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Content
2021, Volume 74, Issue C
- S1042443121001244 The effect of option-implied skewness on delta- and vega-hedged option returns
by Borochin, Paul & Wu, Zekun & Zhao, Yanhui
- S1042443121001256 Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?
by Rizwan, Muhammad Suhail
- S1042443121001281 Long- and short-run components of factor betas: Implications for stock pricing
by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining
- S1042443121001311 Corporate social activities and stock price crash risk in the banking industry: International evidence
by Wang, Kun Tracy & Liu, Simeng & Wu, Yue
- S104244312100127X Concentration-stability vs concentration-fragility. New cross-country evidence
by Calice, Pietro & Leonida, Leone & Muzzupappa, Eleonora
- S104244312100130X The conditional volatility premium on currency portfolios
by Byrne, Joseph P. & Sakemoto, Ryuta
2021, Volume 73, Issue C
- S1042443121000123 The political pressure from the US upon RMB exchange rate
by Guo, Wei & Chen, Zhongfei & Šević, Aleksandar
- S1042443121000639 On the information content of sovereign credit rating reports: Improving the predictability of rating transitions☆
by Slapnik, Ursula & Lončarski, Igor
- S1042443121000652 Determinants and performance of outsourcing in the european mutual fund market
by Gajewski, Jean-François & Tran Dieu, Linh
- S1042443121000664 Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence
by Kinateder, Harald & Choudhury, Tonmoy & Zaman, Rashid & Scagnelli, Simone D. & Sohel, Nurul
- S1042443121000676 Return and volatility spillovers to African currencies markets
by Atenga, Eric Martial Etoundi & Mougoué, Mbodja
- S1042443121000688 Commonality in intraday liquidity and multilateral trading facilities: Evidence from Chi-X Europe
by Klein, Olga & Song, Shiyun
- S1042443121000731 Sovereign CDS and mutual funds: Global evidence
by J. Alsubaiei, Bader & Calice, Giovanni & Vivian, Andrew
- S1042443121000767 Forecasting annual inflation in Suriname
by Ooft, Gavin & Bhaghoe, Sailesh & Hans Franses, Philip
- S1042443121000779 To hedge or not to hedge: Carry trade dynamics in the emerging economies
by Geyikçi, Utku Bora & Özyıldırım, Süheyla
- S1042443121000780 The value relevance of bank cash Holdings: The moderating effect of board busyness
by Quang Trinh, Vu & Elnahass, Marwa & Duong Cao, Ngan
- S1042443121000792 Board gender diversity, firm performance and risk-taking in developing countries: The moderating effect of culture
by Mohsni, Sana & Otchere, Isaac & Shahriar, Saquib
- S1042443121000809 Exchange rate regimes and price efficiency: Empirical examination of the impact of financial crisis
by Diniz-Maganini, Natalia & Rasheed, Abdul A. & Sheng, Hsia Hua
- S1042443121000810 Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies
by Luo, Di & Mishra, Tapas & Yarovaya, Larisa & Zhang, Zhuang
- S1042443121000822 From revenue to safety: Rating agencies have changed their concerns after the crisis
by Huang, Yu-Li & Shen, Chung-Hua
- S1042443121000834 How has the rise of Pan-African banks impacted bank stability in WAEMU?
by Kanga, Désiré & Murinde, Victor & Soumaré, Issouf
- S1042443121000846 Did Basel regulation cause a significant procyclicality?
by Ly, Kim Cuong & Shimizu, Katsutoshi
- S1042443121000858 Outward FDI and stock price crash risk---Evidence from China
by Liu, Haiyue & Wang, Yile & Huang, Ling & Zhang, Xueyong
- S1042443121000937 The impact of securities regulation on the information environment around stock-financed acquisitions
by Loureiro, Gilberto & Silva, Sónia
- S1042443121000962 Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets
by Serdengeçti, Süleyman & Sensoy, Ahmet & Nguyen, Duc Khuong
- S1042443121000974 The institutional determinants of peer effects on corporate cash holdings
by Machokoto, Michael & Chipeta, Chimwemwe & Ibeji, Ngozi
- S1042443121000986 Sovereign risk spill-overs in the banking sectors of Central America and the Caribbean
by Noel, Dorian M. & Bangwayo-Skeete, Prosper F. & Brei, Michael & Robinson, Justin
- S1042443121000998 In times of crisis does ownership matter? Liquidity extraction through dividends during the 2007–2009 financial crisis
by Huang, Wei & Goodell, John W. & Goyal, Abhinav
- S104244312100069X QE in the euro area: Has the PSPP benefited peripheral bonds?
