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2017, Volume 35, Issue C
- 1-10 Volatility measures as predictors of extreme returns
by Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun
- 11-28 Trend in aggregate idiosyncratic volatility
by Nam, Kiseok & Khaksari, Shahriar & Kang, Moonsoo
- 29-42 Tracing dynamic linkages and spillover effect between Pakistani and leading foreign stock markets
by Ghouse, Ghulam & Khan, Saud Ahmed
- 43-56 Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data
by Uctum, Remzi & Renou-Maissant, Patricia & Prat, Georges & Lecarpentier-Moyal, Sylvie
- 57-65 Oil price shocks and volatility spillovers in the Nigerian sovereign bond market
by Tule, Moses K. & Ndako, Umar B. & Onipede, Samuel F.
- 66-81 A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index
by Pati, Pratap Chandra & Rajib, Prabina & Barai, Parama
2017, Volume 34, Issue C
- 1-9 Bank capital and portfolio risk among Islamic banks
by Basher, Syed Abul & Kessler, Lawrence M. & Munkin, Murat K.
- 10-32 Bank levy and bank risk-taking
by Diemer, Michael
- 33-49 A fresh look at integration of risks in the international stock markets: A wavelet approach
by Marfatia, Hardik A.
- 50-60 Characteristics of mutual funds with extreme performance
by Berkowitz, Jason P. & Schorno, Patrick J. & Shapiro, Dmitry A.
- 61-73 Long memory or structural breaks: Some evidence for African stock markets
by Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F.
- 74-85 CEO inside debt and bank loan syndicate structure
by Chen, Liqiang & Fan, Hong
- 86-98 An integrated macro-financial risk-based approach to the stressed capital requirement
by Liu, Xiaochun
- 99-108 The other capital infusion program: The case of the Small Business Lending Fund
by Balla, Eliana & Carpenter, Robert E. & Robinson, Breck L.
2017, Volume 33, Issue C
- 1-11 Corporate investment and stock liquidity: Evidence on the price impact of trade
by Kang, Moonsoo & Wang, Wei & Eom, Chanyoung
- 12-28 Is there a link between economic growth and insurance and banking sector activities in the G-20 countries?
by Pradhan, Rudra P. & Arvin, Mak B. & Nair, Mahendhiran & Hall, John H. & Gupta, Atul
- 29-40 Taming polysemous signals: The role of marketing intensity on the relationship between financial leverage and firm performance
by Bae, John & Kim, Sang-Joon & Oh, Hannah
- 41-54 Foreign bias in Australia's international equity holdings
by Mishra, Anil V.
- 55-63 Bank profits, loan activity, and monetary policy: evidence from the FDIC's Historical Statistics on Banking
by Orzechowski, Paul E.
2017, Volume 32, Issue C
- 1-6 Additional evidence on transparency and bank financial performance
by Akhigbe, Aigbe & McNulty, James E. & Stevenson, Bradley A.
- 7-19 Size is everything: Explaining SIFI designations
by Irresberger, Felix & Bierth, Christopher & Weiß, Gregor N.F.
- 20-29 Differential effect of liquidity constraints on firm growth
by Quader, Syed Manzur
- 30-57 Bank secrecy in offshore centres and capital flows: Does blacklisting matter?
by Balakina, Olga & D’Andrea, Angelo & Masciandaro, Donato
- 58-63 The effect of volatility persistence on excess returns
by Jain, Ajeet & Strobl, Sascha
- 64-74 Inside directors, risk aversion, and firm performance
by Upadhyay, Arun D. & Bhargava, Rahul & Faircloth, Sheri & Zeng, Hongchao
2016, Volume 31, Issue C
- 3-17 Time series analysis of financial stability of banks: Evidence from Saudi Arabia
by Ghassan, Hassan B. & Fachin, Stefano
- 18-25 The composite risk-sharing finance index: Implications for Islamic finance
by Akin, Tarik & Iqbal, Zamir & Mirakhor, Abbas
- 26-33 Why do companies issue sukuk?
