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Content
2018, Volume 60, Issue C
- 1-16 Does derivatives use reduce the cost of equity?
by Ahmed, Shamim & Judge, Amrit & Mahmud, Syed Ehsan
- 17-29 Target country's leadership style and bidders' takeover decisions
by Rouine, Ibtissem
- 30-37 Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices
by He, Zhen & O'Connor, Fergal & Thijssen, Jacco
- 38-52 How does banking market power affect bank opacity? Evidence from analysts' forecasts
by Fosu, Samuel & Danso, Albert & Agyei-Boapeah, Henry & Ntim, Collins G. & Murinde, Victor
- 53-68 Dividend guidance to manage analyst dividend expectations
by Bilinski, Pawel & Lyssimachou, Danielle
- 69-86 New bid-ask spread estimators from daily high and low prices
by Li, Zhiyong & Lambe, Brendan & Adegbite, Emmanuel
- 87-97 Asset sales and subsequent acquisitions
by Nguyen, Giang & Vu, Le
- 98-114 Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?
by Yi, Shuyue & Xu, Zishuang & Wang, Gang-Jin
- 115-126 Time varying volatility indices and their determinants: Evidence from developed and emerging stock markets
by Prasad, Nalin & Grant, Andrew & Kim, Suk-Joong
- 127-137 The impact of stringent insider trading laws and institutional quality on cost of capital
by Kwabi, Frank O. & Boateng, Agyenim & Adegbite, Emmanuel
- 138-150 NYSE closure and global equity trading: The case of cross-listed stocks
by Dodd, Olga & Frijns, Bart
- 151-161 Implied volatility indices: A review and extension in the Turkish case
by Sensoy, Ahmet & Omole, John
- 162-176 Cash holdings and CEO risk incentive compensation: Effect of CEO risk aversion
by Feng, Harry & Rao, Ramesh P.
- 177-196 Momentum and reversal strategies in Chinese commodity futures markets
by Yang, Yurun & Göncü, Ahmet & Pantelous, Athanasios A.
- 197-212 Motivated monitoring: The importance of the institutional investment horizon
by Yin, Chao & Ward, Charles & Tsolacos, Sotiris
- 213-225 Playing with your future: Who gambles in defined-contribution pension plans?
by Clark, Gordon L. & Fiaschetti, Maurizio & Tufano, Peter & Viehs, Michael
2018, Volume 59, Issue C
- 1-18 Mineral commodity consumption and intensity of use re-assessed
by Fernandez, Viviana
- 19-34 Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
by Yang, Lu & Yang, Lei & Hamori, Shigeyuki
- 35-46 Financial stability, competitiveness and banks' innovation capacity: Evidence from the Global Financial Crisis
by Degl'Innocenti, Marta & Grant, Kevin & Šević, Aleksandar & Tzeremes, Nickolaos G.
- 47-57 Do European banks manipulate risk weights?
by Barucci, Emilio & Milani, Carlo
- 58-76 Business failure, efficiency, and volatility: Evidence from the European insurance industry
by Eling, Martin & Jia, Ruo
- 77-93 Contingent convertible bonds with the default risk premium
by Jang, Hyun Jin & Na, Young Hoon & Zheng, Harry
- 94-104 The January sentiment effect in the U.S. stock market
by Chen, Zhongdong & Daves, Phillip R.
- 105-116 Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance
by Klein, Tony & Pham Thu, Hien & Walther, Thomas
- 117-133 Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets
by Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin
- 134-146 On the study of conditional dependence structure between oil, gold and USD exchange rates
by Bedoui, Rihab & Braeik, Sana & Goutte, Stéphane & Guesmi, Khaled
- 147-162 Customer financing, bargaining power and trade credit uptake
by Mateut, Simona & Chevapatrakul, Thanaset
- 163-178 Banks' funding structure and earnings quality
by Jin, Justin Yiqiang & Kanagaretnam, Kiridaran & Liu, Yi
- 179-211 Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis
by Labidi, Chiaz & Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Bekiros, Stelios
- 212-222 Using multiple correspondence analysis for finance: A tool for assessing financial inclusion
by Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B.
