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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
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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
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