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 50, issue C, 2019

Do idiosyncratic skewness and kurtosis really matter?

Mohamed A. Ayadi, Xu Cao, Skander Lazrak and Yan Wang

The effect of block ownership on future firm value and performance

Abdelhafid Benamraoui, Surendranath Rakesh Jory, Khelifa Mazouz, Neeta Shah and Orla Gough

Tangible and intangible investment in corporate finance

Zhao Shuangling, Cao Guohua and Wu Lijuan

The effects of trading suspensions in China

Qing He, Jingyun Gan, Shuwan Wang and Terence Tai Leung Chong

Firm-specific investor sentiment and daily stock returns

Sang Ik Seok, Hoon Cho and Doojin Ryu

An efficient portfolio construction model using stock price predicted by support vector regression

Sasmita Mishra and Sudarsan Padhy

Complex analytic wavelets in the measurement of macroeconomic risks

Joanna Bruzda

Information asymmetry, market state, and implementation risk

Zhen-Xing Wu and Tsung-Yu Chen

Chasing investor sentiment in stock market

Chunpeng Yang and Huihui Wu

Foreign ownership, privatization and subsidization with shadow cost of public funds

Ding Chen, Leonard F.S. Wang and Jen-yao Lee

Interactions between monetary and macroprudential policies in the transmission of discretionary shocks

Fernando da Silva Vinhado and Jose Angelo Divino

Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States

Barry Goodwin, Matthew Holt and Jeffrey P. Prestemon

Financial contagion and flight to quality between emerging markets and U.S. bond market

Pınar Kaya Soylu and Bülent Güloğlu

Impact of CEO media appearance on corporate performance in social media

Lijuan Bai, Xiangbin Yan and Guang Yu

Efficient computation of european option prices and their sensitivities with the complex fourier series method

Chan, Tat Lung (Ron)

Confucianism and stock price crash risk: Evidence from China

Khalil Jebran, Shihua Chen, Yan Ye and Chengqi Wang

A brief survey on the choice of parameters for: “Kernel density estimation for time series data”

Artur Semeyutin and O’Neill, Robert

Does Shanghai-Hong Kong Stock Connect drive market comovement between Shanghai and Hong Kong: A new evidence

Rufei Ma, Chengtao Deng, Huan Cai and Pengxiang Zhai

An information theory perspective on the informational efficiency of gold price

Aurelio Fernandez Bariviera, Alejandro Font-Ferrer, M. Teresa Sorrosal-Forradellas and Osvaldo A. Rosso

Crash risk, institutional investors and stock returns

Lanlan Rao and Liyun Zhou

The impact of margin policies on the Italian repo market

Arianna Miglietta, Cristina Picillo and Mario Pietrunti

ECB’s unconventional monetary policy and cross-financial-market correlation dynamics

Dimitris Kenourgios, Emmanouela Drakonaki and Dimitrios Dimitriou

Money, debit card, gross-settlement risk, and central banking

Hyung Sun Choi

Spillovers and the determinants in Islamic equity markets

Faruk Balli, Anne de Bruin and Md Iftekhar Hasan Chowdhury

Dynamic optimal investment policy under incomplete information

Wenli Huang, Bo Liu, Hongli Wang and Jinqiang Yang

Competition, efficiency and stability: An empirical study of East Asian commercial banks

Hien Thu Phan, Sajid Anwar, W. Robert J. Alexander and Hanh Thi My Phan

Inferences of default risk and borrower characteristics on P2P lending

Cathy W. S. Chen, Manh Cuong Dong, Nathan Liu and Songsak Sriboonchitta

The effects of the Global Financial Crisis on the stock holding decisions of Australian households

Buly Cardak, Vance Martin and Richard McAllister

Towards a financial cycle for the U.S., 1973–2014

Kristiana Rozite, Dirk J. Bezemer and Jan Jacobs

Independent directors, CEO career concerns, and firm innovation: Evidence from China

Yishu Fu

Asymmetric adjustment, non-linearity and housing price bubbles: New international evidence

