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Content
2025, Volume 75, Issue PB
- S1062940824002432 Which opinion is more trustworthy: An analysts’ earnings forecast quality assessment framework based on machine learning
by Song, Yingying & Chen, Xinxin
- S1062940824002444 Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China
by Cao, Yufei
- S1062940824002456 Volatility estimation through stochastic processes: Evidence from cryptocurrencies
by Harasheh, Murad & Bouteska, Ahmed
- S1062940824002468 Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns
by Zhang, Yaojie & Zhao, Xinyi & Zhang, Zhikai
2025, Volume 75, Issue PA
- S1062940824001815 Twitter-based market uncertainty and global stock volatility predictability
by Ma, Yong & Li, Shuaibing & Zhou, Mingtao
- S1062940824001840 Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries
by Zhu, Huiming & Zeng, Tian & Wang, Xinghui & Xia, Xiling
- S1062940824001876 Momentum mechanisms under heterogeneous beliefs
by Yan, Yu & Tong, Yan & Wang, Yiming
- S1062940824001888 Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression
by Ren, Yinghua & Wang, Nairong & Zhu, Huiming
- S1062940824001967 Time-varying risk aversion and international stock returns
by Guidolin, Massimo & Hansen, Erwin & Cabrera, Gabriel
- S1062940824001979 Pricing options on the maximum or the minimum of several assets with default risk
by Zhang, Jiayi & Zhou, Ke
- S1062940824001980 The role of finance in production and international trade
by Marjit, Sugata & Das, Gouranga G. & Yang, Lei
- S1062940824001992 Organizational capital and stock performance during Crises: Moderating role of generalist CEO
by Chase Lee, Chaeho & Atukeren, Erdal & Kim, Hohyun
- S1062940824002006 Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies
by Su, Xianfang & Zhao, Yachao
- S1062940824002018 Does the Confucianism in audit firms enhance the corporate ESG Disclosure?
by Xiao, Zhongyi & Xia, Zhongwei & Chen, Haitao & Gu, Yu
- S1062940824002031 Corporate ESG decoupling and R&D investment
by Sun, Yicheng & Tao, Qizhi & Wang, Du & Zhang, Wan
- S1062940824002043 The “effect modifier” of US interest rate in the economic policy uncertainties and economic conditions of fifty (50) US states: A semi-parametric smooth varying-coefficient approach
by Salisu, Afees A. & Isah, Kazeem & Vinh Vo, Xuan
- S1062940824002055 Impact of COVID-19 on Taiwanese stock market
by Wang, Mei-Chih & Chang, Hao-Wen & Chang, Tsangyao
- S1062940824002067 Multi-asset bubbles equilibrium price dynamics
by Cordoni, Francesco
- S1062940824002079 Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada
by Esparcia, Carlos & Gubareva, Mariya & Sokolova, Tatiana & Jareño, Francisco
- S1062940824002080 Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds
by Luo, Changqing & Fu, Xinxin & Chen, Carl R. & Dong, Liang
- S1062940824002092 Overconfident investors, Predictable Returns, and optimal consumption-portfolio rules
by Zhao, Shuangling & Wang, Yunmin & Cao, Guohua
- S1062940824002109 Optimal control problem for hybrid pension plans under longevity risk for alpha-maxmin expected utility minimization
by Chen, Ya & Liu, Wei & Zhao, Zhen
- S1062940824002110 Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness
by Wang, Mei-Chih & Jiang, Peiyun & Chang, Tsangyao
- S1062940824002122 ESG investment performance and global attention to sustainability
by Vu, Thanh Nam & Lehkonen, Heikki & Junttila, Juha-Pekka & Lucey, Brian
- S1062940824002134 Hedge funds network and stock price crash risk
by Xiang, Youtao & Borjigin, Sumuya
- S1062940824002146 Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments
by Patel, Ritesh & Kumar, Sanjeev & Agnihotri, Shalini
- S1062940824002158 Sources of CEO power and firm mergers & acquisitions——Evidence from Chinese listed family firms
by Deng, Yuping & Wang, Haicheng & Liu, Cenjie
- S1062940824002171 A common component of Fama and French factor variances
by Fathi, Masoumeh & Grobys, Klaus & Äijö, Janne
- S1062940824002183 ESG risk, economic policy uncertainty, and the downside risk: Evidence from US firms
by Tang, Chia-Hsien & Liu, Hung-Chun & Lee, Yen-Hsien & Hsu, Yuan-Teng
- S1062940824002195 Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market
by Owusu Amponsah, Dan & Abdullah, Mohammad & Joel Aikins Abakah, Emmanuel & Yindenaba Abor, Joshua & Lee, Chi-Chuan
