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Editor: I. Mathur
Series handle: RePEc:eee:intfin
ISSN: 1042-4431
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Content
2021, Volume 70, Issue C
- S1042443120301591 CSR disclosure of foreign versus U.S. firms: Evidence from ADRs
by Chowdhury, Reza H. & Fu, Chengbo & Huang, Qiping & Lin, Nanying
- S1042443120301608 Board tenure diversity, culture and firm risk: Cross-country evidence
by Ji, Jiao & Peng, Hongfeng & Sun, Hanwen & Xu, Haofeng
- S1042443120301621 Spoofing and pinging in foreign exchange markets
by Stenfors, Alexis & Susai, Masayuki
- S1042443120301633 Efficiency convergence in Islamic and conventional banks
by Izzeldin, Marwan & Johnes, Jill & Ongena, Steven & Pappas, Vasileios & Tsionas, Mike
- S1042443120301645 Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?
by Meegan, Andrew & Corbet, Shaen & Larkin, Charles & Lucey, Brian
- S104244312030158X Corporate social irresponsibility and portfolio performance: A cross-national study
by Harjoto, Maretno A. & Hoepner, Andreas G.F. & Li, Qian
- S104244312030161X ESG activities and banking performance: International evidence from emerging economies
by Azmi, Wajahat & Hassan, M. Kabir & Houston, Reza & Karim, Mohammad Sydul
2020, Volume 69, Issue C
- S1042443120301281 Shareholder shocks and loan loss provisions in Central European banks
by Skała, Dorota
- S1042443120301293 From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps
by Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis
- S1042443120301372 The impact of profit-sharing investment accounts on shareholders’ wealth
by Baldwin, Kenneth & Alhalboni, Maryam
- S1042443120301384 Capital inflows and bank stability around the financial crisis: The mitigating role of macro-prudential policies
by Ali, Mirzaei & Iness, Aguir
- S1042443120301396 Financial flows centrality: Empirical evidence using bilateral capital flows
by Mercado, Rogelio & Noviantie, Shanty
- S1042443120301402 Bank asset and informational quality
by Kladakis, George & Chen, Lei & Bellos, Sotirios K.
- S104244312030144X Credit rating, banks' capital structure and speed of adjustment: A cross-country analysis
by Wojewodzki, Michal & Boateng, Agyenim & Brahma, Sanjukta
2020, Volume 68, Issue C
- S1042443120301220 Dynamic exchange rate dependences: The effect of the U.S.-China trade war
by Xu, Yingying & Lien, Donald
- S1042443120301232 Information opacity and corporate bond returns: The dynamics of split ratings
by Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores
- S1042443120301244 Foreign venture presence and domestic entrepreneurship: A macro level study
by Fang, Hanqing & Chrisman, James J. & Memili, Esra & Wang, Minglin
- S1042443120301256 Eastern Halloween effect: A stochastic dominance approach
by Chui, David & Wing Cheng, Wui & Chi Chow, Sheung & LI, Ya
- S1042443120301268 Economic uncertainty and bank risk: Evidence from emerging economies
by Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam
- S104244312030127X The nexus of judicial efficiency, social burden and default risk: Cross-country evidence
by Zhu, Xiaoquan & Peng, Hongfeng & Zhang, Zijian
2020, Volume 67, Issue C
- S1042443120300846 Examining stress in Asian currencies: A perspective offered by high frequency financial market data
by Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon
- S1042443120300858 The impact of liquidity and capital requirements on lending and stability of African banks
by Mutarindwa, Samuel & Schäfer, Dorothea & Stephan, Andreas
- S1042443120300901 The cross-border credit channel and lending standards surveys
by Filardo, Andrew J. & Siklos, Pierre L.
