Annals of Economics and Finance

2000 - 2024

Current editor(s): Heng-fu Zou

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Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia pp. 225-255: Jianping Mei, Jose Scheinkman and Wei Xiong
Ambiguity, Risk and Portfolio Choice under Incomplete Information pp. 257-279: Jianjun Miao
The Spirit of Capitalism and Excess Smoothness pp. 281-301: Yulei Luo, William Smith and Heng-Fu Zou
Pricing Foreign Equity Options with Stochastic Correlation and Volatility pp. 303-327: Jun Ma
Discount Rate Changes and Market Timing: A Multinational Study pp. 329-349: Su-Jane Chen and Ming-Hsiang Chen
Strategic Trading of Informed Trader with Monopoly on Short- and Long-Lived Information pp. 351-365: Chanwoo Noh and Sungsub Choi
Natural Resources and Economic Growth: Some Theory and Evidence pp. 367-389: Dustin Chambers and Jang-Ting Guo
Endogenous Default Penalties in Nominal Incomplete Markets pp. 391-418: Nuno Gouveia and Abdelkrim Seghir

Firm Liquidation and Economic Crisis under Unexpected Exchange Rate Shock pp. 1-14: Qiang Gong, Shen Jia and Justin Lin
Aggregate Price Stickiness pp. 15-28: Zhiyong An
The Effect of Anti-Smoking Media Campaign on Smoking Behavior: The California Experience pp. 29-47: Hong Liu and Wei Tan
Capacity Investment and Mixed Duopoly with State-Owned and Labor-Managed Firms pp. 49-64: Kazuhiro Ohnishi
Do Oil Prices Matter? The Case of a Small Open Economy pp. 65-87: Joao Jalles
Modeling China Inflation Persistence pp. 89-110: Chengsi Zhang and Joel Clovis
A Conjecture of Chinese Monetary Policy Rule: Evidence from Survey Data, Markov Regime Switching, and Drifting Coefficients pp. 111-153: Yanbin Chen and Zhen Huo
Human Capital Externality, Knowledge Spillover, and Sustainable Economic Growth pp. 155-198: Xiangcai Meng and Azhong Ye
The Paradox of Educational Fairness in China pp. 199-213: Wanhua Peng, Xiaobin Peng and Kaiping Peng
Bidders¡¯ Risk Preferences in Discriminative Auctions pp. 215-223: Yonghong Long

Extremum Estimation when the Predictors are Estimated from Large Panels pp. 201-222: Jushan Bai and Serena Ng
The Effects of Foreign Aid on the Creation and Distribution of Wealth pp. 223-237: Wenli Cheng, Dingsheng Zhang and Heng-Fu Zou
Fiscal Sustainability and Fiscal Soundness pp. 239-251: Haizhou Huang and Danyang Xie
Nash Bargaining, Money Creation, and Currency Union pp. 253-292: Stéphane Auray, Aurélien Eyquem, Gerard Hamiache and Jean-Christophe Poutineau
Macroeconomic Policies and Foreign Asset Accumulation in a Finite-Horizon Model pp. 293-313: Xiaoyong Cui, Liutang Gong and Ziguan Zhuang
Retailers' Incentive to Sell through a New Selling Channel and Pricing Behavior in a Multi-channel Environment pp. 315-343: Yuanzhu Lu, Xiaolin Xing and Fang-Fang Tang
Transport Infrastructure, Growth, and Poverty Alleviation: Empirical Analysis of China pp. 345-371: Wei Zou, Fen Zhang, Ziyin Zhuang and Hairong Song
Why is the Military Draft Common? Conscription and Increasing Returns pp. 373-384: Yew-Kwang Ng
Inducing Cooperation by Self-Stipulated Penalties pp. 385-395: Cheng-Zhong Qin
Mean Reversion and Consumption Smoothing: A Comment pp. 397-399: Fang Zhou, Liutang Gong and Yaping Wang

Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence pp. 1-37: Paul Gao and Kevin Huang
Is Volatility Priced? pp. 39-75: Yueh-Neng Lin and Ken Hung
Long- and Short-Run Determinants of the Demand for Money in the Asian-Pacific Countries: An Empirical Panel Investigation pp. 77-90: Abbas Valadkhani
Does the Utility Function Form Matter for Indeterminacy in a Two Sector Small Open Economy pp. 91-101: Yan Zhang
A Selective Bail-Out International Lending of Last Resort Model pp. 103-114: Cécile Bastidon, Philippe Gilles and Nicolas Huchet
Fiscal Disparities and the Equalization Effects of Fiscal Transfers at the County Level in China pp. 115-149: Heng Yin
Credit Market Imperfections and Long-Run Macroeconomic Consequences pp. 151-175: Been-Lon Chen, Yeong-Yuh Chiang and Ping Wang
A Probabilistic Theory Of Entrepreneurial Financing pp. 177-197: Edmund Mantell

Bargaining and Destructive Power pp. 217-227: Partha Dasgupta and Eric Maskin
Duality in an Industry with Fluctuating Demand pp. 229-250: Waka Cheung and Yew-Kwang Ng
Poverty and Inequality in Sub-Saharan Africa: Literature Survey and Empirical Assessment pp. 251-304: Delfin Go, Denis Nikitin, Xiongjian Wang and Heng-Fu Zou
Portfolio Selection under Parameter Uncertainty using a Predictive Distribution pp. 305-312: Ji Im, Hyun Lim, Sung Choi and Denis Nikitin
Institutions, market constellations and growth: The case of South Africa pp. 313-340: Arne Heise
Uninsurable Risks: Uncertainty in Production, the Value of Information and Price Dispersion pp. 341-383: Ana Paula Martins
The Tyranny of Numbers or the Tyranny of Methodology: Explaining the East Asian Growth Experience pp. 385-396: James Riedel
Asset Prices and Hyperbolic Discounting pp. 397-414: Liutang Gong, William Smith and Heng-Fu Zou

Testing The Existence of Multiple Cycles in Financial and Economic Time Series pp. 1-20: L.A. Gil-Alanaa
Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange pp. 21-31: Svetlozar Rachev, Chufang Wu and Frank Fabozzi
Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts pp. 33-56: Shirley Huang, Qianqiu Liu and Jun Yu
The Flexible Three Parameter Utility Function pp. 57-63: Denis Conniffe
Reassessment Of Currency Index By Fundamentals pp. 65-93: Hiroya Akiba and Yonghui Jia
Production and Inventory Behavior of Capital pp. 95-112: Yi Wen
Uniform Working Hours and Structural Unemployment pp. 113-136: Haoming Liu, Yi Wen and Lijing Zhu
Crisis and Consumption Smoothing pp. 137-154: Qiang Zhang and Sung Kang
Wage-Rise Contract and Entry Deterrence: Bertrand and Cournot pp. 155-165: Kazuhiro Ohnishi
Measuring Interest Rates as Determined by Thrift and Productivity pp. 167-195: Woon Gyu Choi
The Closed-form Solution for Pricing American Put Options pp. 197-215: Xiaodong Wang