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 43, issue C, 2021

Developing Low Carbon Finance Index: Evidence From Developed and Developing Economies

Muhammad Mohsin, Farhad Taghizadeh-Hesary, Nisit Panthamit, Saba Anwar, Qaiser Abbas and Xuan Vinh Vo

Brand equity and the Covid-19 stock market crash: Evidence from U.S. listed firms

Yuxuan Huang, Shenggang Yang and Qi Zhu

The impact of COVID-19 on housing price: Evidence from China

Xianhang Qian, Shanyun Qiu and Guangli Zhang

The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets

Jan Jakub Szczygielski, Princess Rutendo Bwanya, Ailie Charteris and Janusz Brzeszczynski

How did retail investors respond to the COVID-19 pandemic? The effect of Robinhood brokerage customers on market quality

Michael S. Pagano, John Sedunov and Raisa Velthuis

Time weighted price contribution

Hossein Jahanshahloo and Laima Spokeviciute

Who to trust? Reactions to analyst recommendations of domestic versus foreign brokerage houses in a developing stock market

Murat Tiniç, Başak Tanyeri and Mehmet Bodur

Safe haven in GFC versus COVID-19: 100 turbulent days in the financial markets

Harald Kinateder, Ross Campbell and Tonmoy Choudhury

Tail risk emanating from troubled European banking sectors

Farrukh Javed, Hassan Sabzevari and Nader Virk

Determinants of industry herding in the US stock market

Idibekeabasi Ukpong, Handy Tan and Larisa Yarovaya

Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic

Rocco Caferra and David Vidal-Tomás

The impact of investor attention during COVID-19 on investment in clean energy versus fossil fuel firms

Daoxia Wan, Rui Xue, Martina Linnenluecke, Jinfang Tian and Yuli Shan

Organization Capital and Corporate Innovation: Evidence from China

Huijie Cui, Lixuan Dai and Yanan Zhang

The effect of revenue diversification on bank profitability and risk during the COVID-19 pandemic

Xingjian Li, Hongrui Feng, Sebastian Zhao and David A. Carter

Performance of gold-backed cryptocurrencies during the COVID-19 crisis

Shaista Wasiuzzaman and Hajah Siti Wardah Haji Abdul Rahman

The crowding out channel: Housing boom and investment in China

He Zhang and Xianchun Meng

COVID-19 and Housing Prices: Australian Evidence with Daily Hedonic Returns

Maggie R. Hu, Adrian Lee and Dihan Zou

Optimal portfolio under ambiguous ambiguity

Dmitry Makarov

Estimating the relationship between collateral and interest rate: A comparison of methods

Andrea Bellucci, Alexander Borisov, Germana Giombini and Alberto Zazzaro

Foreign bank entry and poverty in Africa: Misaligned incentives?

Joelle M. Nanivazo, Aklesso Y.G. Egbendewe, Isaac Marcelin and Wei Sun

African firm default risk and CSR

Dhafer Saidane and Sana BEN Abdallah

Quantile-based GARCH-MIDAS: Estimating value-at-risk using mixed-frequency information

Yan Xu, Xinyu Wang and Hening Liu

Why local banking market concentration hinders IPOs and how it can work to issuers’ advantage

Antonios Kallias, Konstantinos Kallias, Guancheng Lu and Song Zhang

Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX

Bogdan Dima, Ştefana Maria Dima and Roxana Ioan

Gender inclusive intermediary education, financial stability and female employment in the industry in Sub-Saharan Africa

Simplice Asongu, Yann Nounamo, Henri Njangang and Sosson Tadadjeu

The COVID-19 shock and long-term interest rates in emerging market economies

Jakub Janus

COVID-19: Fear of pandemic and short-term IPO performance

Sharif Mazumder and Pritam Saha

Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?

Bruno De Backer, Hans Dewachter and Leonardo Iania

Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic

Larisa Yarovaya, Ahmed Elsayed and Shawkat Hammoudeh

Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis

David Vidal-Tomás

Wash trading at cryptocurrency exchanges

Guénolé Le Pennec, Ingo Fiedler and Lennart Ante

Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach

Muhammad Abubakr Naeem, Thi Thu Ha Nguyen, Rabindra Nepal, Thanh Ngo and Taghizadeh–Hesary, Farhad

How do bank characteristics affect the bank liquidity creation channel of monetary policy?

Van Dan Dang and Van Cuong Dang

Do Military Independent Directors Improve Firm Performance?

