Contact information of Elsevier
Serial Information
Download restrictions: Full text for ScienceDirect subscribers only
Editor: R. T. Baillie
Editor: F. C. Palm
The email address of this editor does not seem to be valid any more. Please ask F. C. Palm to have the entry updated or send us the correct address.
Editor: Th. J. Vermaelen
Editor: C. C. P. Wolff
Additional information is available for the following registered editor(s):
Richard T. Baillie , Geert Bekaert , Franz C. Palm , Theo Vermaelen .
Series handle: RePEc:eee:empfin
ISSN: 0927-5398
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:empfin. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jempfin .
Content
2023, Volume 73, Issue C
- 293-333 The money-inflation nexus revisited
by Ringwald, Leopold & Zörner, Thomas O.
- 334-348 Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market
by Chatterjee, Sris & Gu, Xian & Hasan, Iftekhar & Lu, Haitian
- 349-368 Individual investors’ trading behavior and gender difference in tolerance of sex crimes: Evidence from a natural experiment
by Gao, Huasheng & Liu, Zhengkai & Yang, Chloe Chunliu
- 369-389 The effects of economic uncertainty on financial volatility: A comprehensive investigation
by Tong, Chen & Huang, Zhuo & Wang, Tianyi & Zhang, Cong
- 390-412 Macroeconomic news and price synchronicity
by Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei
2023, Volume 72, Issue C
- 1-22 Overlapping momentum portfolios
by Blanco, Ivan & De Jesus, Miguel & Remesal, Alvaro
- 23-35 Using, taming or avoiding the factor zoo? A double-shrinkage estimator for covariance matrices
by De Nard, Gianluca & Zhao, Zhao
- 36-53 Stock return predictability and cyclical movements in valuation ratios
by Yu, Deshui & Huang, Difang & Chen, Li
- 54-77 Time series momentum and reversal: Intraday information from realized semivariance
by Liu, Zhenya & Lu, Shanglin & Li, Bo & Wang, Shixuan
- 78-102 Global political risk and international stock returns
by Gala, Vito D. & Pagliardi, Giovanni & Zenios, Stavros A.
- 103-121 An empirical application of Particle Markov Chain Monte Carlo to frailty correlated default models
by Nguyen, Ha
- 122-142 Empirical performance of component GARCH models in pricing VIX term structure and VIX futures
by Cheng, Hung-Wen & Chang, Li-Han & Lo, Chien-Ling & Tsai, Jeffrey Tzuhao
- 143-162 Director optimism and CEO equity compensation
by Cook, Douglas O. & Chowdhury, Jaideep & Zhang, Weiwei
- 163-187 Real-estate agent commission structure and sales performance
by Gautier, Pieter & Siegmann, Arjen & van Vuuren, Aico
- 188-213 Price convergence between credit default swap and put option: New evidence
by Chan, Ka Kei & Kolokolova, Olga & Lin, Ming-Tsung & Poon, Ser-Huang
- 214-231 Legal enforcement and fintech credit: International evidence
by Peng, Hongfeng & Ji, Jiao & Sun, Hanwen & Xu, Haofeng
- 232-250 Disagreement, speculation, and the idiosyncratic volatility
by Wang, Jianqiu & Wu, Ke & Pan, Jiening & Jiang, Ying
- 251-275 Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium
by Fuhrer, Adrian & Hock, Thorsten
- 276-300 Expected returns and risk in the stock market
by Brennan, M.J. & Taylor, Alex P.
