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Finance Research Letters

2004 - 2017

Current editor(s): R. Gençay

From Elsevier
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Volume 20, issue C, 2017

The relationship among information asymmetry, dividend policy and ownership structure pp. 1-12 Downloads
Tsui-Jung Lin, Yi-Pei Chen and Han-Fang Tsai
Cross-financial-market correlations and quantitative easing pp. 13-21 Downloads
Lawrence Kryzanowski, Jie Zhang and Rui Zhong
Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great BritainAuthor-Name: Tielmann, Artur pp. 22-28 Downloads
Dirk Schiereck
Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index pp. 29-34 Downloads
Xingguo Luo and Shihua Qin
Exploring rating shopping for european triple a senior structured finance securities pp. 35-39 Downloads
Frank J. Fabozzi, Mike E. Nawas and Dennis Vink
Systemic risk in carry-trade portfolios pp. 40-46 Downloads
Chih-Liang Liu and Hsin-Feng Yang
The day-of-the-Week effects of stock markets in different countries pp. 47-62 Downloads
Jilin Zhang, Yongzeng Lai and Jianghong Lin
The impact of fiscal rules on sovereign risk premia: International evidence pp. 63-67 Downloads
John Thornton and Chrysovalantis Vasilakis
Closed-form solutions for options with random initiation under asset price monitoring pp. 68-74 Downloads
Doobae Jun and Hyejin Ku
Oil price shocks and stock returns of oil and gas corporations pp. 75-80 Downloads
Elena Maria Diaz and Fernando Pérez de Gracia
The effects of age pension on retirement drawdown choices pp. 81-87 Downloads
Osei K. Wiafe, Anup K. Basu and John Chen
Dynamic agency and investment theory with time-inconsistent preferences pp. 88-95 Downloads
Bo Liu, Congming Mu and Jinqiang Yang
The effects of government borrowing on corporate financing: Evidence from Europe pp. 96-103 Downloads
Yusuf Ayturk
The role of corruption in shaping the value of holding cash pp. 104-108 Downloads
Maurizio La Rocca, Domenico Rocco Cambrea and Alfio Cariola
Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis pp. 109-117 Downloads
Vuslat Us
Examining the flight-to-safety with the implied volatilities pp. 118-124 Downloads
Ghulam Sarwar
Accrual anomaly and corporate financing activities pp. 125-129 Downloads
Georgios Papanastasopoulos
Earnings comparability and informed trading pp. 130-136 Downloads
Sangwan Kim and Steve C. Lim
Optimization of brokers’ commissions pp. 137-145 Downloads
Sebastien Lemeunier
Bayesian testing for short term interest rate models pp. 146-152 Downloads
Yonghui Zhang, Zhongtian Chen and Yong Li
Celebrities and ordinaries in social networks: Who knows more information? pp. 153-161 Downloads
Yongjie Zhang, Yahui An, Xu Feng and Xi Jin
The long-term performance of new product introductions pp. 162-169 Downloads
Li-Yu Chen, Jung-Ho Lai and Shao-Chi Chang
Reporting errors in the I/B/E/S earnings forecast database: J. Doe vs. J. Doe pp. 170-176 Downloads
Tristan Roger
Managerial incentives in the presence of golden handshakes pp. 177-183 Downloads
Yi Jiang
Multinational firms and cash holdings: Evidence from China pp. 184-191 Downloads
Weijun Wu, Yang Yang and Sili Zhou
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? pp. 192-198 Downloads
Elie Bouri, Peter Molnár, Georges Azzi, David Roubaud and Lars Ivar Hagfors
National culture and private benefits of control pp. 199-206 Downloads
Astrid Salzmann and Kalender Soypak
Stock market volatility spillovers: Evidence for Latin America pp. 207-216 Downloads
Santiago Gamba, Jose Gomez-Gonzalez, Jorge Luis Hurtado-Guarin and Luis Melo-Velandia
Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets pp. 217-222 Downloads
Apostolos Kiohos, Vassilios Babalos and Athanasios Koulakiotis
Earnings announcements and quoted bid-ask spreads of U.S. Bank Holding Companies pp. 223-228 Downloads
Terry Harris
Bank screening technologies and the founder effect: Evidence from European lending relationships pp. 229-237 Downloads
Marco Cucculelli and Valentina Peruzzi
In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework pp. 238-244 Downloads
Sławomir Śmiech and Monika Papież
Forecasting volatility with interacting multiple models pp. 245-252 Downloads
Jiri Svec and Xerxis Katrak
Momentum profits and time varying illiquidity effect pp. 253-259 Downloads
Hilal Anwar Butt and Nader Shahzad Virk
A Unified Tree approach for options pricing under stochastic volatility models pp. 260-268 Downloads
C.C. Lo, Duc Nguyen and K. Skindilias
Can profitability through momentum strategies be enhanced applying a range to standard deviation filter? pp. 269-273 Downloads
Subrata Kumar Mitra, Jaslene Bawa, M. Kannadhasan, Vinay Goyal and Manojit Chattopadhyay
Dynamic autocorrelation of intraday stock returns pp. 274-280 Downloads
Xi Dong, Shu Feng, Leng Ling and Pingping Song
Discontinuous payoff option pricing by Mellin transform: A probabilistic approach pp. 281-288 Downloads
H. Gzyl, M. Milev and A. Tagliani
CEO equity compensation and earnings management: The role of growth opportunities pp. 289-295 Downloads
Leon Li and Chii-Shyan Kuo
Inflation targeting and the cyclicality of monetary policy pp. 296-302 Downloads
John Thornton and Chrysovalantis Vasilakis

