Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 35, issue C, 2020

Discretionary liquidity trading, information production and market efficiency

Xia Liu, Shancun Liu, Zhen Qi and Chunhui Wen

Stochastic volatility models for the implied correlation index

Marcos Escobar Anel and Lin Fang

Optimal investment and financing with a bank-tax-interaction

Biao Chen and Jinqiang Yang

Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models

Nidhaleddine Ben Cheikh, Younes Ben Zaied and Julien Chevallier

Earnings information, arbitrage constraints, and the forecast dispersion anomaly

Soonho Kim and Haejung Na

A general method for valuing complex capital structures

Paul Borochin, Yaacov Kopeliovich and Kevin Shea

Identifying the impact of crisis on cooperative capital constraint. A short note on French craftsmen cooperatives

Anne Musson and Damien Rousselière

Trust and financial inclusion: A cross-country study

Xiaoyan Xu

Does intraday time-series momentum exist in Chinese stock index futures market?

Yi Li, Dehua Shen, Pengfei Wang and Wei Zhang

Arbitrage detection using max plus product iteration on foreign exchange rate graphs

Zhenyu Cui and Stephen Taylor

The US–Korea free trade agreement as a shock to product market competition: Evidence from the Korean stock market

Doowon Ryu

Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach

Yun Hong and Yi Li

Analyzing herding behavior in commodities markets – an empirical approach

Gerson de Souza Raimundo Júnior, Rafael Baptista Palazzi, Marcelo Klotzle and Antonio Carlos Figueiredo Pinto

Debt structure and earnings management: A non-linear analysis from an emerging economy

Thanh Su, Canh Nguyen and Nguyen Tran Thai Ha

Flight-to-safety and the risk-return trade-off: European evidence

Nektarios Aslanidis, Charlotte Christiansen and Christos Savva

Forecasting realized gold volatility: Is there a role of geopolitical risks?

Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch

An alternative approach to predicting bank credit risk in Europe with Google data

Marcos González-Fernández and Carmen González-Velasco

Aggregate implied cost of capital, option-implied information and equity premium predictability

Patrick Launhardt and Felix Miebs

Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? Evidence based on HAR and Ridge regression models

Yu Wei, Chao Liang, Yan Li, Xunhui Zhang and Guiwu Wei

A bootstrap test for predictability of asset returns

Jae Kim and Abul Shamsuddin

Does a CEO's culture affect dividend policy?

Muhammad Naeem and Shahzad Khurram

Information, prices and efficiency in an online betting market

Guy Elaad, J Reade and Carl Singleton

The curvilinear relationship between environmental performance and financial performance: An investigation of listed french firms using panel smooth transition model

Béchir Ben Lahouel, Maria-Giuseppina Bruna and Younes Ben Zaied

Examining framing effect when subject's perspective matters: Evidence from China

Wen Fan and Lifang Zhang

Impact of economic policy uncertainty shocks on China's financial conditions

Zhenghui Li and Junhao Zhong

The transmission of monetary policy in emerging economies during tranquil and turbulent periods

Jibrin Yakubu, Afees Salisu, Abdullahi Musa, Adebola Omosola, Maximillian Belonwu and Kazeem Isah

One list to fit them all: What do we learn from journal ranking?

Konstantinos Eleftheriou and Michael Polemis

Do firms using real earnings management care about taxes? Evidence from a high book-tax conformity country

Michał Kałdoński and Tomasz Jewartowski

The role of Bitcoin on developed and emerging markets – on the basis of a Bitcoin users graph analysis

Jacek Mizerka, Agnieszka Stróżyńska-Szajek and Piotr Mizerka

The impact of US monetary policy on Chinese enterprises’ R&D investment

Dongyang Zhang, Yumei Guo, Zhaorui Wang and Yanbin Chen

Intraday efficiency-frequency nexus in the cryptocurrency markets

Aylin Aslan and Ahmet Sensoy

Weekly momentum in the commodity futures market

Kyung Yoon Kwon, Jangkoo Kang and Jaesun Yun

The relationship between the economic policy uncertainty and the cryptocurrency market

Hui-Pei Cheng and Kuang-Chieh Yen

Rich men’s hobby or question of personality: Who considers collectibles as alternative investment?

Jens Kleine, Thomas Peschke and Niklas Wagner

Efficiency in the markets of crypto-currencies

Vu Le Tran and Thomas Leirvik

Corruption in banks: A bibliometric review and agenda

Salman Bahoo

Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter

Daniele Ballinari and Simon Behrendt

CSR engagement and market structure: Evidence from listed banks

Antonio Fabio Forgione and Carlo Migliardo

Do Banks Value Green Management in China? The Perspective of the Green Credit Policy

Chao Xing, Yuming Zhang and Yuan Wang

How does investor attention influence the green bond market?

Linh Pham and Toan Luu Duc Huynh

Low-carbon financial risk factor correlation in the belt and road PPP project

Yu Sun, Lizhen Chen, Huaping Sun and Farhad Taghizadeh-Hesary

Corporate reputation and social sustainability in the early stages of start-ups: A theoretical model to match stakeholders' expectations through corporate social commitment

Maria Giuseppina Bruna and Domenico Nicolò

Profitability of technical trading rules among cryptocurrencies with privacy function

Shaker Ahmed, Klaus Grobys and Niranjan Sapkota

Corporate social responsibility and firm value: Guiding through economic policy uncertainty

Hatem Rjiba, Abderrahman Jahmane and Ilyes Abid

Happiness and Gold Prices

Hans Byström

Seasonality in the Cross-Section of Cryptocurrency Returns

Huaigang Long, Adam Zaremba, Ender Demir, Jan Jakub Szczygielski and Mikhail Vasenin

COVID-19 and finance: Agendas for future research

John W. Goodell

The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies

Shaen Corbet, Charles Larkin and Brian Lucey

Safe haven or risky hazard? Bitcoin during the Covid-19 bear market

Thomas Conlon and Richard McGee

Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe

Adam Zaremba, Renatas Kizys, David Y. Aharon and Ender Demir