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.
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Volume 58, issue C, 2021
- Forecasting the Value-at-Risk of REITs using realized volatility jump models

- Babatunde O Odusami
- Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks

- Zhang-HangJian Chen, Sai-Ping Li, Mei-Ling Cai, Li-Xin Zhong and Fei Ren
- Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis

- Darko Vuković, Kseniya A. Lapshina and Moinak Maiti
- Identifying states of global financial market based on information flow network motifs

- Wen-Jie Xie, Yang Yong, Na Wei, Peng Yue and Wei-Xing Zhou
- Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence

- Qi Lin and Xi Lin
- The US debt–growth nexus along the business cycle

- Luis Martins
- Does government funding promote or inhibit the financialization of manufacturing enterprises? Evidence from listed Chinese enterprises

- Yong Qi, Yudi Yang, Shuo Yang and Simeng Lyu
- Valuing technological synergies in mergers

- Shi Li, James S. Ang, Chaopeng Wu and Shijie Yang
- Hedging futures performance with denoising and noise-assisted strategies

- Chengli Zheng, Kuangxi Su and Yinhong Yao
- Oil price shocks and credit spread: Structural effect and dynamic spillover

- Yong Jiang, Cenjie Liu and Rui Xie
- The effects of employee stock ownership on stock liquidity: Evidence from the Korean market

- Hail Jung and Sanghak Choi
- Valuation of piecewise linear barrier options

- Hangsuck Lee, Hongjun Ha and Minha Lee
- A filtered currency carry trade

- Jin Ho Choi and Sangwon Suh
- A truly global crisis? Evidence from contagion dependence across international REIT markets

- MeiChi Huang, Chu-Hua Wu and I-Shan Cheng
- COVID-19 and asymmetric volatility spillovers across global stock markets

- Wenqi Li
- Loss from the chasing of MAX stocks: Evidence from China

- Ya Gao, Xing Han and Xiong Xiong
- Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak

- Bana Abuzayed and Nedal Al-Fayoumi
- Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market

- Huai-Long Shi and Wei-Xing Zhou
- Who is more important, parents or children? Economic and environmental factors and health insurance purchase

- Qian Wang, Jun Wang and Feng Gao
- Using your regular contacts as collateral: The information value of call logs

- Yunwen He
- Private conversation matters: Evidence from sell-side analyst reports after private meetings

- Huan Cai and Zhen Qi
- Tax aggressiveness and idiosyncratic volatility

- Neeru Chaudhry
- A study on the incentive compensation structure with payroll tax: A continuous-time principal-agent model

- Huan Wang, Chong Lai and Shaoyong Lai
- The interrelationship between order flow, exchange rate, and the role of American economic news

- Shahrokh Firouzi and Xiangning Wang
- What drives dynamic connectedness of the U.S equity sectors during different business cycles?

- Geoffrey M. Ngene
- Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?

- Kuang-Liang Chang
- A unified entropic pricing framework of option: Using Cressie-Read family of divergences

- Xisheng Yu
- Fractal statistical measure and portfolio model optimization under power-law distribution

- Xu Wu, Linlin Zhang, Jia Li and Ruzhen Yan
- The ‘COVID’ crash of the 2020 U.S. Stock market

- Min Shu, Ruiqiang Song and Wei Zhu
- The dark side of stock market liberalization: Perspectives from corporate R&D activities in China

- Qiaoyu Jia and Jia'nan Zhou
- Factors affecting institutional investors to add crypto-currency to asset portfolios

- Wei Sun, Alisher Tohirovich Dedahanov, Ho Young Shin and Wei Ping Li
- How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons

- Xiyong Dong, Changhong Li and Seong-Min Yoon
- Global convergence of inflation rates

- Tie-Ying Liu and Chien-Chiang Lee
- Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market

- Qifa Xu, Mengting Li and Cuixia Jiang
- Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis

- Md. Bokhtiar Hasan, Masnun Mahi, M. Kabir Hassan and Abul Bashar Bhuiyan
- Exploring the development trend of internet finance in China: Perspective from club convergence

- Caiquan Bai, Hong Yan, Shanggang Yin, Chen Feng and Qian Wei
- President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries

- Yusaku Nishimura and Bianxia Sun
- Stock returns and carry trades

- Zilin Chen, Jianhua Gang and Zongxin Qian
- Diversified behavioral portfolio as an alternative to Modern Portfolio Theory

- Yeny E. Rodríguez, Juan M. Gómez and Javier Contreras
- The effects of FX-interventions on forecasters disagreement: A mixed data sampling view

- Mark Holmes, Ana Iregui and Jesus Otero
- Forecasting stock market volatility: Can the risk aversion measure exert an important role?