by Klein, Paul-Olivier & Weill, Laurent
- 34-44 Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets
by Sclip, Alex & Dreassi, Alberto & Miani, Stefano & Paltrinieri, Andrea
- 45-55 Who issues Sukuk and when?: An analysis of the determinants of Islamic bond issuance
by Nagano, Mamoru
- 56-63 Is momentum trading profitable from Shari'ah compliant stocks?
by Li, Bob & Ee, Mong Shan & Rashid, Mamunur
- 64-74 Is it costly to be both shariah compliant and socially responsible?
by Erragragui, Elias & Revelli, Christophe
- 75-82 International evidence on Islamic equity fund characteristics and performance persistence
by Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine
- 83-88 Religion in the boardroom and its impact on Islamic banks' performance
by Ali, Mohsin & Azmi, Wajahat
- 89-98 Customers' perceptions on the dispute resolution clauses in Islamic finance contracts in Malaysia
by Oseni, Umar A. & Adewale, Abideen & Mohd Zain, Nor Razinah Binti
- 99-107 Banking efficiency in Gulf Cooperation Council (GCC) countries: A comparative study
by Mohanty, Sunil K. & Lin, Hong-Jen & Aljuhani, Eid A. & Bardesi, Hisham J.
- 108-114 Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency
by Alam, Nafis & Arshad, Shaista & Rizvi, Syed Aun R.
2016, Volume 30, Issue C
- 1-10 Excess pay and deficient performance
by Carter, Mary Ellen & Li, Lei & Marcus, Alan J. & Tehranian, Hassan
- 11-22 Internet, consumer spending, and credit card balance: Evidence from US consumers
by Basnet, Hem C. & Donou-Adonsou, Ficawoyi
- 23-32 Conditional interest rate risk and the cross-section of excess stock returns
by Atanasov, Victoria
- 33-44 The incremental information content of innovations in implied idiosyncratic volatility
by Moll, Cliff R. & Huffman, Stephen P.
- 45-59 Repayment behavior in peer-to-peer microfinancing: Empirical evidence from Kiva
by Dorfleitner, Gregor & Oswald, Eva-Maria
- 60-67 An empirical application of the EVA® framework to business cycles
by Cachanosky, Nicolás & Lewin, Peter
- 68-73 Reversal of 3-day losers and continuation of 3-day winners on the NASDAQ
by Gutierrez, Jose
2016, Volume 29, Issue C
- 2-11 Can hedge funds time global equity markets? Evidence from emerging markets
by Aiken, Adam L. & Kilic, Osman & Reid, Sean
- 12-22 Synthetic hedge funds
by Fischer, Mario & Hanauer, Matthias X. & Heigermoser, Robert
- 23-36 The performance of female hedge fund managers
by Aggarwal, Rajesh & Boyson, Nicole M.
- 37-51 Are Smart Beta strategies suitable for hedge fund portfolios?
by Hitaj, Asmerilda & Zambruno, Giovanni
- 52-63 Activist hedge funds and firm disclosure
by Chen, Jing & Jung, Michael J.
2016, Volume 28, Issue C
- 1-20 Is a pure TIPS strategy truly risk free?
by Haensly, Paul J.
- 21-34 Financial constraints, board governance standards, and corporate cash holdings
by Lee, Choonsik & Park, Heungju
- 35-45 How much can lack of marketability affect private equity fund values?
by Buchner, Axel
- 46-55 Trading behavior in S&P 500 index futures
by Smales, Lee A.
- 56-68 Can stochastic discount factor models explain the cross-section of equity returns?
by Abhakorn, Pongrapeeporn & Smith, Peter N. & Wickens, Michael R.
2015, Volume 27, Issue C
- 1-15 High order smooth ambiguity preferences and asset prices
by Thimme, Julian & Völkert, Clemens
- 16-27 Optimal default and liquidation with tangible assets and debt renegotiation
by Goto, Makoto & Suzuki, Teruyoshi
- 28-45 An inverted U-shaped crude oil price return-implied volatility relationship
by Agbeyegbe, Terence D.
