Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 49, issue C, 2022

CSR and idiosyncratic risk: Evidence from ESG information disclosure

Feng He, Shuqi Qin, Yuanyuan Liu and Ji Wu

Importance of ESG factors in sovereign credit ratings

Edouard Pineau, Phuong Le and Rémy Estran

Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence

Janusz Brzeszczynski, Jerzy Gajdka, Piotr Pietraszewski and Tomasz Schabek

Determinants of cryptocurrency returns: A LASSO quantile regression approach

Cetin Ciner, Brian Lucey and Larisa Yarovaya

User cost of foreign monetary assets under dollarization

Boniface Yemba

Deep learning in the Chinese stock market: The role of technical indicators

Chenyao Ma and Sheng Yan

Tax cuts and firms’ R&D capital efficiency

Yongmei Tu and Tianbao Liu

The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic

Zaghum Umar, Afsheen Abrar, Adam Zaremba, Tamara Teplova and Xuan Vinh Vo

Effects of China’s capital controls on individual asset categories

Shigeto Kitano and Yang Zhou

The disappearance of the zero-earnings discontinuity: SOX, dotcom boom or gradual decline?

Patrick Chardonnens, Peter Fiechter and Martin Wallmeier

Asymmetric asset correlation in credit portfolios

Yongbok Cho and Yongwoong Lee

Distracted analysts and earnings management

Thanh Dat Le and Tri Trinh

Empirical test of the impact of the digital economy on China's employment structure

Bangzheng Wu and Weiguo Yang

By what way women on corporate boards influence corporate social performance? Evidence from a semiparametric panel model

Maria Giuseppina Bruna, Rey Đặng, L'hocine Houanti, Jean-Michel Sahut and Michel Simioni

Weathering information disruption: Typhoon strikes and analysts’ forecast dispersion

Haoyu Gao, Huiyu Wen and Shujiaming Yu

Narcissistic leaders do not share! The relationship between top managers' narcissism and the distribution of value added

Carlos Alves and Maria João Guedes

Silence is golden? Responses to rumors by Chinese listed firms

Kaiyi Liu, Xianghui Yuan, Chen Wang and Wenxuan Hou

Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals

Andre Santos and Hudson S. Torrent

Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine

Yihan Wang, Elie Bouri, Zeeshan Fareed and Yuhui Dai

Female representation on boards and carbon emissions: International evidence

Hatem Rjiba and Tharshan Thavaharan

To green or not to green: The influence of board characteristics on carbon emissions

Christian Kreuzer and Christopher Priberny

Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach

Cao Guangxi and Wenhao Xie

Central bank speeches and digital currency competition

Stefan Scharnowski

Time-varying causality between stock prices and macroeconomic fundamentals: Connection or disconnection?

Vincent Fromentin

Investment dynamics and forecast: Mind the frequency

Juha Kilponen and Fabio Verona

A note on modelling yield curve control: A target-zone approach

Cho-Hoi Hui, Andrew Wong and Chi-Fai Lo

Valuation effects of emissions reduction target disclosures

Urvashi Khandelwal, Prateek Sharma and Viswanathan Nagarajan

Attention to Authority: The behavioural finance of Covid-19

Matt Burke, John Fry, Sean Kemp and Drew Woodhouse

Join the club! Dynamics of global ESG indices convergence

Marco Kerkemeier and Robinson Kruse-Becher

Managerial myopia and firm productivity: Evidence from China

Xin Sheng, Songlin Guo and Xiaochen Chang

Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence

Pratap Chandra Pati

Forecasting tail risk for Bitcoin: A dynamic peak over threshold approach

Rui Ke, Luyao Yang and Changchun Tan

Do terrorist attacks matter for currency excess returns?

Yiye Liu, Liyan Han, You Wu and Libo Yin

European bank profitability: The great convergence?

Martien Lamers, Thomas Present and Rudi Vander Vennet

Does unit of account affect willingness to pay? Evidence from metaverse LAND transactions✰

Voraprapa Nakavachara and Kanis Saengchote

Relevance of Wrong-Way Risk in Funding Valuation Adjustments

Thomas van der Zwaard, Lech A. Grzelak and Cornelis W. Oosterlee

How does family control affect stock price synchronicity?

Zeineb Barka, Ramzi Benkraiem, Taher Hamza and Faten Lakhal

Bid premiums and cumulative abnormal returns: An empirical investigation on the consequences of the Covid-19 pandemic

Barbara Sveva Magnanelli, Luigi Nasta and Emanuele Ramazio

Tax Authority Enforcement and Corporate Social Security Contributions: Evidence from China

Chen Feng, Yongwei Ye and Yunqing Tao

Do the green bonds overreact to the COVID-19 pandemic?

