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Content
2022, Volume 81, Issue C
2022, Volume 80, Issue C
- S1042443122000774 Religious and social narratives and crowdfunding success
by Rama, Ali & Jiang, Chunxia & Johan, Sofia & Liu, Hong & Mai, Yong
- S1042443122000889 On the international co-movement of natural interest rates
by Agnello, Luca & Castro, Vítor & Sousa, Ricardo M.
- S1042443122000890 Women directors and market valuation: What are the “Wonder Woman” attributes in banking?
by Alharbi, Rana & Elnahass, Marwa & McLaren, Josie
- S1042443122000907 Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis
by Bessler, Wolfgang & Vendrasco, Marco
- S1042443122000919 Foreign controlling shareholders and corporate investment
by Agarwal, Anushka & Chaudhry, Neeru
- S1042443122000981 Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders
by Bowden, James & Gemayel, Roland
- S1042443122000993 Portfolio risk and stress across the business cycle
by Chakraborty, Sandip & Kakani, Ram Kumar & Sampath, Aravind
- S1042443122001007 The market impact of private information before corporate Announcements: Evidence from Turkey
by Aziz Simsir, Serif & Simsek, Koray D.
- S1042443122001019 Overseas corporate social responsibility engagement and competitive neutrality of government subsidies: Evidence from multinational enterprises in emerging markets
by Yan, Ziqiao & Li, Wanli & Tang, Xiaobo & Wang, Hua
- S1042443122001020 The size of good and bad volatility shocks does matter for spillovers
by Bouri, Elie & Harb, Etienne
- S1042443122001032 Do traditional off-balance sheet exposures increase bank risk?
by Haq, Mamiza & Tripe, David & Seth, Rama
- S1042443122001056 The role of media coverage in the bubble formation: Evidence from the Bitcoin market
by Li, Yi & Zhang, Wei & Urquhart, Andrew & Wang, Pengfei
- S1042443122001068 Factor volatility spillover and its implications on factor premia
by Shi, Huai-Long & Zhou, Wei-Xing
- S1042443122001081 The effect of individualism on bank risk and bank Performance: An international study
by Jin, Yi & Gao, Xin & Li, Donghui
- S1042443122001093 Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches
by Choi, Sun-Yong
- S1042443122001111 The Skewness-Kurtosis plane for non-Gaussian systems: The case of hedge fund returns
by Karagiorgis, Ariston & Drakos, Konstantinos
- S1042443122001123 Regulatory arbitrage, shadow banking and monetary policy in China
by Phuong Mai Le, Vo & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo
- S1042443122001135 Insider trading restrictions and real activities earnings management: International evidence
by Hu, Fang & Kusnadi, Yuanto & Wang, Jiwei & Wang, Yujie
- S1042443122001159 Do ETFs affect ADRs and U.S. domestic stocks differently?
by Fu, Chengbo & Huang, Qiping & Tang, Hongfei
- S1042443122001160 Differences in bank and microfinance business models: An analysis of the loan monitoring systems and funding sources
by Uddin, Md Hamid & Akter, Shabiha & Mollah, Sabur & Al Mahi, Masnun
- S1042443122001184 Do birds of a feather flock together? Evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19
by Mohamad, Azhar & Stavroyiannis, Stavros
- S1042443122001196 What does COVID-19 teach us about the role of national culture? Evidence from social distancing restrictions
by Ashraf, Badar Nadeem & El Ghoul, Sadok & Goodell, John W. & Guedhami, Omrane
- S1042443122001202 Borrower- and lender-based macroprudential policies: What works best against bank systemic risk?
by Apergis, Nicholas & Aysan, Ahmet F. & Bakkar, Yassine
- S1042443122001214 Female small business owners in China: Discouraged, not discriminated
by Caglayan, Mustafa & Talavera, Oleksandr & Xiong, Lin
- S1042443122001226 Financial market resilience and financial development: A global perspective
by Tang, Chun & Liu, Xiaoxing & Zhou, Donghai
- S1042443122001238 The more the better? Information sharing and credit risk
by Iakimenko, Irina & Semenova, Maria & Zimin, Eugenii
- S1042443122001251 Social capital and bank liquidity hoarding
by Zheng, Chen & Cheung, Adrian Wai Kong & Cronje, Tom
- S104244312200107X Banking networks, systemic risk, and the credit cycle in emerging markets
by Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar
- S104244312200110X Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum?
by Allen, Franklin & Fatas, Antonio & Weder di Mauro, Beatrice
2022, Volume 79, Issue C
- S1042443122000543 Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆
by Finta, Marinela Adriana & Ornelas, José Renato Haas
- S1042443122000580 Exchange rate and balance of payment crisis risks in the global development finance architecture
by Schclarek, Alfredo & Xu, Jiajun
- S1042443122000592 A principal–agent approach for estimating firm efficiency: Revealing bank managerial behavior
by Kutlu, Levent & Mamatzakis, Emmanuel & Tsionas, Mike G.
