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Content
2024, Volume 76, Issue C
- S0927539823001329 Enhancing betting against beta with stochastic dominance
by Kolokolova, Olga & Xu, Xia
- S0927539824000100 Does media affect the rival response to acquisition targets?
by Gao, Xin & An, Zhe & Li, Donghui & Xu, Weidong
- S0927539824000112 Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?
by Wan, Xiaoyuan
- S092753982400001X Information in unexpected bonus cuts: Firm performance and CEO firings
by Cready, William M. & Dai, Zhonglan & Ma, Guang & Nanda, Vikram
2024, Volume 75, Issue C
- S0927539823001111 Technological disparity and its impact on market quality
by Chung, Kiseo & Kim, Seoyoung
- S0927539823001123 Climate change concerns and mortgage lending
by Duan, Tinghua & Li, Frank Weikai
- S0927539823001238 The effect of investor attention on stock price crash risk
by Chen, Ting-Hsuan & Chen, Kai-Sheng
- S0927539823001251 Factor momentum in the Chinese stock market
by Ma, Tian & Liao, Cunfei & Jiang, Fuwei
- S0927539823001263 International asset pricing with heterogeneous agents: Estimation and inference
by Tédongap, Roméo & Tinang, Jules
- S0927539823001275 The effects of banking market structure on corporate cash holdings and the value of cash
by Li, Shengfeng & Han, Liang & Mi, Biao
- S0927539823001287 Carbon dioxide and asset pricing: Evidence from international stock markets
by Chen, Zhuo & Liu, Jinyu & Lu, Andrea & Tao, Libin
- S0927539823001299 House price bubbles under the COVID-19 pandemic
by Hansen, Jacob H. & Møller, Stig V. & Pedersen, Thomas Q. & Schütte, Christian M.
- S0927539823001305 An adaptive long memory conditional correlation model
by Dark, Jonathan
- S0927539823001317 Horizontal mergers and heterogeneous firm investments: evidence from the United States
by Li, Dongxu
- S092753982300107X Expensive anomalies
by Anginer, Deniz & Ray, Sugata & Seyhun, H. Nejat & Xu, Luqi
- S092753982300124X Tail risks and private equity performance
by Kurtović, Hrvoje & Markarian, Garen
2023, Volume 74, Issue C
- S0927539823000701 Estimation with mixed data frequencies: A bias-correction approach
by Ghosh, Anisha & Linton, Oliver
- S0927539823000701 Estimation with mixed data frequencies: A bias-correction approach
by Ghosh, Anisha & Linton, Oliver
- S0927539823000750 Bond issuance and the funding choices of European banks: The consequences of public debt
by Rancan, Michela & Cariboni, Jessica & Keasey, Kevin & Vallascas, Francesco
- S0927539823000750 Bond issuance and the funding choices of European banks: The consequences of public debt
by Rancan, Michela & Cariboni, Jessica & Keasey, Kevin & Vallascas, Francesco
- S0927539823000762 Social capital and the pricing of initial public offerings
by Chen, Yangyang & Duong, Huu Nhan & Goyal, Abhinav & Veeraraghavan, Madhu
- S0927539823000762 Social capital and the pricing of initial public offerings
by Chen, Yangyang & Duong, Huu Nhan & Goyal, Abhinav & Veeraraghavan, Madhu
- S0927539823000774 Intraday VaR: A copula-based approach
by Wang, Keli & Liu, Xiaoquan & Ye, Wuyi
- S0927539823000774 Intraday VaR: A copula-based approach
by Wang, Keli & Liu, Xiaoquan & Ye, Wuyi
- S0927539823000786 The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
by Leong, Minhao & Kwok, Simon
- S0927539823000786 The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
by Leong, Minhao & Kwok, Simon
- S0927539823000865 Portfolio allocation over the life cycle with multiple late-in-life saving motives
by Lee, Minjoon
- S0927539823000865 Portfolio allocation over the life cycle with multiple late-in-life saving motives
by Lee, Minjoon
- S0927539823000890 Futures contract collateralization and its implications
by Jarrow, Robert A. & Kwok, Simon S.
- S0927539823000890 Futures contract collateralization and its implications
by Jarrow, Robert A. & Kwok, Simon S.