by Belke, Ansgar & Gros, Daniel
- S104244312100072X Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices
by Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis
- S104244312100086X Short-term exchange rate forecasting: A panel combination approach
by Ren, Yu & Liang, Xuanxuan & Wang, Qin
2021, Volume 72, Issue C
- S1042443121000329 The role of investor protections on the value of investment banking relationships: International evidence
by Gao, Ya & Liao, Chi & Zhang, Ying & Zhang, Zixu
- S1042443121000330 On the preferences of CoCo bond buyers and sellers
by Caporale, Guglielmo Maria & Kang, Woo-Young
- S1042443121000342 Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility
by Hsu, Ching-Chi & Chen, Miao-Ling
- S1042443121000366 Board characteristics, external governance and the use of renewable energy: International evidence
by Zhang, Dayong & Zhang, Zhiwei & Ji, Qiang & Lucey, Brian & Liu, Jia
- S1042443121000378 National culture and central bank transparency: Cross-country evidence
by Makrychoriti, Panagiota & Pasiouras, Fotios
- S1042443121000391 The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies
by Keefe, Helena Glebocki
- S1042443121000421 The interest rate determination when economic variables are partially observable
by Morita, Hiroshi & Okimoto, Tatsuyoshi
- S1042443121000433 Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis
by Jiang, Yonghong & Wu, Lanxin & Tian, Gengyu & Nie, He
- S1042443121000500 Loan syndication under Basel II: How do firm credit ratings affect the cost of credit?
by Hasan, Iftekhar & Kim, Suk-Joong & Politsidis, Panagiotis N. & Wu, Eliza
- S1042443121000512 International tail risk connectedness: Network and determinants
by Nguyen, Linh Hoang & Lambe, Brendan John
- S1042443121000524 Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns
by Cakici, Nusret & Zaremba, Adam
- S1042443121000536 Information shares and market quality before and during the European sovereign debt crisis
by Papavassiliou, Vassilios G. & Kinateder, Harald
- S1042443121000548 Are credit rating disagreements priced in the M&A market?
by Hasan, Iftekhar & Huang, He & To, Thomas Y.
- S1042443121000561 Asset pricing in the Middle East’s equity markets
by Hearn, Bruce & Li, Jing & Mykhayliv, Dariya & Waqas, Muhammad
- S1042443121000573 Risk and return in international corporate bond markets
by Bekaert, Geert & De Santis, Roberto A.
- S1042443121000585 Securitization and crash risk: Evidence from large European banks
by Battaglia, Francesca & Buchanan, Bonnie G. & Fiordelisi, Franco & Ricci, Ornella
- S1042443121000597 Does alternative finance moderate bank fragility? Evidence from the euro area
by Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G.
- S1042443121000603 Is solicitation status related to rating conservatism and rating quality?
by Zhao, Sheng & Moreira, Fernando & Wang, Tong
- S1042443121000615 Market size and market structure in banking
by Alfaihani, Sara & Badunenko, Oleg & Jaffry, Shabbar
- S1042443121000627 Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization
by Bessler, Wolfgang & Taushanov, Georgi & Wolff, Dominik
- S1042443121000640 Relationships between capital flow and economic growth: A network analysis
by Park, Sangjin & Yang, Jae-Suk
- S104244312100024X Security design and credit rating risk in the CLO market
by Vink, Dennis & Nawas, Mike & van Breemen, Vivian
- S104244312100038X The pricing of global temperature shocks in the cost of equity capital
by Gregory, Richard P.
