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December 2023, Volume 29, Issue 18
- 2075-2106 Capital ideas: optimal capital accumulation strategies for a bank and its regulator
by Kristoffer J. Glover & Paul V. Johnson & Geoffrey W. Evatt & Mingliang Cheng - 2107-2127 People and investor attention to climate change
by Mauro Aliano & Giuseppe Galloppo & Viktoriia Paimanova - 2128-2153 The information content of currency option-implied volatilities: implications for ex-ante forecasts of global equity correlations
by Antonio Figueiredo & Ali M. Parhizgari & Brice Dupoyet - 2154-2179 The impact of government borrowing on corporate acquisitions: international evidence
by Azizjon Alimov
November 2023, Volume 29, Issue 17
- 1975-2000 On hedge fund inceptions in a competitive market
by Tianyi Ma & Kai-Hong Tee & Baibing Li - 2001-2031 Are financial development and financial stability complements or substitutes in poverty reduction?
by Sunny Kumar Singh & Chandan Kumar Jha - 2032-2046 The pricing of unexpected volatility in the currency market
by Wenna Lu & Laurence Copeland & Yongdeng Xu - 2047-2073 The impact of corporate social responsibility on corporate financialization
by Kun Su & Yue Lu
November 2023, Volume 29, Issue 16
- 1825-1834 Brexit and coronavirus: financial perspectives and future prospects
by Rakesh K. Bissoondeeal & Jane M. Binner & Costas Milas - 1835-1848 UK or the Eurozone: which common currency area can work for Northern Ireland after Brexit?
by Jane Binner & Sajid M. Chaudhry & James L. Swofford & Meng Tong - 1849-1865 Of votes and viruses: the UK economy and economic policy uncertainty
by Michael Ellington & Marcin Michalski & Costas Milas - 1866-1884 The impact of uncertainty on money demand in the UK, US and Euro area
by Rakesh K. Bissoondeeal & Jane M. Binner & Michail Karoglou - 1885-1912 Euro area monetary asset demand and Divisia aggregates*
by Adrian R. Fleissig & Barry E. Jones & Zsolt Darvas - 1913-1932 Brexit spillovers: how economic policy uncertainty affects foreign direct investment and international trade
by Xiaoqing An & William A. Barnett & Xue Wang & Qingyuan Wu - 1933-1956 The stable tail dependence and influence among the European stock markets: a score-driven dynamic copula approach
by William A. Barnett & Xue Wang & Hai-Chuan Xu & Wei-Xing Zhou - 1957-1974 Neither true nor fairweather friend: relationship banking and SME borrowing under Covid-19
by Tianshu Zhao & Kent Matthews & Max Munday
October 2023, Volume 29, Issue 15
- 1705-1715 Do industry differences affect firm-specific capital structure determinants?
by Nikolaos Daskalakis & Angelos Kakavas & Spyros Missiakoulis - 1716-1735 Corporate tax-shields and capital structure: leveling the playing field in debt vs equity finance
by Yifei Cao & Kemar Whyte - 1736-1760 The effects of bundling strategy on bank interest margins: theoretical and empirical evidence
by Caner Gerek - 1761-1792 How do fintech start-ups affect financial institutions’ performance and default risk?
by Christian Haddad & Lars Hornuf - 1793-1823 Are fund managers incentivised to ignore stock market jumps?
