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December 2019, Volume 25, Issue 18
- 1834-1855 Optimal mortgage contracts with time-inconsistent preferences
by Wenqiong Liu & Wenli Huang & Bo Liu & Congming Mu - 1856-1882 Crowdfunding tax incentives in Europe: a comparative analysis
by Antonella Francesca Cicchiello & Francesca Battaglia & Stefano Monferrà - 1883-1918 Executive compensation in less regulated markets: the impact of debt monitoring
by Andrew Marshall & Helena Pinto & Leilei Tang - 1919-1935 The double entry structural constraint on the econometric estimation of accounting variables
by Demetris Christodoulou & Stuart McLeay
November 2019, Volume 25, Issue 17
- 1627-1636 Financial data science: the birth of a new financial research paradigm complementing econometrics?
by Chris Brooks & Andreas G. F. Hoepner & David McMillan & Andrew Vivian & Chardin Wese Simen - 1637-1654 Corporate social responsibility reports: topic analysis and big data approach
by Irina Goloshchapova & Ser-Huang Poon & Matthew Pritchard & Phil Reed - 1655-1682 Do VC-backed IPOs manage tone?
by Tiffany Thng - 1683-1707 Can alert models for fraud protect the elderly clients of a financial institution?
by Gaurav Kumar & Cal B. Muckley & Linh Pham & Darragh Ryan - 1708-1729 Cash holdings of listed and unlisted firms: new evidence from the euro area
by Panagiotis Asimakopoulos & Stylianos Asimakopoulos & Filipa Da Silva Fernandes - 1730-1745 Sub-sequence incidence analysis within series of Bernoulli trials: application in characterisation of time series dynamics
by Richard H. G. Jackson - 1746-1764 Expected shortfall assessment in commodity (L)ETF portfolios with semi-nonparametric specifications
by Esther B. Del Brio & Andrés Mora-Valencia & Javier Perote - 1765-1792 Spillovers in risk of financial institutions
by John Cotter & Anita Suurlaht - 1793-1815 Performance of technical trading rules: evidence from the crude oil market
by Ioannis Psaradellis & Jason Laws & Athanasios A. Pantelous & Georgios Sermpinis
November 2019, Volume 25, Issue 16
- 1485-1509 Corporate investment and earnings surprises
by Garen Markarian & Sebastien Michenaud - 1510-1526 A development bank’s choice of private equity partner: a behavioural game-theoretic approach
by Richard Fairchild & Ian Crawford & Adil El-Fakir - 1527-1550 Implications of bank regulation for loan supply and bank stability: a dynamic perspective
by Monika Bucher & Diemo Dietrich & Achim Hauck - 1551-1571 Linear beta pricing with inefficient benchmarks in a given factor structure
by George Diacogiannis & Christos Ioannidis - 1572-1590 The effect of the interest coverage covenants on classification shifting of revenues
by Kamran Malikov & Jerry Coakley & Stuart Manson - 1591-1605 The industry effect and the decision to integrate vertically in a crisis context
by Alfredo Grau & Araceli Reig - 1606-1625 Financial literacy and voluntary savings for retirement: novel causal evidence
by Andrej Cupák & Gueorgui I. Kolev & Zuzana Brokešová
October 2019, Volume 25, Issue 15
- 1351-1376 Individual investors’ information use, subjective expectations, and portfolio risk and return
by Oscar Stålnacke - 1377-1401 The propagation of liquidity imbalances in manufacturing supply chains: evidence from a spatial auto-regressive approach
by Marco Lamieri & Ilaria Sangalli - 1402-1419 Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test
by Catherine Kyrtsou & Dimitris Kugiumtzis & Angeliki Papana - 1420-1439 Net equity issuance effect in the UK
by Hang Zhou & Seth Armitage & Maria Michou - 1440-1461 The impact of possible-offer announcements on the wealth effect of target firms
by Hang Li & Dan Zhou - 1462-1484 Pricing temperature derivatives with a filtered historical simulation approach
by Rui Zhou & Johnny Siu-Hang Li & Jeffrey Pai
September 2019, Volume 25, Issue 14
- 1251-1276 Anticipating critical transitions of the housing market: new evidence from China
by Qun Zhang & Didier Sornette & Hao Zhang - 1277-1288 The impact of exchange rates on stock market returns: new evidence from seven free-floating currencies
by Alireza Zarei & Mohamed Ariff & M. Ishaq Bhatti - 1289-1308 Vertical merger, R&D collaboration and innovation
by Kaiguo Zhou & Runyu Yan & Yanchu Liu - 1309-1327 Contagion from the crises in the Euro-zone: where, when and why?
