Annals of Economics and Finance

2000 - 2025

Current editor(s): Heng-fu Zou

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Volume 18, issue 2, 2017

Aggregate Evidence on Price Rigidities and the Inflation-Output Trade-Off: A Factor Analysis of Factor Shares pp. 227-252

Christian Jensen

The Dual Effects of Housing on Portfolio Choices: Evidence from Urban China pp. 253-276

Jianmei Zhao and Jiandong Li

Easing Financing and M&A Investment Constraints: The Role of Corporate Industrial Diversification pp. 277-290

Henry Agyei-Boapeah

Market Timing under Limited Information: An Empirical Investigation in US Treasury Market pp. 291-322

Guoshi Tong

Tax Effort of Local Governments and its Determinants: The Spanish Case pp. 323-348

Jaime Vallés-Giménez and Anabel Zarate-Marco

The 52-Week High and Momentum Investing: Implications for Asset Pricing Models pp. 349-376

Julio Lobao and Joao Fernandes

Revisiting Crude Oil Price and China's Stock Market pp. 377-391

Haoyuan Ding, Haichao Fan, Huanhuan Wang and Wenjing Xie

An Explanation of Management of Local Governments in Spain Based on the Structure of the Internal Control System pp. 393-410

Maria Moreno-Enguix, Ester Gras-Gil and Joaquin Hernandez-Fernandez

The Residential Real Estate Market in China: Assessment and Policy Implications pp. 411-442

Ding Ding, Xiaoyu Huang, Tao Jin and Waikei Lam

Characterizing Service Components of China's Manufacturing Exports pp. 443-469

Weigang Liu, Hongkui Liu and Qian Xie

Volume 18, issue 1, 2017

A Structural Method to Estimate Firm-level Capacity Utilization and Application to Chinese Heavy Industries pp. 1-28

Shengyu Liu and Heng Yin

The Credibility of a Soft Pegged Exchange Rate in Emerging Market Economies: Evidence from a Panel Data Study pp. 29-51

Noura Abu Asab and Juan Cuestas

The Impact of Privatization on TFP: a Quasi-Experiment in China pp. 53-71

Xiaohua Wang, Zhi Luo, Tianyi Wang and Zhuo Huang

Effective Tax Rates, Spatial Spillover, and Economic Growth in China: An Empirical Study Based on the Spatial Durbin Model pp. 73-97

Xiao Cheng and Yanping Pu

Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation pp. 99-109

Ozcan Ceylan

Inside Trading when the Market Deviates from the Semi-strong Efficient Condition pp. 111-128

Hong Liu, Jingyuan Wu and Qingshan Yang

Intellectual Property Protection: Prevention in Advance or Punishment Afterward pp. 129-171

Qi Duan, Yupeng Shi and Jingwei Sun

Skewness Preference and IPO Anomalies in China pp. 173-199

Wei Tang, Tianhao Wu and Liheng Xu

Fiscal Decentralization and Pattern of County Public Expenditures in a Chinese Province pp. 201-226

Tao Qian and Qi Zhang

Volume 17, issue 2, 2016

The Adjustment of Consumption to Income Changes Across Chinese Provinces pp. 235-253

Joseph DeJuan, Tony Wirjanto and Xinpeng Xu

On the Relationship Between Exchange Rates and External Imbalances: Should we Learn from East and South-east Asia? pp. 255-280

Juan Cuestas and Paulo Regis

Price Momentum and Reversal: An Information Cascade Rationale pp. 281-302

Kaihua Deng

Modeling the Term Structure of Exchange Rate Expectations pp. 303-335

Christian Bauer and Sebastian Horlemann

Empirical Analysis of the Main Drivers of Income Inequality in Southern Africa pp. 337-364

John Anyanwu

What Makes a Safe Haven? Equity and Currency Returns for Six OECD Countries during the Financial Crisis pp. 365-402

Hong-Ghi Min, Judith McDonald and Sang-Ook Shin

The Impact of Africa-China Trade Openness on Technology Transfer and Economic Growth for Africa: A Dynamic Panel Data Approach pp. 403-431

Dinkneh Borojo and Yushi Jiang

Is Homo Economicus a Universal Paradigm in Economic Theory? pp. 433-443

Maciej Meyer

Volume 17, issue 1, 2016

Risk Aversion, Uncertainty, Unemployment Insurance Benefit and Duration of "Wait" Unemployment pp. 1-34

Tan Wang and Tony Wirjanto

Asymmetric Exchange Rate Pass-through and Monetary Policy in Open Economy pp. 33-53

