Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 45, issue C, 2022

Capital market reactions to project finance loans

Manel Kammoun, Gabriel J. Power and Djerry C. Tandja M

Some international evidence on the causal impact of the yield curve

Michael D. Bordo and Joseph Haubrich

Information content and market liquidity in the fixed income market: Evidence from the swaption market

Takahiro Hattori

The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015)

Tam NguyenHuu

COVID-19 and currency dependences: Empirical evidence from BRICS

Yingying Xu and Donald Lien

The determinants of positive feedback trading behaviors in Bitcoin markets

Jying-Nan Wang, Yen-Hsien Lee, Hung-Chun Liu and Ming-Chih Lee

Modelling stock returns volatility with dynamic conditional score models and random shifts

Willy Alanya-Beltran

Recovering election winner probabilities from stock prices

Michael Hanke, Sebastian Stöckl and Alex Weissensteiner

Optimal lockdown policy for vaccination during COVID-19 pandemic

Yuting Fu, Hanqing Jin, Haitao Xiang and Ning Wang

Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics

Antonio Costa, Paulo Matos and Cristiano da Silva

OPEC News and Exchange Rate Forecasting Using Dynamic Bayesian Learning

Xin Sheng, Rangan Gupta, Afees Salisu and Elie Bouri

Economic policy uncertainty and fund flows to the United States

Joseph French and Wei-Xuan Li

Central bank gold reserves and sovereign credit risk

Sawan Rathi, Sanket Mohapatra and Arvind Sahay

How do stock, oil, and economic policy uncertainty influence the green bond market?

Linh Pham and Canh Phuc Nguyen

Impact of global health crisis and oil price shocks on stock markets in the GCC

Hisham Al Refai, Rami Zeitun and Mohamed Abdel-Aziz Eissa

COVID-19 Losses to the Real Estate Market: An Equity Analysis

James Chong and G. Michael Phillips

Board National Diversity and Dividend Policy: Evidence from Egyptian listed companies

Nermeen Shehata

The impact of COVID-19 on firm innovation: Evidence from Chinese listed companies

Xin Jin, Min Zhang, Guanghua Sun and Lixin Cui

A Value-at-Risk forecastability indicator in the framework of a Generalized Autoregressive Score with “Asymmetric Laplace Distribution”

Dima Bogdan, Dima Ştefana Maria and Ioan Roxana

Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond

Ameet Kumar Banerjee and H.K. Pradhan

COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis

Chiraz Karamti and Olfa Belhassine

Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic

Shaen Corbet, Hou, Yang (Greg), Yang Hu, Charles Larkin, Brian Lucey and Les Oxley

Research on the dynamic evolution and its influencing factors of stock correlation network in the Chinese new energy market

Wei Liu, Qianting Ma and Xiaoxing Liu

Momentum or reversal: Which is the appropriate third factor for cryptocurrencies?

Boxiang Jia, John W. Goodell and Dehua Shen

Who participated in the GameStop frenzy? Evidence from brokerage accounts

Tim Hasso, Daniel Müller, Matthias Pelster and Sonja Warkulat

Timing of tick size reduction: Threshold and smooth transition model analysis

Hiroyuki Maruyama and Tomoaki Tabata

Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk

Tetsuo Kurosaki and Young Shin Kim

Asset pricing model uncertainty and portfolio choice

Ignacio Carrasco and Erwin Hansen

International stock market risk contagion during the COVID-19 pandemic

Yuntong Liu, Yu Wei, Qian Wang and Yi Liu

The Effect of Investment Literacy on the Likelihood of Retail Investor Margin Trading and Having a Margin Call

Hohyun Kim, Kyoung Tae Kim and Sherman D. Hanna

The cryptocurrency uncertainty index

Brian Lucey, Samuel A. Vigne, Larisa Yarovaya and Yizhi Wang

COVID-19 And the african financial markets: Less infection, less economic impact ?

Gaye Del Lo, Théophile Basséne and Babacar Séne

Fintech-based Financial Inclusion and Risk-taking of Microfinance Institutions (MFIs): Evidence from Sub-Saharan Africa

Hasanul Banna, Md Aslam Mia, Mohammad Nourani and Larisa Yarovaya

Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic

Renee Fry-McKibbin, Matthew Greenwood-Nimmo, Cody Yu-Ling Hsiao and Lin Qi

Is cash the panacea of the COVID-19 pandemic: Evidence from corporate performance

Michael Zheng

Accounting-based downside risk and stock price crash risk: Evidence from China

Wei Huang, Yan Luo and Chenyang Zhang

Banks, FinTech and stock returns

Federico Carlini, Belinda Laura Del Gaudio, Claudio Porzio and Daniele Previtali

Adoption of digital technologies for micro and small business in Indonesia

Irwan Trinugroho, Putra Pamungkas, Jamal Wiwoho, Sylviana Maya Damayanti and Teddie Pramono

