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
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Volume 57, issue C, 2021

Factor pricing of cryptocurrencies

Qiyu Wang and Terence Tai Leung Chong

Write-down bonds, credit risk and imperfect information

Zhiming Zhao, Shasha Li and Huiling Tang

Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis

Walid Ahmed

How does the money market development impact the bank lending channel of emerging Countries? A case from China

Shurui Zhan, Yangfei Tang, Shuai Li, Yaojun Yao and Minghua Zhan

Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020

Yang Gao, Yangyang Li and Yaojun Wang

Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry

Wensheng Kang, Fernando Pérez de Gracia and Ronald Ratti

Preference for bid time in hybrid auctioned IPOs: Evidence from China

Jingbin He, Xinru Ma and Jingchi Liao

The effects of oil price shocks on inflation in the G7 countries

Fenghua Wen, Keli Zhang and Xu Gong

Sensitivity of US equity returns to economic policy uncertainty and investor sentiments

Mobeen Ur Rehman, Ahmet Sensoy, Veysel Eraslan, Syed Jawad Hussain Shahzad and Xuan Vinh Vo

“One person’s decision” or “collective voting”: Evidence of overconfident investing in Chinese listed companies

Chao Liang, Bai Liu and Yin-Che Weng

Indicator selection and stock return predictability

Zhifeng Dai and Huan Zhu

Estimating yield spreads volatility using GARCH-type models

Jong-Min Kim, Dong H. Kim and Hojin Jung

Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic

David Okorie and Boqiang Lin

Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?

Ling Lin, Zhongbao Zhou, Yong Jiang and Yangchen Ou

The daily relationship between U.S. asset prices and stock prices of American countries

Chang-Chiang Chin and Warinthorn Paphakin

Fiscal retrenchments and the transmission mechanism of the sovereign risk channel for highly indebted countries

Elton Beqiraj, Silvia Fedeli and Massimiliano Tancioni

Does bond market development enhance the banking sector’s efficiency in resource allocation? Industry-level evidence from Korea

Donghyun Park, Kwanho Shin and Shu Tian

Evolution of price effects after one-day abnormal returns in the US stock market

Alex Plastun, Xolani Sibande, Rangan Gupta and Mark Wohar

A model of information diffusion with asymmetry and confidence effects in financial markets

Haijun Yang, Shu Qi, Zhou Zhang and David Koslowsky

Independent director tenure and corporate transparency

Hui Liang James, Thanh Ngo and Hongxia Wang

The impact of financial technology on China’s banking industry: An application of the metafrontier cost Malmquist productivity index

Tsui-Yueh Cho and Yi-Shuan Chen

Herding in Open-end Funds: Evidence from China

Hu Wang, Shouwei Li and Yuyin Ma

Jump Interdependencies: Stochastic linkages among international stock markets

Saranya Kshatriya and Krishna Prasanna

Economic policy uncertainty and cost of debt financing: International evidence

Quoc Trung Tran

Valuation of options on the maximum of two prices with default risk under GARCH models

Xingchun Wang

Forecasting stock index price using the CEEMDAN-LSTM model

Yu Lin, Yan Yan, Jiali Xu, Ying Liao and Feng Ma

Cross-shareholding network and corporate bond financing cost in China

Hongling Guo, Yue Sun and Xuemei Qiu

Regime switches and commonalities of the cryptocurrencies asset class

Gianna Figà-Talamanca, Sergio Focardi and Marco Patacca

Dynamic time series momentum of cryptocurrencies

Oliver Borgards

Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare

Michael Donadelli and Patrick Grüning

Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs

Ying Yuan, Yizhao Huang and Haoran Chen

Long-term wealth growth portfolio allocation under parameter uncertainty: A non-conservative robust approach

Bo Zhu and Tianlun Zhang

Heterogeneous beliefs with herding behaviors and asset pricing in two goods world

Hailong Wang and Duni Hu

Financial openness and Chinese regional growth imbalance: New insight from spatial spillovers

Shenguo Yuan and Zhouheng Wu

The effectiveness of price-stabilizing share buybacks: Evidence from listed firms in Vietnam

Huabing Barbara Wang, Cuong Nguyen and Nurul A. Rafi

Analysis of the gold fixing price fluctuation in different times based on the directed weighted networks

Guangyong Zhang, Le Jiang, Lixin Tian and Min Fu

Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence

Jorge Pérez-Rodríguez, Julián Andrada-Félix and Heiko Rachinger

The impact of ultimate controller’s ownership on cash dividend policy based on a comparative analysis between owner-management and professional-management modes

Xiaobao Song, Mingan Yao, Wunhong Su and Danming Lin

Institutional investors’ ownership stability and their investee firms’ equity mispricing

Hamid Sakaki, Surendranath Jory and Dave Jackson

Predicting equity premium using dynamic model averaging. Does the state–space representation matter?

Nima Nonejad

Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions

Shu-Han Hsu, Chwen Sheu and Jiho Yoon

The impact of economic uncertainty and geopolitical risks on bank credit

Ender Demir and Gamze Ozturk Danisman

Does environmental law enforcement matter for financial reporting quality?

Xuehui Zhang, Jianhua Tan, Yining Chen and Kam C. Chan

Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach

Walid Mensi, Yun-Jung Lee, Xuan Vinh Vo and Seong-Min Yoon

Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis

Huiming Zhu, Weiyan Chen, Liya Hau and Qitong Chen

Income diversification and bank risk in Asia Pacific

Chunyang Wang and Yongjia Lin

TrAffic LIght system for systemic Stress: TALIS3

Massimiliano Caporin, Laura Garcia-Jorcano and Juan Jimenez-Martin

Are Google searches making the Bitcoin market run amok? A tail event analysis

David Neto

Cross-sectional tests of asset pricing models with full-rank mimicking portfolios

Jinyong Kim, Kun Ho Kim and Jeong Hwan Lee

Effects of quantitative easing on firm performance in the euro area

Petr Korab, Ray Saadaoui Mallek and Selahattin Dibooglu

Does inequality help in forecasting equity premium in a panel of G7 countries?

Christina Christou, Rangan Gupta and Fredj Jawadi