Sheng Wang and Rufei Guo

Early Exercise Behaviour in Performance-vested Stock Option Grants pp. 55-78

Susana Alvarez-Diez, J. Baixauli-Soler and Maria Belda-Ruiz

Corporate Social Responsibility and Credit Spreads: An Empirical Study in Chinese Context pp. 79-103

Hong Zhou, Guoping Li and Wanfa Lin

Measuring Effective Monetary Policy Conservatism of Central Banks: A Dynamic Approach pp. 105-132

Michael Berlemann and Kai Hielscher

The Impact of Internet Sales Tax in a Search Model of Money: Some Analytical Results pp. 133-144

Tiantian Dai, Shenyi Jiang, Xiangbo Liu and Wen Wang

Is Standard Deviation a Good Measure of Volatility? the Case of African Markets with Price Limits pp. 145-165

Eymen Errais and Dhikra Bahri

Trade Elasticity of China pp. 167-177

Lo Chu-Ping

Insurance Contracts with Adverse Selection When the Insurer Has Ambiguity about the Composition of the Consumers pp. 179-206

Mingli Zheng, Chong Wang and Chaozheng Li

Determinants of Chinese Cross-Border M&As pp. 209-233

Nan Hu, Yun Zhang and Songtao Tan

Volume 16, issue 2, 2015

The Dilemma of International Capital Tax Competition in the Presence of Public Capital and Endogenous Growth pp. 255-272

Peter Stauvermann and Ronald Kumar

Substitutability Between Drugs, Innovation, and Fiscal Policy in the Pharmaceutical Industry pp. 273-289

Felipa De Mello-Sampayo, Sofia de Sousa-Vale and Francisco Camoes

A Comparative Study of Chinese SOE Firm's Boards and Private Firm's Boards pp. 291-314

Shenghui Tong, Eddy Junarsin and Chuntao Li

How Local Financial Market Conditions, Interest Rates, and Productivity Relate to Decisions to Export pp. 315-334

Dingming Liu, Pu Chen and Chunyang Wang

Extraneous Risk: Pricing of Non-Systematic Risk pp. 335-352

Ki Binh and Hogyu Jhang

Local Constant Kernel Estimation of a Partially Linear Varying Coefficient Cointegration Model pp. 353-369

Luya Wang, Zhongwen Liang, Juan Lin and Qi Li

The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model pp. 371-392

Zhaojun Yang and Chunhong Zhang

Robust Consumption and Portfolio Choice with Habit Formation, the Spirit of Capitalism and Recursive Utility pp. 393-416

Haijun Wang and L Hou

Another Look at the Boom and Bust of Financial Bubbles pp. 417-423

Andrea Beccarini

The Effect of Macro News on Volatility and Jumps pp. 425-447

Dimitrios Vortelinos

What Does Bitcoin Look Like? pp. 449-492

Jamal Bouoiyour and Refk Selmi

The Spirit of Capitalism and the Equity Premium pp. 493-513

Qin Wang, Yiheng Zou, Yu Ren and Zhuo Huang

Selective Disclosure Associated with Institutional Investors: Evidence Based on Chinese Stock Market pp. 515-542

Ting Luo and Zhiguo Xiao

Volume 16, issue 1, 2015

State-Level Variation in the Real Wage Response to Monetary Policy pp. 1-17

Bryan Perry, Kerk Phillips and David Spencer

Optimal Consumption and Investment with a Wealth-Dependent Time-Varying Investment Opportunity pp. 19-42

Gyoocheol Shim and Hyeng Koo

Cognitive Ability and Cooperation: Evidence from the Public Goods Experiments pp. 43-68

Su Zhang, Wei Gao and Binbin Fan

The Value of Financial Advice pp. 69-94

Claude Montmarquette and Nathalie Viennot-Briot

Robustness of Stability to Cost of Carrying Money in a Matching Model of Money pp. 95-114

Pidong Huang

Income Inequality and the Real Exchange Rate: Linkages and Evidence pp. 115-141

Hong-Ghi Min, Sang-Ook Shin and Judith McDonald

Modelling Possibility of Short-Term Forecasting of Market Parameters for Portfolio Selection pp. 143-161

Nikolai Dokuchaev

Should We Demean the Data? pp. 163-171

Yong Bao

Corporate Diversification Effect on Firm Value (Unilever Group Case Study) pp. 173-198

Varvara Nazarova

Optimal Income Taxations with Information Asymmetry: The Lagrange Multiplier Approach pp. 199-229

Xiaojun Zhao

Cournot and Bertrand Competition in a Differentiated Duopoly with Endogenous Technology Adoption pp. 231-253

Hongkun Ma, X. Wang and Chenhang Zeng