Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 37, issue C, 2020

Institutional investor sentiment, beta, and stock returns

Wenzhao Wang

Mean-variance model and investors’ diversification attitude: A theoretical revisit

Nettey Boevi Gilles Koumou

Solving the index tracking problem based on a convex reformulation for cointegration

Leonardo Riegel Sant'Anna, Alan Delgado de Oliveira, Tiago Pascoal Filomena and João Frois Caldeira

Market making with convex quotes

Hae-shin Hwang and Paan Jindapon

International portfolio strategies and opportunities: The case of the US, Japan and Asia

Seema Narayan and Mobeen Ur Rehman

Mispricing or growth? an empirical analysis of acquisition premium

Shaojie Lai and Xiaoling Pu

Bank total factor productivity convergence: Evidence from india

Nagaraju Thota and A.C.V. Subrahmanyam

Finance and income inequality revisited

Yener Altunbas and John Thornton

Do precious metals act as hedges or safe havens for China's financial markets?

Xiaofan Peng

Does economic policy uncertainty influence executive risk-taking incentives?

Pattanaporn Chatjuthamard, Patcharawalai Wongboonsin, Kritika Kongsompong and Pornsit Jiraporn

Do FOMC and macroeconomic announcements affect Bitcoin prices?

Sujin Pyo and Jaewook Lee

Stakeholder orientation and stock price crash risk

You Li and Jian Zhang

An idea of risk-neutral momentum and market fear

Wolfgang Schadner

Frequency volatility connectedness across different industries in China

Junhua Jiang, Vanja Piljak, Aviral Tiwari and Janne Äijö

Mispricing, returns and the quest for parsimony

Wanling Rudkin

Foreign investors’ trading behaviors around merger and acquisition announcements: Evidence from Korea

Jin Young Yang and Reuben Segara

Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile

Pablo Pincheira and Federico Neumann

Arbitrage-free relative Nelson–Siegel model

Hokuto Ishii

A better criterion for forced selling in bond markets: Credit ratings versus credit spreads

Jae Yong Choi, Junesuh Yi and Sun-Joong Yoon

A neural approach to the value investing tool F-Score

Ruth Gimeno, Lidia Lobán and Luis Vicente

Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach

Steven Buigut and Burcu Kapar

The influence of Bitcoin on portfolio diversification and design

Md Akhtaruzzaman, Ahmet Sensoy and Shaen Corbet

Can the intermediary capital risk predict foreign exchange rates?

Libo Yin

Executive compensation, macroeconomic conditions, and cash flow cyclicality

Stefano Colonnello

Renewable energy and regional value: Identifying value added of public power producer and suppliers in japan

Aki Suwa

Economic policy uncertainty and exchange rates in emerging markets: Short and long runs evidence

Abir Abid

Technology entrepreneurship, ethnicity, and success

Ilanit Gavious and Orit Milo

Penetrating the real performance of SSE STAR enterprises: A double-market investigation

Wei Zhou, Ruitao Gu and Shuai Lu

Golden geese or black sheep: Are stakeholders the saviors or saboteurs of financial distress?

Ariadna Dumitrescu, Menatalla El Hefnawy and Mohammed Zakriya

A new breed of activism

Tanja Artiga Gonzalez and Paul Calluzzo

Rough stochastic elasticity of variance and option pricing

Jiling Cao, Jeong-Hoon Kim, See-Woo Kim and Wenjun Zhang

University R&D activities and firm innovations

Xiaoying Li and Ying Tan

Profitability and money propagation in communities of bank clients: A visual analytics approach

Luis Berggrun, Juan Salamanca, Javier Díaz and Juan David Ospina

New evidence for the inflation hedging potential of US stock returns

Afees Salisu, Umar Ndako and Lateef Akanni

Government subsidies, dividend and stock market refinancing of Chinese firms

Wei Huang

Does CEO inside debt promote corporate innovation?

Gemma Lee

Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data

Christina Christou, David Gabauer and Rangan Gupta

OPEC production decisions, macroeconomic news, and volatility in the Canadian currency and oil markets

Mohamed A. Ayadi, Walid Ben Omrane, Skander Lazrak and Xusheng Yan

Moral hazard, external governance and risk-taking: Evidence from commercial banks in China

Zhiwei Zhang and Fei Wu

The impact of the consistency of carbon performance and carbon information disclosure on enterprise value

Huahong Yan, Xiaoyan Li, Ying Huang and Yuanhao Li

Can financial inclusion be an effective mitigation measure? evidence from panel data analysis of the environmental Kuznets curve

Nuobu Renzhi and Yong Jun Baek

Female board representation, risk-taking and performance: Evidence from dual banking systems

Mushtaq Hussain Khan, Ahmad Fraz, Arshad Hassan and Pejman Abedifar

The dependency measures of commercial bank risks: Using an optimal copula selection method based on non-parametric kernel density

Chenglu Jin, Rongda Chen, Diandian Cheng, Sitian Mo and Ke Yang

COVID-19 and investor behavior

Regina Ortmann, Matthias Pelster and Sascha Tobias Wengerek

COVID-19 and stock market volatility: An industry level analysis

Seungho Baek, Sunil K. Mohanty and Mina Glambosky

How has the relationship between oil and the US stock market changed after the Covid-19 crisis?

Yuji Sakurai and Tetsuo Kurosaki

Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach

Małgorzata Just and Krzysztof Echaust

Spillover effects of RMB exchange rate among B&R countries: Before and during COVID-19 event

Zhixi Wei, Yu Luo, Zili Huang and Kun Guo

Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis

Sun-Yong Choi

Trading from home: The impact of COVID-19 on trading volume around the world

Mardy Chiah and Angel Zhong