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Content
2021, Volume 56, Issue C
- S1062940820302369 Time–frequency quantile dependence between Bitcoin and global equity markets
by Maghyereh, Aktham & Abdoh, Hussein
- S1062940820302370 Skew index: Descriptive analysis, predictive power, and short-term forecast
by Mora-Valencia, Andrés & Rodríguez-Raga, Santiago & Vanegas, Esteban
- S1062940820302382 The asymmetric effect of crude oil prices on stock prices in major international financial markets
by Jiang, Wei & Liu, Yan
- S1062940820302394 Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence
by Eom, Cheoljun & Kaizoji, Taisei & Livan, Giacomo & Scalas, Enrico
- S1062940820302400 Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China
by Li, Yanshuang & Zhuang, Xintian & Wang, Jian
- S1062940821000012 Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates
by Xu, Lei. & Hamori, Shigeyuki & Kinkyo, Takuji
- S1062940821000024 Estimating the Bank of Mexico’s reaction function in the last three decades: A Bayesian DSGE approach with rolling-windows
by Zamarripa, Rene
- S1062940821000103 Effectiveness of Augmented Dollar-Cost Averaging
by Kapalczynski, Anna & Lien, Donald
- S1062940821000115 Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration
by Tan, Zhengxun & Xiao, Binuo & Huang, Yilong & Zhou, Li
- S1062940821000127 House price synchronization across the US states: The role of structural oil shocks
by Sheng, Xin & Marfatia, Hardik A. & Gupta, Rangan & Ji, Qiang
- S1062940821000139 Mandatory dividend rules and the investment decision: The case of Chile
by Saens, Rodrigo & Tigero, Tamara
- S1062940821000140 Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach
by Balke, Nathan S. & Zeng, Zheng & Zhang, Ren
- S1062940821000152 Pricing the hedging factor in the cross-section of stock returns
by Dunbar, Kwamie
- S1062940821000164 Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
by Tan, Chia-Yen & Koh, You-Beng & Ng, Kok-Haur & Ng, Kooi-Huat
- S1062940821000243 Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether
by Będowska-Sójka, Barbara & Kliber, Agata
- S106294082030228X Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets
by Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis G.
- S106294082030231X The impact of central clearing on the market for single-name credit default swaps
by Akari, Mohamed-Ali & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges
- S106294082100019X Systemic financial risk early warning of financial market in China using Attention-LSTM model
by Ouyang, Zi-sheng & Yang, Xi-te & Lai, Yongzeng
- S106294082100022X Dispersion in analysts’ target prices and stock returns
by Li, Xingjian & Feng, Hongrui & Yan, Shu & Wang, Heng
2021, Volume 55, Issue C
- S1062940818305679 CEO duality, information costs, and firm performance
by Hsu, Shufang & Lin, Shih-Wei & Chen, Wei-Peng & Huang, Jhao-Wei
- S1062940818305692 The impact of market and industry risk on family succession
by Yeh, Yin-Hua & Liao, Chen-Chieh
- S1062940818306491 Affiliated block shareholders and analyst optimism
by Li, Shi & Wu, Chaopeng & Yang, Shijie
- S1062940818306776 Knowledge capital, CEO power, and firm value: Evidence from the IT industry
by Chiu, Junmao & Chen, Chin-Ho & Cheng, Chung-Chieh & Hung, Shih-Chang
- S1062940820301182 How the CEO power and age dissimilarity shape the chair-CEO pay gap: Empirical evidence from China
by Zhu, Jiajun & Gao, Jing & Tan, Hongping
- S1062940820301522 Family business succession roadblock model based on fuzzy linguistic preference relations
by Liu, Fangyi
- S1062940820301790 Overnight stock returns, intraday returns, and firm-specific investor sentiment
by Kim, Byungoh & Suh, Sangwon
- S1062940820301820 Economic policy uncertainty and illiquidity return premium
by Hsieh, Hui-Ching & Nguyen, Van Quoc Thinh
- S1062940820301844 The impact of the macroeconomic factors in the bank efficiency: Evidence from the Chinese city banks
by Chen, Xiang & Lu, Ching-Cheng
- S1062940820301856 Multi-asset pair-trading strategy: A statistical learning approach
by Lin, Tsai-Yu & Chen, Cathy W.S. & Syu, Fong-Yi
- S1062940820301868 Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach
by Zhang, Yue-Jun & Bouri, Elie & Gupta, Rangan & Ma, Shu-Jiao
