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The North American Journal of Economics and Finance

1992 - 2021

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 57, issue C, 2021

Factor pricing of cryptocurrencies Downloads
Qiyu Wang and Terence Tai Leung Chong
Write-down bonds, credit risk and imperfect information Downloads
Zhiming Zhao, Shasha Li and Huiling Tang
Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis Downloads
Walid M.A. Ahmed
How does the money market development impact the bank lending channel of emerging Countries? A case from China Downloads
Shurui Zhan, Yangfei Tang, Shuai Li, Yaojun Yao and Minghua Zhan
Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020 Downloads
Yang Gao, Yangyang Li and Yaojun Wang
Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry Downloads
Wensheng Kang, Fernando Perez de Gracia and Ronald Ratti
Preference for bid time in hybrid auctioned IPOs: Evidence from China Downloads
Jingbin He, Xinru Ma and Jingchi Liao
The effects of oil price shocks on inflation in the G7 countries Downloads
Fenghua Wen, Keli Zhang and Xu Gong
Sensitivity of US equity returns to economic policy uncertainty and investor sentiments Downloads
Mobeen Ur Rehman, Ahmet Sensoy, Veysel Eraslan, Syed Jawad Hussain Shahzad and Xuan Vinh Vo
“One person’s decision” or “collective voting”: Evidence of overconfident investing in Chinese listed companies Downloads
Chao Liang, Bai Liu and Yin-Che Weng
Indicator selection and stock return predictability Downloads
Zhifeng Dai and Huan Zhu
Estimating yield spreads volatility using GARCH-type models Downloads
Jong-Min Kim, Dong H. Kim and Hojin Jung
Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic Downloads
David Okorie and Boqiang Lin
Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter? Downloads
Ling Lin, Zhongbao Zhou, Yong Jiang and Yangchen Ou
The daily relationship between U.S. asset prices and stock prices of American countries Downloads
Chang-Chiang Chin and Warinthorn Paphakin
Fiscal retrenchments and the transmission mechanism of the sovereign risk channel for highly indebted countries Downloads
Elton Beqiraj, Silvia Fedeli and Massimiliano Tancioni
Does bond market development enhance the banking sector’s efficiency in resource allocation? Industry-level evidence from Korea Downloads
Donghyun Park, Kwanho Shin and Shu Tian
Evolution of price effects after one-day abnormal returns in the US stock market Downloads
Alex Plastun, Xolani Sibande, Rangan Gupta and Mark E. Wohar
A model of information diffusion with asymmetry and confidence effects in financial markets Downloads
Haijun Yang, Shu Qi, Zhou Zhang and David Koslowsky
Independent director tenure and corporate transparency Downloads
Hui Liang James, Thanh Ngo and Hongxia Wang
The impact of financial technology on China’s banking industry: An application of the metafrontier cost Malmquist productivity index Downloads
Tsui-Yueh Cho and Yi-Shuan Chen
Herding in Open-end Funds: Evidence from China Downloads
Hu Wang, Shouwei Li and Yuyin Ma
Jump Interdependencies: Stochastic linkages among international stock markets Downloads
Saranya Kshatriya and Krishna Prasanna
Economic policy uncertainty and cost of debt financing: International evidence Downloads
Quoc Trung Tran
Valuation of options on the maximum of two prices with default risk under GARCH models Downloads
Xingchun Wang
Forecasting stock index price using the CEEMDAN-LSTM model Downloads
Yu Lin, Yan Yan, Jiali Xu, Ying Liao and Feng Ma
Cross-shareholding network and corporate bond financing cost in China Downloads
Hongling Guo, Yue Sun and Xuemei Qiu
Regime switches and commonalities of the cryptocurrencies asset class Downloads
Gianna Figà-Talamanca, Sergio Focardi and Marco Patacca
Dynamic time series momentum of cryptocurrencies Downloads
Oliver Borgards
Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare Downloads
Michael Donadelli and Patrick Grüning
Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs Downloads
Ying Yuan, Yizhao Huang and Haoran Chen
Long-term wealth growth portfolio allocation under parameter uncertainty: A non-conservative robust approach Downloads
Bo Zhu and Tianlun Zhang
Heterogeneous beliefs with herding behaviors and asset pricing in two goods world Downloads
Hailong Wang and Duni Hu
Financial openness and Chinese regional growth imbalance: New insight from spatial spillovers Downloads
Shenguo Yuan and Zhouheng Wu
The effectiveness of price-stabilizing share buybacks: Evidence from listed firms in Vietnam Downloads
Huabing Barbara Wang, Cuong Nguyen and Nurul A. Rafi
Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks Downloads
Guangyong Zhang, Le Jiang, Lixin Tian and Min Fu
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence Downloads
Jorge Pérez-Rodríguez, Julián Andrada-Félix and Heiko Rachinger
The impact of ultimate controller’s ownership on cash dividend policy based on a comparative analysis between owner-management and professional-management modes Downloads
Xiaobao Song, Mingan Yao, Wunhong Su and Danming Lin
Institutional investors’ ownership stability and their investee firms’ equity mispricing Downloads
Hamid Sakaki, Surendranath Jory and Dave Jackson
Predicting equity premium using dynamic model averaging. Does the state–space representation matter? Downloads
Nima Nonejad
Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions Downloads
Shu-Han Hsu, Chwen Sheu and Jiho Yoon
The impact of economic uncertainty and geopolitical risks on bank credit Downloads
Ender Demir and Gamze Ozturk Danisman
Does environmental law enforcement matter for financial reporting quality? Downloads
Xuehui Zhang, Jianhua Tan, Yining Chen and Kam C. Chan
Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach Downloads
Walid Mensi, Yun-Jung Lee, Xuan Vinh Vo and Seong-Min Yoon
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis Downloads
Huiming Zhu, Weiyan Chen, Liya Hau and Qitong Chen
Income diversification and bank risk in Asia Pacific Downloads
Chunyang Wang and Yongjia Lin
TrAffic LIght system for systemic Stress: TALIS3 Downloads
Massimiliano Caporin, Laura Garcia-Jorcano and Juan-Angel Jimenez-Martin
Are Google searches making the Bitcoin market run amok? A tail event analysis Downloads
David Neto
Cross-sectional tests of asset pricing models with full-rank mimicking portfolios Downloads
Jinyong Kim, Kun Ho Kim and Jeong Hwan Lee
Effects of quantitative easing on firm performance in the euro area Downloads
Petr Korab, Ray Saadaoui Mallek and Sel Dibooglu
Does inequality help in forecasting equity premium in a panel of G7 countries? Downloads
Christina Christou, Rangan Gupta and Fredj Jawadi
Page updated 2021-09-24