- S1042443120300937 Bitcoin: Speculative asset or innovative technology?
by Lee, Adrian D. & Li, Mengling & Zheng, Huanhuan
- S1042443120301013 Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds
by Leal, Diego & Stanhouse, Bryan & Stock, Duane
- S1042443120301025 Distribution, outward FDI, and productivity heterogeneity: China and cross-countries’ evidence
by Tian, Wei & Yu, Miaojie
- S1042443120301037 Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities
by Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón
- S1042443120301049 Why do firms manage their stock price levels?
by Amini, Shima & Buchner, Axel & Cai, Charlie X. & Mohamed, Abdulkadir
- S104244312030086X Tail behavior of Bitcoin, the dollar, gold and the stock market index
by Kwon, Ji Ho
2020, Volume 66, Issue C
- S1042443120300767 Interest premium and external position: A state dependent approach
by Konya, Istvan & Maduko, Franklin
- S1042443120300792 The more the Merrier? The reaction of euro area stock markets to new members
by Grigaliuniene, Zana & Celov, Dmitrij & Hartwell, Christopher A.
- S1042443120300809 Liquidity risk exposure and its determinants in the banking sector: A comparative analysis between Islamic, conventional and hybrid banks
by Mohammad, Sabri & Asutay, Mehmet & Dixon, Rob & Platonova, Elena
- S1042443120300822 Employee protection and the tax sensitivity of wages: International evidence
by Li, Guangzhong & Wu, Cen & Zheng, Ying
- S1042443120300834 News and why it is not shocking: The role of micro-foundations
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick
- S1042443120300871 How informative are stock prices of Islamic Banks?
by Abedifar, Pejman & Bouslah, Kais & Qamhieh Hashem, Shatha & Song, Liang
- S1042443120300883 Does reputation risk matter? Evidence from cross-border mergers and acquisitions
by Maung, Min & Wilson, Craig & Yu, Weisu
- S1042443120300895 Does staying private longer affect innovation of VC-backed IPOs and outcomes of VC investments?
by Lee, Yun-Chi
- S1042443120300913 Institutional distance and cross-border M&A performance: A dynamic perspective
by Li, Wanli & Wang, Chaohui & Ren, Qizhe & Zhao, Ding
- S1042443120300925 Liquidity connectedness and output synchronisation
by Inekwe, John Nkwoma
2020, Volume 65, Issue C
- S1042443118300891 Does change in the market structure have any impact on different types of bank loans in the EU?
by Kouretas, Georgios P. & Pawłowska, Małgorzata
- S1042443119300630 Political turmoil and the impact of foreign orders on equity prices
by Tiniç, Murat & Savaser, Tanseli
- S1042443119302495 Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?
by Chong, Oiping & Bany- Ariffin, A.N. & Matemilola, Bolaji Tunde & McGowan, C.B.
- S1042443120300688 Dividend policy and corporate investment under information shocks
by Harakeh, Mostafa
- S1042443120300706 The effect of credit ratings on emerging market volatility
by Bales, Kyle & Malikane, Christopher
- S1042443120300718 Macro disagreement and international options markets
by Li, Huijing & Li, Hong & Lu, Lei & Theocharides, George & Xiong, Xiong
- S1042443120300731 Managerial ownership, credit market conditions, undervaluation and offer premiums in management (MBOs) and leveraged buyouts (LBOs)
by Mittoo, Usha & Ng, Dennis & Yan, Meng
- S1042443120300743 The price of international equity ETFs: The role of relative liquidity
by Atanasova, Christina & Weisskopf, Jean-Philippe
- S1042443120300755 Signal-herding in cryptocurrencies
by Philippas, Dionisis & Philippas, Nikolaos & Tziogkidis, Panagiotis & Rjiba, Hatem
- S1042443120300779 Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries
by Thampanya, Natthinee & Wu, Junjie & Nasir, Muhammad Ali & Liu, Jia
- S1042443120300780 The prevalence of price overreactions in the cryptocurrency market
by Borgards, Oliver & Czudaj, Robert L.
- S1042443120300810 By the light of day: The effect of the switch to winter time on stock markets
by Mugerman, Yevgeny & Yidov, Orr & Wiener, Zvi
- S104244311930383X The bank capital-competition-risk nexus – A global perspective
by Davis, E. Philip & Karim, Dilruba & Noel, Dennison
- S104244312030069X Long-term time series reversal: International evidence
by Kobinger, Sonja & Bornholt, Graham & Malin, Mirela
- S104244312030072X The predictive power of public Twitter sentiment for forecasting cryptocurrency prices
by Kraaijeveld, Olivier & De Smedt, Johannes
2020, Volume 64, Issue C
- S1042443115000074 How relevant is dividend policy under low shareholder protection?
by Renneboog, Luc & Szilagyi, Peter G.