- S1042443122000609 Can Bitcoin be Trusted? Quantifying the economic value of blockchain transactions
by Cole, Benjamin M. & Dyhrberg, Anne H. & Foley, Sean & Svec, Jiri
- S1042443122000610 High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis
by Katsiampa, Paraskevi & Yarovaya, Larisa & Zięba, Damian
- S1042443122000683 Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not
by Abou Tanos, Barbara & Jimenez-Garcès, Sonia
- S1042443122000695 The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?
by Keddad, Benjamin & Sato, Kiyotaka
- S1042443122000725 Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
by Yarovaya, Larisa & Brzeszczyński, Janusz & Goodell, John W. & Lucey, Brian & Lau, Chi Keung Marco
- S1042443122000737 Conditionally-hedged currency carry trades
by Choi, Jin Ho & Suh, Sangwon
- S1042443122000750 The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system
by Wang, Ling
- S1042443122000762 From systematic to systemic risk among G7 members: Do the stock or real estate markets matter?
by Chiang, Shu-hen & Chen, Chien-Fu
- S1042443122000786 Examining QE’s bang for the Buck: Does Quantitative easing reduce credit and liquidity risks and stimulate real economic activity?
by Cohen, Lior
- S1042443122000798 The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic
by Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda
- S1042443122000804 Explaining cryptocurrency returns: A prospect theory perspective
by Chen, Rongxin & Lepori, Gabriele M. & Tai, Chung-Ching & Sung, Ming-Chien
- S1042443122000816 Technical analysis in cryptocurrency markets: Do transaction costs and bubbles matter?
by Svogun, Daniel & Bazán-Palomino, Walter
- S1042443122000828 Assessing the impact of COVID-19 on price Co-movements in China
by Xu, Yingying & Lien, Donald
- S1042443122000841 Mind the Basel gap
by Jylhä, Petri & Lof, Matthijs
- S1042443122000853 International tests of the ZCAPM asset pricing model
by Kolari, James W. & Huang, Jianhua Z. & Butt, Hilal Anwar & Liao, Huiling
- S1042443122000865 Does the choice of monetary policy tool matter for systemic risk? The curious case of negative interest rates
by Iwanicz-Drozdowska, Małgorzata & Rogowicz, Karol
- S1042443122000877 Time horizon and cryptocurrency ownership: Is crypto not speculative?
by Bonaparte, Yosef
- S104244312200083X Macroeconomic attention and stock market return predictability
by Ma, Feng & Lu, Xinjie & Liu, Jia & Huang, Dengshi
2022, Volume 78, Issue C
- S1042443122000221 The yen–dollar risk premium: A story of regime shifts in bond markets
by Cho, Sungjun & Hyde, Stuart & Liu, Liu
- S1042443122000245 Informativeness of trades around macroeconomic announcements in the foreign exchange market
by Wu, Zhen-Xing & Gau, Yin-Feng
- S1042443122000282 Political sentiment and syndicated loan borrowing costs of multinational enterprises
by Karavitis, Panagiotis & Kazakis, Pantelis
- S1042443122000294 Serial acquirers and stock price crash risk: International evidence
by Xu, Weidong & Gao, Xin & Li, Donghui & Zhuang, Mingming & Yang, Shijie
- S1042443122000300 Revisiting the PPP puzzle: Nominal exchange rate rigidity and region of inaction
by Choi, Jae Hoon & Song, Seongho
- S1042443122000312 Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach
by Nusair, Salah A. & Olson, Dennis
- S1042443122000324 Individual investors’ dividend tax reform and corporate social responsibility
by Kong, Dongmin & Ji, Mianmian & Zhang, Fan
- S1042443122000403 The direct and indirect effects of financial development on international trade: Evidence from the CEEC-6
by Caporale, Guglielmo Maria & Sova, Anamaria Diana & Sova, Robert
- S1042443122000439 Do contingent convertible bonds reduce systemic risk?
