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 (repec@elsevier.com).

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Volume 69, issue PB, 2024

The interactive impact of green supporting factors on bank credit creation: An agent-based stock-flow consistent approach

Xiaoyun Xing, Xuesong Gu, Kun Guo and Jing Deng

Regional market uncertainty and corporate investment

Jeongseop Song and Fan Zhang

Effect of sectoral holdings on the flow-performance sensitivity of mutual funds

Svetoslav Covachev and Vijay Yadav

Fractional Brownian motion in option pricing and dynamic delta hedging: Experimental simulations

Tamirat Temesgen Dufera

Constructing early warning indicators for banks using machine learning models

Coskun Tarkocin and Murat Donduran

Improving volatility forecasts: Evidence from range-based models

Marcin Fałdziński, Piotr Fiszeder and Peter Molnár

The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature

Carlos Esparcia, Tarek Fakhfakh and Francisco Jareño

A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting

Junting Zhang, Haifei Liu, Wei Bai and Xiaojing Li

Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens

Junhua Yang, Samuel Kwaku Agyei, Ahmed Bossman, Mariya Gubareva and Edward Marfo-Yiadom

Dynamic robust portfolio selection under market distress

Yifu Jiang, Jose Olmo and Majed Atwi

Small but salient: Minority shareholders’ innovation attention in interactive online platforms and corporate innovation

Qianqian Zhang, Chunzi Jiang, Baohua Liu and Kam C. Chan

Volume 69, issue PA, 2024

The impact of revenue diversification on profitability, capital, and risk in US banks by size

Ben Z. Schreiber

Does pension fund ownership reduce market manipulation? Evidence from China

Xingting Zhu, Xiang Ma, Faheem Ur Rehman and Bin Liu

Volatility spillovers across the spot and futures oil markets after news announcements

George N. Apostolakis, Christos Floros, Konstantinos Gkillas and Mark Wohar

Systematic COVID risk, idiosyncratic COVID risk and stock returns

Xiaoyuan Wan and Jiachen Zhang

Is the cash-returns relationship risk induced?

Chenxi Liu and Mengyao Kang

Information sharing in a perfectly competitive market

Yaqing Yang and Youcheng Lou

Copper-to-gold ratio as a leading indicator for the 10-Year Treasury yield

Dror Parnes

Can green bond issuance promote enterprise green technological innovation?

Penghan Ren, Zhonghua Cheng and Qingling Dai

Socioemotional wealth and cash flow sensitivity of cash: Evidence from India

Swechha Chada, Palanisamy Saravanan and Gopal Varadharajan

The closer the better: Supplier geographic proximity and corporate information disclosure violation

Wanli Li, Yin Lai and Yufen Zhong

Are banks better money doctors? An analysis of mutual fund flows of bank and non-bank funds using Canadian data

Greg Hebb and Shannon Lin

Public attention, sentiment and the default of Silicon Valley Bank

Stephan Bales and Hans-Peter Burghof

Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective

Xinxin Chen, Yanhong Guo and Yingying Song

Uncertain mean-CVaR model for portfolio selection with transaction cost and investors’ preferences

Xiantao Wang, Yuanguo Zhu and Pan Tang

Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model

Baisheng Cui, Jiaqi Li and Yi Zhang

Downside liquidity risk premium: From the perspective of higher moment

Yuting Hou and Xiu Jin

Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China

Xite Yang, Qin Zhang, Haiyue Liu, Zihan Liu, Qiufan Tao, Yongzeng Lai and Linya Huang

CEO overconfidence, risk-taking, and firm value: Influence of incentive compensation and financial constraints

Hui-Wen Tang and Chong-Chuo Chang

Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network

Xuetong Wang, Fang Fang, Shiqun Ma, Lijin Xiang and Zumian Xiao

Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework

Bin-xia Chen and Yan-lin Sun

Volume 68, issue C, 2023

Optimal reinsurance-investment game for two insurers with SAHARA utilities under correlated markets

Dengsheng Chen, Zhengyang Lu and Yong He

Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach

Huthaifa Alqaralleh, Alessandra Canepa and Gazi Salah Uddin

Geopolitical risk and firm value: Evidence from emerging markets

Sasin Pringpong, Sakkakom Maneenop and Anutchanat Jaroenjitrkam

How do the dual effects of financial development change the transmission of monetary policy? – Evidence from China

Yueli Xu, Xiaodan Ji, Shuwei Zhan and Minghua Zhan

The time-varying risk–return trade-off and its explanatory and predictive factors

Nuria Alemany, Vicent Aragó and Enrique Salvador

Investor sentiment and stock price jumps: A network analysis based on China’s carbon–neutral sectors

Yang Gao and Chengjie Zhao

Does foreign equity investment impact the spillover effect of industries in China?