- S1042443118304645 Reservation prices in shareholders’ response to freeze-out tender offers
by Hamdani, Assaf & Lauterbach, Beni & Mugerman, Yevgeny
- S1042443118304839 Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance
by Goodell, John W. & Goyal, Abhinav & Hasan, Iftekhar
- S1042443119300290 No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan
by Okimoto, Tatsuyoshi & Takaoka, Sumiko
- S1042443119300460 Ratings matter: Announcements in times of crisis and the dynamics of stock markets
by Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliveira, Vasco
- S1042443119300770 Bank market power and SME finance: Firm-bank evidence from European countries
by Wang, Xiaodong & Han, Liang & Huang, Xing
- S1042443119300939 Looking through systemic credit risk: Determinants, stress testing and market value
by Chamizo, Álvaro & Novales, Alfonso
- S1042443119301544 The effect of timely loss recognition and accrual quality on corporate bond spread: The influence of legal and financial institutions
by Aly Zaher, Noha & Mohamed, Ehab K.A. & Basuony, Mohamed A.K.
- S1042443119302379 Political uncertainty and the choice of debt sources
by Ben-Nasr, Hamdi & Bouslimi, Lobna & Ebrahim, M. Shahid & Zhong, Rui
- S1042443119302690 The rating spillover from banks to sovereigns: An empirical investigation across the European Union
by Hu, Haoshen & Prokop, Jörg & Shi, Yukun & Trautwein, Hans-Michael
- S1042443119304093 Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
by Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios & Zopounidis, Constantin
- S1042443119304822 Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence
by Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua
- S1042443119304883 Are super stock exchange mergers motivated by efficiency or market power gains?
by Otchere, Isaac & Abukari, Kobana
- S104244311930321X Volatility and dynamic currency hedging
by Cho, Jae-Beom & Min, Hong-Ghi & McDonald, Judith Ann
- S104244311930486X The legacy of wars around the world: Evidence from military directors
by An, Jiafu & Duan, Tinghua & Hou, Wenxuan & Liu, Xianda
2019, Volume 63, Issue C
- v:63:y:2019:i:c:s1042443118302725 Does risk premium help uncover the uncovered interest parity failure?
by Kumar, Satish
- v:63:y:2019:i:c:s1042443118300684 Contagion risk in global banking sector
by Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy
- v:63:y:2019:i:c:s1042443119300976 Short-term momentum (almost) everywhere
by Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas
- v:63:y:2019:i:c:s1042443119301878 Financial constraints, stock liquidity, and stock returns
by Li, Xiafei & Luo, Di
- v:63:y:2019:i:c:s1042443119302197 A multilevel factor approach for the analysis of CDS commonality and risk contribution
by Rodríguez-Caballero, Carlos Vladimir & Caporin, Massimiliano
- v:63:y:2019:i:c:s1042443118304190 Creative corporate culture and innovation
by Fiordelisi, Franco & Renneboog, Luc & Ricci, Ornella & Lopes, Saverio Stentella
- v:63:y:2019:i:c:s1042443119301325 Forecast ranked tailored equity portfolios
by Buncic, Daniel & Stern, Cord
- v:63:y:2019:i:c:s1042443118303093 Avoiding momentum crashes: Dynamic momentum and contrarian trading
by Dobrynskaya, Victoria
- v:63:y:2019:i:c:s1042443119300824 Does economic uncertainty affect domestic credits? an empirical investigation
by Gozgor, Giray & Demir, Ender & Belas, Jaroslav & Yesilyurt, Serkan
- v:63:y:2019:i:c:s1042443119302446 Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting
by Walther, Thomas & Klein, Tony & Bouri, Elie
- v:63:y:2019:i:c:s1042443118304694 Stock-ADR Arbitrage: Microstructure Risk
by Mitra, Sovan & Raju Chinthalapati, V.L. & Clark, Ephraim & McGroarty, Frank
- v:63:y:2019:i:c:s1042443118302373 A competing risks tale on successful and unsuccessful fiscal consolidations
by Agnello, Luca & Castro, Vítor & Sousa, Ricardo M.