by Mendes, Layla dos Santos & Leite, Rodrigo de Oliveira & Fajardo, José
- S1042443122000440 Measuring market integration during crisis periods
by Qin, Weiping & Cho, Sungjun & Hyde, Stuart
- S1042443122000452 EPU spillovers and stock return predictability: A cross-country study
by Gong, Yuting & He, Zhongzhi & Xue, Wenjun
- S1042443122000464 Sovereign bond market spillovers from crisis-time developments in Greece
by Clancy, Daragh & Gabriele, Carmine & Žigraiová, Diana
- S1042443122000476 A canary in a Coalmine! religious agency and its impact on the performance of Islamic banks
by Shahzad Virk, Nader & Nawaz, Tasawar & Molyneux, Philip
- S1042443122000488 The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory
by Będowska-Sójka, Barbara & Echaust, Krzysztof & Just, Małgorzata
- S1042443122000506 Self-disclosed peer effects on corporate capital structure
by Ajirloo, Bahman Fathi & Switzer, Lorne N.
- S1042443122000518 Trade facilitation costs and corruption: Evidence from China
by Cumming, Douglas & Ge, Ying
- S1042443122000531 Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model
by Herwartz, Helmut & Roestel, Jan
- S1042443122000555 Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate
by Long, Shaobo & Zhang, Rui & Hao, Jing
- S1042443122000567 Uncertainty and corporate default risk: Novel evidence from emerging markets
by Nguyen, Duc Nguyen & Nguyen, Canh Phuc & Dang, Le Phuong Xuan
- S1042443122000579 COVID-19 pandemic and liquidity commonality
by Suardi, Sandy & Xu, Caihong & Zhou, Z. Ivy
- S104244312200018X ESG, liquidity, and stock returns
by Luo, Di
- S104244312200049X Impact of Coronavirus on liquidity in financial markets
by Gofran, Ruhana Zareen & Gregoriou, Andros & Haar, Lawrence
- S104244312200052X Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?
by Corbet, Shaen & Cumming, Douglas J. & Hou, Yang (Greg) & Hu, Yang & Oxley, Les
2022, Volume 77, Issue C
- S1042443121001864 Quantifying the asymmetric spillovers in sustainable investments
by Iqbal, Najaf & Naeem, Muhammad Abubakr & Suleman, Muhammed Tahir
- S1042443121001888 Tax avoidance regulations and stock market responses
by Bilicka, Katarzyna & Clancey-Shang, Danjue & Qi, Yaxuan
- S1042443121001931 Does monetary policy fuel bitcoin demand? Event-study evidence from emerging markets
by Marmora, Paul
- S1042443121001955 Capital flight for family? Exploring the moderating effects of social connections on capital outflow of family business
by Wu, Bao & Wang, Qi & Fang, Chevy-Hanqing & Tsai, Fu-Sheng & Xia, Yuanze
- S1042443121001967 Can capital inflows reduce financing costs in emerging economies? Firm-level evidence from China and Malaysia
by Pan, Xuefeng & Wu, Weixing
- S1042443121001980 GCC Sovereign Wealth Funds: Why do they take control?
by Amar, J. & Lecourt, C. & Carpantier, J.F.
- S1042443121002006 Press freedom and operational losses: The monitoring role of the media
by Berlinger, Edina & Lilla Keresztúri, Judit & Lublóy, Ágnes & Vőneki Tamásné, Zsuzsanna
- S1042443121002018 Does the world smile together? A network analysis of global index option implied volatilities
by Chen, Jing & Han, Qian & Ryu, Doojin & Tang, Jing
- S1042443121002031 Investor attention factors and stock returns: Evidence from China
by Dong, Dayong & Wu, Keke & Fang, Jianchun & Gozgor, Giray & Yan, Cheng
- S1042443121002043 Global financial conditions, capital flows and the exchange rate regime in emerging market economies
by Lu, Dong & Liu, Jialin & Zhou, Hang
- S1042443121002055 Optimal loan contracting under policy uncertainty: Theory and international evidence
by Gong, Di & Jiang, Tao & Li, Zhao & Wu, Weixing
- S1042443121002067 Unintentional herd behavior via the Google search volume index in international equity markets
by Wanidwaranan, Phasin & Padungsaksawasdi, Chaiyuth
- S1042443121002079 Havenly acquisitions
by Col, Burcin & Errunza, Vihang
- S1042443122000014 Do financial markets reward government spending efficiency?