by Ilias Chondrogiannis & Mark Freeman & Andrew Vivian
September 2023, Volume 29, Issue 14
- 1579-1597 Forecasting international REITs volatility: the role of oil-price uncertainty
by Jiqian Wang & Rangan Gupta & Oğuzhan Çepni & Feng Ma - 1598-1620 The spirit of capitalism, investment, and consumption smoothing
by Bo Liu & Yingjie Niu & Yingjue Wang - 1621-1648 Expected profitability, the 52-week high and the idiosyncratic volatility puzzle
by Maher Khasawneh & David G. McMillan & Dimos Kambouroudis - 1649-1677 Mutual fund centrality and the remote acquisitions of listed firms in China
by Shenglan Chen & Jing Li & Xiaoling Liu & Cheng Yan - 1678-1703 Bank liquidity and capital shocks in unconventional times
by Aleksandra Baros & Ettore Croci & Viktor Elliot & Magnus Willesson
September 2023, Volume 29, Issue 13
- 1461-1492 The effects of top management team strategic cognition on corporate financial health and value: an interactive multi-dimensional approach
by Rexford Attah-Boakye & Laura A. Costanzo & Yilmaz Guney & Waymond Rodgers - 1493-1519 Is business formation driven by sentiment or fundamentals?
by Kim Kaivanto & Peng Zhang - 1520-1537 P2P lending and outside entrepreneurial finance
by Jerry Coakley & Winifred Huang - 1538-1554 Agricultural entrepreneurship fostering from behavioral decision theory perspective. Celebrity branding impact on financial and non-financial motivation
by Natalia Dobryagina - 1555-1578 Is the investor's reliance on cognition and emotional regulation predict preference for selecting value versus growth stocks?
by Fawad Ahmad & Raffaele Oriani
August 2023, Volume 29, Issue 12
- 1355-1381 Do central bank sentiment shocks affect liquidity within the European Monetary Union? A computational linguistics approach
by Robert Mullings - 1382-1405 The impact of CEO education on convertible bond issuance
by Amedeo De Cesari & Marie Dutordoir & Zainab Mehmood - 1406-1431 Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
by Zelei Li & Dan Tang & Xingchun Wang - 1432-1459 The relevance of banks to the European stock market
by Andreas Kick & Horst Rottmann
July 2023, Volume 29, Issue 11
- 1229-1266 Can social capital and reputation mitigate political and market competition risk?
by Dimitris Andriosopoulos & Sheikh Tanzila Deepty - 1267-1302 The stress contagion among financial markets and its determinants
by Baohui Wu & Feng Min & Fenghua Wen - 1303-1329 Portfolio management using time-varying vine copula: an application on the G7 equity market indices
by Phong Minh Nguyen & Wei-Han Liu - 1330-1353 Distributional properties of the book to market ratio and their implications for empirical analysis
by Diandian Ma & Adrian Melia & Xiaojing Song & Mark Tippett & John van der Burg
July 2023, Volume 29, Issue 10
- 1043-1063 Reference-dependent preferences and stock market participation
by Yuwei Liu & Jiangyi Li & Guoying Deng - 1064-1105 Are cryptos becoming alternative assets?
by Daniel Traian Pele & Niels Wesselhöfft & Wolfgang Karl Härdle & Michalis Kolossiatis & Yannis G. Yatracos - 1106-1143 Corporate hedging, family firms, and CEO identity
by Massimiliano Barbi & Ottorino Morresi - 1144-1186 The determinants of liquidity commonality in the Euro-area sovereign bond market
by Panagiotis Panagiotou & Xu Jiang & Angel Gavilan - 1187-1206 Rebalancing effects of commodity indices on open interest, volume and prices
by Florian Schmid & Herbert Mayer & Markus Wanner & Andreas W. Rathgeber - 1207-1228 Dynamic allocations for currency investment strategies
by Kei Nakagawa & Ryuta Sakemoto
June 2023, Volume 29, Issue 9
- 949-976 Can financial crisis be detected? Laplacian energy measure
by Chuangxia Huang & Yunke Deng & Xin Yang & Xiaoguang Yang & Jinde Cao - 977-998 Political uncertainty and bond defaults: evidence from the Chinese market
by Jin Zou & Shuxin Li & Zihan Xu & Guoying Deng - 999-1021 On the impact of low interest rates on common withdrawal rules in old age
by An Chen & Stefan Schelling & Nils Sørensen - 1022-1042 EU Regulation and open market share repurchases: new evidence
by Angeliki Drousia & Athanasios Episcopos & George N. Leledakis & Emmanouil G. Pyrgiotakis
May 2023, Volume 29, Issue 8
- 869-887 Designing a public-private co-investment mechanism to foster venture capital
by Miguel Tavares-Gärtner & Paulo J. Pereira & Elísio Brandão - 888-918 How does firm prestige affect the cost of bank loans?
