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Content
2020, Volume 67, Issue C
- v:67:y:2020:i:c:s1057521919302522 Do productive firms get external finance? Evidence from Chinese listed manufacturing firms
by Chen, Minjia & Matousek, Roman
- v:67:y:2020:i:c:s1057521919300389 Media coverage and stock price synchronicity
by Dang, Tung Lam & Dang, Man & Hoang, Luong & Nguyen, Lily & Phan, Hoang Long
- v:67:y:2020:i:c:s1057521919304016 Stock market integration in East and Southeast Asia: The role of global factors
by Wu, Fei
- v:67:y:2020:i:c:s1057521918308068 Sovereign wealth funds: Past, present and future
by Bahoo, Salman & Alon, Ilan & Paltrinieri, Andrea
- v:67:y:2020:i:c:s1057521919303126 Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China
by Xia, Tongshui & Yao, Chen-Xi & Geng, Jiang-Bo
- v:67:y:2020:i:c:s1057521918307890 The role of hormones in financial markets
by Bose, Subir & Ladley, Daniel & Li, Xin
- v:67:y:2020:i:c:s1057521919303254 Liquidity creation and funding ability during the interbank lending crunch
by Beladi, Hamid & Hu, May & Park, Jason & How, Janice
- v:67:y:2020:i:c:s1057521919304818 Social media effect, investor recognition and the cross-section of stock returns
by Meng, Xiangtong & Zhang, Wei & Li, Youwei & Cao, Xing & Feng, Xu
- v:67:y:2020:i:c:s1057521919302200 Three-level network analysis of the North American natural gas price: A multiscale perspective
by Liu, Shuyu & Huang, Shupei & Chi, Yuxi & Feng, Sida & Li, Yang & Sun, Qingru
- v:67:y:2020:i:c:s1057521919303187 Asymmetric implied market volatility and terrorist attacks
by Bevilacqua, Mattia & Morelli, David & Uzan, Paola Sultana Renée
- v:67:y:2020:i:c:s1057521919301802 Hedge fund strategies: A non-parametric analysis
by Canepa, Alessandra & de la O. González, María & Skinner, Frank S.
- v:67:y:2020:i:c:s1057521918306641 Are hedge funds active market liquidity timers?
by Li, Chenlu & Li, Baibing & Tee, Kai-Hong
- v:67:y:2020:i:c:s1057521918307579 Credit risk and the business cycle: What do we know?
by Chortareas, Georgios & Magkonis, Georgios & Zekente, Kalliopi-Maria
- v:67:y:2020:i:c:s1057521918307919 Financing decisions: The case of convertible bonds
by Del Viva, Luca & El Hefnawy, Menatalla
- v:67:y:2020:i:c:s1057521918307774 Optimal asset allocation using a combination of implied and historical information
by Cheang, Chi Wan & Olmo, Jose & Ma, Tiejun & Sung, Ming-Chien & McGroarty, Frank
- v:67:y:2020:i:c:s1057521919303734 Management compensation contracts and distribution policies in the US technology sector
by Grey, Colette & Flynn, Antoinette & Donnelly, Ray
- v:67:y:2020:i:c:s1057521919300584 Who influences the fundamental value of commodity futures in Japan?