- v:63:y:2019:i:c:s1042443118304517 Forecasting exchange rates using principal components
by Ponomareva, Natalia & Sheen, Jeffrey & Wang, Ben Zhe
- v:63:y:2019:i:c:s1042443119300423 Bank recapitalization in Europe: Informational content in the issuing method
by Chiarella, Carlo & Cubillas, Elena & Suárez, Nuria
- v:63:y:2019:i:c:s1042443119300150 Structural instability and predictability
by Devpura, Neluka & Narayan, Paresh Kumar & Sharma, Susan Sunila
2019, Volume 62, Issue C
- 1-19 Long-term asset allocation, risk tolerance and market sentiment
by Erdemlioglu, Deniz & Joliet, Robert
- 20-34 Financial stress dynamics in the MENA region: Evidence from the Arab Spring
by Elsayed, Ahmed H. & Yarovaya, Larisa
- 35-52 High frequency volatility co-movements in cryptocurrency markets
by Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian
- 53-73 Sovereign bond return prediction with realized higher moments
by Kinateder, Harald & Papavassiliou, Vassilios G.
- 74-93 CFO cultural background and stock price crash risk
by Fu, Xi & Zhang, Zhifang
- 94-116 Risk perceptions and international stock market liquidity
by Ma, Rui & Anderson, Hamish D. & Marshall, Ben R.
- 117-131 Anti-cyclical versus risk-sensitive margin strategies in central clearing
by Berlinger, Edina & Dömötör, Barbara & Illés, Ferenc
- 132-151 Identifying fragility for the stock market: Perspective from the portfolio overlaps network
by Lin, Li & Guo, Xin-Yu
- 152-183 What are the real effects of financial market liquidity? Evidence on bank lending from the euro area
by Dombret, Andreas R. & Foos, Daniel & Pliszka, Kamil & Schulz, Alexander
- 184-202 Realized correlations, betas and volatility spillover in the agricultural commodity market: What has changed?
by Bonato, Matteo
- 203-221 Financial connectivity and excessive liquidity: Benefit or risk?
by Demir, Müge & Önder, Zeynep
- 222-251 What is mutual fund flow?
by Cumming, Douglas & Johan, Sofia & Zhang, Yelin
- 252-263 Informality and international business cycles
by Yépez, Carlos A.
- 264-280 Security design, incentives, and Islamic microfinance: Cross country evidence
by Fan, Yaoyao & John, Kose & Liu, Frank Hong & Tamanni, Luqyan
2019, Volume 61, Issue C
- 1-15 Which kind of investor causes comovement?
by Li, Jie & Zhang, Yongjie & Feng, Xu & An, Yahui
- 16-36 Does the volatility of volatility risk forecast future stock returns?
by Bu, Ruijun & Fu, Xi & Jawadi, Fredj
- 37-51 Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David
- 52-80 A new macro stress testing approach for financial realignment in the Eurozone
by Apergis, Emmanuel & Apergis, Iraklis & Apergis, Nicholas
- 81-96 Financial development, government bond returns, and stability: International evidence
by Boubaker, Sabri & Nguyen, Duc Khuong & Piljak, Vanja & Savvides, Andreas
- 97-119 Macro stress testing euro area banks’ fees and commissions
by Kok, Christoffer & Mirza, Harun & Pancaro, Cosimo
- 120-127 The make-whole and Canada-call provisions: A case of cross-country spillover of financial innovation
by Afik, Zvika & Jacoby, Gady & Stangeland, David & Wu, Zhenyu
- 128-142 Systematic extreme downside risk
by Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist
- 143-160 The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment
by Papakyriakou, Panayiotis & Sakkas, Athanasios & Taoushianis, Zenon
- 161-188 Predicting private company failure: A multi-class analysis
by Jones, Stewart & Wang, Tim
- 189-212 Ownership structure and market efficiency
by Nakabayashi, Masaki
- 213-222 How can we improve inferences from surveys? A new look at the convertible debt questions from the Graham and Harvey survey data
by Dong, Ming & Dutordoir, Marie & Veld, Chris
- 223-240 Factors influencing the European bank’s probability of default: An application of SYMBOL methodology
by Parrado-Martínez, Purificación & Gómez-Fernández-Aguado, Pilar & Partal-Ureña, Antonio
- 241-263 Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis
by Jamali, Ibrahim & Yamani, Ehab
- 264-288 Forward-looking asset correlations in the estimation of economic capital
by Chamizo, Álvaro & Fonollosa, Alexandre & Novales, Alfonso
2019, Volume 60, Issue C
- 1-18 Corporate controversy, social responsibility and market performance: International evidence
by Li, Jialong & Haider, Zulfiquer Ali & Jin, Xianzhe & Yuan, Wenlong
- 19-38 The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets
by Smales, L.A. & Lucey, B.M.