- 223-233 Financial reporting standards' change and the efficiency measures of EU banks
by Dimitras, Augustinos I. & Gaganis, Chrysovalantis & Pasiouras, Fotios
- 234-254 Do aggregate analyst recommendations predict market returns in international markets?
by Marks, Joseph & Yezegel, Ari
- 255-275 Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies
by Bermpei, Theodora & Kalyvas, Antonios & Nguyen, Thanh Cong
- 276-289 Polytomous response financial distress models: The role of accounting, market and macroeconomic variables
by Hernandez Tinoco, Mario & Holmes, Phil & Wilson, Nick
- 290-303 Investor sentiment: Does it augment the performance of asset pricing models?
by Bathia, Deven & Bredin, Don
2018, Volume 58, Issue C
- 1-7 The effects of uncertainty measures on the price of gold
by Bilgin, Mehmet Huseyin & Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin
- 8-23 Are mutual fund investors paying for noise?
by Casavecchia, Lorenzo & Hulley, Hardy
- 24-37 Examination of real and accrual earnings management: A cross-country analysis of legal origin under IFRS
by Oz, Ibrahim Onur & Yelkenci, Tezer
- 38-51 Long memory in financial markets: A heterogeneous agent model perspective
by Zheng, Min & Liu, Ruipeng & Li, Youwei
- 52-68 Sentiment-based momentum strategy
by Kim, Byungoh & Suh, Sangwon
- 69-90 Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis
by Balafas, Nikolaos & Florackis, Chris & Kostakis, Alexandros
- 91-103 Do ETFs lead the price moves? Evidence from the major US markets
by Buckle, Mike & Chen, Jing & Guo, Qian & Tong, Chen
- 104-116 Does tax avoidance behavior affect bank loan contracts for Chinese listed firms?
by Beladi, Hamid & Chao, Chi Chur & Hu, May
- 117-131 The impact of festivities on gold price expectation and volatility
by Schmidbauer, Harald & Rösch, Angi
- 132-152 “Firm size matters: Industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend”
by Brawn, Derek A. & Šević, Aleksandar
- 153-165 The contagion effect in European sovereign debt markets: A regime-switching vine copula approach
by BenSaïda, Ahmed
- 166-178 Institutional development and foreign banks in Chile
by Du, Brian & Serrano, Alejandro & Vianna, Andre
- 179-194 The wealth effects of public-to-private LBOs: Evidence from Europe
by Dasilas, Apostolos & Grose, Chris
- 195-210 Dynamic trading volume and stock return relation: Does it hold out of sample?
by Wang, Zijun & Qian, Yan & Wang, Shiwen
- 211-224 The profitability of trading NOA and accruals: One effect or two?
by Gray, Philip & Liao, Iris Siyu & Strydom, Maria
- 225-234 Asset liquidity and firm innovation
by Pham, Ly Thi Minh & Vo, Lai Van & Le, Huong Thi Thu & Le, Danh Vinh
- 235-246 Empirical investigation of co-authorship in the field of finance: A network perspective
by Samitas, Aristeidis & Kampouris, Elias
- 247-259 The influence of terrorism risk on stock market integration: Evidence from eight OECD countries
by Narayan, S. & Le, T.-H. & Sriananthakumar, S.
- 260-270 Déjà vol oil? Predicting S&P 500 equity premium using crude oil price volatility: Evidence from old and recent time-series data
by Nonejad, Nima
- 271-287 Rumor rationales: The impact of message justification on article credibility
by Betton, Sandra & Davis, Frederick & Walker, Thomas
2018, Volume 57, Issue C
- 1-12 Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities
by Ji, Qiang & Bouri, Elie & Roubaud, David
- 13-22 The performance of precious-metal mutual funds: Does uncertainty matter?
by Otero, Luis A. & Reboredo, Juan C.
