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Content
2020, Volume 52, Issue C
- S1062940819302293 Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching
by Zhang, Yaojie & Lei, Likun & Wei, Yu
- S1062940819302475 Explicit expressions to counterparty credit exposures for Forward and European Option
by Li, Shuang & Peng, Cheng & Bao, Ying & Zhao, Yanlong
- S1062940819302633 Stock prices, dividends, and structural changes in the long-term: The case of U.S
by Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A.
- S1062940819302700 Asymmetric determinants of corporate bond credit spreads in China: Evidence from a nonlinear ARDL model
by Li, Xiao-Lin & Li, Xin & Si, Deng-Kui
- S1062940819303006 Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach
by Dong, Xiyong & Li, Changhong & Yoon, Seong-Min
- S1062940819303110 Holidays, weekends and range-based volatility
by Díaz-Mendoza, Ana-Carmen & Pardo, Angel
- S1062940819303158 Diamonds in the rough: The value of scouting for early-stage funding
by Amaya, Diego & Brolley, Michael & Smith, Brian F.
- S1062940819303195 Predictability in international stock returns using currency fluctuations and forward rate forecasts
by Wang, Jiexin & Han, Xue & Huang, Emily J. & Yost-Bremm, Chris
- S1062940819303547 Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?
by Wadud, Mokhtarul & Ali Ahmed, Huson Joher & Tang, Xueli
- S1062940819303973 Time-varying lead–lag structure between investor sentiment and stock market
by Yao, Can-Zhong & Li, Hong-Yu
- S1062940819304061 Returns, volatility and spillover – A paradigm shift in India?
by Dey, Shubhasis & Sampath, Aravind
- S1062940819304656 The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach
by Guevara, Carlos & Rodríguez, Gabriel
- S1062940820300577 Nonlinear dynamics of gold and the dollar
by He, Qing & Guo, Yongxiu & Yu, Jishuang
- S1062940820300589 Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches
by Jiang, Yonghong & Feng, Qidi & Mo, Bin & Nie, He
- S1062940820300590 Tornado activity, house prices, and stock returns
by Donadelli, M. & Jüppner, M. & Paradiso, A. & Ghisletti, M.
- S1062940820300607 Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models
by Ataurima Arellano, Miguel & Rodríguez, Gabriel
- S1062940820300619 Does inflation targeting cause financial instability?: An empirical test of paradox of credibility hypothesis
by Musa, Umar & Jun, Wen
- S1062940820300620 Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators
by Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy
- S1062940820300632 The effect of short-sale restrictions on the information transmission of extended index futures trading
by Wang, Janchung & Yeh, Shih-Kuo & Wang, Bo-Ting
- S1062940820300644 Trade integration in the European Union: Openness, interconnectedness, and distance
by Arribas, Iván & Bensassi, Sami & Tortosa-Ausina, Emili
- S1062940820300656 Why cryptocurrency markets are inefficient: The impact of liquidity and volatility
by Al-Yahyaee, Khamis Hamed & Mensi, Walid & Ko, Hee-Un & Yoon, Seong-Min & Kang, Sang Hoon
- S1062940820300668 Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership
by Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng
- S1062940820300681 Does bank capitalization matter for bank stock returns?
by Huang, Qiubin & de Haan, Jakob & Scholtens, Bert
- S1062940820300693 Impact of CEO-board social ties on accounting conservatism: Internal control quality as a mediator
by Yin, Meiqun & Zhang, Jidong & Han, Jing
- S1062940820300711 Efficient predictability of stock return volatility: The role of stock market implied volatility
by Dai, Zhifeng & Zhou, Huiting & Wen, Fenghua & He, Shaoyi
- S1062940820300723 Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA
by Zhou, Xinmiao & Qian, Huanhuan & Pérez-Rodríguez, Jorge. V. & González López-Valcárcel, Beatriz
- S1062940820300735 Convertible tranche in securitization
by Zhang, Xiong
- S1062940820300747 Price gap anomaly in the US stock market: The whole story
by Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E.
- S1062940820300759 The impact of oil on equity returns of Canadian and U.S. Railways and airlines
by Killins, Robert N.