- S1062940824002201 Active portfolio management in the face of ESG uncertainty: An agile framework for adaptive investment strategies
by Wen, Limin & Li, Junxue & Sheng, Jiliang & Zhang, Yi
- S1062940824002213 Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system
by Yang, Jie & Feng, Yun & Yang, Hao
- S1062940824002225 Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic
by Mishra, Aswini Kumar & Anand K, Kamesh & Venkatasai Kappagantula, Akhil
- S1062940824002237 Higher order expectations, learning, and sentiment pricing dynamics
by Li, Jinfang
- S1062940824002249 Going Green: Effect of green bond issuance on corporate debt financing costs
by Ruan, Qingsong & Li, Chengyu & Lv, Dayong & Wei, Xiaokun
- S1062940824002250 Stock market volatility and multi-scale positive and negative bubbles
by Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua & Pierdzioch, Christian
- S1062940824002262 The effect of consumer willingness to pay on enterprises’ decisions about adopting low-carbon technology
by Ling, Yantao & Han, Yan & Ren, Qingzhong & Xu, Jing & Cao, Mengqiu & Gao, Xing
- S1062940824002274 Does oil price uncertainty affect corporate total factor productivity? Evidence from China
by Wu, Ziqing & Chen, Leyi
- S1062940824002286 Impact of government’s support policy on decision-making of platform participants under ESG
by Li, Renzhong & Fei, Chen & Fei, Weiyin
- S1062940824002298 Regional FinTech development and total factor productivity among firms: Evidence from China
by Li, Yunzhong & Ye, Chengfang & Li, Mingxi & Shum, Wai Yan & Lai, Fujun
- S1062940824002304 Hand in hand or left behind: The dual impact of leading firms’ digital technologies on industry digital transformation
by Liu, Chuanhui & Sheng, Zhongyuan & Hu, Xuetong & Tian, Chunxiao
- S1062940824002316 The role of digital transformation in mergers and acquisitions
by Yang, Nan & Li, Shanmin & Huang, Zhihong & Wang, Caiping
- S1062940824002328 Text Spillover: Measuring connectedness of financial institutions based on news text data
by Klaucke, Konstantin
- S1062940824002377 Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach
by Ustaoglu, Erkan
- S1062940824002389 Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms
by Liu, Junrong & Deng, Guoying & Yan, Jingzhou & Ma, Shibo
- S1062940824002390 ESG rating and default risk: Evidence from China
by Li, Huihui & Hu, Yonghong
- S1062940824002407 Spatial linkages of positive feedback trading among the stock index futures markets
by Tian, Shuxi & Liu, Shuyi & Mu, Lijie
- S106294082400202X ESG and Stock Price Volatility Risk: Evidence from Chinese A-share Market
by Xu, Zhixiang & Liu, Dehong & Li, Yushu & Guo, Fanyu
- S106294082400216X Introducing a novel fragility index for assessing financial stability amid asset bubble episodes
by Lupu, Radu & Călin, Adrian Cantemir & Dumitrescu, Dan Gabriel & Lupu, Iulia
- S106294082400233X Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict
by Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu
2024, Volume 74, Issue C
- S1062940824001098 Temporal and spatial heterogeneity of resource misallocation in Chinese banks and its influential factors
by Zhao, Wensha & Guo, Qingbin
- S1062940824001165 Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform
by Muto, Makoto & Saiki, Yoshitaka
- S1062940824001177 Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
by Zhou, Donghai & Liu, Xiaoxing & Tang, Chun
- S1062940824001190 A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis
by Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón
- S1062940824001244 The value of cash around COVID-19: Insights from business activities
by Jung, Sumi & Choi, Ahrum
- S1062940824001256 Ignorant experts and financial fragility
by Asano, Koji
- S1062940824001268 The liquidity timing ability of mutual funds
by Yin, Zhengnan & O’Sullivan, Niall & Sherman, Meadhbh
- S1062940824001281 Pricing VIX options based on mean-reverting models driven by information
by Yin, Ya-Hua & Zhu, Fu-min & Zheng, Zun-Xin
- S1062940824001293 Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict
by Shen, Yiran & Feng, Qianqian & Sun, Xiaolei
- S1062940824001311 Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options
by Li, Zhe & Shen, Jiashuang & Xiao, Weilin