by Yunhao Dai & Othar Kordsachia & Weiqiang Tan - 919-948 Board Political Superiority and firm performance variability
by Qingfeng Wang & Xingyi Zhang
May 2023, Volume 29, Issue 7
- 693-699 The new challenges of global banking and finance
by Winifred Huang & Philip Molyneux & Steven Ongena & Ru Xie - 700-725 The economics of banking regulation in Europe: does the post-GFC bail-in regime effectively eliminate implicit government guarantees?
by Sascha Hahn & Paul P. Momtaz & Axel Wieandt - 726-753 Financial stability: a ‘vaccine’ for tail risk of the global banking sector in the shadow of the pandemic
by Vu Quang Trinh & Ngan Duong Cao & Marwa Elnahass - 754-779 How do local banks respond to natural disasters?
by Quynh Anh Do & Van Phan & Duc Tam Nguyen - 780-799 Do Divisia monetary aggregates help forecast exchange rates in a negative interest rate environment?
by Luis Antonio Molinas & Jane M. Binner & Meng Tong - 800-825 The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19
by Xinyu Huang & Weihao Han & David Newton & Emmanouil Platanakis & Dimitrios Stafylas & Charles Sutcliffe - 826-868 Linguistic errors and investment decisions: the case of ICO white papers
by Jennifer Thewissen & James Thewissen & Wouter Torsin & Özgür Arslan-Ayaydin
April 2023, Volume 29, Issue 6
- 583-611 The dynamics of returns predictability in cryptocurrency markets
by Daniele Bianchi & Massimo Guidolin & Manuela Pedio - 612-637 Are financially constrained firms susceptible to a stock price crash?
by Guanming He & Helen Mengbing Ren - 638-668 The effect of ‘underwriter–issuer’ personal connections on IPO underpricing
by Seyed Hossein Khatami & Maria-Teresa Marchica & Roberto Mura - 669-692 Analyzing spillover effects from data breaches to the US (cyber) insurance industry
by Christian Eckert & Nadine Gatzert & Madeline Schubert
March 2023, Volume 29, Issue 5
- 483-507 Momentum and market volatility: a Bayesian regime-switching model
by Jia Cao & Laurence Copeland - 508-526 In search of pairs using firm fundamentals: is pairs trading profitable?
by Sungju Hong & Soosung Hwang - 527-541 The design of first-price debt auction when the winning bidder can install capacity that can be expanded or contracted later
by Jyh-Bang Jou - 542-566 Does sound lending infrastructure foster better financial reporting quality of SMEs?
by Xing Huang & Xiaodong Wang & Liang Han & Benjamin Laker - 567-582 Cash shortfall, SEO offer size, and SEO announcement returns
by Ebrahim Bazrafshan & Amine Tarazi
March 2023, Volume 29, Issue 4
- 363-392 The effect of board independence on firm performance – new evidence from product market conditions
by Xiaoyuan Hu & Danmo Lin & Onur Kemal Tosun - 393-418 Organizational culture, competition and bank loan loss provisioning
by Hiep N. Luu & Linh H. Nguyen & John O. S. Wilson - 419-443 The impact of ERM on insurer performance under the Solvency II regulatory framework
by Luis Otero González & Pablo Durán Santomil & Robert E. Hoyt - 444-465 Does equity mutual fund factor-risk-shifting pay off? Evidence from the US
by Cesario Mateus & Sohan Sarwar & Natasa Todorovic - 466-481 Tail risks and forecastability of stock returns of advanced economies: evidence from centuries of data
by Afees A. Salisu & Rangan Gupta & Ahamuefula E. Ogbonna
February 2023, Volume 29, Issue 3
- 255-277 Price discovery and gains from trade in asset markets with insider trading
by Tobias Brünner & René Levínský - 278-306 Does social trust restrict dual agency costs? Evidence from China
by Kun Su & Haiyan Jiang - 307-328 The macroeconomic content of analyst news during economic crises and bailouts
by Olga-Chara Pavlopoulou-Lelaki - 329-362 Senior-subordinated structure: buffer or signal in securitisation?
