Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 44, issue C, 2022

An analytic approach To network-based modelling for contagious defaults

Jong Jun Park and Hyun Jin Jang

Does environmental performance help firms to be more resilient against environmental controversies? International evidence

Sylvain Marsat, Guillaume Pijourlet and Muhammad Ullah

Early-stage financing diversity and firms’ export intensity: a cross-country analysis

Davide Castellani, Elisa Giaretta and Raffaele Staglianò

Cryptocurrency returns and the volatility of liquidity

Thomas Leirvik

Graph-based multi-factor asset pricing model

Bumho Son and Jaewook Lee

Analyst's stock views and revision actions

Tao Li

Financing constraints and growth of private family firms: Evidence from different legal origins

Pablo Doucet and Ignacio Requejo

How do investors perceive convertible bond issuing decisions?

Marie Dutordoir, Yulia Merkoulova and Chris Veld

CSR & financial performance: Facing methodological and modeling issues commentary paper to the eponymous FRL article collection

Maria Giuseppina Bruna and Béchir Ben Lahouel

Firm efficiency and stock returns during the COVID-19 crisis

Daniel Neukirchen, Nils Engelhardt, Miguel Krause and Peter N. Posch

Policy uncertainty and the sovereign-bank nexus: A time-frequency analysis using wavelet transformation

Stephan Bales

Better safe than sorry. Bank corporate governance, risk-taking, and performance

Marina Brogi and Valentina Lagasio

The anatomy of the disposition effect: Which factors are most important?

Yongkil Ahn

Dynamics of gross capital flows and financial stress in China

Lirong Wang, Jinnan Zhou and C. Hueng

Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets

Adam Zaremba, Renatas Kizys, David Y. Aharon and Zaghum Umar

Pension scheme trustees as surrogate decision makers

Leonardo Weiss-Cohen, Peter Ayton, Iain Clacher and Volker Thoma

Using a hedging network to minimize portfolio risk

Silvia Mayoral, David Moreno and Abalfazl Zareei

Patience and financial development

Nurullah Gur

Managers’ loss aversion and firm debt financing: Some insights from Vietnamese SMEs

Huong Trang Kim and Quang Nguyen

The stock price reaction of the COVID-19 pandemic on the airline, hotel, and tourism industries

David Carter, Sharif Mazumder, Betty Simkins and Eric Sisneros

COVID-19 pandemic improves market signals of cryptocurrencies–evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin

Samuel Asumadu Sarkodie, Maruf Yakubu Ahmed and Phebe Asantewaa Owusu

ESG ETFs and the COVID-19 stock market crash of 2020: Did clean funds fare better?

Ivelina Pavlova and Maria E. de Boyrie

Corporate social responsibility and credit risk

Christina Bannier, Yannik Bofinger and Björn Rock

Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers

Paolo Giudici, Thomas Leach and Paolo Pagnottoni

Effects of monetary policy announcements on term premia in the euro area during the COVID-19 pandemic

Richhild Moessner and Jakob de Haan

The persistence of financial volatility after COVID-19

J. Eduardo Vera-Valdés

Option measures and stock characteristics

Hainan Sheng

The impact of internationalization on IPO underpricing: A result of agency costs reduction, a certification effect, or a diversification benefit?

Xuan Peng, Yibo Jia and Kam C. Chan

Once bitten, twice bold? Early life tragedy and central bankers’ reaction to COVID-19

Maqsood Aslam and Etienne Farvaque

Wives’ empowerment and corporate financial risk in Chinese family firms

Ying Wang, Huimin Li, Leng Ling and Hongfeng Peng

Crash probability anomaly in the Chinese stock market

Yi Fang, Hui Niu and Xiangda Tong

Corporate social responsibility and default risk: International evidence

Trung Do

The measure of model risk in credit capital requirements

Roberto Baviera

An Empirical Evaluation of Sensitivity Bounds for Mean-Variance Portfolio Optimisation

Andrew Paskaramoorthy and Matthew Woolway

Great Trees are Good for Shade: Creditor Monitoring Under Common Ownership

Luca Lin

Extrapolation and house price overreaction: Evidence from local jurisdiction mergers

Kuang Kuang Deng, Henan Lang and Xiaoxia Zhou

The impact of banking regulations and accounting standards on estimating discretionary loan loss provisions

Ashish Pandey, Abhinava Tripathi and Kousik Guhathakurta

Price discovery in the volatility index option market: A univariate GARCH approach