- 23-39 Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle
by Hessou, Helyoth & Lai, Van Son
- 40-56 Forecasting multiple-term structures from interbank rates
by Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro
- 57-64 Does social network sentiment influence the relationship between the S&P 500 and gold returns?
by Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Pérez-Pico, Ada María & Ribeiro-Navarrete, Belén
- 65-76 Managerial ability and corporate investment opportunity
by Lee, Chien-Chiang & Wang, Chih-Wei & Chiu, Wan-Chien & Tien, Te-Sheng
- 77-89 Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization?
by Ly, Kim Cuong & Shimizu, Katsutoshi
- 90-105 The impact of aggregate uncertainty on herding in analysts' stock recommendations
by Lin, Mei-Chen
- 106-121 Zero-revenue IPOs
by Signori, Andrea
- 122-133 An analysis of time-varying commodity market price discovery
by Narayan, Paresh Kumar & Sharma, Susan Sunila
- 134-147 Capital market consequences of cultural influences on earnings: The case of cross-listed firms in the U.S. stock market
by Wijayana, Singgih & Gray, Sidney J.
- 148-156 What do we know about oil prices and stock returns?
by Smyth, Russell & Narayan, Paresh Kumar
- 157-166 Top-tier financial advisors, expropriation and Chinese mergers & acquisitions
by Bi, XiaoGang & Wang, Danni
- 167-183 The 52-week high, momentum, and investor sentiment
by Hao, Ying & Chou, Robin K. & Ko, Kuan-Cheng & Yang, Nien-Tzu
- 184-206 Risk perception in financial markets: On the flip side
by Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah
- 207-220 Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks
by Hu, Zhijun & Kutan, Ali M. & Sun, Ping-Wen
- 221-230 Asymmetric semi-volatility spillover effects in EMU stock markets
by Caloia, Francesco Giuseppe & Cipollini, Andrea & Muzzioli, Silvia
- 231-245 When does the tone of earnings press releases matter?
by Boudt, Kris & Thewissen, James & Torsin, Wouter
- 246-256 Modelling time varying volatility spillovers and conditional correlations across commodity metal futures
by Karanasos, Menelaos & Menla Ali, Faek & Margaronis, Zannis & Nath, Rajat
2018, Volume 56, Issue C
- 1-11 A conditional regime switching CAPM
by Vendrame, Vasco & Guermat, Cherif & Tucker, Jon
- 12-18 Liquidity skewness in the London Stock Exchange
by Hsieh, Tsung-Han & Li, Youwei & McKillop, Donal G. & Wu, Yuliang
- 19-31 Founders and board structure: Evidence from UK IPO firms
by Wu, Chloe Yu-Hsuan & Hsu, Hwa-Hsien
- 32-51 Stock market liquidity and trading activity: Is China different?
by Ma, Rui & Anderson, Hamish D. & Marshall, Ben R.
- 52-72 Why are older investors less willing to take financial risks?
by Brooks, Chris & Sangiorgi, Ivan & Hillenbrand, Carola & Money, Kevin
- 73-84 Institutional ownership and the choice of equity issue method
by Karpavičius, Sigitas & Suchard, Jo-Ann
- 85-92 Stock return expectations in the credit market
by Byström, Hans
- 93-111 Bank dividends, agency costs and shareholder and creditor rights
by Lepetit, L. & Meslier, C. & Strobel, F. & Wardhana, L.