The impact of COVID-19 economic crisis on the speed of adjustment toward target leverage ratio: An international analysis

Thi Thuy Anh Vo, Mieszko Mazur and Thi Hong An Thai

Country-level corporate governance and lines of credit

Mohsen Mollagholamali and Ramesh Rao

The sustainability trap: Active fund managers between ESG investing and fund overpricing

Yannik Bofinger, Kim J. Heyden, Björn Rock and Christina Bannier

How stock markets reacted to COVID-19? Evidence from 25 countries

Deepa Bannigidadmath, Paresh Kumar Narayan, Dinh Phan and Qiang Gong

Shall the winning last? A study of recent bubbles and persistence

Akanksha Jalan, Roman Matkovskyy and Valerio Potì

The relative performance of green REITs: Evidence from financial analysts’ forecasts and abnormal returns

Alain Coën and Aurélie Desfleurs

The crowding-out effect of formal finance on the P2P lending market: An explanation for the failure of China's P2P lending industry

Jiapin Deng

COVID–19 media coverage and ESG leader indices

Md Akhtaruzzaman, Sabri Boubaker and Zaghum Umar

Analyzing the effects of terrorist attacks on the value of cash holdings

Hyeong Joon Kim, Seung Hun Han and Seongjae Mun

Frequency volatility connectedness and market integration in international real estate investment trusts

Kim Liow and Jeong Seop Song

The determinants of Bitcoin returns and volatility: Perspectives on global and national economic policy uncertainty

Chang-Che Wu, Shu-Ling Ho and Chih-Chiang Wu

Variance risk and the idiosyncratic volatility puzzle

Mahmoud Qadan and Kerem Shuval

Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets

Kwangil Bae and Soonhee Lee

Does the implementation of internal controls promote firm profitability? Evidence from private Vietnamese small- and medium-sized enterprises (SMEs)

Quang Vu and Nguyen Thi Thuy Nga

Benefit attribution in financial systems with bilateral netting

Hanah Lim

The Trilogy of Ownership, Income Diversification, and Performance Nexus: Empirical Evidence from Tunisian Banks

Nour Alouane, Ines Kahloul and Jocelyn Grira

Understanding exchange rate shocks during COVID-19

Paresh Kumar Narayan

Tail event-based sovereign credit risk transmission network during COVID-19 pandemic

Nader Naifar and Syed Jawad Hussain Shahzad

Ethnic minorities’ access to mortgages in the UK: The undesirable impact of the Great Financial Crisis

Solomon Deku, Alper Kara, Kay Smith and Mengxue Xia

The impact of provider-specific factors on the profitability of contract for difference traders

Viktor Hřebačka

Crash-based quantitative trading strategies: Perspective of behavioral finance

Yan Fang, Jie Yuan, J. Jimmy Yang and Shangjun Ying

Overconfidence and US stock market returns

Nicholas Apergis

Financial contagion in internet lending platforms: Who pays the price?

We Geng Cheng, Rodrigo Leite and Fabio Caldieraro

The risk aversion and uncertainty channels between finance and macroeconomics

Belén Nieto and Gonzalo Rubio

Persistence in US Treasury bonds

Emmanuel Abakah and Luis Gil-Alana

Foreign ownership and corporate risk-taking: Panel threshold evidence from a transactional economy

Rey Đặng, Nhu Tuyen Le, Krishna Reddy and Manh Chien Vu

Time varying market efficiency in the Brent and WTI crude market

Ugochi Chibuzor Okoroafor and Thomas Leirvik

US Stock return predictability with high dimensional models

Afees Salisu and Jean Paul Tchankam

Persistence of past: Impact of historical institutions on corporate risk taking

Mehul Raithatha and Manish Popli

Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries

Yasin Kutuk and Lina Barokas

Risk management of Bitcoin futures with GARCH models

Zi-Yi Guo

Family firms’ dividend policies: Evidence from a Japanese tax reform

Akitada Kasahara and Masanori Orihara

The impact of COVID-19 on SMEs in China: Textual analysis and empirical evidence

Yunchuan Sun, Xiaoping Zeng, Han Zhao, Betty Simkins and Xuegang Cui

Stock market reactions to COVID-19 lockdown: A global analysis

Matthias Scherf, Xenia Matschke and Marc Oliver Rieger

A study of interconnections and contagion among Chinese financial institutions using a ΔCoV aR network

Yan Chen, Dongxu Mo and Zezhou Xu

Financial support for unmet need for personal assistance with daily activities: Implications from China's long-term care insurance pilots

Lili Kang and Guangchuan Zhao

Performance of socially responsible firms during the COVID-19 crisis and trading behavior by investor type: Evidence from the Korean stock market

Sangki Lee, Dongyoup Lee, Chunghun Hong and Myung-Ho Park