Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 40, issue C, 2021

Additional factor in asset-pricing: Institutional ownership

Ecenur Uğurlu-Yıldırım and İlkay Şendeniz-Yüncü

Does IFRS reduce IPO underpricing? evidence from China

Yu Ling Tsai and Hua-Wei Huang

Can internet finance alleviate the exclusiveness of traditional finance? evidence from Chinese P2P lending markets

Weiqiang Zhong and Tingfeng Jiang

The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model

Ender Demir, Serdar Simonyan, Conrado-Diego García-Gómez and Chi Keung Lau

A global economic policy uncertainty index from principal component analysis

Peng-Fei Dai, Xiong Xiong and Wei-Xing Zhou

Currency fluctuations and the post-earnings announcement drift

Zhaochu Li and Iryna P. Lytvynenko

Can credit ratings predict defaults in peer-to-peer online lending? Evidence from a Chinese platform

Yu Wu and Tong Zhang

Do market participants’ forecasts of financial variables outperform the random-walk benchmark?

Kamil Kladívko and Pär Österholm

Bank performance in Europe and the US: A divergence in market-to-book ratios

Mathieu Simoens and Rudi Vander Vennet

Convergence in cryptocurrency prices? the role of market microstructure

Nicholas Apergis, Dimitrios Koutmos and James Payne

Employee satisfaction and the cost of corporate borrowing

Wentao Chi and Yun Chen

Do stocks outperform treasury bills in international markets?

Jiali Fang, Ben R. Marshall, Nhut H. Nguyen and Nuttawat Visaltanachoti

Ownership and cross-border patent sales in M&A transactions

Monika Tarsalewska

Bitcoin and liquidity risk diversification

Yosra Ghabri, Khaled Guesmi and Ahlem Zantour

Multi-market trading, price delay, and return predictability

Chuanxin Xia, Nien-Tzu Yang, Chaonan Lin and Kuan-Cheng Ko

Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies

Vaneet Bhatia and Sankarshan Basu

The structure of financial returns

Dilip B. Madan and King Wang

Success factors in ICOs: Individual firm characteristics or lucky timing?

Ingo Gächter and Martin Gächter

The Chinese renminbi's co-movement with the US dollar: Addressing the numéraire issue

Michael Kunkler

Government financial support and firm productivity in vietnam

Quang Vu and Tuyen Tran

Do workers benefit from on-the-job training? New evidence from matched employer-employee data

Thanh Quy Nguyen, Anh Thuy Nguyen, Anh Lan Tran, Hung Thai Le, Ha Hoang Thi Le and Lien Phuong Vu

Does innovation promote access to informal loans? Evidence from a transitional economy

Ly Kim Cuong and Hoang Tran Hau

The effect of board gender diversity on corporate social performance: An instrumental variable quantile regression approach

Maria Giuseppina Bruna, Rey Đặng, Aymen Ammari and L'Hocine Houanti

Optimal closing benchmarks

Christoph Frei and Joshua Mitra

Impact on the firm value of financial institutions from penalties for violating anti-money laundering and economic sanctions regulations

Kathleen Donnelly Gowin, Daphne Wang, Surendranath Rakesh Jory, Robert Houmes and Thanh Ngo

A study on pairing arbitrage strategy of stock passive structured fund in China under extreme market conditions

Liang Wang, Xianyan Xiong and Tingjia Xu

A comparison of the gold-oil portfolio and oil portfolio: A stochastic dominance approach

Osamah M. AlKhazali, Hooi Hooi Lean, Ali Mirzaei and Taisier Zoubi

The Price Impact of Same- and Opposing-Direction Herding by Institutions with Different Investment Horizons

Muhammad Sabeeh Iqbal, Aslihan Salih and Levent Akdeniz

Rating Announcements, CDS Spread and Volatility During the European Sovereign Crisis

Philippe Raimbourg and Federica Salvadè

The relationship between economic policy uncertainty and corporate leverage: Evidence from Brazil

Lucas Allan Diniz Schwarz and Flávia Zóboli Dalmácio

Do economic news releases affect tail risk? Evidence from an emerging market

Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos and Costas Siriopoulos

Financial statement comparability and corporate debt maturity

Trung Do

Direct and indirect impacts of European banks’ regulation

Ly Kim Cuong and Ha Pham

Market similarity and cross-border investment performance

Anchor Y. Lin and Yueh-Neng Lin

Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis

Wolfgang Fruehwirt, Leonhard Hochfilzer, Leonard Weydemann and Stephen Roberts

Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds

Thi Thu Ha Nguyen, Muhammad Abubakr Naeem, Faruk Balli, Hatice Balli and Xuan Vinh Vo

Cost of shareholder engagement by institutional investors under short-swing profit rule

Dongyeol Lee and Woo Chang Kim

Does Confucian culture influence corporate R&D investment? Evidence from Chinese private firms