- S1062940820301881 The effect of repurchase regulations on actual share reacquisitions and cost of debt
by Chen, Ni-Yun & Liu, Chi-Chun
- S1062940820301893 Short-term institutions’ information advantage and overvaluation
by Du, Brian & Serrano, Alejandro & Vianna, Andre
- S1062940820301911 Government support and bank performance during the 2007–2008 financial crisis
by Chen, Yi-Ling & Ting, Hsiu-I & Wang, Ming-Chun
- S1062940820301923 Optimal investment and reinsurance policies for an insurer with ambiguity aversion
by Liu, Bing & Meng, Hui & Zhou, Ming
- S1062940820301935 Contingent capital, Tobin’s q and corporate capital structure
by Yang, Bo & Gan, Liu
- S1062940820301947 Individual stock sentiment beta and stock returns
by Yang, Chunpeng & Hu, Xiaoyi
- S1062940820301959 Carbon option price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading
by Liu, Zhibin & Huang, Shan
- S1062940820301960 Spillovers between sovereign CDS and exchange rate markets: The role of market fear
by Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping
- S1062940820301972 Oil price shocks, geopolitical risks, and green bond market dynamics
by Lee, Chi-Chuan & Lee, Chien-Chiang & Li, Yong-Yi
- S1062940820301984 The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices
by Tian, Meiyu & Li, Wanyang & Wen, Fenghua
- S1062940820301996 Corporate governance and the insolvency risk of financial institutions
by Ali, Searat & Hussain, Nazim & Iqbal, Jamshed
- S1062940820302011 Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms?
by Fu, Yishu & Liu, Chunbo & Qin, Zhenjiang
- S1062940820302023 Endogenous discounting, investment and Tobin’s q
by Wu, Ting & He, Linfeng & Zhang, Fan
- S1062940820302035 Corporate cash holdings and total factor productivity – A global analysis
by Chang, Chong-Chuo & Tang, Hui-Wen
- S1062940820302047 The nonlinear effect of oil price shocks on financial stress: Evidence from China
by Liu, Renren & Chen, Jianzhong & Wen, Fenghua
- S1062940820302059 Network VAR models to measure financial contagion
by Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh
- S1062940820302060 CEO overconfidence and labor investment efficiency
by Lai, Shaojie & Li, Xiaorong & Chan, Kam C.
- S1062940820302072 Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4
by Musa, Abdullahi & Salisu, Afees A. & Aliyu, Victoria O. & Mevweroso, Chioma R.
- S1062940820302266 An evolutionary game theory model for the inter-relationships between financial regulation and financial innovation
by An, Hui & Yang, Ruibo & Ma, Xuejiao & Zhang, Siqi & Islam, Sardar M.N.
- S1062940820302291 Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
by Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco
- S1062940820302333 A novel LASSO – TLBO – SVR hybrid model for an efficient portfolio construction
by Mishra, Sasmita & Padhy, Sudarsan & Mishra, Satya Narayan & Misra, Satya Narayan
- S1062940820302345 The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
by Wang, Xingchun
- S1062940820302357 Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach
by Xu, Qifa & Jin, Bei & Jiang, Cuixia
- S106294082030173X A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods
by Yao, Can-Zhong & Li, Hong-Yu
- S106294082030187X Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis
by Hau, Liya & Zhu, Huiming & Shahbaz, Muhammad & Sun, Wuqin
- S106294082030190X The dynamic investment and exit decisions of venture capitals
by Chen, Zhuming & Chen, Can & Lin, Tao & Chen, Xiaoguo
- S106294082030200X The impact of non-performing loans on bank lending in Europe: An empirical analysis
by Sánchez Serrano, Antonio
2020, Volume 54, Issue C
- S1062940817304047 Interconnectedness and systemic risk in the US CDS market
by Kanno, Masayasu
- S1062940818300330 Price delay and post-earnings announcement drift anomalies: The role of option-implied betas
by Ho, Hwai-Chung & Tsai, Wei-Che
- S1062940818300834 Financial risk and acquirers' stockholder wealth in mergers and acquisitions
by Chen, An-Sing & Chu, Hsiang-Hui & Hung, Pi-Hsia & Cheng, Miao-Sih
- S1062940818301153 Forecasting oil futures market volatility in a financialized world: Why speculative activities matter
by Chan, Kam C. & Chan, Leo H. & Nguyen, Chi M.
