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Series handle: RePEc:eee:empfin
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Content
2020, Volume 59, Issue C
- 25-51 Investment income taxes and private equity acquisition activity
by Holcomb, Alex & Mason, Paul & Zhang, Harold H.
- 52-67 Does financial reporting regulation influence the value of cash holdings?
by Karpuz, Ahmet & Kim, Kirak & Ozkan, Neslihan
- 68-87 Does product market competition affect corporate governance? Evidence from corporate takeovers
by Oh, Frederick Dongchuhl & Shin, Sean Seunghun
- 88-108 Innovate or die: Corporate innovation and bankruptcy forecasts
by Bai, Qing & Tian, Shaonan
- 109-132 Retail investor attention and herding behavior
by Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun
- 133-153 Volatility forecasts, proxies and loss functions
by Reschenhofer, Erhard & Mangat, Manveer Kaur & Stark, Thomas
- 154-171 Short trading and short investing
by Blocher, Jesse & Haslag, Peter & Zhang, Chi
- 172-192 Cash-flow or return predictability at long horizons? The case of earnings yield
by Maio, Paulo & Xu, Danielle
- 193-209 Dissecting the idiosyncratic volatility anomaly
by Chen, Linda H. & Jiang, George J. & Xu, Danielle D. & Yao, Tong
- 210-234 On the stability of portfolio selection models
by Cesarone, Francesco & Mango, Fabiomassimo & Mottura, Carlo Domenico & Ricci, Jacopo Maria & Tardella, Fabio
- 235-256 Beta dispersion and market timing
by Kuntz, Laura-Chloé
- 257-277 Does program trading contribute to excess comovement of stock returns?
by Li, Mingyi & Yin, Xiangkang & Zhao, Jing
- 278-299 Artificial Intelligence Alter Egos: Who might benefit from robo-investing?
by D’Hondt, Catherine & De Winne, Rudy & Ghysels, Eric & Raymond, Steve
2020, Volume 58, Issue C
- 1-18 Disaggregation and the equity premium puzzle
by Wilson, Matthew S.
- 19-35 Information shares in a two-tier FX market
by Piccotti, Louis R. & Schreiber, Ben Z.
- 36-49 Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection
by Fang, Tong & Lee, Tae-Hwy & Su, Zhi
- 50-74 Beta and firm age
by Chincarini, Ludwig B. & Kim, Daehwan & Moneta, Fabio
- 75-95 Equity premium prediction and the state of the economy
by Tsiakas, Ilias & Li, Jiahan & Zhang, Haibin
- 96-120 Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions
by Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank
- 121-138 The economic value of VIX ETPs
by Christensen, Kim & Christiansen, Charlotte & Posselt, Anders M.
- 139-163 Mispricing firm-level productivity
by Ang, Tze Chuan ‘Chewie’ & Lam, F.Y. Eric C. & Wei, K.C. John
- 164-180 Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
by Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert
- 181-206 Stock market illiquidity, bargaining power and the cost of borrowing
by Chen, Jiayuan & Gong, Di & Muckley, Cal
- 207-225 Testing for explosive bubbles in the presence of autocorrelated innovations
by Pedersen, Thomas Quistgaard & Schütte, Erik Christian Montes
- 226-246 Date-stamping multiple bubble regimes
by Harvey, David I. & Leybourne, Stephen J. & Whitehouse, Emily J.
- 247-274 The information content of the term structure of risk-neutral skewness
by Borochin, Paul & Chang, Hao & Wu, Yangru
- 275-292 The time-varying asymmetry of exchange rate returns: A stochastic volatility – stochastic skewness model
by Iseringhausen, Martin
- 293-315 Forced retirement risk and portfolio choice
by Chen, Guodong & Lee, Minjoon & Nam, Tong-yob
- 316-332 The beauty contest between systemic and systematic risk measures: Assessing the empirical performance
by Cipollini, Fabrizio & Giannozzi, Alessandro & Menchetti, Fiammetta & Roggi, Oliviero
- 333-355 Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach
by Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai
- 356-368 A comparison of non-Gaussian VaR estimation and portfolio construction techniques
by Allen, David & Lizieri, Colin & Satchell, Stephen
- 369-385 Time varying integration of European stock markets and monetary drivers
by Lee, Hyunchul & Kim, Heeho
- 386-411 Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy
by Francis, Bill B. & Hunter, Delroy M. & Kelly, Patrick J.
