The North American Journal of Economics and Finance

1992 - 2025

Continuation of North American Review of Economics and Finance.

Current editor(s): Hamid Beladi

From Elsevier
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Volume 75, issue PB, 2025

A multifaceted graph-wise network analysis of sector-based financial instruments’ price-based discrepancies with diverse statistical interdependencies

Insu Choi and Woo Chang Kim

Which opinion is more trustworthy: An analysts’ earnings forecast quality assessment framework based on machine learning

Yingying Song and Xinxin Chen

Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China

Yufei Cao

Volatility estimation through stochastic processes: Evidence from cryptocurrencies

Murad Harasheh and Ahmed Bouteska

Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns

Yaojie Zhang, Xinyi Zhao and Zhikai Zhang

Volume 75, issue PA, 2025

Twitter-based market uncertainty and global stock volatility predictability

Yong Ma, Shuaibing Li and Mingtao Zhou

Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries

Huiming Zhu, Tian Zeng, Xinghui Wang and Xiling Xia

Momentum mechanisms under heterogeneous beliefs

Yu Yan, Yan Tong and Yiming Wang

Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression

Yinghua Ren, Nairong Wang and Huiming Zhu

Time-varying risk aversion and international stock returns

Massimo Guidolin, Erwin Hansen and Gabriel Cabrera

Pricing options on the maximum or the minimum of several assets with default risk

Jiayi Zhang and Ke Zhou

The role of finance in production and international trade

Sugata Marjit, Gouranga G. Das and Lei Yang

Organizational capital and stock performance during Crises: Moderating role of generalist CEO

Chaeho Chase Lee, Erdal Atukeren and Hohyun Kim

Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies

Xianfang Su and Yachao Zhao

Does the Confucianism in audit firms enhance the corporate ESG Disclosure?

Zhongyi Xiao, Zhongwei Xia, Haitao Chen and Yu Gu

ESG and Stock Price Volatility Risk: Evidence from Chinese A-share Market

Zhixiang Xu, Dehong Liu, Yushu Li and Fanyu Guo

Corporate ESG decoupling and R&D investment

Yicheng Sun, Qizhi Tao, Du Wang and Wan Zhang

The “effect modifier” of US interest rate in the economic policy uncertainties and economic conditions of fifty (50) US states: A semi-parametric smooth varying-coefficient approach

Afees Salisu, Kazeem Isah and Xuan Vinh Vo

Impact of COVID-19 on Taiwanese stock market

Mei-Chih Wang, Hao-Wen Chang and Tsangyao Chang

Multi-asset bubbles equilibrium price dynamics

Francesco Cordoni

Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada

Carlos Esparcia, Mariya Gubareva, Tatiana Sokolova and Francisco Jareño

Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds

Changqing Luo, Xinxin Fu, Carl R. Chen and Liang Dong

Overconfident investors, Predictable Returns, and optimal consumption-portfolio rules

Shuangling Zhao, Yunmin Wang and Guohua Cao

Optimal control problem for hybrid pension plans under longevity risk for alpha-maxmin expected utility minimization

Ya Chen, Wei Liu and Zhen Zhao

Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness

Mei-Chih Wang, Peiyun Jiang and Tsangyao Chang

ESG investment performance and global attention to sustainability

Thanh Nam Vu, Heikki Lehkonen, Juha-Pekka Junttila and Brian Lucey

Hedge funds network and stock price crash risk

Youtao Xiang and Sumuya Borjigin

Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments

Ritesh Patel, Sanjeev Kumar and Shalini Agnihotri

Sources of CEO power and firm mergers & acquisitions——Evidence from Chinese listed family firms

Yuping Deng, Haicheng Wang and Cenjie Liu

Introducing a novel fragility index for assessing financial stability amid asset bubble episodes

Radu Lupu, Adrian Cantemir Călin, Dan Gabriel Dumitrescu and Iulia Lupu

A common component of Fama and French factor variances

Masoumeh Fathi, Klaus Grobys and Janne Äijö

ESG risk, economic policy uncertainty, and the downside risk: Evidence from US firms

Chia-Hsien Tang, Hung-Chun Liu, Yen-Hsien Lee and Yuan-Teng Hsu

Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market

Dan Owusu Amponsah, Mohammad Abdullah, Emmanuel Joel Aikins Abakah, Joshua Yindenaba Abor and Chi-Chuan Lee

Active portfolio management in the face of ESG uncertainty: An agile framework for adaptive investment strategies

Limin Wen, Junxue Li, Jiliang Sheng and Yi Zhang

Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system

Jie Yang, Yun Feng and Hao Yang

Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic

Aswini Kumar Mishra, Kamesh Anand K and Akhil Venkatasai Kappagantula

Higher order expectations, learning, and sentiment pricing dynamics

Jinfang Li

Going Green: Effect of green bond issuance on corporate debt financing costs

Qingsong Ruan, Chengyu Li, Dayong Lv and Xiaokun Wei

Stock market volatility and multi-scale positive and negative bubbles

Rangan Gupta, Jacobus Nel, Joshua Nielsen and Christian Pierdzioch

The effect of consumer willingness to pay on enterprises’ decisions about adopting low-carbon technology

Yantao Ling, Yan Han, Qingzhong Ren, Jing Xu, Mengqiu Cao and Xing Gao

Does oil price uncertainty affect corporate total factor productivity? Evidence from China

Ziqing Wu and Leyi Chen

Impact of government’s support policy on decision-making of platform participants under ESG

Renzhong Li, Chen Fei and Weiyin Fei

Regional FinTech development and total factor productivity among firms: Evidence from China

Yunzhong Li, Chengfang Ye, Mingxi Li, Wai Yan Shum and Fujun Lai

Hand in hand or left behind: The dual impact of leading firms’ digital technologies on industry digital transformation

Chuanhui Liu, Zhongyuan Sheng, Xuetong Hu and Chunxiao Tian

The role of digital transformation in mergers and acquisitions

Nan Yang, Shanmin Li, Zhihong Huang and Caiping Wang

Text Spillover: Measuring connectedness of financial institutions based on news text data

Konstantin Klaucke

Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict

Yi Zhang, Long Zhou, Zhidong Liu and Baoxiu Wu

Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach

Erkan Ustaoglu

Does economic policy uncertainty matter to corporate default probability? findings from theoretic analyses and China’s listed firms

Junrong Liu, Guoying Deng, Jingzhou Yan and Shibo Ma

ESG rating and default risk: Evidence from China

Huihui Li and Yonghong Hu

Spatial linkages of positive feedback trading among the stock index futures markets

Shuxi Tian, Shuyi Liu and Lijie Mu