by Stefano Filomeni & Konstantinos Baltas
January 2023, Volume 29, Issue 2
- 135-154 Strategic complementarities, geographical agglomeration, and firm investment
by José Jorge - 155-184 Do CSR ethics dominate weak shareholder protection? The case of corporate insider trading in Europe
by Sophie Carran & Allan Hodgson & Shahrokh M. Saudagaran & Zhengling Xiong - 185-206 Reevaluating the risk minimization utility of Islamic stocks and bonds (Sukuk) in international financial markets
by Imtiaz Sifat & Azhar Mohamad & Heng Chao Zhang & Philip Molyneux - 207-227 Social media coverage and post-earnings announcement drift: evidence from seeking alpha
by Rong Ding & Yukun Shi & Hang Zhou - 228-254 Brand capital and credit ratings
by Mostafa Monzur Hasan & Grantley Taylor
January 2023, Volume 29, Issue 1
- 1-16 Bank funding constraints and stock liquidity
by Philip Molyneux & Qingwei Wang & Ru Xie & Binru Zhao - 17-32 Modeling market fluctuations under investor sentiment with a Hawkes-Contact process
by Junhuan Zhang & Jiaqi Wen & Jing Chen - 33-57 The unintended consequence of social media criticisms: an earnings management perspective
by Yi Li & Wei Zhang & Andrew Urquhart & Pengfei Wang - 58-85 To be or not to be in the EU: the international economic effects of Brexit uncertainty
by Panagiota Makrychoriti & Spyros Spyrou - 86-110 Private firms, corporate investment and the WACC: evidence from France
by Juan Carluccio & Clément Mazet-Sonilhac & Jean-Stéphane Mésonnier - 111-133 Why do firms purchase directors and officers liability insurance? – a perspective from short selling threats
by Haiyan Jiang & Kun Su
December 2022, Volume 28, Issue 18
- 1803-1818 Home bias and the need to build a bond market track record
by Arthur Krebbers & Andrew Marshall & Patrick McColgan & Biwesh Neupane - 1819-1866 Varieties of funds and performance: the case of private equity
by Radu-Dragomir Manac & Jens Martin & Geoffrey Wood - 1867-1891 New insights on the asset growth anomaly: evidence from Europe
by Panagiotis G. Artikis & Lydia Diamantopoulou & Georgios A. Papanastasopoulos - 1892-1916 Hedge fund return predictability in the presence of model risk
by Christos Argyropoulos & Ekaterini Panopoulou & Nikolaos Voukelatos & Teng Zheng - 1917-1939 Capturing the ‘true’ information content of supervisory announcements in Europe
by Laivi Laidroo
November 2022, Volume 28, Issue 17
- 1685-1707 The quantity theory of stock prices
by Xiaojing Song & Thu Phuong Truong & Mark Tippett & John van der Burg - 1708-1727 Commitment, agency costs and dynamic capital structure
by Yuan Li & Jinqiang Yang & Siqi Zhao - 1728-1744 Long term equity risk premiums in the UK and US: A cautionary tale of weak mean reversion
by Allan Hodgson & John Okunev - 1745-1769 Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending
by Zhongfei Chen & Ming Jin & Athanasios Andrikopoulos & Youwei Li - 1770-1802 Corporate disclosure, compliance and consequences: evidence from Russia
by Suman Banerjee & Saul Estrin & Sarmistha Pal
November 2022, Volume 28, Issue 16
- 1541-1570 Country uncertainty, power distance, and payment methods in acquisitions
by Man Dang & Viet Anh Hoang & Edward Jones & Darren Henry & Phuong Uyen Le & Premkanth Puwanenthiren - 1571-1598 Performance persistence and optimal asset allocation strategies
by Prajakta Desai & Massimo Guidolin - 1599-1620 A view to a deal: the effect of upcoming investment banking transactions on financial analysts’ target price estimates
by Benno Kammann & Jörg Prokop - 1621-1641 Large-caps liquidity provision, market liquidity and high-frequency market makers’ trading behaviour