- S1062940824001402 Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies
by Sun, Jiaojiao & Zhang, Chen & Zhu, Jing & Zhao, Jingsong
- S1062940824001414 Deposit competition and effectiveness of bank capital requirements
by Han, Ruoning & Muyeed, Ahadul Kabir
- S1062940824001426 How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis
by Chen, Xiuwen & Yao, Yinhong & Wang, Lin & Huang, Shenwei
- S1062940824001438 The power of market: Venture capital and enterprise digital transformation
by Peng, Huan & Bumailikaimu, Sulidan & Feng, Ting
- S1062940824001451 High-speed railway and corporate risk-taking: Channels and evidence from China
by Xia, Xiaoxue & Wang, Chen & Lu, Chao & Zhu, Tianqi & Zhao, Ziying & Zhao, Yiwen
- S1062940824001463 Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets
by Chen, Weihua & Mamon, Rogemar & Xiong, Heng & Zeng, Pingping
- S1062940824001475 Investor sentiment or information content? A simple test for investor sentiment proxies
by Lee, Geul & Ryu, Doojin
- S1062940824001487 Dynamic impact of the US yield curve on green bonds: Navigating through recent crises
by Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao
- S1062940824001499 Can U.S. macroeconomic indicators forecast cryptocurrency volatility?
by Tzeng, Kae-Yih & Su, Yi-Kai
- S1062940824001505 Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries
by Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert
- S1062940824001517 Yield curve trading strategies exploiting sentiment data
by Audrino, Francesco & Serwart, Jan
- S1062940824001529 Valuing American options using multi-step rebate options
by Lee, Hangsuck & Ha, Hongjun & Lee, Gaeun & Lee, Minha
- S1062940824001530 Green bond and green stock in China: The role of economic and climate policy uncertainty
by Wang, Yu & Cheung, Adrian (Wai Kong) & Yan, Wanlin & Wang, Bin
- S1062940824001542 Option trading volume and the cross-section of option returns
by Yuan, Jianglei & Liu, Dehong & Chen, Carl R. & Hu, Sen
- S1062940824001554 Copula-MIDAS-TRV model for risk spillover analysis − Evidence from the Chinese stock market
by Wang, Qin & Li, Xianhua
- S1062940824001566 Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach
by Xie, Wenhao & Cao, Guangxi
- S1062940824001578 A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price
by Wang, Mei-Chih & Chang, Tsangyao & Mikhaylov, Alexey & Linyu, Jia
- S1062940824001591 Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network
by Guo, Xiaoping & Fan, Ningyuan & Liu, Zhenchun & Wang, Jianwei
- S1062940824001608 Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model
by Chen, Yan & Zhang, Lei & Zhang, Feipeng
- S1062940824001621 Modeling mispricing risk of defined contribution pension plan with a mean–variance criteria
by Wang, Peiguang & Wang, Zihui & Wang, Wenli
- S1062940824001633 Does liquidity connectedness affect stock price crash risk? Evidence from China
by Yang, Xin & Ao, Xuan & Cao, Jie & Huang, Chuangxia
- S1062940824001645 Pricing of discretely sampled arithmetic Asian options, under the Hull–White interest rate model
by Kim, Bara & Kim, Jeongsim & Yoon, Hyungkuk & Lee, Jinyoung
- S1062940824001657 Geopolitical risk hedging or timing: Evidence from hedge fund strategies
by Ma, Tianyi & Zhou, Xuting
- S1062940824001669 Stock market extreme risk prediction based on machine learning: Evidence from the American market
by Ren, Tingting & Li, Shaofang & Zhang, Siying
- S1062940824001670 Health burden, environmental decentralization and associated political achievements in China
by Bellalah, Mondher & Jawadi, Fredj & Zhang, Detao & Zhang, Jingjing
- S1062940824001682 ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions
by Tunc, Ahmet
- S1062940824001694 The comovement of bubbles’ responses to monetary policy shocks
by Caraiani, Petre & Călin, Adrian Cantemir
- S1062940824001700 Climate risk and corporate ESG performance: Evidence from China
by Yin, Zhujia & Deng, Rantian & Xia, Jiejin & Zhao, Lili
- S1062940824001712 Size and ESG premiums: Evidence from Chinese A-share market
by Wu, Yanran & Zhou, Riwang & Zhang, Chao
- S1062940824001724 Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets
by Koczar, Monika W. & Jareño, Francisco & Escribano, Ana
- S1062940824001736 Optimistic or pessimistic: How do investors impact the green bond market?