Zhe Li and Megan Rainville

Affiliated Mutual Fund Investments and Discretionary Accruals: Evidence from Korea

Kyoungwon Mo and Kyung Yun Lee

How socially irresponsible are socially responsible mutual funds? A persistence analysis

Gregor Dorfleitner, Christian Kreuzer and Ralf Laschinger

Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets

Ladislav Krištoufek

Using Soccer Games as an Instrument to Forecast the Spread of COVID-19 in Europe

Juan-Pedro Gómez and Maxim Mironov

Financial services, spatial agglomeration, and the quality of urban economic growth–based on an empirical analysis of 268 cities in China

Zoey Wong, Rongrong Li, Yidie Zhang, Qunxi Kong and Molly Cai

Arbitrageurs and overreaction to earnings surprises

Harold Contreras and Francisco Marcet

Upside-Downside Multifractality and Efficiency of Green Bonds: The Roles of Global Factors and COVID-19

Walid Mensi, Xuan Vinh Vo and Sang Hoon Kang

Institutional cross-ownership and corporate philanthropy

Yishu Fu and Zhenjiang Qin

Basis-momentum strategies and ranking periods

Kyung Yoon Kwon, Jangkoo Kang and Jaesun Yun

Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data

Shixuan Wang, Rangan Gupta and Yue-Jun Zhang

Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020

Zaghum Umar, Yasir Riaz and Adam Zaremba

Exchange rate exposure in the South African stock market before and during the COVID-19 pandemic

Bernard Njindan Iyke and Sin-Yu Ho

State-level COVID-19 outbreak and stock returns

Anh Viet Pham, Christofer Adrian, Mukesh Garg, Soon-Yeow Phang and Cameron Truong

International spillover of central bank swap lines - Evidence from the COVID-19 experience of Korea

Youngjin Yun

Effects of a banking crisis on credit growth in developing countries

Raksmey Uch, Hiroaki Miyamoto and Makoto Kakinaka

Term structure of sentiment effect on investor trading behavior

Karam Kim and Doojin Ryu

Is corporate social responsibility an agency problem? An empirical note from takeovers

Mussa Hussaini, Nazim Hussain, Duc Khuong Nguyen and Ugo Rigoni

Valuing start-up firms: A reverse-engineering approach for fair-value multiples from venture capital transactions

Johannes A. Barg, Wolfgang Drobetz and Paul P. Momtaz

The impact of economic freedom on financial analysts' earnings forecast: Evidence from the Asia-Pacific region

Tony Chieh-Tse Hou and Simon Gao

The crowding-out effect of central bank digital currencies: A simple and generalizable payment portfolio model

Wenlong Bian, Yang Ji and Peng Wang

Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic

Adam Zaremba, Renatas Kizys and David Y. Aharon

COVID-19 and Women-Led Businesses around the World

Yu Liu, Siqi Wei and Jian Xu

On cryptocurrencies as an independent asset class: Long-horizon and COVID-19 pandemic era decoupling from global sentiments

Imtiaz Sifat

The month-of-the-year effect in corporate lending

Jérémie Bertrand, Aurore Burietz and Laurent Weill

The price determinants of contingent convertible bonds

Peter J. Zeitsch and Tom P. Davis

Is Bitcoin really more than a diversifier? A pre- and post-COVID-19 analysis

Yingying Huang, Kun Duan and Tapas Mishra

Pairwise correlations of stock returns and ownership structure

Markus Münster and Martin Walther

Futures market and the contagion effect of COVID-19 syndrome

Ameet Kumar Banerjee

Optimal portfolio selection using a simple double-shrinkage selection rule

Young C. Joo and Sung Y. Park

Validating intra-day risk premium in cross-sectional return curves

Yuqian Zhao

Short-term working allowance and firm risk in the post-COVID-19 period: Novel matching evidence from an emerging market

Ömer Doruk, Serhat Konuk and Rümeysa Atici

Price volatilities of bitcoin futures

Zi-Yi Guo

Wealth Distribution across Countries: Quality of Weibull, Dagum and Burr XII in Estimating Wealth over Time

Arie Jacobi and Joseph Tzur

Backtesting VaR under the COVID-19 sudden changes in volatility

Brenda Castillo, Ángel León and Trino Ñíguez Grau

The COVID-19 pandemic haunting the transmission of the quantitative easing to the exchange rate

Donia Aloui

Do firms chase trade credit target?

Haowen Luo

The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence

Rangan Gupta, Xin Sheng, Renee van Eyden and Mark Wohar

Anchoring effects in the Chinese art market

Timothy Yang Bian, Jun Huang, Siqi Zhe and Man Zhang

Effects of monetary policy on the exchange rates: A Time-varying analysis

Yang Yang and Jiqiang Zhang

How does China's decarbonization policy influence the value of carbon-intensive firms?

Peizhi Liu and Haishu Qiao

The Inheritance of Marketization Level and Regional Human Capital Accumulation: Evidence from China

Mingzhe Yu and Xin Deng