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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 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

- Petros Golitsis, Pavlos Gkasis and Sotirios K. Bellos
- Optimal consumption and portfolio choices in the stochastic SIS model

- Shilin Li, Tongtong Li and Jinqiang Yang
- An analytical solution for the robust investment-reinsurance strategy with general utilities

- Yong He, Xia Zhou, Peimin Chen and Xiaoyang Wang
- Multivariate risk aversion utility, application to ESG investments

- Marcos Escobar-Anel
- Searching for informed traders in stock markets: The case of Banco Popular

- 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

- Guohui Guan and Xiang Hu
- Modelling international sovereign risk information spillovers: A multilayer network approach

- Peipei Liu and Wei-Qiang Huang
- A novel estimation of time-varying quantile correlation for financial contagion detection

- 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

- Po-Jung Chen and Ching-Yu Hsu
- Fractional cointegration and price discovery in Canadian commodities

- Ke Xu, Kenneth Stewart and Zeyang Cao
- Can digital financial inclusion promote female entrepreneurship? Evidence and mechanisms

- Xiaolan Yang, Yidong Huang and Mei Gao
- The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress

- 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

- Fathali Firoozi and Donald Lien
- Deregulation of short selling and corporate cash dividend policy: A quasi-natural experiment from China

- Xingquan Yang, Zheng Yang and Xiaoyi Ren
- The sentiment pricing dynamics with short-term and long-term learning

- Jinfang Li
- Hedging the extreme risk of cryptocurrency

- Kwamie Dunbar and Johnson Owusu-Amoako
- Dynamic volatility connectedness between industrial metal markets

- Xu Gong, Jun Xu, Tangyong Liu and Zicheng Zhou
- Irreversible investment and capacity choice with Bayesian learning

- Fan Hu, Yaoyao Wu and Lei Zhou
- The transition of the global financial markets' connectedness during the COVID-19 pandemic

- 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

- 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

- Wei Chen, Haoyu Zhang and Lifen Jia
- The effects of financial openness and financial efficiency on Chinese macroeconomic volatilities

- Shenguo Yuan, Zhouheng Wu and Lanfeng Liu
- Board internationalization and corporate social responsibility

- Yi Luo, Jian Ma, Yu Wang and Aishan Ye
- A time-varying copula approach for constructing a daily financial systemic stress index

- Sook Rei Tan, Changtai Li and Xiu Wei Yeap
- Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds

- Aifan Ling, Xinrui Huang and Ling, Boya (Vivye)
- Beyond death: The impact of a population-wide health shock on life insurance

- Chunli Cheng
- Heterogenous beliefs with sentiments and asset pricing

- Hailong Wang and Duni Hu
- Looking for a safe haven against American stocks during COVID-19 pandemic

- Agata Kliber
- Impact of Basel III liquidity regulations on U.S. Bank performance in different conditional profitability spectrums

- Sathiavanee Veeramoothoo and Shawkat Hammoudeh
- Bond markets integration in the EU: New empirical evidence from the Eastern non-euro member-states

- Nikolaos Stoupos and Apostolos Kiohos
- Market risks that change domestic diversification benefits

- Ghulam Sarwar
- Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares

- 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

- Bin-xia Chen and Yan-lin Sun
- Common analyst links and predictable returns: Evidence from China

- Biao Yi and Shuxin Guo
- Quantifying China’s financial reach up through the pandemic: The African experience

- Richard C.K. Burdekin, Dawson Reckers and Ran Tao
- Learning, disagreement and inflation forecasting

- Ji Chen, Xinglin Yang and Xiliang Liu
- Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility

- Xenxo Vidal-Llana and Montserrat Guillén
- The effect of board independence on dividend payouts: A quasi-natural experiment

- Pandej Chintrakarn, Pornsit Jiraporn, Sirimon Treepongkaruna and Sang Mook Lee
- Dynamic connectedness of China’s green bonds and asset classes

- Xiaohong Qi and Guofu Zhang
- Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis

- 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

- Nur Ain Shahrier
- Director co-option and future market share growth

- Oneil Harris and Trung Nguyen
- Investor protection, hedge fund leverage and valuation

- 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

- 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

- Saumya Ranjan Dash and Debasish Maitra
- Democracy and dividend policy around the world

- Thi Tuyet Mai Nguyen and Quoc Trung Tran
- Commonality, macroeconomic factors and banking profitability

- 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

- Nader Trabelsi, Aviral Tiwari and Shawkat Hammoudeh
- Jump dynamics, spillover effect and option valuation

- Zhiyuan Pan, Jiangyu Shuai, Zhilei Liang and Xianchao Sun
- Winds of tapering, financial gravity and COVID-19

- Alper Kirik and Veysel Ulusoy
- Robust drivers of Bitcoin price movements: An extreme bounds analysis

- Walid Ahmed
- Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI

- Tatsuyoshi Miyakoshi and Junji Shimada
- Bank ownership and governance quality in India: Evolution and detection of convergence clubs

- Rachita Gulati
- Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?