- S1062940818301700 The effect of economic policy uncertainty on China’s housing market
by Huang, Wei-Ling & Lin, Wen-Yuan & Ning, Shao-Lin
- S1062940818301967 Switching interest rate sensitivity regimes of U.S. Corporates
by Gubareva, Mariya & Borges, Maria Rosa
- S1062940818301980 Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
by Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier
- S1062940818302092 Implied risk aversion and pricing kernel in the FTSE 100 index
by Liao, Wen Ju & Sung, Hao-Chang
- S1062940818302407 Revisiting the roles of gold: Does gold ETF matter?
by Cheng, Wan-Hsiu & Chen, Chun-Da & Lai, Hsiao-Pin
- S1062940818302419 Funding liquidity risk and the low-volatility anomaly: Evidence from the Taiwan stock market
by Hsu, Ching-Chi & Wei, An-Pin & Chen, Miao-Ling
- S1062940818302687 Futures minimum variance hedge ratio determination: An ex-ante analysis
by Chen, Ren-Raw & Leistikow, Dean & Wang, Andrew
- S1062940818302948 Is the nonlinear hedge of options more effective?—Evidence from the SSE 50 ETF options in China
by Yu, Xiao-Jian & Wang, Zi-Ling & Xiao, Wei-Lin
- S1062940818302973 Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness
by Choe, Geon Ho & Choi, So Eun & Jang, Hyun Jin
- S1062940818303000 The value of implementing enterprise risk management: Evidence from Taiwan’s financial industry
by Chen, Yu-Lun & Chuang, Yi-Wei & Huang, Hong-Gia & Shih, Jhuan-Yu
- S1062940818303358 The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures
by Kao, Yu-Sheng & Chuang, Hwei-Lin & Ku, Yu-Cheng
- S1062940818303383 Derivatives market and economic growth nexus: Policy implications for emerging markets
by Hong Vo, Duc & Van Nguyen, Phuc & Minh Nguyen, Ha & The Vo, Anh & Cong Nguyen, Thang
- S1062940818303565 Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study
by Hong, Hui & Bian, Zhicun & Chen, Naiwei
- S1062940818303681 Marginal effects of public employment on unconditional distribution of wage income in China
by Su, Zhi-fang & Ma, Xiao-xiang & Xiao, Wei & Chen, Mei-Yuan
- S1062940818303772 Model specification of conditional jump intensity: Evidence from S&P 500 returns and option prices
by Cheng, Hung-Wen & Lo, Chien-Ling & Tsai, Jeffrey Tzuhao
- S1062940818303838 How do socially controversial companies do during a stressful time? Evidence from the Great Recession
by Chatjuthamard, Pattanaporn & Wongboonsin, Patcharawalai & Kongsompong, Kritika & Jiraporn, Pornsit
- S1062940818303930 The role of the board and the audit committee in corporate risk management
by Tai, Vivian W. & Lai, Yi-Hsun & Yang, Tung-Hsiao
- S1062940818304029 The asymmetric behavior of household consumption under the business cycle
by Lo, Kuang-Ta & Chou, Ta-Sheng & Tsui, Stephanie
- S1062940818304078 The impact of economic uncertainty on the decision of fertility: Evidence from Taiwan
by Pan, Jiun-Nan & Yang, Yan-Jie
- S1062940818304194 Hedging and pricing early-exercise options with complex fourier series expansion
by Chan, Tat Lung (Ron)
- S1062940818304406 Catastrophe bond spread and hurricane arrival frequency
by Chang, Carolyn W. & Wang, Yu-Jen & Yu, Min-Teh
- S1062940818304649 Investment and capital structure decisions with strategic debt service under asymmetric information
by Song, Dandan & Luo, Pengfei & Yang, Jingjing
- S1062940818304807 Supply chain finance and impacts of consumers’ sustainability awareness
by Sung, Hao-Chang & Ho, Shirley J.