- 301-320 US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks
by Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto
- 321-340 Cross-sectional uncertainty and expected stock returns
by Yu, Deshui & Huang, Difang
- 341-353 Policy risk and insider trading
by Akbulut, Mehmet E. & Ucar, Erdem
- 354-380 Burned by leverage? Flows and fragility in bond mutual funds
by Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian
- 381-409 Geographic diversification and corporate cash holdings
by Hong, Liu & Liu, Shiang
- 410-420 Do as they say or do as they do? — Uncovering the effects of inappropriate methods and unreliable data in boardroom diversity research
by Renz, Franziska M. & Vogel, Julian U.N. & Xie, Feixue
- 421-444 Allocation of attention and the delayed reaction of stock returns to liquidity shock: Global evidence
by Lee, Kuan-Hui & Wang, Shu-Feng
- 445-467 Estimating and testing skewness in a stochastic volatility model
by Lee, Cheol Woo & Kang, Kyu Ho
- 468-487 Income inequality, inflation and financial development
by Kim, Dong-Hyeon & Lin, Shu-Chin
- 488-509 The role of bad-news coverage and media environments in crash risk around the world
by Liu, Qigui & Tang, Jinghua & Li, Donghui & Xing, Lu
- 510-531 Disseminating information across connected firms — Analyst site visits can help
by Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi
- 532-556 Automated stock picking using random forests
by Breitung, Christian
2023, Volume 71, Issue C
- 1-12 Can we forecast better in periods of low uncertainty? The role of technical indicators
by Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P.
- 13-28 Option price implied information and REIT returns
by Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong
- 29-50 Forecasting tail risk measures for financial time series: An extreme value approach with covariates
by James, Robert & Leung, Henry & Leung, Jessica Wai Yin & Prokhorov, Artem
- 51-65 Coreversal: The booms and busts of arbitrage activities in China
by Liu, Xin & Qiu, Zhigang & Shen, Luyao & Zheng, Weinan
- 66-87 New kids on the block: The effect of Generation X directors on corporate performance
by He, Zhaozhao & Miletkov, Mihail K. & Staneva, Viktoriya
- 88-103 The PhD origins of finance faculty
by Jones, Todd R. & Xiong, Haoyang
- 104-124 The contributions of betas versus characteristics to the ESG premium
by Ciciretti, Rocco & Dalò, Ambrogio & Dam, Lammertjan
2023, Volume 70, Issue C
- 1-21 CEO networks and the labor market for directors
by Kim, Hyemin & Fahlenbrach, Rüdiger & Low, Angie
- 22-37 A robust Glasso approach to portfolio selection in high dimensions
by Ding, Wenliang & Shu, Lianjie & Gu, Xinhua
- 38-61 Salience theory in price and trading volume: Evidence from China
by Sun, Kaisi & Wang, Hui & Zhu, Yifeng
- 62-73 Spillover effects in managerial compensation
by Kieschnick, Robert & Shi, Wenyun
- 74-90 Limit order revisions across investor sophistication
by Chiu, Junmao & Chen, Chin-Ho
- 91-122 Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
by Nonejad, Nima
- 123-143 Capital mobility and the long-run return–risk trade-offs of industry portfolios
by Chen, Jia & Xu, Xin & Yao, Tong
- 144-164 The contribution of jump signs and activity to forecasting stock price volatility
by Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike
- 165-181 Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City
by Lepori, Gabriele M.
- 182-198 Forecasting intraday market risk: A marked self-exciting point process with exogenous renewals
by Stindl, Tom
- 199-226 Out-of-sample equity premium prediction: The role of option-implied constraints
by Wang, Yunqi & Zhou, Ti
- 227-247 Maximum likelihood estimation of the Hull–White model
by Kladívko, Kamil & Rusý, Tomáš
- 248-275 Portfolio homogeneity and systemic risk of financial networks
by Huang, Yajing & Liu, Taoxiong & Lien, Donald
- 276-307 Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities
by Han, Seung-Oh & Huh, Sahn-Wook & Park, Jeayoung
- 308-321 Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices
by Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter
- 322-341 A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks
by Pollastri, Alessandro & Rodrigues, Paulo & Schlag, Christian & Seeger, Norman J.
- 342-366 Using covariates to improve the efficacy of univariate bubble detection methods
by Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis
- 367-385 Are cryptocurrencies a safe haven for stock investors? A regime-switching approach
by Li, Leon & Miu, Peter
- 386-402 Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland
by Stahl, Jörg R.
