market fragmentation on adverse selection risk and market efficiency
by Gbenga Ibikunle & Davide Mare & Yuxin Sun
July 2020, Volume 26, Issue 13
- 1239-1252 Can domestic trade credit insurance contracts be effective collateral for banks? A quantitative study of the Italian market
by Flavio Bazzana & Giacomo De Laurentis & Raoul Pisani & Renata Trinca Colonel - 1253-1270 Do individual investors trade differently in different financial markets?
by Margarida Abreu & Victor Mendes - 1271-1300 The choice between corporate and structured financing: evidence from new corporate borrowings
by João M. Pinto & Mário C. Santos - 1301-1314 Nonlinear relative dynamics
by Riccardo Bramante & Gimmi Dallago & Silvia Facchinetti - 1315-1331 The valuation of vulnerable European options with risky collateral
by Guanying Wang & Xingchun Wang & Xinjian Shao - 1332-1353 Peer firms’ earnings predictability and pricing efficiency – evidence from IPOs
by Lei Gao & Zabihollah Rezaee & Ji Yu
August 2020, Volume 26, Issue 12
- 1125-1145 The smart money effect in Germany – do investment focus and bank-affiliation matter?
by Kim J. Heyden & Florian Röder - 1146-1183 On the macro-drivers of realized volatility: the destabilizing impact of UK policy uncertainty across Europe
by M. Karanasos & S. Yfanti - 1184-1206 Pricing European options under a diffusion model with psychological barriers and leverage effect
by Shiyu Song & Guanying Wang & Yongjin Wang - 1207-1237 Extreme downside risk co-movement in commodity markets during distress periods: a multidimensional scaling approach
by Gema Fernández-Avilés & José-María Montero & Lidia Sanchis-Marco
July 2020, Volume 26, Issue 11
- 1019-1046 Affine and quadratic models with many factors and few parameters
by Marco Realdon - 1047-1074 Foreign monetary policy and firms' default risk
by Jonatan Groba & Pedro Serrano - 1075-1101 Is there a risk and return relation?
by Suzanne G. M. Fifield & David G. McMillan & Fiona J. McMillan - 1102-1123 Determinants of net interest margin: the effect of capital requirements and deposit insurance scheme
by Paula Cruz-García & Juan Fernández de Guevara
July 2020, Volume 26, Issue 10
- () Annual thanks to referees
by The Editors - 893-896 Banks and financial markets in times of uncertainty
by Jerry Coakley & Claudia Girardone & Neil Kellard - 897-924 The performance effects of board heterogeneity: what works for EU banks?
by F. Arnaboldi & B. Casu & E. Kalotychou & A. Sarkisyan - 925-957 The financial strength anomaly in the UK: information uncertainty or liquidity?
by René Kumsta & Andrew Vivian