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Content
2022, Volume 134, Issue C
- S0378426621002685 Housing networks and driving forces
by Hurn, Stan & Shi, Shuping & Wang, Ben
- S0378426621002703 A geometric framework for covariance dynamics
by Han, Chulwoo & Park, Frank C.
- S0378426621002727 Predicting the stressed expected loss of large U.S. banks
by Jondeau, Eric & Khalilzadeh, Amir
- S0378426621002739 Corporate social responsibility and market efficiency: Evidence from ESG and misvaluation measures
by Bofinger, Yannik & Heyden, Kim J. & Rock, Björn
- S0378426621002740 Stabilising virtues of central banks: (Re)matching bank liquidity
by Legroux, Vincent & Rahmouni-Rousseau, Imène & Szczerbowicz, Urszula & Valla, Natacha
- S0378426621002752 Institutional investors’ horizon and equity-financed payouts
by He, Wen & Mi, Lin
- S0378426621002764 The role of intrinsic incentives and corporate culture in motivating innovation
by Byun, Seong
- S0378426621002776 Hedge fund family ties
by Spilker, Harold D.
- S0378426621002788 Information networks in the financial sector and systemic risk
by Borochin, Paul & Rush, Stephen
- S0378426621002806 Concept links and return momentum
by Du, Qianqian & Liang, Dawei & Chen, Zilin & Tu, Jun
- S0378426621002818 Expectations, credit conditions, and housing boom-bust: Evidence from SVAR with sign and zero restrictions
by Ma, Xutao & Zhang, Zhen
- S0378426621002831 The exclamation mark of Cain: Risk salience and mutual fund flows
by Mugerman, Yevgeny & Steinberg, Nadav & Wiener, Zvi
- S0378426621002843 Sensitivity-implied tail-correlation matrices
by Paulusch, Joachim & Schlütter, Sebastian
- S0378426621002855 Opening the black box – Quantile neural networks for loss given default prediction
by Kellner, Ralf & Nagl, Maximilian & Rösch, Daniel
- S0378426621002880 How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors
by Alldredge, Dallin M. & Caglayan, Mustafa O. & Celiker, Umut
- S0378426621002892 Integration culture of global banks and the transmission of lending shocks
by Barth, Andreas & Radev, Deyan
- S0378426621002909 Systemic risk and severe economic downturns: A targeted and sparse analysis
by Caporin, Massimiliano & Costola, Michele & Garibal, Jean-Charles & Maillet, Bertrand
- S0378426621002983 Information asymmetry and the profitability of technical analysis
by Hung, Chiayu & Lai, Hung-Neng
- S0378426621002995 Bank solvency risk and funding cost interactions: Evidence from Korea
by Aldasoro, Iñaki & Cho, Chun Hee & Park, Kyounghoon
- S0378426621003009 Does quantitative easing affect market liquidity?
by Christensen, Jens H.E. & Gillan, James M.
- S0378426621003010 Market-consistent valuation of natural catastrophe risk
by Beer, Simone & Braun, Alexander
- S0378426621003022 History matters: How short-term price charts hurt investment performance
by Borsboom, Charlotte & Janssen, Dirk-Jan & Strucks, Markus & Zeisberger, Stefan
- S0378426621003034 The effects of mutual fund decarbonization on stock prices and carbon emissions
by Rohleder, Martin & Wilkens, Marco & Zink, Jonas
- S0378426621003046 Bank instability: Interbank linkages and the role of disclosure
by König-Kersting, Christian & Trautmann, Stefan T. & Vlahu, Razvan
- S0378426621003058 Post-crisis regulations, market making, and liquidity in over-the-counter markets
by Wang, Xinjie & (Ken) Zhong, Zhaodong
- S0378426621003095 Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls
by Noh, Joonki & Zhou, Dexin
- S037842662100265X Mutual fund tax implications when investment advisors manage tax-exempt separate accounts
by Beggs, William & Hill-Kleespie, Austin & Liu, Yanguang
- S037842662100279X Negative externalities of mutual fund instability: Evidence from leveraged loan funds
by Mählmann, Thomas
- S037842662100282X The illusion of oil return predictability: The choice of data matters!
by Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel
- S037842662100306X Management practices and M&A success
by Delis, Manthos D. & Iosifidi, Maria & Kazakis, Pantelis & Ongena, Steven & Tsionas, Mike G.