by Afonso, António & Tovar Jalles, João & Venâncio, Ana
- S1042443122000117 Defaulting on Covid debt
by Paczos, Wojtek & Shakhnov, Kirill
- S1042443122000129 Precautionary liquidity shocks, excess reserves and business cycles
by Bratsiotis, George J. & Theodoridis, Konstantinos
- S1042443122000130 Corporate social responsibility in market liberalization: Evidence from Shanghai-Hong Kong Stock Connect
by Yang, Liuyong & Wang, Beibei & Luo, Deming
- S1042443122000142 Bearish Vs Bullish risk network: A Eurozone financial system analysis
by Foglia, Matteo & Addi, Abdelhamid & Wang, Gang-Jin & Angelini, Eliana
- S1042443122000154 Do long-term institutional investors contribute to financial stability? – Evidence from equity investment in Hong Kong and international markets
by Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung
- S1042443122000166 Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak
by Kumar, Ashish & Iqbal, Najaf & Mitra, Subrata Kumar & Kristoufek, Ladislav & Bouri, Elie
- S1042443122000178 Covered interest rate parity deviations in the Asia-Pacific
by Bilson, Chris & Brailsford, Tim & Rajaguru, Gulasekaran
- S1042443122000191 Financial liberalization and the investment-cash flow sensitivity
by Wang, Xun
- S1042443122000208 On the heterogeneous link between public debt and economic growth
by Gómez-Puig, Marta & Sosvilla-Rivero, Simón & Martínez-Zarzoso, Inmaculada
- S1042443122000233 Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches
by Karim, Muhammad Mahmudul & Kawsar, Najmul Haque & Ariff, Mohamed & Masih, Mansur
- S1042443122000257 What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis
by Grobys, Klaus & Dufitinema, Josephine & Sapkota, Niranjan & Kolari, James W.
- S1042443122000269 Internet finance and corporate investment: Evidence from China
by Jiang, Kangqi & Chen, Zhongfei & Rughoo, Aarti & Zhou, Mengling
- S1042443122000270 Mandatory dividend policy and perk consumption: Evidence from state-owned business groups in China
by Liu, Lihua & Shu, Haicheng
- S104244312100202X How do banks invest in fintechs? Evidence from advanced economies
by Bellardini, Luca & Del Gaudio, Belinda Laura & Previtali, Daniele & Verdoliva, Vincenzo
- S104244312200021X Do macroprudential policies affect bank efficiency? Evidence from emerging economies
by Chen, Minghua & Kang, Qiaoling & Wu, Ji & Jeon, Bang Nam
2022, Volume 76, Issue C
- S1042443121001463 CDS spreads and COVID-19 pandemic
by Apergis, Nicholas & Danuletiu, Dan & Xu, Bing
- S1042443121001669 The effect of abnormal institutional attention on bank loans
by Huang, Yin-Siang & Bui, Dien Giau & Lin, Chih-Yung & Robin,
- S1042443121001670 Currency carry trade: The decline in performance after the 2008 Global Financial Crisis
by Fan, Zhenzhen & Paseka, Alexander & Qi, Zhen & Zhang, Qi
- S1042443121001682 A clientele effect in online lending markets: Evidence from the comovement between investor sentiment and online lending rates
by Chen, Rongda & Xu, Guorui & Xu, Feng & Jin, Chenglu & Yu, Jingjing
- S1042443121001694 The impact of the exchange rate regime on the dispersion of the price-change distribution: Evidence from a large panel of countries
by Abdelraouf, Nadine & Noureldin, Diaa
- S1042443121001700 Shifting balances of systemic risk in the Chinese banking sector: Determinants and trends
by Nivorozhkin, Eugene & Chondrogiannis, Ilias
- S1042443121001712 Does market openness mitigate the impact of culture? An examination of international momentum profits and post-earnings-announcement drift
by Guo, Jiaqi & Holmes, Phil
- S1042443121001736 Terrorism and international stock returns
by Narayan, Paresh Kumar & Narayan, Seema & Phan, Dinh Hoang Bach
- S1042443121001748 Are we living in an illusion? A fresh look at the importance of bank capital in the quest for stability
by Moreira, Fernando
- S1042443121001827 Banking stability, institutional quality, market concentration, competition and political conflict in MENA
by Elfeituri, Hatem
- S1042443121001839 The economic consequences of violence against civilians: Developing economic resilience to violence
by Gavious, Ilanit
- S1042443121001840 Does competition improve sovereign credit rating quality?
