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The North American Journal of Economics and Finance

1992 - 2022

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 61, issue C, 2022

Determining hedges and safe havens for stocks using interval analysis Downloads
Meng-Shiuh Chang, Peijie Ju, Yilei Liu and Shao-Chieh Hsueh
Multi-step barrier products and static hedging Downloads
Hangsuck Lee, Yang Ho Choi and Gaeun Lee
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic Downloads
Carlos Esparcia, Francisco Jareño and Zaghum Umar
COVID-19 related media sentiment and the yield curve of G-7 economies Downloads
David Y. Aharon, Zaghum Umar, Mukhriz Izraf Azman Aziz and Xuan vinh Vo
Market insurance and endogenous saving with multiple loss states Downloads
S. Hun Seog and Jimin Hong
Does diversification promote systemic risk? Downloads
Chao Wang, Xiaoxing Liu and Jianmin He
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic Downloads
Yi Zhang, Long Zhou, Yajiao Chen and Fang Liu
Government intervention in European mergers and acquisitions Downloads
Nuria Alcalde and Ronan Powell
Tax policy and interregional competition for mobile venture capital by the creative class Downloads
Amitrajeet Batabyal and Seung Jick Yoo
Only words matter? The effects of cognitive abilities on commercial insurance participation Downloads
Tingting Zhang, Wenquan Li, Kaixin Li and Zhifeng Liu
Ownership concentration, modified audit opinion, and auditor switch: New evidence and method Downloads
May Hu, Abdul Muhammad and Jingjing Yang
Economic fundamentals, policy responses, and state-level municipal bond sensitivity to COVID-19 prevalence Downloads
Babatunde O. Odusami and Iqbal Mansur
Instability spillovers in the banking sector: A spatial econometrics approach Downloads
Jan Acedański and Renata Karkowska
A new approach to capital control for emerging market economies Downloads
Fernando Garcia-Barragan and Guangling Liu
How does FinTech affect the development of the digital economy? Evidence from China Downloads
Xiaohui Chen, Lei Teng and Wen Chen
Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives Downloads
Huiming Zhu, Yiwen Chen, Yinghua Ren, Zhanming Xing and Liya Hau
Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes Downloads
Jun-Home Chen, Yu-Min Lian and Szu-Lang Liao
Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks Downloads
M. Kabir Hassan, Md. Bokhtiar Hasan, Zairihan Abdul Halim, Neal Maroney and Md. Mamunur Rashid
Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model Downloads
Xinyu Wu, Haibin Xie and Huanming Zhang
A semi-analytic valuation of two-asset barrier options and autocallable products using Brownian bridge Downloads
Hangsuck Lee, Minha Lee and Bangwon Ko
Forecasting solar stock prices using tree-based machine learning classification: How important are silver prices? Downloads
Perry Sadorsky
Seasonality and momentum across national equity markets Downloads
Jian Song and Ronald Balvers
Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis Downloads
Huiming Zhu, Dongwei Yu, Liya Hau, Hao Wu and Fangyu Ye

Volume 60, issue C, 2022

Optimal insurance under moral hazard in loss reduction Downloads
Hangsuck Lee, Minha Lee and Jimin Hong
Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios Downloads
Scott Mahadeo, Reinhold Heinlein and Gabriella Legrenzi
Multi-player dynamic game model for Bitcoin transaction bidding prediction Downloads
Guanghui Yan, Shan Wang, Shikui Li and Binwei Lu
Optimal growth under model uncertainty Downloads
Yuhong Xu
Pricing vulnerable options with stochastic liquidity risk Downloads
Xingchun Wang
Ambiguity, limited commitment, and the q theory of investment Downloads
Wei Wu, Yingjie Niu, Yaoyao Wu and Hongru Xu
Exchange rate misalignments, capital flows and volatility Downloads
Axel Grossmann and Alexei G. Orlov
Return and volatility spillovers across the Western and MENA countries Downloads
Hamidreza Habibi and Hassan Mohammadi
The risk–return relation in the corporate loan market Downloads
Miguel Duran
Partial cross-quantilogram networks: Measuring quantile connectedness of financial institutions Downloads
Biyu Qian, Gang-Jin Wang, Yusen Feng and Chi Xie
Further evidence on financial information and economic activity forecasts in the United States Downloads
Qi Shi and Bin Li
Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China Downloads
Lu Song, Gengyu Tian and Yonghong Jiang
Investor sentiment and Bitcoin relationship: A quantile-based analysis Downloads
Khaled Mokni, Ahmed Bouteska and Mohamed Sahbi Nakhli
Asymmetric positive feedback trading and stock pricing in China Downloads
Xufeng Liu and Die Wan
Valuing lookback options with barrier Downloads
Hangsuck Lee, Eunchae Kim and Bangwon Ko
The default contagion of contingent convertible bonds in financial network Downloads
Ping Li, Yanhong Guo and Hui Meng
Does investor sentiment affect fund crashes? Evidence from Chinese open-end funds Downloads
Hu Wang, Shouwei Li, Yuyin Ma and Shuyang Jiang
Insider trading, overconfidence, and private information flow Downloads
Ying Jiang and Hong Liu
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies Downloads
Vasilios Plakandaras, Rangan Gupta, Mehmet Balcilar and Qiang Ji
Forecasting risk measures using intraday and overnight information Downloads
Douglas G. Santos, Osvaldo Candido and Paula V. Tófoli
The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs Downloads
İsmail Çelik, Ahmet Furkan Sak, Arife Özdemir Höl and Gizem Vergili
How do stock price indices absorb the COVID-19 pandemic shocks? Downloads
Xu Zhang, Zhijing Ding, Jianqin Hang and Qizhi He
Convertible bond issuance volume, capital structure, and firm value Downloads
Yulu Liao, Paoyu Huang and Yensen Ni
Commodity financialization and funding liquidity in China Downloads
Xiangfu Jia, Wenting Liao and Chengsi Zhang