- 403-426 Say more to return less? Disclosure subsequent to successful technological innovation
by He, Jing & Lee, Dongyoung
- 427-444 The value of risk-taking in mergers: Role of ownership and country legal institutions
by Boubakri, Narjess & Cosset, Jean-Claude & Mishra, Dev & Somé, Hyacinthe Y.
- 445-465 A global monetary policy factor in sovereign bond yields
by Malliaropulos, Dimitris & Migiakis, Petros
2022, Volume 69, Issue C
- 1-14 Do firms use credit lines to support investment opportunities?: Evidence from success in R&D
by Lee, Jiyoon
- 15-42 Why Do U.S. Firms Invest Less over Time?
by Fu, Fangjian & Huang, Sheng & Wang, Rong
- 43-62 Running a mutual fund: Performance and trading behavior of runner managers
by Dayani, Arash & Jannati, Sima
- 63-80 Is corporate tax avoidance related to employee treatment?
by Schochet, Sholom & Benlemlih, Mohammed & Jaballah, Jamil
- 81-105 Organization capital and analyst coverage
by Chan, Konan & Guo, Re-Jin J. & Wang, Yanzhi A. & Yang, Hsiao-Lin
- 106-122 Bitcoin unchained: Determinants of cryptocurrency exchange liquidity
by Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik
- 123-143 Stock price movements: Evidence from global equity markets
by Lan, Chunhua & Doan, Bao
- 144-165 Monitoring institutional ownership and corporate innovation
by Miller, Steve & Qiu, Bin & Wang, Bin & Yang, Tina
- 166-184 Enhancing the profitability of lottery strategies
by Kwon, Kyung Yoon & Min, Byoung-Kyu & Sun, Chenfei
- 185-207 Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes
by Lin, Tse-Chun & Liu, Jinyu & Ni, Xiaoran
- 208-223 Does subsidiary bank failure affect parents’ capital decisions? Evidence from US bank holding companies
by Wang, William Senyu
- 224-240 A corporate credit rating model with autoregressive errors
by Hirk, Rainer & Vana, Laura & Hornik, Kurt
- 241-264 Coskewness and reversal of momentum returns: The US and international evidence
by Dong, Liang & Dai, Yiqing & Haque, Tariq & Kot, Hung Wan & Yamada, Takeshi
- 265-284 Peer influence and the value of cash holdings
by Zhuang, Yuan & Nie, Jing & Wu, Weixing
- 285-302 Consumption risks in option returns
by Yang, Shuwen & Aretz, Kevin & Liu, Hening & Zhang, Yuzhao
2022, Volume 68, Issue C
- 1-19 Managerial commitment and heterogeneity in target-date funds
by Mao, Mike Qinghao & Wong, Ching Hin
- 20-33 COVID-19, bank deposits, and lending
by Dursun-de Neef, H. Özlem & Schandlbauer, Alexander
- 34-49 Mispricing chasing and hedge fund returns
by Ma, Tianyi & Li, Baibing & Tee, Kai-Hong
- 50-66 Economic evaluation of asset pricing models under predictability
by Hansen, Erwin
- 67-83 Technology shocks and stock returns: A long-term perspective
by Sharma, Susan Sunila & Narayan, Paresh Kumar
- 84-103 Religiosity and sovereign credit quality
by Hsieh, Wen-Liang G. & Wu, Wei-Shao & Tu, Anthony H.
- 104-115 Decision-based trades: An analysis of institutional investors’ information advantages
by Jiao, Yawen
- 116-132 Natural disasters and the role of regional lenders in economic recovery
by Celil, Hursit S. & Oh, Seungjoon & Selvam, Srinivasan
- 133-159 Forecasting earnings with combination of analyst forecasts
by Lin, Hai & Tao, Xinyuan & Wu, Chunchi
- 160-172 New evidence on Bayesian tests of global factor pricing models
by Qiao, Zhuo & Wang, Yan & Lam, Keith S.K.