- S1062940820300760 News sentiment, credit spreads, and information asymmetry
by Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie
- S1062940820300784 News will tell: Forecasting foreign exchange rates based on news story events in the economy calendar
by Naderi Semiromi, Hamed & Lessmann, Stefan & Peters, Wiebke
- S1062940820300826 Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks
by Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Zhang, Weiping
- S106294081930049X The impact of the logistics service standardization on firm value: Evidence from China
by Tan, Jianhua & Yan, Lina & Chan, Kam C.
- S106294081930169X Interrelations in market fears of U.S. and European equity markets
by Sarwar, Ghulam
- S106294081930590X Growth option, debt maturity and cash reserves with bank-tax-interaction
by Luo, Pengfei & Chen, Biao & Liu, Fengjun
- S106294082030067X Creditor protection, shareholder protection and investment efficiency: New evidence
by Tran, Quoc Trung
- S106294082030070X Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets
by Wan, Xiaoli & Yan, Yuruo & Zeng, Zhixiong
2020, Volume 51, Issue C
- S1062940817303595 Bank fee-based shocks and the U.S. business cycle
by Calmès, Christian & Théoret, Raymond
- S1062940818300019 Institutional monitoring, coordination and corporate acquisitions in China
by Peng, Fei & Anwar, Sajid & Kang, Lili
- S1062940818300640 Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
by Miah, Fazlul & Altiti, Omar
- S1062940818300779 Creditor rights, financial health, and corporate investment efficiency
by González, Francisco
- S1062940818300780 Are venture capitalist-backed IPOs more innovative? Evidence from an emerging market
by Feng, Xunan & Chan, Kam C. & Lo, Yung Ling
- S1062940818300822 The policy mix in the US and EMU: Evidence from a SVAR analysis
by Afonso, António & Gonçalves, Luis
- S1062940818300950 The nexus between country risk and exchange rate regimes: A global investigation
by Liu, Jie & Wei, Wei & Shi, Yao-Bo & Chang, Chun-Ping
- S1062940818301050 Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests
by Khraief, Naceur & Shahbaz, Muhammad & Heshmati, Almas & Azam, Muhammad
- S1062940818301116 Market transparency and closing price behavior on month-end days: Evidence from Taiwan
by Chan, Shu Hui & Huang, Yu Chuan & Lin, Sheng-Min
- S1062940818301347 Machine over Mind? Stock price clustering in the era of algorithmic trading
by Das, Sougata & Kadapakkam, Palani-Rajan
- S1062940818301372 Procyclical ratings and market reactions
by Kemper, Kristopher J. & Mortenson, Kristian
- S1062940818301451 Price effects of steel commodities on worldwide stock market returns
by Gutierrez, Juan P. & Vianna, Andre C.
- S1062940818301499 Time-frequency co-movements between oil prices and interest rates: Evidence from a wavelet-based approach
by Mensi, Walid & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed
- S1062940818301566 Interest rate derivatives and risk exposure: Evidence from the life insurance industry
by Liu, Hui-Hsuan & Chang, Ariana & Shiu, Yung-Ming
- S1062940818302055 Monetary policy on twitter and asset prices: Evidence from computational text analysis
by Lüdering, Jochen & Tillmann, Peter
- S1062940818302158 Sovereign credit rating: Evidence of bias against poor countries
by Tennant, David F. & Tracey, Marlon R. & King, Damien W.
- S1062940818302249 State-controlled banks and income smoothing. Do politics matter?
by Doan, Anh-Tuan & Lin, Kun-Li & Doong, Shuh-Chyi
- S1062940818302250 Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market
by Tan, Siow-Hooi & Lai, Ming-Ming & Tey, Eng-Xin & Chong, Lee-Lee
- S1062940818302262 Best classification algorithms in peer-to-peer lending
by Teply, Petr & Polena, Michal
- S1062940818302316 Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil
by Montes, Gabriel Caldas & Souza, Ivan
- S1062940818302456 Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains
by Sun, Xiaolei & Chen, Xiuwen & Wang, Jun & Li, Jianping
- S1062940818302547 A fractional cointegration var analysis of exchange rate dynamics
by Gil-Alana, Luis A. & Carcel, Hector
- S1062940818302596 Two faces of corporate lobbying: Evidence from the pharmaceutical industry
by Unsal, Omer
- S1062940818302651 Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?
by de Mendonça, Helder Ferreira & Nascimento, Natalia Cunha
- S1062940818302717 Monetary policy, financial uncertainty, and secular stagnation
by Funashima, Yoshito
- S1062940818302729 Mergers between local public firms
by Bárcena-Ruiz, Juan Carlos & Garzón, María Begoña
- S1062940818302882 Did covenants distort risk signals from bank subordinated debt yields before the financial crisis?
by Lee, Kevin K. & Miller, Scott A.
