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Finance Research Letters

2004 - 2018

Current editor(s): R. Gençay

From Elsevier
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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