- 412-435 Conditional extreme risk, black swan hedging, and asset prices
by Rhee, S. Ghon & Wu, Feng (Harry)
- 436-452 Turning local: Home-bias dynamics of relocating foreigners
by Florentsen, Bjarne & Nielsson, Ulf & Raahauge, Peter & Rangvid, Jesper
2020, Volume 57, Issue C
- 1-15 Communication and financial supervision: How does disclosure affect market stability?
by Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea
- 16-32 Testing moving average trading strategies on ETFs
by Huang, Jing-Zhi & Huang, Zhijian (James)
- 33-51 When is a MAX not the MAX? How news resolves information uncertainty
by Tao, Ran & Brooks, Chris & Bell, Adrian R.
- 52-70 Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits
by Ji, Jingru & Wang, Donghua & Xu, Dinghai & Xu, Chi
- 71-88 Board independence and firm value: A quasi-natural experiment using Taiwanese data
by Fan, Yaoyao & Jiang, Yuxiang & Kao, Mao-Feng & Liu, Frank Hong
- 89-106 Biased information weight processing in stock markets
by Mohrschladt, Hannes & Langer, Thomas
- 107-124 Modeling CDS spreads: A comparison of some hybrid approaches
by Ballestra, Luca Vincenzo & Pacelli, Graziella & Radi, Davide
2020, Volume 56, Issue C
- 1-18 Value at risk, cross-sectional returns and the role of investor sentiment
by Bi, Jia & Zhu, Yifeng
- 19-41 National culture and housing credit
by Gaganis, Chrysovalantis & Hasan, Iftekhar & Pasiouras, Fotios
- 42-73 Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro
by Lindman, Sebastian & Tuvhag, Tom & Jayasekera, Ranadeva & Uddin, Gazi Salah & Troster, Victor
- 74-93 High-frequency trading and institutional trading costs
by Chen, Marie & Garriott, Corey
- 94-104 Is the presidential premium spurious?
by Sy, Oumar & Zaman, Ashraf Al
- 105-125 Issuer IPO underpricing and Directed Share Program (DSP)
by Chong, Beng Soon & Liu, Zhenbin
2020, Volume 55, Issue C
- 1-20 Factor state–space models for high-dimensional realized covariance matrices of asset returns
by Gribisch, Bastian & Hartkopf, Jan Patrick & Liesenfeld, Roman
- 21-42 Does political connection distort competition and encourage corporate risk taking? International evidence
by Otchere, Isaac & Senbet, Lemma W. & Zhu, Pengcheng
- 43-59 General managerial skills and corporate social responsibility
by Chen, Jie & Liu, Xicheng & Song, Wei & Zhou, Si
- 60-82 Do structural breaks in volatility cause spurious volatility transmission?
by Caporin, Massimiliano & Malik, Farooq
- 104-118 The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market
by Wan, Xiaoyuan
- 119-142 Do mega-mergers create value? The acquisition experience and mega-deal outcomes
by Hu, Nan & Li, Lu & Li, Hui & Wang, Xing
- 143-160 Global investigation on the country-level idiosyncratic volatility and its determinants
by Caglayan, Mustafa Onur & Xue, Wenjun & Zhang, Liwen
- 161-176 Are female top executives more risk-averse or more ethical? Evidence from corporate cash holdings policy
by Doan, Trang & Iskandar-Datta, Mai
- 177-199 The long-run reversal in the long run: Insights from two centuries of international equity returns
by Zaremba, Adam & Kizys, Renatas & Raza, Muhammad Wajid
- 200-217 Forecasting stock returns: A predictor-constrained approach
by Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong
- 218-240 Mutual fund selection for realistically short samples
by Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L.
2019, Volume 54, Issue C
- 1-21 Estimation and model-based combination of causality networks among large US banks and insurance companies
by Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto
- 22-38 Perceived information, short interest, and institutional demand
by Chung, Chune Young & DeVault, Luke & Wang, Kainan
- 39-57 Investor target prices
by Huang, Shiyang & Liu, Xin & Yin, Chengxi
- 58-76 Range-based DCC models for covariance and value-at-risk forecasting
by Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter
- 77-96 Information uncertainty and the pricing of liquidity
by Kang, Wenjin & Li, Nan & Zhang, Huiping
- 97-117 Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
by Zhang, Yaojie & Ma, Feng & Wang, Yudong
- 118-142 Balanced predictive regressions
by Ren, Yu & Tu, Yundong & Yi, Yanping
- 143-165 Asset pricing with extreme liquidity risk
by Wu, Ying
- 166-189 Asset pricing model uncertainty
by Borup, Daniel
- 190-212 What causes the asymmetric correlation in stock returns?