- S1062940818302900 Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies
by Singh, Bhupal & Nadkarni, Avadhoot R.
- S1062940818302912 States of psychological anchors and price behavior of Japanese yen futures
by Lee, Hsiu-Chuan & Lee, Yun-Huan & Lu, Yang-Cheng & Wang, Yu-Chun
- S1062940818302997 The effect of domestic and foreign risks on an emerging stock market: A time series analysis
by Kirikkaleli, Dervis
- S1062940818303164 An investigation on mixed housing-cycle structures and asymmetric tail dependences
by Chang, Kuang-Liang
- S1062940818303255 Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach
by Samargandi, Nahla & Kutan, Ali M. & Sohag, Kazi & Alqahtani, Faisal
- S1062940818303462 Earnings quality and corporate payout policy linkages: An Indian context
by Pathak, Rajesh & Ranajee,
- S1062940818303474 What do movements in financial traders’ net long positions reveal about aggregate stock returns?
by Dunbar, Kwamie & Jiang, Jing
- S1062940818303978 A much robust and updated evidences of the alternative real-estate based asset pricing
by Shi, Qi
- S1062940818304108 Predicting stock market crises using daily stock market valuation and investor sentiment indicators
by Fu, Junhui & Zhou, Qingling & Liu, Yufang & Wu, Xiang
- S1062940818304546 Investor protection, regulation and bank risk-taking behavior
by Teixeira, João C.A. & Matos, Tiago F.A. & da Costa, Gui L.P. & Fortuna, Mário J.A.
- S1062940818304789 Welfare improving licensing with endogenous choice of prices versus quantities
by Din, Hong-Ren & Sun, Chia-Hung
- S1062940818304844 Unconventional monetary policy and financialization of commodities
by Ordu-Akkaya, Beyza Mina & Soytas, Ugur
- S1062940818304935 Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market
by Koptyug, Nikita & Persson, Lars & Tåg, Joacim
- S1062940818305151 Investigating properties of commodity price responses to real and nominal shocks
by Kim, Hyeongwoo & Zhang, Yunxiao
- S1062940818305424 Disagreements with noisy signals and asset pricing
by Wang, Hailong & Hu, Duni & Ma, Chaoqun & Cheng, Fengchao
- S1062940818305436 Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data
by Bec, Frédérique & Kanda, Patrick
- S1062940818305485 U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model
by Liang, Chin Chia & Troy, Carol & Rouyer, Ellen
- S1062940818305497 Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
by Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Albulescu, Claudiu T. & Wohar, Mark E.
- S1062940818305618 Threshold effect of scale and skill in active mutual fund management
by Chong, Terence Tai-Leung & Lee, Nayoung & Sio, Chan-Ip
- S1062940818305825 An effective hybrid variance reduction method for pricing the Asian options and its variants
by Lu, King-Jeng & Liang, Chiung-Ju & Hsieh, Ming-Hua & Lee, Yi-Hsi
- S1062940818305837 Development of bank microcredit
by Cao-Alvira, José J. & Deidda, Luca G.
- S1062940818305916 The asymmetric response of the economy to tax changes before and after 1980
by Bossie, Andrew
- S1062940818306636 A fractional cointegration VAR analysis of Islamic stocks: A global perspective
by Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond
- S1062940818306818 Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
by Tsuruta, Masaru
- S1062940819300075 Effects of the fat-tail distribution on the relationship between prospect theory value and expected return
by Eom, Cheoljun & Park, Jong Won
- S1062940819300105 A quantile-copula approach to dependence between financial assets
by Kim, Jong-Min & Tabacu, Lucia & Jung, Hojin
- S1062940819300166 “Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”
by Guerello, Chiara & Tronzano, Marco
- S1062940819300269 Services trade restrictiveness and manufacturing export sophistication
by Su, Xiaoyan & Anwar, Sajid & Zhou, Ying & Tang, Xuan
- S1062940819300427 Institutional investors and firm performance: Evidence from IPOs
by Michel, Allen & Oded, Jacob & Shaked, Israel
- S1062940819300567 Accruals quality, information risk, and institutional investors’ trading behavior: Evidence from the Korean stock market
by Soon Kim, Kyung & Young Chung, Chune & Hwon Lee, Jin & Cho, Sangjun
- S1062940819300713 Firm-specific, industry-specific and macroeconomic factors of life insurers’ profitability: Evidence from Canada
by Killins, Robert N.