- S104244312100041X Global banking stability in the shadow of Covid-19 outbreak
by Elnahass, Marwa & Trinh, Vu Quang & Li, Teng
- S104244312100055X Are banks really special? Evidence from a natural experiment
by Nguyen, Justin Hung & Shi, Jing
2021, Volume 71, Issue C
- S1042443120301657 What do we know about the popularity of technical analysis in foreign exchange markets? A skewness preference perspective
by Jin, Xiaoye
- S1042443121000019 The market for bitcoin transactions
by Tsang, Kwok Ping & Yang, Zichao
- S1042443121000020 A closed formula for illiquid corporate bonds and an application to the European market
by Baviera, Roberto & Nassigh, Aldo & Nastasi, Emanuele
- S1042443121000032 The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets
by Zaremba, Adam & Kizys, Renatas & Tzouvanas, Panagiotis & Aharon, David Y. & Demir, Ender
- S1042443121000044 The Impact of Investor Sentiment on Catering Incentives around the World
by Byun, Jinho & Kim, Kihun & Liao, Rose C. & Pan, Carrie
- S1042443121000056 Reserve requirements and financial stability
by Glocker, C.
- S1042443121000068 Causal and frequency analyses of purchasing power parity
by Nagayasu, Jun
- S1042443121000081 Speculation and lottery-like demand in cryptocurrency markets
by Grobys, Klaus & Junttila, Juha
- S1042443121000093 Financial constraints and cross-listing
by Chen, Chunhua & Shi, Songhe & Song, Xiaoping & Zheng, Steven Xiaofan
- S1042443121000159 Flight to quality – Gold mining shares versus gold bullion
by Baur, Dirk G. & Prange, Philipp & Schweikert, Karsten
- S1042443121000214 Quantile connectedness in the cryptocurrency market
by Bouri, Elie & Saeed, Tareq & Vo, Xuan Vinh & Roubaud, David
- S1042443121000317 Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures
by Assaf, Ata & Kristoufek, Ladislav & Demir, Ender & Kumar Mitra, Subrata
- S1042443121000354 United we stand divided we fall: The time-varying factors driving European Union stock returns
by Chiang, Shu-hen & Liu, Wen-Chien & Suardi, Sandy & Zhao, Jing
- S104244312100007X The non-linear effect of CSR on firms’ systematic risk: International evidence
by Farah, Tazrina & Li, Jialong & Li, Zhicheng & Shamsuddin, Abul
- S104244312100010X Wealth distribution and probability of bank failure across countries
by Jacobi, Arie & Tzur, Joseph
2021, Volume 70, Issue C
- S1042443120301414 The tail behavior of safe haven currencies: A cross-quantilogram analysis
by Cho, Dooyeon & Han, Heejoon
- S1042443120301426 An explanation for momentum with a rational model under symmetric information – Evidence from cross country equity markets
by Koziol, Christian & Proelss, Juliane
- S1042443120301438 Economies of scope, organizational form, and insolvency risk: Evidence from the takaful industry
by Al-Amri, Khalid & David Cummins, J. & Weiss, Mary A.
- S1042443120301451 Financial centre bias in sub-sovereign credit ratings
by Ioannou, Stefanos & Wójcik, Dariusz & Pažitka, Vladimír
- S1042443120301463 Religion, risk aversion, and cross border mergers and acquisitions
by Maung, Min & Tang, Zhenyang & Wilson, Craig & Xu, Xiaowei
- S1042443120301475 Does blockchain patent-development influence Bitcoin risk?
by Hu, Yang & Hou, Yang (Greg) & Oxley, Les & Corbet, Shaen
- S1042443120301487 Corporate governance, law, culture, environmental performance and CSR disclosure: A global perspective
by Lu, Jing & Wang, Jun
- S1042443120301499 Real duration and inflation duration: A cross country perspective on a multidimensional hedging strategy
by Fooladi, Iraj J. & Jacoby, Gady & Jin, Lynn
- S1042443120301591 CSR disclosure of foreign versus U.S. firms: Evidence from ADRs
by Chowdhury, Reza H. & Fu, Chengbo & Huang, Qiping & Lin, Nanying
- S1042443120301608 Board tenure diversity, culture and firm risk: Cross-country evidence
by Ji, Jiao & Peng, Hongfeng & Sun, Hanwen & Xu, Haofeng
- S1042443120301621 Spoofing and pinging in foreign exchange markets
by Stenfors, Alexis & Susai, Masayuki
- S1042443120301633 Efficiency convergence in Islamic and conventional banks
by Izzeldin, Marwan & Johnes, Jill & Ongena, Steven & Pappas, Vasileios & Tsionas, Mike
- S1042443120301645 Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?