2021, Volume 133, Issue C
- S0378426621000790 Global syndicated lending during the COVID-19 pandemic
by Hasan, Iftekhar & Politsidis, Panagiotis N. & Sharma, Zenu
- S0378426621000984 The dynamics of non-performing loans during banking crises: A new database with post-COVID-19 implications
by Ari, Anil & Chen, Sophia & Ratnovski, Lev
- S0378426621001102 Liquidity provision during a pandemic
by Kahn, Charles M. & Wagner, Wolf
- S0378426621001114 Corporate bond market reactions to quantitative easing during the COVID-19 pandemic
by Nozawa, Yoshio & Qiu, Yancheng
- S0378426621001217 COVID-19, volatility dynamics, and sentiment trading
by John, Kose & Li, Jingrui
- S0378426621001436 Financial Sector Policy Response to COVID-19 in Emerging Markets and Developing Economies
by Feyen, Erik & Alonso Gispert, Tatiana & Kliatskova, Tatsiana & Mare, Davide S.
- S0378426621001692 Federal reserve intervention and systemic risk during financial crises
by Sedunov, John
- S0378426621001825 This time is really different: The multiplier effect of the Paycheck Protection Program (PPP) on small business bank loans
by Karakaplan, Mustafa U.
- S0378426621001928 COVID-19, nonperforming loans, and cross-border bank lending
by Park, Cyn-Young & Shin, Kwanho
- S0378426621001953 COVID-19 and lending responses of European banks
by Özlem Dursun-de Neef, H. & Schandlbauer, Alexander
- S0378426621001965 The real effects of capital requirements and monetary policy: Evidence from the United Kingdom
by De Marco, Filippo & Kneer, Christiane & Wieladek, Tomasz
- S0378426621001977 Long-run reversal in commodity returns: Insights from seven centuries of evidence
by Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz
- S0378426621002028 Tuesday Blues and the day-of-the-week effect in stock returns
by Chiah, Mardy & Zhong, Angel
- S0378426621002053 Downside risk and the cross-section of cryptocurrency returns
by Zhang, Wei & Li, Yi & Xiong, Xiong & Wang, Pengfei
- S0378426621002065 Market shocks and professionals’ investment behavior – Evidence from the COVID-19 crash
by Huber, Christoph & Huber, Jürgen & Kirchler, Michael
- S0378426621002077 Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
by Merlo, Luca & Petrella, Lea & Raponi, Valentina
- S0378426621002089 Market discipline, regulation and banking effectiveness: Do measures matter?
