Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 39, issue C, 2021

Regime-switching herd behavior: Novel evidence from the Chinese A-share market

Jingxue Fu and Lan Wu

Measuring financial exclusion of firms

Gerhard Kling

Modeling dynamic higher moments of crude oil futures

Zhuo Huang, Fang Liang, Tianyi Wang and Chao Li

Does Money Bring Happiness? Evidence from an Income Shock for Older People

Cuong Nguyen

Capital structure adjustment speed over the business cycle

Liu Gan, Wujun Lv and Yifei Chen

The value premium during flights

Valentina Galvani

The impact of government intervention on corporate environmental performance: Evidence from China's national civilized city award

Chi Zhang, Qiang Liu, Guoqing Ge, Ying Hao and Han Hao

Managerial Ability and Bank Lending Behavior

Xuan Vinh Vo, Thi Hoang Anh Pham, Thang Ngoc Doan and Hiep Ngoc Luu

Does inside debt help mitigate agency problems? The case with investment inefficiency and payout policies

Asligul Erkan and Trung Nguyen

Investor attention and bitcoin liquidity: Evidence from bitcoin tweets

Hyungeun Choi

Uncovering the invisible effect of air pollution on stock returns: A moderation and mediation analysis

Minya Xu, Yaqiong Wang and Yundong Tu

Volatility spillover around price limits in an emerging market

Osman Ulas Aktas, Lawrence Kryzanowski and Jie Zhang

Affiliated reinsurance and insurer performance under capital regulation

Minli Yi, Yang Yang and Jyh-Horng Lin

Measuring the risk of Chinese Fintech industry: evidence from the stock index

Yinhong Yao, Jianping Li and Xiaolei Sun

The effect of co-opted directors on firm risk during a stressful time: Evidence from the financial crisis

Sirithida Chaivisuttangkun and Pornsit Jiraporn

Time domain and frequency domain Granger causality networks: Application to China’s financial institutions

Gang-Jin Wang, Hui-Bin Si, Yang-Yang Chen, Chi Xie and Julien Chevallier

A new approach for addressing endogeneity issues in the relationship between corporate social responsibility and corporate financial performance

Wei Liu, Xuefeng Shao, Marco De Sisto and Wen Helena Li

Corporate social responsibility and cash holdings in India: Evidence from a natural experiment

Nemiraja Jadiyappa, Anto Joseph, Garima Sisodia, Raveesh Krishnankutty and Santosh Shrivatsava

Risk-Relevant Early Life Experiences and Individual Trading Activity

Chee Seng Cheong, Gary Tan and Ralf Zurbruegg

Does ESG certification add firm value?

Woei Chyuan Wong, Jonathan Batten, Abd Halim Ahmad, Shamsul Bahrain Mohamed-Arshad, Sabariah Nordin and Azira Abdul Adzis

Credit ratings and firm life-cycle

Magnus Blomkvist, Anders Löflund and Hitesh Vyas

Does childhood famine experience matter in IPO discount? Evidence from the Great Chinese Famine

Xuehui Zhang, Kaijuan Gao, Kam C. Chan and Rongsheng Zhuo

The computational property of the Aumann–Serrano performance index under risk-averse and risk-loving preference

Jiro Hodoshima

Merton’s portfolio problem under Volterra Heston model

Bingyan Han and Hoi Ying Wong

Effect of perceived status of entrepreneur on firm's CSR behavior: Evidence from Chinese private enterprises survey

Zhiyong Niu, Xiaoyan Zhou and Hongzhou Pei

Board independence and short selling

Anisur Rahman, Bakhtear Talukdar and Rafiqul Bhuyan

Does tax reduction spur innovation? Firm-level evidence from China

Wenping Zheng and Jie Zhang

Debt and convergence: Evidence from the EU member states

Vasja Rant, Matej Marinč and Jan Porenta

Does irrational lead to higher returns? Evidence from the Chinese P2P lending market

Yingxiu Zhao, Wei Zhang, Yuelei Li and Xiong Xiong

Investor attention and platform interest rate in Chinese peer-to-peer lending market

Feng He, Shuqi Qin and Xiaotao Zhang

Quote-Based manipulation of illiquid securities

Ching Chau, Angelo Aspris, Sean Foley and Hamish Malloch

What's in a (Green) Name? The Consequences of Greening Fund Names on Fund Flows, Turnover, and Performance

Sadok El Ghoul and Aymen Karoui

Higher co-moments and adjusted Sharpe ratios for cryptocurrencies

Balint Zsolt Nagy and Botond Benedek

Do the uncertainty-induced capital outflows matter in currency crisis? Evidence from the Hong Kong speculative attacks

Douglas Wong and Anson Wong

What drives the liquidity of cryptocurrencies? A long-term analysis

Alexander Brauneis, Roland Mestel and Erik Theissen

The impact of economic policy uncertainty on volatility of China’s financial stocks: An empirical analysis

Xinyu Wang, Yi Luo, Zhuqing Wang, Yan Xu and Congxin Wu

Evaluation of China's carbon emission trading policy from corporate innovation

Miaochen Lv and Manying Bai

Corporate social performance and financial performance relationship: A data envelopment analysis approach without explicit input

Béchir Ben Lahouel, Younes Ben Zaied, Yaoyao Song and Guo-liang Yang

When does the stock market recover from a crisis?