by Meegan, Andrew & Corbet, Shaen & Larkin, Charles & Lucey, Brian
- S104244312030158X Corporate social irresponsibility and portfolio performance: A cross-national study
by Harjoto, Maretno A. & Hoepner, Andreas G.F. & Li, Qian
- S104244312030161X ESG activities and banking performance: International evidence from emerging economies
by Azmi, Wajahat & Hassan, M. Kabir & Houston, Reza & Karim, Mohammad Sydul
2020, Volume 69, Issue C
- S1042443120301281 Shareholder shocks and loan loss provisions in Central European banks
by Skała, Dorota
- S1042443120301293 From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps
by Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis
- S1042443120301372 The impact of profit-sharing investment accounts on shareholders’ wealth
by Baldwin, Kenneth & Alhalboni, Maryam
- S1042443120301384 Capital inflows and bank stability around the financial crisis: The mitigating role of macro-prudential policies
by Ali, Mirzaei & Iness, Aguir
- S1042443120301396 Financial flows centrality: Empirical evidence using bilateral capital flows
by Mercado, Rogelio & Noviantie, Shanty
- S1042443120301402 Bank asset and informational quality
by Kladakis, George & Chen, Lei & Bellos, Sotirios K.
- S104244312030144X Credit rating, banks' capital structure and speed of adjustment: A cross-country analysis
by Wojewodzki, Michal & Boateng, Agyenim & Brahma, Sanjukta
2020, Volume 68, Issue C
- S1042443120301220 Dynamic exchange rate dependences: The effect of the U.S.-China trade war
by Xu, Yingying & Lien, Donald
- S1042443120301232 Information opacity and corporate bond returns: The dynamics of split ratings
by Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores
- S1042443120301244 Foreign venture presence and domestic entrepreneurship: A macro level study
by Fang, Hanqing & Chrisman, James J. & Memili, Esra & Wang, Minglin
- S1042443120301256 Eastern Halloween effect: A stochastic dominance approach
by Chui, David & Wing Cheng, Wui & Chi Chow, Sheung & LI, Ya
- S1042443120301268 Economic uncertainty and bank risk: Evidence from emerging economies
by Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam
- S104244312030127X The nexus of judicial efficiency, social burden and default risk: Cross-country evidence
by Zhu, Xiaoquan & Peng, Hongfeng & Zhang, Zijian
2020, Volume 67, Issue C
- S1042443120300846 Examining stress in Asian currencies: A perspective offered by high frequency financial market data
by Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon
- S1042443120300858 The impact of liquidity and capital requirements on lending and stability of African banks
by Mutarindwa, Samuel & Schäfer, Dorothea & Stephan, Andreas
- S1042443120300901 The cross-border credit channel and lending standards surveys
by Filardo, Andrew J. & Siklos, Pierre L.
- S1042443120300937 Bitcoin: Speculative asset or innovative technology?
by Lee, Adrian D. & Li, Mengling & Zheng, Huanhuan
- S1042443120301013 Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds
by Leal, Diego & Stanhouse, Bryan & Stock, Duane
- S1042443120301025 Distribution, outward FDI, and productivity heterogeneity: China and cross-countries’ evidence
by Tian, Wei & Yu, Miaojie
- S1042443120301037 Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
by Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón
- S1042443120301049 Why do firms manage their stock price levels?
by Amini, Shima & Buchner, Axel & Cai, Charlie X. & Mohamed, Abdulkadir
- S104244312030086X Tail behavior of Bitcoin, the dollar, gold and the stock market index
by Kwon, Ji Ho
2020, Volume 66, Issue C
- S1042443120300767 Interest premium and external position: A state dependent approach
by Konya, Istvan & Maduko, Franklin
- S1042443120300792 The more the Merrier? The reaction of euro area stock markets to new members
by Grigaliuniene, Zana & Celov, Dmitrij & Hartwell, Christopher A.