- 112-126 Dividend premium: Are dividend-paying stocks worth more?
by Karpavičius, Sigitas & Yu, Fan
- 127-135 Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500
by Pae, Yuntaek & Bae, Sung C. & Lee, Namhoon
- 136-152 The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares
by Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza
- 153-166 Stock prices and geographic proximity of information: Evidence from the Ebola outbreak
by Ichev, Riste & Marinč, Matej
- 167-180 Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks
by Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min
- 181-192 Paper profits or real money? Trading costs and stock market anomalies in country ETFs
by Zaremba, Adam & Andreu, Laura
- 193-207 The impact of the banking sector on economic structure and growth
by Tongurai, Jittima & Vithessonthi, Chaiporn
- 208-220 Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach
by Xu, Yongdeng & Taylor, Nick & Lu, Wenna
- 221-237 Hedge fund performance attribution under various market conditions
by Stafylas, Dimitrios & Anderson, Keith & Uddin, Moshfique
- 238-252 Cash holdings and earnings quality: evidence from the Main and Alternative UK markets
by Farinha, Jorge & Mateus, Cesario & Soares, Nuno
- 253-263 Does internationalisation increase exchange rate exposure? -Evidence from Chinese financial firms
by Cuestas, Juan Carlos & Huang, Ying Sophie & Tang, Bo
- 264-280 Return dispersion risk in FX and global equity markets: Does it explain currency momentum?
by Grobys, Klaus & Heinonen, Jari-Pekka & Kolari, James
- 281-291 Between a rock and a hard place: New evidence on the relationship between ownership and voluntary disclosure
by Jankensgård, Håkan
- 292-302 Test of recent advances in extracting information from option prices
by Healy, J.V. & Gregoriou, A. & Hudson, R.
2018, Volume 55, Issue C
- 1-22 The reputational effects of analysts' stock recommendations and credit ratings: Evidence from operational risk announcements in the financial industry
by Barakat, Ahmed & Ashby, Simon & Fenn, Paul
- 23-34 An empirical examination of the diversification benefits of U.K. international equity closed-end funds
by Fletcher, Jonathan
- 35-49 Future directions in international financial integration research - A crowdsourced perspective
by Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana & Goodell, John W. & Helbing, Pia & Ichev, Riste & Kearney, Fearghal & Laing, Elaine & Larkin, Charles J. & Lindblad, Annika & Lončarski, Igor & Ly, Kim Cuong & Marinč, Matej & McGee, Richard J. & McGroarty, Frank & Neville, Conor & O’Hagan-Luff, Martha & Piljak, Vanja & Sevic, Aleksandar & Sheng, Xin & Stafylas, Dimitrios & Urquhart, Andrew & Versteeg, Roald & Vu, Anh N. & Wolfe, Simon & Yarovaya, Larisa & Zaghini, Andrea
- 50-59 Who exacerbates the extreme swings in the Chinese stock market?
by Tian, Shu & Wu, Eliza & Wu, Qiongbing
- 60-79 Age diversity, directors' personal values, and bank performance
by Talavera, Oleksandr & Yin, Shuxing & Zhang, Mao
- 80-92 Finance and sustainability: From ideology to utopia
by Lagoarde-Segot, Thomas & Paranque, Bernard
- 93-110 A top-down approach to identifying bull and bear market states
by Hanna, Alan J.
- 111-127 A comparison of static and dynamic portfolio policies
by Wang, Jianshen & Taylor, Nick
- 128-139 Capital structure volatility in Europe
by Campbell, Gareth & Rogers, Meeghan
- 140-155 Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates
by Bekiros, Stelios & Avdoulas, Christos & Hassapis, Christis
- 156-169 Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets
by Chau, Frankie & Han, Chulwoo & Shi, Shimeng
- 170-183 Audit committee financial expertise, gender, and earnings management: Does gender of the financial expert matter?
by Zalata, Alaa Mansour & Tauringana, Venancio & Tingbani, Ishmael
- 184-195 What determines debt structure in emerging markets: Transaction costs or public monitoring?
by Goodell, John W. & Goyal, Abhinav
- 196-208 Prediction of company failure: Past, present and promising directions for the future
by Jayasekera, Ranadeva
- 209-225 New evidence on sovereign to corporate credit rating spill-overs
by Hill, Paula & Bissoondoyal-Bheenick, Emawtee & Faff, Robert
- 226-240 The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence
by Benbouzid, Nadia & Leonida, Leone & Mallick, Sushanta K.