- S1062940818305205 Stock trading dynamics and pedestrian counterflows: Analogies and differences
by Tang, Zhenpeng & Ran, Meng & Zhao, Yongxiang
- S1062940818305734 Approximate analytic solution for Asian options with stochastic volatility
by Lin, Chung-Gee & Chang, Chia-Chang
- S1062940818306302 Holding risky financial assets and subjective wellbeing: Empirical evidence from China
by Chen, Fuzhong & Hsu, Chien-Lung & Lin, Arthur J. & Li, Haifeng
- S1062940818306879 Individual new energy consumption and economic growth in China
by Huang, Zhigang & Huang, Le
- S1062940819301214 Spatial analysis of liquidity risk in China
by Chen, Ting-Hsuan & Lee, Chien-Chiang
- S1062940819301342 Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
by Do, A. & Powell, R. & Yong, J. & Singh, A.
- S1062940819302116 The impact of China’s one belt one road initiative on international trade in the ASEAN region
by Foo, Nam & Lean, Hooi Hooi & Salim, Ruhul
- S1062940819302396 The effective of China's monetary policy: Quantity versus price rules
by Li, Xiangfa & Wang, Hua
- S1062940819302827 Growing influences of the Chinese renminbi on Asian exchange rates: Evidence from a wavelet analysis of dynamic spillovers
by Kinkyo, Takuji
- S1062940819302840 Incorporating the RMB internationalization effect into its exchange rate volatility forecasting
by Ding, Shusheng & Cui, Tianxiang & Zhang, Yongmin
- S1062940819302864 Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S
by Wang, Peiwan & Zong, Lu
- S1062940819302918 What drives the liquidity premium in the Chinese stock market?
by An, Jiyoun & Ho, Kin-Yip & Zhang, Zhaoyong
- S1062940819303080 Long-run dynamics of exchange rates: A multi-frequency investigation
by Hai Vo, Long & Hong Vo, Duc
- S1062940820301169 Spillovers and diversification potential of bank equity returns from developed and emerging America
by Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min
- S1062940820301170 Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?
by Zhang, Yulian & He, Xie & Nakajima, Tadahiro & Hamori, Shigeyuki
- S1062940820301194 An excellent approximation for the m out of n day provision
by Liu, Qiang & Guo, Shuxin
- S1062940820301200 Leisure and long-run risks: An empirical evaluation on value premium puzzle
by Zhang, Xiang
- S1062940820301315 The contagion effects of volatility indices across the U.S. and Europe
by Chen, Chun-Da & Chiang, Shu-Mei & Huang, Tze-Chin
- S1062940820301327 The effect of market sentiment and information asymmetry on option pricing
by Zghal, Imen & Ben Hamad, Salah & Eleuch, Hichem & Nobanee, Haitham
- S1062940820301339 United States oil and gas stock returns with multi-factor pricing models: 2008–2018
by Carson, Scott Alan
- S1062940820301340 A sharing mechanism of investment outcome for interest-sensitive life insurance products
by Lee, Hangsuck & Choi, Hyung-Suk & Ha, Hongjun
- S1062940820301352 Crude oil price dynamics with crash risk under fundamental shocks
by Hui, Cho-Hoi & Lo, Chi-Fai & Cheung, Chi-Hin & Wong, Andrew
- S1062940820301364 Time-frequency co-movements between bank credit supply and economic growth in an emerging market: Does the bank ownership structure matter?