by Eric J. Pentecost & Wenti Du & Graham Bird & Thomas Willett - 1328-1349 Credit default swaps and the UK 2008–09 short sales ban
by Jerry Coakley & Boonlert Jitmaneeroj & Andrew Wood
September 2019, Volume 25, Issue 13
- 1147-1165 Pricing of time-varying liquidity risk in Finnish stock market: new evidence
by Sheraz Ahmed & Jani Hirvonen & Syed Mujahid Hussain - 1166-1193 Testing market efficiency with the pricing kernel
by Giovanni Barone-Adesi & Carlo Sala - 1194-1210 Financial crisis and market efficiency: evidence from European stock markets
by Tung Liang Liao & Li-Chueh Tsai & Mei-Chu Ke & Yi-Chein Chiang & Chuan-Hao Hsu - 1211-1233 Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets
by Vu Tran & Rasha Alsakka & Owain ap Gwilym - 1234-1249 How many factors are important in U.K. stock returns?
by Jonathan Fletcher
August 2019, Volume 25, Issue 12
- 1055-1076 Trapped in diversification – another look at the risk of fund of hedge funds
by Wei Cui & Juan Yao & Stephen Satchell - 1077-1098 Use of active peer benchmarks in assessing UK mutual fund performance and performance persistence
by Irina B. Mateus & Cesario Mateus & Natasa Todorovic - 1099-1121 Is conservative reporting attractive to foreign institutional investors? Evidence from an emerging market
by Yilmaz Yildiz & Mehmet Baha Karan & Aydin Ozkan - 1122-1146 Risk factor and use of proceeds declarations and their effects on IPO subscription, price ‘fixings’, liquidity and after-market returns
by Paul B. McGuinness
July 2019, Volume 25, Issue 11
- 979-993 Market development and market efficiency: evidence based on nonlinear panel unit root tests
by Ceyda Aktan & Perihan Iren & Tolga Omay - 994-1011 The demand for eurozone stocks and bonds in a time-varying asset allocation framework
by Zaghum Umar & Choudhry Tanveer Shehzad & Aristeidis Samitas - 1012-1031 Product-market strategy and underwriting performance in the United Kingdom’s property–casualty insurance market
by Mike Adams & Vineet Upreti & Jing Chen - 1032-1053 Size and diversity in VC syndicates and their impact on IPO performance
by Sonia Falconieri & Igor Filatotchev & Mesut Tastan
July 2019, Volume 25, Issue 10
- 883-909 Primacy in stock market participation: the effect of initial returns on market re-entry decisions
by Ozlem Arikan & Arie E. Gozluklu & Gi H. Kim & Hiroaki Sakaguchi - 910-936 Discounting earnings with stochastic discount rates
by Marco Realdon - 937-965 Predicting the equity market with option-implied variables
by Fabian Hollstein & Marcel Prokopczuk & Björn Tharann & Chardin Wese Simen - 966-977 Modelling gold futures: should the level of speculation inform our choice of variables?