by Mingfa Ding & Sandy Suardi & Caihong Xu & Dong Zhang - 1642-1663 Downside risk optimization with random targets and portfolio amplitude
by Zinoviy Landsman & Udi Makov & Jing Yao & Ming Zhou - 1664-1684 Testing the accruals anomaly based on the speed of price adjustment
by Siu Kai Choy & Gerald J. Lobo & Yongxian Tan
October 2022, Volume 28, Issue 13-15
- 1257-1262 New measures for a new normal in finance and risk management
by Giampaolo Gabbi & Giulia Iori - 1263-1282 Heterogeneous speculators and stock market dynamics: a simple agent-based computational model
by Noemi Schmitt & Ivonne Schwartz & Frank Westerhoff - 1283-1301 Noise trading and market stability
by Xing Gao & Daniel Ladley - 1302-1323 Ripples on financial networks
by Sudarshan Kumar & Avijit Bansal & Anindya S. Chakrabarti - 1324-1343 Multivariate GARCH with dynamic beta
by M. Raddant & F. Wagner - 1344-1360 Reactive global minimum variance portfolios with k-BAHC covariance cleaning
by Christian Bongiorno & Damien Challet - 1361-1382 On the statistics of scaling exponents and the multiscaling value at risk
by Giuseppe Brandi & T. Di Matteo - 1383-1398 Banking regulation, procyclicality, and asset correlations in the real economic environment
by Pietro Vozzella & Giampaolo Gabbi - 1399-1445 Macroprudential capital buffers in heterogeneous banking networks: insights from an ABM with liquidity crises
by Andrea Gurgone & Giulia Iori - 1446-1473 Breaking bad: supply chain disruptions in a streamlined agent-based model
by Domenico Delli Gatti & Elisa Grugni - 1474-1480 Do markets encourage risk-seeking behaviour?
by Friederike Mengel & Ronald Peeters - 1481-1512 Interest rate structured products: can they improve the risk–return profile?
by Gianluca Fusai & Giovanni Longo & Giovanna Zanotti - 1513-1539 Single vs. multiple disclosures in an experimental asset market with information acquisition
by Alba Ruiz-Buforn & Simone Alfarano & Eva Camacho-Cuena & Andrea Morone
August 2022, Volume 28, Issue 12
- 1173-1211 Do ESG strategies enhance bank stability during financial turmoil? Evidence from Europe
by Laura Chiaramonte & Alberto Dreassi & Claudia Girardone & Stefano Piserà - 1212-1236 Do SMEs benefit from the corporate sector purchase program? evidence from the eurozone
by Alex Sclip - 1237-1256 The disposition effect among mutual fund participants: a re-examination
by Paulo Pereira da Silva & Victor Mendes & Margarida Abreu
July 2022, Volume 28, Issue 11
- 1053-1098 Measuring the systemic risk in indirect financial networks
by Jie Cao & Fenghua Wen & H. Eugene Stanley - 1099-1129 Credit composition and housing price dynamics: a disaggregation approach
by Kun Duan & Mamata Parhi & Simon Wolfe - 1130-1156 State-dependent asset allocation using neural networks
by Reza Bradrania & Davood Pirayesh Neghab - 1157-1171 Multiple owners and productivity: evidence from family firms
by Bonnie G. Buchanan & Eva Liljeblom & Minna Martikainen & Jussi Nikkinnen
July 2022, Volume 28, Issue 10
- 931-963 Bank funding costs and solvency
by Guillaume Arnould & Giuseppe Avignone & Cosimo Pancaro & Dawid Żochowski - 964-996 The effects of macroprudential policies on credit growth
by Alin Marius Andrieş & Florentina Melnic & Nicu Sprincean - 997-1018 Exchange rate forecasting using economic models and technical trading rules
by Nima Zarrabi & Stuart Snaith & Jerry Coakley - 1019-1051 Analysing emerging market returns with high-frequency data during the global financial crisis of 2007–2009
by Abdullah Yalaman & Viktor Manahov
June 2022, Volume 28, Issue 9
- 871-888 Liquidity-adjusted value-at-risk: a comprehensive extension with microstructural liquidity components
