The North American Journal of Economics and Finance

1992 - 2026

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

From Elsevier
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Volume 86, issue C, 2026

Enhancing value-growth stock classification using K-Means clustering with Mahalanobis distance

Marc Weibel and Lionel Nyffeler

From wall street to emerging markets: The impact of U.S. Equity Market Volatility on interest rate adjustments of BRICS

Umar Farooq, Abdulrahman Alomair and Abdulateif A. Almulhim

Monetary shocks and market sensitivity: Mapping interdependence in the energy-commodity nexus

Luca Esposito and Marco Tedeschi

Green bonds, sukuk, and clean energy: Cross-quantilogram evidence from global regions

Aydın Gürbüz, Sümeyra Gazel and Muhammet Mustafa Kısakürek

Dynamic modelling of shocks to credit spread risk in banking book: evidence from European sovereign markets

Yaman O. Erzurumlu, Alper Kirik and Tunc Oygur

Bank digital transformation and firm-level total factor productivity

Konglin Ke, Ling Tian and Meixu Ren

The US banks reactions to COVID-19 pandemic: The response to government containment and health and economic support measures

Ingrid-Mihaela Dragotă, Cosmin-Octavian Cepoi, Victor Dragotă and Radu Ciobanu

Corporate attention to generative AI and earnings management: evidence from China

Zhaodong Li

Oil shocks aren’t all alike: do stock markets know the difference?

Sibanjan Mishra, Purba Bhattacherjee and Sunil K Mohanty

Dynamic consumption and portfolio choice with heterogeneous discounting and information learning

Wuqi Zhang, Ning Wang, Hao Wang and Ni Zhang

Risk of Bankruptcy and the Modigliani-Miller theorem in a general equilibrium model of socially responsible investing

Fabian Alex

Corrigendum to “The relief rally: a ninety-year event study of positive market reactions to U.S. Bank failures” [N. Am. J. Econ. Financ. 85 (2026) 102675]

Chris L. Manfre

Macroeconomic forecasting based on high-dimensional datasets: a smooth transition three pass regression filter model

Zhufeng Wang and Lu Wang

An empirical multivariate extension of random-exponent fractal modeling: joint distribution and portfolio risk in cross-asset ETFs

Fernando Henrique Antunes de Araujo and Milena Kojic

Predicting oil price bubbles: monetary policy versus central bank information shocks

Onur Polat, Rangan Gupta, Mariem Brahim and Elie Bouri

Extreme climate and natural disaster risk in financial markets: A CoES approach

Laura Garcia-Jorcano and Lidia Sanchis-Marco

The semiconductor realignment: portfolio optimization and systemic resilience in the post-pandemic era

Spyros Papathanasiou, Drosos Koutsokostas, Panos Xidonas and Stephane Goutte

Institutions and macroeconomic stability under oil price shocks: Evidence from the GCC

Showkat Ahmad Shah, Md. Fakhre Alam, Majid Mapkhot Goaill, Regis Arunodayam Dominic, Ghulam Dastgeer and Mohammed Abdul Moiz

A study of the relationships between energy and non-ferrous metals: analysis based on market dynamic spillovers

Fengxuan Dong, Jing Zhang, Hao Ji, Min Li and Hao Wang

Does overnight return predict the first half-hour return for U.S. market indices?

Yasuhiro Iwanaga and Ryuta Sakemoto

Volume 85, issue C, 2026

Climate change risks, weather uncertainty, and stock returns: evidence from major European markets

Thomas C. Chiang

Systematic signals of short squeezes: insights from rare events

Dominik Svoboda, Svatopluk Kapounek and Peter Albrecht

A parsimonious method of priced factor testing: the fraud index

Richard Paul Gregory

Evaluating the safe haven potential of Chinese ESG stocks for international equity investors during the Russia-Ukraine conflict

Khurram Shahzad, Yixiang Zhang, Zulfiqar Ali Imran and Muhammad Ahad

Global oil supply risk and macroeconomic dynamics: Can monetary policy mitigate the risk and welfare loss?

Zongming Liu and Wenhui Shi

Equity risk premiums across horizons and their link to inflation: A quadratic Gaussian approach

Kentaro Kikuchi

Catastrophe bond pricing with extreme value index as a parametric trigger

Xin Yang

Convertible bonds and corporate innovation: incentive or resistance?

