Economics at your fingertips  

Finance Research Letters

2004 - 2018

Current editor(s): R. Gençay

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 26, issue C, 2018

CEO tenure and corporate misconduct: Evidence from US banks pp. 1-8 Downloads
Yener Altunbas, John Thornton and Yurtsev Uymaz
What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank pp. 9-14 Downloads
Mikael Petitjean
Investor sentiment and emerging stock market liquidity pp. 15-31 Downloads
Byomakesh Debata, Saumya Ranjan Dash and Jitendra Mahakud
Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach pp. 32-39 Downloads
Saumya Ranjan Dash and Debasish Maitra
Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets pp. 40-46 Downloads
Christopher Gan, Gilbert Nartea and Wu, Ji (George)
Spatial analysis of sovereign risks: The case of emerging markets pp. 47-55 Downloads
Gül Huyugüzel Kışla and A. Özlem Önder
A spatial-temporal analysis of financial literacy in United States of America pp. 56-62 Downloads
Geng Peng, Fang Liu, Wenyi Lu, Kaicheng Liao, Changan Tang and Lei Zhu
Informed trading in the Bitcoin market pp. 63-70 Downloads
Wenjun Feng, Yiming Wang and Zhengjun Zhang
Does CSR impact premiums in M&A transactions? pp. 71-80 Downloads
Mathieu Gomes and Sylvain Marsat
Datestamping the Bitcoin and Ethereum bubbles pp. 81-88 Downloads
Shaen Corbet, Brian Lucey and Larisa Yarovaya
Testing for bubbles in stock markets with irregular dividend distribution pp. 89-94 Downloads
Itamar Caspi and Meital Graham
Moral hazard and default risk of SMEs with collateralized loans pp. 95-99 Downloads
José A. Castillo, Mora-Valencia, Andrés and Javier Perote
Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis pp. 100-105 Downloads
Jamal Bouoiyour, Refk Selmi and Mark Wohar
Sentiment and asset price bubble in the precious metals markets pp. 106-111 Downloads
Wei-Fong Pan
Approximating risk-free curves in sparse data environments pp. 112-118 Downloads
C.J. van der Merwe, D. Heyman and T. de Wet
Study on the influence mechanism of air quality on stock market yield and Volatility: Empirical test from China based on GARCH model pp. 119-125 Downloads
Na An, Baixue Wang, Peilin Pan, Kun Guo and Yi Sun
The information content of insider trading: Evidence from China pp. 126-131 Downloads
Ying Qiu, Hua He and Gang Xiao
Heterogeneity in the internationalization of R&D: Implications for anomalies in finance and macroeconomics pp. 132-138 Downloads
Patrick Grüning
The effect of liquidity on non-marketable securities pp. 139-144 Downloads
(Meni) Abudy, Menachem, Hadar Binsky and Alon Raviv
Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation pp. 145-149 Downloads
Ender Demir, Giray Gozgor, Chi Keung Marco Lau and Samuel A. Vigne
Do all oil price shocks have the same impact? Evidence from the euro area pp. 150-155 Downloads
Anastasios Evgenidis
Mean-variance theory with imprecise accounting information pp. 156-161 Downloads
Gady Jacoby, Shi Li and Yan Wang
Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds: Evidence from a quasi-natural experiment in China pp. 162-168 Downloads
Ningyu Qian
Family CEO and information disclosure: Evidence from China pp. 169-176 Downloads
Jingjing Xu and Yan Zhang
A single-stage approach for cointegration-based pairs trading pp. 177-184 Downloads
K.F. Law, W.K. Li and Philip L.H. Yu
Can microstructure noise explain the MAX effect? pp. 185-191 Downloads
Xindong Zhang, Lixu Xie, Yue Zhai and Dong Wang
Learning from outsiders: Do managers benefit from communication with market participants? pp. 192-197 Downloads
Dongmin Kong, Shasha Liu and Yanan Wang
Algorithmic trading and liquidity: Long term evidence from Austria pp. 198-203 Downloads
Roland Mestel, Michael Murg and Erik Theissen
Oil market volatility and stock market volatility pp. 204-214 Downloads
Milan Bašta and Peter Molnár
Political uncertainty and the cost of equity capital pp. 215-222 Downloads
Xiaorong Li, Jingbo Luo and Kam C. Chan
Bias and misrepresentation revisited: Perspective on major equity indices pp. 223-229 Downloads
Lars Kaiser, Michael Fleisch and Lukas Salcher
Impact of terrorism on stock markets: Empirical evidence from the SAARC region pp. 230-234 Downloads
Naukhaiz Chaudhry, David Roubaud, Waheed Akhter and Muhammad Shahbaz
Portfolio valuation under liquidity constraints with permanent price impact pp. 235-241 Downloads
Péter Csóka and Judit Hevér
Deposit insurance pricing under GARCH pp. 242-249 Downloads
Hailong Liu, Rui Li and Jinjian Yuan
Unconventional monetary policy and the ‘currency wars’ pp. 250-254 Downloads
John Thornton and Caterina di Tommaso
Credit default swaps and regulatory capital relief: Evidence from European banks pp. 255-260 Downloads
John Thornton and Caterina di Tommaso
The opposite disposition effect: Evidence from the Korean stock index futures market pp. 261-265 Downloads
Yunsung Eom
Debt market illiquidity and correlated default risk pp. 266-273 Downloads
Siamak Javadi and Mohsen Mollagholamali
An analysis of liquidity skewness for European sovereign bond markets pp. 274-280 Downloads
Wei Yan, Philip Hamill, Youwei Li, Samuel A. Vigne and James Waterworth
Causality in the EMU sovereign bond markets pp. 281-290 Downloads
Mariano González-Sánchez