- 46-57 Bank leverage and profitability: Evidence from a sample of international banks
by Beltratti, Andrea & Paladino, Giovanna
- 58-67 Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets
by Vortelinos, Dimitrios I.
- 68-82 Should I stay, or should I go? – How fund dynamics influence venture capital exit decisions
by Bock, Carolin & Schmidt, Maximilian
2015, Volume 26, Issue C
2015, Volume 25, Issue C
- 3-9 From pit to electronic trading: Impact on price volatility of U.S. Treasury futures
by Orlowski, Lucjan T.
- 10-18 Economics as energy framework: Complexity, turbulence, financial crises, and protectionism
by Rutledge, John
- 19-26 Modeling fund and portfolio risk: A bi-modal approach to analyzing risk in turbulent markets
by Karagiannidis, Iordanis & Sykes Wilford, D.
- 27-34 Evolving dynamics of the relationship between US core inflation and unemployment
by Putnam, Bluford H. & Azzarello, Samantha
- 35-41 Tracking exchange rate management in Latin America
by Carrera, César
2015, Volume 24, Issue C
- 1-11 Market conditions, governance and the information content of insider trades
by Bhabra, Harjeet S. & Hossain, Ashrafee T.
- 12-17 Are equities good inflation hedges? A frequency domain perspective
by Ciner, Cetin
- 18-35 Leading indicators of systemic banking crises: Finland in a panel of EU countries
by Lainà, Patrizio & Nyholm, Juho & Sarlin, Peter
- 36-41 Split ratings and debt-signaling in bond markets: A note
by Ismail, Ashraf & Oh, Seunghack & Arsyad, Nuruzzaman
- 42-51 A comparison of buy-side and sell-side analysts
by Hobbs, Jeffrey & Singh, Vivek
- 52-64 Board independence and corporate investments
by Lu, Jun & Wang, Wei
2014, Volume 23, Issue 4
- 155-173 Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries
by Pradhan, Rudra P. & Arvin, Mak B. & Hall, John H. & Bahmani, Sahar
- 174-181 Gold mining companies and the price of gold
by Baur, Dirk G.
- 182-193 Does non-interest income make banks more risky? Retail- versus investment-oriented banks
by Köhler, Matthias
- 194-207 Cross-market spillovers with ‘volatility surprise’
by Aboura, Sofiane & Chevallier, Julien
- 208-216 Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets
by Mollet, Janick Christian & Ziegler, Andreas
- 217-226 Business cycle, storage, and energy prices
by Kucher, Oleg & Kurov, Alexander
- 227-235 What explains the lack of monetary policy influence on bank holding companies?
by Mamun, Abdullah & Hassan, M. Kabir
2014, Volume 23, Issue 3
2014, Volume 23, Issue 2
- 55-63 The abnormal psychology of investment performance
by Patterson, Fernando M. & Daigler, Robert T.
- 64-74 Does sovereign risk matter? New evidence from eurozone corporate bond ratings and zero-volatility spreads
by Klein, Christian & Stellner, Christoph
- 75-89 Preemption, leverage, and financing constraints
by Nishihara, Michi & Shibata, Takashi
- 90-97 Forecasting GDP growth with financial market data in Finland: Revisiting stylized facts in a small open economy during the financial crisis
by Kuosmanen, Petri & Vataja, Juuso
- 98-105 Liquidity and capital under uncertainty and changing market sentiment: A simple analysis
by Bossone, Biagio
2014, Volume 23, Issue 1
- 1-9 The spirit of capitalism among the income classes
by Smoluk, H.J. & Voyer, John
- 10-17 Opaque financial reports and R2: Revisited
by Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek
- 18-29 Foreign exchange rate exposure: Evidence from Canada
by Al-Shboul, Mohammad & Anwar, Sajid
- 30-45 Predictability of the simple technical trading rules: An out-of-sample test
by Fang, Jiali & Jacobsen, Ben & Qin, Yafeng
- 46-53 Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets
by Apergis, Nicholas & Payne, James E.