Volume 19, issue C, 2016

Directors’ duties of care and the value of auditing pp. 1-14 Downloads
Suman Banerjee and Mark Humphery-Jenner
Almost stochastic dominance for risk averters and risk seeker pp. 15-21 Downloads
Xu Guo, Wing-Keung Wong and Lixing Zhu
Directors’ and officers’ liability insurance and analyst forecast properties pp. 22-32 Downloads
Narjess Boubakri and Lobna Bouslimi
Estimation of bid-ask prices for options on LIBOR based instruments pp. 33-41 Downloads
Masimba Energy Sonono and Hopolang Phillip Mashele
Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimationAuthor-Name: Atil, Ahmed pp. 42-53 Downloads
Marc Bradford, Abdelaziz Elmarzougui and Amine Lahiani
Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis pp. 54-59 Downloads
Chaker Aloui, Besma Hkiri, Chi Keung Lau and Larisa Yarovaya
Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading pp. 60-66 Downloads
Mihály Ormos and Dusán Timotity
Pricing discrete double barrier options under Lévy processes: An extension of the method by Milev and Tagliani pp. 67-74 Downloads
Shuang Xiao and Shihua Ma
The effect of political risk on currency carry trades pp. 75-78 Downloads
Nebojsa Dimic, Vitaly Orlov and Vanja Piljak
Insider competition under two-dimensional uncertainty and informational asymmetry pp. 79-82 Downloads
Marco Bade
A Tobin tax only on sellers pp. 83-89 Downloads
Haiwei Chen
Pricing power exchange options with correlated jump risk pp. 90-97 Downloads
Xingchun Wang
Is the Comprehensive Assessment able to capture banks’ risks? pp. 98-104 Downloads
Emilio Barucci, Roberto Baviera and Carlo Milani
The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market pp. 105-111 Downloads
Xingguo Luo, Shihua Qin and Zinan Ye
Dynamic consumption and portfolio choice with permanent learning pp. 112-118 Downloads
Hyun-Tak Lee
Quantile behaviour of cointegration between silver and gold prices pp. 119-125 Downloads
Huiming Zhu, Cheng Peng and Wanhai You
Idiosyncratic volatility and excess Return: Evidence from the Greater China region pp. 126-129 Downloads
Li-Hsun Wang, Chu-Hsiung Lin, Jui-Heng Kang and Hung-Gay Fung
Developing the exchange traded market for government bonds: Effect of recent quote rule changes in South Korea pp. 130-138 Downloads
Woon Wook Jang, Hak Kyum Kim and Yong Joo Kang
Do managers learn from the market? Firm level evidence in merger investment pp. 139-145 Downloads
Wenjing Ouyang and Samuel H. Szewczyk
Does the earnings quality matter? Evidence from a quasi-experimental setting pp. 146-157 Downloads
Giulia Baschieri, Andrea Carosi and Stefano Mengoli
China credit constraints and rural households’ consumption expenditureAuthor-Name: Li, Changsheng pp. 158-164 Downloads