by Wei Su, Chi & Yue Song, Xin & Qin, Meng & Lobonţ, Oana-Ramona & Umar, Muhammad
- S1062940824001748 Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
by Liu, Zixin & Hu, Jun & Zhang, Shuguang & He, Zhipeng
- S1062940824001761 Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach
by Lim, Seo-Yeon & Choi, Sun-Yong
- S1062940824001773 Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach
by Yang, Qu & Yu, Yuanyuan & Dai, Dongsheng & He, Qian & Lin, Yu
- S1062940824001785 The impact of MD&A digital transformation information disclosure on stock price synchronicity in China
by Guo, Jinwen & Duan, Jiangjiao
- S1062940824001797 Diversification value of green Bonds: Fresh evidence from China
by Zhou, You & Lin, Lichao & Huang, Ziling
- S1062940824001803 The threshold effect of political connection on the green innovation of businesses: Evidence from China
by Chen, Doudou & Bu, Tao
- S1062940824001827 Does climate change matter for bank profitability? Evidence from China
by Lee, Chien-Chiang & Zhang, Xiaoli & Lee, Chi-Chuan
- S1062940824001839 Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method
by Yu, Bo & Ouyang, Haiqin & Guan, Chao & Lin, Binzhao
- S1062940824001852 The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
by Hung, Jui-Cheng & Liu, Hung-Chun & Jimmy Yang, J.
- S1062940824001864 Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory
by Li, Zhimin & Zhu, Weidong & Wu, Yong & Wu, Zihao
- S106294082400127X Impact of green finance on low-carbon transformation: Spatial spillover effects in China
by Zhao, Jing
- S106294082400130X Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
by Naifar, Nader
- S106294082400144X Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets
by Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu
- S106294082400158X Closed-form approximations for basket option pricing under normal tempered stable Lévy model
by Hu, Dongdong & Sayit, Hasanjan & Yao, Jing & Zhong, Qifeng
- S106294082400161X Banking market structure and corporate investment efficiency
by Huynh, Japan
- S106294082400175X Optimizing composite early warning indicators
by Beltran, Daniel O. & Dalal, Vihar M. & Jahan-Parvar, Mohammad R. & Paine, Fiona A.
2024, Volume 73, Issue C
- S1062940824000779 Addressing the financial impact of natural disasters in the era of climate change
by Bufalo, Michele & Ceci, Claudia & Orlando, Giuseppe
- S1062940824000780 Pricing exchange options under stochastic correlation
by Villamor, Enrique & Olivares, Pablo
- S1062940824000858 Non-zero-sum investment-reinsurance game with delay and ambiguity aversion
by He, Yong & Luouyang, Xueqi & He, Lin & Chen, Haiyan & Li, Sheng
- S1062940824000871 Adjustable light robust optimization with second order stochastic dominance constraints
by Ji, Xinzhi & Guo, Ranran & Ye, Wuyi
- S1062940824000883 How does node centrality in a financial network affect asset price prediction?