- Zhifeng Dai and Xiaoming Chang
- Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis

- Changqing Luo, Lan Liu and Da Wang
- Extreme risk spillovers between crude palm oil prices and exchange rates

- You-How Go and Wee Yeap Lau
- The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market

- Cao Guangxi and Wenhao Xie
- Region-wide connectedness of Asian equity and currency markets

- Takuji Kinkyo
- Stock Market’s responses to intraday investor sentiment

- Sang Ik Seok, Hoon Cho and Doojin Ryu
- A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis

- Can-Zhong Yao, Yi-Na Mo and Ze-Kun Zhang
- Tail risk and investors’ concerns: Evidence from Brazil

- Gustavo Freire
- Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches

- Kais Tissaoui, Besma Hkiri, Mariem Talbi, Waleed Alghassab and Khaled Issa Alfreahat
- The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns

- Ruina Wang and Jinfang Li
- Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets

- Thomas C. Chiang
- Can individual investors learn from experience in online P2P lending? Evidence from China

- ZhouPing Li, RuYi Ge, XiaoShuang Guo and Lingfei Cai
- Economic policy uncertainty and stock market returns: New evidence

- Yongan Xu, Jianqiong Wang, Zhonglu Chen and Chao Liang
- The impact of COVID-19 on the G7 stock markets: A time-frequency analysis

- Mobeen Ur Rehman, Sang Hoon Kang, Nasir Ahmad and Xuan Vinh Vo
- The COVID-19 Pandemic and Sovereign Bond Risk

- Alin Marius Andrieș, Steven Ongena and Nicu Sprincean
- A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors

- Piero Quatto, Gianmarco Vacca and Maria Zoia
- Analysis of the impact of COVID-19 pandemic on G20 stock markets

- Yanshuang Li, Xintian Zhuang, Jian Wang and Zibing Dong
- Herding in the bad times: The 2008 and COVID-19 crises

- Sandra Ferreruela and Tania Mallor
- A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model

- Shaoyu Li, Yuanyuan Zhang and Chunhui Zhu
- Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies

- Sangwon Suh and Daehwan Kim
- COVID-19 stringency measures and foreign investment: An early assessment

- Maela Giofre'
- Moral hazard, debt overhang and capital structure

- Bo Yang, Liu Gan and Chunhui Wen
- Applications of machine learning for corporate bond yield spread forecasting

- Jong-Min Kim, Dong H. Kim and Hojin Jung
- A novel profit cutting mechanism for Chinese Banks: Theory and Multi-dimensional evidence

- Chao Guan, Bo Yu and Sheng Bi
- A model of dynamic tail dependence between crude oil prices and exchange rates

- Ranran Guo and Wuyi Ye
- Financial development and economic growth in a microfounded small open economy model

- Bo Zhang and Peng Zhou
- The granularity of the Brazilian banking market

- Adriano Maia, Guilherme De Oliveira, Raul Matsushita and Sergio Da Silva
- How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?

- Xiyong Dong, Li Song and Seong-Min Yoon
- Assessing the reversal of investor sentiment

- Cherng G. Ding, Hung-Jui Wang, Meng-Che Lee, Wen-Chi Hung and Ten-Der Jane
- Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market

- Fei Su and Xinyi Wang
- Extendible stock loan

- Wei-Hwa Wu
- Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment

- Oguzhan Cepni and Rangan Gupta
- Information transmission between large shareholders and stock volatility

- Jie Li, Yongjie Zhang and Lidan Wang
- Lottery-like momentum in the cryptocurrency market

- Chiao-Han Lin, Kuang-Chieh Yen and Hui-Pei Cheng
- Measuring real–financial connectedness in the U.S. economy

- Erhan Uluceviz and Kamil Yilmaz
- Currency news and international bond markets

- Moustafa Abuelfadl and Ehab Yamani
- Is insurance normal or inferior? -A regret theoretical approach-

- Yoichiro Fujii, Mahito Okura and Yusuke Osaki
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