- S0927539823000907 On the driving forces of real exchange rates: Is the Japanese Yen different?
by Maio, Paulo & Zeng, Ming
- S0927539823000907 On the driving forces of real exchange rates: Is the Japanese Yen different?
by Maio, Paulo & Zeng, Ming
- S0927539823000919 Term premia and short rate expectations in the euro area
by Berardi, Andrea
- S0927539823000919 Term premia and short rate expectations in the euro area
by Berardi, Andrea
- S0927539823000920 International comovement of r∗: A case study of the G7 countries
by Goto, Eiji
- S0927539823000920 International comovement of r∗: A case study of the G7 countries
by Goto, Eiji
- S0927539823000932 Leasing and the allocation efficiency of finance
by Hu, Weiwei & Li, Kai & Xu, Yiming
- S0927539823000932 Leasing and the allocation efficiency of finance
by Hu, Weiwei & Li, Kai & Xu, Yiming
- S0927539823000944 Managerial ability and financial statement disaggregation decisions
by Bui, Dien Giau & Chen, Yehning & Chen, Yan-Shing & Lin, Chih-Yung
- S0927539823000944 Managerial ability and financial statement disaggregation decisions
by Bui, Dien Giau & Chen, Yehning & Chen, Yan-Shing & Lin, Chih-Yung
- S0927539823000956 A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies
by Jia, Yuecheng & Wu, Yangru & Yan, Shu & Liu, Yuzheng
- S0927539823000956 A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies
by Jia, Yuecheng & Wu, Yangru & Yan, Shu & Liu, Yuzheng
- S0927539823000968 Co-illiquidity management
by Hvidkjær, Søren & Massa, Massimo & Rzeźnik, Aleksandra
- S0927539823000968 Co-illiquidity management
by Hvidkjær, Søren & Massa, Massimo & Rzeźnik, Aleksandra
- S0927539823000981 Counteroffers and Price Discrimination in Mortgage Lending
by Ongena, Steven & Paraschiv, Florentina & Reite, Endre J.
- S0927539823000981 Counteroffers and Price Discrimination in Mortgage Lending
by Ongena, Steven & Paraschiv, Florentina & Reite, Endre J.
- S0927539823000993 Forecasting realized volatility with wavelet decomposition
by Souropanis, Ioannis & Vivian, Andrew
- S0927539823000993 Forecasting realized volatility with wavelet decomposition
by Souropanis, Ioannis & Vivian, Andrew
- S0927539823001007 The commodity risk premium and neural networks
by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
- S0927539823001007 The commodity risk premium and neural networks
by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
- S0927539823001019 Goodhart’s law in China: Bank branching regulation and window dressing
by Gong, Di & Huizinga, Harry & Li, Tianshi & Zhu, Jigao
- S0927539823001019 Goodhart’s law in China: Bank branching regulation and window dressing
by Gong, Di & Huizinga, Harry & Li, Tianshi & Zhu, Jigao
- S0927539823001020 The role of human capital: Evidence from corporate innovation
by Liu, Tong & Mao, Yifei & Tian, Xuan
- S0927539823001020 The role of human capital: Evidence from corporate innovation
by Liu, Tong & Mao, Yifei & Tian, Xuan
- S0927539823001032 The effect of venture capital backing on innovation in newly public firms
by Aldatmaz, Serdar & Celikyurt, Ugur
- S0927539823001032 The effect of venture capital backing on innovation in newly public firms
by Aldatmaz, Serdar & Celikyurt, Ugur
- S0927539823001044 Stock returns in global value chains: The role of upstreamness and downstreamness
by Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen
- S0927539823001044 Stock returns in global value chains: The role of upstreamness and downstreamness
by Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen
- S0927539823001056 What drives the TIPS–Treasury bond mispricing?
by Ahn, Jungkyu & Ahn, Yongkil
- S0927539823001056 What drives the TIPS–Treasury bond mispricing?