by Vu, Huong & Alsakka, Rasha & ap Gwilym, Owain
- S1042443121001852 Co-skewness and expected return: Evidence from international stock markets
by Dong, Liang & Kot, Hung Wan & Lam, Keith S.K. & Liu, Ming
- S1042443121001876 Performance of intraday technical trading in China’s gold market
by Jin, Xiaoye
- S1042443121001906 Do banks adjust their liquidity to cope with environmental variation? A study of bank deregulation
by Fan, Yaoyao & Jiang, Yuxiang & Ly, Kim Cuong
- S1042443121001918 Helping or hampering banks competition? The Asian experience after the Asian financial crisis
by Ferrari, A. & Tran, V.H.T.
- S1042443121001943 Societal trust and corporate risk-taking: International evidence
by Shen, Zhe & Sowahfio Sowah, Joseph & Li, Shan
- S1042443121001979 Antidumping, firm performance, and subsequent responses
by Li, Wanli & Li, Yue & Jacoby, Gady & Wu, Zhenyu
- S1042443121001992 Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?
by Ur Rehman, Mobeen & Al Rababa'a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Vo, Xuan Vinh
- S104244312100175X Understanding idiosyncratic momentum in the Chinese stock market
by Lin, Qi
- S104244312100189X Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?
by Olszak, Małgorzata & Kowalska, Iwona
- S104244312100192X Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
by Mensi, Walid & Yousaf, Imran & Vo, Xuan Vinh & Kang, Sang Hoon
2021, Volume 75, Issue C
- S1042443121000202 Bond return predictability: Evidence from 25 OECD countries
by Devpura, Neluka & Narayan, Paresh Kumar & Sharma, Susan Sunila
- S1042443121000226 Does soft information determine credit risk? Text-based evidence from European banks
by Acheampong, Albert & Elshandidy, Tamer
- S1042443121000238 Real Output and Cross-Currency Basis Swap Spreads: Evidence from the Eurozone
by Ibhagui, Oyakhilome
- S1042443121000408 The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets
by Yarovaya, Larisa & Matkovskyy, Roman & Jalan, Akanksha
- S1042443121000706 How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
by Sakurai, Yuji
- S1042443121000718 Do visiting monks give better sermons? An analysis of the foreign experience of Chinese fund managers
by Zhang, Wei & Li, Yi
- S1042443121000743 Policy signaling and stock price synchronicity: Evidence from China
by Hou, Xiaohui & Yang, Rui
- S1042443121000755 Acquisition experience and director remuneration
by Birhanu, Addis Gedefaw & Geiler, Philipp & Renneboog, Luc & Zhao, Yang
- S1042443121001268 Uncertainty avoidance and stock price informativeness of future earnings
by Tsalavoutas, Ioannis & Tsoligkas, Fanis
- S1042443121001293 Sectoral capital flows: Covariates, co-movements, and controls
by Lepers, Etienne & Mercado, Rogelio
- S1042443121001323 Emerging stock market exuberance and international short-term flows
by Wang, Xichen & Yan, Ji (Karena) & Yan, Cheng & Gozgor, Giray
- S1042443121001335 The impact of economic policy uncertainty on crowdfunding success
by Hsieh, Hui-Ching & Vu, Thi Huyen Chi
- S1042443121001347 On the predictive power of network statistics for financial risk indicators
by Song, Jianhua & Zhang, Zhepei & So, Mike K.P.