by Doojin Ryu & Robert I. Webb & Jinyoung Yu - 889-906 Historical geopolitical risk and the behaviour of stock returns in advanced economies
by Afees A. Salisu & Lukman Lasisi & Jean Paul Tchankam - 907-929 Polynomial adjusted Student-t densities for modeling asset returns
by Ángel León & Trino-Manuel Ñíguez
May 2022, Volume 28, Issue 8
- 801-824 Leverage and capital utilization
by Diogo Duarte & Hamilton Galindo & Alexis Montecinos - 825-847 International financial integration in the presence of an international duopoly
by Panagiotis Karavitis & Michael S. Michael - 848-869 Things often get worse before they get better: using contest theory to explain the effect of informational risk around inclusion in S&P 500 on cost of capital
by Malika Chaudhuri & Ranadeb Chaudhuri & Jay Janney & Mohinder Parkash
May 2022, Volume 28, Issue 7
- 621-626 Hawkes processes in finance: market structure and impact
by Jing Chen & Nick Taylor & Steve Yang & Qian Han - 627-641 Hawkes jump-diffusions and finance: a brief history and review
by Alan G. Hawkes - 642-662 Hawkes model specification for limit order books
by Matthias Kirchner & Silvan Vetter - 663-678 Non-parametric estimation of quadratic Hawkes processes for order book events
by Antoine Fosset & Jean-Philippe Bouchaud & Michael Benzaquen - 679-704 Hawkes processes with hidden marks
by Yuzhi Cai - 705-717 Shunned stocks and market states
by Xing Han & Youwei Li & Olena Onishchenko - 718-742 The dynamics of price jumps in the stock market: an empirical study on Europe and U.S
by Fabrizio Ferriani & Patrick Zoi - 743-760 Shock waves and golden shores: the asymmetric interaction between gold prices and the stock market
by Alice Buccioli & Thomas Kokholm - 761-783 Energy ETF return jump contagion: a multivariate Hawkes process approach
by Steve Y. Yang & Yunfeng Liu & Yangyang Yu & Sheung Yin Kevin Mo - 784-799 Quantifying endogeneity of cryptocurrency markets
by Michael Mark & Jan Sila & Thomas A. Weber
April 2022, Volume 28, Issue 6
- 551-570 Risk management and the cost of equity: evidence from the United Kingdom’s non-life insurance market
by Vineet Upreti & Mike Adams & Yihui Jia - 571-595 Good volatility, bad volatility, and time series return predictability
by Honghai Yu & Xianfeng Hao & Yudong Wang - 596-620 The impact of efficiency on asset quality in banking
by Oleg Badunenko & Aristeidis Dadoukis & Giulia Fusi & Richard Simper
March 2022, Volume 28, Issue 4-5
- 307-313 Recent advances and future directions in macro-finance: macroeconomic conditions and corporate decisions
by Yizhe Dong & Wenxuan Hou & Binxuan Lin & Ting Zhang - 314-325 Financial reporting and macroeconomics
by Marco Trombetta - 326-355 Short-sale deregulation and corporate tax aggressiveness: evidence from the Chinese market
by Yue Cao & Yizhe Dong & Tianxiao Guo & Diandian Ma - 356-376 Financial structures, political risk and economic growth
by Pei Liu & Yuchao Peng & Yukun Shi & Junhong Yang - 377-396 Do managers learn from stock prices in emerging markets? Evidence from China
by Sicen Chen & Shuping Lin & Jinli Xiao & Pengdong Zhang - 397-415 Industrial policy and non-financial corporations’ financialization: evidence from China
by Wei Cao & Chunhua Chen & Dequan Jiang & Weiping Li & Ying Zhang - 416-436 Tournament incentives, internal promotion and corporate social responsibility: evidence from China
by Linyi Zhang & Honghui Zhang & Haiyan Jiang - 437-460 Regional GDP Distortion and Analyst Forecast Accuracy: Evidence from China