by Kirikkaleli, Dervis & Athari, Seyed Alireza
- S1062940820301376 How does HFT activity impact market volatility and the bid-ask spread after an exogenous shock? An empirical analysis on S&P 500 ETF
by Bazzana, Flavio & Collini, Andrea
- S1062940820301388 On the relationship between the current account and the fiscal balance: The case of Canada
by Janko, Zuzana
- S1062940820301406 Does algorithmic trading harm liquidity? Evidence from Brazil
by Ramos, Henrique Pinto & Perlin, Marcelo Scherer
- S1062940820301418 Current account and credit growth: The role of household credit and financial depth
by Ekinci, Mehmet Fatih & Omay, Tolga
- S1062940820301431 The double-edged sword effect of diversified operation on pre- and post-loan risk in the government-led Chinese commercial banks
by Zhang, Ailian & Wang, Shuyao & Liu, Bai & Fu, Jingyuan
- S1062940820301443 On the different impacts of fixed versus floating bid-ask spreads on an automated intraday stock trading
by Loginov, Alexander & Heywood, Malcolm
- S1062940820301455 Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
by Zhang, Weiping & Zhuang, Xintian & Wang, Jian & Lu, Yang
- S1062940820301467 Spillover effects in oil-related CDS markets during and after the sub-prime crisis
by Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E.
- S1062940820301479 Liquidity creation and bank profitability
by Duan, Ying & Niu, Jijun
- S1062940820301480 A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees
by Golbayani, Parisa & Florescu, Ionuţ & Chatterjee, Rupak
- S1062940820301492 Japan’s impactful augmentation of quantitative easing sovereign-bond purchases
by Inaba, Kei-Ichiro
- S1062940820301509 Ambiguity aversion for risk choice
by Wang, Yuli & Niu, Yingjie
- S1062940820301510 Happiness sentiments and the prediction of cross-border country exchange-traded fund returns
by Lee, Chien-Chiang & Chen, Mei-Ping
- S1062940820301534 Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis
by Zhu, Huiming & Meng, Liang & Ge, Yajing & Hau, Liya
- S1062940820301546 Forecasting risk in the US Dollar exchange rate under volatility shifts
by Anjum, Hassan & Malik, Farooq
- S1062940820301558 Stochastic interest rates under rational inattention
by Zhang, Yuhua & Niu, Yingjie & Wu, Ting
- S1062940820301571 Investment committees and corporate cash holdings
by Al-Hadi, Ahmed & Eulaiwi, Baban & Al-Yahyaee, Khamis Hamed & Duong, Lien & Taylor, Grantley
- S1062940820301583 Liquidity, earnings management, and stock expected returns
by Huang, Hung-Yi & Ho, Kung-Cheng
- S1062940820301595 New empirical assessment of export price competitiveness: Industry-specific real effective exchange rates in Asia
by Sato, Kiyotaka & Shimizu, Junko & Shrestha, Nagendra & Zhang, Shajuan
- S1062940820301601 The momentum and reversal effects of investor sentiment on stock prices
by Li, Jinfang
- S1062940820301613 Corporate tax, financial leverage, and portfolio risk
by Choi, Paul Moon Sub & Chung, Chune Young & Kim, Dongnyoung
- S1062940820301625 Bank profitability in the Eurasian Economic Union: Do funding liquidity and systemic importance matter?
by Pak, Olga
- S1062940820301637 Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market
by Hai, Hoang Van & Park, Jong Won & Tsai, Ping-Chen & Eom, Cheoljun
- S1062940820301649 Excess co-movement of agricultural futures prices: Perspective from contagious investor sentiment
by Zhou, Liyun & Huang, Jialiang
- S1062940820301650 Valuing spread options with counterparty risk and jump risk
by Li, Zelei & Wang, Xingchun
- S1062940820301662 Do related party transactions always deteriorate earnings informativeness?
by Chen, Ching-Lung & Chen, Chung-Yu & Weng, Pei-Yu
- S1062940820301674 Do alternative energy markets provide optimal alternative investment opportunities?