- 39-49 Are venture capital and buyout backed IPOs any different?
by Buchner, Axel & Mohamed, Abdulkadir & Wagner, Niklas
- 50-67 Solvency risk premia and the carry trades
by Orlov, Vitaly
- 68-88 Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks
by Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon
- 89-110 Risk, culture and investor behavior in small (but notorious) Eurozone countries
by Lee, Seungho & Switzer, Lorne N. & Wang, Jun
- 111-133 Mandatory adoption of IFRS in Latin America: A boon or a bias
by de Moura, André Aroldo Freitas & Gupta, Jairaj
- 134-148 Do gold prices respond to real interest rates? Evidence from the Bayesian Markov Switching VECM model
by Apergis, Nicholas & Cooray, Arusha & Khraief, Naceur & Apergis, Iraklis
- 149-168 The changing international network of sovereign debt and financial institutions
by Dungey, Mardi & Harvey, John & Volkov, Vladimir
- 169-192 Mutual fund ownership and foreign exchange risk in Chinese firms
by Hutson, Elaine & Laing, Elaine & Ye, Min
- 193-210 Wealth inequality and bank failure: A cross-country simulation analysis
by Tzur, Joseph & Jacobi, Arie
- 211-230 The impact of an insider and short-selling on bubble formation in experimental financial market
by Chmura, Thorsten & Bai, Ye & Bauder, David
- 231-251 Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange
by Hung, Pi-Hsia & Lien, Donald
- 252-266 Macro-financial regimes and performance of Shariah-compliant equity portfolios
by Boudt, Kris & Raza, Muhammad Wajid & Ashraf, Dawood
- 267-283 A structural model of “alpha” for the capital adequacy ratios of Islamic banks
by Baldwin, Kenneth & Alhalboni, Maryam & Helmi, Mohamad Husam
2019, Volume 59, Issue C
- 1-18 The impact of investor protection law on global takeovers: LBO vs. non-LBO transactions
by Cao, Xiaping & Cumming, Douglas & Goh, Jeremy & Wang, Xiaoming
- 19-35 The investment environment and cross-border merger and acquisition premiums
by Maung, Min & Shedden, Myles & Wang, Yuan & Wilson, Craig
- 36-57 Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data
by Stenfors, Alexis & Susai, Masayuki
- 58-73 Trust and the cost of debt financing
by Meng, Yijun & Yin, Chao
- 74-89 The impact of financial development on economic growth in middle-income countries
by Yang, Fan
- 90-105 Does the two-stage IPO process reduce underpricing and long run underperformance? Evidence from Chinese firms listed in the U.S
by Jog, Vijay & Otchere, Isaac & Sun, Chengye
- 106-133 Identity of large owner, regulation and bank risk in developing countries
by Wang, Mingzhu & Sun, Xiaojie
- 134-152 Do all diversified firms hold less cash? The role of product market competition
by Atanasova, Christina & Li, Mingxin
- 153-164 The Brexit vote and currency markets
by Dao, Thong M. & McGroarty, Frank & Urquhart, Andrew
- 165-183 Athletes in boardrooms: Evidence from the world
by Dong, Yizhe & Duan, Tinghua & Hou, Wenxuan & Liu, Yue (Lucy)
- 184-201 Financial crisis and real earnings management in family firms: A comparison between China and the United States
by Eng, Li Li & Fang, Hanqing & Tian, Xi & Yu, T. Robert & Zhang, Hongxian
- 202-217 Bank risk-taking in developed countries: The influence of market power and bank regulations
by Danisman, Gamze Ozturk & Demirel, Pelin
- 218-231 Political involvement and firm performance — Chinese setting and cross-country evidence
