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Finance Research Letters

2004 - 2020

Current editor(s): R. Gençay

From Elsevier
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Volume 32, issue C, 2020

Protected Adaptive Asset Allocation Downloads
Mirko Bellu and Claudio Conversano
Predicting default rates by capturing critical transitions in the macroeconomic system Downloads
Kai Xing and Xiaoguang Yang
Identifying corporate venture capital investors – A data-cleaning procedure Downloads
Patrick Röhm, Markus Merz and Andreas Kuckertz
Non-parametric quantile dependencies between volatility discontinuities and political risk Downloads
Konstantinos Gkillas, Gideon Boako, Dimitrios Vortelinos and Lavrentios Vasiliadis
Macroeconomic uncertainty, the option to wait and IPO issue cycles Downloads
Binh Nguyen Thanh
How negative interest rates affect the risk-taking of individual investors: Experimental evidence Downloads
Maren Baars, Henning Cordes and Hannes Mohrschladt
Understanding time-varying short-horizon predictability✰ Downloads
Yacine Hammami and Jie Zhu
Brent crude oil prices volatility during major crises Downloads
Miroslava Zavadska, Lucía Morales and Joseph Coughlan
Is institutional monitoring time-varying? Evidence from the Korean market Downloads
Kyung Soon Kim, Chune Young Chung and Chang Liu
Does the external environment matter for the persistence of firms' debt policy? Downloads
Zhen Huang, Weiwei Gao and Liying Chen
Female independent directors and financial irregularities in chinese listed firms: From the perspective of audit committee chairpersons Downloads
Xiaochong Li and Yanxi Li
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure Downloads
Shay-Kee Tan, Jennifer Chan and Kok Haur Ng
Joint liability loans in online peer-to-peer lending Downloads
Yimin Zhou and Xu Wei
Evaluation of volatility models for forecasting Value-at-Risk and Expected Shortfall in the Portuguese stock market Downloads
Nuno Sobreira and Rui Louro
Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume Downloads
Sashikanta Khuntia and J.K. Pattanayak
The impact of Baidu Index sentiment on the volatility of China's stock markets Downloads
Jianchun Fang, Giray Gözgör, Chi Keung Lau and Zhou Lu
Monetary policy rate expectation and energy prices during the FOMC announcement period Downloads
Hyeonung Jang and Byoung Ki Seo
Commonality in liquidity across options and stock futures markets Downloads
Bouchra Benzennou, Owain ap Gwilym and Gwion Williams
Price clustering in Bitcoin market—An extension Downloads
Xin Li, Shenghong Li and Chong Xu
Investment timing with information-processing constraints Downloads
Congming Mu, Jinqiang Yang and Yuhua Zhang
Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence Downloads
Chen Zhang, Yu Yang and Po Yun
Strategic trading with transaction cost in the long run Downloads
Deqing Zhou
Corporate innovation and credit default swap spreads Downloads
Hwang Hee Lee and Frederick Dongchuhl Oh
Volatility persistence in the Russian stock market Downloads
Guglielmo Maria Caporale, Luis Gil-Alana and Trilochan Tripathy
Can international supply chain induce a return premium? Evidence from U.S. leading high-technology firms and Taiwan stock market Downloads
Li-Chuan Tsai, Ruhui Zhang and Cuifang Zhao
Corporate hedging and dividend policy: An empirical study of Korean firms Downloads
Young Mok Choi, Kunsu Park and Woo Sung Kim
Corporate governance convergence in the European M&A market Downloads
Wolfgang Drobetz and Paul P. Momtaz
Asset pricing with long-run durable expenditure risk Downloads
Huan Li
Institutional capital allocation and equity returns: Evidence from Thai mutual funds’ holdings Downloads
Roongkiat Ratanabanchuen and Kanis Saengchote
Country factors in earnings management of ADR firms Downloads
Clara Chia Sheng Chen, Yan-Yu Chou and Peihwang Wei
Not the usual suspects: Critical indicators in a dollarized country's Financial Stress Index Downloads
Layal Mansour Ishrakieh, Leila Dagher and Sadika El Hariri
Momentum and reversals: Are they really separate phenomena? Downloads
Tsung-Yu Chen, Pin-Huang Chou and Nien-Tzu Yang
Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo Downloads
Tonghui Zhang, Ying Yuan and Xi Wu
Can the Baltic Dry Index predict foreign exchange rates? Downloads
Liyan Han, Li Wan and Yang Xu
A novel cryptocurrency price trend forecasting model based on LightGBM Downloads
Xiaolei Sun, Mingxi Liu and Zeqian Sima
Real estate as a common risk factor in the financial sector: International evidence Downloads
Benoît Carmichael and Alain Coën
Forecasting VaR using realized EGARCH model with skewness and kurtosis Downloads
Xinyu Wu, Michelle Xia and Huanming Zhang
Regime switching in the present value models: A backward-solving method Downloads
Jan R. Kim and Keunsuk Chung
The versatility of money multiplier under Basel III regulations Downloads
Wanting Xiong, Boyao Li, Yougui Wang and H. Eugene Stanley
Director and officer liability protection and firm value: Unintended consequences Downloads
Iness Aguir and Wael Aguir
The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country Downloads
Haiping Li, Artur Semeyutin, Chi Keung Lau and Giray Gözgör
The long-run relationship between finance and income inequality: Evidence from panel data Downloads
John Thornton and Caterina Di Tommaso
Stock liquidity and excess leverage Downloads
Zilin Chen, Kang Gao and Weiwei Huang
Institutional investors and corporate investment Downloads
Cristina Cella
Rough volatility of Bitcoin Downloads
Tetsuya Takaishi
Dissecting the effectiveness of firm financial strength in predicting Chinese stock market Downloads
Fuwei Jiang, Fujing Jin and Guohao Tang
Impact of economic policy uncertainty on exchange rate volatility of China Downloads
Liming Chen, Ziqing Du and Zhihao Hu
Managerial overconfidence and manipulation of operating cash flow: Evidence from Korea✰ Downloads
Daecheon Yang and Hyuntae Kim
Technical trading rules in the cryptocurrency market Downloads
Klaus Grobys, Shaker Ahmed and Niranjan Sapkota
Non-linearities, cyber attacks and cryptocurrencies Downloads
Guglielmo Maria Caporale, Woo-Young Kang, Fabio Spagnolo and Nicola Spagnolo
Page updated 2020-09-29