by Chung, Y. Peter & Hong, Hyun A. & Kim, S. Thomas
- 213-235 Limits to arbitrage and CDS–bond dynamics around the financial crisis
by Chalamandaris, George & Pagratis, Spyros
- 236-252 Daily expectations of returns index
by Gholampour, Vahid
2019, Volume 53, Issue C
- 1-14 Using extracted forward rate term structure information to forecast foreign exchange rates
by Kearney, Fearghal & Cummins, Mark & Murphy, Finbarr
- 15-32 U.S. municipal yields and unfunded state pension liabilities
by Lekniūtė, Zina & Beetsma, Roel & Ponds, Eduard
- 33-52 Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment
by De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas
- 53-69 Stock returns and real growth: A Bayesian nonparametric approach
by Yang, Qiao
- 70-90 Why female board representation matters: The role of female directors in reducing male CEO overconfidence
by Chen, Jie & Leung, Woon Sau & Song, Wei & Goergen, Marc
- 91-108 Cross-sectional return dispersion and currency momentum
by Eriksen, Jonas N.
- 109-125 Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?
by Nawn, Samarpan & Banerjee, Ashok
- 126-143 Fat-finger event and risk-taking behavior
by Jin, Miao & Liu, Yu-Jane & Meng, Juanjuan
- 144-161 Alpha momentum and alpha reversal in country and industry equity indexes
by Zaremba, Adam & Umutlu, Mehmet & Karathanasopoulos, Andreas
- 162-180 A multiple regime extension to the Heston–Nandi GARCH(1,1) model
by Díaz-Hernández, Adán & Constantinou, Nick
- 181-196 The bank-sovereign nexus: Evidence from a non-bailout episode
by Caporin, Massimiliano & Natvik, Gisle J. & Ravazzolo, Francesco & Santucci de Magistris, Paolo
- 197-221 The role of technical indicators in exchange rate forecasting
by Panopoulou, Ekaterini & Souropanis, Ioannis
- 222-237 Exponential smoothing of realized portfolio weights
by Golosnoy, Vasyl & Gribisch, Bastian & Seifert, Miriam Isabel
- 238-256 How do disposition effect and anchoring bias interact to impact momentum in stock returns?
by Hur, Jungshik & Singh, Vivek
- 257-271 Debt specialization and performance of European firms
by Giannetti, Caterina
- 272-290 Bond and option prices with permanent shocks
by Al-Zoubi, Haitham A.
- 291-309 Overconfidence, position size, and the link to performance
by Forman, John & Horton, Joanne
- 310-330 Horizontal industry relationships and return predictability
by Schlag, Christian & Zeng, Kailin
2019, Volume 52, Issue C
- 1-21 Jump risk premia across major international equity markets
by Arouri, Mohamed & M’saddek, Oussama & Pukthuanthong, Kuntara
- 22-39 Fundamental strength and short-term return reversal
by Zhu, Zhaobo & Sun, Licheng & Chen, Min
- 40-55 Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
by Ma, Feng & Liao, Yin & Zhang, Yaojie & Cao, Yang
- 56-75 Behavioral biases of informed traders: Evidence from insider trading on the 52-week high
by Lee, Eunju & Piqueira, Natalia
- 76-91 Decomposing mutual fund alpha into security selection and security weighting
by Stark, Jeffrey R.
- 92-111 Frictional diversification costs: Evidence from a panel of fund of hedge fund holdings
by Joenväärä, Juha & Scherer, Bernd
- 112-127 Dividend growth and return predictability: A long-run re-examination of conventional wisdom
by Verdickt, Gertjan & Annaert, Jan & Deloof, Marc
- 128-148 The Fisher puzzle, real rate anomaly, and Wicksell effect
by Anari, Ali & Kolari, James
- 149-177 Order price clustering, size clustering, and stock price movements: Evidence from the Taiwan Stock Exchange
by Lien, Donald & Hung, Pi-Hsia & Hung, I-Chun
- 178-200 Risk changes and external financing activities: Tests of the dynamic trade-off theory of capital structure
by Dierker, Martin & Lee, Inmoo & Seo, Sung Won
- 201-219 On the robustness of the principal volatility components
by Trucíos, Carlos & Hotta, Luiz K. & Valls Pereira, Pedro L.
