Finance Research Letters
2004 - 2025
Current editor(s): R. Gençay From Elsevier Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com). Access Statistics for this journal.
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Volume 34, issue C, 2020
- Causality dynamics from equities to economic growth

- Cetin Ciner
- Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach

- M. Kannadhasan and Debojyoti Das
- Pricing arithmetic Asian options under jump diffusion CIR processes

- Jong Jun Park, Hyun Jin Jang and Jiwook Jang
- Liquidity and capital in bank lending: Evidence from European banks

- John Thornton and Caterina di Tommaso
- When does the market feel it? Magnitude, speed and persistence of market reactions to cross-listings

- Lis Biell, Xavier Mouchette and Aline Muller
- Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market

- Chi-Wei He, Kuang-Liang Chang and Yung-Jang Wang
- The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS

- David Vidal-Tomás, Gabriele Tedeschi and Jordi Ripollés
- Fair value and economic consequences of financial restatements

- Hua-Wei Solomon Huang, Zhi-Yuan Andy Feng and Angie Abdel Zaher
- Pension funds and stock market development in OECD countries: Novel evidence from a panel VAR

- Vassilios Babalos and Stavros Stavroyiannis
- Optimal liquidation of financial derivatives

- Jingnan Chen
- Time-varying risk aversion and the predictability of bond premia

- Oğguzhan Çepni, Riza Demirer, Rangan Gupta and Christian Pierdzioch
- Strategic timing of corporate insiders when trading at earnings announcements

- Harold Contreras
- CEO tenure and mergers and acquisitions

- Bing Zhou, Shantanu Dutta and Pengcheng Zhu
- Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency

- Shaista Arshad, Syed Aun R. Rizvi and Omair Haroon
- Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?

- Jying-Nan Wang, Hung-Chun Liu and Yuan-Teng Hsu
- Credit default swap and two-sided moral hazard

- Yaxian Gong
- Back to government ownership: The Sovereign Wealth Funds phenomenon

- Jocelyn Grira
- Pension policy and the IPO market

- Hui-Ju Tsai and Yao-Min Chiang
- Is the introduction of futures responsible for the crash of Bitcoin?

- Ruozhou Liu, Shanfeng Wan, Zili Zhang and Xuejun Zhao
- Economies of diversification in microfinance: Evidence from quantile estimation on panel data

- Emir Malikov, Valentina Hartarska and Roy Mersland
- The association between political connection and stock price crash risk: Using financial reporting quality as a moderator

- Tzu-Yi Fang, Fengyi Lin, Sheng-Wei Lin and Yi-Hua Huang
- Do it with a smile: Forecasting volatility with currency options

- Lorenzo Reus, José A. Carrasco and Pablo Pincheira
- Banking goes digital: The adoption of FinTech services by German households

- Moritz Jünger and Mark Mietzner
- Does celebrity spokesperson signal firm performance? Evidence from a drug scandal in China

- Wenyun Yao, Jiahui Wei, Yongjian Shen, Yan Deng and Ali Kutan
- A new measure for market efficiency and its application

- Jinjin Jiang and Haiqi Li
- Exotic options pricing under special Lévy process models: A biased control variate method approach

- Jiayi Jia, Yongzeng Lai, Lin Li and Vinna Tan
- The impact of monetary policy shocks on stock market bubbles: International evidence

- Petre Caraiani and Adrian Cantemir Cǎlin
- Does high-frequency trading reduce market underreaction to earnings news?

- Yun Ke and Yanan Zhang
- Under pressure: Listing status and disinvestment in Japan

- Joseph French, Ryosuke Fujitani and Yukihiro Yasuda
- Historical volatility of advanced equity markets: The role of local and global crises

- Samrat Goswami, Rangan Gupta and Mark Wohar
- Macroeconomic uncertainty, information competition, and liquidity

- Yen-Chen Chiu
- Financial networks and systemic risk in China's banking system

- Lixin Sun
- The profitability of technical trading rules in the Bitcoin market

- Dirk Gerritsen, Elie Bouri, Ehsan Ramezanifar and David Roubaud
- The forecasting power of the multi-language narrative of sell-side research: A machine learning evaluation

- Krzysztof Rybinski
- A three-factor pricing model for cryptocurrencies

- Dehua Shen, Andrew Urquhart and Pengfei Wang
- The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives

- Erdinc Akyildirim, Shaen Corbet, Paraskevi Katsiampa, Neil Kellard and Ahmet Sensoy
- Spatial connectedness of volatility spillovers in G20 stock markets: Based on block models analysis

- Weiping Zhang, Xintian Zhuang and Dongmei Wu
- Do financial reforms promote entrepreneurship?

- Chandan Jha and Rafiqul Bhuyan
- Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model

- Zhongbao Zhou, Zhangyan Fu, Yong Jiang, Ximei Zeng and Ling Lin
- Forecasting volatility using realized stochastic volatility model with time-varying leverage effect

- Xinyu Wu and Xiaona Wang
- Diamonds versus precious metals: What gleams most against USD exchange rates?

- Rihab Bedoui, Khaled Guesmi, Saoussen Kalai and Thomas Porcher
- Market stability analysis after the circuit breaker for the CSI 300 energy index

- Wei Zhou, Wanying Rao and Shuai Lu
- Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization

- Douglas Eduardo Turattia, Fernando Henrique P.S. Mendes and João Frois Caldeira
- Can financial marketization mitigate the negative effect of exchange rate fluctuations on exports? Evidence from Chinese regions

- Brian Lucey, Wang Xiaoxue, Wang Yanfang and Xu Ying
- How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries

- Jun Wang, Xiaolei Sun and Jianping Li
- The financialization of Chinese commodity markets

- Baochen Yang, Yingjian Pu and Yunpeng Su
- Intangible factor and idiosyncratic volatility puzzles

- Xing Li, Keqiang Hou and Chao Zhang
- Does financial inclusion impact CO2 emissions? Evidence from Asia

- Thai-Ha Le, Ha-Chi Le and Farhad Taghizadeh-Hesary
- Corporate social responsibility, financial instability and corporate financial performance: Linear, non-linear and spillover effects – The case of the CAC 40 companies

- Abderrahmane Jahmane and Brahim Gaies
- Investigating solutions for the development of a green bond market: Evidence from analytic hierarchy process

- Chuc Anh Tu, Ehsan Rasoulinezhad and Tapan Sarker
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