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The North American Journal of Economics and Finance

1992 - 2018

Contiuation 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 45, issue C, 2018

Busy directors and firm performance: Does firm location matter? pp. 1-37 Downloads
Hui Liang James, Hongxia Wang and Yamin Xie
On credit and output: Is the supply of credit relevant? pp. 38-56 Downloads
Joshua Wojnilower
Leverage and firm performance: New evidence on the role of firm size pp. 57-82 Downloads
Oyakhilome W. Ibhagui and Felicia O. Olokoyo
Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas pp. 83-100 Downloads
Felipe A. de Oliveira, Sinézio F. Maia, Diego P. de Jesus and Cássio da N. Besarria
Overpaid CEOs got FDIC debt guarantees pp. 101-115 Downloads
Linus Wilson and Yan Wendy Wu
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach pp. 116-137 Downloads
Lu Yang, Shuairu Tian, Wei Yang, Mingli Xu and Shigeyuki Hamori
Financial intermediation and real estate prices impact on business cycles: A Bayesian analysis pp. 138-160 Downloads
Carlos A. Yépez
Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market? pp. 161-181 Downloads
Ping-Xin Liew, Kian-Ping Lim and Kim-Leng Goh
A model of currency crises with heterogeneous market beliefs pp. 182-195 Downloads
Pompeo Della Posta
Cross herding between American industries and the oil market pp. 196-205 Downloads
Houda BenMabrouk and Houda Litimi
OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach pp. 206-214 Downloads
Rangan Gupta and Seong-Min Yoon
Clearinghouse loan certificates as a lender of last resort pp. 215-229 Downloads
Christopher Hoag
European quanto option pricing in presence of liquidity risk pp. 230-244 Downloads
Zhe Li, Wei-Guo Zhang and Yong-Jun Liu
The study on the tail dependence structure between the economic policy uncertainty and several financial markets pp. 245-265 Downloads
Can-Zhong Yao and Bo-Yi Sun
The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico pp. 266-275 Downloads
Nancy Areli Bermudez Delgado, Estefanía Bermudez Delgado and Eduardo Saucedo

Volume 44, issue C, 2018

The impact of credit and fiscal policy under a liquidity trap pp. 1-11 Downloads
Carlos Yepez
Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States pp. 12-33 Downloads
Shuming Bai and Kai S. Koong
Does the stock market really cause unemployment? A cross-country analysis pp. 34-43 Downloads
Wei-Fong Pan
Inflation targeting and income velocity in developing economies: Some international evidence pp. 44-61 Downloads
Than Than Soe and Makoto Kakinaka
Estimation of spot volatility with superposed noisy data pp. 62-79 Downloads
Qiang Liu, Yiqi Liu, Zhi Liu and Li Wang
The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations pp. 80-91 Downloads
Ronald Henry Lange
Are low-frequency data really uninformative? A forecasting combination perspective pp. 92-108 Downloads
Feng Ma, Yu Li, Li Liu and Yaojie Zhang
Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets pp. 109-128 Downloads
Cho-Hoi Hui, Chi-Fai Lo and Po-Hon Chau
Quantity of finance and financial crisis: A non-monotonic investigation☆ pp. 129-139 Downloads
Xun Zhang, Zongyue He, Jiali Zhu and Jing Li
What determines the long-term correlation between oil prices and exchange rates? pp. 140-152 Downloads
Lu Yang, Xiao Jing Cai and Shigeyuki Hamori
The impact of funding liquidity on market quality pp. 153-166 Downloads
Wei-Peng Chen, Shu Ling Lin, Jun Lu and Chih-Chiang Wu
How money illusions and heterogeneous beliefs affect asset prices pp. 167-192 Downloads
Chaoqun Ma, Hailong Wang, Fengchao Cheng and Duni Hu
Modeling dynamics of short-term international capital flows in China: A Markov regime switching approach pp. 193-203 Downloads
Ye Ning and Lingxiang Zhang
Predicting failure risk using financial ratios: Quantile hazard model approach pp. 204-220 Downloads
Manh Cuong Dong, Shaonan Tian and Cathy W. S. Chen
Switches in price discovery: Are U.S. traders more qualified in making valuations? pp. 221-234 Downloads
Mahmoud Qadan
Bank shareholding and corporate cash management: Evidence from China pp. 235-253 Downloads
Huili Zhang and Kam C. Chan
Economic shock and share repurchases pp. 254-264 Downloads
Hsuan-Chi Chen, Joel T. Harper and Subramanian R. Iyer
London calling: Nonlinear mean reversion across national stock markets pp. 265-277 Downloads
Hyeongwoo Kim and Jintae Kim
International synchronization of the Mexican states business cycles: Explaining factors pp. 278-288 Downloads
Pablo Mejía-Reyes, Liliana Rendón-Rojas, Reyna Vergara-González and Patricio Aroca
The adjustment of bank ratings in the financial crisis: International evidence pp. 289-313 Downloads
Carlos Salvador, Juan Fernández de Guevara and José Manuel Pastor

Volume 43, issue C, 2018

Size matters everywhere: Decomposing the small country and small industry premia pp. 1-18 Downloads
Adam Zaremba and Mehmet Umutlu
Are hated stocks good investments? pp. 19-29 Downloads
Jouahn Nam, Jun Wang, Cunyu Xing and Ge Zhang
Compound option pricing under a double exponential Jump-diffusion model pp. 30-53 Downloads
Yu-hong Liu, I-Ming Jiang and Wei-tze Hsu
Determinants of the real impact of banking crises: A review and new evidence pp. 54-70 Downloads
Philip Wilms, Job Swank and Jakob de Haan
Chinese bank efficiency during the global financial crisis: A combined approach using satisficing DEA and Support Vector Machines☆ pp. 71-86 Downloads
Zhongfei Chen, Roman Matousek and Peter Wanke
Does partisan conflict predict a reduction in US stock market (realized) volatility? Evidence from a quantile-on-quantile regression model☆ pp. 87-96 Downloads
Rangan Gupta, Christian Pierdzioch, Refk Selmi and Mark Wohar
Collateral damage: Dollar strength and emerging markets’ growth pp. 97-117 Downloads
Pablo Druck, Nicolas Magud and Rodrigo Mariscal
Sluggish private investment in Japan’s Lost Decade: Mixed frequency vector autoregression approach pp. 118-128 Downloads
Kaiji Motegi and Akira Sadahiro
Optimal combination of currency strategies pp. 129-140 Downloads
Ricardo Laborda
Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy pp. 141-157 Downloads
Helder de Mendonça and Rafael Bernardo da Silva
The influence of family and pyramidal ownership on corporate diversification in Chile pp. 158-168 Downloads
Christian Espinosa-Méndez, Mauricio Jara-Bertín and Carlos Maquieira
The “Sell in May” effect: A review and new empirical evidence pp. 169-205 Downloads
Thomas Degenhardt and Benjamin R. Auer

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 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
Antonio Afonso and Joao 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 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 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 Perlin and Marcelo B. Righi
Sovereign default risk in OECD countries: Do global factors matter? pp. 629-639 Downloads
Daniel Ordoñez-Callamand, Jose Gomez-Gonzalez and Luis 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
Page updated 2018-11-12