by Xu, Yuhong & Zhao, Xinyao
- S1062940824000895 Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis
by Zhang, Yi & Zhou, Long & Wu, Baoxiu & Liu, Fang
- S1062940824000901 Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative
by Chai, Li & Wang, Yuqi & Qi, Xiaohong
- S1062940824000913 Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China
by Huang, Xinya & Wang, Yufeng & Li, Houjian
- S1062940824000986 Reassessing the inversion of the Treasury yield curve as a sign of U.S. recessions: Insights from the housing and credit markets
by Chatterjee, Ujjal K. & Zirgulis, Aras & Hüttinger, Maik & French, Joseph J.
- S1062940824000998 Valuing three-asset barrier options and autocallable products via exit probabilities of Brownian bridge
by Lee, Hangsuck & Ha, Hongjun & Kong, Byungdoo & Lee, Minha
- S1062940824001001 Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments
by Yan, Wan-Lin & Cheung, Adrian (Wai Kong)
- S1062940824001013 Impact of Off-Balance-Sheet Activities on the Effectiveness of Monetary Policy
by Wu, Dan & Li, Rong & Li, Yingting
- S1062940824001025 Evaluation of volatility spillovers for asymmetric realized covariance
by Maki, Daiki
- S1062940824001037 Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets
by Go, You-How & Lau, Wee-Yeap
- S1062940824001049 Foreign ownership and M&A activity: Evidence from China
by Liu, Hao & Ye, Xiaofen & Zhang, Qun
- S1062940824001050 Strategic information leakage with market supervision
by Li, Ningwei & Li, Zhihua & Liu, Hong & Yang, Qingshan
- S1062940824001062 Do enterprises adopting digital finance exhibit higher values? Based on textual analysis
by Yue, Sishi & Yang, Mo & Dong, Dayong
- S1062940824001074 Life-cycle model with subsistence consumption constraint and state-dependent utilities
by Wang, Hao & Siu, Tak Kuen & Hu, Shujie & Wang, Ning
- S1062940824001086 Economic uncertainty and corporate cash holdings: Evidence from Taiwan
by Yang, Chien-Wen & Hsieh, Yi-Shan & Hung, Chih-Yuan
- S1062940824001104 Seemingly manipulated anomaly: Evidence from corporate site visits
by Yang, Jinyu & Dong, Dayong & Cao, Jiawei
- S1062940824001116 Quanto fund protection using partial lookback participation
by Lee, Hangsuck & Ha, Hongjun & Kim, Eunchae & Lee, Minha
- S1062940824001128 Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape
by Hammoudeh, Shawkat & Tripathi, Nitya Nand & Raj, Asha Binu & Tiwari, Aviral Kumar
- S1062940824001141 A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries
by Li, Rong & Tang, Guangyuan & Hong, Chen & Li, Sufang & Li, Bingting & Xiang, Shujian
- S1062940824001153 Valuations of generalized variance swaps under the jump–diffusion model with stochastic liquidity risk
by Wang, Ke & Guo, Xun-xiang & Zhang, Hong-yu
- S1062940824001189 The influence of CEO ethics on climate change policy from the perspective of utilitarianism and deontology
by Chen, Ting-Hsuan & Liu, Shih-Ching & Wu, Chia-Hui
- S1062940824001207 Research on effect of extreme climates penalties local government debt pricing: Evidence from urban investment bonds in China
by Li, Xing & Zhou, Yanli & Zhu, Dixing & Ge, Xiangyu
- S1062940824001219 Financial stability policy and downside risk in stock returns
by Yang, Jianlei
- S1062940824001220 Information content of option prices: Comparing analyst forecasts to option-based forecasts
by Sanford, Anthony
- S1062940824001232 Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds
by Reis, Pedro Nogueira & Pinto, António Pedro Soares
- S106294082400086X Stock market pattern recognition using symbol entropy analysis
by Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S.