Tianxiang Cui, Muhammad Tahir Suleman and Hongwei Zhang

The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter

Aman Saggu

Reconstructing a complex financial network using compressed sensing based on low-frequency time series data

Jingjian Si, Jinsheng Zhou, Xiangyun Gao, Wang Ze, Wu Tao and Yiran Zhao

The Bright Side of Financial Constraint on Corporate Innovation: Evidence from the Chinese Bond Market

Xiaowei Lin, Qihao Zhang, Aihua Chen and Pengdong Zhang

Do investors react differently? Evidence from hospitality sector during the covid-19 pandemic

Onur Kemal Tosun

Banks’ liability structure and risk taking: Evidence from a quasi-natural experiment in China

Xiaoxiong Chen, Guanchun Liu, Yuanyuan Liu and Yanren Zhang

Seeking sigma: Time-of-the-day effects on the Bitcoin network

Hossein Jahanshahloo, Shaen Corbet and Les Oxley

Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict

Foued Saâdaoui, Sami Ben Jabeur and John W. Goodell

Cash management and risk-taking incentives with performance-sensitive debt under stochastic financing conditions

Yanming Yao and Pengfei Luo

Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?

Inés Jiménez, Andrés Mora-Valencia and Javier Perote

Stock market return predictability revisited: Evidence from a new index constructing the oil market

Wang Chen, Julien Chevallier, Jiqian Wang and Juandan Zhong

Does digital transformation matter for corporate risk-taking?

Guangning Tian, Bo Li and Yue Cheng

Judge Ideology and Corporate Sexual Orientation Equality

Ashrafee Hossain, Hatem Rjiba and Samir Saadi

Ethical window dressing: SRI funds are as good as their word

Fernando Muñoz, Cristina Ortiz and Luis Vicente

Missing momentum in China: Considering individual investor preference

Shouyu Yao, Yuanyuan Qin, Feiyang Cheng, Ji Wu and John.W. Goodell

Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions

Ronil Barua and Anil K. Sharma

Switching connectedness between real estate investment trusts, oil, and gold markets

Walid Mensi, Juan Reboredo, Andrea Ugolini and Xuan Vinh Vo

It's just a matter of time: Abnormal returns after firms stop repurchasing shares

Nicholas Clarke

Related party transactions and dividend payouts

Moataz El-Helaly and Bilal Al-Dah

Opioid abuse and corporate social responsibility

Jing Jia and Zhongtian Li

Does social capital influence executive risk-taking incentives?

Pornsit Jiraporn, Sang Mook Lee and Hyeongsop Shim

Political appointees and firms’ long-term capital market performance: Evidence from Central European countries

Krzysztof Jackowicz, Łukasz Kozłowski and Błażej Podgórski

Corporate Opacity, Corporate Social Responsibility, and Financial Performance

Sooin Kim and Jungmin Yoo

High frequency trading and standard asset pricing models

Robert Jarrow

Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios

Walid Mensi, Muhammad Shafiullah, Xuan Vinh Vo and Sang Hoon Kang

Do female directors mitigate asymmetric cost behavior? Evidence from international data

Anh-Tuan Le, Thao Phuong Tran and Tzu-Chang Forrest Cheng

Stochastic asset allocation and reinsurance game under contagious claims

Guo Liu, Zhuo Jin, Shuanming Li and Jiannan Zhang

Portfolio diversification possibilities between the stock and housing markets in G7 countries: Evidence from the time-varying Granger causality

Chien-Fu Chen and Shu-hen Chiang

Is ESG the key to unlock debt financing during the COVID-19 pandemic? International evidence

Jagriti Srivastava, Aravind Sampath and Balagopal Gopalakrishnan

Does bank deposits volatility react to political instability in developing countries?

Joseph G. Attila

Can Bitcoin help money cross the border: International evidence

Hong Bao, Jianjun Li, Yuchao Peng and Qiang Qu

Voluntary CEO turnover, online information, and idiosyncratic volatility

Leilei Gu, Xiaoyu Li, Yuchao Peng and Junnan Zhou

Bank non-performing loans, loan charge-offs, and crime incidence

Justin Jin, Khalid Nainar and Chenwei Sun

Inflation rate tracking portfolio optimization method: Evidence from Japan

Kei Nakagawa and Yoshiyuki Suimon

Is geopolitical risk priced in the cross-section of cryptocurrency returns?

Huaigang Long, Ender Demir, Barbara Będowska-Sójka, Adam Zaremba and Syed Jawad Hussain Shahzad

Interdependence, contagion and speculative bubbles in cryptocurrency markets

Walter Bazán-Palomino

Cross-Market Investor Sentiment of Energy Futures and Return Comovements

Rongda Chen, Shengnan Wang, Mengya Ye, Chenglu Jin, He Ren and Shu Chen

Environmental regulation and the cost of debt: Evidence from the carbon emission trading system pilot in China

Xiaoran Ni, Qi Jin and Kunhao Huang

COVID19: A blessing in disguise for European stock markets?