by Christopher Coyle & Fabian Gogolin & Fearghal Kearney
June 2019, Volume 25, Issue 9
- 815-834 Shareholder voting in mergers and acquisitions: evidence from the UK
by Yerzhan Tokbolat & Steve Thompson & Hang Le - 835-855 Subtle is the Lord, but malicious He is not: the calculation of abnormal stock returns in applied research
by Adrian Melia & Xiaojing Song & Mark Tippett - 856-875 How changes in market conditions affect screening activity, credit risk, and the lending behaviour of banks
by Nikolaos I. Papanikolaou - 876-880 Referees 2018
by The Editors
May 2019, Volume 25, Issue 8
- 745-761 Diversification effect of standard and optimized carry trades
by Jurij-Andrei Reichenecker - 762-779 Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model
by Son-Nan Chen & Pao-Peng Hsu & Kuo-Yuan Liang - 780-798 The intertemporal risk-Return relation, investor behavior, and technical trading profits: evidence from the G-7 countries
by Moonsoo Kang & Joshua Krausz & Kiseok Nam - 799-813 Laddering IPO shares
by Sturla Lyngnes Fjesme
May 2019, Volume 25, Issue 7
- 595-598 Financial markets, innovation and regulation
by Dimitris Andriosopoulos & Robert Faff & Krishna Paudyal - 599-631 Market liquidity, closeout procedures and initial margin for CCPs
by Fernando V. Cerezetti & Emmanouil N. Karimalis & Ujwal Shreyas & Anannit Sumawong - 632-646 Do institutions prevent contagion in financial markets? Evidence from the European debt crisis
by Kyriaki Kosmidou & Dimitrios Kousenidis & Anestis Ladas & Christos Negkakis - 647-669 The investigation of the dynamic linkages between real estate market and stock market in Greece
by Dimitrios Gounopoulos & Kyriaki Kosmidou & Dimitrios Kousenidis & Victoria Patsika - 670-688 Monitoring the foreign exchange rate benchmark fix
by Hossein Jahanshahloo & Charlie X. Cai - 689-723 Rating-based CDS curves
by Olga Kolokolova & Ming-Tsung Lin & Ser-Huang Poon - 724-743 Liquidity and information asymmetry considerations in corporate takeovers
by Samer Adra & Leonidas G. Barbopoulos
April 2019, Volume 25, Issue 6
- 459-459 Preface
by Chris Adcock - 460-464 Chinese capital markets: challenges to the China model
by Doulgas Cumming & Alessandra Guariglia & Wenxuan Hou & Zhenyu Wu - 465-488 Value creation and value distribution in Chinese listed firms: the role of ownership structure, board characteristics, and control
by Nancy Huyghebaert & Lihong Wang - 489-507 Does China overinvest? Evidence from a panel of Chinese firms
by Sai Ding & John Knight & Xiao Zhang - 508-523 Financial distress, political affiliation and earnings management: the case of politically affiliated private firms
by Gady Jacoby & Jialong Li & Mingzhi Liu - 524-549 Monitoring corporate boards: evidence from China
by Hisham Farag & Chris Mallin - 550-567 State-ownership and bank loan contracting: evidence from corporate fraud
by Lars Helge Haß & Skrålan Vergauwe & Zhifang Zhang - 568-593 The real effect of liquidity provision on entrepreneurial financing: evidence from a natural experiment in China
by Bo Liu & Jerry Cao & Sofia Johan & Tiecheng Leng - 594-594 Corrigendum
by The Editors
March 2019, Volume 25, Issue 5
- 395-414 The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market
by Majid Haghani Rizi & N. Kundan Kishor & Hardik A. Marfatia - 415-434 Stochastic portfolio theory and the low beta anomaly
by Anna Agapova & Robert Ferguson & Dean Leistikow - 435-457 Linear programing models for portfolio optimization using a benchmark
by Seyoung Park & Hyunson Song & Sungchul Lee
March 2019, Volume 25, Issue 4
- 305-337 Location-specific stock market indices: an exploration
by Surendranath Rakesh Jory & Tapas Mishra & Thanh N. Ngo - 338-368 Super-Exponential RE bubble model with efficient crashes
by Jerome Kreuser & Didier Sornette - 369-393 Can Warren Buffett forecast equity market corrections?
by S. Lleo & W. T. Ziemba
February 2019, Volume 25, Issue 3
- 205-233 Global systemic risk measures and their forecasting power for systemic events
by Peter Grundke & Michael Tuchscherer - 234-255 The drivers and value of enterprise risk management: evidence from ERM ratings
by Alexander Bohnert & Nadine Gatzert & Robert E. Hoyt & Philipp Lechner - 256-278 Corporate philanthropy in a politically uncertain environment: does it bring tangible benefits to a firm? Evidence from China
by Kam C. Chan & Xunan Feng - 279-302 The pricing of sentiment risk in European stock markets
by Karl Ludwig Keiber & Helene Samyschew
January 2019, Volume 25, Issue 2
- 101-115 A hyperbolic model of optimal cash balances
by John van der Burg & Xiaojing Song & Mark Tippett - 116-138 The investment decision with technological and market uncertainties
by Yunfeng Fan & Sudipto Sarkar & Chuanqian Zhang - 139-154 Insider trading and future stock returns in firms with concentrated ownership levels
by Dimitris K. Chronopoulos & David G. McMillan & Fotios I. Papadimitriou & Manouchehr Tavakoli - 155-166 Securitization and financial solvency: empirical evidence from Portugal
by Carmen López-Andión & Ana Iglesias-Casal & Maria Celia López-Penabad & Jose Manuel Maside-Sanfiz - 167-189 Multi-tranche securitisation structures: more than just a zero-sum game?