- S106294082400113X Green credit, financing constraints, and corporate investment: From the perspectives of scale and efficiency
by Zhang, Jinlong & Wu, Mingyue & Chen, Tingwei & Gao, Bin
2024, Volume 72, Issue C
- S1062940824000408 US banks efficiency after global financial crisis: Transient and persistent decomposition
by Ferrara, Giancarlo & Kounetas, Konstantinos E.
- S1062940824000433 Does swing pricing reduce investment funds’ liquidity risk in times of market stress? – Evidence from the March-2020 episode
by Shui-Tang Wu, Gabriel & Ho-Yeung Wong, Joe & Pak-Wing Fong, Tom
- S1062940824000445 Corporate taxes, partisan politics, and stock returns
by Mella, Javier
- S1062940824000470 Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis
by Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Ghardallou, Wafa
- S1062940824000482 Conditional CAPM relationships in standard and accounting risk approaches
by Rutkowska – Ziarko, Anna & Markowski, Lesław & Abdou, Hussein A.
- S1062940824000494 Pricing vulnerable spread options with liquidity risk under Lévy processes
by Cai, Chengyou & Wang, Xingchun & Yu, Baimin
- S1062940824000500 Non-executive employee stock ownership plans and corporate innovation efficiency: Evidence from China
by Zhang, Huili & Cui, Xuegang & Xu, Lei & Wang, Kaiyan
- S1062940824000512 Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events
by Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan
- S1062940824000524 Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures
by Joo, Young C. & Park, Sung Y.
- S1062940824000536 Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets
by Gao, Yang & Liu, Xiaoyi
- S1062940824000603 Inflation dynamics and persistence: The importance of the uncertainty channel
by Canepa, Alessandra
- S1062940824000615 Market risk modeling with option-implied covariances and score-driven dynamics
by Herrera, Rodrigo & Piña, Marco
- S1062940824000640 Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach
by Guo, Peng & Shi, Jing
- S1062940824000652 Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk
by Foguesatto, Cristian Rogério & Righi, Marcelo Brutti & Müller, Fernanda Maria
- S1062940824000664 Systemic risk monitoring model from the perspective of public information arrival
by Yan, Han & Liu, Bin & Zhu, Xingting & Wu, Yan
- S1062940824000676 Green bonds and traditional and emerging investments: Understanding connectedness during crises
by Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les
- S1062940824000688 Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy
by Wang, Hailong & Hu, Duni
- S1062940824000706 How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?
by Živkov, Dejan & Manić, Slavica & Gajić-Glamočlija, Marina
- S1062940824000718 The effect of output and the real exchange rate on equity price dynamics
by Alovokpinhou, Sedjro Aaron & Malikane, Christopher
- S1062940824000731 Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market
by Huang, Yirong & Luo, Yi
- S1062940824000743 Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?
by Zhang, Wenting & Liu, Tiantian & Zhang, Yulian & Hamori, Shigeyuki
- S1062940824000755 Official or unofficial? extreme bounds analysis on the determinants of sovereign default
by Liu, Ailan & Wang, Zhixuan & Wang, Ping
- S1062940824000767 Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach
by Tang, Pan & Xu, Wei & Wang, Haosen
- S1062940824000792 Financial connectedness in BRICS: Quantile effects and BRICS SUMMIT impacts
by Su, Xianfang & Chen, Meixia
- S1062940824000809 Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model
by Kim, Hyun-Gyoon & Kim, See-Woo & Kim, Jeong-Hoon
- S1062940824000810 Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles
by Peng, Yi-Ting & Chang, Tsangyao & Ranjbar, Omid & Xiang, Feiyun
- S1062940824000822 Cross-regional connectedness of financial market: Measurement and determinants
by Yang, Xin & Wang, Xuya & Cao, Jie & Zhao, Lili & Huang, Chuangxia
- S1062940824000834 Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models
by Barboza, Flavio & Altman, Edward
- S1062940824000846 A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag
by Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin
- S106294082400069X Bank competition, government interest in green initiatives and carbon emissions reduction: An empirical analysis using city-level data from China
by Chen, Xu & Xu, Huilin & Anwar, Sajid
- S106294082400072X Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method
by Cai, Yi & Tang, Zhenpeng & Chen, Ying
2024, Volume 71, Issue C
- S1062940824000020 Asset pricing for the lottery-like security under probability weighting: Based on generalized Wang transform
by Huang, Helen Hui & Sun, Jianchun & Zhang, Shunming
- S1062940824000056 Low interest rates and the predictive content of the yield curve
by Bordo, Michael D. & Haubrich, Joseph G.
