Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 48, issue C, 2022

Global value chain and firms’ leverage: The mediator role of foreign ownership

Jingyi Gao

Financial constraints, exchange rate changes and export price: Evidence from Chinese exporters

Ting Chen, Wenjie Luo and Xunyong Xiang

Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model

Lingbo Gao, Wuyi Ye and Ranran Guo

Temperature and corporate risk taking in China

Mengling Zhou, Kangqi Jiang and Zhongfei Chen

Dynamic asymmetric dependence and portfolio management in cryptocurrency markets

Danyang Li, Yukun Shi, Liao Xu, Yahua Xu and Yang Zhao

Trust and pay gap: Quasi-natural experimental evidence from China

Lei Yin, Yunqing Tao and Meng Wang

Stock pledge restrictions and investment efficiency

Zhi-xiong Huang, Xiaozhong Li and Yuheng Zhao

The business cycles driven by loan defaults via credit creation: An agent-based perspective

Miao Yu, Zijian Feng and Yougui Wang

The mechanism for SMEs growth by applying stochastic dynamical approach

Huiqi Wang, Wei Yuan and George Yuan

Stakeholder-oriented corporate investment: A catering perspective

Leilei Gu and Huilin Zhang

Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets

Matthias X. Hanauer, Marina Kononova and Marc Steffen Rapp

The dollar’s ”Convenience Yield”

Michel Robe

Predicting the debt-equity decision

Geoffrey Peter Smith

Industry classification, industry momentum and short-term reversal

Scott Li

A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks

Zhenkun Wang, Elie Bouri, Paulo Ferreira, Syed Jawad Hussain Shahzad and Román Ferrer

Does broadband infrastructure boost firm productivity? Evidence from a quasi-natural experiment in China

Liangliang Zhang, Yunqing Tao and Cong Nie

Does the introduction of CSR criteria into CEO incentive pay reduce their earnings management? The case of companies listed in the SBF 120

Mohamed Khenissi, Abderrahman Jahmane and Mahrane Hofaidhllaoui

Do business models matter?

Melea Press and Janusz Brzeszczynski

What drives DeFi prices? Investigating the effects of investor attention

Shaen Corbet, John W. Goodell and Samet Günay

Disentangling acquisition premia: Evidence from the global market for corporate control

Francesco Baldi and Antonio Salvi

VIX and stock market volatility predictability: A new approach

Zhichao Liu, Jing Liu, Qing Zeng and Lan Wu

Does the digital transformation of enterprises affect stock price crash risk?

Keping Wu, Yumei Fu and Dongmin Kong

Corporate social responsibility (CSR) performance and green innovation: Evidence from China

Jing Hao and Feng He

Information disclosure of COVID-19 specific medicine and stock price crash risk in China

Jiangjiao Duan and Jingjing Lin

Bank resilience over the COVID-19 crisis: The role of regulatory capital

Yifei Cao and Jen-Yu Chou

Spillover nexus of financial stress during black Swan events

Rabin K Jana, Indranil Ghosh and Vinay Goyal

Does sustainable competitive advantage make a difference in stock performance during the Covid-19 pandemic?

Huaibing Yu

Stock prices, changes in liquidity, and liquidity premia

Hyun-Tak Lee, Bong-Soo Lee and Bong-Gyu Jang

Quantile connectedness and spillovers analysis between oil and international REIT markets

Walid Mensi, Ramzi Nekhili and Sang Hoon Kang

Jumps and stock market variance during the COVID-19 pandemic: Evidence from international stock markets

Qing Zeng, Xinjie Lu, Tao Li and Lan Wu

Climate impact on the USDA ending stocks forecast errors

Ziran Li, Ding Li, Tengfei Zhang and Tianyang Zhang

Corporate financialization and fixed investment rate: Evidence from China

Xiao Meng Jin, Yong Mai and Adrian Wai Kong Cheung

Disaggregating confusion? The EU Taxonomy and its relation to ESG rating

Maurice Dumrose, Sebastian Rink and Julia Eckert

Greenwashing and credit spread: Evidence from the Chinese green bond market

Guoquan Xu, Nuotian Lu and Yan Tong

Which uncertainty measures matter for the cross-section of corporate bond returns? Evidence from the U.S. during 1973–2020

Kiryoung Lee

Do computerized traders follow social norms? Evidence from the holocaust remembrance moment of silence

Menachem Abudy, Ilan Gildin and Yevgeny Mugerman

Using machine learning Meta-Classifiers to detect financial frauds

Muhammad Atif Khan Achakzai and Peng Juan

Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk

Fernanda Maria Müller, Samuel Solgon Santos, Thalles Weber Gössling and Marcelo Righi

Does managerial tone matter for stock liquidity? Evidence from textual disclosures

Man Dang, Premkanth Puwanenthiren, Manh Toan Nguyen, Viet Anh Hoang, Mieszko Mazur and Darren Henry

Global economic conditions index and oil price predictability

Wendai Lv and Qian Wu

Corporate decisions in times of war: Evidence from the Russia-Ukraine conflict

Onur Kemal Tosun and Arman Eshraghi

Labor investment efficiency and credit ratings

Ahsan Habib and Dinithi Ranasinghe

The long-term impact of bank mergers on stock performance and default risk: The aftermath of the 2008 financial crisis✰

Arnold Cowan, Valentina Salotti and Natalya A. Schenck

Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory

Francisco González-Pla and Lidija Lovreta

Do local innovation systems promote successful equity crowdfunding campaigns? Evidence from Italy

