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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.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
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
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