- S1062940819300774 Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines
by Shum, Wai Yan
- S1062940819300798 Valuation effects of capital inflows: Evidence from emerging market economies
by Le, Dieu Thanh & Park, Hail
- S1062940819300907 The information content of funds from operations and net income in real estate investment trusts
by Seok, Sang Ik & Cho, Hoon & Ryu, Doojin
- S1062940819300932 Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?
by Fong, Tom Pak Wing & Wu, Shui Tang
- S1062940819300993 A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
by Jiang, Cuixia & Ding, Xiaoyi & Xu, Qifa & Tong, Yongbo
- S1062940819301184 Vertical separation of transmission control and market efficiency in the wholesale electricity market
by Chu, Yin & Chang, Chun-Ping
- S1062940819301366 Swiss National Bank communication and investors’ uncertainty
by Hüning, Hendrik
- S1062940819301524 Credit towards graduation: The impact of US bank deregulation on human capital accumulation
by Reilly, Patrick A.
- S1062940819301615 Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
by Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Maadid, Alanoud Ali S. & Hoon Kang, Sang
- S1062940819301895 Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America
by Castillo, Augusto & Rubio, German & Jakob, Keith
- S1062940819301974 Exploring the sources of financial performance in Chinese banks: A comparative analysis of different types of banks
by Chen, Xiang
- S1062940819302268 Comparative empirical study of binomial call-option pricing methods using S&P 500 index data
by Shvimer, Yossi & Herbon, Avi
- S1062940819302335 Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
by Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min
- S1062940819302384 Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China’s capital account liberalization
by Yang, Kun & Wei, Yu & Li, Shouwei & He, Jianmin
- S1062940819302499 Dynamic relations between oil and stock market returns: A multi-country study
by Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Gamboa-Arbelaez, Juliana
- S1062940819302621 Disagreement with procyclical beliefs and asset pricing
by Wang, Hailong & Hu, Duni
- S1062940819302815 Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
by Zhang, Weiping & Zhuang, Xintian & Lu, Yang
- S1062940819302992 The rise of passive investing and index-linked comovement
by Grégoire, Vincent
- S1062940819303043 How CEO narcissism affects earnings management behaviors
by Lin, Fengyi & Lin, Sheng-Wei & Fang, Wen-Chang
- S1062940819303055 Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market
by He, Feng & Wang, Ziwei & Yin, Libo
- S1062940819303183 Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?
by Lee, Chien-Chiang & Chen, Mei-Ping
- S1062940819303535 The heterogeneous behaviour of the inflation hedging property of cocoa
by Salisu, Afees A. & Adediran, Idris A. & Oloko, Tirimisiyu O. & Ohemeng, William
- S1062940819303602 A new method to verify Bitcoin bubbles: Based on the production cost
by Xiong, Jinwu & Liu, Qing & Zhao, Lei
- S1062940819304085 Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis
by Su, Xianfang
- S1062940819304280 Site visit information content and return predictability: Evidence from China
by Dong, Dayong & Yue, Sishi & Cao, Jiawei
- S1062940819304498 An options-based approach to analyze auction guarantees in the art market
by Charlin, Ventura & Cifuentes, Arturo
- S106294081730325X Joint dynamic modeling and option pricing in incomplete derivative-security market
by Lian, Yu-Min & Chen, Jun-Home
- S106294081830189X Size and value effects in high-tech industries: The role of R&D investment
by Yu, Lin & Liu, Xiaoquan & Fung, Hung-Gay & Leung, Wai Kin
- S106294081830247X The impact of bank competition and concentration on bank risk-taking behavior and stability: Evidence from GCC countries
by Saif-Alyousfi, Abdulazeez Y.H. & Saha, Asish & Md-Rus, Rohani
- S106294081830250X Structural breaks in the correlations between Asian and US stock markets