by Rehman, Mobeen Ur & Vo, Xuan Vinh
- S1062940820301686 Equity premium prediction and optimal portfolio decision with Bagging
by Yin, Anwen
- S1062940820301698 Search for yield and business cycles
by Oshima, Katsuhiro
- S1062940820301704 Risk contagion in the banking network: New evidence from China
by Chen, Bing & Li, Li & Peng, Fei & Anwar, Sajid
- S1062940820301716 “Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet
by Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Vo, Xuan Vinh & Nguyen, Thong Trung
- S1062940820301728 Risk aversion, public disclosure, and partially informed outsiders
by Liu, Hong & Chai, Shujuan
- S1062940820301741 Retail investors’ trading and stock market liquidity
by Abudy, Menachem Meni
- S1062940820301753 Time-varying beta in functional factor models: Evidence from China
by Horváth, Lajos & Li, Bo & Li, Hemei & Liu, Zhenya
- S1062940820301765 Customer concentration and corporate innovation: Evidence from China
by Pan, Jianping & Yu, Manjiao & Liu, Jiayuan & Fan, Rui
- S1062940820301777 Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data
by Mensi, Walid & Al-Yahyaee, Khamis Hamed & Al-Jarrah, Idries Mohammad Wanas & Vo, Xuan Vinh & Kang, Sang Hoon
- S1062940820301789 Identification of triggers of U.S. yield curve movements
by Kučera, Adam
- S1062940820301807 Volatility interdependence on foreign exchange markets: The contribution of cross-rates
by Kinkyo, Takuji
- S1062940820301819 Targeted monetary policy and agriculture business loans
by Lin, Chaoying & He, Lerong
- S1062940820301832 Is there valuable private information in credit ratings?
by Alanis, Emmanuel
- S106294081830069X Modelling contagion of financial crises
by Huang, Weihong & Chen, Zhenxi
- S106294081830295X Generalized affine transform on pricing quanto range accrual note
by Li, Shaoyu & Huang, Henry H. & Zhang, Teng
- S106294081830487X Bank systemic risk and CEO overconfidence
by Lee, Jin-Ping & Lin, Edward M.H. & Lin, James Juichia & Zhao, Yang
- S106294081930292X China and international market integration: Evidence from the law of one price in the Middle East and Africa
by Dang, Vinh Q.T. & So, Erin P.K. & Yang, Alan Yu & Chan, Kenneth S.
- S106294082030108X Catastrophe equity put options with floating strike prices
by Wang, Xingchun
- S106294082030139X Stock volatility and trading
by Agapova, Anna & Kaprielyan, Margarita
- S106294082030142X Positive IVOL-MAX effect: A study on the Singapore Stock Market
by Ali, Syed Riaz Mahmood & Rahman, M Arifur & Hasan, Mohammad Nurul & Östermark, Ralf
- S106294082030156X What factor contributes to productivity growth of Chinese city banks: The role of regional difference
by Chen, Xiang & Wu, Xin
2020, Volume 53, Issue C
- S1062940820300772 Evaluating the sustainability of Italian public finances
by Piergallini, Alessandro & Postigliola, Michele
- S1062940820300796 Foreign direct investment and financial markets influences: Results from the United States
by Yavas, Burhan F. & Malladi, Rama K.
- S1062940820300802 The impact of appointment-based CEO connectedness on firms’ performance and profitability
by Chien, Yi-Hsin & Hung, Mao-Wei
- S1062940820300814 Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates
by Yi, Chae-Deug
- S1062940820300838 VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective
by Qiao, Gaoxiu & Yang, Jiyu & Li, Weiping
- S1062940820300851 Anomalies in emerging markets: The case of Mexico
by Diaz-Ruiz, Polux & Herrerias, Renata & Vasquez, Aurelio
- S1062940820300863 Do actively managed mutual funds exploit stock market mispricing?
by Lee, Jaeram & Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun
- S1062940820300875 Alternative estimation method of earnings growth rate for PEGR strategy
by Wang, Ming-Hui & Ke, Mei-Chu & Liang Liao, Tung & Chiang, Yi-Chein & Hsu, Chuan-Hao
- S1062940820300887 Directors’ prior life experience and corporate donations: Evidence from China
by Su, Zhong-qin & Xu, Yuyang & Xiao, Zuoping & Fung, Hung-Gay
- S1062940820300899 Forecast on silver futures linked with structural breaks and day-of-the-week effect
by Li, Wenlan & Cheng, Yuxiang & Fang, Qiang
- S1062940820300905 Insider, outsider and information heterogeneity
by Zhou, Deqing & Wang, Wenjie
- S1062940820300917 Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis
by Wu, Kai & Zhu, Jingran & Xu, Mingli & Yang, Lu
- S1062940820300929 Financial innovation and bank growth: The role of institutional environments
by Lee, Chien-Chiang & Wang, Chih-Wei & Ho, Shan-Ju
- S1062940820300930 Time-dependent lead-lag relationships between the VIX and VIX futures markets
by Yang, Yan-Hong & Shao, Ying-Hui
- S1062940820300942 The Fama-French’s five-factor model relation with interest rates and macro variables
by Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique
- S1062940820301042 Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets
by Pires Tiberto, Bruno & Oliveira de Moraes, Claudio & Pio Corrêa, Paloma
- S1062940820301054 Preemptive bidding in common value takeover auctions: Social surplus and the target’s revenue
by Dodonova, Anna & Khoroshilov, Yuri
- S1062940820301066 When do retail investors pay attention to their trading platforms?