Youliang Yan, Xixiong Xu and Jieji Lai

Investor interaction and price efficiency: Evidence from social media

Xing Cao, Yongjie Zhang, Xu Feng and Xiangtong Meng

Forecasting the price of Bitcoin using deep learning

Mingxi Liu, Guowen Li, Jianping Li, Xiaoqian Zhu and Yinhong Yao

A two-stage general approach to aggregate multiple bank risks

Xiaoqian Zhu, Lu Wei and Jianping Li

Performance comparisons between ETFs and traditional index funds: Evidence from China

Chunying Wu, Xiong Xiong and Ya Gao

Does a stock's name affect its return? Evidence from the Chinese stock market during the China–US trade conflict

Yaming Ma, Qiqi Duan and Hanhong Wu

Price discovery and its determinants for the Chinese soybean options and futures markets

Jing Hao, Feng He, Baiao Liu-Chen and Zihe Li

Financial literacy, economic preferences, and adolescents’ field behavior

Michael Razen, Jürgen Huber, Laura Hueber, Michael Kirchler and Matthias Stefan

Objective and subjective risks of investing into cryptocurrencies

Martin Angerer, Christian Hugo Hoffmann, Florian Neitzert and Sascha Kraus

Investor attention and cryptocurrency performance

Zih-Ying Lin

Does industrial clustering mitigate the sensitivity of firm relocation to tax differentials? The role of financing

Jin Yang and Chuanli Zhou

Cryptocurrencies and the low volatility anomaly

Tobias Burggraf and Markus Rudolf

Trust and corporate R&D investment: Cross-country evidence

Yijun Meng, Xun Wang, Guoguo Zhang and Shilin Zheng

The influence of international standards on SME tax compliance in Vietnam

Nguyen Vu Duy and Tien Quang Tran

How are Bitcoin forks related to Bitcoin?

Walter Bazán-Palomino

Economic policy uncertainty dispersion and excess returns: Evidence from China

Jianlei Yang, Chunpeng Yang and Xiaoyi Hu

Stock return predictability over four centuries: The role of commodity returns

Bernard Njindan Iyke and Sin-Yu Ho

Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective

Lan Bai, Yu Wei, Guiwu Wei, Xiafei Li and Songyun Zhang

Constraints on “Doing Good”: Financial constraints and corporate social responsibility

Chee Kian Leong and Yung Chiang Yang

Bitcoin arbitrage

Andrei Shynkevich

VC Participation and failure of startups: Evidence from P2P lending platforms in China

Xiaoyang Li and Iftekhar Hasan

The range of uncertainty on the property market pricing: The case of the city of Shanghai

Jian Zhou, Yixuan Shen, Athanasios A. Pantelous and Hui Zhang

Trade policy uncertainty and its impact on the stock market -evidence from China-US trade conflict

Feng He, Brian Lucey and Ziwei Wang

Stock price synchronicity and price informativeness: Evidence from a regulatory change in the U.S. banking industry

Pejman Abedifar, Kais Bouslah and Yeliangzi Zheng

Extreme risk spillover between chinese and global crude oil futures

Yuying Yang, Yan-Ran Ma, Min Hu, Dayong Zhang and Qiang Ji

Death and the life hereafter: A study of the subsequent hedge funds

Juan Yao, Bochen Wu and Yang Gao

Risk management and optimal capital structure under ambiguity

Hwa-Sung Kim

Political connections, government support and SME tax payments: A note from fixed-effect quantile regression

Thanh Nguyen Minh, Van Pham Thi Kim and Anh Mai Ngoc

Do intra-day auctions improve market liquidity?

Quan Gan, Henry Leung and Zhou Zhou

FX market volatility modelling: Can we use low-frequency data?

Štefan Lyócsa, Tomáš Plíhal and Tomáš Výrost

Cokurtosis and the Ability of Mutual Fund Managers

Woraphon Wattanatorn and Chaiyuth Padungsaksawasdi

Common ownership and firm dividend policies

Alberta Di Giuli, Egle Karmaziene and Naciye Sekerci

Corporate site visits, private monitoring and fraud: Evidence from China

David Broadstock and Xiaoqi Chen

The disappearing pre-FOMC announcement drift

Alexander Kurov, Marketa Wolfe and Thomas Gilbert

US partisan conflict and high-yield exchange rates

Boxiang Jia, John W. Goodell and Dehua Shen

Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China

Yongjie Zhang, Meng Wang, Xiong Xiong and Gaofeng Zou

The pricing and efficiency of pre-Sale crowdfunding

Tiankuo Chu, Xu Wei and Yimin Zhou

Evaluating Euribor Manipulation: Effects on Mortgage Borrowers

Araceli Rodríguez-López, Hermenegildo Fernández-Abascal, Jorge-Julio Maté-García, José-Miguel Rodríguez-Fernández, José-Luis Rojo-García and José-Antonio Sanz-Gómez

The impact of R&D intensity, financial constraints, and dividend payout policy on firm value

JooMan Kim, Insun Yang, Taeyong Yang and Peter Koveos

Cultural diversity in ownership and stock liquidity commonality: Evidence from China

Hao Zhang, Xian Luo, Minghui Han and Xiaojuan Liu

Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors

Waqas Hanif, Walid Mensi and Xuan Vinh Vo