by Iwatsubo, Kentaro & Watkins, Clinton
- v:67:y:2020:i:c:s105752191930273x Sensitivity to sentiment: News vs social media
by Gan, Baoqing & Alexeev, Vitali & Bird, Ron & Yeung, Danny
- v:67:y:2020:i:c:s105752191930540x Investors' time preferences and takeover performance
by Breuer, Wolfgang & Ghufran, Bushra & Salzmann, Astrid Juliane
2019, Volume 66, Issue C
- v:66:y:2019:i:c:s1057521919300742 Analyst tipping: Evidence on Finnish stocks
by Mao, Ruiqi & Segara, Reuben & Westerholm, Joakim
- v:66:y:2019:i:c:s1057521919301644 Innovation and SME finance: Evidence from developing countries
by Wellalage, Nirosha Hewa & Fernandez, Viviana
- v:66:y:2019:i:c:s1057521918306677 Optimism, volatility and decision-making in stock markets
by Rocciolo, Francesco & Gheno, Andrea & Brooks, Chris
- v:66:y:2019:i:c:s1057521919300869 Analysis of financial distress cross countries: Using macroeconomic, industrial indicators and accounting data
by Khoja, Layla & Chipulu, Maxwell & Jayasekera, Ranadeva
- v:66:y:2019:i:c:s1057521918307828 Direct overseas listing versus cross-listing: A multivalued treatment effects analysis of Chinese listed firms
by Li, Hong
- v:66:y:2019:i:c:s1057521918307798 The impact of ESMA regulatory identifiers on the quality of ratings
by Klusak, Patrycja & Alsakka, Rasha & ap Gwilym, Owain
- v:66:y:2019:i:c:s1057521919303114 Do banking groups shape the network structure? Evidence from Turkish interbank market
by Sümer, Tuba Pelin & Özyıldırım, Süheyla
- v:66:y:2019:i:c:s1057521919301978 Market risk and market-implied inflation expectations
by Orlowski, Lucjan T. & Soper, Carolyne
- v:66:y:2019:i:c:s1057521919300894 Modeling diversification and spillovers of loan portfolios' losses by LHP approximation and copula
by Lee, Yongwoong & Yang, Kisung
- v:66:y:2019:i:c:s1057521919300614 Entrenchment through corporate social responsibility: Evidence from CEO network centrality
by Chahine, Salim & Fang, Yiwei & Hasan, Iftekhar & Mazboudi, Mohamad
- v:66:y:2019:i:c:s1057521919302741 Overnight momentum, informational shocks, and late informed trading in China
by Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong
- v:66:y:2019:i:c:s1057521919304387 Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
by Zhang, Yue-Jun & Lin, Jia-Juan
- v:66:y:2019:i:c:s105752191830766x Market sentiment and firm investment decision-making
by Danso, Albert & Lartey, Theophilus & Amankwah-Amoah, Joseph & Adomako, Samuel & Lu, Qinye & Uddin, Moshfique
- v:66:y:2019:i:c:s105752191830752x Modeling local trends with regime shifting models with time-varying probabilities
by Focardi, Sergio M. & Fabozzi, Frank J. & Mazza, Davide
2019, Volume 65, Issue C
- v:65:y:2019:i:c:s1057521919300961 Pre-merger management in developing markets: The role of earnings glamor
by Huang, Wei & Goodell, John W. & Zhang, Hong
- v:65:y:2019:i:c:s1057521919300973 The risk spiral: The effects of bank capital and diversification on risk taking
by Peleg Lazar, Sharon & Raviv, Alon
- v:65:y:2019:i:c:s1057521918306665 Global and regional stock market integration in Asia: A panel convergence approach
by Caporale, Guglielmo Maria & You, Kefei & Chen, Lei
- v:65:y:2019:i:c:s1057521919301462 Retail investor attention and stock price crash risk: Evidence from China
by Wen, Fenghua & Xu, Longhao & Ouyang, Guangda & Kou, Gang
- v:65:y:2019:i:c:s1057521919301760 Risk appetite, idiosyncratic volatility and expected returns
by Qadan, Mahmoud
- v:65:y:2019:i:c:s1057521918302308 Discretionary tone, annual earnings and market returns: Evidence from UK Interim Management Statements
by Rahman, Sheehan
- v:65:y:2019:i:c:s1057521918304162 When financial economics influences physics: The role of Econophysics
by Jovanovic, Franck & Mantegna, Rosario N. & Schinckus, Christophe
- v:65:y:2019:i:c:s1057521918304745 Out-of-sample equity premium prediction in the presence of structural breaks
by Yin, Anwen
- v:65:y:2019:i:c:s1057521918306872 Reaction of the credit default swap market to the release of periodic financial reports
by Nasiri, Maryam Akbari & Narayan, Paresh Kumar & Mishra, Sagarika
- v:65:y:2019:i:c:s1057521919300274 What the hack: Systematic risk contagion from cyber events
by Corbet, Shaen & Gurdgiev, Constantin
- v:65:y:2019:i:c:s1057521919300675 Do analyst recommendations matter for rival companies?
by Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei
- v:65:y:2019:i:c:s105752191930050x International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression
by Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan
- v:65:y:2019:i:c:s105752191930078x Board-CEO friendship ties and firm value: Evidence from US firms
by Fan, Yaoyao & Boateng, Agyenim & King, Timothy & MacRae, Claire
2019, Volume 64, Issue C
- 1-12 Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market
by Sensoy, Ahmet & Serdengeçti, Süleyman
- 13-21 Stock index pegging and extreme markets
by Dong, Xinyue & Ma, Rong & Li, Honggang
- 22-37 Backtesting VaR and ES under the magnifying glass
by Argyropoulos, Christos & Panopoulou, Ekaterini
- 38-56 Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets
by Zhang, Xiaoxiang & Zhang, Qiyu & Chen, Ding & Gu, Jun
- 57-70 Do rating agencies exhibit herding behaviour? Evidence from sovereign ratings
by Chen, Zhongfei & Matousek, Roman & Stewart, Chris & Webb, Rob
- 71-92 The changing network of financial market linkages: The Asian experience
by Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir
- 93-101 Corporate governance and target price accuracy
by Cheng, Lee-Young & Su, Yi-Chen & Yan, Zhipeng & Zhao, Yan
- 102-125 Shock transmission in the cryptocurrency market. Is Bitcoin the most influential?
by Zięba, Damian & Kokoszczyński, Ryszard & Śledziewska, Katarzyna
- 126-144 Developing the narrative risk disclosure measurement
by Ibrahim, Awad Elsayed Awad & Hussainey, Khaled
- 145-158 Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model
by Grillini, Stefano & Ozkan, Aydin & Sharma, Abhijit & Al Janabi, Mazin A.M.
- 159-173 Chemical releases and corporate cash holdings
by Huang, Henry He & Liu, Chanjuan & Sun, Li
- 174-189 Price range and the cross-section of expected country and industry returns
by Zaremba, Adam
- 190-203 Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market
by Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng
- 204-220 A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market
by Shah, Imran Hussain & Schmidt-Fischer, Francesca & Malki, Issam & Hatfield, Richard
- 221-231 The adaptive market hypothesis in the high frequency cryptocurrency market
by Chu, Jeffrey & Zhang, Yuanyuan & Chan, Stephen
- 232-249 Forecasting implied volatility risk indexes: International evidence using Hammerstein-ARX approach
by Tissaoui, Kais
- 250-261 Forecasting stock returns with cycle-decomposed predictors
by Yi, Yongsheng & Ma, Feng & Zhang, Yaojie & Huang, Dengshi
- 262-272 The impact of supply-side factors on corporate leverage
by Rodríguez-García, Rafael & Budría, Santiago
- 273-281 Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates
by Nan, Zheng & Kaizoji, Taisei
- 282-300 CEO social status and M&A decision making
by Plaksina, Yulia & Gallagher, Liam & Dowling, Michael
- 301-314 Non-performing loans and sovereign credit ratings
by Boumparis, Periklis & Milas, Costas & Panagiotidis, Theodore
2019, Volume 63, Issue C
- 1-9 Economic constraints and stock return predictability: A new approach
by Zhang, Yaojie & Wei, Yu & Ma, Feng & Yi, Yongsheng
- 10-26 Can investor sentiment predict the size premium?
by Qadan, Mahmoud & Aharon, David Y.
- 27-39 Information or noise: What does algorithmic trading incorporate into the stock prices?
by Zhou, Hao & Elliott, Robert J. & Kalev, Petko S.
- 40-48 The tone and readability of the media during the financial crisis: Evidence from pre-IPO media coverage
by Bhardwaj, Arti & Imam, Shahed
- 49-57 Is Bitcoin a hedge or safe haven for currencies? An intraday analysis
by Urquhart, Andrew & Zhang, Hanxiong
- 58-68 Are cash-flow betas really bad? Evidence from the Greater Chinese stock markets
by Wu, Ming & Ohk, Kiyool & Ko, Kwangsoo
- 69-85 Jack of all trades versus specialists: Fund family specialization and mutual fund performance
by Casavecchia, Lorenzo & Ge, Chanyuan
- 86-104 Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices
by Gillaizeau, Marc & Jayasekera, Ranadeva & Maaitah, Ahmad & Mishra, Tapas & Parhi, Mamata & Volokitina, Evgeniia
- 105-118 Assimilation of oil news into prices
by Loughran, Tim & McDonald, Bill & Pragidis, Ioannis
- 119-130 European bank loan loss provisioning and technological innovative progress
by Simper, Richard & Dadoukis, Aristeidis & Bryce, Cormac
- 131-146 Modeling intraday volatility of European bond markets: A data filtering application
by Zhang, Hanyu & Dufour, Alfonso
- 147-159 Today I got a million, tomorrow, I don't know: On the predictability of cryptocurrencies by means of Google search volume
by Bleher, Johannes & Dimpfl, Thomas
- 160-173 Financial markets of the LAC region: Does the crisis influence the financial integration?
