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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 ().

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Volume 63, issue C, 2022

Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA Downloads
Petros Golitsis, Pavlos Gkasis and Sotirios K. Bellos
Optimal consumption and portfolio choices in the stochastic SIS model Downloads
Shilin Li, Tongtong Li and Jinqiang Yang
An analytical solution for the robust investment-reinsurance strategy with general utilities Downloads
Yong He, Xia Zhou, Peimin Chen and Xiaoyang Wang
Multivariate risk aversion utility, application to ESG investments Downloads
Marcos Escobar-Anel
Searching for informed traders in stock markets: The case of Banco Popular Downloads
Jorge V. Pérez-Rodríguez, Simon Sosvilla-Rivero, Julián Andrada-Felix and Emilio Gómez-Déniz
Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity Downloads
Guohui Guan and Xiang Hu
Modelling international sovereign risk information spillovers: A multilayer network approach Downloads
Peipei Liu and Wei-Qiang Huang
A novel estimation of time-varying quantile correlation for financial contagion detection Downloads
Wuyi Ye, Mingge Li and Yuehua Wu
CEO optimism, CEO selection, compensation, and corporate investment decision: The case of CEOs who were rehired as CEOs by another firms after turnover Downloads
Po-Jung Chen and Ching-Yu Hsu
Fractional cointegration and price discovery in Canadian commodities Downloads
Ke Xu, Kenneth Stewart and Zeyang Cao
Can digital financial inclusion promote female entrepreneurship? Evidence and mechanisms Downloads
Xiaolan Yang, Yidong Huang and Mei Gao
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress Downloads
Mehmet Balcilar, Zeynel Abidin Ozdemir, Huseyin Ozdemir, Gurcan Aygun and Mark E. Wohar
Models of optimal contract in lending: Evaluating the impact of diversified versus focused policies on riskiness of borrower base Downloads
Fathali Firoozi and Donald Lien
Deregulation of short selling and corporate cash dividend policy: A quasi-natural experiment from China Downloads
Xingquan Yang, Zheng Yang and Xiaoyi Ren
The sentiment pricing dynamics with short-term and long-term learning Downloads
Jinfang Li
Hedging the extreme risk of cryptocurrency Downloads
Kwamie Dunbar and Johnson Owusu-Amoako
Dynamic volatility connectedness between industrial metal markets Downloads
Xu Gong, Jun Xu, Tangyong Liu and Zicheng Zhou
Irreversible investment and capacity choice with Bayesian learning Downloads
Fan Hu, Yaoyao Wu and Lei Zhou
The transition of the global financial markets' connectedness during the COVID-19 pandemic Downloads
Paravee Maneejuk, Nuttaphong Kaewtathip, Peemmawat Jaipong and Woraphon Yamaka
Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model Downloads
Maoxi Tian, Fei Guo and Rong Niu
A novel two-stage method for well-diversified portfolio construction based on stock return prediction using machine learning Downloads
Wei Chen, Haoyu Zhang and Lifen Jia
The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities Downloads
Shenguo Yuan, Zhouheng Wu and Lanfeng Liu
Board internationalization and corporate social responsibility Downloads
Yi Luo, Jian Ma, Yu Wang and Aishan Ye
A time-varying copula approach for constructing a daily financial systemic stress index Downloads
Sook Rei Tan, Changtai Li and Xiu Wei Yeap
Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds Downloads
Aifan Ling, Xinrui Huang and Ling, Boya (Vivye)
Beyond death: The impact of a population-wide health shock on life insurance Downloads
Chunli Cheng
Heterogenous beliefs with sentiments and asset pricing Downloads
Hailong Wang and Duni Hu
Looking for a safe haven against American stocks during COVID-19 pandemic Downloads
Agata Kliber
Impact of Basel III liquidity regulations on U.S. Bank performance in different conditional profitability spectrums Downloads
Sathiavanee Veeramoothoo and Shawkat Hammoudeh
Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states Downloads
Nikolaos Stoupos and Apostolos Kiohos
Market risks that change domestic diversification benefits Downloads
Ghulam Sarwar
Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares Downloads
Ismail Fasanya, Oluwasegun Adekoya, Oluwatomisin Oyewole and Soliu Adegboyega
The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods Downloads
Bin-xia Chen and Yan-lin Sun
Common analyst links and predictable returns: Evidence from China Downloads
Biao Yi and Shuxin Guo
Quantifying China’s financial reach up through the pandemic: The African experience Downloads
Richard C.K. Burdekin, Dawson Reckers and Ran Tao
Learning, disagreement and inflation forecasting Downloads
Ji Chen, Xinglin Yang and Xiliang Liu
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility Downloads
Xenxo Vidal-Llana and Montserrat Guillén
The effect of board independence on dividend payouts: A quasi-natural experiment Downloads
Pandej Chintrakarn, Pornsit Jiraporn, Sirimon Treepongkaruna and Sang Mook Lee
Dynamic connectedness of China’s green bonds and asset classes Downloads
Xiaohong Qi and Guofu Zhang
Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis Downloads
Xingzhi Qiao, Huiming Zhu, Zhongqingyang Zhang and Weifang Mao

Volume 62, issue C, 2022

Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic Downloads
Nur Ain Shahrier
Director co-option and future market share growth Downloads
Oneil Harris and Trung Nguyen
Investor protection, hedge fund leverage and valuation Downloads
Yuxiang Bian, Xiong Xiong and Jinqiang Yang
Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles Downloads
Yong Jiang, Yi-Shuai Ren, Seema Narayan, Chao-Qun Ma and Xiao-Guang Yang
The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements Downloads
Saumya Ranjan Dash and Debasish Maitra
Democracy and dividend policy around the world Downloads
Thi Tuyet Mai Nguyen and Quoc Trung Tran
Commonality, macroeconomic factors and banking profitability Downloads
Orlando Joaqui-Barandica, Diego F. Manotas-Duque and Jorge Uribe
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging Downloads
Nader Trabelsi, Aviral Tiwari and Shawkat Hammoudeh
Jump dynamics, spillover effect and option valuation Downloads
Zhiyuan Pan, Jiangyu Shuai, Zhilei Liang and Xianchao Sun
Winds of tapering, financial gravity and COVID-19 Downloads
Alper Kirik and Veysel Ulusoy
Robust drivers of Bitcoin price movements: An extreme bounds analysis Downloads
Walid Ahmed
Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI Downloads
Tatsuyoshi Miyakoshi and Junji Shimada
Bank ownership and governance quality in India: Evolution and detection of convergence clubs Downloads
Rachita Gulati
Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help? Downloads
Yongsheng Yi, Mengxi He and Yaojie Zhang
Liquidity indicators, early warning signals in banks, and financial crises Downloads
Ting-Hsuan Chen, Chien-Chiang Lee and Chung-Hua Shen
Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both Downloads
Zhuzhu Wen, Elie Bouri, Yahua Xu and Yang Zhao
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets Downloads
Aviral Tiwari, Emmanuel Abakah, Nana Kwasi Karikari and Luis Gil-Alana
Entrepreneurial optimism and creative destruction Downloads
Lars Persson and Thomas Seiler
On the exercise of American quanto options Downloads
Anna Battauz, Marzia De Donno and Alessandro Sbuelz
Scheduled macroeconomic news announcements and intraday market sentiment Downloads
Sangik Seok, Hoon Cho and Doojin Ryu
Regulation and crises: A concave story Downloads
Francesco Marchionne, Beniamino Pisicoli and Michele Fratianni
News and intraday jumps: Evidence from regularization and class imbalance Downloads
Massimiliano Caporin and Francesco Poli
Order Choices: An Intraday Analysis of the Taiwan Stock Exchange Downloads
Donald Lien, Pi-Hsia Hung and Hsiang-Yu Lo
IPO performance and the size effect: Evidence for the US and Canada Downloads