by Ahn, Jungkyu & Ahn, Yongkil
- S0927539823001068 Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments
by Ming, Lei & Yang, Ping & Liu, Qianqiu
- S0927539823001068 Is gold a hedge or a safe haven against stock markets? Evidence from conditional comoments
by Ming, Lei & Yang, Ping & Liu, Qianqiu
- S0927539823001081 A financial modeling approach to industry exchange-traded funds selection
by Conlon, Thomas & Cotter, John & Kovalenko, Illia & Post, Thierry
- S0927539823001081 A financial modeling approach to industry exchange-traded funds selection
by Conlon, Thomas & Cotter, John & Kovalenko, Illia & Post, Thierry
- S0927539823001093 Option gamma and stock returns
by Soebhag, Amar
- S0927539823001093 Option gamma and stock returns
by Soebhag, Amar
- S092753982300097X Product competition, political connections, and the costs of high leverage
by Li, Qian & Wang, Shihao & Song, Victor
- S092753982300097X Product competition, political connections, and the costs of high leverage
by Li, Qian & Wang, Shihao & Song, Victor
- S092753982300110X Corporate social responsibility and excess perks
by Xi, Dan & Wu, Yuze & Wang, Xue & Fu, Zhe
- S092753982300110X Corporate social responsibility and excess perks
by Xi, Dan & Wu, Yuze & Wang, Xue & Fu, Zhe
2023, Volume 73, Issue C
- 1-21 Advisory firm paths to side-by-side management and mutual fund performance
by Bae, Jongwan & Haight, Timothy & Kuang, Xin & Yin, Chengdong
- 22-39 How price limit affects the market efficiency in a short-sale constrained market? Evidence from a quasi-natural experiment
by Chen, Haiqiang & Gu, Ming & Ni, Bo
- 40-64 Foreign institutions, local investors and momentum trading
by Bradrania, Reza & Wu, Winston
- 65-85 Easy money and competitive industries’ booms and busts
by Shang, Longfei & Lin, Ji-Chai & Yang, Nan
- 86-106 CEO personality traits and corporate value implication of acquisitions
by Aabo, Tom & Hanousek, Jan & Pantzalis, Christos & Park, Jung Chul
- 107-133 Herding behavior and systemic risk in global stock markets
by Hasan, Iftekhar & Tunaru, Radu & Vioto, Davide
- 134-152 Investor sentiment and global economic conditions
by Herculano, Miguel C. & Lütkebohmert, Eva
- 153-169 Competition and risk taking in local bank markets: Evidence from the business loans segment
by Canta, Chiara & Nilsen, Øivind A. & Ulsaker, Simen A.
- 170-179 Time-varying Z-score measures for bank insolvency risk: Best practice
by Bouvatier, Vincent & Lepetit, Laetitia & Rehault, Pierre-Nicolas & Strobel, Frank
- 180-205 Customer–supplier relationships and non-linear financial policy response
by Wong, Kacheng & Zhao, Longkai
- 206-219 Industry regulation and the comovement of stock returns
by Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J.
- 220-237 When “time varying” volatility meets “transaction cost” in portfolio selection
by Qiao, W. & Bu, D. & Gibberd, A. & Liao, Y. & Wen, T. & Li, E.
- 238-250 Technology spillover, corporate investment, and stock returns
by Hsu, Yen-Ju & Wang, Yanzhi
- 251-271 Forecasting realized volatility with machine learning: Panel data perspective
by Zhu, Haibin & Bai, Lu & He, Lidan & Liu, Zhi
- 272-292 Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
by Nguyen, Hoang & Javed, Farrukh
- 293-333 The money-inflation nexus revisited
by Ringwald, Leopold & Zörner, Thomas O.
- 334-348 Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market
by Chatterjee, Sris & Gu, Xian & Hasan, Iftekhar & Lu, Haitian
- 349-368 Individual investors’ trading behavior and gender difference in tolerance of sex crimes: Evidence from a natural experiment
by Gao, Huasheng & Liu, Zhengkai & Yang, Chloe Chunliu
- 369-389 The effects of economic uncertainty on financial volatility: A comprehensive investigation
by Tong, Chen & Huang, Zhuo & Wang, Tianyi & Zhang, Cong
- 390-412 Macroeconomic news and price synchronicity
by Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei
2023, Volume 72, Issue C
- 1-22 Overlapping momentum portfolios
by Blanco, Ivan & De Jesus, Miguel & Remesal, Alvaro
- 23-35 Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices
by De Nard, Gianluca & Zhao, Zhao
- 36-53 Stock return predictability and cyclical movements in valuation ratios
by Yu, Deshui & Huang, Difang & Chen, Li
- 54-77 Time series momentum and reversal: Intraday information from realized semivariance
by Liu, Zhenya & Lu, Shanglin & Li, Bo & Wang, Shixuan
- 78-102 Global political risk and international stock returns
by Gala, Vito D. & Pagliardi, Giovanni & Zenios, Stavros A.