- 220-236 Expected and realized returns in conditional asset pricing models: A new testing approach
by Antell, Jan & Vaihekoski, Mika
- 237-254 The role of analysts: An examination of the idiosyncratic volatility anomaly in the Chinese stock market
by Gu, Ming & Jiang, George J. & Xu, Bu
- 255-274 Are capital requirements on small business loans flawed?
by Bams, Dennis & Pisa, Magdalena & Wolff, Christian C.P.
2019, Volume 51, Issue C
- 1-16 Portfolio concentration and mutual fund performance
by Fulkerson, Jon A. & Riley, Timothy B.
- 17-27 Hierarchical GARCH
by Brownlees, Christian T.
- 28-43 Investor sentiment, SEO market timing, and stock price performance
by Chen, Yi-Wen & Chou, Robin K. & Lin, Chu-Bin
- 44-63 Why do institutions like corporate social responsibility investments? evidence from horizon heterogeneity
by Fu, Xudong & Tang, Tian & Yan, Xinyan
- 64-94 Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil
by Brandt, Michael W. & Gao, Lin
- 95-118 Consumption growth predictability and asset prices
by Roh, Tai-Yong & Lee, Changjun & Min, Byoung-Kyu
- 119-137 Financial literacy and household finances: A Bayesian two-part latent variable modeling approach
by Feng, Xiangnan & Lu, Bin & Song, Xinyuan & Ma, Shuang
- 138-148 Isolating the disaster risk premium with equity options
by Horvath, Jaroslav
- 149-164 Do institutional investors still encourage patent-based innovation after the tech bubble period?
by Chang, Hsiu-yun & Liang, Woan-lih & Wang, Yanzhi
2019, Volume 50, Issue C
- 1-19 Conditional tail-risk in cryptocurrency markets
by Borri, Nicola
- 20-42 Improved method for detecting acquirer fixed effects
by de Bodt, Eric & Cousin, Jean-Gabriel & Roll, Richard
- 43-56 Dispersion of beliefs, ambiguity, and the cross-section of stock returns
by Lee, Deok-Hyeon & Min, Byoung-Kyu & Kim, Tong Suk
- 57-77 The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market
by Liu, Clark & Wang, Shujing & Wei, K.C. John & Zhong, Ninghua
- 78-92 In search of the optimal number of fund subgroups
by Yan, Cheng & Cheng, Tingting
- 93-112 Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions
by Chen, Hung-Ling & Shiu, Cheng-Yi & Wei, Hui-Shan
- 113-124 Dynamic portfolio allocation with time-varying jump risk
by Zhou, Chunyang & Wu, Chongfeng & Wang, Yudong
- 125-146 Optimal granularity for portfolio choice
by Branger, Nicole & Lučivjanská, Katarína & Weissensteiner, Alex
2018, Volume 49, Issue C
- 1-18 Relief Rallies after FOMC Announcements as a Resolution of Uncertainty
by Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova
- 19-38 Smart beta, smart money
by Chen, Qinhua & Chi, Yeguang
- 39-56 The re-pricing of sovereign risks following the Global Financial Crisis
by Malliaropulos, Dimitris & Migiakis, Petros
- 57-80 Stock liquidity and corporate diversification: Evidence from China’s split share structure reform
by Gu, Lifeng & Wang, Yixin & Yao, Wentao & Zhang, Yilin
- 81-106 Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds
by Cai, Biqing & Cheng, Tingting & Yan, Cheng
- 107-122 CRIX an Index for cryptocurrencies
by Trimborn, Simon & Härdle, Wolfgang Karl
- 123-141 Time-varying volatility and the power law distribution of stock returns
by Warusawitharana, Missaka
- 142-156 Managerial overconfidence and the buyback anomaly
by Andreou, Panayiotis C. & Cooper, Ilan & de Olalla Lopez, Ignacio Garcia & Louca, Christodoulos
- 157-177 Forecasting the term structure of option implied volatility: The power of an adaptive method
by Chen, Ying & Han, Qian & Niu, Linlin
- 178-200 Trading places: Price leadership and the competition for order flow
by Ibikunle, Gbenga
- 201-222 Limited attention and M&A announcements
by Reyes, Tomas
- 223-246 CAPM, components of beta and the cross section of expected returns
by Cenesizoglu, Tolga & Reeves, Jonathan J.
