EconPapers    
Economics at your fingertips  
 

The North American Journal of Economics and Finance

1992 - 2019

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

From Elsevier
Bibliographic data for series 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 47, issue C, 2019

Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model pp. 1-12 Downloads
An-Sing Chen, Hung-Chou Chang and Lee-Young Cheng
Detecting exchange rate contagion using copula functions pp. 13-22 Downloads
Cubillos-Rocha, Juan S., Jose Gomez-Gonzalez and Melo-Velandia, Luis F.
Debt-financed repurchases and credit ratings with the respect of free cash flow and repurchase purpose pp. 23-36 Downloads
Ni-Yun Chen, Kun-Chih Chen and Chi-Chun Liu
Predictive ability of financial variables in changing economic circumstances pp. 37-47 Downloads
Petri Kuosmanen, Jaana Rahko and Juuso Vataja
Insider trading, representativeness heuristic insider, and market regulation pp. 48-64 Downloads
Hong Liu, Lina Qi and Zaili Li
International implied volatility risk indexes and Saudi stock return-volatility predictabilities pp. 65-84 Downloads
Kais Tissaoui and Jamel Azibi
International trade, exchange rate regimes, and financial crises pp. 85-95 Downloads
Santana-Gallego, Maria and Pérez-Rodríguez, Jorge V.
Vietnam: The next asian Tiger? pp. 96-118 Downloads
Tom Barker and Murat Üngör
The role of stock price synchronicity on the return-sentiment relation pp. 119-131 Downloads
Lanlan Rao and Liyun Zhou
The demand for banking and shadow banking services pp. 132-146 Downloads
Apostolos Serletis and Libo Xu
Competitive or recession gains? On the recent macroeconomic rebalances in the EMU pp. 147-167 Downloads
Piero Esposito and Marcello Messori
International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where? pp. 168-183 Downloads
Guoli Mo, Chunzhi Tan, Weiguo Zhang and Fang Liu
Liquidity shocks and institutional investors pp. 184-209 Downloads
Tung Dang, Fariborz Moshirian and Bohui Zhang
Sentiment trading, informed trading and dynamic asset pricing pp. 210-222 Downloads
Jinfang Li
Measuring the aggregate effects of the Brazilian Development Bank on investment pp. 223-236 Downloads
Ricardo Barboza and Gabriel F.R. Vasconcelos
Extreme dependence and risk spillovers across north american equity markets pp. 237-251 Downloads
Evan Warshaw
Does idiosyncratic volatility matter at the global level? pp. 252-268 Downloads
Mehmet Umutlu
Financial contagion in the subprime crisis context: A copula approach pp. 269-282 Downloads
Imen Zorgati, Faten Lakhal and Elmoez Zaabi
Positive trend inflation and the Phillips curve – A tale of two slopes and various impulse responses pp. 283-307 Downloads
Katrin Heinrichs and Helmut Wagner
The role of leverage in quantitative easing decisions: Evidence from the UK pp. 308-324 Downloads
Dionisis Philippas, Stephanos Papadamou and Iuliana Tomuleasa
Asymmetries in exchange rate pass-through and monetary policy principle: Some Caribbean empirical evidence pp. 325-335 Downloads
Edward E. Ghartey
Institutional investors and cost stickiness: Theory and evidence pp. 336-350 Downloads
Chune Young Chung, Seok-Kyun Hur and Chang Liu
Geographical spillovers on the relation between risk-taking and market power in the US banking sector pp. 351-364 Downloads
Gabriel Pino, Rodrigo Herrera and Alejandro Rodríguez
Investor trading behavior on agricultural future prices pp. 365-379 Downloads
Liyun Zhou, Rixin Zhang and Jialiang Huang
Credit markets under asymmetric information regarding the law pp. 380-390 Downloads
J-P. Niinimäki
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data pp. 391-405 Downloads
Rangan Gupta, Marian Risse, David A. Volkman and Mark E. Wohar
Sovereign bond markets when auctions take place: Evidence from Italy pp. 406-430 Downloads
Gianluca Cafiso
Idiosyncratic volatility, the VIX and stock returns pp. 431-441 Downloads
Mahmoud Qadan, Doron Kliger and Nir Chen
Does managerial ability matter for the choice of seasoned equity offerings? pp. 442-460 Downloads
Premkanth Puwanenthiren, Man Dang, Darren Henry, Pratheepkanth Puwanenthiren and Md. Al Mamun
The value of corporate governance: Evidence from the Chinese anti-corruption campaign pp. 461-476 Downloads
Yishu Fu
Audit committees and systematic risk: Evidence from Taiwan’s regulatory change pp. 477-491 Downloads
Hsu-Huei Huang
Multi-period and tri-objective uncertain portfolio selection model: A behavioral approach pp. 492-504 Downloads
Xiu Jin, Na Chen and Ying Yuan
An outperforming investment strategy under fractional Brownian motion pp. 505-515 Downloads
Qiang Liu, Yun Xiang and Yonghong Zhao
Network-based asset allocation strategies pp. 516-536 Downloads
Tomas Výrost, Štefan Lyócsa and Eduard Baumohl
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data pp. 537-551 Downloads
Shay-Kee Tan, Kok-Haur Ng, Jennifer So-Kuen Chan and Ibrahim Mohamed
Predicting the direction of stock market prices using tree-based classifiers pp. 552-567 Downloads
Suryoday Basak, Saibal Kar, Snehanshu Saha, Luckyson Khaidem and Sudeepa Roy Dey
Evaluation of multivariate GARCH models in an optimal asset allocation framework pp. 568-596 Downloads
Nor Syahilla Abdul Aziz, Spyridon Vrontos and Haslifah M. Hasim
Hedge fund returns and uncertainty pp. 597-601 Downloads
Timothy A. Krause
Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models pp. 602-621 Downloads
Ling Zhang, Yongzeng Lai, Shuhua Zhang and Lin Li
The impacts of overseas market shocks on the CDS-option basis pp. 622-636 Downloads
Yuen Jung Park, Ali M. Kutan and Doojin Ryu
Strategic leakage of private information pp. 637-644 Downloads
Xia Liu, Wenli Huang, Bo Liu and Xiaohong Zhang
Pricing of vulnerable options with early counterparty credit risk pp. 645-656 Downloads
Junkee Jeon and Geonwoo Kim
Information in mispricing factors for future investment opportunities pp. 657-668 Downloads
Hankil Kang and Doojin Ryu
The effects of the fossil fuel divestment campaign on stock returns pp. 669-674 Downloads
Dennis Halcoussis and Anton D. Lowenberg
Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses pp. 675-687 Downloads
Rubaiyat Ahsan Bhuiyan, Maya Puspa Rahman, Buerhan Saiti and Gairuzazmi Bin Mat Ghani