- 103-121 An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models
by Nguyen, Ha
- 122-142 Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
by Cheng, Hung-Wen & Chang, Li-Han & Lo, Chien-Ling & Tsai, Jeffrey Tzuhao
- 143-162 Director optimism and CEO equity compensation
by Cook, Douglas O. & Chowdhury, Jaideep & Zhang, Weiwei
- 163-187 Real-estate agent commission structure and sales performance
by Gautier, Pieter & Siegmann, Arjen & van Vuuren, Aico
- 188-213 Price convergence between credit default swap and put option: New evidence
by Chan, Ka Kei & Kolokolova, Olga & Lin, Ming-Tsung & Poon, Ser-Huang
- 214-231 Legal enforcement and fintech credit: International evidence
by Peng, Hongfeng & Ji, Jiao & Sun, Hanwen & Xu, Haofeng
- 232-250 Disagreement, speculation, and the idiosyncratic volatility
by Wang, Jianqiu & Wu, Ke & Pan, Jiening & Jiang, Ying
- 251-275 Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium
by Fuhrer, Adrian & Hock, Thorsten
- 276-300 Expected returns and risk in the stock market
by Brennan, M.J. & Taylor, Alex P.
- 301-320 US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks
by Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto
- 321-340 Cross-sectional uncertainty and expected stock returns
by Yu, Deshui & Huang, Difang
- 341-353 Policy risk and insider trading
by Akbulut, Mehmet E. & Ucar, Erdem
- 354-380 Burned by leverage? Flows and fragility in bond mutual funds
by Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian
- 381-409 Geographic diversification and corporate cash holdings
by Hong, Liu & Liu, Shiang
- 410-420 Do as they say or do as they do? — Uncovering the effects of inappropriate methods and unreliable data in boardroom diversity research
by Renz, Franziska M. & Vogel, Julian U.N. & Xie, Feixue
- 421-444 Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence
by Lee, Kuan-Hui & Wang, Shu-Feng
- 445-467 Estimating and testing skewness in a stochastic volatility model
by Lee, Cheol Woo & Kang, Kyu Ho
- 468-487 Income inequality, inflation and financial development
by Kim, Dong-Hyeon & Lin, Shu-Chin
- 488-509 The role of bad-news coverage and media environments in crash risk around the world
by Liu, Qigui & Tang, Jinghua & Li, Donghui & Xing, Lu
- 510-531 Disseminating information across connected firms — Analyst site visits can help
by Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi
- 532-556 Automated stock picking using random forests
by Breitung, Christian
2023, Volume 71, Issue C
- 1-12 Can we forecast better in periods of low uncertainty? The role of technical indicators
by Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P.
- 13-28 Option price implied information and REIT returns
by Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong
- 29-50 Forecasting tail risk measures for financial time series: An extreme value approach with covariates
by James, Robert & Leung, Henry & Leung, Jessica Wai Yin & Prokhorov, Artem
- 51-65 Coreversal: The booms and busts of arbitrage activities in China
by Liu, Xin & Qiu, Zhigang & Shen, Luyao & Zheng, Weinan
- 66-87 New kids on the block: The effect of Generation X directors on corporate performance
by He, Zhaozhao & Miletkov, Mihail K. & Staneva, Viktoriya
- 88-103 The PhD origins of finance faculty
by Jones, Todd R. & Xiong, Haoyang
- 104-124 The contributions of betas versus characteristics to the ESG premium
by Ciciretti, Rocco & Dalò, Ambrogio & Dam, Lammertjan
2023, Volume 70, Issue C
- 1-21 CEO networks and the labor market for directors
by Kim, Hyemin & Fahlenbrach, Rüdiger & Low, Angie
- 22-37 A robust Glasso approach to portfolio selection in high dimensions
by Ding, Wenliang & Shu, Lianjie & Gu, Xinhua
- 38-61 Salience theory in price and trading volume: Evidence from China
by Sun, Kaisi & Wang, Hui & Zhu, Yifeng
- 62-73 Spillover effects in managerial compensation
by Kieschnick, Robert & Shi, Wenyun
- 74-90 Limit order revisions across investor sophistication
by Chiu, Junmao & Chen, Chin-Ho
- 91-122 Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
by Nonejad, Nima
- 123-143 Capital mobility and the long-run return–risk trade-offs of industry portfolios
by Chen, Jia & Xu, Xin & Yao, Tong
- 144-164 The contribution of jump signs and activity to forecasting stock price volatility
by Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike
- 165-181 Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City
by Lepori, Gabriele M.