by Dias, Rui & da Silva, Jacinto Vidigal & Dionísio, Andreia
- 174-185 Skewness risk premium: Theory and empirical evidence
by Lin, Yuehao & Lehnert, Thorsten & Wolff, Christian
- 186-197 Does cross-listing in the US mitigate stock crash risk? International evidence
by Ghadhab, Imen
- 198-208 Currency carry trades and the conditional factor model
by Sakemoto, Ryuta
- 209-219 Identifying the multiscale financial contagion in precious metal markets
by Wang, Xinya & Liu, Huifang & Huang, Shupei & Lucey, Brian
- 220-242 The effects of markets, uncertainty and search intensity on bitcoin returns
by Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis
- 243-256 Transitory prices, resiliency, and the cross-section of stock returns
by Kim, Jinyong & Kim, Yongsik
- 257-272 Dynamic connectedness and integration in cryptocurrency markets
by Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David
- 273-284 Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
by Kumar, Satish & Tiwari, Aviral Kumar & Chauhan, Yogesh & Ji, Qiang
- 285-295 Cultural distance and value creation of cross-border M&A: The moderating role of acquirer characteristics
by Boateng, Agyenim & Du, Min & Bi, XiaoGang & Lodorfos, George
- 296-306 Down but not out: Plenty of returns available for shorted down stocks
by Galariotis, Emilios & Li, Bob & Chai, Daniel
- 307-321 Valuation effects of tax-free versus taxed cash distributions
by Dasilas, Apostolos & Grose, Chris
- 322-330 Is Bitcoin a better safe-haven investment than gold and commodities?
by Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian
- 331-343 Competitive earnings news and post-earnings announcement drift
by Baker, H. Kent & Ni, Yang & Saadi, Samir & Zhu, Hui
- 344-354 Review of new trends in the literature on factor models and mutual fund performance
by Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa
- 357-368 Insider ownership and the cost of debt capital: Evidence from bank loans
by Lugo, Stefano
- 369-381 The effect of family control on value and risk-taking in Mexico: A socioemotional wealth approach
by Poletti-Hughes, Jannine & Williams, Jonathan
- 382-394 Does institutional investor horizon influence US corporate financing decisions?
by Boubaker, Sabri & Chourou, Lamia & Saadi, Samir & Zhong, Ligang
- 395-405 Market for CEO talent, determinants and consequences
by Ullah, Saif
- 406-417 Evaluating the Shariah-compliance of equity portfolios: The weighting method matters
by Boudt, Kris & Raza, Muhammad Wajid & Wauters, Marjan
- 418-430 The finite sample power of long-horizon predictive tests in models with financial bubbles
by Maynard, Alex & Ren, Dongmeng
- 431-437 Portfolio diversification with virtual currency: Evidence from bitcoin
by Guesmi, Khaled & Saadi, Samir & Abid, Ilyes & Ftiti, Zied
2019, Volume 62, Issue C
- 1-20 Decoupling management inefficiency: Myopia, hyperopia and takeover likelihood
by Tunyi, Abongeh A. & Ntim, Collins G. & Danbolt, Jo
- 21-34 The drivers of Bitcoin demand: A short and long-run analysis
by de la Horra, Luis P. & de la Fuente, Gabriel & Perote, Javier
- 35-52 U.S. tax inversions and shareholder wealth effects
by Laing, Elaine & Gurdgiev, Constantin & Durand, Robert B. & Boermans, Boris
- 53-68 Corporate investment efficiency: The role of financial development in firms with financing constraints and agency issues in OECD non-financial firms
by Naeem, Kashif & Li, Matthew C.
- 69-79 Subsidized overexpansion of Chinese firms
by Han, Miao & Zhang, Dayong & Bi, Xiaogang & Huang, Wei
- 80-90 Gender diversity on the board of directors and corporate risk: A behavioural agency theory perspective
by Poletti-Hughes, Jannine & Briano-Turrent, Guadalupe C.
- 91-103 Informational role of rating revisions after reputational events and regulation reforms
by Abad, Pilar & Ferreras, Rodrigo & Robles, M-Dolores
- 104-123 Do seasoned offerings improve the performance of issuing firms? Evidence from China
by Liu, Jia & Wu, Yuliang & Ye, Qing & Zhang, Dayong
- 124-134 Comparing normative institutionalism with intended rationality in cultural-finance research
by Goodell, John W.
