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 Bibliographic data for series maintained by Catherine Liu (). Access Statistics for this journal.
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Volume 56, issue C, 2021
- Information interaction, behavioral synchronization and asset market volatility

- Chengjin Wang, Yudong Gao and Honggang Li
- Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?

- Takahiro Hattori and Ryo Ishida
- Sample average approximation of CVaR-based hedging problem with a deep-learning solution

- Cheng Peng, Shuang Li, Yanlong Zhao and Ying Bao
- Consistent pricing of VIX options with the Hawkes jump-diffusion model

- Bo Jing, Shenghong Li and Yong Ma
- Asymmetric volatility connectedness among U.S. stock sectors

- Walid Mensi, Ramzi Nekhili, Xuan Vinh Vo, Tahir Suleman and Sang Hoon Kang
- Real income convergence and the patterns of financial integration in the EU

- Eleonora Cavallaro and Ilaria Villani
- Private benefits from control block trades in the Spanish stock exchange

- Inés Pérez-Soba, Ana R. Martínez-Cañete and Márquez– de-la-Cruz, Elena
- Valuation of callable accreting interest rate swaps: Least squares Monte-Carlo method under Hull-White interest rate model

- Kin-Boon Tang, Wen-Jie Zheng, Chao-Yang Lin and Shih-Kuei Lin
- The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries

- Qian Huang, Xiangning Wang and Shuguang Zhang
- Dynamic spillover and connectedness between oil futures and European bonds

- Walid Mensi, Khamis Hamed Al-Yahyaee, Xuan Vinh Vo and Sang Hoon Kang
- Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets

- Stephanos Papadamou, Nikolaos A. Kyriazis and Panayiotis Tzeremes
- The impact of central clearing on the market for single-name credit default swaps

- Mohamed-Ali Akari, Ramzi Ben-Abdallah, Michèle Breton and Georges Dionne
- The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB

- Fei Jia, Yao Shen, Junfan Ren and Xiangyun Xu
- Time–frequency quantile dependence between Bitcoin and global equity markets

- Aktham Maghyereh and Hussein Abdoh
- Skew index: Descriptive analysis, predictive power, and short-term forecast

- Andrés Mora-Valencia, Santiago Rodríguez-Raga and Esteban Vanegas
- The asymmetric effect of crude oil prices on stock prices in major international financial markets

- Wei Jiang and Yan Liu
- Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence

- Cheoljun Eom, Taisei Kaizoji, Giacomo Livan and Enrico Scalas
- Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China

- Yanshuang Li, Xintian Zhuang and Jian Wang
- Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates

- Lei. Xu, Shigeyuki Hamori and Takuji Kinkyo
- Estimating the Bank of Mexico’s reaction function in the last three decades: A Bayesian DSGE approach with rolling-windows

- Rene Zamarripa
- Effectiveness of Augmented Dollar-Cost Averaging

- Anna Kapalczynski and Donald Lien
- Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration

- Zhengxun Tan, Binuo Xiao, Yilong Huang and Li Zhou
- House price synchronization across the US states: The role of structural oil shocks

- Xin Sheng, Hardik A. Marfatia, Rangan Gupta and Qiang Ji
- Mandatory dividend rules and the investment decision: The case of Chile

- Rodrigo Saens and Tamara Tigero
- Identifying credit demand, financial intermediation, and supply of funds shocks: A structural VAR approach

- Nathan Balke, Zheng Zeng and Ren Zhang
- Pricing the hedging factor in the cross-section of stock returns

- Kwamie Dunbar
- Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model

- Chia-Yen Tan, You-Beng Koh, Kok-Haur Ng and Kooi-Huat Ng
- Systemic financial risk early warning of financial market in China using Attention-LSTM model

- Zi-sheng Ouyang, Xi-te Yang and Yongzeng Lai
- Dispersion in analysts’ target prices and stock returns

- Xingjian Li, Hongrui Feng, Shu Yan and Heng Wang
- Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether

- Barbara Będowska-Sójka and Agata Kliber
Volume 55, issue C, 2021
- CEO duality, information costs, and firm performance

- Shufang Hsu, Shih-Wei Lin, Wei-Peng Chen and Jhao-Wei Huang
- The impact of market and industry risk on family succession

- Yin-Hua Yeh and Chen-Chieh Liao
- Affiliated block shareholders and analyst optimism

- Shi Li, Chaopeng Wu and Shijie Yang
- Knowledge capital, CEO power, and firm value: Evidence from the IT industry