by Zhiyang Lin & Danglun Luo & Feida (Frank) Zhang - 461-486 CEOs’ supply chain experience and firm innovation: evidence from China
by Di Gao & Jihui Guo & Yu Shen & Xian Xu - 487-513 Is a promise a promise? Analyzing performance commitment in acquisitions and target firm performance
by Qizhi Tao & Ming Liu & Shiman Hu & Yun Zhang - 514-549 Firm social networks, trust, and security issuances
by Ming Fang & Iftekhar Hasan & Zenu Sharma & An Yan
February 2022, Volume 28, Issue 3
- 245-260 The influence of a mortgage interest deduction on house prices: evidence across tax systems in Europe
by Wouter Vangeel & Laurens Defau & Lieven De Moor - 261-290 On the ranking consistency of systemic risk measures: empirical evidence
by Michael Abendschein & Peter Grundke - 291-306 Private hedge fund firms' incentives and performance: Evidence from audited filings
by Mark C. Hutchinson & Quang Minh Nhi Nguyen & Mark Mulcahy
January 2022, Volume 28, Issue 2
- 159-194 Customer risk and the choice between cash and bank credit lines
by Thomas David - 195-218 Distributed Ledger technology systems in securities post-trading services. Evidence from European global systemic banks
by Marco Cucculelli & Martino Recanatini - 219-243 The role of hedge funds in the asset pricing: evidence from China
by Jing Zhang & Wei Zhang & Youwei Li & Xu Feng
January 2022, Volume 28, Issue 1
- 1-2 Financial inclusion and financial technology: finance for everyone?
by Lihui Tian & Gerhard Kling - 3-29 Financial inclusion, at what cost? : Quantification of economic viability of a supply side roll out
by Sheri Markose & Thankom Arun & Peterson Ozili - 30-45 Behavioural aspects of China's P2P lending
by Shuai Shao & Hong Bo - 46-65 What does not kill us makes us stronger: the story of repetitive consumer loan applications
by Mustafa Caglayan & Oleksandr Talavera & Lin Xiong & Jing Zhang - 66-85 Predictability of bitcoin returns
by Jeremy Eng-Tuck Cheah & Di Luo & Zhuang Zhang & Ming-Chien Sung - 86-107 Fintech, financial inclusion and income inequality: a quantile regression approach
by Ayse Demir & Vanesa Pesqué-Cela & Yener Altunbas & Victor Murinde - 108-136 The diffusion of fintech, financial inclusion and income per capita
by Désiré Kanga & Christine Oughton & Laurence Harris & Victor Murinde - 137-157 A theory of financial inclusion and income inequality
by Gerhard Kling & Vanesa Pesqué-Cela & Lihui Tian & Deming Luo
December 2021, Volume 27, Issue 18
- 1791-1803 European arbitrage CLOs and risk retention
by Demir Bektić & Britta Hachenberg - 1804-1833 Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes
by Massimo Guidolin & Valentina Massagli & Manuela Pedio - 1834-1854 Shadow leverage risk and corporate bond pricing: evidence from China
by Xu Feng & Lin Huang & Guanying Wang - 1855-1886 The risk sensitivity of Basel risk weights and loan loss provisions: evidence from European banks
by Rainer Baule & Christian Tallau - 1887-1907 Industry herding by hedge funds
by Mustafa Onur Caglayan & Umut Celiker & Gokhan Sonaer - 1908-1938 The effects of negative interest rates: a literature review and additional evidence on the performance of the European banking sector
by Santiago Carbó-Valverde & Pedro J. Cuadros-Solas & Francisco Rodríguez-Fernández
November 2021, Volume 27, Issue 17
- 1684-1713 Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
by Nathan Lael Joseph & Chen Su & Winifred Huang & Baoying Lai - 1714-1739 More money, more honey? An examination of additionality of China’s government R&D subsidies
by Miao Wang & Agyenim Boateng & Xiuping Hua - 1740-1764 Investor attention and portfolio performance: what information does it pay to pay attention to?