by Godspower-Akpomiemie, Euphemia & Ojah, Kalu
- S0378426621002090 Trading behavior of retail investors in derivatives markets: Evidence from Mini options
by Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken)
- S0378426621002119 Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market
by Lin, Hai & Lo, Ingrid & Qiao, Rui
- S0378426621002120 Negative news and the stock market impact of tone in rating reports
by Löffler, Gunter & Norden, Lars & Rieber, Alexander
- S0378426621002132 Bank balance sheet risk allocation
by Júdice, Pedro & Zhu, Qiji Jim
- S0378426621002272 Repayment capacity, debt service ratios and mortgage default: An exploration in crisis and non-crisis periods
by O’Toole, Conor & Slaymaker, Rachel
- S0378426621002284 Bank consumer relations and social capital
by Cornett, Marcia Millon & Minnick, Kristina & Schorno, Patrick J. & Tehranian, Hassan
- S0378426621002296 Trust and local bias of individual investors
by Shao, Ran & Wang, Na
- S0378426621002302 Executive Equity Risk-Taking Incentives and Firms’ Choice of Debt Structure
by Chen, Yangyang & Hasan, Iftekhar & Saffar, Walid & Zolotoy, Leon
- S0378426621002314 Stocks versus bonds for the long run when a riskless asset is available
by Levy, Haim & Levy, Moshe
- S0378426621002326 New construction and mortgage default
by Mayock, Tom & Tzioumis, Konstantinos
- S0378426621002338 Learning sequential option hedging models from market data
by Nian, Ke & Coleman, Thomas F & Li, Yuying
- S0378426621002351 The game changer: Regulatory reform and multiple credit ratings
by Huang, He & Svec, Jiri & Wu, Eliza
- S0378426621002363 The market impact of predictable flows: Evidence from leveraged VIX products
by Brøgger, Søren Bundgaard
- S0378426621002375 A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks
by Kircher, Felix & Rösch, Daniel
- S0378426621002387 China's no-bailout reform: Impact on bond yields and rating standards
by Mo, Guiqing & Gao, Zhi & Zhou, Lei
- S0378426621002399 Time is money: Real effects of relationship lending in a crisis
by James, Christopher & Lu, Jing & Sun, Yangfan
- S0378426621002405 Double the insurance, double the funds?
by Stone, Anna-Leigh
- S0378426621002417 A Practical Guide to harnessing the HAR volatility model
by Clements, Adam & Preve, Daniel P.A.
- S0378426621002430 Public guarantees to SME lending: Do broader eligibility criteria pay off?
by Lagazio, Corrado & Persico, Luca & Querci, Francesca
- S0378426621002442 Does secrecy signal skill? Own-investor secrecy and hedge fund performance
by Gorovyy, Sergiy & Kelly, Patrick J. & Kuzmina, Olga
- S0378426621002454 Delegated asset management and performance when some investors are unsophisticated
by Malliaris, Steven & Malliaris, A.G.
- S0378426621002478 Aggregate Distress Risk and Equity Returns
by Guo, Hui & Jiang, Xiaowen
- S0378426621002508 Overweighting of public information in financial markets: A lesson from the lab
by Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone
- S0378426621002521 Regulatory and bailout decisions in a banking union
by Haufler, Andreas
- S0378426621002533 Monetary easing and the lending concentration channel of monetary policy transmission
by Antoniades, Adonis
- S0378426621002545 Modeling persistent interest rates with double-autoregressive processes
by Hansen, Anne Lundgaard
- S0378426621002570 Banking sector performance during the COVID-19 crisis
by Demirgüç-Kunt, Asli & Pedraza, Alvaro & Ruiz-Ortega, Claudia
- S0378426621002594 Model risk and model choice in the case of barrier options and bonus certificates
by Baule, Rainer & Shkel, David
- S0378426621002636 Bank systemic risk exposure and office market interconnectedness
by Füss, Roland & Ruf, Daniel
- S0378426621002648 Political connections and seasoned equity offerings
by Nnadi, Modestus I. & Sorwar, Ghulam & Eskandari, Rasol & Chizema, Amon
- S0378426621002715 Government intervention and bank markups: Lessons from the global financial crisis for the COVID-19 crisis
by Tan, Brandon & Igan, Deniz & Martinez Peria, Maria Soledad & Pierri, Nicola & Presbitero, Andrea F.
- S037842662100193X Corporate stress and bank nonperforming loans: Evidence from Pakistan
by Choudhary, M. Ali & Jain, Anil K.
