Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 42, issue C, 2021

Causal relationship among cryptocurrencies: A conditional quantile approach

Myeong Jun Kim, Canh Nguyen and Sung Y. Park

Gender differences in risky asset behavior: The importance of self-confidence and financial literacy

Andrej Cupak, Pirmin Fessler and Alyssa Schneebaum

Product and geographic market diversification in U.S. banking

Jingfang Zhang, Valentina Hartarska and Emir Malikov

COVID−19 and oil price risk exposure

Md Akhtaruzzaman, Sabri Boubaker, Mardy Chiah and Angel Zhong

How insiders utilize their information advantages in their trading: Evidence from China

Wanlong Zhao, Wei Zhang, Xiong Xiong and Gaofeng Zou

Google search volumes and the financial markets during the COVID-19 outbreak

Michele Costola, Matteo Iacopini and Carlo Santagiustina

Forecasting oil price volatility using spillover effects from uncertainty indices

Ioannis Chatziantoniou, Stavros Degiannakis, Panagiotis Delis and George Filis

The 2020 European short-selling ban and the effects on market quality

Wolfgang Bessler and Marco Vendrasco

A new measure for gauging the riskiness of European Banks’ sovereign bond portfolios

Philip Molyneux, Livia Pancotto and Alessio Reghezza

COVID-19 and financial market efficiency: Evidence from an entropy-based analysis

Jingjing Wang and Xiaoyang Wang

Does formalization increase firm investment in human capital? New evidence from Vietnam

Tien Kim Thi Do and Huong Van Vu

Does internal control quality improve earnings persistence? Evidence from China's a-share market

Yuanyuan Gong, Yongjun Yan and Nianxiang Yang

Measuring investors’ risk aversion in China’s stock market

Timothy Yang Bian, Tianyi Wang and Zipeng Zhou

The Accuracy of Trade Classification Systems on the Foreign Exchange Market: Evidence from the RUB/USD Market

Michael Frömmel, Dick D'Hoore and Kevin Lampaert

The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies

Rafael Baptista Palazzi, Gerson de Souza Raimundo Júnior and Marcelo Cabus Klotzle

The international spread of COVID-19 stock market collapses

Silvio Contessi and Pierangelo De Pace

A model of delegation with a VaR constraint

Rui Guo, Ying Jiang, Ao Li, Zhigang Qiu and Hefei Wang

Curve momentum in currency markets

Jian Lei

Fundamental anomalies and the size puzzle in China: A data mining approach

Danting Chang

Corporate aging and changes in the pricing of stock characteristics

Matthias Bank and Franz Insam

Could increasing price limits reduce up limit herding? Evidence from China's capital market reform

Yu Ma, Wenyu Qian and Zhiqian Luan

The impact of the COVID-19 pandemic on dividends

Kevin Krieger, Nathan Mauck and Stephen W. Pruitt

Information sensitivity of corporate bonds: Evidence from the COVID-19 crisis

Grace E. Arnold and Meredith E. Rhodes

Emotional trading in the cryptocurrency market

Yongkil Ahn and Dongyeon Kim

From pandemic to financial contagion: High-frequency risk metrics and Bayesian volatility analysis

Milivoje Davidovic

Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic

Akihiro Omura, Eduardo Roca and Miwa Nakai

Related-party transactions and post-earnings announcement drift: Evidence from the Korean stock market

Hyunjung Choi and Jungeun Cho

Global bond risk premia under falling stars

Yugui Zhang, Jie Zhu and Xiaoneng Zhu

Reactions of euro area government yields to Covid-19 related policy measure announcements by the European Commission and the European Central Bank

Ralf Fendel, Frederik Neugebauer and Lilli Zimmermann

Hedging stock market risks: Can gold really beat bonds?

