Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

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Volume 33, issue C, 2020

Financial adjustments and credit rating changes

Kristopher J. Kemper

Optimal ownership structure and monitoring in entrepreneurial firms

Gino Loyola and Yolanda Portilla

Sequential elimination: Fast sorts for unbiased quantile estimation

Alessandro Palandri

Business cycle variations in exchange rate correlations: Revisiting global currency hedging

Jantke de Boer, Kim J. Bövers and Steffen Meyer

Interest rate swaps clearing and systemic risk

Mohamed Bakoush, Enrico H. Gerding and Simon Wolfe

Banking relationships, firm-size heterogeneity and access to credit: Evidence from European firms

Gabriele Angori, David Aristei and Manuela Gallo

Cryptocurrencies and the downside risk in equity investments

Elie Bouri, Brian Lucey and David Roubaud

Stages of firm life cycle, transition, and dividend policy

Debarati Bhattacharya, Chia-Wen Chang and Wei-Hsien Li

The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns

Wonse Kim, Junseok Lee and Kyungwon Kang

Some nontrivial properties of a formula for compound interest

Isaac M. Sonin and Mark Whitmeyer

Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects

Korhan Gokmenoglu and Abobaker Al.Al. Hadood

Realized GARCH models: Simpler is better

Haibin Xie and Chengtan Yu

The psychology of cryptocurrency prices

Arash Aloosh and Samuel Ouzan

Is fertility a leading indicator for stock returns?

Gertjan Verdickt

Internet search-based investor sentiment and value premium

Antti Klemola

The impact of married couples on firm innovation: Evidence from Chinese family firms

Yishu Fu

Breaking bad: An investment in cannabis

Jean-Philippe Weisskopf

Changes in the effects of bank lending shocks and development of public debt markets

Sangyup Choi

Does oil price uncertainty affect renewable energy firms’ investment? Evidence from listed firms in China

Hong Cao, Litian Guo and Lin Zhang

The impact of analyst coverage and stock price synchronicity: Evidence from brokerage mergers and closures✰

Kaijuan Gao, Wanfa Lin, Li Yang and Kam C. Chan

The role of bank funding in systematic risk transmission

Cherry Muijsson and Stephen Satchell

Local currency bond risk premia of emerging markets: The role of local and global factors

Oguzhan Cepni, Selcuk Gul and Rangan Gupta

Debt and stock price crash risk in weak information environment

Meng Wang, Miao Han and Wei Huang

Financial integration in the United Arab Emirates Stock Markets

Burcu Kapar, Jose Olmo and Rim Ghalayini

The effect of CEO power on bank risk: Do boards and institutional investors matter?✰

Yener Altunbas, John Thornton and Yurtsev Uymaz

Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting

Beatriz Acereda, Angel Leon and Juan Mora

Stock price fluctuation and the business cycle in the BRICS countries: A nonparametric quantiles causality approach

Guangping Shi and Xiaoxing Liu

On the interplay between US sectoral CDS, stock and VIX indices: Fresh insights from wavelet approaches

Syed Jawad Hussain Shahzad, Chaker Aloui and Rania Jammazi

Alternative reversal variable

Anh Duy Nguyen

Raising short-term debt for long-term investment and stock price crash risk: Evidence from China

Feiyang Cheng, Chaoshin Chiao, Zhenming Fang, Chunfeng Wang and Shouyu Yao

Institutional investor inattention and stock price crash risk

Cheng Xiang, Fengwen Chen and Qian Wang

Systemic risk in bank-firm multiplex networks

Shouwei Li, Yifu Liu and Chaoqun Wu

The timing of the flight to gold: An intra-day analysis of gold and the S&P500

Dirk G. Baur and Konstantin Kuck

Investment and capital structure decisions under strategic debt service with positive externalities

Yingxian Tan, Pengfei Luo, Jinqiang Yang and Aifan Ling

Testing for herding in the cryptocurrency market

Antonis Ballis and Konstantinos Drakos

Financial network linkages to predict economic output

Wei-Qiang Huang and Dan Wang

Bitcoin dilemma: Is popularity destroying value?

S. Thomas Kim

Bitcoin futures: An effective tool for hedging cryptocurrencies

Helder Sebastião and Pedro Godinho

Shareholder activism with strategic investors

Andras Danis

Does target geographical complexity impact acquisition performance

Imed Chkir, Shantanu Dutta and Boushra El Haj Hassan

Cryptocurrencies: Herding and the transfer currency

Lars Kaiser and Sebastian Stöckl

Do personal connections improve sovereign credit ratings?

Patrycja Klusak, John Thornton and Yurtsev Uymaz

Beta or duration? Risk-taking by balanced mutual funds in Korea✰

Keun Woo Park, Min Yeon Han and Ji Yeol Jimmy Oh

Learning the wealth effects from equity carve-outs

Asad Iqbal Mashwani, Sébastien Dereeper, Michael Dowling and Saqib Aziz

Cyberattacks and impact on bond valuation

Subramanian R. Iyer, Betty J. Simkins and Heng Wang

The role of catastrophe bonds in an international multi-asset portfolio: Diversifier, hedge, or safe haven?

Wolfgang Drobetz, Henning Schröder and Lars Tegtmeier

The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages

Elie Bouri, Brian Lucey and David Roubaud

The relationship between implied volatility and cryptocurrency returns

Erdinc Akyildirim, Shaen Corbet, Brian Lucey, Ahmet Sensoy and Larisa Yarovaya

An analysis of technical trading rules: The case of MENA markets

Jorg Bley and Mohsen Saad

Good diversification is never wasted: How to tilt factor portfolios with sectors

Marie Brière and Ariane Szafarz