by Miguel Á. Peña-Cerezo & Arturo Rodríguez-Castellanos & Francisco J. Ibáñez-Hernández - 190-203 Exchange rate returns and volatility: the role of time-varying rare disaster risks
by Rangan Gupta & Tahir Suleman & Mark E. Wohar
January 2019, Volume 25, Issue 1
- 1-15 Exploring the benefits of international government bond portfolio diversification strategies
by Jonathan Fletcher & Krishna Paudyal & Timbul Santoso - 16-34 Hedge fund seeding with fees-for-guarantee swaps
by Yun Feng & Binghua Huang & Hai Zhang - 35-53 Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets
by Andrea Eross & Andrew Urquhart & Simon Wolfe - 54-78 What happened to profitability? Shocks, challenges and perspectives for euro area banks
by Gong Cheng & Dirk Mevis - 79-100 The commitment value of takeover defenses
by William C. Johnson & Sungwoo Nam & Sangho Yi
December 2018, Volume 24, Issue 18
- 1755-1771 Stock returns, velocity dynamics and inflation volatility
by Ky-Hyang Yuhn & Sang Bong Kim & James Ross McCown - 1772-1798 The impact of the Bankruptcy Abuse Prevention and Consumer Protection Act of 2005 repo ‘safe harbor’ provisions on investors
by Justin Chircop & Michele Fabrizi & Antonio Parbonetti - 1799-1816 New entry, strategic diversity and efficiency in soccer betting markets: the creation and suppression of arbitrage opportunities
by Andrew Grant & Anastasios Oikonomidis & Alistair C. Bruce & Johnnie E. V. Johnson - 1817-1834 Stock market reaction to policy interventions
by Franco Fiordelisi & Giuseppe Galloppo - 1835-1860 The systematic pricing of market sentiment shock
by Samuel Xin Liang - 1861-1884 Score-driven copula models for portfolios of two risky assets
by Astrid Ayala & Szabolcs Blazsek - 1885-1901 Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets
by Athanasios P. Fassas & Stephanos Papadamou - 1902-1924 Referees January 2014–December 2017
by The Editors
November 2018, Volume 24, Issue 17
- 1569-1586 Binary interest rate sensitivities of emerging market corporate bonds
by Mariya Gubareva & Maria Rosa Borges - 1587-1608 Financial stress relationships among Euro area countries: an R-vine copula approach
by Dalu Zhang & Meilan Yan & Andreas Tsopanakis - 1609-1630 Can management-sponsored non-binding remuneration votes shape the executive compensation structure? Evidence from Say-on-Pay votes in Germany
by Jörn Obermann - 1631-1648 Is there an Olympic gold medal rush in the stock market?
by Jessica Y. Wang & Raphael N. Markellos - 1649-1671 Foreign currency borrowing, exports and firm performance: evidence from a currency crisis
by Spiros Bougheas & Hosung Lim & Simona Mateut & Paul Mizen & Cihan Yalcin - 1672-1698 Bank-type specific determinants of sensitivity of loan-loss provisions to business cycle
by Małgorzata Olszak & Patrycja Chodnicka-Jaworska & Iwona Kowalska & Filip Świtała - 1699-1726 Do the stock and CDS markets price credit risk equally in the long-run?