2017, Volume 54, Issue C
- 1-22 Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks
by Lee, Eun-Joo
- 23-38 Bank market power, asset liquidity and funding liquidity: International evidence
by Nguyen, My & Perera, Shrimal & Skully, Michael
- 39-53 On the optimality of bank competition policy
by Samantas, Ioannis G.
- 54-62 Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange
by Kariofyllas, Spyridon & Philippas, Dionisis & Siriopoulos, Costas
- 63-75 Bad company. The indirect effect of differences in corporate governance in the pension plan industry
by Abinzano, I. & Muga, L. & Santamaria, R.
- 76-86 The determinants of portfolio investment in offshore financial centers
by Foad, Hisham & Lundberg, Clark
- 87-94 US political corruption: Identifying the channels of bribes for firms' financial policies
by Apergis, Emmanuel & Apergis, Nicholas
- 97-113 International stock return predictability: Evidence from new statistical tests
by Charles, Amélie & Darné, Olivier & Kim, Jae H.
- 114-129 Informed trading and the price impact of block trades: A high frequency trading analysis
by Sun, Yuxin & Ibikunle, Gbenga
- 130-143 Effect of rollover risk on default risk: Evidence from bank financing
by Wang, Chih-Wei & Chiu, Wan-Chien & Peña, Juan Ignacio
- 144-158 Who acquires whom among stand-alone commercial banks and bank holding company affiliates?
by Ly, Kim Cuong & Liu, Hong & Opong, Kwaku
- 159-175 A new weighting-scheme for equity indexes
by Aboura, Sofiane & Chevallier, Julien
- 176-191 Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets
by Park, Jin Suk & Shi, Yukun
2017, Volume 53, Issue C
- 1-11 Director compensation incentives and acquisition performance
by Lahlou, Ismail & Navatte, Patrick
- 12-24 Assessing the impact of an EU financial transactions tax on asset volatility: An event study
by Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P.
- 25-36 Intraday herding on a cross-border exchange
by Andrikopoulos, Panagiotis & Kallinterakis, Vasileios & Leite Ferreira, Mario Pedro & Verousis, Thanos
- 37-47 The finance of innovation in Latin America
by Fernandez, Viviana
- 48-65 Has the uniformity of banking regulation within the European Union restricted rather than encouraged sectoral development?
by Corbet, Shaen & Larkin, Charles
- 66-79 Biases in international portfolio allocation and investor protection standards
by Kwabi, Frank O. & Thapa, Chandra & Paudyal, Krishna & Adegbite, Emmanuel
- 80-93 Parameter estimation risk in asset pricing and risk management: A Bayesian approach
by Tunaru, Radu & Zheng, Teng
- 94-111 Asymmetry in spillover effects: Evidence for international stock index futures markets
by Yarovaya, Larisa & Brzeszczyński, Janusz & Lau, Chi Keung Marco
2017, Volume 52, Issue C
- 1-8 Persistence and cycles in the us federal funds rate
by Caporale, Guglielmo Maria & Gil-Alana, Luis A.
- 9-26 Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis
by Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum
- 27-37 Convex risk measures based on generalized lower deviation and their applications
by Fu, Tianwen & Zhuang, Xinkai & Hui, Yongchang & Liu, Jia
- 38-48 Why do CEOs agree to the discipline of dividends?
by Smith, Deborah Drummond & Pennathur, Anita K. & Marciniak, Marek R.
- 49-61 Equity premium estimates from economic fundamentals under structural breaks
by Smith, Simon C.
- 62-76 Do institutional investors reinforce or reduce agency problems? Earnings management and the post-IPO performance
by Lo, Huai-Chun & Wu, Ruei-Shian & Kweh, Qian Long
- 77-87 Are investors consistent in their trading strategies? An examination of individual investor-level data
by Duxbury, Darren & Yao, Songyao
- 88-93 Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam
by Vo, Xuan Vinh
- 94-103 Stock returns and investors' mood: Good day sunshine or spurious correlation?
by Kim, Jae H.
