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Finance Research Letters

2004 - 2019

Current editor(s): R. Gençay

From Elsevier
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Volume 28, issue C, 2019

Leverage and corporate investment – Evidence from Vietnam pp. 1-5 Downloads
Xuan Vinh Vo
The dynamics of network communities and venture capital performance: Evidence from China pp. 6-10 Downloads
Chaokai Xue, Ping Jiang and Xinghua Dang
The fiction of full BEKK: Pricing fossil fuels and carbon emissions pp. 11-19 Downloads
Chia-Lin Chang and Michael McAleer
Do managers keep their word? The disclosure of merger intention at pre-merger issuance and M&A performance pp. 20-31 Downloads
Guo, Jie (Michael), Lu Li, Nan Hu and Xing Wang
The impact of tick-size reductions in foreign currency futures markets pp. 32-38 Downloads
Valeria Martinez and Yiuman Tse
Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller? pp. 39-44 Downloads
Zhuo Qiao and Kuntara Pukthuanthong
Explaining asset managers preference for the P&L method over RPAs when paying for research under MiFID II pp. 45-52 Downloads
Fidelio Tata
Sustainability, accountability and democracy: Ireland’s Troika experience pp. 53-60 Downloads
Sean Barrett, Shaen Corbet and Charles Larkin
New evidence on the impact of the English national soccer team on the FTSE 100 pp. 61-67 Downloads
Tobias Bauckloh, Sebastian Heiden, Christian Klein and Bernhard Zwergel
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies pp. 68-73 Downloads
Ahmet Sensoy
Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility pp. 74-81 Downloads
Jiro Hodoshima and Toshiyuki Yamawake
Missing the cut? How threshold effects distort U.S. small business lending trends pp. 82-86 Downloads
Mark Heil
The effect of the accidental disclosure of confidential short sales positions pp. 87-94 Downloads
Rients Galema and Dirk Gerritsen
On long memory effects in the volatility measure of Cryptocurrencies pp. 95-100 Downloads
Andrew Phillip, Jennifer Chan and Shelton Peiris
The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach pp. 101-106 Downloads
Guo-Dong Liu and Chi-Wei Su
Volatility discovery: Can the CDS market beat the equity options market? pp. 107-111 Downloads
Santiago Forte and Lidija Lovreta
Improving futures hedging performance using option information: Evidence from the S&P 500 index pp. 112-117 Downloads
Yujuan Bai, Zhiyuan Pan and Li Liu
Comparison of range-based volatility estimators against integrated volatility in European emerging markets pp. 118-124 Downloads
Josip Arnerić, Mario Matković and Petar Sorić
Credit expansion in a monetary policy game: Implications of the valuation haircut framework pp. 125-129 Downloads
Eleftherios Spyromitros and Panagiotis Tsintzos
Professional macroeconomic forecasts and Chinese commodity futures prices pp. 130-136 Downloads
Wuyi Ye, Ranran Guo, Ying Jiang, Xiaoquan Liu and Bruno Deschamps
Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets pp. 137-147 Downloads
Nguyen Canh, Thai Vu Hong Nguyen and Christophe Schinckus
Short-term exchange rate predictability pp. 148-152 Downloads
Yu Ren, Qin Wang and Xiangyu Zhang
Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe pp. 153-159 Downloads
Syed Jawad Hussain Shahzad, Thi Hong Van Hoang and Arreola-Hernandez, Jose
The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test pp. 160-164 Downloads
Shabbir Dastgir, Ender Demir, Gareth Downing, Giray Gözgör and Chi Keung Marco Lau
Does the corporate bond market overvalue bonds of sin companies? pp. 165-170 Downloads
Frank J. Fabozzi, Asjeet S. Lamba, Takeshi Nishikawa, Ramesh Rao and K.C. Ma
Losing by learning? A study of social trading platform pp. 171-179 Downloads
Xuejun Jin, Yu Zhu and Ying Sophie Huang
Political connections, network centrality and firm innovation pp. 180-184 Downloads
Li-Chuan Tsai, Ruhui Zhang and Cuifang Zhao
Enhancing binomial and trinomial equity option pricing models pp. 185-190 Downloads
Young Shin Kim, Stoyan Stoyanov, Svetlozar Rachev and Frank J. Fabozzi
Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing pp. 191-197 Downloads
Leon Li
Commonality in ask-side vs. bid-side liquidity pp. 198-207 Downloads
Ahmet Sensoy
Google searches and stock market activity: Evidence from Norway pp. 208-220 Downloads
Neri Kim, Katarína Lučivjanská, Peter Molnár and Roviel Villa
Day-of-the-week effects in financial contagion pp. 221-226 Downloads
Deeya Sewraj, Bartosz Gebka and Robert Anderson
Risk governance of financial institutions: The effect of ownership structure and board independence pp. 227-237 Downloads
Marion Dupire and Regine Slagmulder
The relationship between financial development and economic growth during the recent crisis: Evidence from the EU pp. 238-245 Downloads
Dimitrios Asteriou and Konstantinos Spanos
Market downturns, zero investment strategies and systematic liquidity risk pp. 246-253 Downloads
Hilal Anwar Butt and Nader Shahzad Virk
Badly hurt? Natural disasters and direct firm effects pp. 254-258 Downloads
Felix Noth and Oliver Rehbein
Cryptocurrency-portfolios in a mean-variance framework pp. 259-264 Downloads
Alexander Brauneis and Roland Mestel
Analytical valuation of power exchange options with default risk pp. 265-274 Downloads
Guangli Xu, Xinjian Shao and Xingchun Wang
Do investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market pp. 275-280 Downloads
Liang Wu, Xin Yan, Zhiming Fu and Rui Zhang
Model comparison tests of linear factor models in U.K. stock returns pp. 281-291 Downloads
Jonathan Fletcher
Risk assessment of mortgage covered bonds: International evidence pp. 292-298 Downloads
Marc Gürtler and Philipp Neelmeier
M&A price pressure revisited pp. 299-308 Downloads
Lawrence Kryzanowski and Nie, Yulin (George)
What determines bitcoin exchange prices? A network VAR approach pp. 309-318 Downloads
Paolo Giudici and Abu-Hashish, Iman
Study on the wandering weekday effect of the international carbon market based on trend moderation effect pp. 319-327 Downloads
Chen Zhang, Po Yun and Zulfiqar Ali Wagan
Corporate innovations as institutional anomie: Patent activities and financial performance of the international aerospace industry pp. 328-336 Downloads
Ann Shawing Yang and Hiromu Okada
Intraday price behavior of cryptocurrencies pp. 337-342 Downloads
Bill Hu, Thomas McInish, Jonathan Miller and Li Zeng
United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD pp. 343-347 Downloads
Afees Salisu
Behavioral heterogeneity and excess stock price volatility in China pp. 348-354 Downloads
Wei Zhang, Zhong-Qiang Zhou and Xiong Xiong
Investor behavior around monetary policy announcements: Evidence from the Korean stock market pp. 355-362 Downloads
Keun Woo Park, Dahae Hong and Ji Yeol Jimmy Oh
Does customer concentration disclosure affect IPO pricing? pp. 363-369 Downloads
Xuan Peng, Xiongyuan Wang and Kam C. Chan
CEO political preference and corporate innovation pp. 370-375 Downloads
Syungjin Han
China’s crude oil futures: Introduction and some stylized facts pp. 376-380 Downloads
Qiang Ji and Dayong Zhang
Tapping and waving to debt: Mobile payments and credit card behavior pp. 381-387 Downloads
Tobias Meyll and Andreas Walter
Investing in a random start American option under competition pp. 388-397 Downloads
Paulo J. Pereira and Artur Rodrigues
Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach pp. 398-411 Downloads
Aviral Tiwari, Goodness C. Aye and Rangan Gupta
The Australian bank levy: Do shareholders pay? pp. 412-415 Downloads
Dimitris K. Chronopoulos, Anna L. Sobiech and John Wilson
Stock liquidity and corporate cash holdings pp. 416-422 Downloads
Yi Hu, Yong Li and Jianyu Zeng
Are shocks on the returns and volatility of cryptocurrencies really persistent? pp. 423-430 Downloads
Lanouar Charfeddine and Youcef Maouchi
A characterization of CAT bond performance indices pp. 431-437 Downloads
Denis-Alexandre Trottier, Van Son Lai and Frédéric Godin
A new variant of RealGARCH for volatility modeling pp. 438-443 Downloads
Haibin Xie, Nan Qi and Shouyang Wang
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