Lorne Switzer, Nabil El Meslmani and Xinkai Zhai
Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China Downloads
Zhifeng Dai and Yongxin Peng
Do real estate investors trade on momentum? Downloads
Kuang Kuang Deng, Siu Kei Wong, Ka Shing Cheung and Kwok Sang Tse
Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach Downloads
Cai Yang, Xinyi Wang and Wang Gao
The effects of formal and informal CEO power on debt policy persistence Downloads
Zhen Huang and Weiwei Gao
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility Downloads
Nima Nonejad
Interdependent capital structure choices and the macroeconomy Downloads
Jose Gomez-Gonzalez, Jorge Hirs-Garzon and Jorge Uribe
Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage Downloads
Mouna Youssef and Sami Sobhi Waked
Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis Downloads
Zibing Dong, Yanshuang Li, Xintian Zhuang and Jian Wang
Multiscale features of extreme risk spillover networks among global stock markets Downloads
Yinghua Ren, Wanru Zhao, Wanhai You and Huiming Zhu
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach Downloads
Afees Salisu, Ahamuefula Ogbonna, Lukman Lasisi and Abeeb Olaniran
Asymmetric information and inside management trading in the Chinese market Downloads
May Hu, Mataiasi Tuilautala, Jingjing Yang and Qian Zhong
Venture capital firms’ lead orientation, network position, and selection of familiar syndicate partners Downloads
Xiao Hu, Jiayi Wang and Banggang Wu
How do technological innovations affect corporate investment and hiring? Downloads
Ying Liu, Steve Liu, Ziqi Wu and Yi Xiao
Political sentiment and MAX effect Downloads
Shuyang Huang and Ming Zeng
Risk-shifting: Evidence from the 2007 credit crisis Downloads
Eric McKee
Modeling the unintended consequences of short selling for innovation investment Downloads
Juan Peng, Wenli Huang, Han Gao and Hongli Wang
Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors Downloads
Spyros Papathanasiou, Ioannis Dokas and Drosos Koutsokostas
Idiosyncratic volatility puzzle exists at the country level Downloads
Zhongzhi He and Wenjun Xue
Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes Downloads
Xu Zhang, Xian Yang and Qizhi He
Economic policy uncertainty and industry risk on China’s stock market Downloads
Jie Wang, Weina Xue and Jiashan Song
Dynamic credit contagion and aggregate loss in networks Downloads
Xiaoyuan Zhang and Tianqi Zhang
Option pricing with the control variate technique beyond Monte Carlo simulation Downloads
Chun-Yuan Chiu, Tian-Shyr Dai, Yuh-Dauh Lyuu, Liang-Chih Liu and Yu-Ting Chen
Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis Downloads
Walid Mensi, Ahmet Sensoy, Xuan Vinh Vo and Sang Hoon Kang
Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model Downloads
Wandi Zhao, Yang Gao and Mingjin Wang
Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model Downloads
Xiaojun Liu, Yunyuan Wang, Wanying Du and Yong Ma
Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic Downloads
Debasish Maitra, Mobeen Ur Rehman, Saumya Ranjan Dash and Sang Hoon Kang
Time-varying cyclicality of fiscal policy: The case of the Euro area Downloads
Antonio Afonso and Francisco Tiago Carvalho
The effect of oil price uncertainty on corporate investment in the presence of growth options: Evidence from listed companies in China (1998–2019) Downloads
Lingtao Chen, Yongna Yuan and Na Zhao
Impact of network investor sentiment and news arrival on jumps Downloads
Wenwen Liu, Chang Zhang, Gaoxiu Qiao and Lei Xu
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options Downloads
Ruoshi Shi, Yanlong Zhao, Ying Bao and Cheng Peng
Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns Downloads
Miloš Božović
Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations Downloads
Wen-Yi Chen and Mei-Ping Chen
Hard to arbitrage, hard for analysts to forecast Downloads
Yanran Wu and Chao Zhang
Page updated 2025-03-31