EconPapers    
Economics at your fingertips  
 

The North American Journal of Economics and Finance

1992 - 2017

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

From Elsevier
Series data maintained by Dana Niculescu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 42, issue C, 2017

Impact of SOX on the returns to targets and acquirers in corporate tender offers pp. 1-19 Downloads
Harjeet S. Bhabra and Ashrafee T. Hossain
Cross-border mergers and acquisitions with heterogeneous firms: Technology vs. market motives pp. 20-37 Downloads
Donghyun Lee
Determinants of commonality in liquidity: Evidence from an order-driven emerging market pp. 38-52 Downloads
Sudhakara Reddy Syamala, Kavita Wadhwa and Abhinav Goyal
Moments expansion densities for quantifying financial risk pp. 53-69 Downloads
Trino-Manuel Ñíguez and Javier Perote
The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries pp. 70-88 Downloads
Max Hanisch and Bernd Kempa
The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry pp. 89-106 Downloads
Yong Tan
Herding behavior, market sentiment and volatility: Will the bubble resume? pp. 107-131 Downloads
Stelios Bekiros, Mouna Jlassi, Brian Lucey, Kamel Naoui and Gazi Salah Uddin
Structural vulnerability and resilience to currency crisis: Foreign currency debt versus export pp. 132-143 Downloads
Ryota Nakatani
Sovereign debt composition and time-varying public finance sustainability pp. 144-155 Downloads
António Afonso and João Tovar Jalles
On the State and Wealth dependence of risk aversion: An analysis using severance pay allocation pp. 156-171 Downloads
Patrizia Ordine and Giuseppe Rose
Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements pp. 172-192 Downloads
Ya-Ting Chang, Yin-Feng Gau and Chih-Chiang Hsu
A comparison study of pricing credit default swap index tranches with convex combination of copulae pp. 193-217 Downloads
Ostap Okhrin and Ya Fei Xu
Diversification discount and investor sentiment pp. 218-236 Downloads
Joel T. Harper, Subramanian Rama Iyer and Ali Nejadmalayeri
Abnormal research and development investments and stock returns pp. 237-249 Downloads
Hilmi Songur and Jason E. Heavilin
Mispricing and trader positions in the S&P 500 index futures market pp. 250-265 Downloads
Ya-Wen Lai, Chiou-Fa Lin and Mei-Ling Tang
Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns pp. 266-284 Downloads
Kyuseok Lee
Investor sentiment and country exchange traded funds: Does economic freedom matter? pp. 285-299 Downloads
Mei-Ping Chen, Chien-Chiang Lee and Yi-Chung Hsu
CEO overconfidence and agency cost of debt: An empirical analysis of CEO turnover events pp. 300-313 Downloads
Subramanian R. Iyer, Harikumar Sankaran and Ali Nejadmalayeri
An intertemporal CAPM with higher-order moments pp. 314-337 Downloads
Jeewon Jang and Jangkoo Kang
Stock price reactions to stock dividend announcements: A case from a sluggish economic period pp. 338-345 Downloads
Aditya R. Khanal and Ashok K. Mishra
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises pp. 346-358 Downloads
Xu Guo, Michael McAleer, Wing-Keung Wong and Lixing Zhu
Pricing Range Accrual Interest Rate Swap employing LIBOR market models with jump risks pp. 359-373 Downloads
Shih-Kuei Lin, Shin-Yun Wang, Carl R. Chen and Lian-Wen Xu
Social trust environment and firm tax avoidance: Evidence from China pp. 374-392 Downloads
Changyuan Xia, Chunfang Cao and Kam C. Chan
Modeling Latin-American stock and Forex markets volatility: Empirical application of a model with random level shifts and genuine long memory pp. 393-420 Downloads
Gabriel Rodríguez
Forecasting broad money velocity pp. 421-432 Downloads
Alexander Jung
Fair valuation of mortgage insurance under stochastic default and interest rates pp. 433-447 Downloads
Yang-Che Wu, Yi-Ting Huang, Shih-Kuei Lin and Ming-Che Chuang
Efficient modelling and forecasting with range based volatility models and its application pp. 448-460 Downloads
Kok Haur Ng, Shelton Peiris, Jennifer So-kuen Chan, David Allen and Kooi Huat Ng
Measuring systemic risk of the US banking sector in time-frequency domain pp. 461-472 Downloads
Petr Teply and Ivana Kvapilikova
Ultimate consumption risk and investment-based stock returns pp. 473-486 Downloads
Hankil Kang, Jangkoo Kang and Changjun Lee
Powerful CEOs, debt financing, and leasing in Chinese SMEs: Evidence from threshold model pp. 487-503 Downloads
Qaiser Munir, Sook Ching Kok, Tamara Teplova and Tongxia Li
Investor sentiment, heterogeneous agents and asset pricing model pp. 504-512 Downloads
Jinfang Li
Higher moment exchange rate exposure of S&P500 firms pp. 513-530 Downloads
Marcelo Bianconi and Zhe Cai
Efficiency, growth and market power in the banking industry: New approach to efficient structure hypothesis pp. 531-545 Downloads
Habib Hussain Khan, Ali M. Kutan, Iram Naz and Fiza Qureshi
The 2016 U.S. presidential election and the Stock, FX and VIX markets pp. 546-563 Downloads
Imlak Shaikh
Fake news pp. 564-573 Downloads
Matt Brigida and William R. Pratt
A two-step hybrid investment strategy for pension funds pp. 574-583 Downloads
Bernardo K. Pagnoncelli, Arturo Cifuentes and Gabriela Denis
Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction pp. 584-596 Downloads
Can-Zhong Yao and Qing-Wen Lin
Monetary policy transparency in a forward-looking market: Evidence from the United States pp. 597-617 Downloads
Amir Kia
Mispricing in the odd lots market in Brazil pp. 618-628 Downloads
Henrique P. Ramos, Marcelo S. Perlin and Marcelo B. Righi
Sovereign default risk in OECD countries: Do global factors matter? pp. 629-639 Downloads
Daniel Ordoñez-Callamand, Jose Eduardo Gomez-Gonzalez and Luis Fernando Melo-Velandia
The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises pp. 640-653 Downloads
Hardik A. Marfatia, Rangan Gupta and Esin Cakan
Learning about individual managers’ performance in UK pension funds: The importance of specialization pp. 654-667 Downloads
Mercedes Alda, Laura Andreu and José Luis Sarto
Risk pricing of wholesale funds and the behavior of retail deposit rates pp. 668-681 Downloads
Ruby P. Kishan and Timothy P. Opiela