by Lidija Lovreta & Zorica Mladenović - 1727-1753 Volatility dependences of stock markets with structural breaks
by Jiawen Luo & Langnan Chen
November 2018, Volume 24, Issue 16
- 1369-1374 Chinese capital markets: the importance of history for modern development
by Alessandra Guariglia & Wenxuan Hou & Xiuping Hua & Yiping Huang - 1375-1387 Six understandings of corporate governance structure in the context of China
by Weiying Zhang - 1388-1408 Real estate investments and financial stability: evidence from regional commercial banks in China
by Dayong Zhang & Jing Cai & Jia Liu & Ali M. Kutan - 1409-1427 Does ownership matter in access to bank credit in China?
by Qin Gou & Yiping Huang & Jianguo Xu - 1428-1452 Adjustment behavior of corporate cash holdings: the China experience
by Alessandra Guariglia & Junhong Yang - 1453-1484 Exchange trading rules, governance, and trading location of cross-listed stocks
by Douglas Cumming & Wenxuan Hou & Eliza Wu - 1485-1505 Split-share structure reform and the underpricing of Chinese initial public offerings
by Arif Khurshed & Yan Tong & Mingzhu Wang - 1506-1527 Family involvement and R&D expenses in the context of weak property rights protection: an examination of non-state-owned listed companies in China
by Alfredo De Massis & Shujun Ding & Josip Kotlar & Zhenyu Wu - 1528-1551 The influence of CEO demographic characteristics on corporate risk-taking: evidence from Chinese IPOs
by Hisham Farag & Chris Mallin - 1552-1568 Contrarian strategy and herding behaviour in the Chinese stock market
by Qiwei Chen & Xiuping Hua & Ying Jiang
October 2018, Volume 24, Issue 15
- 1253-1271 The Comprehensive Assessment: What lessons can be learned?
by Emilio Barucci & Roberto Baviera & Carlo Milani - 1272-1287 Pricing inflation-indexed derivatives with default risk
by Son-Nan Chen & Pao-Peng Hsu - 1288-1310 A return-based approach to identify home bias of European equity funds
by Moritz Maier & Hendrik Scholz - 1311-1332 How financial information disclosure affects risk perception. Evidence from Italian investors’ behaviour
by Nadia Linciano & Caterina Lucarelli & Monica Gentile & Paola Soccorso - 1333-1349 Millionaire investors: financial advisors, attribution theory and gender differences
by Ylva Baeckström & Jo Silvester & Rachel A. J. Pownall - 1350-1368 Does short selling improve stock price efficiency and liquidity? Evidence from a natural experiment in China
by Zhisheng Li & Bingxuan Lin & Ting Zhang & Chen Chen
September 2018, Volume 24, Issue 14
- 1123-1143 Forecasting market risk of portfolios: copula-Markov switching multifractal approach
by Mawuli Segnon & Mark Trede - 1144-1175 Does a scopic regime produce conformism? Herding behavior among trade leaders on social trading platforms
by Roland Gemayel & Alex Preda - 1176-1189 Resuscitating real interest rate parity: new evidence from panels
by Georgios Chortareas & George Kapetanios & Georgios Magkonis - 1190-1223 Hot money in disaggregated capital flows
by Cheng Yan - 1224-1251 Further empirical evidence on block transactions below the MBR: the Spanish market
by Inés Pérez-Soba & Elena Márquez-de-la-Cruz & Ana R. Martínez-Cañete
September 2018, Volume 24, Issue 13
- 1075-1087 Backtesting lambda value at risk
by Jacopo Corbetta & Ilaria Peri - 1088-1099 Genetic algorithms for parameter estimation in modelling of index returns
by Manuel Franco & Juana-María Vivo - 1100-1122 Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution
by Jennifer Alonso-García & María del Carmen Boado-Penas & Pierre Devolder
August 2018, Volume 24, Issue 12
- 1001-1025 Credit ratings and convertible bond prices: a simulation-based valuation
by Keehwan Park & Mookwon Jung & Sangki Lee - 1026-1046 Gender role asymmetry and stock market participation – evidence from four European household surveys
by Nataliya Barasinska & Dorothea Schäfer - 1047-1062 How successful are banking sector reforms in emerging market economies? Evidence from impact of monetary policy on levels and structures of firm debt in India
by Sumon Kumar Bhaumik & Ali M. Kutan & Sudipa Majumdar - 1063-1074 A new closed-form formula for pricing European options under a skew Brownian motion
by Song-Ping Zhu & Xin-Jiang He
July 2018, Volume 24, Issue 11
- 889-908 Investment timing and optimal capital structure under liquidity risk
by Huamao Wang & Qing Xu & Jinqiang Yang - 909-943 Pricing mortgage insurance contracts under housing price cycles with jump risk: evidence from the U.K. housing market
by Ming-Che Chuang & Wan-Ru Yang & Ming-Chi Chen & Shih-Kuei Lin - 944-975 Measuring systemic risk in the European banking sector: a copula CoVaR approach
by Emmanouil N. Karimalis & Nikos K. Nomikos - 976-999 Individual investors repurchasing behaviour: evidence from the Portuguese stock market
by Cristiana Cerqueira Leal & Manuel J. Rocha Armada & Gilberto Loureiro
July 2018, Volume 24, Issue 10
- 809-827 Estimation of log-GARCH models in the presence of zero returns
by Genaro Sucarrat & Alvaro Escribano - 828-848 Why are there time-varying comovements in the European stock market?