- Junmao Chiu, Chin-Ho Chen, Chung-Chieh Cheng and Shih-Chang Hung
- How the CEO power and age dissimilarity shape the chair-CEO pay gap: Empirical evidence from China

- Jiajun Zhu, Jing Gao and Hongping Tan
- Family business succession roadblock model based on fuzzy linguistic preference relations

- Fangyi Liu
- A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods

- Can-Zhong Yao and Hong-Yu Li
- Overnight stock returns, intraday returns, and firm-specific investor sentiment

- Byungoh Kim and Sangwon Suh
- Economic policy uncertainty and illiquidity return premium

- Hui-Ching Hsieh and Van Quoc Thinh Nguyen
- The impact of the macroeconomic factors in the bank efficiency: Evidence from the Chinese city banks

- Xiang Chen and Ching-Cheng Lu
- Multi-asset pair-trading strategy: A statistical learning approach

- Tsai-Yu Lin, Cathy W. S. Chen and Fong-Yi Syu
- Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach

- Yue-Jun Zhang, Elie Bouri, Rangan Gupta and Shu-Jiao Ma
- Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis

- Liya Hau, Huiming Zhu, Muhammad Shahbaz and Wuqin Sun
- The effect of repurchase regulations on actual share reacquisitions and cost of debt

- Ni-Yun Chen and Chi-Chun Liu
- Short-term institutions’ information advantage and overvaluation

- Brian Du, Alejandro Serrano and Andre Vianna
- The dynamic investment and exit decisions of venture capitals

- Zhuming Chen, Can Chen, Tao Lin and Xiaoguo Chen
- Government support and bank performance during the 2007–2008 financial crisis

- Yi-Ling Chen, Hsiu-I Ting and Ming-Chun Wang
- Optimal investment and reinsurance policies for an insurer with ambiguity aversion

- Bing Liu, Hui Meng and Ming Zhou
- Contingent capital, Tobin’s q and corporate capital structure

- Bo Yang and Liu Gan
- Individual stock sentiment beta and stock returns

- Chunpeng Yang and Xiaoyi Hu
- Carbon option price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading

- Zhibin Liu and Shan Huang
- Spillovers between sovereign CDS and exchange rate markets: The role of market fear

- Qianqian Feng, Xiaolei Sun, Chang Liu and Jianping Li
- Oil price shocks, geopolitical risks, and green bond market dynamics

- Chi-Chuan Lee, Chien-Chiang Lee and Yong-Yi Li
- The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices

- Meiyu Tian, Wanyang Li and Fenghua Wen
- Corporate governance and the insolvency risk of financial institutions

- Searat Ali, Nazim Hussain and Jamshed Iqbal
- The impact of non-performing loans on bank lending in Europe: An empirical analysis

- Antonio Sánchez Serrano
- Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms?

- Yishu Fu, Chunbo Liu and Zhenjiang Qin
- Endogenous discounting, investment and Tobin’s q

- Ting Wu, Linfeng He and Fan Zhang
- Corporate cash holdings and total factor productivity – A global analysis

- Chong-Chuo Chang and Hui-Wen Tang
- The nonlinear effect of oil price shocks on financial stress: Evidence from China

- Renren Liu, Jianzhong Chen and Fenghua Wen
- Network VAR models to measure financial contagion

- Daniel Felix Ahelegbey, Paolo Giudici and Shatha Qamhieh Hashem
- CEO overconfidence and labor investment efficiency

- Shaojie Lai, Xiaorong Li and Kam C. Chan
- Analysis of asymmetric response of exchange rate to interest rate differentials: The case of African Big 4

- Abdullahi Musa, Afees Salisu, Victoria O. Aliyu and Chioma R. Mevweroso
- An evolutionary game theory model for the inter-relationships between financial regulation and financial innovation

- Hui An, Ruibo Yang, Xuejiao Ma, Siqi Zhang and Sardar M.N. Islam
- Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach

- Massimiliano Caporin, Rangan Gupta and Francesco Ravazzolo
- A novel LASSO – TLBO – SVR hybrid model for an efficient portfolio construction

- Sasmita Mishra, Sudarsan Padhy, Satya Narayan Mishra and Satya Narayan Misra
- The values and incentive effects of options on the maximum or the minimum of the stock prices and market index

- Xingchun Wang
- Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach

- Qifa Xu, Bei Jin and Cuixia Jiang
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