Chi-Wei Su, Syed Kumail Abbas Rizvi, Bushra Naqvi, Nawazish Mirza and Muhammad Umar

Can U.S. trade policy uncertainty help in predicting stock market excess return?

Dakai Li, Fan Zhang and Xuezhi Li

The world uncertainty index and GDP growth rate

Na Liu and Fumin Gao

Quantifying information transfer among clean energy, carbon, oil, and precious metals: A novel transfer entropy-based approach

Zouhaier Dhifaoui, Rabeh Khalfaoui, Mohammad Zoynul Abedin and Baofeng Shi

Online attention and mutual fund performance: Evidence from Norway

Hamid Cheraghali, Sofia Aarstad Igeh, Kuan-Heng Lin, Peter Molnár and Iddamalgodage Wijerathne

COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices

Francisco Lúcio and Jorge Caiado

Social interactions and Chinese households’ participation in the risky financial market

Qize Li, Dirk Brounen, Jianjun Li and Xu Wei

Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective

Chen Wang, Dehua Shen and Youwei Li

How do Equity Investors Assess the Efficiency of Global Financial Institutions?

Michael S. Pagano

Transactions costs and the equity premium puzzle

Sanghyun Hong

Does the paternalism of founder-managers improve firm innovation? Evidence from Chinese non-state-owned listed firms

Lan Sun, Shaobo Liu and Peng Chen

Calculation of the transition coefficient and moderate level of China's pension system unification

Huaizhong Mu and Ao Yang

Does gambling culture affect firms’ investment efficiency?

Nan Lin, Han Chen, Pengdong Zhang and Weiqian Liu

Using the pension multiple to measure retirement outcomes

Aaron Minney, Zili Zhu, Ying Guo, Jiaming Li, Peter Toscas, Bonsoo Koo and Athanasios A. Pantelous

Ancestry barriers to the cross-border diffusion of global market information

Anita Todea

Corporate culture and bank debt

Mostafa Monzur Hasan

The looming crisis in the Chinese stock market? Left-tail exposure analysis of Chinese stocks to Evergrande

Oleg Deev, Štefan Lyócsa and Tomáš Výrost

Bubbles across Meme Stocks and Cryptocurrencies

Arash Aloosh, Samuel Ouzan and Syed Jawad Hussain Shahzad

Are non-fungible tokens (NFTs) different asset classes? Evidence from quantile connectedness approach

Yufei Xia, Jinglong Li and Yating Fu

The relationship between political connections and firm performance: An empirical analysis in Europe

Maurizio La Rocca, Francesco Fasano, Francesco Cappa and Neha Neha

The impact of liquidity constraints and cashflows on the optimal retirement problem

Guodong Ding and Daniele Marazzina

An empirical study on the characterization of implied volatility and pricing in the Chinese option market

Qingqian Fan and Sixian Feng

Does air pollution affect dividend policy

Zhenyu Hu and Jui-Chin Chang

The assessment of socio-environmental performance change: A Benefit of the Doubt indicator based on Directional Distance Function and Malmquist productivity index

Béchir Ben Lahouel, Younes Ben Zaied, Lotfi Taleb and Kristína Kočišová

Examining the Maturity of Bitcoin Price through a Catastrophic Event: The Case of Structural Break Analysis During the COVID-19 Pandemic

Yen-Sheng Lee, Ace Vo and Thomas A. Chapman

Online prices and inflation during the nationwide COVID-19 quarantine period: Evidence from 107 Chinese websites

Tingfeng Jiang, Taoxiong Liu, Ke Tang and Jiaqing Zeng

Quantifying productivity gains from foreign direct investment: The mediating role of provincial institutional quality

Tran Duc Hiep, Bui Hoang Trung and Le Van Chien

Analytical properties of Hasbrouck and generalized information shares

Donald Lien, Keshab Shrestha and Lianne Mei Quin Lee

Corporate executives’ incentives and ESG performance

Ga-Young Jang, Hyoung-Goo Kang and Woojin Kim

Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models

Elie Bouri, Christina Christou and Rangan Gupta

The equilibrium effects of digital technology on banking, production, and employment

Nian Liu, Xinhua Gu and Chun Kwok Lei

An enhanced Gerber statistic for portfolio optimization

William Smyth and Daniel Broby

Moment conditions for fractional degree stochastic dominance

Hongxia Wang, Lin Zhou, Peng-Fei Dai and Xiong Xiong