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The North American Journal of Economics and Finance

1992 - 2020

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

From Elsevier
Bibliographic data for series maintained by Haili He ().

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Volume 53, issue C, 2020

Evaluating the sustainability of Italian public finances Downloads
Alessandro Piergallini and Michele Postigliola
Foreign direct investment and financial markets influences: Results from the United States Downloads
Burhan F. Yavas and Rama Malladi
The impact of appointment-based CEO connectedness on firms’ performance and profitability Downloads
Yi-Hsin Chien and Mao-Wei Hung
Jump probability using volatility periodicity filters in US Dollar/Euro exchange rates Downloads
Chae-Deug Yi
VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective Downloads
Gaoxiu Qiao, Jiyu Yang and Weiping Li
Compensation for illiquidity in China: Evidence from an alternative measure Downloads
Yiming Zhang and Guanying Wang
Anomalies in emerging markets: The case of Mexico Downloads
Polux Diaz-Ruiz, Renata Herrerias and Aurelio Vasquez
Do actively managed mutual funds exploit stock market mispricing? Downloads
Jaeram Lee, Hyunglae Jeon, Jangkoo Kang and Changjun Lee
Alternative estimation method of earnings growth rate for PEGR strategy Downloads
Ming-Hui Wang, Mei-Chu Ke, Tung Liang Liao, Yi-Chein Chiang and Chuan-Hao Hsu
Directors’ prior life experience and corporate donations: Evidence from China Downloads
Zhong-qin Su, Yuyang Xu, Zuoping Xiao and Hung-Gay Fung
Forecast on silver futures linked with structural breaks and day-of-the-week effect Downloads
Wenlan Li, Yuxiang Cheng and Qiang Fang
Insider, outsider and information heterogeneity Downloads
Deqing Zhou and Wenjie Wang
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis Downloads
Kai Wu, Jingran Zhu, Mingli Xu and Lu Yang
Financial innovation and bank growth: The role of institutional environments Downloads
Chien-Chiang Lee, Chih-Wei Wang and Shan-Ju Ho
Time-dependent lead-lag relationships between the VIX and VIX futures markets Downloads
Yan-Hong Yang and Ying-Hui Shao
The Fama-French’s five-factor model relation with interest rates and macro variables Downloads
André Luis Leite, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto and Claudio Henrique da Silveira Barbedo
Does transparency of central banks communication affect credit market? Empirical evidence for advanced and emerging markets Downloads
Bruno Tiberto, Claudio Oliveira de Moraes and Paloma Pio Corrêa
Preemptive bidding in common value takeover auctions: Social surplus and the target’s revenue Downloads
Anna Dodonova and Yuri Khoroshilov
When do retail investors pay attention to their trading platforms? Downloads
David Y. Aharon and Mahmoud Qadan
Modeling non-normal corporate bond yield spreads by copula Downloads
Jong-Min Kim, Dong H. Kim and Hojin Jung
The impact of fertility policy on the actuarial balance of China’s urban employee basic medical insurance fund–The selective two-child policy vs. the universal two-child policy Downloads
Yuantao Xie, Haichun Yu, Xin Lei and Arthur Jin Lin
Accessibility of financial services and household consumption in China: Evidence from micro data Downloads
Quanyun Song, Jie Li, Yu Wu and Zhichao Yin
Market effects of private equity placement: Evidence from Chinese equity and bond markets Downloads
Jinyan Shi, Conghui Yu, Sicen Guo and Yanxi Li
The financial investment decision of non-financial firms in China Downloads
Chengsi Zhang and Ning Zheng
Forecasting stock market returns: New technical indicators and two-step economic constraint method Downloads
Zhifeng Dai, Xiaodi Dong, Jie Kang and Lianying Hong
The role of insurance growth in economic growth: Fresh evidence from a panel of OECD countries Downloads
Nicholas Apergis and Thomas Poufinas
Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets Downloads
Xianfang Su