- S1042443120300809 Liquidity risk exposure and its determinants in the banking sector: A comparative analysis between Islamic, conventional and hybrid banks
by Mohammad, Sabri & Asutay, Mehmet & Dixon, Rob & Platonova, Elena
- S1042443120300822 Employee protection and the tax sensitivity of wages: International evidence
by Li, Guangzhong & Wu, Cen & Zheng, Ying
- S1042443120300834 News and why it is not shocking: The role of micro-foundations
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick
- S1042443120300871 How informative are stock prices of Islamic Banks?
by Abedifar, Pejman & Bouslah, Kais & Qamhieh Hashem, Shatha & Song, Liang
- S1042443120300883 Does reputation risk matter? Evidence from cross-border mergers and acquisitions
by Maung, Min & Wilson, Craig & Yu, Weisu
- S1042443120300895 Does staying private longer affect innovation of VC-backed IPOs and outcomes of VC investments?
by Lee, Yun-Chi
- S1042443120300913 Institutional distance and cross-border M&A performance: A dynamic perspective
by Li, Wanli & Wang, Chaohui & Ren, Qizhe & Zhao, Ding
- S1042443120300925 Liquidity connectedness and output synchronisation
by Inekwe, John Nkwoma
2020, Volume 65, Issue C
- S1042443118300891 Does change in the market structure have any impact on different types of bank loans in the EU?
by Kouretas, Georgios P. & Pawłowska, Małgorzata
- S1042443119300630 Political turmoil and the impact of foreign orders on equity prices
by Tiniç, Murat & Savaser, Tanseli
- S1042443119302495 Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?
by Chong, Oiping & Bany- Ariffin, A.N. & Matemilola, Bolaji Tunde & McGowan, C.B.
- S1042443120300688 Dividend policy and corporate investment under information shocks
by Harakeh, Mostafa
- S1042443120300706 The effect of credit ratings on emerging market volatility
by Bales, Kyle & Malikane, Christopher
- S1042443120300718 Macro disagreement and international options markets
by Li, Huijing & Li, Hong & Lu, Lei & Theocharides, George & Xiong, Xiong
- S1042443120300731 Managerial ownership, credit market conditions, undervaluation and offer premiums in management (MBOs) and leveraged buyouts (LBOs)
by Mittoo, Usha & Ng, Dennis & Yan, Meng
- S1042443120300743 The price of international equity ETFs: The role of relative liquidity
by Atanasova, Christina & Weisskopf, Jean-Philippe
- S1042443120300755 Signal-herding in cryptocurrencies
by Philippas, Dionisis & Philippas, Nikolaos & Tziogkidis, Panagiotis & Rjiba, Hatem
- S1042443120300779 Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries
by Thampanya, Natthinee & Wu, Junjie & Nasir, Muhammad Ali & Liu, Jia
- S1042443120300780 The prevalence of price overreactions in the cryptocurrency market
by Borgards, Oliver & Czudaj, Robert L.
- S1042443120300810 By the light of day: The effect of the switch to winter time on stock markets
by Mugerman, Yevgeny & Yidov, Orr & Wiener, Zvi
- S104244311930383X The bank capital-competition-risk nexus – A global perspective
by Davis, E. Philip & Karim, Dilruba & Noel, Dennison
- S104244312030069X Long-term time series reversal: International evidence
by Kobinger, Sonja & Bornholt, Graham & Malin, Mirela
- S104244312030072X The predictive power of public Twitter sentiment for forecasting cryptocurrency prices
by Kraaijeveld, Olivier & De Smedt, Johannes
2020, Volume 64, Issue C
- S1042443115000074 How relevant is dividend policy under low shareholder protection?
by Renneboog, Luc & Szilagyi, Peter G.
- S1042443118304645 Reservation prices in shareholders’ response to freeze-out tender offers
by Hamdani, Assaf & Lauterbach, Beni & Mugerman, Yevgeny
- S1042443118304839 Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance
by Goodell, John W. & Goyal, Abhinav & Hasan, Iftekhar
- S1042443119300290 No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan
by Okimoto, Tatsuyoshi & Takaoka, Sumiko
- S1042443119300460 Ratings matter: Announcements in times of crisis and the dynamics of stock markets
by Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliveira, Vasco
- S1042443119300770 Bank market power and SME finance: Firm-bank evidence from European countries
by Wang, Xiaodong & Han, Liang & Huang, Xing
- S1042443119300939 Looking through systemic credit risk: Determinants, stress testing and market value
by Chamizo, Álvaro & Novales, Alfonso
- S1042443119301544 The effect of timely loss recognition and accrual quality on corporate bond spread: The influence of legal and financial institutions
by Aly Zaher, Noha & Mohamed, Ehab K.A. & Basuony, Mohamed A.K.
