Annals of Economics and Finance

2000 - 2025

Current editor(s): Heng-fu Zou

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Volume 20, issue 2, 2019

The Impact of Aggregate and Disaggregate Consumption Shocks on the Equity Risk Premium in the United Kingdom pp. 489-524

Sunil Poshakwale and Pankaj Chandorkar

The Balancing Act: The Optimal Assignment of New Players in Sports Leagues pp. 525-540

Huasheng Song and Ruqu Wang

Pricing Policies in a Market With Asymmetric Information and Non-Bayesian Firms pp. 541-563

Miguel Ángel Ropero

The Trend in Short Selling and the Cross Section of Stock Returns pp. 565-586

Zhaobo Zhu, Xinrui Duan and Jun Tu

Multivariate Analysis of East African Currency Exchange Rate Dynamics pp. 587-610

Yegnanew Shiferaw

Human Capital Accumulation and Life-cycle Earning pp. 611-631

Bo Zhang and Zhixiang Zhang

Holiday Effect on Large Stock Price Changes pp. 633-660

Andrey Kudryavtsev

Bank Efficiency and Regional Economic Growth: Evidence from China pp. 661-689

Hong Zhuang, Haiyan Yin, Miao Wang and Jiawen Yang

Effects of Credit Market Freedom on Output Reallocation in China's Banking Sector Through the Intermediation of Cost X-inefficiency pp. 691-720

Woon Yap, Siong Hook Law and Judhiana Abdul-Ghani

Corporate Investment, Tobin's Q and Liquidity Management under Time-Inconsistent Preferences pp. 721-736

Yingjie Niu and Zhentao Zou

Equalization Transfers and the Pattern of Municipal Spending: An Investigation of the Flypaper Effect in Germany pp. 737-765

Sebastian Langer and Artem Korzhenevych

Revisiting the Time Series Momentum Anomaly pp. 767-782

Yonghwan Jo and Jihee Kim

Public-Private Partnership and Financial Structure Development: Cointegration Lessons for selected sub-Sahara African Economies pp. 783-802

Patrick Eke and Alexander Omankhanlen

Inflation Aversion and the Growth-Inflation Relationship pp. 803-815

Rangan Gupta and Philton Makena

Portfolios Optimizations of Behavioral Stocks with Perception Probability Weightings pp. 817-845

Kuo-Hwa Chang and Michael Young

Bank Runs and Business Cycles in a Small Open Economy pp. 847-865

Chan Wang and Gang Yi

Volume 20, issue 1, 2019

The Law of One Price Over 700 Years pp. 1-35

Kenneth Froot, Michael Kim and Kenneth Rogoff

Currency Hedging Over Long Horizons pp. 37-66

Kenneth Froot

Corporate Tax Policy and Long-Run Capital Formation: The Role of Irreversibility and Fixed Costs pp. 67-101

Jianjun Miao

An Improved Bayesian Unit Root Test in Stochastic Volatility Models pp. 103-122

Yong Li and Jun Yu

The Relationship Of Dividend Policy and Share Price Volatility: A Case in Vietnam pp. 123-136

Duy Nguyen, Mai Bui and Dung Do

Portfolio Choice with Information-Processing Limits pp. 137-162

Altantsetseg Batchuluun, Yulei Luo and Eric Young

Adverse Selection and Moral Hazards Reduction in Corporate Financing: A Mechanism Design Model for PLS Contracts pp. 163-179

Adil Elfakir and Mohamed Tkiouat

Limiting End-user Piracy - The Role of Private and Public Anti-Piracy Measure pp. 181-197

Yuanzhu Lu and Sougata Poddar

Overpricing in Spanish Treasury Auctions pp. 199-220

Francisco Alvarez Gonzalez and Cristina Mazon

The Transition of Local Government Financing Platforms in China: Risks, Incentives, and Regulations pp. 221-245

Changlin Luo

Residential Property Loans and Bank Performance during Property Price Booms: Evidence from Europe pp. 247-295

Antonio Martins, Ana Paula Serra, Francisco Martins and Simon Stevenson

Comovement of Home Prices: A Conditional Copula Approach pp. 297-318

Lei Hou, Wei Long and Qi Li

Hide and Seek: Uninformed Traders and the Short-sales Constraints pp. 319-356

Jinghan Cai, Chiu Yu Ko, Yuming Li and Le Xia

Import Competition and Export Markups: Evidence from Chinese Multi-Product Exporters pp. 357-385