by Guo, Hong & Li, Wanli & Zhong, Yuxiang
- 232-249 Real exchange rate and asymmetric shocks in the West African Monetary Zone (WAMZ)
by Adu, Raymond & Litsios, Ioannis & Baimbridge, Mark
- 250-261 Family involvement and family firm internationalization: The moderating effects of board experience and geographical distance
by Dou, Junsheng & Jacoby, Gady & Li, Jialong & Su, Youyi & Wu, Zhenyu
2019, Volume 58, Issue C
- 1-18 The case for a European rating agency: Evidence from the Eurozone sovereign debt crisis
by Altdörfer, Marc & De las Salas Vega, Carlos A. & Guettler, Andre & Löffler, Gunter
- 19-41 Asset pricing factors and bank CDS spreads
by Koutmos, Dimitrios
- 42-64 Exchange rate comovements, hedging and volatility spillovers on new EU forex markets
by Kočenda, Evžen & Moravcová, Michala
- 65-77 Intraday effects of the currency market
by Khademalomoom, Siroos & Narayan, Paresh Kumar
- 78-95 Margin requirements and systemic liquidity risk
by Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon
- 96-116 Investigation of the effects of financial regulation and supervision on bank stability: The application of CAMELS-DEA to quantile regressions
by Shaddady, Ali & Moore, Tomoe
- 117-135 Central bank announcements and realized volatility of stock markets in G7 countries
by Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš
- 136-161 Taxes, governance, and debt maturity structure: International evidence
by Kashefi Pour, Eilnaz & Lasfer, Meziane
- 162-183 The evolving nature of Japanese corporate governance: Guaranteed bonds vs. rated bonds
by Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S.
- 184-207 My kingdom for a horse (or a classic car)
by Laurs, Dries & Renneboog, Luc
- 208-224 Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence
by Afonso, António & Tovar Jalles, João
- 225-235 Can structural changes in the persistence of the forward premium explain the forward premium anomaly?
by Cho, Dooyeon & Chun, Sungju
- 236-254 Unexploited currency carry trade profit opportunity
by Suh, Sangwon
- 255-268 Carry trades and endogenous regime switches in exchange rate volatility
by Cho, Dooyeon & Han, Heejoon & Lee, Na Kyeong
- 269-283 Corporate governance, external control, and environmental information transparency: Evidence from emerging markets
by Jacoby, Gady & Liu, Mingzhi & Wang, Yefeng & Wu, Zhenyu & Zhang, Ying
- 284-298 ADR valuation and listing of foreign firms in U.S. Equity markets
by Li, Shi & Li, Tianze & Mittoo, Usha & Song, Xiaoping & Zheng, Steven Xiaofan
2018, Volume 57, Issue C
- 1-16 Sailing with the non-conventional stocks when there is no place to hide
by Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul
- 17-43 Diversification and bank stability in the GCC
by Abuzayed, Bana & Al-Fayoumi, Nedal & Molyneux, Phil
- 44-58 Decomposition of the uncovered equity parity correlation
by Kunkler, Michael & MacDonald, Ronald
- 59-79 Foreign capital flows, credit spreads, and the business cycle
by Du, Ding & Rousse, Wade
- 80-93 Using expected shortfall for credit risk regulation
by Osmundsen, Kjartan Kloster
- 94-109 Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis
by Gopalakrishnan, Balagopal & Mohapatra, Sanket
- 110-126 The transmission of liquidity shocks via China's segmented money market: Evidence from recent market events
by Lu, Ruoxi & Bessler, David A. & Leatham, David J.