- S037842662100234X Determinants and predictability of commodity producer returns
by Wang, Qiao & Balvers, Ronald
- S037842662100248X Non-recourse mortgage law and housing speculation
by Nam, Tong-yob & Oh, Seungjoon
- S037842662100251X Bank systemic risk around COVID-19: A cross-country analysis
by Duan, Yuejiao & El Ghoul, Sadok & Guedhami, Omrane & Li, Haoran & Li, Xinming
2021, Volume 132, Issue C
- S0378426621001564 What determines wholesale funding costs of the global systemically important banks?
by Cottrell, Simon & Yu, Xiao & Delpachitra, Sarath & Ma, Yihong
- S0378426621001588 IPO quantity revisions
by Wang, Wei & Yung, Chris
- S0378426621001783 Intertemporal imitation behavior of interbank offered rate submissions
by Li, Ming & Sun, Hang & Zong, Jichuan
- S0378426621001849 Interest rates, cash and short-term investments
by Ysmailov, Bektemir
- S0378426621001916 Hedge fund portfolio selection with fund characteristics
by Joenväärä, Juha & Kauppila, Mikko & Kahra, Hannu
- S0378426621001941 Crisis and non-crisis short selling and bank enforcement actions
by Boni, Leslie & Leach, J. Chris & White, Reilly S.
- S0378426621002041 Share pledging and optimism in analyst earnings forecasts: Evidence from China
by Hu, Jun & Long, Wenbin & Luo, Le & Peng, Yuanhuai
2021, Volume 131, Issue C
- S0378426621001473 Citations and the readers’ information-extracting costs of finance articles
by Berninger, Marc & Kiesel, Florian & Schiereck, Dirk & Gaar, Eduard
- S0378426621001497 IPO underperformance and the idiosyncratic risk puzzle
by Chen, Honghui & Zheng, Minrong
- S0378426621001539 Private information in trades, R2, and large stock price movements
by Van Ness, Bonnie & Van Ness, Robert & Yildiz, Serhat
- S0378426621001576 Downside risk and the performance of volatility-managed portfolios
by Wang, Feifei & Yan, Xuemin Sterling
- S0378426621001679 Business shocks and corporate leverage
by Tan, Kelvin Jui Keng & Zhou, Qing & Pan, Zheyao & Faff, Robert
- S0378426621001680 Technology spillovers and the duration of executive compensation
by Huang, Minjie & Kubick, Thomas R. & Tseng, Kevin
- S0378426621001709 Cheap but flighty: A theory of safety-seeking capital flows
by Ahnert, Toni & Perotti, Enrico
2021, Volume 130, Issue C
- S0378426621000868 Guidelines for asset pricing research using international equity data from Thomson Reuters Datastream
by Landis, Conrad & Skouras, Spyros
- S0378426621001308 The evolution of price discovery in an electronic market
by Chaboud, Alain & Hjalmarsson, Erik & Zikes, Filip
- S0378426621001424 Binding ties in the supply chain and supplier capital structure
by Kadapakkam, Palani-Rajan & Oliveira, Mauro
- S0378426621001448 Corporate dollar debt and depreciations: All’s well that ends well?
by Caballero, Julián
- S0378426621001461 Bank foreign assets, government support and international spillover effects of sovereign rating events on bank stock prices
by Schertler, Andrea & Moch, Nils
- S0378426621001503 Under-reaction in the sovereign CDS market
by Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan
- S0378426621001527 Tournament incentives and IPO failure risk
by Colak, Gonul & Gounopoulos, Dimitrios & Loukopoulos, Panagiotis & Loukopoulos, Georgios
- S0378426621001540 The impacts of a large-scale financial education intervention on retirement saving behaviors and portfolio allocation: Evidence from pension fund data
by Ghafoori, Eraj & Ip, Edwin & Kabátek, Jan
- S037842662100145X Discretionary loan loss provisioning and bank stock returns: The Role of economic booms and busts
by Hegde, Shantaram P. & Kozlowski, Steven E.
2021, Volume 129, Issue C
- S0378426621001187 Unemployment and aggregate stock returns
by Atanasov, Victoria
- S0378426621001199 Stock merger activity and industry performance
by Meng, Bo & Vijh, Anand M.