Yanglin Li, Shaoping Wang and Qing Zhao

How does CSR mediate the relationship between culture, religiosity and firm performance?

Ahmed Hunjra, Sabri Boubaker, Murugesh Arunachalam and Asad Mehmood

Do women on corporate boards influence corporate social performance? A control function approach

Rey Dang, L'Hocine Houanti, Jean-Michel Sahut and Michel Simioni

Economic Disasters: A New Data Set

Bruno Ćorić

The new ETF Rule: Rethinking intraday indicative values

Marie-Eve Lachance

Financial derivatives and firm value: What have we learned?

Patricia Bachiller, Sabri Boubaker and Salma Mefteh-Wali

Do firms adjust corporate governance in response to economic policy uncertainty? Evidence from board size

Viput Ongsakul, Sirimon Treepongkaruna, Pornsit Jiraporn and Ali Uyar

Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books

Yoontae Jeon, Laleh Samarbakhsh and Kenji Hewitt

The effect of fintech on banks’ credit provision to SMEs: Evidence from China

Tianxiang Sheng

Decision rights allocation and innovation: Evidence from China's listed business groups

Zhukun Lou and Mingyang Zhu

Financial contagion and the TIR-MIDAS model

Wuyi Ye, Kunliang Jiang and Xiaoquan Liu

The effect of political and economic uncertainty on the cryptocurrency market

Francisco Colon, Chaehyun Kim, Hana Kim and Wonjoon Kim

Bond vs. bank finance and the Great Recession

Manuel Martins and Fabio Verona

Stock liquidity and return distribution: Evidence from the London Stock Exchange

Andong Wang, Robert Hudson, Mark Rhodes, Sijia Zhang and Andros Gregoriou

Does the Financial Leverage Effect Depend on Volatility Regimes?

Sora Chon and Jaeho Kim

Bank credit in uncertain times: Islamic vs. conventional banks

Mehmet Bilgin, Gamze Ozturk Danisman, Ender Demir and Amine Tarazi

Impact of U.S. presidential elections on stock markets’ volatility: Does incumbent president's party matter?

Ayman Mnasri and Naceur Essaddam

When is money smart? Mutual fund flows and disposable income

Swasti Gupta-Mukherjee

Corporate social responsibility and overseas income

Yahui An

Improving the naive diversification: An enhanced indexation approach

Helong Li, Qin Huang and Baiyi Wu

Business Professors in the Boardroom: Can they walk-the-talk?

Wei Huang and Belaynesh Teklay

Are Islamic gold-backed cryptocurrencies different?

Chaker Aloui, Hela ben Hamida and Larisa Yarovaya

Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model

Nardos Beyene, Peng Huang and C. Hueng

How does economic policy uncertainty affect bank business models?

Dung Tran, Khanh Hoang and Cuong Nguyen

Higher moments, extreme returns, and cross–section of cryptocurrency returns

Yuecheng Jia, Yuzheng Liu and Shu Yan

Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets

Ji Wu, Huimin Li, Dazhi Zheng and Xiaoyan Liu

Air pollution, local bias, and stock returns

Xiaoya Ding, Mengmeng Guo and Tao Yang

A note on investor happiness and the predictability of realized volatility of gold

Matteo Bonato, Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch

Law, Endowment and Inequality in Access to Finance

Seth Armitage, Wenxuan Hou, Xianda Liu and Cong Wang

Where was the global price of silver established? Evidence from London and New York (1878–1953)

Shaen Corbet and O’Connor, Fergal

One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles

Aurelio Fernandez Bariviera

Commonality in FX liquidity: High-frequency evidence

Ahmet Sensoy, Sevcan Uzun and Brian Lucey

A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis

Dan Gabriel Anghel

Market reaction to large transfers on the Bitcoin blockchain - Do size and motive matter?

Lennart Ante and Ingo Fiedler

Cross-country determinants of institutional investors’ investment horizons

Simon Döring, Wolfgang Drobetz, Sadok El Ghoul, Omrane Guedhami and Henning Schröder

Stock name length and high visibility premium

XueJun Jin, YiFan Shen and Bin Yu

The role of debt in aggregate demand

Xiaoyun Xing, Wanting Xiong, Jinzhong Guo and Yougui Wang

Personalised drawdown strategies and partial annuitisation to mitigate longevity risk

Wen Chen, Aaron Minney, Peter Toscas, Bonsoo Koo, Zili Zhu and Athanasios A. Pantelous

Pandemic and bank lending: Evidence from the 2009 H1N1 pandemic

Di Gong, Tao Jiang and Liping Lu

Environmental regulation and foreign direct investment: Evidence from China's outward FDI

Yan Dong, Jinhuan Tian and Jingjing Ye

Banking network structure and transnational systemic risk contagion—The case of the European Union

Lingfeng Song and Yinsainan Zhang

The impact of COVID-19 on industry-related characteristics and risk contagion

Zhong-fei Li, Qi Zhou, Ming Chen and Qian Liu