by Eva Ferreira & Susan Orbe - 849-866 The lead-lag relation between the stock and the bond markets
by Konstantinos Tolikas - 867-887 Determinants and value of enterprise risk management: empirical evidence from Germany
by Philipp Lechner & Nadine Gatzert
June 2018, Volume 24, Issue 9
- 683-713 Stock liquidity and enterprise innovation: new evidence from China
by Jun Wen & Gen-Fu Feng & Chun-Ping Chang & Zhao-Zhen Feng - 714-734 The market timing of corporate bond reopenings
by Daniel Maul & Dirk Schiereck - 735-760 The role of credit ratings on capital structure and its speed of adjustment: an international study
by Michal Wojewodzki & Winnie P.H. Poon & Jianfu Shen - 761-808 Ownership concentration and bank risk: international study on acquisitions
by Chih-Liang Liu & Yin-Hua Yeh
May 2018, Volume 24, Issue 7-8
- 517-520 Behavioural perspectives on bank misdeeds
by C. A. E. Goodhart - 521-543 On perceptions of financial volatility in price sequences
by Darren Duxbury & Barbara Summers - 544-564 Rumours built on quicksand: evidence on the nature and impact of message board postings in modern equity markets
by James Bowden & Bruce Burton & David Power - 565-583 Financial crime ‘hot spots’ – empirical evidence from the foreign exchange market
by Florian El Mouaaouy - 584-605 Do international institutions affect financial markets?: evidence from the Greek Sovereign Debt Crisis
by Marianne Gogstad & Ali M. Kutan & Yaz Gulnur Muradoglu - 606-629 A behavioural game-theoretic analysis of hedge fund regulation
by Richard Fairchild - 630-653 Emotional finance: investment and the unconscious
by Richard Taffler - 654-681 Foreign bias in bond portfolio investments: the role of economic and non-economic factors and the impact of the global financial and sovereign debt crises
by Bibek Bhatta & Andrew Marshall & Chandra Thapa
April 2018, Volume 24, Issue 6
- 439-457 Corporate efficiency, credit status and investment
by Manzur Quader & Karl Taylor - 458-477 Stock returns forecasting with metals: sentiment vs. fundamentals
by Steven J. Jordan & Andrew Vivian & Mark E. Wohar - 478-498 Bond market access and acquisitions: empirical evidence from the European market
by Magnus Blomkvist & Teemu Friman & Timo Korkeamäki - 499-516 Fluctuations in the UK equity market: what drives stock returns?
