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Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com).

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Volume 34, issue C, 2020

Causality dynamics from equities to economic growth Downloads
Cetin Ciner
Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach Downloads
M. Kannadhasan and Debojyoti Das
Pricing arithmetic Asian options under jump diffusion CIR processes Downloads
Jong Jun Park, Hyun Jin Jang and Jiwook Jang
Liquidity and capital in bank lending: Evidence from European banks Downloads
John Thornton and Caterina di Tommaso
When does the market feel it? Magnitude, speed and persistence of market reactions to cross-listings Downloads
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 Downloads
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 Downloads
David Vidal-Tomás, Gabriele Tedeschi and Jordi Ripollés
Fair value and economic consequences of financial restatements Downloads
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 Downloads
Vassilios Babalos and Stavros Stavroyiannis
Optimal liquidation of financial derivatives Downloads
Jingnan Chen
Time-varying risk aversion and the predictability of bond premia Downloads
Oğguzhan Çepni, Riza Demirer, Rangan Gupta and Christian Pierdzioch
Strategic timing of corporate insiders when trading at earnings announcements Downloads
Harold Contreras
CEO tenure and mergers and acquisitions Downloads
Bing Zhou, Shantanu Dutta and Pengcheng Zhu
Impact of Brexit vote on the London stock exchange: A sectorial analysis of its volatility and efficiency Downloads
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? Downloads
Jying-Nan Wang, Hung-Chun Liu and Yuan-Teng Hsu
Credit default swap and two-sided moral hazard Downloads
Yaxian Gong
Back to government ownership: The Sovereign Wealth Funds phenomenon Downloads
Jocelyn Grira
Pension policy and the IPO market Downloads
Hui-Ju Tsai and Yao-Min Chiang
Is the introduction of futures responsible for the crash of Bitcoin? Downloads
Ruozhou Liu, Shanfeng Wan, Zili Zhang and Xuejun Zhao
Economies of diversification in microfinance: Evidence from quantile estimation on panel data Downloads
Emir Malikov, Valentina Hartarska and Roy Mersland
The association between political connection and stock price crash risk: Using financial reporting quality as a moderator Downloads
Tzu-Yi Fang, Fengyi Lin, Sheng-Wei Lin and Yi-Hua Huang
Do it with a smile: Forecasting volatility with currency options Downloads
Lorenzo Reus, José A. Carrasco and Pablo Pincheira
Banking goes digital: The adoption of FinTech services by German households Downloads
Moritz Jünger and Mark Mietzner
Does celebrity spokesperson signal firm performance? Evidence from a drug scandal in China Downloads
Wenyun Yao, Jiahui Wei, Yongjian Shen, Yan Deng and Ali Kutan
A new measure for market efficiency and its application Downloads
Jinjin Jiang and Haiqi Li
Exotic options pricing under special Lévy process models: A biased control variate method approach Downloads
Jiayi Jia, Yongzeng Lai, Lin Li and Vinna Tan
The impact of monetary policy shocks on stock market bubbles: International evidence Downloads
Petre Caraiani and Adrian Cantemir Cǎlin
Does high-frequency trading reduce market underreaction to earnings news? Downloads
Yun Ke and Yanan Zhang
Under pressure: Listing status and disinvestment in Japan Downloads
Joseph French, Ryosuke Fujitani and Yukihiro Yasuda
Historical volatility of advanced equity markets: The role of local and global crises Downloads
Samrat Goswami, Rangan Gupta and Mark Wohar
Macroeconomic uncertainty, information competition, and liquidity Downloads
Yen-Chen Chiu
Financial networks and systemic risk in China's banking system Downloads
Lixin Sun
The profitability of technical trading rules in the Bitcoin market Downloads
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 Downloads
Krzysztof Rybinski
A three-factor pricing model for cryptocurrencies Downloads
Dehua Shen, Andrew Urquhart and Pengfei Wang
The development of Bitcoin futures: Exploring the interactions between cryptocurrency derivatives Downloads
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 Downloads
Weiping Zhang, Xintian Zhuang and Dongmei Wu
Do financial reforms promote entrepreneurship? Downloads
Chandan Jha and Rafiqul Bhuyan
Can economic policy uncertainty predict exchange rate volatility? New evidence from the GARCH-MIDAS model Downloads
Zhongbao Zhou, Zhangyan Fu, Yong Jiang, Ximei Zeng and Ling Lin
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect Downloads
Xinyu Wu and Xiaona Wang
Diamonds versus precious metals: What gleams most against USD exchange rates? Downloads
Rihab Bedoui, Khaled Guesmi, Saoussen Kalai and Thomas Porcher
Market stability analysis after the circuit breaker for the CSI 300 energy index Downloads
Wei Zhou, Wanying Rao and Shuai Lu
Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization Downloads
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 Downloads
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 Downloads
Jun Wang, Xiaolei Sun and Jianping Li
The financialization of Chinese commodity markets Downloads
Baochen Yang, Yingjian Pu and Yunpeng Su
Intangible factor and idiosyncratic volatility puzzles Downloads
Xing Li, Keqiang Hou and Chao Zhang
Does financial inclusion impact CO2 emissions? Evidence from Asia Downloads
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 Downloads
Abderrahmane Jahmane and Brahim Gaies
Investigating solutions for the development of a green bond market: Evidence from analytic hierarchy process Downloads
Chuc Anh Tu, Ehsan Rasoulinezhad and Tapan Sarker
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