Volume 25, issue C, 2018

Risk transmitters and receivers in global currency markets pp. 1-9 Downloads
Syed Jawad Hussain Shahzad, Arreola-Hernandez, Jose, Stelios Bekiros and Mobeen Ur Rehman
Pricing within and across asset classes pp. 10-15 Downloads
Victoria Dobrynskaya
Global cash flow sensitivities pp. 16-22 Downloads
Simon Döring, Wolfgang Drobetz, Malte Janzen and Iwan Meier
Can banks identify firms’ real earnings management? Evidence from China pp. 23-29 Downloads
Yuanhui Li, Weiqian Nie, Erwei Xiang and Hadrian Geri Djajadikerta
Acquiring organizational capital pp. 30-35 Downloads
Peixin Li, Frank Weikai Li, Baolian Wang and Zilong Zhang
Income distribution in troubled times: Disadvantage and dispersion dynamics in Europe 2005–2013 pp. 36-40 Downloads
Roger J. Bowden, Peter N. Posch and Daniel Ullmann
Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies pp. 41-46 Downloads
Shubhasis Dey and Aravind Sampath
Short selling and the rounding of analysts’ forecasts pp. 47-54 Downloads
Hae Mi Choi
Distribution uncertainty and expected stock returns pp. 55-61 Downloads
Joon Chae and Eun Jung Lee
Refinancing pressure and earnings management: Evidence from changes in short-term debt and discretionary accruals pp. 62-68 Downloads
L. Paige Fields, Manu Gupta, Mike Wilkins and Shage Zhang
Family ownership and risk taking pp. 69-75 Downloads
Eun Jung Lee, Joon Chae and Yu Kyung Lee
A parametric bootstrap to evaluate portfolio allocation models pp. 76-82 Downloads
Wentworth Boynton and Fang Chen
Unit root quantile autoregression testing with smooth structural changes pp. 83-89 Downloads
Haiqi Li and Chaowen Zheng
Signaling through government subsidy: Certification or endorsement pp. 90-95 Downloads
Ziqiao Yan and Yue Li
Bid–ask spread and liquidity searching behaviour of informed investors in option markets pp. 96-102 Downloads
Alejandro Bernales, Carlos Cañón and Thanos Verousis
Bitcoin, gold and the US dollar – A replication and extension pp. 103-110 Downloads
Dirk G. Baur, Thomas Dimpfl and Konstantin Kuck
Institutional quality and FDI inflows in Arab economies pp. 111-123 Downloads
Omar Ghazy Aziz
Financial openness and market liquidity in emerging markets pp. 124-130 Downloads
Chia-Hao Lee and Pei-I Chou
The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach pp. 131-136 Downloads
Rangan Gupta, John Weirstrasd Muteba Mwamba and Mark Wohar
Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea pp. 137-144 Downloads
Jinyong Kim and Yongsik Kim
Estimating stochastic volatility with jumps and asymmetry in Asian markets pp. 145-153 Downloads
K. Saranya and P. Krishna Prasanna