by Lee, Chia-Hao & Chou, Pei-I
- S106294081830319X Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data
by Ji, Qiang & Liu, Bing-Yue & Cunado, Juncal & Gupta, Rangan
- S106294081830336X Lasso-based index tracking and statistical arbitrage long-short strategies
by Sant’Anna, Leonardo Riegel & Caldeira, João Frois & Filomena, Tiago Pascoal
- S106294081930083X Forecasting volatility with component conditional autoregressive range model
by Wu, Xinyu & Hou, Xinmeng
- S106294081930244X The determinants of austerity in the European Union 2010–16
by Tamborini, Roberto & Tomaselli, Matteo
2019, Volume 50, Issue C
- v:50:y:2019:i:c:s1062940818306685 Shadow cost of public funds and privatization policies
by Sato, Susumu & Matsumura, Toshihiro
- v:50:y:2019:i:c:s1062940818304200 Efficient computation of european option prices and their sensitivities with the complex fourier series method
by Chan, Tat Lung (Ron)
- v:50:y:2019:i:c:s1062940818306053 Picking winners to pick your winners: The momentum effect in commodity risk factors
by Zaremba, Adam & Mikutowski, Mateusz & Karathanasopoulos, Andreas & Osman, Mohamed
- v:50:y:2019:i:c:s1062940818306065 An analytical approximation approach for pricing European options in a two-price economy
by Li, Zhe & Zhang, Weiguo & Zhang, Yue & Yi, Zhigao
- v:50:y:2019:i:c:s1062940819301962 Pricing European continuous-installment strangle options
by Jeon, Junkee & Kim, Geonwoo
- v:50:y:2019:i:c:s1062940818305849 Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence
by Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi
- v:50:y:2019:i:c:s1062940818304376 A brief survey on the choice of parameters for: “Kernel density estimation for time series data”
by Semeyutin, Artur & O’Neill, Robert
- v:50:y:2019:i:c:s1062940819300737 Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model
by Lin, Saiyan & Chen, Rongda & Lv, Zhihong & Zhou, Tianqing & Jin, Chenglu
- v:50:y:2019:i:c:s1062940818302493 Complex analytic wavelets in the measurement of macroeconomic risks
by Bruzda, Joanna
- v:50:y:2019:i:c:s1062940817302917 The effect of block ownership on future firm value and performance
by Benamraoui, Abdelhafid & Jory, Surendranath Rakesh & Mazouz, Khelifa & Shah, Neeta & Gough, Orla
- v:50:y:2019:i:c:s1062940818305473 Competition, efficiency and stability: An empirical study of East Asian commercial banks
by Phan, Hien Thu & Anwar, Sajid & Alexander, W. Robert J. & Phan, Hanh Thi My
- v:50:y:2019:i:c:s1062940818304571 Crash risk, institutional investors and stock returns
by Rao, Lanlan & Zhou, Liyun
- v:50:y:2019:i:c:s1062940818306752 Dynamic credit convergence in CARD: The spreading of common shocks
by Pagliacci, Carolina
- v:50:y:2019:i:c:s1062940819301032 Valuation of new-designed contracts for catastrophe risk management
by Wang, Xingchun
- v:50:y:2019:i:c:s1062940819300117 Can Gaussian factor models of commodity prices capture the financialization phenomenon?
by Aiube, Fernando Antonio Lucena & Faquieri, Winicius Botelho
- v:50:y:2019:i:c:s1062940818306296 Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries
by Nonejad, Nima
- v:50:y:2019:i:c:s1062940819300452 The nature of shadow bank leverage shocks on the macroeconomy
by Istiak, Khandokar
- v:50:y:2019:i:c:s1062940819301123 The payout policy of politically connected firms: Tunnelling or reputation?
by López-Iturriaga, Félix J. & Santana Martín, Domingo Javier
- v:50:y:2019:i:c:s1062940818305898 Returns spillovers between tourism ETFs
by Chang, Shu-Lien & Lee, Yun-Huan
- v:50:y:2019:i:c:s1062940819300841 Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises
by Charfeddine, Lanouar & Al Refai, Hisham
- v:50:y:2019:i:c:s1062940818306223 Do co-opted boards enhance or reduce R&D productivity?
by Harris, Oneil & Glegg, Charmaine & Buckley, Winston
- v:50:y:2019:i:c:s1062940818306090 Time-varying predictability of oil market movements over a century of data: The role of US financial stress
by Gupta, Rangan & Kanda, Patrick & Tiwari, Aviral Kumar & Wohar, Mark E.