Volume 52, issue C, 2020

Endogenous network efficiency, macroeconomy, and competition: Evidence from the Portuguese banking industry Downloads
André Bernardo Alves, Peter Wanke, Jorge Antunes and Zhongfei Chen
The economic and financial properties of crude oil: A review Downloads
Korbinian Lang and Benjamin R. Auer
Optimal effort in the principal-agent problem with time-inconsistent preferences Downloads
Ying Wang, Wenli Huang, Bo Liu and Xiaohong Zhang
Identifying the impact of geographical proximity on spillover effect of FDI: The evidence from Indian local firms’ performance gains Downloads
Young Chul Song and Sung Hyun Son
Impact of volatility jumps in a mean-reverting model: Derivative pricing and empirical evidence Downloads
Hsin-Yu Chiu and Ting-Fu Chen
Is corporate tax avoidance associated with investment efficiency? Downloads
Mohammed Asiri, Ahmed Al-Hadi, Grantley Taylor and Lien Duong
Does going public in the U.S. facilitate corporate innovation of foreign firms? Downloads
Kelly Cai and Hui Zhu
The impact of the logistics service standardization on firm value: Evidence from China Downloads
Jianhua Tan, Lina Yan and Kam C. Chan
Probability of default in collateralized credit operations for small business Downloads
Jaimilton Carvalho, Jaime Orrillo and Fernanda Rocha Gomes da Silva
Oil price uncertainty and movements in the US government bond risk premia Downloads
Mehmet Balcilar, Rangan Gupta, Shixuan Wang and Mark Wohar
Interrelations in market fears of U.S. and European equity markets Downloads
Ghulam Sarwar
Industry risk transmission channels and the spillover effects of specific determinants in China’s stock market: A spatial econometrics approach Downloads
Na Chen and Xiu Jin
Investment decisions and debt financing under information uncertainty Downloads
Hwa-Sung Kim
The blind power: Power-led CEO overconfidence and M&A decision making Downloads
Hwang, Hyoseok (David), Hyun-Dong Kim and Taeyeon Kim
Risk decomposition, estimation error, and naïve diversification Downloads
Paul J. Haensly
Positional momentum and liquidity management; a bivariate rank approach Downloads
Akram Panahidargahloo
Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching Downloads
Yaojie Zhang, Likun Lei and Yu Wei
Explicit expressions to counterparty credit exposures for Forward and European Option Downloads
Shuang Li, Cheng Peng, Ying Bao and Yanlong Zhao
Stock prices, dividends, and structural changes in the long-term: The case of U.S Downloads
Vicente Esteve, Manuel Navarro-Ibáñez and Maria Prats
Asymmetric determinants of corporate bond credit spreads in China: Evidence from a nonlinear ARDL model Downloads
Xiao-Lin Li, Xin Li and Deng-Kui Si
Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach Downloads
Xiyong Dong, Changhong Li and Seong-Min Yoon
Holidays, weekends and range-based volatility Downloads
Ana-Carmen Díaz-Mendoza and Angel Pardo
Diamonds in the rough: The value of scouting for early-stage funding Downloads
Diego Amaya, Michael Brolley and Brian F. Smith
Predictability in international stock returns using currency fluctuations and forward rate forecasts Downloads
Jiexin Wang, Xue Han, Emily J. Huang and Chris Yost-Bremm
Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role? Downloads
Mokhtarul Wadud, Huson Joher Ali Ahmed and Xueli Tang
Time-varying lead–lag structure between investor sentiment and stock market Downloads
Can-Zhong Yao and Hong-Yu Li
Returns, volatility and spillover – A paradigm shift in India? Downloads
Shubhasis Dey and Aravind Sampath
The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach Downloads
Carlos Guevara and Gabriel Rodríguez
Growth option, debt maturity and cash reserves with bank-tax-interaction Downloads
Pengfei Luo, Biao Chen and Fengjun Liu
Nonlinear dynamics of gold and the dollar Downloads
Qing He, Yongxiu Guo and Jishuang Yu
Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches Downloads
Yonghong Jiang, Qidi Feng, Bin Mo and He Nie
Tornado activity, house prices, and stock returns Downloads
M. Donadelli, Marcus Jüppner, A. Paradiso and M. Ghisletti
Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models Downloads
Miguel Ataurima Arellano and Gabriel Rodríguez
Does inflation targeting cause financial instability?: An empirical test of paradox of credibility hypothesis Downloads
Umar Musa and Wen Jun
Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators Downloads
Jui-Cheng Hung, Hung-Chun Liu and J. Jimmy Yang
The effect of short-sale restrictions on the information transmission of extended index futures trading Downloads
Janchung Wang, Shih-Kuo Yeh and Bo-Ting Wang
Trade integration in the European Union: Openness, interconnectedness, and distance Downloads
Iván Arribas, Sami Bensassi and Emili Tortosa-Ausina
Why cryptocurrency markets are inefficient: The impact of liquidity and volatility Downloads
Khamis Hamed Al-Yahyaee, Walid Mensi, Hee-Un Ko, Seong-Min Yoon and Sang Hoon Kang
Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership Downloads
Yee-Ee Chia, Kian-Ping Lim and Kim-Leng Goh
Creditor protection, shareholder protection and investment efficiency: New evidence Downloads
Quoc Trung Tran
Does bank capitalization matter for bank stock returns? Downloads
Qiubin Huang, Jakob de Haan and Bert Scholtens
Impact of CEO-board social ties on accounting conservatism: Internal control quality as a mediator Downloads
Meiqun Yin, Jidong Zhang and Jing Han
Exchange rate regimes and market integration: evidence from the dynamic relations between renminbi onshore and offshore markets Downloads
Xiaoli Wan, Yuruo Yan and Zhixiong Zeng
Efficient predictability of stock return volatility: The role of stock market implied volatility Downloads
Zhifeng Dai, Huiting Zhou, Fenghua Wen and Shaoyi He
Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA Downloads
Xinmiao Zhou, Huanhuan Qian, Jorge Pérez-Rodríguez and Beatriz González López-Valcárcel
Convertible tranche in securitization Downloads
Xiong Zhang
Price gap anomaly in the US stock market: The whole story Downloads
Alex Plastun, Xolani Sibande, Rangan Gupta and Mark Wohar
The impact of oil on equity returns of Canadian and U.S. Railways and airlines Downloads
Robert N. Killins
News sentiment, credit spreads, and information asymmetry Downloads
Shanxiang Yang, Zhechen Liu and Xinjie Wang
News will tell: Forecasting foreign exchange rates based on news story events in the economy calendar Downloads
Hamed Naderi Semiromi, Stefan Lessmann and Wiebke Peters
Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks Downloads
Yanshuang Li, Xintian Zhuang, Jian Wang and Weiping Zhang
Page updated 2020-08-09