2013, Volume 22, Issue 4
- 135-145 Initial credit ratings and earnings management
by Demirtas, K. Ozgur & Rodgers Cornaggia, Kimberly
- 146-157 The effect of banking market structure on the lending channel: Evidence from emerging markets
by Amidu, Mohammed & Wolfe, Simon
- 158-168 Entrepreneurial risk aversion, net worth effects and real fluctuations
by Pardo, Cristian
- 169-179 Asset pricing under quantile utility maximization
by Giovannetti, Bruno C.
- 180-186 The high returns to low volatility stocks are actually a premium on high quality firms
by Walkshäusl, Christian
- 187-193 Asymmetric adjustments in the spread of lending and deposit rates: Evidence from extended threshold unit root tests
by Lee, Junsoo & Strazicich, Mark C. & Yu, Byung Chul
- 194-205 What makes a joint venture: Micro-evidence from Sino-Italian contracts
by Gattai, Valeria & Natale, Piergiovanna
- 206-212 Time-changed Lévy jump processes with GARCH model on reverse convertibles
by Simi, Wei W. & Wang, Xiaoli
- 213-219 Irrational fads, short-term memory emulation, and asset predictability
by Bekiros, Stelios D.
2013, Volume 22, Issue 3
- 79-85 Estimation of tail-related risk measures in the Indian stock market: An extreme value approach
by Karmakar, Madhusudan
- 86-97 Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns
by Jubinski, Daniel & Tomljanovich, Marc
- 98-108 The value implications of restrictions on asset sales
by Sibilkov, Valeriy & Straska, Miroslava & Waller, H. Gregory
- 109-117 Financial reforms and technical efficiency in Indian commercial banking: A generalized stochastic frontier analysis
by Bhattacharyya, Aditi & Pal, Sudeshna
- 118-124 The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization
by Nitschka, Thomas
- 125-134 The conditional relation between dispersion and return
by Demirer, Rıza & Jategaonkar, Shrikant P.
2013, Volume 22, Issue 2
2013, Volume 22, Issue 1
- 1-7 Essential concepts necessary to consider when evaluating the efficacy of quantitative easing
by Putnam, Bluford H.
- 8-19 An examination of the relation between asymmetric risk measures, prior returns and expected daily stock returns
by Huffman, Stephen P. & Moll, Cliff R.
- 20-35 The performance of venture capital investments: Do investors overreact?
by Achleitner, Ann-Kristin & Engel, Nico & Reiner, Uwe
- 36-46 Asset allocation in markets with contagion: The interplay between volatilities, jump intensities, and correlations
by Konermann, Patrick & Meinerding, Christoph & Sedova, Olga
2012, Volume 21, Issue 4
2012, Volume 21, Issue 3
2012, Volume 21, Issue 2
- 39-52 Do corporate boards matter during the current financial crisis?
by Francis, Bill B. & Hasan, Iftekhar & Wu, Qiang
- 53-62 Islamic investing
by Walkshäusl, Christian & Lobe, Sebastian
- 63-68 Profitable candlestick trading strategies—The evidence from a new perspective
by Lu, Tsung-Hsun & Shiu, Yung-Ming & Liu, Tsung-Chi
- 69-81 Mutual fund corporate culture and performance
by Gottesman, Aron & Morey, Matthew
- 82-89 Analyst responses to stock-index adjustments: Evidence from MSCI Taiwan Index additions
by Tu, Chia-Jung & Chang, Yuanchen
2011, Volume 20, Issue 4
August 2011, Volume 20, Issue 3
May 2011, Volume 20, Issue 2
January 2011, Volume 20, Issue 1
- 1-10 Information in short selling: Comparing Nasdaq and the NYSE
by Blau, Benjamin M. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 11-21 Dividends, maturity, and acquisitions: Evidence from a sample of bank IPOs
by Cornett, Marcia Millon & Fayman, Alex & Marcus, Alan J. & Tehranian, Hassan
- 22-27 Are stock returns still mean-reverting?