Hongkui Liu, Ming Xu and Tenglong Zhong

The Gamma Factors and the Value of Financial Advice pp. 387-411

Claude Montmarquette and Nathalie Viennot-Briot

Sectoral Heterogeneity and the "Dual" Structural Change in China pp. 413-436

Shan Pan

Social Security, Intergenerational Transfers, and Growth pp. 437-463

Jingwen Yu and Kaiming Guo

New Terrorism and Capital Flight: Pre and Post Nine Eleven analysis for Asia pp. 465-487

Umer Shahzad and Fengming Qin

Volume 19, issue 2, 2018

Sectoral Interactions and Monetary Policy under Costly Price Adjustments pp. 337-374

Kevin Huang and Jonathan Willis

Liquidity, Efficiency and the 2007-2008 Global Financial Crisis pp. 375-404

Sergio Bianchi and Massimiliano Frezza

Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior pp. 405-442

Mariya Gubareva

Backtesting Stress Tests: A Guide for M2 Forward Guidance pp. 443-471

Kaihua Deng and Dun Jia

Ricardian Comparative Advantage: Impact of Specialization on the Exportation of Products in ASEAN Countries pp. 473-522

Mohammad Sharif Karimi and Mehran Malekshahian

The Impacts of Competition and Risk on Profitability in Chinese Banking: Evidence from Boone Indicator and Stability Inefficiency pp. 523-554

Yong Tan

The Effect of Ease of Doing Business on Firm Creation pp. 555-584

Tristan Canare

Concavity-Preserving Integration and Its Application in Principal-Agent Problems pp. 585-590

Jia Xie

How to Compare Faculty Pay Across the Business School pp. 591-604

Linus Wilson

SMEs Performance and Internationalization: A Traditional Industry Approach pp. 605-624

Mara Madaleno, Celeste Varum and Isabel Horta

Official Development Assistance and Foreign Direct Investment: An Empirical Investigation of Their Implications for Domestic Capital Formation in Africa pp. 625-651

Zelealem Yiheyis and Emmanuel Cleeve

Official Development Assistance and Foreign Direct Investment: An Empirical Investigation of Their Implications for Domestic Capital Formation in Africa pp. 653-681

Hongliang Zhang, Betul Arda, Yuechan Lu and Senlin Miao

China's New Silk Road and China-EU Trade pp. 683-701

Chu Lo

Modelling Asymmetric Impact of Home Country Macroeconomic Variables on American Depository Receipts: Evidence from Eurozone pp. 703-727

Muhammad Ahad, Ijaz Rehman, Fiza Qureshi, Waqas Hanif and Zaheer Anwer

Optimal Fiscal and Monetary Policy with Durable Goods pp. 729-748

Liutang Gong, Feng Shi and Chan Wang

Volume 19, issue 1, 2018

Capital Controls: Myth and Reality--A Portfolio Balance Approach pp. 1-47

Nicolas Magud, Carmen Reinhart and Kenneth Rogoff

Trade, Sectorial Reallocation, and Growth pp. 49-74

Pengfei Wang and Danyang Xie

Does Fiscal Decentralization Increase the Investment Rate? Evidence from Chinese Panel Data pp. 75-101

Qichun He and Meng Sun

Fiscal Policy in a Business Cycle Model with Endogenous Productivity pp. 103-135

Dennis Wesselbaum

Optimal Inflation in a Model of Inside Money: a Further Result pp. 137-150

Wataru Nozawa and Hoonsik Yang

A Critical Appraisal of Studies Analyzing Co-movement of International Stock Markets pp. 151-196

Jan Kiviet and Zhenxi Chen

Mutual Fund Fee Structures and Broker Compensation pp. 197-211

Lonnie Bryant, Maureen Butler and Zhongling Cao

Bank Concentration and Firms' Debt Structure: Evidence from China pp. 213-227

Peisen Liu, Shoujun Huang and Houjian Li

What can China Expect from an Increase of the Mandatory Retirement Age? pp. 229-246

Peter Stauvermann and Jin Hu

Could Risk Management Be Harmful to Firms? pp. 247-263

Rui Li

A Theoretic Approach to China's Housing Market Boom and Down Payment Loans pp. 265-278

Man Xu and Qing Shi

Country Size and Strategic Trade Policy: A Model of a Dominant Country Facing a Competitive Fringe pp. 279-300

Jing Fang

Product Differentiation, Exclusivity, and Multi-purchasing pp. 301-318

Jiangli Dou and Bing Ye

The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market pp. 319-336

Eliana Angelini and Matteo Foglia