- S0378426621001205 Financial crisis, Bank failures and corporate innovation
by Contreras, Salvador & Ghosh, Amit & Kong, Joon Ho
- S0378426621001230 Government ownership and Venture Capital in China
by Suchard, Jo-Ann & Humphery-Jenner, Mark & Cao, Xiaping
- S0378426621001242 Funding liquidity and market liquidity in government bonds
by Deuskar, Prachi & Johnson, Timothy C.
- S0378426621001254 Internet search, fund flows, and fund performance
by Chen, Hong-Yi & Chen, Hsuan-Chi & Lai, Christine W.
- S0378426621001266 A general approach to smooth and convex portfolio optimization using lower partial moments
by Yao, Haixiang & Huang, Jinbo & Li, Yong & Humphrey, Jacquelyn E.
- S0378426621001291 Algos gone wild: What drives the extreme order cancellation rates in modern markets?
by Khomyn, Marta & Putniņš, Tālis J.
- S037842662100100X Monetary policy’s rising FX impact in the era of ultra-low rates
by Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas
- S037842662100128X Blessing or curse? Institutional investment in leveraged ETFs
by DeVault, Luke & Turtle, H.J. & Wang, Kainan
- S037842662100131X Risk-adjusted return managed carry trade
by Dupuy, Philippe
2021, Volume 128, Issue C
- S0378426621000406 To whom do banks channel central bank funds?
by Bednarek, Peter & Dinger, Valeriya & Kaat, Daniel Marcel te & Westernhagen, Natalja von
- S0378426621000704 Positive stock information in out-of-the-money option prices
by Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S.
- S0378426621000832 Cooperative lenders and the performance of small business loans
by Nitani, Miwako & Legendre, Nicolas
- S0378426621000947 CEO gender and employee relations: Evidence from labor lawsuits
by Liu, Chelsea
- S0378426621000959 Collateralization and asset price bubbles when investors disagree about risk
by Broer, Tobias & Kero, Afroditi
- S0378426621000972 Firing frictions and the U.S. mergers and acquisitions market
by Chatt, Robert & Gustafson, Matthew & Welker, Adam
- S0378426621000996 A new unique information share measure with applications on cross-listed Chinese banks
by Li, Hong & Shi, Yanlin
- S0378426621001126 How managerial ownership and the market for corporate control can improve investment timing
by Guthrie, Graeme & Hobbs, Cameron
- S0378426621001175 Gambling preferences and stock price crash risk: Evidence from China
by Ji, Qiong & Quan, Xiaofeng & Yin, Hongying & Yuan, Qingbo
- S0378426621001229 Asset pricing and FOMC press conferences
by Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S.
2021, Volume 127, Issue C
- S0378426621000376 Corporate social responsibility and corporate misconduct
by Ferrés, Daniel & Marcet, Francisco
- S0378426621000546 The q5 model and its consistency with the intertemporal CAPM
by Lin, Qi
- S0378426621000698 Housing bust, bank lending & employment: Evidence from multimarket banks
by Glancy, David
- S0378426621000728 Insider trading and the legal expertise of corporate executives
by Jiang, Chao & Wintoki, M. Babajide & Xi, Yaoyi
- S0378426621000777 Momentum life cycle, revisited
by Chen, Tsung-Yu & Chou, Pin-Huang & Hsieh, Chia-Hsun & Ghon Rhee, S.