by Denis Davydov & Ian Khrashchevskyi & Jarkko Peltomäki - 1765-1790 TMT gender diversity: implications for corporate tournaments and innovation
by Jean Canil & Sigitas Karpavičius & Chia-Feng (Jeffrey) Yu
November 2021, Volume 27, Issue 16
- 1581-1603 Saving behaviour and health: A high-dimensional Bayesian analysis of British panel data
by Sarah Brown & Pulak Ghosh & Daniel Gray & Bhuvanesh Pareek & Jennifer Roberts - 1604-1625 Volatility patterns of short-term interest rate futures
by Pedro Gurrola-Perez & Renata Herrerias - 1626-1644 Forecasting realized volatility of bitcoin returns: tail events and asymmetric loss
by Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch - 1645-1668 Make a promise: the valuation adjustment mechanism in Chinese private target acquisitions
by XiaoGang Bi - 1669-1683 Modeling demand for ESG
by Muhammad Farid Ahmed & Yang Gao & Stephen Satchell
October 2021, Volume 27, Issue 15
- 1459-1488 Detecting zombie banks
by Franco Fiordelisi & Nemanja Radić & Thomas Weyman-Jones - 1489-1532 The decision to go public and the IPO underpricing with locally biased investors
by Giulia Baschieri & Andrea Carosi & Stefano Mengoli - 1533-1552 A parameter based approach to single factor stochastic process selection for real options applications
by Carlos de Lamare Bastian-Pinto & Luiz Eduardo Teixeira Brandão & Luiz de Magalhães Ozorio & Arthur Felipe Tavares do Poço - 1553-1580 The profitability and distance to distress of European banks: do business choices matter?
by Bernardo P. Marques & Carlos F. Alves
September 2021, Volume 27, Issue 14
- 1351-1391 How do banking analysts behave around unanticipated news? Evidence from operational risk event announcements
by Hurvashee Gya & Ahmed Barakat & Kevin Amess & Anna Chernobai - 1392-1412 The effect of media coverage on target firms’ trading activity and liquidity around domestic acquisition announcements: evidence from UK
by Louise Gorman & Theo Lynn & Eleonora Monaco & Riccardo Palumbo & Pierangelo Rosati - 1413-1437 Social environment and corporate payouts
by Ashrafee Tanvir Hossain & Takdir Hossain & Lawrence Kryzanowski - 1438-1457 Changing currencies and cognitive biases: evidence of the impact of introducing the Euro on dividend heaping in Europe
by Keith Jakob & Augusto Castillo & German Rubio
September 2021, Volume 27, Issue 13
- 1251-1281 What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
by Akanksha Jalan & Roman Matkovskyy & Andrew Urquhart - 1282-1302 How does entrepreneurship influence the efficiency of household portfolios?
by Rui Li & Yanhong Qian - 1303-1325 Redenomination risk in eurozone corporate bond spreads
by Michael Bleaney & Veronica Veleanu - 1326-1349 Nonlinearity everywhere: implications for empirical finance, technical analysis and value at risk
by Shima Amini & Robert Hudson & Andrew Urquhart & Jian Wang