- 173-189 How do bail-in amendments in Directive (EU) 2017/2399 affect the subordinated bond yields of EU G-SIBs?
by Velliscig, Giulio & Floreani, Josanco & Polato, Maurizio
- 190-215 Long-horizon stock valuation and return forecasts based on demographic projections
by Chen, Chaoyi & Gospodinov, Nikolay & Maynard, Alex & Pesavento, Elena
- 216-231 It is not just What you say, but How you say it: Why tonality matters in central bank communication
by Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong
- 232-245 Multiple testing of the forward rate unbiasedness hypothesis across currencies
by Fu, Hsuan & Luger, Richard
- 246-260 Testing predictability of stock returns under possible bubbles
by Yang, Bingduo & Long, Wei & Yang, Zihui
2022, Volume 67, Issue C
- 1-18 Do connections pay off in the bitcoin market?
by Tsang, Kwok Ping & Yang, Zichao
- 19-38 Small is beautiful? How the introduction of mini futures contracts affects the regular contracts
by Greppmair, Stefan & Theissen, Erik
- 39-59 Partial moments and indexation investment strategies
by Huang, Jinbo & Li, Yong & Yao, Haixiang
- 60-77 Dynamic risk management and asset comovement
by Brøgger, Søren Bundgaard
- 78-99 The informativeness of regional GDP announcements: Evidence from China
by Hao, Rubin & Liao, Guanmin & Ding, Wenhong & Guan, Wei
- 100-132 The non-linear trade-off between return and risk and its determinants
by Cotter, John & Salvador, Enrique
- 133-151 Uncovered interest rate parity redux: Non-uniform effects
by Cheung, Yin-Wong & Wang, Wenhao
- 152-167 The anatomy of a fee change — evidence from cryptocurrency markets
by Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik
- 168-181 The role of information signals in determining crowdfunding outcomes
by Kim, Jin-Hyuk & Newberry, Peter & Qiu, Calvin
- 182-195 Depositor responses to a banking crisis: Are finance professionals special?
by Boyle, Glenn & Stover, Roger & Tiwana, Amrit & Zhylyevskyy, Oleksandr
- 196-216 Equity issues, creditor control and market timing patterns: Evidence from leverage decreasing recapitalizations
by Kisser, Michael & Rapushi, Loreta
- 217-230 US risk premia under emerging markets constraints
by Cavalcante-Filho, Elias & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno
- 231-252 Mutual fund (sub)advisor connections and crowds
by Beggs, William & DeVault, Luke
- 253-270 Corporate hedging fragility in the over-the-counter market
by Calluzzo, Paul & Dudley, Evan
- 271-287 The stock market tips
by Uzmanoglu, Cihan
- 288-317 Stock return prediction: Stacking a variety of models
by Zhao, Albert Bo & Cheng, Tingting
- 318-342 I only fear when I hear: How media affects insider trading in takeover targets
by Aleksanyan, Mark & Danbolt, Jo & Siganos, Antonios & Wu, Betty (H.T.)