Volume 40, issue C, 2017

Timing of earnings and capital structure pp. 1-15 Downloads
Anton Miglo
Do voluntary disclosures of bad news improve liquidity? pp. 16-29 Downloads
Ajit Dayanandan, Han Donker and Gökhan Karahan
Testing the Marshall-Lerner condition between the U.S. and other G7 member countries pp. 30-40 Downloads
Fang Dong
Do firms have leverage targets? New evidence from mergers and acquisitions in China pp. 41-54 Downloads
Qizhi Tao, Wenjia Sun, Yingjun Zhu and Ting Zhang
Campbell and Cochrane meet Melino and Yang: Reverse engineering the surplus ratio in a Mehra–Prescott economy pp. 55-62 Downloads
Jim Dolmas
Do precious metal prices help in forecasting South African inflation? pp. 63-72 Downloads
Mehmet Balcilar, Nico Katzke and Rangan Gupta
Financing constraints and the use of performance-sensitive debt pp. 73-84 Downloads
Bo Liu, Xin Xia and Jinqiang Yang
Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing pp. 85-102 Downloads
Hanchao Liang, Chunpeng Yang, Rengui Zhang and Chuangqun Cai
The (de-)anchoring of inflation expectations: New evidence from the euro area pp. 103-115 Downloads
Dieter Nautz, Laura Pagenhardt and Till Strohsal
Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation pp. 116-135 Downloads
Leon Li
Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions pp. 136-147 Downloads
Ozan Eksi and Bedri Kamil Onur Tas
Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes pp. 148-159 Downloads
Xiaoli Gong and Xintian Zhuang
Asset market response to monetary policy news from SNB press releases pp. 160-177 Downloads
Hendrik Hüning
The peer-firm effect on firm’s investment decisions pp. 178-199 Downloads
Kwangho Park, Insun Yang and Taeyong Yang
Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift☆ pp. 200-221 Downloads
Shaoyu Li and Tingguo Zheng
Precision about manager skill, mutual fund flows, and performance persistence pp. 222-237 Downloads
Hyunglae Jeon, Jangkoo Kang and Changjun Lee
Page updated 2017-12-12