by Mukherji, Sandip
- 28-36 Electronic versus open outcry trading in agricultural commodities futures markets
by Martinez, Valeria & Gupta, Paramita & Tse, Yiuman & Kittiakarasakun, Jullavut
- 37-47 Why falling information costs may increase demand for index funds
by Sirnes, Espen
October 2010, Volume 19, Issue 4
- 137-150 Nonlinear modelling of target leverage with latent determinant variables -- new evidence on the trade-off theory
by Sabiwalsky, Ralf
- 151-160 Credit market structure and bank screening: An indirect test on Italian data
by Agostino, Mariarosaria & Gagliardi, Francesca & Trivieri, Francesco
- 161-178 A historical examination of optimal real return portfolios for non-US investors
by Bruno, Salvatore & Chincarini, Ludwig
- 179-191 Does offshoring create value for shareholders?
by Prezas, Alexandros P. & Simonyan, Karen & Vasudevan, Gopala
- 192-193 The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity: A note
by Dai, Jie
August 2010, Volume 19, Issue 3
April 2010, Volume 19, Issue 2
- 47-48 Introduction to the special issue on project finance
by Megginson, William L.
- 49-59 Project finance as a driver of economic growth in low-income countries
by Kleimeier, Stefanie & Versteeg, Roald
- 60-71 Offtaking agreements and how they impact the cost of funding for project finance deals: A clinical case study of the Quezon Power Ltd Co
by Bonetti, Veronica & Caselli, Stefano & Gatti, Stefano
- 72-77 Project financing: Deal or no deal
by An, Yunbi & Cheung, Keith
- 78-83 Government guarantees and risk sharing in public-private partnerships
by Takashima, Ryuta & Yagi, Kyoko & Takamori, Hiroshi
- 84-89 An overview of project finance binomial loan valuation
by Winsen, Joseph K.
January 2010, Volume 19, Issue 1
- 1-7 Delivery options and convexity in Treasury bond and note futures
by Grieves, Robin & Marcus, Alan J. & Woodhams, Adrian
- 8-18 Differences in individual NYSE specialists' performances and strategies
by Köksal, Bülent
- 19-27 Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self-fulfilling expectations
by Gershun, Natalia
- 28-37 PMA license valuation: A Bayesian learning real options approach
by Miller, Luke T.
- 38-45 Does the prospect theory also hold for power traders? Empirical evidence from a Swiss energy company
by Kalayci, Erkan & Basdas, Ulkem
October 2009, Volume 18, Issue 4
August 2009, Volume 18, Issue 3
April 2009, Volume 18, Issue 2
- 67-67 In memory of Professor James R. Webb
by Mukherjee, Tarun K. & Whitney, Gerald A.
- 68-69 Introduction for special issue of RFE on real estate
by Webb, James
- 70-79 Performance differences in property-type diversified versus specialized real estate investment trusts (REITs)
by Benefield, Justin D. & Anderson, Randy I. & Zumpano, Leonard V.
- 80-89 Common factors in international securitized real estate markets
by Liow, Kim Hiang & Webb, James R.
- 90-96 An analysis of the impact of timberland, farmland and commercial real estate in the asset allocation decisions of institutional investors
by Waggle, Doug & Johnson, Don T.
- 97-102 Applying VaR to REITs: A comparison of alternative methods
by Lu, Chiuling & Wu, Sheng-Ching & Ho, Lan-Chih
- 103-111 Equity and fixed income markets as drivers of securitised real estate
by Cheong, Chee Seng & Gerlach, Richard & Stevenson, Simon & Wilson, Patrick J. & Zurbruegg, Ralf
January 2009, Volume 18, Issue 1
- 1-9 Optimal financial education
by Subrahmanyam, Avanidhar
- 10-22 Monte Carlo valuation of natural gas investments
by Abadie, Luis M. & Chamorro, José M.
- 23-32 Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options
by Kuo, I-Doun & Lin, Yueh-Neng
- 33-46 The effects of tax policy on financial markets: G3 evidence
by Arin, K. Peren & Mamun, Abdullah & Purushothman, Nanda
- 47-55 The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases
by Farka, Mira
- 56-65 The unsung impact of currency risk on the performance of international real property investment
by Addae-Dapaah, Kwame & Tan Yong Hwee, Wilfred
December 2008, Volume 17, Issue 4