- v:50:y:2019:i:c:s1062940818304960 Money, debit card, gross-settlement risk, and central banking
by Choi, Hyung Sun
- v:50:y:2019:i:c:s1062940819300154 Are fiscal deficits inflationary in African countries? A new evidence from an asymmetric cointegration analysis
by Ahmad, Ahmad Hassan & Aworinde, Olalekan B.
- v:50:y:2019:i:c:s1062940819300543 R&D-firm performance nexus: New evidence from NASDAQ listed firms
by Chen, Yiqi & Ibhagui, Oyakhilome W.
- v:50:y:2019:i:c:s1062940818305813 Independent directors, CEO career concerns, and firm innovation: Evidence from China
by Fu, Yishu
- v:50:y:2019:i:c:s1062940818306168 Bank risk aggregation with forward-looking textual risk disclosures
by Wei, Lu & Li, Guowen & Li, Jianping & Zhu, Xiaoqian
- v:50:y:2019:i:c:s1062940818303243 Chasing investor sentiment in stock market
by Yang, Chunpeng & Wu, Huihui
- v:50:y:2019:i:c:s1062940817301754 Do idiosyncratic skewness and kurtosis really matter?
by Ayadi, Mohamed A. & Cao, Xu & Lazrak, Skander & Wang, Yan
- v:50:y:2019:i:c:s1062940819301007 Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets
by Mo, Xuan & Su, Zhi & Yin, Libo
- v:50:y:2019:i:c:s1062940818305023 Spillovers and the determinants in Islamic equity markets
by Balli, Faruk & de Bruin, Anne & Chowdhury, Md Iftekhar Hasan
- v:50:y:2019:i:c:s1062940819302001 Indirect taxation and consumer welfare in an asymmetric Stackelberg oligopoly
by Wang, Leonard F.S. & Zeng, Chenhang & Zhang, Qidi
- v:50:y:2019:i:c:s1062940818306259 How does information disclosure affect liquidity? Evidence from an emerging market
by Arango, Ignacio & Agudelo, Diego A.
- v:50:y:2019:i:c:s1062940818304133 Impact of CEO media appearance on corporate performance in social media
by Bai, Lijuan & Yan, Xiangbin & Yu, Guang
- v:50:y:2019:i:c:s1062940818303188 Information asymmetry, market state, and implementation risk
by Wu, Zhen-Xing & Chen, Tsung-Yu
- v:50:y:2019:i:c:s1062940818305643 Towards a financial cycle for the U.S., 1973–2014
by Rozite, Kristiana & Bezemer, Dirk J. & Jacobs, Jan P.A.M.
- v:50:y:2019:i:c:s1062940819300889 Interpreting TARGET balances in the European Monetary Union: A critical review of the literature
by Moro, Beniamino
- v:50:y:2019:i:c:s1062940818304856 ECB’s unconventional monetary policy and cross-financial-market correlation dynamics
by Kenourgios, Dimitris & Drakonaki, Emmanouela & Dimitriou, Dimitrios
- v:50:y:2019:i:c:s1062940819301093 High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
by Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon
- v:50:y:2019:i:c:s1062940818303280 Foreign ownership, privatization and subsidization with shadow cost of public funds
by Chen, Ding & Wang, Leonard F.S. & Lee, Jen-yao
- v:50:y:2019:i:c:s1062940818302481 An efficient portfolio construction model using stock price predicted by support vector regression
by Mishra, Sasmita & Padhy, Sudarsan
- v:50:y:2019:i:c:s1062940818305552 The effects of the Global Financial Crisis on the stock holding decisions of Australian households
by Cardak, Buly A. & Martin, Vance L. & McAllister, Richard
- v:50:y:2019:i:c:s1062940818304704 The impact of margin policies on the Italian repo market
by Miglietta, Arianna & Picillo, Cristina & Pietrunti, Mario
- v:50:y:2019:i:c:s1062940818305060 Dynamic optimal investment policy under incomplete information
by Huang, Wenli & Liu, Bo & Wang, Hongli & Yang, Jinqiang
- v:50:y:2019:i:c:s1062940818304492 Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence
by Ma, Rufei & Deng, Chengtao & Cai, Huan & Zhai, Pengxiang
- v:50:y:2019:i:c:s1062940818304042 Financial contagion and flight to quality between emerging markets and U.S. bond market
by Soylu, Pınar Kaya & Güloğlu, Bülent
- v:50:y:2019:i:c:s1062940818305527 Inferences of default risk and borrower characteristics on P2P lending
by Chen, Cathy W.S. & Dong, Manh Cuong & Liu, Nathan & Sriboonchitta, Songsak
- v:50:y:2019:i:c:s1062940818306028 Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
by Lee, Hangsuck & Ahn, Soohan & Ko, Bangwon
- v:50:y:2019:i:c:s1062940819300968 Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach
by Lin, Ling & Kuang, Yuanpei & Jiang, Yong & Su, Xianfang
- v:50:y:2019:i:c:s1062940818304534 An information theory perspective on the informational efficiency of gold price
by Bariviera, Aurelio F. & Font-Ferrer, Alejandro & Sorrosal-Forradellas, M. Teresa & Rosso, Osvaldo A.
