Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 31, issue C, 2019

Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective pp. 1-18

Pengfei Wang, Wei Zhang, Xiao Li and Dehua Shen

Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis pp. 19-25

Walid Mensi, Yun-Jung Lee, Khamis Hamed Al-Yahyaee, Ahmet Sensoy and Seong-Min Yoon

Momentum and the Halloween Indicator: Evidence of a new seasonal pattern in momentum returns pp. 26-31

Ajay Bhootra

The effectiveness of technical trading rules in cryptocurrency markets pp. 32-37

Shaen Corbet, Veysel Eraslan, Brian Lucey and Ahmet Sensoy

Do cryptocurrencies and traditional asset classes influence each other? pp. 38-46

Josef Kurka

Bearing the bear: Sentiment-based disagreement in multi-criteria portfolio optimization pp. 47-53

Glogger S., Heiden S. and Schneller D.

Effects of change in commission fees on China futures market pp. 54-65

Yu Wu and Tong Zhang

Does university reputation matter? Evidence from peer-to-peer lending pp. 66-77

Jianwen Li and Jinyan Hu

Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume pp. 78-92

Dirk G. Baur, Daniel Cahill, Keith Godfrey and (Frank) Liu, Zhangxin

From financial markets to Bitcoin markets: A fresh look at the contagion effect pp. 93-97

Roman Matkovskyy and Akanksha Jalan

The way to induce private participation in green finance and investment pp. 98-103

Farhad Taghizadeh-Hesary and Naoyuki Yoshino

The asymmetric high-frequency volatility transmission across international stock markets pp. 104-109

Jiawen Luo and Shengquan Wang

Sorting out the financials: Making economic sense out of statistical factors pp. 110-118

Igor Lončarski and Luka Vidovič

Quantile coherency networks of international stock markets pp. 119-129

Eduard Baumohl and Syed Jawad Hussain Shahzad

An analysis of cryptocurrencies conditional cross correlations pp. 130-137

Nektarios Aslanidis, Aurelio Fernandez Bariviera and Oscar Martínez-Ibañez

Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework pp. 138-145

Yang Hu, Harold Glenn Valera and Les Oxley

Asymmetric effect of style comovement on momentum pp. 146-154

Ching-Chi Hsu and Miao-Ling Chen

Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets pp. 155-164

Cumhur Ekinci, Erdinc Akyildirim and Shaen Corbet

Trade-off theory and zero leverage pp. 165-170

Kamal Haddad and Babak Lotfaliei

Does gold or Bitcoin hedge economic policy uncertainty? pp. 171-178

Shan Wu, Mu Tong, Zhongyi Yang and Abdelkader Derbali

Bitcoin and the day-of-the-week effect

David Yechiam Aharon and Mahmoud Qadan

Asset quality, debt maturity, and market liquidity

Yaxian Gong and Xu Wei

Patience in financial decisions and post-secondary education

Na Young Park

Haze, investor attention and China's stock markets: Evidence from internet stock forum

Yihao Zhang and Lingfeng Tao

A note of techniques that mitigate floating-point errors in PIN estimation

Wen-Chyan Ke, Hueiling Chen and Hsiou-Wei William Lin

Microfinance institutions and the provision of mobile financial services: First empirical evidence

Gregor Dorfleitner, Quynh Anh Nguyen and Michaela Röhe

Short and long-term interest rate risk: The sovereign balance-sheet nexus

Antonio Afonso and José Alves

Do bullet trains affect earnings management? Evidence from China

Bin Li, Wen Zheng and Chen Ma

CEO pay disparity, chaebol affiliations, and implied cost of equity capital

Hong-min Chun

The day of the week effect in the cryptocurrency market

Guglielmo Maria Caporale and Alex Plastun

Neighbors matter: Geographical distance and trade timing in the stock market

Kȩstutis Baltakys, Margarita Baltakienė, Hannu Kärkkäinen and Juho Kanniainen

Seasonality in cryptocurrencies

Lars Kaiser

A readily computable commodity price index: 1900–2016

Viviana Fernandez

The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis

Aviral Tiwari, R.K. Jana and David Roubaud

When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin

Gang-Jin Wang, Chi Xie, Danyan Wen and Longfeng Zhao

Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities?

Brahim Gaies, Stéphane Goutte and Khaled Guesmi

Operating leases, operating leverage, operational inflexibility and sticky costs

Douglas O. Cook, Robert Kieschnick and Rabih Moussawi

Does government support promote SME tax payments? New evidence from Vietnam

Vu Van Huong and Ly Kim Cuong

Inflation expectation, monetary policy credibility, and exchange rates

Seojin Lee and Young Min Kim

Bitcoin price–volume: A multifractal cross-correlation approach

Marwane El Alaoui, Elie Bouri and David Roubaud

Effect of bifurcation on the interaction between Bitcoin and Litecoin

Zhiyong Tu and Changyong Xue

Advance notice labor conflicts and firm value—An event study analysis on Israeli companies

Zvika Afik, Roi Haim and Yaron Lahav

The gender gap in over-indebtedness

Tobias Meyll and Thomas Pauls

Cryptocurrencies as financial bubbles: The case of Bitcoin

Julian Geuder, Harald Kinateder and Niklas Wagner

Sectoral contributions to systemic risk in the Chinese stock market

Fei Wu

Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models

Gideon Boako, Aviral Tiwari, Muazu Ibrahim and Qiang Ji

Optimal margin requirement

Edina Berlinger, Barbara Dömötör and Ferenc Illés

Capital-market effects of securities regulation: Prior conditions, implementation, and enforcement revisited

Douglas Cumming and Sofia Johan

Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound

Bernd Hayo, Kai Henseler and Marc Steffen Rapp

Herding and flash events: Evidence from the 2010 Flash Crash

Riza Demirer, Karyl B. Leggio and Donald Lien

Financial flows, global interest rates, and political integration

Jun Nagayasu

Institutional environment and financing costs: Evidence from venture capital backed transactions

Qing Liang, Christopher Gan and Zhaohua Li

An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China

Xiong Xiong, Yongqiang Meng, Xiao Li and Dehua Shen

Does religion affect cross-border acquisitions? Tales from developed and emerging economies

R. Shyaam Prasadh and M. Thenmozhi

Does the shareholding network affect bank's risk-taking behavior? An exploratory study on Chinese commercial banks

Bing Li, Changhong Li and Li Wang

How do independent directors view powerful executive risk-taking incentives? A quasi-natural experiment

Viput Ongsakul and Pornsit Jiraporn

Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China

Yonghong Jiang, Zixuan Zhu, Gengyu Tian and He Nie

Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash

Imran Yousaf and Arshad Hassan

Can designed financial systems drive out highly polluting firms? An evaluation of an experimental economic policy

Dongyang Zhang, Pengcheng Du and Yaowen Chen

How do black swan events go global? -Evidence from US reserves effects on TOCOM gold futures prices

Yang Wang, Xinbang Cao, Xiuping Sui and Wenxi Zhao