Pierre J Venter and Eben Maré

COVID-19 and Tail-event Driven Network Risk in the Eurozone

Toan Luu Duc Huynh, Matteo Foglia and John A. Doukas

Fintech and IPO underpricing: An explorative study

Dario Salerno, Gabriele Sampagnaro and Vincenzo Verdoliva

Approximate pricing formula to capture leverage effect and stochastic volatility of a financial asset

Youssef El-Khatib, Stéphane Goutte, Zororo S. Makumbe and Josep Vives

A factor approach to the performance of ESG leaders and laggards

Helena Naffa and Máté Fain

Financial Literacy and Low Stock Market Participation of Japanese Households

Nobuyoshi Yamori and Hitoe Ueyama

Financial market connectedness: The role of investors’ happiness

Elie Bouri, Riza Demirer, David Gabauer and Rangan Gupta

Does CEO turnover influence dividend policy?

Victor Barros, Maria Guedes, Pedro Santos and Joaquim Miranda Sarmento

Corruption, economy and governance in Central Africa: An analysis of public and regional drivers of corruption

Stéphane Goutte, Thomas Péran and Thomas Porcher

US and EA yield curve persistence during the COVID-19 pandemic

Fotis Papailias

Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach

Spyros Papathanasiou, Dimitrios Vasiliou, Anastasios Magoutas and Drosos Koutsokostas

Is it worth to hold bitcoin?

S. Thomas Kim

Bitcoin and integration patterns in the forex market

Nader Virk

Does diversification protect European banks’ market valuations in a pandemic?

Mathieu Simoens and Rudi Vander Vennet

Machine learning approaches for explaining determinants of the debt financing in heavy-polluting enterprises

Boqiang Lin and Rui Bai

Idiosyncratic volatility and stock price crash risk: Evidence from china

Jiahui Cao, Fenghua Wen, Yue Zhang, Zhujia Yin and Yun Zhang

Fertile LAND: Pricing non-fungible tokens

Michael Dowling

Is non-fungible token pricing driven by cryptocurrencies?

Michael Dowling

Impact of carbon tax on electricity prices and behaviour

Jin Boon Wong and Qin Zhang

Chief executive officer power and board gender diversity

Jennifer Brodmann, Ashrafee Hossain and Meghna Singhvi

On pricing of vulnerable barrier options and vulnerable double barrier options

Heqian Wang, Jiayi Zhang and Ke Zhou

Order flow fragmentation and flight-to-transparency during stressed market conditions: Evidence from COVID-19

Giulio Anselmi, Mahendrarajah Nimalendran and Giovanni Petrella

Are sustainable investments profitable for investors in Central and Eastern European Countries (CEECs)?

Bogna Janik and Marcin Bartkowiak

COVID-19 and Monetary policy with zero bounds: A cross-country investigation

Hakan Yilmazkuday

GARCH copula quantile regression model for risk spillover analysis

Maoxi Tian and Hao Ji

Liquidity spillover in foreign exchange markets

Ya-Ting Chang, Yin-Feng Gau and Chih-Chiang Hsu

Extreme tail network analysis of cryptocurrencies and trading strategies

Syed Jawad Hussain Shahzad, Elie Bouri, Tanveer Ahmad and Muhammad Abubakr Naeem

A closed-form estimator for the Markov switching in mean model

Yanlin Shi

Disclosure or action: Evaluating ESG behavior towards financial performance

Sunbin Yoo and Shunsuke Managi

Retirement planning and financial literacy, at the crossroads. A bibliometric analysis

Rocío Gallego-Losada, Antonio Montero-Navarro, José-Luis Rodríguez-Sánchez and Thais González-Torres

To diversify or not to diversify internationally?

Mehmet Umutlu and Seher Gören Yargı

The gold-stock market relationship during COVID-19

Pamela Peterson Drake

Do investors value environmental sustainability? Evidence from the FTSE Environmental Opportunities 100 index

Ernest N. Biktimirov and Pyemo N. Afego

COVID-19 crisis, voters’ drivers, and financial markets consequences on US presidential election and global economy

Ionuț Daniel Pop

Fixed rate mortgages: The cost of interest rate risk aversion

Kwangwon Ahn, Joetta Forsyth, Hanwool Jang and Dongshin Kim

The nexus between bank connectedness and investors’ sentiment

Mihai Niţoi and Maria Miruna Pochea

Disloyal managers and proxy voting

Xianjue Wang