2022, Volume 66, Issue C
- 1-22 Isolating momentum crashes
by Dierkes, Maik & Krupski, Jan
- 23-50 The impact of liquidity risk in the Chinese banking system on the global commodity markets
by Jo, Yonghwan & Kim, Jihee & Santos, Francisco
- 51-73 Cross-border M&As and credit risk: Evidence from the CDS market
by Ismailescu, Iuliana & Col, Burcin
- 74-98 Financial risk-taking, religiosity and denomination heterogeneity
by Li, Jian
- 99-120 Development banks and the syndicate structure: Evidence from a world sample
by Degl’Innocenti, Marta & Frigerio, Marco & Zhou, Si
- 121-136 Is idiosyncratic risk priced? The international evidence
by Brockman, Paul & Guo, Tao & Vivero, Maria Gabriela & Yu, Wayne
- 137-154 Reinsurance demand and liquidity creation: A search for bicausality
by Desjardins, Denise & Dionne, Georges & Koné, N’Golo
- 155-175 The diversification benefits and policy risks of accessing China’s stock market
by Shan, Chenyu & Tang, Dragon Yongjun & Wang, Sarah Qian & Zhang, Chang
- 176-195 Income, trading, and performance: Evidence from retail investors
by Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Zhai, Rui-Xiang
2022, Volume 65, Issue C
- 1-23 Non-marketability and one-day selling lockup
by Bian, Jiangze & Su, Tie & Wang, Jun
- 24-50 Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition
by Adcock, Christopher & Bessler, Wolfgang & Conlon, Thomas
- 51-76 The time-varying bond risk premia in China
by Zhang, Han & Guo, Bin & Liu, Lanbiao
- 77-98 Asymmetric effects of the limit order book on price dynamics
by Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou
- 99-124 A toolkit for exploiting contemporaneous stock correlations
by Hiraki, Kazuhiro & Sun, Chuanping
- 125-148 Do interest rate differentials drive the volatility of exchange rates? Evidence from an extended stochastic volatility model
by Ulm, M. & Hambuckers, J.
2021, Volume 64, Issue C
- 1-22 City goes dark: Dark trading and adverse selection in aggregate markets
by Ibikunle, Gbenga & Aquilina, Matteo & Diaz-Rainey, Ivan & Sun, Yuxin
- 23-36 Oil price shocks and the US stock market: A nonlinear approach
by Hwang, Inwook & Kim, Jaebeom
- 37-52 Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data
by Ewald, Christian & Zou, Yihan
- 53-77 The price discovery role of day traders in futures market: Evidence from different types of day traders
by Fung, Scott & Tsai, Shih-Chuan
- 78-94 Executive risk-taking and the agency cost of debt
by Imes, Matthew & Anderson, Ronald
- 95-127 The predictive power of Nelson–Siegel factor loadings for the real economy
by Han, Yang & Jiao, Anqi & Ma, Jun
- 128-143 Caught in the crossfire: How the threat of hedge fund activism affects creditors
by Feng, Felix Zhiyu & Xu, Qiping & Zhu, Caroline H.
- 144-159 Machine learning loss given default for corporate debt
by Olson, Luke M. & Qi, Min & Zhang, Xiaofei & Zhao, Xinlei
- 160-182 Uncertainty, prospectus content, and the pricing of initial public offerings
by Crain, Nicholas & Parrino, Robert & Srinivasan, Raji
- 183-206 To be or not to be all-equity for firms that eliminate long-term debt
by D’Mello, Ranjan & Gruskin, Mark
- 207-223 On the stability of stablecoins
by Grobys, Klaus & Junttila, Juha & Kolari, James W. & Sapkota, Niranjan
- 224-246 Reinforcement learning and risk preference in equity linked notes markets
by Song, Reo & Jang, Sungha & Wang, Yingdi & Hanssens, Dominique M. & Suh, Jaebeom
- 247-271 Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution
by Rakowski, David & Yamani, Ehab
- 272-294 Time-dependent lottery preference and the cross-section of stock returns
by Lin, Chaonan & Chen, Hong-Yi & Ko, Kuan-Cheng & Yang, Nien-Tzu
- 295-316 Diversity and inclusion: Evidence from corporate inventors
by Cao, Chunfang & Li, Xiaohui & Li, Xiaoyang & Zeng, Cheng & Zhou, Xuan
- 317-336 Investment restrictions and fund performance
by Fulkerson, Jon A. & Hong, Xin
- 337-350 Follow the leader: Index tracking with factor models
by Jiang, Pan & Perez, M. Fabricio
- 351-378 Housing market spillovers through the lens of transaction volume: A new spillover index approach
by Yang, Jian & Tong, Meng & Yu, Ziliang
- 379-400 Gender and herding
by Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael
2021, Volume 63, Issue C
- 1-26 Predicting corporate policies using downside risk: A machine learning approach
by Avramov, Doron & Li, Minwen & Wang, Hao
- 27-41 Herding behaviour in P2P lending markets
by Caglayan, Mustafa & Talavera, Oleksandr & Zhang, Wei
- 42-56 Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies
by Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei
- 57-72 The protective role of saving: Bayesian analysis of British panel data
by Brown, Sarah & Ghosh, Pulak & Pareek, Bhuvanesh & Taylor, Karl
- 73-95 Smoking hot portfolios? Trading behavior, investment biases, and self-control failure
by Uhr, Charline & Meyer, Steffen & Hackethal, Andreas
- 96-117 Household portfolio allocation, uncertainty, and risk
by Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher
- 118-135 Stock price fragility and the cost of bank loans
by Francis, Bill & Hasan, Iftekhar & Shen, Yinjie (Victor) & Ye, Pengfei
- 136-163 Risk optimizations on basis portfolios: The role of sorting
by Fays, Boris & Papageorgiou, Nicolas & Lambert, Marie
- 164-176 Do leveraged warrants prompt individuals to speculate on stock price reversals?