- 182-198 Forecasting intraday market risk: A marked self-exciting point process with exogenous renewals
by Stindl, Tom
- 199-226 Out-of-sample equity premium prediction: The role of option-implied constraints
by Wang, Yunqi & Zhou, Ti
- 227-247 Maximum likelihood estimation of the Hull–White model
by Kladívko, Kamil & Rusý, Tomáš
- 248-275 Portfolio homogeneity and systemic risk of financial networks
by Huang, Yajing & Liu, Taoxiong & Lien, Donald
- 276-307 Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities
by Han, Seung-Oh & Huh, Sahn-Wook & Park, Jeayoung
- 308-321 Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
by Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter
- 322-341 A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks
by Pollastri, Alessandro & Rodrigues, Paulo & Schlag, Christian & Seeger, Norman J.
- 342-366 Using covariates to improve the efficacy of univariate bubble detection methods
by Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis
- 367-385 Are cryptocurrencies a safe haven for stock investors? A regime-switching approach
by Li, Leon & Miu, Peter
- 386-402 Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland
by Stahl, Jörg R.
- 403-426 Say more to return less? Disclosure subsequent to successful technological innovation
by He, Jing & Lee, Dongyoung
- 427-444 The value of risk-taking in mergers: Role of ownership and country legal institutions
by Boubakri, Narjess & Cosset, Jean-Claude & Mishra, Dev & Somé, Hyacinthe Y.
- 445-465 A global monetary policy factor in sovereign bond yields
by Malliaropulos, Dimitris & Migiakis, Petros
2022, Volume 69, Issue C
- 1-14 Do firms use credit lines to support investment opportunities?: Evidence from success in R&D
by Lee, Jiyoon
- 15-42 Why Do U.S. Firms Invest Less over Time?
by Fu, Fangjian & Huang, Sheng & Wang, Rong
- 43-62 Running a mutual fund: Performance and trading behavior of runner managers
by Dayani, Arash & Jannati, Sima
- 63-80 Is corporate tax avoidance related to employee treatment?
by Schochet, Sholom & Benlemlih, Mohammed & Jaballah, Jamil
- 81-105 Organization capital and analyst coverage
by Chan, Konan & Guo, Re-Jin J. & Wang, Yanzhi A. & Yang, Hsiao-Lin
- 106-122 Bitcoin unchained: Determinants of cryptocurrency exchange liquidity
by Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik
- 123-143 Stock price movements: Evidence from global equity markets
by Lan, Chunhua & Doan, Bao
- 144-165 Monitoring institutional ownership and corporate innovation
by Miller, Steve & Qiu, Bin & Wang, Bin & Yang, Tina
- 166-184 Enhancing the profitability of lottery strategies
by Kwon, Kyung Yoon & Min, Byoung-Kyu & Sun, Chenfei
- 185-207 Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes
by Lin, Tse-Chun & Liu, Jinyu & Ni, Xiaoran
- 208-223 Does subsidiary bank failure affect parents’ capital decisions? Evidence from US bank holding companies
by Wang, William Senyu
- 224-240 A corporate credit rating model with autoregressive errors
by Hirk, Rainer & Vana, Laura & Hornik, Kurt
- 241-264 Coskewness and reversal of momentum returns: The US and international evidence
by Dong, Liang & Dai, Yiqing & Haque, Tariq & Kot, Hung Wan & Yamada, Takeshi
- 265-284 Peer influence and the value of cash holdings
by Zhuang, Yuan & Nie, Jing & Wu, Weixing
- 285-302 Consumption risks in option returns
by Yang, Shuwen & Aretz, Kevin & Liu, Hening & Zhang, Yuzhao
2022, Volume 68, Issue C
- 1-19 Managerial commitment and heterogeneity in target-date funds
by Mao, Mike Qinghao & Wong, Ching Hin
- 20-33 COVID-19, bank deposits, and lending
by Dursun-de Neef, H. Özlem & Schandlbauer, Alexander
- 34-49 Mispricing chasing and hedge fund returns
by Ma, Tianyi & Li, Baibing & Tee, Kai-Hong
- 50-66 Economic evaluation of asset pricing models under predictability
by Hansen, Erwin
- 67-83 Technology shocks and stock returns: A long-term perspective
by Sharma, Susan Sunila & Narayan, Paresh Kumar
- 84-103 Religiosity and sovereign credit quality
by Hsieh, Wen-Liang G. & Wu, Wei-Shao & Tu, Anthony H.