- S1042443121001359 Volatility models for cryptocurrencies and applications in the options market
by Chi, Yeguang & Hao, Wenyan
- S1042443121001360 The interactions of corporate sales growth and diversification strategy: Cross-country evidence
by Kwon, Taek Ho & Bae, Sung C. & Park, Soon Hong
- S1042443121001372 From dotcom to Covid-19: A convergence analysis of Islamic investments
by Alexakis, Christos & Kenourgios, Dimitris & Pappas, Vasileios & Petropoulou, Athina
- S1042443121001384 The leverage anomaly in U.S. bank stock returns
by Venmans, Frank
- S1042443121001475 Blockholders and real earnings management-the emerging markets context
by Amin, Qazi Awais & Cumming, Douglas
- S1042443121001487 Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency
by Ibikunle, Gbenga & Li, Youwei & Mare, Davide & Sun, Yuxin
- S1042443121001499 Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency
by Ligot, Stephanie & Gillet, Roland & Veryzhenko, Iryna
- S1042443121001505 Do climate risks matter for green investment?
by Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat & Young, Martin
- S1042443121001517 The effectiveness of currency intervention: Evidence from Mongolia
by Pontines, Victor & Luvsannyam, Davaajargal & Atarbaatar, Enkhjin & Munkhtsetseg, Ulziikhutag
- S1042443121001529 Unit of account, sovereign debt, and optimal currency area
by Toyofuku, Kenta
- S1042443121001530 Political freedom and earnings management
by Sha, Yezhou & Qiao, Lu & Li, Suyang & Bu, Ziwen
- S1042443121001542 Economic stimulus through bank regulation: Government responses to the COVID-19 crisis
by Polyzos, Stathis & Samitas, Aristeidis & Kampouris, Ilias
- S1042443121001554 Switching costs and bank competition: Evidence from dual banking economies
by Rizkiah, Siti K. & Disli, Mustafa & Salim, Kinan & Razak, Lutfi A.
- S1042443121001566 Cross-border investment and corporate innovation: Evidence from the Chinese market
by Beladi, Hamid & Deng, Jie & Hu, May
- S1042443121001578 Fintech-based financial inclusion and bank risk-taking: Evidence from OIC countries
by Banna, Hasanul & Kabir Hassan, M. & Rashid, Mamunur
- S1042443121001591 Credit ratings quality in uncertain times
by Attig, Najah & Driss, Hamdi & El Ghoul, Sadok
- S1042443121001608 Loan growth, ownership, and regulation in the European Banking Sector: Old versus new banking landscape
by Agoraki, Maria-Eleni K. & Kouretas, Georgios P.
- S1042443121001621 The predictive content of oil price and volatility: New evidence on exchange rate forecasting
by Breen, John David & Hu, Liang
- S1042443121001633 Corporate failure prediction: An evaluation of deep learning vs discrete hazard models
by Alam, Nurul & Gao, Junbin & Jones, Stewart
- S1042443121001645 Two faces of financial systems: Provision of services versus shock-smoothing
by Vinogradov, Dmitri & Makhlouf, Yousef
- S1042443121001657 Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries
by Mensi, Walid & Hammoudeh, Shawkat & Vinh Vo, Xuan & Hoon Kang, Sang
- S1042443121001724 Risk governance and bank risk-taking behavior: Evidence from Asian banks
by Abid, Ammar & Gull, Ammar Ali & Hussain, Nazim & Nguyen, Duc Khuong
- S104244312100158X Interdependence between monetary policy and asset prices in ASEAN-5 countries
by Juhro, Solikin M. & Iyke, Bernard Njindan & Narayan, Paresh Kumar
- S104244312100161X Securitisation special purpose entities, bank sponsors and derivatives
by Fiedor, Paweł & Killeen, Neill
2021, Volume 74, Issue C
- S1042443121000111 On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities
by Karanasos, M. & Yfanti, S.
- S1042443121000135 Religiosity, neglected risk and asset returns: Theory and evidence from Islamic finance industry
by Azmat, Saad & Kabir Hassan, M. & Ali, Haiqa & Sohel Azad, A.S.M.
- S1042443121000147 An efficient method for pricing foreign currency options
by Chen, Rongda & Zhou, Hanxian & Yu, Lean & Jin, Chenglu & Zhang, Shuonan
- S1042443121000160 Stock markets and female participation in the labor force
by Abudy, Menachem (Meni) & Mugerman, Yevgeny & Wiener, Zvi
- S1042443121000172 Cyber-attacks, spillovers and contagion in the cryptocurrency markets
by Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola
- S1042443121000184 The role of media in mergers and acquisitions
by Liao, Rose & Wang, Xinjie & Wu, Ge
- S1042443121000196 Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis?
by Hamill, Philip A. & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A. & Waterworth, James
- S1042443121001001 Macroprudential regulation in the post-crisis era: Has the pendulum swung too far?
by Lyu, Juyi & Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick
- S1042443121001013 The Single Supervisory Mechanism and its implications for the profitability of European banks
by Avgeri, I. & Dendramis, Y. & Louri, H.