Hao Xu, Songsong Li and Zhihong Tian

Which liquidity indicator is more informative to market volatility? Spectrum analysis of China’s base metal futures market

Xiangyu Chen and Jittima Tongurai

Fintech, strategic incentives and investment to human capital, and MSEs innovation

Siyu Chen and Qing Guo

Foreign portfolio investment and the US macroeconomic conditions

Golnaz Baradaran Motie and Zheng Zeng

Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions

Gabriel Rodríguez, Paul Castillo B. and Harumi Hasegawa

Stock-level sentiment contagion and the cross-section of stock returns

Liyun Zhou, Dongqiao Chen and Jialiang Huang

COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective

Xiu Jin, Yueli Liu, Jinming Yu and Weiqiang Huang

Valuing rebate options and equity-linked products

Hangsuck Lee, Himchan Jeong and Gaeun Lee

Liquidity spillovers between cryptocurrency and foreign exchange markets

Ramzi Nekhili, Jahangir Sultan and Elie Bouri

Extreme dependence and spillovers between uncertainty indices and stock markets: Does the US market play a major role?

Walid Mensi, Md Rajib Kamal, Xuan Vinh Vo and Sang Hoon Kang

Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic

Jorge Caiado and Francisco Lúcio

Managements' corporate growth beliefs and M&As – Evidence from China

Sishi Yue, Keke Wu and Dayong Dong

Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain

Zisheng Ouyang, Xuewei Zhou and Yongzeng Lai

Dealer markets: A reinforcement learning mean field game approach

Martino Bernasconi, E. Vittori, F. Trovò and M. Restelli

Pecking order of convertible security financing for start-up ventures and overinvestment

Makoto Shimizu

The cross-border interaction of financial stress: From the perspective of pattern causality

Xiaoyang Yao, Wei Le, Jianfeng Li and Enmeng Liu

Cross-market information transmission and stock market volatility prediction

Yide Wang, Zan Chen and Xiaodong Ji

Uncertainty about interest rates and the real economy

Mahmoud Qadan, Kerem Shuval and Or David

Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets

Mariya Gubareva, Ahmed Bossman and Tamara Teplova

Evaluating asset pricing models with non-traded factors using the method of maximum-correlated portfolios

Ge Yang, Ximing Yin and Robert L. Kimmel

Cognitive biases, downside risk shocks, and stock expected returns

Si Li, Fangyi He and Fangquan Shi

Optimal incentives for managerial innovation

Gino Loyola and Yolanda Portilla

Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict

Sanjeev Kumar, Ritesh Patel, Najaf Iqbal and Mariya Gubareva

The research on non-linear relationship between enterprise digital transformation and stock price crash risk

Yongfang Ai, Zheng Chi, Guanglin Sun, Han Zhou and Tao Kong

Inflation risk and stock returns: Evidence from US aggregate and sectoral markets

Thomas C. Chiang and Pei-Ying Chen

Cross-category and cross-country spillovers of economic policy uncertainty: Evidence from the US and China

Tangyong Liu, Xu Gong, Houyi Ge and Jie Wang

Oil price shocks and stock–bond correlation

Salem Adel Ziadat, Abdel Razzaq A. Al Rababa'a, Mobeen Rehman and David G. McMillan

Heterogeneous impact of Covid-19 on the US banking sector

Dennis Heitmann, Mohammad Ashraful Chowdhury and Mohammad Saiful Islam

Agency and investment with triggered time-inconsistent preferences

Wenli Huang, Wenqiong Liu, Dongfang Wang and Ying Wang

Corporate financing policies, financial leverage, and stock returns

Bart Claassen, Lammertjan Dam and Pim Heijnen

Downside risk and profitability ratios: The case of the New York Stock Exchange

Anna Rutkowska-Ziarko

Connectedness of non-fungible tokens and conventional cryptocurrencies with metals

Imran Yousaf, Mariya Gubareva and Tamara Teplova

Optimal investment under high-water mark contracts with model ambiguity

Ying Wang, Weixing Wu, Wenli Huang and Wenqiong Liu

Multiperiod portfolio allocation: A study of volatility clustering, non-normalities and predictable returns

Jean-Guy Simonato and Michel Denault

Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin

Yi Zhang, Long Zhou, Yuxue Li and Fang Liu

Spillovers and predictability between Saudi Arabia and global financial Markets: Evidence from G20 countries

Nader Trabelsi

The influence of private large shareholders on the distribution of bank loan industry: Evidence from China

Jie Liu, Qiaoyun Zhang and Kun Xu