- S0378426621000807 The nexus between loan portfolio size and volatility: Does bank capital regulation matter?
by Bremus, Franziska & Ludolph, Melina
- S0378426621000819 Liquidity and the cross-section of international stock returns
by Cakici, Nusret & Zaremba, Adam
- S0378426621000820 The impact of RMB’s SDR inclusion on price discovery in onshore-offshore markets
by Chen, Yu-Lun & Xu, Ke
- S0378426621000844 Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates
by Bergbrant, Mikael & Kassa, Haimanot
- S0378426621000856 Investable commodity premia in China
by Bianchi, Robert J. & Fan, John Hua & Zhang, Tingxi
- S037842662100087X Interest arbitrage under capital controls: Evidence from reported entrepôt trades
by Hu, Jiafei & Yuan, Haishan
2021, Volume 126, Issue C
- S0378426621000200 Regulator supervisory power and bank loan contracting
by He, Zhongda & Qiao, Guannan & Zhang, Le & Zhang, Wenrui
- S0378426621000339 No-Arbitrage pricing of GDP-Linked bonds
by Eguren Martin, Fernando & Meldrum, Andrew & Yan, Wen
- S0378426621000352 It’s a wonderful loan: local financial composition, community banks, and economic resilience
by Petach, Luke & Weiler, Stephan & Conroy, Tessa
- S0378426621000510 Local logit regression for loan recovery rate
by Sopitpongstorn, Nithi & Silvapulle, Param & Gao, Jiti & Fenech, Jean-Pierre
- S0378426621000534 Timing CEO turnovers: Evidence from delegation in mergers and acquisitions
by Greene, Daniel & Smith, Jared
- S0378426621000571 Systemic risk allocation using the asymptotic marginal expected shortfall
by Qin, Xiao & Zhou, Chen
- S0378426621000583 Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance
by Carpio, Ronaldo & Guo, Meixin & Liu, Yuan & Pyun, Ju Hyun
- S0378426621000595 Risk-sensitive Basel regulations and firms’ access to credit: Direct and indirect effects
by Gopalakrishnan, Balagopal & Jacob, Joshy & Mohapatra, Sanket
- S0378426621000601 Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program
by Liu, Clark & Wang, Shujing & Wei, K.C. John
- S0378426621000613 How stable are corporate capital structures? International evidence
by He, Wen & Hu, Maggie Rong & Mi, Lin & Yu, Jin
- S0378426621000716 Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models
by Anghel, Dan Gabriel
- S037842662100056X Who goes green: Reducing mutual fund emissions and its consequences
by Humphrey, Jacquelyn E. & Li, Yong
- S037842662100073X Portfolio selection with parsimonious higher comoments estimation
by Lassance, Nathan & Vrins, Frédéric
2021, Volume 125, Issue C
- S0378426621000030 Estimating the probability of informed trading: A Bayesian approach
by Griffin, Jim & Oberoi, Jaideep & Oduro, Samuel D.
- S0378426621000042 A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
by Paolella, Marc S. & Polak, Paweł & Walker, Patrick S.
- S0378426621000194 Labor unions and corporate social responsibility
by Ertugrul, Mine & Marciukaityte, Dalia
- S0378426621000224 The ordering of historical returns and the cross-section of subsequent returns
by Mohrschladt, Hannes
- S0378426621000236 Preventing runs with fees and gates
by Voellmy, Lukas
- S0378426621000261 Short-term reversals, short-term momentum, and news-driven trading activity
by Chiang, I-Hsuan Ethan & Kirby, Chris & Nie, Ziye Zoe
- S0378426621000273 Local banks and the effects of oil price shocks
by Wang, Teng
- S0378426621000285 Top executive gender, board gender diversity, and financing decisions: Evidence from debt structure choice
by Datta, Sudip & Doan, Trang & Toscano, Francesca
- S0378426621000297 Economic capital and RAROC in a dynamic model
by Bauer, Daniel & Zanjani, George
- S0378426621000303 A Density-Based estimator of core/periphery network structures
by Brassil, Anthony & Nodari, Gabriela
- S0378426621000327 Order based versus level book trade reporting: An empirical analysis
by Upson, James & McInish, Thomas & IV, B. Hardy Johnson
- S0378426621000364 Norwegian interbank market's response to changes in liquidity policy
by Akram, Q. Farooq & Findreng, Jon H.