Liqiong Lin and Christopher E.C. Gan
The role of arbitrage risk on the elasticity of demand: New evidence from 100% secondary equity offerings pp. 165-172 Downloads
William B. Elliott and Hilmi Songur
Testing the adaptive market hypothesis and its determinants for the Indian stock markets pp. 173-180 Downloads
Gourishankar S. Hiremath and Seema Narayan
Dynamic spillovers between Shanghai and London nonferrous metal futures markets pp. 181-188 Downloads
Sang Hoon Kang and Seong-Min Yoon
A note on the Wang transform for stochastic volatility pricing models pp. 189-196 Downloads
Alexandru Badescu, Zhenyu Cui and Juan-Pablo Ortega
Patents and R&D expenditure in explaining stock price movements pp. 197-203 Downloads
Gun Jea Yu and KiHoon Hong
Integral representation of vega for American put options pp. 204-208 Downloads
Yanchu Liu, Zhenyu Cui and Ning Zhang
A note on optimal portfolios under regime–switching pp. 209-216 Downloads
Markus Haas
Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund pp. 217-221 Downloads
Yong Li, Karen Benson and Robert Faff
Foreign funding shocks and the lending channel: Do foreign banks adjust differently? pp. 222-227 Downloads
Felix Noth and Matias Ossandon Busch
Credit risk findings for commercial real estate loans using the reduced form pp. 228-234 Downloads
Andreas D. Christopoulos and Joshua G. Barratt
Deferred compensation withdrawal decisions and their implications on inside debt pp. 235-240 Downloads
Gemma Lee
On the weight sign of the global minimum variance portfolio pp. 241-246 Downloads
Wan-Yi Chiu and Ching-Hai Jiang
How do China's oil markets affect other commodity markets both domestically and internationally? pp. 247-254 Downloads
Qiang Ji and Ying Fan
Pure higher-order effects in the portfolio choice model pp. 255-260 Downloads
Trino-Manuel Ñíguez, Ivan Paya and David Peel
The risk in capital controls pp. 261-266 Downloads
Gkillas (Gillas), Konstantinos, Athanasios Tsagkanos and Costas Siriopoulos
Modelling order arrivals at price limits using Hawkes processes pp. 267-272 Downloads
Afshin Haghighi, Saeid Fallahpour and Reza Eyvazlu
Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models pp. 273-278 Downloads
Oussama Ben Hmiden and Nidhaleddine Ben Cheikh
Valuing resettable convertible bonds: Based on path decomposing pp. 279-290 Downloads
Yun Feng, Bing-hua Huang and Yu Huang
Brexit: (Not) another Lehman moment for banks? pp. 291-297 Downloads
Dirk Schiereck, Florian Kiesel and Sascha Kolaric
Dating the financial cycle with uncertainty estimates: a wavelet proposition pp. 298-304 Downloads
Diego Ardila and Didier Sornette
Pricing vulnerable options with stochastic default barriers pp. 305-313 Downloads
Xingchun Wang
Page updated 2017-04-28