by Farkas, Miklós & Váradi, Kata
- 177-202 On the role of foreign directors: Evidence from cross-listed firms
by Ghosh, Chinmoy & He, Fan & Zhou, Haoyong
- 203-229 Bank stocks, risk factors, and tail behavior
by Yang, Huan & Cai, Jun & Huang, Lin & Marcus, Alan J.
- 230-251 Trading the foreign exchange market with technical analysis and Bayesian Statistics
by Hassanniakalager, Arman & Sermpinis, Georgios & Stasinakis, Charalampos
- 252-269 Forecasting stock returns with large dimensional factor models
by Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano
- 270-293 Media coverage and investment efficiency
by Gao, Xin & Xu, Weidong & Li, Donghui & Xing, Lu
- 294-322 Exploring risk premium factors for country equity returns
by Calice, Giovanni & Lin, Ming-Tsung
- 323-349 The transformed Gram Charlier distribution: Parametric properties and financial risk applications
by León, Ángel & Ñíguez, Trino-Manuel
- 350-364 Do negative interest rates affect bank risk-taking?
by Bongiovanni, Alessio & Reghezza, Alessio & Santamaria, Riccardo & Williams, Jonathan
- 365-391 Investor sentiment and stock returns: Global evidence
by Wang, Wenzhao & Su, Chen & Duxbury, Darren
- 392-413 Is convexity efficiently priced? Evidence from international swap markets
by Rebonato, Riccardo & Ronzani, Riccardo
2021, Volume 62, Issue C
- 1-11 Diversification in lottery-like features and portfolio pricing discount: Evidence from closed-end funds
by Liu, Xin
- 12-27 Tariff uncertainty and firm innovation: Evidence from the U.S.–China Permanent Normal Trade Relation
by Chen, Tao & Gao, Huasheng & Wang, Yuxi
- 28-45 Deciphering big data in consumer credit evaluation
by Jiang, Jinglin & Liao, Li & Lu, Xi & Wang, Zhengwei & Xiang, Hongyu
- 46-61 Forecasting volatility using double shrinkage methods
by Cheng, Mingmian & Swanson, Norman R. & Yang, Xiye
- 62-86 Does the executive labor market discipline? Labor market incentives and earnings management
by Peng, Qiyuan & Yin, Sirui
- 87-106 Government Affiliation and Peer-To-Peer Lending Platforms in China
by Jiang, Jinglin & Liao, Li & Wang, Zhengwei & Zhang, Xiaoyan
- 107-120 Trading activity and price discovery in Bitcoin futures markets
by Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy
- 121-140 Executive compensation and aspirational peer benchmarking
by Schneider, Thomas Ian
- 141-158 Hedge funds and their prime broker analysts
by Chung, Sung Gon & Kulchania, Manoj & Teo, Melvyn
- 159-178 Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings
by Merkle, Christoph & Sextroh, Christoph J.