- 104-115 Decision-based trades: An analysis of institutional investors’ information advantages
by Jiao, Yawen
- 116-132 Natural disasters and the role of regional lenders in economic recovery
by Celil, Hursit S. & Oh, Seungjoon & Selvam, Srinivasan
- 133-159 Forecasting earnings with combination of analyst forecasts
by Lin, Hai & Tao, Xinyuan & Wu, Chunchi
- 160-172 New evidence on Bayesian tests of global factor pricing models
by Qiao, Zhuo & Wang, Yan & Lam, Keith S.K.
- 173-189 How do bail-in amendments in Directive (EU) 2017/2399 affect the subordinated bond yields of EU G-SIBs?
by Velliscig, Giulio & Floreani, Josanco & Polato, Maurizio
- 190-215 Long-horizon stock valuation and return forecasts based on demographic projections
by Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena
- 216-231 It is not just What you say, but How you say it: Why tonality matters in central bank communication
by Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong
- 232-245 Multiple testing of the forward rate unbiasedness hypothesis across currencies
by Fu, Hsuan & Luger, Richard
- 246-260 Testing predictability of stock returns under possible bubbles
by Yang, Bingduo & Long, Wei & Yang, Zihui
2022, Volume 67, Issue C
- 1-18 Do connections pay off in the bitcoin market?
by Tsang, Kwok Ping & Yang, Zichao
- 19-38 Small is beautiful? How the introduction of mini futures contracts affects the regular contracts
by Greppmair, Stefan & Theissen, Erik
- 39-59 Partial moments and indexation investment strategies
by Huang, Jinbo & Li, Yong & Yao, Haixiang
- 60-77 Dynamic risk management and asset comovement
by Brøgger, Søren Bundgaard
- 78-99 The informativeness of regional GDP announcements: Evidence from China
by Hao, Rubin & Liao, Guanmin & Ding, Wenhong & Guan, Wei
- 100-132 The non-linear trade-off between return and risk and its determinants
by Cotter, John & Salvador, Enrique
- 133-151 Uncovered interest rate parity redux: Non-uniform effects
by Cheung, Yin-Wong & Wang, Wenhao
- 152-167 The anatomy of a fee change — evidence from cryptocurrency markets
by Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik
- 168-181 The role of information signals in determining crowdfunding outcomes
by Kim, Jin-Hyuk & Newberry, Peter & Qiu, Calvin
- 182-195 Depositor responses to a banking crisis: Are finance professionals special?
by Boyle, Glenn & Stover, Roger & Tiwana, Amrit & Zhylyevskyy, Oleksandr
- 196-216 Equity issues, creditor control and market timing patterns: Evidence from leverage decreasing recapitalizations
by Kisser, Michael & Rapushi, Loreta
- 217-230 US risk premia under emerging markets constraints
by Cavalcante-Filho, Elias & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno
- 231-252 Mutual fund (sub)advisor connections and crowds
by Beggs, William & DeVault, Luke
- 253-270 Corporate hedging fragility in the over-the-counter market
by Calluzzo, Paul & Dudley, Evan
- 271-287 The stock market tips
by Uzmanoglu, Cihan
- 288-317 Stock return prediction: Stacking a variety of models
by Zhao, Albert Bo & Cheng, Tingting
- 318-342 I only fear when I hear: How media affects insider trading in takeover targets
by Aleksanyan, Mark & Danbolt, Jo & Siganos, Antonios & Wu, Betty (H.T.)
2022, Volume 66, Issue C
- 1-22 Isolating momentum crashes
by Dierkes, Maik & Krupski, Jan
- 23-50 The impact of liquidity risk in the Chinese banking system on the global commodity markets
by Jo, Yonghwan & Kim, Jihee & Santos, Francisco
- 51-73 Cross-border M&As and credit risk: Evidence from the CDS market
by Ismailescu, Iuliana & Col, Burcin
- 74-98 Financial risk-taking, religiosity and denomination heterogeneity
by Li, Jian
- 99-120 Development banks and the syndicate structure: Evidence from a world sample
by Degl’Innocenti, Marta & Frigerio, Marco & Zhou, Si
- 121-136 Is idiosyncratic risk priced? The international evidence
by Brockman, Paul & Guo, Tao & Vivero, Maria Gabriela & Yu, Wayne
- 137-154 Reinsurance demand and liquidity creation: A search for bicausality
by Desjardins, Denise & Dionne, Georges & Koné, N’Golo
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