- 104-118 Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest
by Magkonis, Georgios & Tsouknidis, Dimitris A.
- 119-129 Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models
by Tunaru, Diana
- 130-143 Exchange rate volatility response to macroeconomic news during the global financial crisis
by Ben Omrane, Walid & Savaşer, Tanseli
- 144-151 Pricing commodity futures options in the Schwartz multi factor model with stochastic volatility: An asymptotic method
by Chen, Jilong & Ewald, Christian-Oliver
- 152-159 The performance of long-serving fund managers
by Clare, Andrew
- 160-171 Under-or-overreaction: Market responses to announcements of earnings surprises
by Alwathnani, Abdulaziz M. & Dubofsky, David A. & Al-Zoubi, Haitham A.
- 172-189 The impact of religious practice on stock returns and volatility
by Al-Khazali, Osamah & Bouri, Elie & Roubaud, David & Zoubi, Taisier
- 190-202 Agency hazard, managerial incentives, and the wealth effects of joint venture investments
by Lai, Jung-Ho & Chen, Li-Yu & Chen, Carl R.
- 203-212 Wealth transfer, signaling and leverage in M&A
by Murray, Benjamin & Svec, Jiri & Wright, Danika
- 213-227 Hedonic evaluation of the SRI label of mutual funds using matching methodology
by Bilbao-Terol, Amelia & Álvarez-Otero, Susana & Bilbao-Terol, Celia & Cañal-Fernández, Verónica
- 228-239 Effects of changes in stock index compositions: A literature survey
by Afego, Pyemo N.
- 240-251 Normative portfolio theory
by Fu, Yufen & Blazenko, George W.
- 252-259 Financial structure and economic development: Evidence on the view of ‘new structuralism’
by Demir, Ayse U. & Hall, Stephen G.
- 260-280 Main driving factors of the interest rate-stock market Granger causality
by Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Hammoudeh, Shawkat M.
- 281-291 The effect of quantitative easing on the variance and covariance of the UK and US equity markets
by Shogbuyi, Abiodun & Steeley, James M.
- 292-308 The financial economics of white precious metals — A survey
by Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa
- 309-315 Predicting white metal prices by a commodity sensitive exchange rate
by Ciner, Cetin
- 316-332 Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity
by Lau, Marco Chi Keung & Vigne, Samuel A. & Wang, Shixuan & Yarovaya, Larisa
- 333-347 Some facts on the platinum-group elements
by Fernandez, Viviana
2017, Volume 51, Issue C
- 1-15 Fundamental indexation revisited: New evidence on alpha
by Balatti, Mirco & Brooks, Chris & Kappou, Konstantina
- 16-24 Strategic growth option, uncertainty, and R&D investment
by Vo, Lai Van & Le, Huong Thi Thu
- 25-53 Does mispricing, liquidity or third-party certification contribute to IPO downside risk?
by Reber, Beat
- 54-68 Foreign portfolio equity holdings and capital gains taxation
by Mishra, Anil V. & Anwar, Sajid
- 69-81 Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach
by Evgenidis, Anastasios & Tsagkanos, Athanasios
- 82-101 Does ETF trading affect the efficiency of the underlying index?