Xionghua Tao and Chen Yu

Calendar anomalies: Real patterns or data-mining artifacts?

Valeriy Zakamulin

Stablecoin risk – a hybrid Copula-GARCH–QT framework for early warning, tail quantiles, and co-depeg dynamics

Ming Che Lee

Dynamic relationships among climate policy uncertainty, investor sentiment and stock price synchronicity-- empirical research based on TVP-SV-VAR model

Huizhong Chen, Wenxin Li and Zhu Sun

Hedging oil risk: the role of energy markets in BRICS and G7 economies

Mobeen Ur Rehman, Neeraj Nautiyal, Xuan Vinh Vo and Noha Alessa

Investor sentiment and green finance indicators: exploring herding behavior in clean versus dirty cryptocurrencies

Dung Thi Ngoc Pham

Business diversification and debt default risk of real estate enterprises

Mengkai Chen, Yirui Duan, Jin Shao, Tingting Feng and Wangkai Yu

Testing public debt sustainability with time-varying volatility: The case of Italy, 1861–2024

Vicente Esteve and Nicola Rubino

The economics of bitcoin exchange rate: A quantal response statistical equilibrium model

Karim Nchare and Mintodê Nicodème Atchadé

A study on the impact of different types of economic policy uncertainty in the United States on volatility and correlation in the global crude oil market

Jingwen Wei, Yuhan Pan, Guangxi Cao, Meijun Ling and Zhicheng Ke

The collateral damage in IPO Pricing: Evidence from corporate bond default events of China

Aimin Wu, Dayong Dong, Jiawei Cao, Jinyu Yang and Chuanqi Ling

Herding behavior of cryptocurrency during the 2024 U.S. presidential election

Binh Nguyen Thanh, Thanh Cong Nguyen, Anh Nguyen Tuan, Hanh Le Hong and Anh Dao Le Trang

Exploring low returns in SSE 50ETF options away from the money: the role of variance and jump risk premiums

Yaping Zhou and Xundi Diao

Nonlinear causal asymmetries in income inequality, corruption, and market power: evidence from OECD nations using symbolic transfer entropy

Nadiah Ruza, Fakarudin Kamarudin, Hafezali Iqbal Hussain and M. Ishaq Bhatti

Corrigendum to “Environmental performance and institutions quality in Europe: A Bayesian model averaging approach” [N. Am. J. Econ. Financ. 83 (2026) 102591]

Alessandra Canepa and Bogdan Dima

When volatility is not enough: classical and quantum behaviors in stock investment

F.Xavier Alvarez and Hector Sala

Spillover and predictability of volatility of 50 major cryptocurrencies: Evidence from a LASSO-regularized Quantile VAR

Giovanni Bonaccolto, Sayar Karmakar, Elie Bouri and Rangan Gupta

Good and bad cojump dynamics: A network modeling perspective

Wenjing Xia, Wuyi Ye and Yi Zhou

Judicial uncertainty and the cost of debt: evidence from Italian SMEs

G. Falavigna, R. Ippoliti and Giovanni Ramello

The effects of interbank market on central bank digital currency and transmission of monetary policy

Bayarmaa Adiya and Yuan Dong

Predictive influence of Reddit sentiment on AI and tech moguls for digital financial assets: evidence from KAN and DES methodology

Indranil Ghosh, Esteban Alfaro-Cortés, Matías Gámez and Noelia García-Rubio

The influence of geopolitical risk on CBDC adoption and uncertainty: wavelet coherence analysis

Muhammad Umar and Hang Luo

Multifractal dynamics and policy uncertainty interactions in US banking equity market

Muhammad Muazzem Hossain, Mohammad Enamul Hoque, Huson Joher Ali Ahmed, Mabruk Billah and Faruk Balli

The relief rally: A ninety-year event study of positive market reactions to U.S. Bank failures

Chris L. Manfre

When does gold protect emerging markets? structural vs. cyclical uncertainty in a time–frequency analysis

Hela Nammouri, Sana Braiek, Catalin Gheorghe and Ahmed Jeribi