Volume 59, issue C, 2022

Does organization capital matter? An analysis of the performance implications of CEO power Downloads
Junmao Chiu, Yi-Hua Li and Tsai-Hsuan Kao
Liquidity and asset pricing: Evidence from the Chinese stock markets Downloads
Tianyang Zhang and Sergio Lence
Credit rating changes and debt structure Downloads
Joseph M. Goebel and Kristopher J. Kemper
What are the determinants and managerial motivations for employee ownership in retirement pension plans? Downloads
Heejin Park, Jung-Hee Noh, Melissa Pedersen and Sora Lee
Catering to investors through capital expenditures: Testing assets substitution problem around financing Downloads
Ching-Hsiang Chao, Chih-Jen Huang, Ruey-Jenn Ho and Hsin-Yi Huang
Network analysis on Bitcoin arbitrage opportunities Downloads
Rasa Bruzgė and Alfreda Šapkauskienė
Group penalized logistic regressions predict up and down trends for stock prices Downloads
Yanlin Yang, Xuemei Hu and Huifeng Jiang
Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19 Downloads
Zijian Li and Qiaoyu Meng
Narcissistic leaders and corporate cash Holdings: Evidence in China Downloads
Penghua Qiao, Yang Long, Hung-Gay Fung and Erin Hui-Chuan Kao
Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data Downloads
Koichiro Kamada, Tetsuo Kurosaki, Ko Miura and Tetsuya Yamada
Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence Downloads
Guoli Mo, Weiguo Zhang, Chunzhi Tan and Xing Liu
Rigid payment breaking, default spread and yields of Chinese treasury bonds Downloads
Xiaoyong Huang, Cong Yu, Yunping Chen, Fei Jia and Xiangyun Xu
Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices Downloads
Alex Plastun, Elie Bouri, Rangan Gupta and Qiang Ji
Disclosure quality, price efficiency, and expected returns Downloads
Kung-Cheng Ho, Shih-Cheng Lee and Ping-Wen Sun
Risk reporting and stock return in the UK: Does market competition Matter? Downloads
Ahmed Hassanein
Contagion effect of systemic risk among industry sectors in China’s stock market Downloads
Qiuhua Xu, Haoyang Yan and Tianyu Zhao
Optimal time-consistent reinsurance and investment strategies for a jump–diffusion financial market without cash Downloads
Caibin Zhang and Zhibin Liang
Exchange options for catastrophe risk management Downloads
Guanying Wang, Xingchun Wang and Xinjian Shao
How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis Downloads
Qitong Chen, Huiming Zhu, Dongwei Yu and Liya Hau
Lessons from naïve diversification about the risk-reward trade-off Downloads
Paul J. Haensly
An information diffusion model for momentum effect based on investor wealth Downloads
Haijun Yang, Hengshun Ge and Xinpeng Gao
Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis Downloads
Mohammad Alomari, Abdel Razzaq Al Rababa'a, Mobeen Ur Rehman and David M. Power
Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness Downloads
Chaker Aloui, Alam Asadov, Lama Al-kayed, Besma Hkiri and Nevi Danila
Impact of CEO narcissism and hubris on corporate sustainability and firm performance Downloads
Fengyi Lin, Sheng-Wei Lin and Wen-Chang Fang
Did small or large US banks transmit more risk during the Subprime crisis? Downloads
Gabriel Pino
The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road” Downloads
Yijing Wang, Xueqing Geng and Kun Guo
Hedging local currency risk with precious metals Downloads
Michael Kunkler
Multidimensional noise and non-fundamental information diversity Downloads
David Russ
Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction Downloads
Qunxing Pan, Xiaowen Mei and Tianqing Gao
Price impact, strategic interaction and portfolio choice Downloads
Giuliano Curatola
Pricing basket spread options with default risk under Heston–Nandi GARCH models Downloads
Xingchun Wang and Han Zhang
The influence of private equity and venture capital on the post-IPO performance of newly-public acquirers Downloads
Natalia Matanova, Tanja Steigner, Ninon Sutton and Linh Thompson
The intermediating role of the Chinese renminbi in Asian currency markets: Evidence from partial wavelet coherence Downloads
Takuji Kinkyo
Belief-driven growth slowdowns and zero-bounded risk-free rate Downloads
Xiaoge Zhang
A kind of new time-weighted nonnegative lasso index-tracking model and its application Downloads
Qi-an Chen, Qingyu Hu, Hu Yang and Kai Qi
Monetary policy and bank performance: The role of business models Downloads
Van Dan Dang and Japan Huynh
Pricing European continuous-installment currency options with mean-reversion Downloads
Junkee Jeon and Geonwoo Kim
Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday Downloads
Sun-Yong Choi
Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain Downloads
Yang Gao, Yangyang Li, Chengjie Zhao and Yaojun Wang
Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆ Downloads
Afees Salisu, Rangan Gupta and Christian Pierdzioch
Two new mean–variance enhanced index tracking models based on uncertainty theory Downloads
Tingting Yang and Xiaoxia Huang
Pricing of vulnerable exchange options with early counterparty credit risk Downloads
Donghyun Kim, Geonwoo Kim and Ji-Hun Yoon
Economic uncertainty and national bitcoin trading activity Downloads
Jan Wüstenfeld and Teo Geldner
Trade friction and price discovery in the USD–CAD spot and forward markets Downloads
Meng Yan, Jian Chen, Victor Song and Ke Xu
Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China Downloads
Zhihong Jian, Xupei Li and Zhican Zhu
Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic? Downloads
Syed Jawad Hussain Shahzad and Nader Naifar
Page updated 2022-10-02