- v:50:y:2019:i:c:s1062940818304315 Confucianism and stock price crash risk: Evidence from China
by Jebran, Khalil & Chen, Shihua & Ye, Yan & Wang, Chengqi
- v:50:y:2019:i:c:s1062940819301445 The role of geopolitical risks on the Turkish economy opportunity or threat
by Mansour-Ichrakieh, Layal & Zeaiter, Hussein
- v:50:y:2019:i:c:s1062940819302190 Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?
by Apostolakis, Georgios N. & Giannellis, Nikolaos & Papadopoulos, Athanasios P.
- v:50:y:2019:i:c:s1062940818300081 Tangible and intangible investment in corporate finance
by Shuangling, Zhao & Guohua, Cao & Lijuan, Wu
- v:50:y:2019:i:c:s1062940818303802 Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States
by Goodwin, Barry K. & Holt, Matthew T. & Prestemon, Jeffrey P.
- v:50:y:2019:i:c:s1062940819300270 A theory of gazelle growth: Competition, venture capital finance and policy
by Kaya, Mehmet Caglar & Persson, Lars
- v:50:y:2019:i:c:s1062940819302980 Firm characteristics and jump dynamics in stock prices around earnings announcements
by Zhou, Haigang & Zhu, John Qi
- v:50:y:2019:i:c:s1062940818306399 Time-varying risk aversion and realized gold volatility
by Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian
- v:50:y:2019:i:c:s1062940818306454 Time-varying effects of macroeconomic news on euro-dollar returns
by Ben Omrane, Walid & Savaser, Tanseli & Welch, Robert & Zhou, Xinyao
- v:50:y:2019:i:c:s106294081830055x The effects of trading suspensions in China
by He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai-Leung
- v:50:y:2019:i:c:s106294081830158x Firm-specific investor sentiment and daily stock returns
by Seok, Sang Ik & Cho, Hoon & Ryu, Doojin
- v:50:y:2019:i:c:s106294081830370x Interactions between monetary and macroprudential policies in the transmission of discretionary shocks
by Vinhado, Fernando da Silva & Divino, Jose Angelo
- v:50:y:2019:i:c:s106294081830617x Debt maturity, leverage, and political uncertainty
by Pan, Wei-Fong & Wang, Xinjie & Yang, Shanxiang
- v:50:y:2019:i:c:s106294081930035x Relationship between the United States housing and stock markets: Some evidence from wavelet analysis
by Liow, Kim Hiang & Huang, Yuting & Song, Jeonseop
- v:50:y:2019:i:c:s106294081830682x Does a firm with higher Tobin’s q prefer foreign direct investment to foreign outsourcing?
by Jinji, Naoto & Zhang, Xingyuan & Haruna, Shoji
2019, Volume 49, Issue C
- 1-26 The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claims analysis
by Gomez-Puig, Marta & Singh, Manish K. & Sosvilla-Rivero, Simon
- 27-46 Gold price and exchange rates: A panel smooth transition regression model for the G7 countries
by Giannellis, Nikolaos & Koukouritakis, Minoas
- 47-56 Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches
by Al-Yahyaee, Khamis Hamed & Rehman, Mobeen Ur & Mensi, Walid & Al-Jarrah, Idries Mohammad Wanas
- 57-70 Interest rate convergence across maturities: Evidence from bank data in an emerging market economy
by Holmes, Mark J. & Iregui, Ana María & Otero, Jesús