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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 ().

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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
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