Zixiong Xie, Shyh-Wei Chen and An-Chi Wu

Returns spillovers between tourism ETFs

Shu-Lien Chang and Yun-Huan Lee

Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments

Hangsuck Lee, Soohan Ahn and Bangwon Ko

Picking winners to pick your winners: The momentum effect in commodity risk factors

Adam Zaremba, Mateusz Mikutowski, Andreas Karathanasopoulos and Mohamed Osman

An analytical approximation approach for pricing European options in a two-price economy

Zhe Li, Weiguo Zhang, Yue Zhang and Zhigao Yi

Time-varying predictability of oil market movements over a century of data: The role of US financial stress

Rangan Gupta, Patrick Kanda, Aviral Tiwari and Mark Wohar

Bank risk aggregation with forward-looking textual risk disclosures

Lu Wei, Guowen Li, Jianping Li and Xiaoqian Zhu

Debt maturity, leverage, and political uncertainty

Wei-Fong Pan, Xinjie Wang and Shanxiang Yang

Do co-opted boards enhance or reduce R&D productivity?

Oneil Harris, Charmaine Glegg and Winston Buckley

How does information disclosure affect liquidity? Evidence from an emerging market

Ignacio Arango and Diego A. Agudelo

Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries

Nima Nonejad

Time-varying risk aversion and realized gold volatility

Riza Demirer, Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch

Time-varying effects of macroeconomic news on euro-dollar returns

Walid Ben Omrane, Tanseli Savaser, Robert Welch and Xinyao Zhou

Shadow cost of public funds and privatization policies

Susumu Sato and Toshihiro Matsumura

Dynamic credit convergence in CARD: The spreading of common shocks

Carolina Pagliacci

Does a firm with higher Tobin’s q prefer foreign direct investment to foreign outsourcing?

Naoto Jinji, Xingyuan Zhang and Shoji Haruna

Can Gaussian factor models of commodity prices capture the financialization phenomenon?

Fernando Antonio Aiube and Winicius Botelho Faquieri

Are fiscal deficits inflationary in African countries? A new evidence from an asymmetric cointegration analysis

Ahmad Hassan Ahmad and Olalekan B. Aworinde

A theory of gazelle growth: Competition, venture capital finance and policy

Mehmet Caglar Kaya and Lars Persson

Relationship between the United States housing and stock markets: Some evidence from wavelet analysis

Kim Liow, Yuting Huang and Jeonseop Song

The nature of shadow bank leverage shocks on the macroeconomy

Khandokar Istiak

R&D-firm performance nexus: New evidence from NASDAQ listed firms

Yiqi Chen and Oyakhilome Ibhagui

Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model

Saiyan Lin, Rongda Chen, Zhihong Lv, Tianqing Zhou and Chenglu Jin

Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises

Lanouar Charfeddine and Hisham Al Refai

Interpreting TARGET balances in the European Monetary Union: A critical review of the literature

Beniamino Moro

Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach

Ling Lin, Yuanpei Kuang, Yong Jiang and Xianfang Su

Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets

Xuan Mo, Zhi Su and Libo Yin

Valuation of new-designed contracts for catastrophe risk management

Xingchun Wang

High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets

Walid Mensi, Ahmet Sensoy, Aylin Aslan and Sang Hoon Kang

The payout policy of politically connected firms: Tunnelling or reputation?

Félix López-Iturriaga and Domingo Javier Santana Martín

The role of geopolitical risks on the Turkish economy opportunity or threat

Layal Mansour-Ichrakieh and Hussein Zeaiter

Pricing European continuous-installment strangle options

Junkee Jeon and Geonwoo Kim

Indirect taxation and consumer welfare in an asymmetric Stackelberg oligopoly

Leonard F.S. Wang, Chenhang Zeng and Qidi Zhang

Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?

George Apostolakis, Nikolaos Giannellis and Athanasios Papadopoulos

Firm characteristics and jump dynamics in stock prices around earnings announcements

Haigang Zhou and John Qi Zhu