- S1042443121001025 Political uncertainty, COVID-19 pandemic and stock market volatility transmission
by Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark
- S1042443121001037 Societal trust and Sukuk activity
by Aziz, Saqib & Ashraf, Dawood & El-Khatib, Rwan
- S1042443121001049 The structure and degree of dependence in government bond markets
by Dimic, Nebojsa & Piljak, Vanja & Swinkels, Laurens & Vulanovic, Milos
- S1042443121001050 Forecasting realised volatility: Does the LASSO approach outperform HAR?
by Ding, Yi & Kambouroudis, Dimos & McMillan, David G.
- S1042443121001062 Economic policy uncertainty and bank stability: Does bank regulation and supervision matter in major European economies?
by Nguyen, Thanh Cong
- S1042443121001074 Known unknowns: How much financial misconduct is detected and deterred?
by Ashton, John & Burnett, Tim & Diaz-Rainey, Ivan & Ormosi, Peter
- S1042443121001086 From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress
by Ferriani, Fabrizio
- S1042443121001098 Effects of financial constraints and product market competition on share repurchases
by Gyimah, Daniel & Siganos, Antonios & Veld, Chris
- S1042443121001104 Stock market and deviations from covered interest parity
by Ibhagui, Oyakhilome
- S1042443121001116 The impact of social trust and state ownership on investment efficiency of Chinese firms
by Fonseka, Mohan & Samarakoon, Lalith P. & Tian, Gao-Liang & Seng, Ratney
- S1042443121001190 Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins
by Sapkota, Niranjan & Grobys, Klaus
- S1042443121001207 The impact of lending relationships on the choice and structure of bond underwriting syndicates
by Carbó-Valverde, Santiago & Cuadros-Solas, Pedro J. & Rodríguez-Fernández, Francisco
- S1042443121001220 Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU
by Saidane, Dhafer & Sène, Babacar & Désiré Kanga, Kouamé
- S1042443121001232 Corporate social responsibility and the term structure of CDS spreads
by Gao, Feng & Li, Yubin & Wang, Xinjie & Zhong, Zhaodong (Ken)
- S1042443121001244 The effect of option-implied skewness on delta- and vega-hedged option returns
by Borochin, Paul & Wu, Zekun & Zhao, Yanhui
- S1042443121001256 Macroprudential regulations and systemic risk: Does the one-size-fits-all approach work?
by Rizwan, Muhammad Suhail
- S1042443121001281 Long- and short-run components of factor betas: Implications for stock pricing
by Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining
- S1042443121001311 Corporate social activities and stock price crash risk in the banking industry: International evidence
by Wang, Kun Tracy & Liu, Simeng & Wu, Yue
- S104244312100127X Concentration-stability vs concentration-fragility. New cross-country evidence
by Calice, Pietro & Leonida, Leone & Muzzupappa, Eleonora
- S104244312100130X The conditional volatility premium on currency portfolios
by Byrne, Joseph P. & Sakemoto, Ryuta
2021, Volume 73, Issue C
- S1042443121000123 The political pressure from the US upon RMB exchange rate
by Guo, Wei & Chen, Zhongfei & Šević, Aleksandar
- S1042443121000639 On the information content of sovereign credit rating reports: Improving the predictability of rating transitions☆
by Slapnik, Ursula & Lončarski, Igor
- S1042443121000652 Determinants and performance of outsourcing in the european mutual fund market
by Gajewski, Jean-François & Tran Dieu, Linh
- S1042443121000664 Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence
by Kinateder, Harald & Choudhury, Tonmoy & Zaman, Rashid & Scagnelli, Simone D. & Sohel, Nurul
- S1042443121000676 Return and volatility spillovers to African currencies markets
by Atenga, Eric Martial Etoundi & Mougoué, Mbodja
- S1042443121000688 Commonality in intraday liquidity and multilateral trading facilities: Evidence from Chi-X Europe
by Klein, Olga & Song, Shiyun
Printed from https://ideas.repec.org/s/eee/intfin3.html