- S1042443119302379 Political uncertainty and the choice of debt sources
by Ben-Nasr, Hamdi & Bouslimi, Lobna & Ebrahim, M. Shahid & Zhong, Rui
- S1042443119302690 The rating spillover from banks to sovereigns: An empirical investigation across the European Union
by Hu, Haoshen & Prokop, Jörg & Shi, Yukun & Trautwein, Hans-Michael
- S1042443119304093 Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
by Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios & Zopounidis, Constantin
- S1042443119304822 Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence
by Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua
- S1042443119304883 Are super stock exchange mergers motivated by efficiency or market power gains?
by Otchere, Isaac & Abukari, Kobana
- S104244311930321X Volatility and dynamic currency hedging
by Cho, Jae-Beom & Min, Hong-Ghi & McDonald, Judith Ann
- S104244311930486X The legacy of wars around the world: Evidence from military directors
by An, Jiafu & Duan, Tinghua & Hou, Wenxuan & Liu, Xianda
2019, Volume 63, Issue C
- v:63:y:2019:i:c:s1042443118302725 Does risk premium help uncover the uncovered interest parity failure?
by Kumar, Satish
- v:63:y:2019:i:c:s1042443118300684 Contagion risk in global banking sector
by Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy
- v:63:y:2019:i:c:s1042443119300976 Short-term momentum (almost) everywhere
by Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas
- v:63:y:2019:i:c:s1042443119301878 Financial constraints, stock liquidity, and stock returns
by Li, Xiafei & Luo, Di
- v:63:y:2019:i:c:s1042443119302197 A multilevel factor approach for the analysis of CDS commonality and risk contribution
by Rodríguez-Caballero, Carlos Vladimir & Caporin, Massimiliano
- v:63:y:2019:i:c:s1042443118304190 Creative corporate culture and innovation
by Fiordelisi, Franco & Renneboog, Luc & Ricci, Ornella & Lopes, Saverio Stentella
- v:63:y:2019:i:c:s1042443119301325 Forecast ranked tailored equity portfolios
by Buncic, Daniel & Stern, Cord
- v:63:y:2019:i:c:s1042443118303093 Avoiding momentum crashes: Dynamic momentum and contrarian trading
by Dobrynskaya, Victoria
- v:63:y:2019:i:c:s1042443119300824 Does economic uncertainty affect domestic credits? an empirical investigation
by Gozgor, Giray & Demir, Ender & Belas, Jaroslav & Yesilyurt, Serkan
- v:63:y:2019:i:c:s1042443119302446 Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting
by Walther, Thomas & Klein, Tony & Bouri, Elie
- v:63:y:2019:i:c:s1042443118304694 Stock-ADR Arbitrage: Microstructure Risk
by Mitra, Sovan & Raju Chinthalapati, V.L. & Clark, Ephraim & McGroarty, Frank
- v:63:y:2019:i:c:s1042443118302373 A competing risks tale on successful and unsuccessful fiscal consolidations
by Agnello, Luca & Castro, Vítor & Sousa, Ricardo M.
- v:63:y:2019:i:c:s1042443118304517 Forecasting exchange rates using principal components
by Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben Zhe
- v:63:y:2019:i:c:s1042443119300423 Bank recapitalization in Europe: Informational content in the issuing method
by Chiarella, Carlo & Cubillas, Elena & Suárez, Nuria
- v:63:y:2019:i:c:s1042443119300150 Structural instability and predictability
by Devpura, Neluka & Narayan, Paresh Kumar & Sharma, Susan Sunila
2019, Volume 62, Issue C
- 1-19 Long-term asset allocation, risk tolerance and market sentiment
by Erdemlioglu, Deniz & Joliet, Robert
- 20-34 Financial stress dynamics in the MENA region: Evidence from the Arab Spring
by Elsayed, Ahmed H. & Yarovaya, Larisa
- 35-52 High frequency volatility co-movements in cryptocurrency markets
by Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian
- 53-73 Sovereign bond return prediction with realized higher moments
by Kinateder, Harald & Papavassiliou, Vassilios G.