Francesca Battaglia, Andrea Regoli and Paolo Agnese

Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine

Sabri Boubaker, John W. Goodell, Dharen Pandey and Vineeta Kumari

Where's the green bond premium? Evidence from China

Quan Li, Kai Zhang and Li Wang

Does executive gender diversity supply accounting conservatism in traditional societies? Evidence from CEO-CFO combinations in China

Xiping Li, John W. Goodell, Jing Liao, Shouyu Yao and Xutang Liu

Aggregate recruiting intensity and cross-sectional stock returns

Jaewan Bae and Jangkoo Kang

Political catastrophe and firm strategies: Evidence from the capitol riot

Anqi Jiao, Han Ma and Honglin Ren

Political connection,government R&D subsidies and innovation efficiency: Evidence from China

Lanfang Wang, Yue Wang and Jing Zhou

Return adjusted charge ratios: What drives fees and costs of pension schemes?

Katarína Lučivjanská, Štefan Lyócsa, Marek Radvanský and Mária Širaňová

News sentiment and stock return: Evidence from managers’ news coverages

Yongan Xu, Chao Liang, Yan Li and Toan L.D. Huynh

Foreign equity lookback options with guarantees

Hangsuck Lee, Hongjun Ha and Minha Lee

Do property rights matter for bank loans? Evidence from China

Ying Wu, Yi Zhang, Guangzi Li and Fang Li

Environmental regulations and corporate social responsibility: Evidence from China's real-time air quality monitoring policy

Yue Zhang and Zhao Zhao

Improving hedging performance by using high–low range

Yu-Sheng Lai

The impact of the Russia-Ukraine conflict on the connectedness of financial markets

Zaghum Umar, Onur Polat, Sun-Yong Choi and Tamara Teplova

Trade volume affects bitcoin energy consumption and carbon footprint

Samuel Asumadu Sarkodie, Maruf Yakubu Ahmed and Thomas Leirvik

Gold, bonds, and epidemics: A safe haven study

Tonmoy Choudhury, Harald Kinateder and Biwesh Neupane

Avoiding the risk of de-legitimation: Impact of internationalization on earnings management of emerging market firms

Manish Popli, Mehul Raithatha and Lakshmi Goyal

Green finance reform and corporate innovation: Evidence from China✰

Chen Liu and Mengxu Xiong

Predicting the volatility of China's new energy stock market: Deep insight from the realized EGARCH-MIDAS model

Lu Wang, Chenchen Zhao, Chao Liang and Song Jiu

Price limit changes and market quality: Evidence from China

Tao Bing, Yian Cui, Ying Min and Xiong Xiong

How easy is it for investment managers to deploy their talent in green and brown stocks?

David Ardia, Keven Bluteau and Thien Duy Tran

Loss aversion and risky entrepreneurship

Claudio Bonilla and Diego Fica

Exploring the black box: Board gender diversity and corporate social performance

Michail Nerantzidis, Panayiotis Tzeremes, Andreas Koutoupis and Apostolos Pourgias

Lottery demand and the asset growth anomaly

Jing Lu, Nien-Tzu Yang, Keng-Yu Ho and Kuan-Cheng Ko

Cryptocurrency comovements and crypto exchange movement: The relocation of Binance

Mustafa Disli, Fatima Abd Rabbo, Thibault Leneeuw and Ruslan Nagayev

Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression

Zaghum Umar, Ahmed Bossman, Sun-Yong Choi and Tamara Teplova

Does digital finance reduce the employment in the finance industry? Evidence from China

Jiapin Deng and Yanchu Liu

Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention

Štefan Lyócsa and Tomáš Plíhal

One-site reform of public service and corporate investment

Xinyi Wang, Ling Zhu and Mianmian Ji

Do good intentions bring bad results? Climate finance and economic risks

Jinsong Zhao, Boxu Zhou and Xinrui Li

Averaging financial ratios

José Dias Curto and Pedro Serrasqueiro

A common pattern across asset pricing anomalies

Miloš Božović

The impact of interest rate policy on credit union lending during a crisis period

Lan Thi Mai Nguyen, Hiep Ngoc Luu and Thao Thi Phuong Nguyen

Public attention and executive perks: Evidence from China

Jian Zhang, Yue Yuan, Yinge Zhang and Jian Xu

Price determinants of non-fungible tokens in the digital art market

Florian Horky, Carolina Rachel and Jarko Fidrmuc

Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices

Hao Tian, Shaobo Long and Zixuan Li

Relationship between the news-based categorical economic policy uncertainty and US GDP: A mixed-frequency Granger-causality analysis

Yanran Hong, Pengfei Xu, Lu Wang and Zhigang Pan

The benevolence of the billionaires: Evidence from China's Hurun rich list1

Gaowen Kong, Li Xu and Wenzhe Zhang

U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?

Dexiang Mei and Yutang Xie

Development vs. political views of government ownership: How does it affect investment efficiency?

Ahmad Ghazali, Karren Lee-Hwei Khaw and Fauzi Bin Zainir

Russia–Ukraine war and systemic risk: Who is taking the heat?

Anum Qureshi, Muhammad Suhail Rizwan, Ghufran Ahmad and Dawood Ashraf

Environmental regulation and green innovation: Evidence from China's carbon emissions trading policy

Menghe Liu and Yuxiao Li

China's Belt and Road Initiative and Corporate Innovation

Xi Wu and Yanwu Si

The potential use of robo-advisors among the young generation: Evidence from Italy

Eleonora Isaia and Noemi Oggero