- S0378426621000388 Interest rate risk in the banking book: A closed-form solution for non-maturity deposits
by Blöchlinger, Andreas
- S0378426621000479 Stock-selection timing
by Jiang, George J. & Zaynutdinova, Gulnara R. & Zhang, Huacheng
- S0378426621000480 Algorithmic trading and firm value
by Hatch, Brian C. & Johnson, Shane A. & Wang, Qin Emma & Zhang, Jun
- S0378426621000492 The effect of credit shocks in the context of labor market frictions
by Liao, Shushu
- S0378426621000509 Politicians’ hometown favoritism and corporate investments: The role of social identity
by Guo, Ping & Shi, Guifeng & Tian, Gary Gang & Duan, Siqi
- S0378426621000522 Hazard stocks and expected returns
by DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R.
- S037842662100025X To change or not to change? The CDS market response of firms on credit watch
by Kiesel, Florian & Kolaric, Sascha & Norden, Lars & Schiereck, Dirk
- S037842662100039X Tax policy and innovation performance: Evidence from enactment of the alternative simplified credit
by Chen, Sheng-Syan & Kao, Wei-Chuan & Wang, Yanzhi
2021, Volume 124, Issue C
- S0378426620302879 The memory of beta
by Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp
- S0378426620302892 Savings goals and wealth allocation in household financial portfolios
by Changwony, Frederick Kibon & Campbell, Kevin & Tabner, Isaac T.
- S0378426620302934 Determinants of banks’ liquidity: A French perspective on interactions between market and regulatory requirements
by de Bandt, Olivier & Lecarpentier, Sandrine & Pouvelle, Cyril
- S0378426620302971 The effects of asset price volatility on market participation: Evidence from the Thai foreign exchange market
by Koosakul, Jakree & Shim, Ilhyock
- S0378426620303022 How to measure the liquidity of cryptocurrency markets?
by Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik
- S0378426620303034 Management connectedness and corporate investment
by Agha, Mahmoud & Pham, Man Duy (Marty) & Yu, Jing
- S0378426621000017 Suppliers as financial intermediaries: Trade credit for undervalued firms
by Fontaine, Patrice & Zhao, Sujiao
- S0378426621000029 Central bank communication through interest rate projections
by Brubakk, Leif & ter Ellen, Saskia & Xu, Hong
- S0378426621000121 Heterogeneous turnover-performance relations
by Shen, Ke & Tong, Lin & Yao, Tong
- S0378426621000133 Inclusive banking, financial regulation and bank performance: Cross-country evidence
by Ahamed, M. Mostak & Ho, Shirley J. & Mallick, Sushanta K. & Matousek, Roman
- S0378426621000145 Financial structures, banking regulations, and export dynamics
by Minetti, Raoul & Mulabdic, Alen & Ruta, Michele & Zhu, Susan Chun
- S0378426621000157 Till death (or divorce) do us part: Early-life family disruption and investment behavior
by Betzer, André & Limbach, Peter & Rau, P. Raghavendra & Schürmann, Henrik
- S0378426621000169 Statutory right of redemption and its influence on defaulted mortgage outcomes
by Zhu, Shuang & Kelley Pace, R.
- S0378426621000182 Breaking VIX at open: Evidence of uncertainty creation and resolution
by Chen, Jingjing & Jiang, George J. & Yuan, Chaowen & Zhu, Dongming
- S0378426621000212 Return signal momentum
by Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D.
2021, Volume 123, Issue C
- S0378426620302685 Do firms obtain multiple ratings to hedge against downgrade risk?
by Chen, Zhihua & Wang, Zhen
- S0378426620302703 How financial shocks transmit to the real economy? Banking business models and firm size
by Vinas, Frédéric
- S0378426620302727 Listing of classical options and the pricing of discount certificates
by Schertler, Andrea
- S0378426620302739 Optimal collective investment: The impact of sharing rules, management fees and guarantees
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