by Dooruj Rambaccussing & David Power
March 2018, Volume 24, Issue 5
- 363-390 The waiting period of initial public offerings
by Hugh M.J. Colaco & Amedeo De Cesari & Shantaram P. Hegde - 391-412 Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance
by Roman Horváth & Štefan Lyócsa & Eduard Baumöhl - 413-425 Estimating the joint tail risk under the filtered historical simulation: An application to the CCP’s default and waterfall fund
by Giovanni Barone-Adesi & Kostas Giannopoulos & Les Vosper - 426-438 The Feller diffusion, filter rules and abnormal stock returns
by Paul Docherty & Yizhe Dong & Xiaojing Song & Mark Tippett
March 2018, Volume 24, Issue 4
- 283-299 Herding by mutual funds: impact on performance and investors’ response
by Debarati Bhattacharya & Gokhan Sonaer - 300-332 Safehavenness of currencies
by Alfred Y.-T. Wong & Tom Pak Wing Fong - 333-346 Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries
by Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar - 347-362 A theory of mandatory convertibles: distinct features for large repeated financing
by Susheng Wang
February 2018, Volume 24, Issue 3
- 183-207 Contemporaneous ADR pricing: intraday dynamics during overlapping trading hours
by Antonio Figueiredo & A.M. Parhizgari - 208-230 Branching, lending and competition in Italian banking
by Marta Degl’Innocenti & Tapas Mishra & Simon Wolfe - 231-249 Trading volume, return variability and short-term momentum
by Umut Gökçen & Thierry Post - 250-281 Creditor protection, judicial enforcement and credit access
by Andrea Moro & Daniela Maresch & Annalisa Ferrando
January 2018, Volume 24, Issue 2
- 77-113 Bank stock performance and bank regulation around the globe
by Matthias Pelster & Felix Irresberger & Gregor N.F. Weiß - 114-134 Macro news and bond yield spreads in the euro area
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - 135-156 Bank efficiency, productivity, and convergence in EU countries: a weighted Russell directional distance model
by Hidemichi Fujii & Shunsuke Managi & Roman Matousek & Aarti Rughoo - 157-181 Time-varying managerial overconfidence and corporate debt maturity structure
by Ali Ataullah & Andrew Vivian & Bin Xu
January 2018, Volume 24, Issue 1
- 1-18 Forecasting implied volatility in foreign exchange markets: a functional time series approach
by Fearghal Kearney & Mark Cummins & Finbarr Murphy - 19-35 How gradualist are Chinese reforms? Evidence from rural income determinants
by Yasheng Huang & Meijun Qian - 36-58 Pension fund manager skills over the economic cycle: the (non-)specialization cost
by Mercedes Alda - 59-75 A theory of operational cash holding, endogenous financial constraints, and credit rationing
by Gerhard Kling
December 2017, Volume 23, Issue 15
- 1447-1467 Negative real interest rates
by Jing Chen & Diandian Ma & Xiaojong Song & Mark Tippett - 1468-1511 Gaussian models for Euro high grade government yields
by Marco Realdon - 1512-1543 The determinants of firm–bank relationships in Italy: bank ownership type, diversification and multiple banking relationships
by David Aristei & Manuela Gallo - 1544-1571 Post-crisis regulatory reforms and bank performance: lessons from Asia
by Barbara Casu & Bimei Deng & Alessandra Ferrari - 1572-1588 Modeling severity risk under PD–LGD correlation
by Chulwoo Han - 1589-1610 Analysis of the seeds of the debt crisis in Europe
by Haluk Yener & Thanasis Stengos & M. Ege Yazgan
November 2017, Volume 23, Issue 14
- 1-1 Corrigendum
by The Editors - 1267-1279 Insider trading in sequential auction markets with risk-aversion and time-discounting
by Paolo Vitale - 1280-1310 Red sky at night or in the morning, to the equity market neither a delight nor a warning: the weather effect re-examined using intraday stock data
by Fabio Pizzutilo & Valeria Roncone - 1311-1334 Are IPO investors rational? Evidence from closed-end funds
by Gordon Gemmill & Dylan C. Thomas - 1335-1361 My global fund portfolio is not yours: the effect of home bias on European- and US-managed convertible bond fund exposures
by Geert Van Campenhout & Rosanne Vanpée - 1362-1389 Uncertainty triggers overreaction: evidence from corporate takeovers
by Emma L. Black & Jie (Michael) Guo & Nan Hu & Evangelos Vagenas-Nanos - 1390-1413 How predictable are precious metal returns?
by Andrew Urquhart - 1414-1445 The information content of credit ratings: evidence from European convertible bond markets
by Steffen Hundt & Björn Sprungk & Andreas Horsch
October 2017, Volume 23, Issue 13
- 1197-1218 Narcissism and the art market performance
by Yi Zhou - 1219-1237 The impact of mispricing and growth on UK M&As
by Jerry Coakley & Heba Gazzaz & Hardy Thomas - 1238-1266 The value of target’s acquisition experience in M&A
by Indrajeet Mohite