- 247-262 Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment
by Breckenfelder, Johannes & Schwaab, Bernd
- 263-281 Seasonality in the cross section of stock returns: Advanced markets versus emerging markets
by Li, Fengyun & Zhang, Huacheng & Zheng, Dazhi
2018, Volume 48, Issue C
- 1-18 Portfolio optimisation under flexible dynamic dependence modelling
by Bernardi, Mauro & Catania, Leopoldo
- 19-35 Modelling market implied ratings using LASSO variable selection techniques
by Sermpinis, Georgios & Tsoukas, Serafeim & Zhang, Ping
- 36-57 Bid–ask spread estimator from high and low daily prices: Practical implementation for corporate bonds
by Nieto, Belén
- 58-80 Conditional co-skewness and safe-haven currencies: A regime switching approach
by Chan, Kalok & Yang, Jian & Zhou, Yinggang
- 81-98 Relative spread and price discovery
by Aldrich, Eric M. & Lee, Seung
- 99-122 Macroeconomic determinants of the term structure: Long-run and short-run dynamics
by Doshi, Hitesh & Jacobs, Kris & Liu, Rui
- 123-139 A labor news hedge portfolio and the cross-section of expected stock returns
by Stotz, Olaf
- 140-161 Macroeconomic uncertainty and the distant forward-rate slope
by Connolly, Robert & Dubofsky, David & Stivers, Chris
- 162-180 Multivariate models with long memory dependence in conditional correlation and volatility
by Dark, Jonathan
- 181-197 World output gap and global stock returns
by Atanasov, Victoria
- 198-220 lCARE - localizing conditional autoregressive expectiles
by Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl
- 221-235 The rise before the close: Underwriter trading around SEOs
by Foley, Sean & Kwan, Amy & Low, Siyuan Adrian & Svec, Jiri
- 236-254 Female board representation, corporate innovation and firm performance
by Chen, Jie & Leung, Woon Sau & Evans, Kevin P.
- 255-278 The role of firm investment in momentum and reversal
by Mortal, Sandra C. & Schill, Michael J.
- 279-289 Bayesian tests of global factor models
by Fletcher, Jonathan
- 290-306 Testing for leverage effects in the returns of US equities
by Chorro, Christophe & Guégan, Dominique & Ielpo, Florian & Lalaharison, Hanjarivo
- 307-320 Financial literacy and gender difference in loan performance
by Chen, Jia & Jiang, Jiajun & Liu, Yu-jane
- 321-340 Does meeting analysts’ forecasts matter in the private loan market?
by Chin, Chen-Lung & Chen, Mei-Hui & Yu, Po-Hsiang
- 341-356 S&P 500 inclusions and stock supply
by Schnitzler, Jan
- 357-373 ETF liquidation determinants
by Sherrill, D. Eli & Stark, Jeffrey R.
- 374-389 Simulating historical inflation-linked bond returns
by Swinkels, Laurens
2018, Volume 47, Issue C
- 1-24 A robust and powerful test of abnormal stock returns in long-horizon event studies
by Dutta, Anupam & Knif, Johan & Kolari, James W. & Pynnonen, Seppo
- 25-48 Prospect theory and corporate bond returns: An empirical study
by Zhong, Xiaoling & Wang, Junbo
- 49-64 Cash savings and capital markets
by McLean, R. David & Zhao, Mengxin
- 65-77 On the cyclicality of default rates of banks: A comparative study of the asset correlation and diversification effects
by Blümke, Oliver
- 78-89 Bank loan announcements and religious investors: Empirical evidence from Saudi Arabia
by Almansour, Abdullah & Ongena, Steven
- 90-104 Oil and the short-term predictability of stock return volatility
by Wang, Yudong & Wei, Yu & Wu, Chongfeng & Yin, Libo
- 105-119 Risk-based loan pricing consequences for credit unions
by Walke, Adam G. & Fullerton, Thomas M. & Tokle, Robert J.