by Aharon, David Y. & Qadan, Mahmoud
- S1062940820301078 Modeling non-normal corporate bond yield spreads by copula
by Kim, Jong-Min & Kim, Dong H. & Jung, Hojin
- S1062940820301091 The impact of fertility policy on the actuarial balance of China’s urban employee basic medical insurance fund–The selective two-child policy vs. the universal two-child policy
by Xie, Yuantao & Yu, Haichun & Lei, Xin & Lin, Arthur Jin
- S1062940820301108 Accessibility of financial services and household consumption in China: Evidence from micro data
by Song, Quanyun & Li, Jie & Wu, Yu & Yin, Zhichao
- S1062940820301121 The financial investment decision of non-financial firms in China
by Zhang, Chengsi & Zheng, Ning
- S1062940820301133 Forecasting stock market returns: New technical indicators and two-step economic constraint method
by Dai, Zhifeng & Dong, Xiaodi & Kang, Jie & Hong, Lianying
- S1062940820301145 The role of insurance growth in economic growth: Fresh evidence from a panel of OECD countries
by Apergis, Nicholas & Poufinas, Thomas
- S1062940820301157 Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets
by Su, Xianfang
- S106294082030084X Compensation for illiquidity in China: Evidence from an alternative measure
by Zhang, Yiming & Wang, Guanying
- S106294082030111X Market effects of private equity placement: Evidence from Chinese equity and bond markets
by Shi, Jinyan & Yu, Conghui & Guo, Sicen & Li, Yanxi
2020, Volume 52, Issue C
- S1062940818300366 Endogenous network efficiency, macroeconomy, and competition: Evidence from the Portuguese banking industry
by Alves, André Bernardo & Wanke, Peter & Antunes, Jorge & Chen, Zhongfei
- S1062940818302559 The economic and financial properties of crude oil: A review
by Lang, Korbinian & Auer, Benjamin R.
- S1062940818304418 Optimal effort in the principal-agent problem with time-inconsistent preferences
by Wang, Ying & Huang, Wenli & Liu, Bo & Zhang, Xiaohong
- S1062940818304832 Identifying the impact of geographical proximity on spillover effect of FDI: The evidence from Indian local firms’ performance gains
by Song, Young Chul & Son, Sung Hyun
- S1062940819300026 Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence
by Chiu, Hsin-Yu & Chen, Ting-Fu
- S1062940819300312 Is corporate tax avoidance associated with investment efficiency?
by Asiri, Mohammed & Al-Hadi, Ahmed & Taylor, Grantley & Duong, Lien
- S1062940819300403 Does going public in the U.S. facilitate corporate innovation of foreign firms?
by Cai, Kelly & Zhu, Hui
- S1062940819300609 Probability of default in collateralized credit operations for small business
by Carvalho, Jaimilton & Orrillo, Jaime & da Silva, Fernanda Rocha Gomes
- S1062940819301330 Oil price uncertainty and movements in the US government bond risk premia
by Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E.
- S1062940819301986 Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach
by Chen, Na & Jin, Xiu
- S1062940819301998 Investment decisions and debt financing under information uncertainty
by Kim, Hwa-Sung
- S1062940819302141 The blind power: Power-led CEO overconfidence and M&A decision making
by Hwang, Hyoseok (David) & Kim, Hyun-Dong & Kim, Taeyeon
- S1062940819302165 Risk decomposition, estimation error, and naïve diversification
by Haensly, Paul J.
- S1062940819302232 Positional momentum and liquidity management; a bivariate rank approach
by Panahidargahloo, Akram
- 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
Printed from https://ideas.repec.org/s/eee/ecofin5.html