- 74-93 CFO cultural background and stock price crash risk
by Fu, Xi & Zhang, Zhifang
- 94-116 Risk perceptions and international stock market liquidity
by Ma, Rui & Anderson, Hamish D. & Marshall, Ben R.
- 117-131 Anti-cyclical versus risk-sensitive margin strategies in central clearing
by Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc
- 132-151 Identifying fragility for the stock market: Perspective from the portfolio overlaps network
by Lin, Li & Guo, Xin-Yu
- 152-183 What are the real effects of financial market liquidity? Evidence on bank lending from the euro area
by Dombret, Andreas R. & Foos, Daniel & Pliszka, Kamil & Schulz, Alexander
- 184-202 Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?
by Bonato, Matteo
- 203-221 Financial connectivity and excessive liquidity: Benefit or risk?
by Demir, Müge & Önder, Zeynep
- 222-251 What is mutual fund flow?
by Cumming, Douglas & Johan, Sofia & Zhang, Yelin
- 252-263 Informality and international business cycles
by Yépez, Carlos A.
- 264-280 Security design, incentives, and Islamic microfinance: Cross country evidence
by Fan, Yaoyao & John, Kose & Liu, Frank Hong & Tamanni, Luqyan
2019, Volume 61, Issue C
- 1-15 Which kind of investor causes comovement?
by Li, Jie & Zhang, Yongjie & Feng, Xu & An, Yahui
- 16-36 Does the volatility of volatility risk forecast future stock returns?
by Bu, Ruijun & Fu, Xi & Jawadi, Fredj
- 37-51 Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David
- 52-80 A new macro stress testing approach for financial realignment in the Eurozone
by Apergis, Emmanuel & Apergis, Iraklis & Apergis, Nicholas
- 81-96 Financial development, government bond returns, and stability: International evidence
by Boubaker, Sabri & Nguyen, Duc Khuong & Piljak, Vanja & Savvides, Andreas
- 97-119 Macro stress testing euro area banks’ fees and commissions
by Kok, Christoffer & Mirza, Harun & Pancaro, Cosimo
- 120-127 The make-whole and Canada-call provisions: A case of cross-country spillover of financial innovation
by Afik, Zvika & Jacoby, Gady & Stangeland, David & Wu, Zhenyu
- 128-142 Systematic extreme downside risk
by Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist
- 143-160 The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment
by Papakyriakou, Panayiotis & Sakkas, Athanasios & Taoushianis, Zenon
- 161-188 Predicting private company failure: A multi-class analysis
by Jones, Stewart & Wang, Tim
- 189-212 Ownership structure and market efficiency
by Nakabayashi, Masaki
- 213-222 How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data
by Dong, Ming & Dutordoir, Marie & Veld, Chris
- 223-240 Factors influencing the European bank’s probability of default: An application of SYMBOL methodology
by Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio
- 241-263 Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis
by Jamali, Ibrahim & Yamani, Ehab
- 264-288 Forward-looking asset correlations in the estimation of economic capital
by Chamizo, Álvaro & Fonollosa, Alexandre & Novales, Alfonso
2019, Volume 60, Issue C
- 1-18 Corporate controversy, social responsibility and market performance: International evidence
by Li, Jialong & Haider, Zulfiquer Ali & Jin, Xianzhe & Yuan, Wenlong
- 19-38 The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets
by Smales, L.A. & Lucey, B.M.
- 39-49 Are venture capital and buyout backed IPOs any different?
by Buchner, Axel & Mohamed, Abdulkadir & Wagner, Niklas
- 50-67 Solvency risk premia and the carry trades
by Orlov, Vitaly
- 68-88 Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
by Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon
- 89-110 Risk, culture and investor behavior in small (but notorious) Eurozone countries
by Lee, Seungho & Switzer, Lorne N. & Wang, Jun
Printed from https://ideas.repec.org/s/eee/intfin3.html