Rufei Ma, Bianxia Sun, Pengxiang Zhai and Yi Jin

Do efficient banks create more liquidity: international evidence

Yuejiao Duan, Xiaoyun Fan, Xinming Li, Yuhao Rong and Benye Shi

A causality approach in the analysis of the trade-off between financial sustainability and outreach

L. Arturo Bernal Ponce, Adriana Ramírez Rocha and Ricardo Pérez Navarro

Dynamic network analysis of North American financial institutions

Shaowen Liu, Massimiliano Caporin and Sandra Paterlini

Do stock markets love misery? Evidence from the COVID-19

Bruno S. Sergi, Maretno Agus Harjoto, Fabrizio Rossi and Robert Lee

Time-varying risk aversion and forecastability of the US term structure of interest rates

Elie Bouri, Rangan Gupta, Anandamayee Majumdar and Sowmya Subramaniam

Time-varying spillovers between housing sentiment and housing market in the United States☆

Christophe André, David Gabauer and Rangan Gupta

The implications of financial conservatism for African firms

Chimwemwe Chipeta, Nadeem Aftab and Michael Machokoto

Greenwashing and product market competition

Mohamed Arouri, Sadok El Ghoul and Mathieu Gomes

Cryptocurrencies’ Price Crash Risk and Crisis Sentiment

Dimitris Anastasiou, Antonis Ballis and Konstantinos Drakos

Bank credit, microfinance and female ownership: Are women more disadvantaged than men?

Nirosha Wellalage and Sujani Thrikawala

Credit Derivatives and Bank Systemic Risk: Risk Enhancing or Reducing?

Alba Halili, Jean-Pierre Fenech and Silvio Contessi

Sustainable banking: A literature review and integrative framework

Elisa Aracil, Juan-José Nájera-Sánchez and Francisco Forcadell

Trading signal, functional data analysis and time series momentum

Sabri Boubaker, Zhenya Liu, Shanglin Lu and Yifan Zhang

Stock market synchronization and institutional distance

Nian-zhi Guo and Anthony H. Tu

Do regional financial resources affect the concentration of high-end service industries in Chinese cities?

Dailong Wu, Xin Tong, Liping Liu and Joe Wang

Forecasting power of infectious diseases-related uncertainty for gold realized variance

Elie Bouri, Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch

COVID-19 and the liquidity network

Yasmine Farzami, Russell Gregory-Allen, Alexander Molchanov and Saba Sehrish

Economic uncertainty: A key factor to understanding idiosyncratic volatility puzzle

Yong Li, Yuandong Mu and Tianyu Qin

How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies

Janusz Brzeszczynski, Jerzy Gajdka and Tomasz Schabek

Global financial crisis and COVID-19: Industrial reactions

Hsuan-Chi Chen and Chia-Wei Yeh

State of demand and excessive indebtedness: Evidence from Chinese listed manufacturing firms

Wei Sun, Danqing Geng and Kaiqiang Dong

Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit

Massimo Guidolin and Manuela Pedio

The impacts of the COVID-19 pandemic on China's green bond market

Xing Yi, Caiquan Bai, Siyuan Lyu and Lu Dai

Using textual analysis to identify merger participants: Evidence from the U.S. banking industry

Apostolos Katsafados, Ion Androutsopoulos, Ilias Chalkidis, Emmanouel Fergadiotis, George Leledakis and Emmanouil G. Pyrgiotakis

Investment decisions of family firms in the three largest euro countries: the role of the financial crisis

Fabio Quarato, Domenico Rocco Cambrea and Andrea Calabrò

The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis

Sebastian Lang and Wolfgang Schadner

Bull and bear markets during the COVID-19 pandemic

John Maheu, Thomas McCurdy and Yong Song

Can Bitcoin hedge Belt and Road equity markets?

Yezhou Sha and Weijia Song

How does leader self-deprecating humor affect creative performance? The role of creative self-efficacy and power distance

Le Tang and Shiyu Sun

Corporate innovativeness and risk management of small firms – evidences from start-ups

Dongyang Zhang