- 120-138 Measuring long-term tail risk: Evaluating the performance of the square-root-of-time rule
by Wang, Jying-Nan & Du, Jiangze & Hsu, Yuan-Teng
- 139-161 Investor types and stock return volatility
by Che, Limei
- 162-189 Crash risk and risk neutral densities
by Chen, Ren-Raw & Hsieh, Pei-lin & Huang, Jeffrey
- 190-206 Portfolio construction and crowding
by Bruno, Salvatore & Chincarini, Ludwig B. & Ohara, Frank
- 207-228 The decomposition of jump risks in individual stock returns
by Xiao, Xiao & Zhou, Chen
- 229-245 The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”
by Egginton, Jared & Hur, Jungshik
- 246-262 A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses
by Krüger, Steffen & Oehme, Toni & Rösch, Daniel & Scheule, Harald
2018, Volume 46, Issue C
- 1-10 Investment and profitability versus value and momentum: The price of residual risk
by Li, Yuming
- 11-33 “On the (Ab)use of Omega?”
by Caporin, Massimiliano & Costola, Michele & Jannin, Gregory & Maillet, Bertrand
- 34-55 Behavioral biases in the corporate bond market
by Wei, Jason
- 56-76 The disciplinary effects of short sales on controlling shareholders
by Chen, Shenglan & Lin, Bingxuan & Lu, Rui & Ma, Hui
- 77-92 Market integration and financial linkages among stock markets in Pacific Basin countries
by Chevallier, Julien & Nguyen, Duc Khuong & Siverskog, Jonathan & Uddin, Gazi Salah
- 93-110 Opting out of good governance
by Foley, C. Fritz & Goldsmith-Pinkham, Paul & Greenstein, Jonathan & Zwick, Eric
- 111-129 Forecasting global stock market implied volatility indices
by Degiannakis, Stavros & Filis, George & Hassani, Hossein
- 130-145 Market timing over the business cycle
by Sander, Magnus
- 146-162 Default prediction models: The role of forward-looking measures of returns and volatility
by Miao, Hong & Ramchander, Sanjay & Ryan, Patricia & Wang, Tianyang
- 163-181 Empirical analysis of the international public covered bond market
by Gürtler, Marc & Neelmeier, Philipp
- 182-190 The “Cubic Law of the Stock Returns” in emerging markets
by Gu, Zhiye & Ibragimov, Rustam
- 191-209 The number of bank relationships and borrowing costs: The role of information asymmetries
by Bonfim, Diana & Dai, Qinglei & Franco, Francesco
2018, Volume 45, Issue C
- 1-25 Friendly boards and innovation
by Kang, Jun-Koo & Liu, Wei-Lin & Low, Angie & Zhang, Le
- 26-44 Macroeconomic determinants of stock market betas
by González, Mariano & Nave, Juan & Rubio, Gonzalo
- 45-58 Industry specific defaults
by Kwon, Tae Yeon & Lee, Yoonjung
- 59-67 Asymmetric attention and volatility asymmetry
by Dzieliński, Michał & Rieger, Marc Oliver & Talpsepp, Tõnn
- 68-83 Volatility in equity markets and monetary policy rate uncertainty
by Kaminska, Iryna & Roberts-Sklar, Matt
- 84-107 Information uncertainty and target valuation in mergers and acquisitions
by Li, Lin & Tong, Wilson H.S.
- 108-125 The valuation effects of investor attention in stock-financed acquisitions
by Adra, Samer & Barbopoulos, Leonidas G.
- 126-140 Equity premium predictions with many predictors: A risk-based explanation of the size and value factors
by Stivers, Adam
- 141-156 Momentum of return predictability
by Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi
- 157-180 Operations in offshore financial centers and loan syndicate structure
by Ge, Wenxia & Kim, Jeong-Bon & Li, Tiemei & Li, Yutao
- 181-193 Hindsight effect: What are the actual cash flow timing skills of mutual fund investors?
by Muñoz, Fernando & Vicente, Ruth
- 194-211 CEO dividend protection
by Zhang, Dan
- 212-227 New evidence on asymmetric return–volume dependence and extreme movements
by Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao
- 228-242 Forecasting stock market returns by summing the frequency-decomposed parts
by Faria, Gonçalo & Verona, Fabio
- 243-268 A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors
by Tu, Anthony H. & Chen, Cathy Yi-Hsuan
- 269-282 Maximal predictability under long-term mean reversion
by Hjalmarsson, Erik
- 283-299 Residual momentum in Japan
by Chang, Rosita P. & Ko, Kuan-Cheng & Nakano, Shinji & Ghon Rhee, S.
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