- 179-201 Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
by Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu
- 202-219 What does a term structure model imply about very long-term interest rates?
by Balter, Anne G. & Pelsser, Antoon & Schotman, Peter C.
- 220-233 Mortgage credit growth for lower-income borrowers during the 2000s housing boom: Evidence and implications
by Rojas, Alejandro
- 234-251 Whose money is smart? Individual and institutional investors’ trades based on analyst recommendations
by Kong, Dongmin & Lin, Chen & Liu, Shasha & Tan, Weiqiang
- 252-265 Volatility cascades in cryptocurrency trading
by Gradojevic, Nikola & Tsiakas, Ilias
- 266-281 Timing is money: The factor timing ability of hedge fund managers
by Osinga, Albert Jakob & Schauten, Marc B.J. & Zwinkels, Remco C.J.
- 282-293 Predictive regression with p-lags and order-q autoregressive predictors
by Jayetileke, Harshanie L. & Wang, You-Gan & Zhu, Min
- 294-314 Does vega-neutral options trading contain information?
by Lee, Jaeram & Ryu, Doojin & Yang, Heejin
- 315-326 In search of retail investors: The effect of retail investor attention on odd lot trades
by Kupfer, Alexander & Schmidt, Markus G.
- 327-345 Do financial variables help predict the conditional distribution of the market portfolio?
by Shamsi Zamenjani, Azam
2021, Volume 61, Issue C
- 1-17 Trader positions in VIX futures
by Chen, Yu-Lun & Yang, J. Jimmy
- 18-33 Share pledging, payout policy, and the value of cash holdings
by Chou, Robin K. & Wang, Yu-Chun & Jimmy Yang, J.
- 34-56 Can interest rate factors explain exchange rate fluctuations?
by Yung, Julieta
- 57-81 Improved inference for fund alphas using high-dimensional cross-sectional tests
by Cheng, Tingting & Yan, Cheng & Yan, Yayi
- 82-102 Drivers of economic and financial integration: A machine learning approach
by Akbari, Amir & Ng, Lilian & Solnik, Bruno
- 103-117 Tracking performance of VIX futures ETPs
by Gehricke, Sebastian A. & Zhang, Jin E.
- 118-138 Investment, idiosyncratic risk, and growth options
by Liu, Clark & Wang, Shujing
- 139-162 Tournament incentives, age diversity and firm performance
by Talavera, Oleksandr & Yin, Shuxing & Zhang, Mao
- 163-179 The valuation effect of stock dividends or splits: Evidence from a catering perspective
by Hu, Conghui & Liu, Yu-Jane & Xu, Xin
- 180-205 Global equity market leadership positions through implied volatility measures
by Parhizgari, A.M. & Padungsaksawasdi, Chaiyuth
- 206-229 From watchdog to watchman: Do independent directors monitor a CEO of their own age?
by Fan, Yaoyao & Jiang, Yuxiang & John, Kose & Liu, Frank Hong
2021, Volume 60, Issue C
- 1-15 Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey
by Li, Rui & Wang, Tianyu & Zhou, Mingshan
- 16-38 Liquidity provider incentives in fragmented securities markets
by Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven
- 39-55 Housing returns, precautionary savings and consumption: Micro evidence from China
by Pan, Xuefeng & Wu, Weixing
- 56-73 Modeling the cross-section of stock returns using sensible models in a model pool
by Chiang, I-Hsuan Ethan & Liao, Yin & Zhou, Qing
- 74-93 Mutual fund performance: Using bespoke benchmarks to disentangle mandates, constraints and skill
by Beber, Alessandro & Brandt, Michael W. & Cen, Jason & Kavajecz, Kenneth A.
- 94-109 Non-parametric momentum based on ranks and signs
by Chen, Tsung-Yu & Chou, Pin-Huang & Ko, Kuan-Cheng & Rhee, S. Ghon
2020, Volume 59, Issue C
Printed from https://ideas.repec.org/s/eee/empfin2.html