- S1062940824000081 The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model
by Bouteska, Ahmed & Kabir Hassan, M. & Gider, Zeynullah & Bataineh, Hassan
- S1062940824000093 Interplay of multifractal dynamics between shadow policy rates and energy markets
by Aslam, Faheem & Hunjra, Ahmed Imran & Memon, Bilal Ahmed & Zhang, Mingda
- S1062940824000111 Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods
by Haddou, Samira
- S1062940824000123 Predicting systemic financial risk with interpretable machine learning
by Tang, Pan & Tang, Tiantian & Lu, Chennuo
- S1062940824000147 Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets
by Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian
- S1062940824000159 Measuring market volatility connectedness to media sentiment
by Abdollahi, Hooman & Fjesme, Sturla L. & Sirnes, Espen
- S1062940824000160 Accelerated depreciation of fixed assets and cash dividend distribution
by Zhong, Huaming & Guo, Yaoting & Mohamed Al-Duais, Zinb Abduljabbar
- S1062940824000172 Crypto havens during war times? Evidence from the Russian invasion of Ukraine
by Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš
- S1062940824000184 Do fund managers’ performance rely on gender and team size? Evidence from India
by Majumdar, Sudipta & Kumar Mishra, Ajay & Chandra, Abhijeet
- S1062940824000196 Explosive behavior in historic NASDAQ market prices
by Demmler, Michael & Fernández, Amilcar Orlian
- S1062940824000238 The volume-implied volatility relation in financial markets: A behavioral explanation
by Cheuathonghua, Massaporn & Padungsaksawasdi, Chaiyuth
- S1062940824000354 Dynamic volatility spillover and market emergency: Matching and forecasting
by Zhou, Wei & Chen, Yan & Chen, Jin
- S1062940824000366 A sharing rule for multi-period interest-sensitive insurance contracts
by Lee, Hangsuck & Ha, Hongjun & Lee, Minha
- S1062940824000378 Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators
by Khoo, Zhi De & Ng, Kok Haur & Koh, You Beng & Ng, Kooi Huat
- S1062940824000391 The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles
by Hu, Zinan & Borjigin, Sumuya
- S1062940824000457 Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India
by Mundra, Sruti & Bicchal, Motilal
- S1062940824000469 Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms
by Blajer-Gołębiewska, Anna & Honecker, Lukas & Nowak, Sabina
- S106294082400010X The impact of climate change on credit risk of rural financial institutions: A threshold effect based on agricultural insurance
by Ma, Qianting & Zhou, Yueshu & Wang, Jiaji
- S106294082400024X Extreme connectedness and network across financial assets and commodity futures markets
by Ozcelebi, Oguzhan & Kang, Sang Hoon
- S106294082400038X Asymmetric information correlation in financial markets
by Jiang, Ying & Liu, Hong & Yang, Qingshan
2024, Volume 70, Issue C
- S1062940823001560 Target rate factors in short rate models
by Harju, Antti J.
- S1062940823001626 Procyclical variation margins in central clearing
by Jin, YangKyu & Suh, Sangwon
- S1062940823001638 Risk-neutral skewness and stock market returns: A time-series analysis
by Li, Xiaowei & Wu, Zhengyu & Zhang, Hao & Zhang, Lu
- S1062940823001651 Collateral policy of the central bank and corporate financing costs: Evidence from China
by Geng, Guangjie & Han, Zhixuan & Wu, Hongli & Cheng, Miao & WANG, RAN & Liu, Huan
- S1062940823001821 The valuation of arithmetic Asian options with mean reversion and jump clustering
by Song, Shiyu
- S1062940823001833 Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market
by Ji, Hongyun & Zhang, Han
- S1062940823001845 Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms
by Chung, Chune Young & Kim, Hye Seok & Liu, Chang
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