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 36, issue C, 2016

Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity pp. 1-28

Kian-Ping Lim, Chee-Wooi Hooy, Kwok-Boon Chang and Robert Brooks

Productivity changes in pre-crisis Western European banks: Does scale effect really matter? pp. 29-48

Chi-Chuan Lee and Tai-Hsin Huang

Asymmetric causality in-mean and in-variance among equity markets indexes pp. 49-68

Mariano Gonzalez Sanchez

A comparative goodness-of-fit analysis of distributions of some Lévy processes and Heston model to stock index returns pp. 69-83

Ahmet Goncu, Mehmet Karahan and Tolga Kuzubas

Is corporate payout taxation a long run phenomenon? Evidence from international data pp. 84-100

Philip Inyeob Ji

Central bank standing facilities, counterparty risk, and OTC-interbank lending pp. 101-122

Uwe Vollmer and Harald Wiese

Governance infrastructure and indebtedness of African countries: Do regional blocs matter? pp. 123-153

Stella Muhanji and Kalu Ojah

Re-examining risk premiums in the Fama–French model: The role of investor sentiment pp. 154-171

Po-Chin Wu, Shiao-Yen Liu and Che-Ying Chen

Brokers’ financial network and stock return pp. 172-183

Hongwei Chuang

On economic uncertainty, stock market predictability and nonlinear spillover effects pp. 184-191

Stelios Bekiros, Rangan Gupta and Clement Kyei

On the robustness of persistence in mutual fund performance pp. 192-231

Juan Carlos Matallín-Sáez, Amparo Soler-Domínguez and Emili Tortosa-Ausina

Around the world with Irving Fisher pp. 232-243

Thorvaldur Gylfason, Helgi Tómasson and Gylfi Zoega

Globalization, political institutions, financial liberalization, and performance of the insurance industry pp. 244-266

Chien-Chiang Lee and Chun-Wei Lin

Invisible walls: Do psychological barriers really exist in stock index levels? pp. 267-278

Sam Alan Woodhouse, Harminder Singh, Sukanto Bhattacharya and Kuldeep Kumar

Variance-Gamma and Normal-Inverse Gaussian models: Goodness-of-fit to Chinese high-frequency index returns pp. 279-292

Ahmet Goncu and Hao Yang

Forecasting economic activity from yield curve factors pp. 293-311

Efthymios Argyropoulos and Elias Tzavalis

Economic crisis in the European periphery: An assessment of EMU membership and home policy effects based on the Greek experience pp. 312-327

George Bitros, Bala Batavia and Parameswar Nandakumar

Globalization and insurance activity: Evidence on the industrial and emerging countries pp. 328-349

Chien-Chiang Lee and Yi-Bin Chiu

Choice of inflation targeting: Some international evidence pp. 350-369

Shakhzod Ismailov, Makoto Kakinaka and Hiroaki Miyamoto

Volume 35, issue C, 2016

Neighborhood effect on stock price comovement pp. 1-22

Mingsheng Li and Xin Zhao

Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets pp. 23-37

Scott Hegerty

A quantile-boosting approach to forecasting gold returns pp. 38-55

Christian Pierdzioch, Marian Risse and Sebastian Rohloff

Contingent capital, capital structure and investment pp. 56-73

Yingxian Tan and Zhaojun Yang

Mutual fund selection and performance persistence in 401(k) Plans pp. 78-100

Hsuan-Chi Chen, Christine W. Lai and Sheng-Ching Wu

Do foreign institutions outperform in the Taiwan options market? pp. 101-115

William T. Lin, Shih-Chuan Tsai and Peter Chiu

The revision frequency of earnings forecasts and firm characteristics pp. 116-132

Chia Ying Chan, Huai-Chun Lo and Ming Jing Yang

Who is more visionary in mergers: Commercial vs. investment banks pp. 133-152

Lin Lin, Vivian W. Tai, Chien-Lung Hsu and Chung-Chun Yang

Independent directors and earnings management: The moderating effects of controlling shareholders and the divergence of cash-flow and control rights pp. 153-165

Soushan Wu, Chin-Mei Chen and Pei-Ching Lee

The role of corporate governance in forecasting bankruptcy: Pre- and post-SOX enactment pp. 166-188