- 135-149 Heterogeneous agent models in financial markets: A nonlinear dynamics approach
by He, Xue-Zhong & Li, Youwei & Zheng, Min
- 150-156 The causes and consequences of household financial strain: A systematic review
by French, Declan & Vigne, Samuel
- 157-163 A systematic review of sovereign connectedness on emerging economies
by Ballester, Laura & Díaz-Mendoza, Ana Carmen & González-Urteaga, Ana
- 164-181 Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach
by Floro, Danvee
- 182-199 Cryptocurrencies as a financial asset: A systematic analysis
by Corbet, Shaen & Lucey, Brian & Urquhart, Andrew & Yarovaya, Larisa
- 200-208 A review on IPO withdrawal
by Helbing, Pia
2019, Volume 61, Issue C
- 1-8 The performance of US bond mutual funds
by Clare, Andrew & O'Sullivan, Niall & Sherman, Meadhbh & Zhu, Sheng
- 9-19 Protecting the weak: Efficacy of mandated auctions in minority buyouts
by Dai, Ya & Guo, Liang & Kadapakkam, Palani-Rajan
- 20-28 Determinants of stock-bond market comovement in the Eurozone under model uncertainty
by Skintzi, Vasiliki D.
- 29-36 Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
by Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David
- 37-52 Auditor choice and bank risk taking
by Bley, Jorg & Saad, Mohsen & Samet, Anis
- 53-70 Trading European Central Bank rumours on the EUR-USD exchange rate market
by Roodbar, Baback & Metcalf, Hugh & Casalin, Fabrizio
- 71-81 Can government intervention be both a curse and a blessing? Evidence from China's finance sector
by Feng, Lingbing & Fu, Tong & Kutan, Ali M.
- 82-96 The effect of information shocks on dividend payout and dividend value relevance
by Harakeh, Mostafa & Lee, Edward & Walker, Martin
- 97-109 Investment-related anomalies in Australia: Evidence and explanations
by Cao, Viet Nga & Gray, Philip & Zhong, Angel
- 110-125 Foreign direct investments from emerging markets: The push-pull effects of sovereign credit ratings
by Cai, Peilin & Kim, Suk-Joong & Wu, Eliza
- 126-142 News implied volatility and long-term foreign exchange market volatility
by Liu, Yang & Han, Liyan & Yin, Libo
- 143-157 The role of bitcoin in well diversified portfolios: A comparative global study
by Kajtazi, Anton & Moro, Andrea
- 158-174 Social capital and trade credit
by Hasan, Mostafa Monzur & Habib, Ahsan
- 175-187 The global equity premium revisited: What human rights imply for assets' purchasing power
by Białkowski, Jędrzej & Ronn, Ehud I.
- 188-201 Corporate life cycle research in accounting, finance and corporate governance: A survey, and directions for future research
by Habib, Ahsan & Hasan, Mostafa Monzur
- 203-221 What drives financial hedging? A meta-regression analysis of corporate hedging determinants
by Geyer-Klingeberg, Jerome & Hang, Markus & Rathgeber, Andreas W.
- 222-232 Does corporate hedging enhance shareholder value? A meta-analysis
by Bessler, Wolfgang & Conlon, Thomas & Huan, Xing
- 233-244 Do the institutional environment and types of owners influence the relationship between ownership concentration and board of director independence? An international meta-analysis
by Pérez-Calero, Leticia & Hurtado-González, José Manuel & López-Iturriaga, Félix J.
- 245-254 Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature
by Deku, Solomon Y. & Kara, Alper & Zhou, Yifan
- 255-273 What drives dividend smoothing? A meta regression analysis of the Lintner model
by Fernau, Erik & Hirsch, Stefan
- 274-283 Business cycle synchronisation and currency unions: A review of the econometric evidence using meta-analysis
by Campos, Nauro F. & Fidrmuc, Jarko & Korhonen, Iikka
- 284-294 Stock index futures arbitrage: Evidence from a meta-analysis
by Białkowski, Jędrzej & Perera, Devmali
- 295-305 Unconventional monetary policy effects on output and inflation: A meta-analysis
by Papadamou, Stephanos & Kyriazis, Νikolaos A. & Tzeremes, Panayiotis G.
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
Printed from https://ideas.repec.org/s/eee/finana8.html