Volume 46, issue C, 2018

Self-attribution of overconfident CEOs and asymmetric investment-cash flow sensitivity pp. 1-14 Downloads
Paul Moon Sub Choi, Chune Young Chung and Chang Liu
The asymmetric effects of U.S. large-scale asset purchases on the volatility of the Canadian dollar futures market pp. 15-28 Downloads
Jui-Chuan Della Chang and Kuang-Liang Chang
Investment and financing choices by time-inconsistent managers pp. 29-48 Downloads
Liu Gan, Xin Xia and Yifei Chen
Credit risk of subsidiaries of foreign banks in CEE countries: Impacts of the parent bank and home country economic environment pp. 49-69 Downloads
Blanka Skrabic Peric, Ana Rimac Smiljanić and Zdravka Aljinović
Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach pp. 70-88 Downloads
Rodrigo Herrera, Sergio González and Adam Clements
Liquidity, bank runs, and fire sales under local thinking pp. 89-102 Downloads
Hyun Woong Park and Thomas Bernardin
Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis pp. 103-113 Downloads
Qiang Ji, Hardik Marfatia and Rangan Gupta
Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns? pp. 114-129 Downloads
Jonathan Fletcher
Liquidity skewness premium pp. 130-150 Downloads
Giho Jeong, Jangkoo Kang and Kyung Yoon Kwon
Volatility smiles when information is lagged in prices pp. 151-165 Downloads
Gianluca Marcato, Tumellano Sebehela and Carlos Heitor Campani
Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets pp. 168-186 Downloads
Kin-Yip Ho, Yanlin Shi and Zhaoyong Zhang
Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis pp. 187-201 Downloads
Donald Lien, Geul Lee, Li Yang and Yuyin Zhang
Global and regional financial integration in East Asia and the ASEAN pp. 202-221 Downloads
Renee Fry-McKibbin, Cody Yu-Ling Hsiao and Vance L. Martin
The transmission of US economic policy uncertainty shocks to Asian and global financial markets pp. 222-231 Downloads
Yosuke Kido
Regional or global shock? A global VAR analysis of Asian economic and financial integration pp. 232-248 Downloads
Sheue Li Ong and Kiyotaka Sato
Capital market integration in ASEAN: A non-stationary panel data analysis pp. 249-260 Downloads
Kenneth S. Chan, Vinh Q.T. Dang and Jennifer T. Lai
Exchange rate pass-through at the individual product level: Implications for financial market integration pp. 261-271 Downloads
Kai Po Jenny Law, Eiji Satoh and Taiyo Yoshimi
Credit constraints and firm market entry decision: Firm-level evidence from internationalizing Chinese multinationals pp. 272-285 Downloads
Jianhong Qi, Zhaoyong Zhang and Hui Liu
International use of the renminbi for invoice currency and exchange risk management: Evidence from the Japanese firm-level data pp. 286-301 Downloads
Kiyotaka Sato and Junko Shimizu
Page updated 2019-02-22