Chia-Ying Chan, De-Wai Chou, Jane-Raung Lin and Feng-Ying Liu

Do aircraft perquisites cause CEOs to withhold bad news? pp. 189-202

Chia-Wei Huang and Chih-Yen Lin

Risk-neutral skewness and market returns: The role of institutional investor sentiment in the futures market pp. 203-225

Chen Chen, Hsiu-Chuan Lee and Tzu-Hsiang Liao

Lucky names: Superstitious beliefs in Chinese corporate branding strategy for bank marketing pp. 226-233

Hung-Hui Li, Min-Yu Hsieh and William Li Chang

Linking transformational leadership and core self-evaluation to job performance: The mediating role of felt accountability pp. 234-246

Chun-Hsi Vivian Chen, Mei-Ling Yuan, Jen-Wei Cheng and Roger Seifert

Is corruption bad for economic growth? Evidence from Asia-Pacific countries pp. 247-256

Chiung-Ju Huang

Volume 34, issue C, 2015

Explicit approximate analytic formulas for timer option pricing with stochastic interest rates pp. 1-21

Jingtang Ma, Dongya Deng and Yongzeng Lai

The optimal allocation of alternative collateral assets between different loans pp. 22-41

Juha-Pekka Niinimäki

Investor trading behavior, investor sentiment and asset prices pp. 42-62

Chunpeng Yang and Liyun Zhou

Backward/forward optimal combination of performance measures for equity screening pp. 63-83

Monica Billio, Massimiliano Caporin and Michele Costola

Downside/upside price spillovers between precious metals: A vine copula approach pp. 84-102

Juan Reboredo and Andrea Ugolini

Monetary policy's time-varying impact on the US bond markets: Role of financial stress and risks pp. 103-123

Hardik Marfatia

An experimental study of signaling in auctions with a flexible reserve price pp. 124-137

Yuri Khoroshilov

Factors influencing bank risk in Europe: Evidence from the financial crisis pp. 138-166

Laura Baselga-Pascual, Antonio Trujillo-Ponce and Clara Cardone-Riportella

The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence? pp. 167-186

Thomas Flavin and Lisa Sheenan

What do scientists know about inflation hedging? pp. 187-214

Stephan Arnold and Benjamin R. Auer

Dynamic information transfer in the United States housing and stock markets pp. 215-230

I-Chun Tsai

Aggregate volatility expectations and threshold CAPM pp. 231-253

Yakup Arisoy, Aslihan Salih and Levent Akdeniz

Performance and performance persistence of socially responsible investment funds in Europe and North America pp. 254-266

Hooi Hooi Lean, Wei Rong Ang and Russell Smyth

On the relation between currency and banking crises in developing countries, 1980–2010 pp. 267-291

Zhongbo Jing

Causality and volatility patterns between gold prices and exchange rates pp. 292-300

Joscha Beckmann, Robert Czudaj and Keith Pilbeam

The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach pp. 301-313

Mark Holmes, Jesus Otero and Theodore Panagiotidis

VIX forecasting and variance risk premium: A new GARCH approach pp. 314-322

Qiang Liu, Shuxin Guo and Gaoxiu Qiao

Financial liberalization and the onset of financial crisis in Western European states between 1983 and 2011: An econometric investigation pp. 323-343

Nina Eichacker

Measuring the impact of the Chinese competition on the Mexican Labor Market: 1990–2013 pp. 351-363

Cinthya G. Caamal-Olvera and Erick Rangel-González

The effect of Chinese import competition on Mexican local labor markets pp. 364-380

Oscar Mendez

The effect of trade and FDI on inter-industry wage differentials: The case of Mexico pp. 381-397

Gabriela López Noria

Patterns of TFP growth in Mexico: 1991–2011 pp. 398-420

Leonardo E. Torre Cepeda and Luis Fernando Colunga Ramos

Production networks and international trade: China, Brazil and Mexico pp. 421-429

K.C. Fung, Hsiang-Chih Hwang, Francis Ng and Jesús Seade

Determinants of the cost of starting a business in Mexico pp. 430-449

Erick Rangel González and Leonardo E. Torre Cepeda

An econometric analysis of retail gasoline prices in a border metropolitan economy pp. 450-461

Thomas Fullerton, Alan A. Jiménez and Adam G. Walke