by Xu, Liao & Yin, Xiangkang
- 102-112 In good times and in bad: Bank capital ratios and lending rates
by Osborne, Matthew & Fuertes, Ana-Maria & Milne, Alistair
- 113-123 Financialization: Towards a new research agenda
by Lagoarde-Segot, Thomas
2017, Volume 50, Issue C
- 1-26 Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George
- 27-43 Board involvement in the M&A negotiation process
by Demirtaş, Gül
- 44-51 Portfolio performance across genders and generations: The role of financial innovation
by Davydov, Denis & Florestedt, Otto & Peltomäki, Jarkko & Schön, Marcus
- 52-66 Predictability and diversification benefits of investing in commodity and currency futures
by Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio
- 67-80 Financial distress prediction: The case of French small and medium-sized firms
by Mselmi, Nada & Lahiani, Amine & Hamza, Taher
- 81-100 Gender-diverse board and the relevance of voluntary CSR reporting
by Nekhili, Mehdi & Nagati, Haithem & Chtioui, Tawhid & Nekhili, Ali
- 101-110 Board structure and corporate risk taking in the UK financial sector
by Akbar, Saeed & Kharabsheh, Buthiena & Poletti-Hughes, Jannine & Shah, Syed Zulfiqar Ali
- 111-128 The ‘competition–stability/fragility’ nexus: A comparative analysis of Islamic and conventional banks
by Kabir, Md. Nurul & Worthington, Andrew C.
- 129-142 Monetary policy, bank lending and corporate investment
by Vithessonthi, Chaiporn & Schwaninger, Markus & Müller, Matthias O.
- 143-150 Quantitative wave model of macro-finance
by Olkhov, Victor
- 151-163 Bank systemic risk and corporate investment: Evidence from the US
by Adachi-Sato, Meg & Vithessonthi, Chaiporn
- 164-175 Firm life cycle and idiosyncratic volatility
by Hasan, Mostafa Monzur & Habib, Ahsan
2017, Volume 49, Issue C
- 1-11 Effects of common factors on stock correlation networks and portfolio diversification
by Eom, Cheoljun & Park, Jong Won
- 12-23 Controlling shareholders and market timing: Evidence from cross-listing events
by Esqueda, Omar A.
- 24-34 Oral intervention in China: Efficacy of Chinese exchange rate communications
by Zhang, Zhichao & Li, He & Zhang, Chuanjie
- 35-47 Information content of analyst recommendations in the banking industry
by Premti, Arjan & Garcia-Feijoo, Luis & Madura, Jeff
- 48-58 The price of shelter - Downside risk reduction with precious metals
by Bredin, Don & Conlon, Thomas & Potì, Valerio
- 59-68 A tale of fragmentation: Corporate funding in the euro-area bond market
by Zaghini, Andrea
- 69-82 Limited attention by lenders and small business debt financing: Advertising as attention grabber
by Ding, Shujun & Jia, Chunxin & Wu, Zhenyu & Yuan, Wenlong
- 83-97 The relationship between pension funds and the stock market: Does the aging population of Europe affect it?
by Alda, Mercedes
- 98-112 Board diversity and financial fragility: Evidence from European banks
by Farag, Hisham & Mallin, Chris
- 113-127 FX technical trading rules can be profitable sometimes!
by Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry
- 128-137 Underwriters' allocation with and without discretionary power: Evidence from the Hong Kong IPO market
by Mazouz, Khelifa & Mohamed, Abdulkadir & Saadouni, Brahim & Yin, Shuxing
- 138-145 Variables in dollar terms versus in rate terms: The case of market feedback on merger negotiations
by Chou, Hsin-I & Li, Baibing & Yin, Xiangkang & Zhao, Jing
- 146-154 The effect of data breach announcements beyond the stock price: Empirical evidence on market activity
by Rosati, Pierangelo & Cummins, Mark & Deeney, Peter & Gogolin, Fabian & van der Werff, Lisa & Lynn, Theo
- 155-165 Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries
by Bouri, Elie & de Boyrie, Maria E. & Pavlova, Ivelina
- 166-175 Modeling the dynamics of institutional, foreign, and individual investors through price consensus
by Kwon, Do-Gyun & Kim, Jang Ho & Lee, Yongjae & Kim, Woo Chang
- 176-190 Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data
by Degiannakis, Stavros & Potamia, Artemis
2016, Volume 48, Issue C
Printed from https://ideas.repec.org/s/eee/finana.html