- 127-140 Financial stability: To regulate or not? A public choice inquiry
by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick
- 141-159 A market-based measure for currency risk in managed exchange rate regimes
by Eichler, Stefan & Roevekamp, Ingmar
- 160-184 Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios
by Ouatik El-Alaoui, AbdelKader & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet
- 185-204 Do community banks contribute to international trade? Evidence from U.S. Data
by Holod, Dmytro & Torna, Gökhan
- 205-230 Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?
by Wang, Gang-Jin & Xie, Chi & Zhao, Longfeng & Jiang, Zhi-Qiang
- 231-247 Determinants of equity mutual fund flows – Evidence from the fund flow dynamics between Hong Kong and global markets
by Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung
- 248-260 Flash crash and policy uncertainty
by Tsai, I-Chun
- 261-292 Inflation in Africa, 1960–2015
by Franses, Philip Hans & Janssens, Eva
2018, Volume 56, Issue C
- 1-16 Do multiple credit ratings affect syndicated loan spreads?
by Drago, Danilo & Gallo, Raffaele
- 17-37 Nonfinancial debt and economic growth in euro-area countries
by Gómez-Puig, Marta & Sosvilla-Rivero, Simón
- 38-54 The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles
by Yan, Cheng & Wang, Xichen
- 55-70 Time-variation in the relationship between white precious metals and inflation: A cross-country analysis
by Bilgin, Mehmet Huseyin & Gogolin, Fabian & Lau, Marco Chi Keung & Vigne, Samuel A.
- 71-92 Governance mechanisms and efficiency: Evidence from an alternative insurance (Takaful) market
by Karbhari, Yusuf & Muye, Ibrahim & Hassan, Ahmad Fahmi S. & Elnahass, Marwa
- 93-103 A new GARCH model with higher moments for stock return predictability
by Narayan, Paresh Kumar & Liu, Ruipeng
- 104-127 A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling
by Shahzad, Syed Jawad Hussain & Arreola-Hernandez, Jose & Bekiros, Stelios & Shahbaz, Muhammad & Kayani, Ghulam Mujtaba
- 128-148 Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis
by Meegan, Andrew & Corbet, Shaen & Larkin, Charles
- 149-168 Directional information effects of options trading: Evidence from the banking industry
by Du, Brian & Fung, Scott
- 169-187 New insights into the US stock market reactions to energy price shocks
by Benkraiem, Ramzi & Lahiani, Amine & Miloudi, Anthony & Shahbaz, Muhammad
- 188-200 What drives corporate CDS spreads? A comparison across US, UK and EU firms
by Pereira, John & Sorwar, Ghulam & Nurullah, Mohamed
- 201-217 Nonfinancial traits and financial smartness: International evidence from Shariah-compliant and Socially responsible funds
by Azmi, Wajahat & Mohamad, Shamsher & Shah, Mohamed Eskandar
- 218-232 Do managers act opportunistically towards the end of their career?
by Kabir, Rezaul & Li, Hao & Veld-Merkoulova, Yulia
- 233-254 On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting
by Guesmi, Khaled & Dhaoui, Abderrazak & Goutte, Stéphane & Abid, Ilyes
- 255-280 Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold
by Junttila, Juha & Pesonen, Juho & Raatikainen, Juhani
2018, Volume 55, Issue C
- 1-12 Beauty and appearance in corporate director elections
by Geiler, Philipp & Renneboog, Luc & Zhao, Yang
- 13-28 Influence of economic factors on disaggregated Islamic banking deposits: Evidence with structural breaks in Malaysia
by Solarin, Sakiru Adebola & Hammoudeh, Shawkat & Shahbaz, Muhammad
- 29-49 Accounting discretion and executive cash compensation: An empirical investigation of corporate governance, credit ratings and firm value
by Emmanuel Iatridis, George
- 50-64 Do sovereign credit ratings matter for foreign direct investments?
by Cai, Peilin & Gan, Quan & Kim, Suk-Joong
- 65-80 Multi-factor asset pricing models: Factor construction choices and the revisit of pricing factors
by Skočir, Matevž & Lončarski, Igor
- 81-93 Cyclicality of bank liquidity creation
by Davydov, Denis & Fungáčová, Zuzana & Weill, Laurent
- 94-111 Do liquidity proxies measure liquidity accurately in ETFs?
by Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat
- 112-133 Media censorship and stock price: Evidence from the foreign share discount in China
by Ding, Rong & Hou, Wenxuan & Liu, Yue (Lucy) & Zhang, John Ziyang
- 134-150 Can economic policy uncertainty predict stock returns? Global evidence
by Phan, Dinh Hoang Bach & Sharma, Susan Sunila & Tran, Vuong Thao
Printed from https://ideas.repec.org/s/eee/intfin4.html