- Yongsheng Yi, Mengxi He and Yaojie Zhang
- Liquidity indicators, early warning signals in banks, and financial crises

- Ting-Hsuan Chen, Chien-Chiang Lee and Chung-Hua Shen
- Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both

- 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

- Aviral Tiwari, Emmanuel Abakah, Nana Kwasi Karikari and Luis Gil-Alana
- Entrepreneurial optimism and creative destruction

- Lars Persson and Thomas Seiler
- On the exercise of American quanto options

- Anna Battauz, Marzia De Donno and Alessandro Sbuelz
- Scheduled macroeconomic news announcements and intraday market sentiment

- Sangik Seok, Hoon Cho and Doojin Ryu
- Regulation and crises: A concave story

- Francesco Marchionne, Beniamino Pisicoli and Michele Fratianni
- News and intraday jumps: Evidence from regularization and class imbalance

- Massimiliano Caporin and Francesco Poli
- Order Choices: An Intraday Analysis of the Taiwan Stock Exchange

- Donald Lien, Pi-Hsia Hung and Hsiang-Yu Lo
- IPO performance and the size effect: Evidence for the US and Canada

- Lorne Switzer, Nabil El Meslmani and Xinkai Zhai
- Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China

- Zhifeng Dai and Yongxin Peng
- Do real estate investors trade on momentum?

- 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

- Cai Yang, Xinyi Wang and Wang Gao
- The effects of formal and informal CEO power on debt policy persistence

- Zhen Huang and Weiwei Gao
- Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility

- Nima Nonejad
- Interdependent capital structure choices and the macroeconomy

- Jose Gomez-Gonzalez, Jorge Hirs-Garzon and Jorge Uribe
- Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage

- Mouna Youssef and Sami Sobhi Waked
- Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis

- Zibing Dong, Yanshuang Li, Xintian Zhuang and Jian Wang
- Multiscale features of extreme risk spillover networks among global stock markets

- Yinghua Ren, Wanru Zhao, Wanhai You and Huiming Zhu
- Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach

- Afees Salisu, Ahamuefula Ogbonna, Lukman Lasisi and Abeeb Olaniran
- Asymmetric information and inside management trading in the Chinese market

- May Hu, Mataiasi Tuilautala, Jingjing Yang and Qian Zhong
- Venture capital firms’ lead orientation, network position, and selection of familiar syndicate partners

- Xiao Hu, Jiayi Wang and Banggang Wu
- How do technological innovations affect corporate investment and hiring?

- Ying Liu, Steve Liu, Ziqi Wu and Yi Xiao
- Political sentiment and MAX effect

- Shuyang Huang and Ming Zeng
- Risk-shifting: Evidence from the 2007 credit crisis

- Eric McKee
- Modeling the unintended consequences of short selling for innovation investment

- 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

- Spyros Papathanasiou, Ioannis Dokas and Drosos Koutsokostas
- Idiosyncratic volatility puzzle exists at the country level

- Zhongzhi He and Wenjun Xue
- Multi-scale systemic risk and spillover networks of commodity markets in the bullish and bearish regimes

- Xu Zhang, Xian Yang and Qizhi He
- Economic policy uncertainty and industry risk on China’s stock market

- Jie Wang, Weina Xue and Jiashan Song
- Dynamic credit contagion and aggregate loss in networks

- Xiaoyuan Zhang and Tianqi Zhang
- Option pricing with the control variate technique beyond Monte Carlo simulation

- 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

- 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

- Wandi Zhao, Yang Gao and Mingjin Wang
- Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model

- Xiaojun Liu, Yunyuan Wang, Wanying Du and Yong Ma
- Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic

- Debasish Maitra, Mobeen Ur Rehman, Saumya Ranjan Dash and Sang Hoon Kang
- Time-varying cyclicality of fiscal policy: The case of the Euro area

- 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)

- Lingtao Chen, Yongna Yuan and Na Zhao
- Impact of network investor sentiment and news arrival on jumps

- Wenwen Liu, Chang Zhang, Gaoxiu Qiao and Lei Xu
- Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options

- 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

- Miloš Božović
- Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations

- Wen-Yi Chen and Mei-Ping Chen
- Hard to arbitrage, hard for analysts to forecast

- Yanran Wu and Chao Zhang
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