Ownership structure in Japanese banking industry: Evolution and effects pp. 154-159 Downloads
Bing Li, Changhong Li and Zhenyu Wu
Does inflation affect sensitivity of investment to stock prices? Evidence from emerging markets pp. 160-164 Downloads
Omar Farooq and Neveen Ahmed
Internal control weakness, investment and firm valuation pp. 165-171 Downloads
Gady Jacoby, Yingqi Li, Tianze Li and Steven Xiaofan Zheng
Public capital and asset prices: Time-series evidence from Japan pp. 172-176 Downloads
Kazuki Hiraga, Masafumi Kozuka and Tomomi Miyazaki
Short-run price performance of venture capital trust in initial public offerings pp. 177-182 Downloads
Tianna Yang, Wenxuan Hou and Ping Li
Strike asymptotics for Laplace implied volatilities pp. 183-189 Downloads
Dilip B. Madan and King Wang
Effects of investor attention on commodity futures markets pp. 190-195 Downloads
Yi Kou, Qiang Ye, Feng Zhao and Xiaolin Wang
Using the right implied volatility quotes in times of low interest rates: An empirical analysis across different currencies pp. 196-201 Downloads
Jinal Patel, Vincenzo Russo and Frank J. Fabozzi
Downside and upside risk spillovers from China to Asian stock markets: A CoVaR-copula approach pp. 202-212 Downloads
Xiaoye Jin
The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement pp. 213-221 Downloads
Byung Hwa Lim, Ho-Seok Lee and Yong Hyun Shin
Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV): Evidence from China's stock market pp. 222-229 Downloads
Yuan Ping and Rui Li
Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets pp. 230-238 Downloads
Walid Mensi, Ferihane Zaraa Boubaker, Khamis Hamed Al-Yahyaee and Sang Hoon Kang
Loan loss provisions and macroeconomic shocks: Some empirical evidence for italian banks during the crisis pp. 239-243 Downloads
Guglielmo Maria Caporale, Matteo Alessi, Stefano Di Colli and Juan Sergio Lopez
How does short selling affect liquidity in financial markets? pp. 244-250 Downloads
Benjamin M. Blau and Ryan J. Whitby
Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach pp. 251-258 Downloads
Peng Guo, Huiming Zhu and Wanhai You
Another look at anchoring and stock return predictability pp. 259-265 Downloads
Ajay Bhootra
How does credit market distortion affect corporate investment efficiency? The role of managerial forecast pp. 266-273 Downloads
Yizhong Wang, Lifang Chen, Ying Sophie Huang and Yong Li
When institutions passively curb earnings management: Evidence from the Korean market pp. 274-279 Downloads
Chune Young Chung, Ji Hoon Hwang, Donghyun Kim and Chang Liu
Time-varying long-term memory in Bitcoin market pp. 280-284 Downloads
Yonghong Jiang, He Nie and Weihua Ruan
Page updated 2018-12-10