Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

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Volume 30, issue C, 2019

Corporate social responsibility, media freedom, and firm value pp. 1-7

Kiyoung Chang, Hyeongsop Shim and Taihyeup David Yi

A test of traditional and psychometric relative risk tolerance measures on household financial risk taking pp. 8-13

John E. Grable, Angela C. Lyons and Wookjae Heo

Market uncertainty and trading volume around earnings announcements pp. 14-22

Hae Mi Choi

Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis pp. 23-29

Yu Wei, Songkun Qin, Xiafei Li, Sha Zhu and Guiwu Wei

Hedging bitcoin with other financial assets pp. 30-36

Debdatta Pal and Subrata K. Mitra

Media attention and Bitcoin prices pp. 37-43

Dionisis Philippas, Hatem Rjiba, Khaled Guesmi and Stéphane Goutte

Optimization of multi-period portfolio model after fitting best distribution pp. 44-50

Rezvan Kamali, Safieh Mahmoodi and Mohammad-Taghi Jahandideh

Is there still a weather anomaly? An investigation of stock and foreign exchange markets pp. 51-59

Athanasios Andrikopoulos, Changyu Wang and Min Zheng

Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices pp. 60-68

Majid Mirzaee Ghazani and Seyed Babak Ebrahimi

Tail risk and the consumption CAPM pp. 69-75

Ji Ho Kwon

Announcement effect and its determinants of exchangeable bonds pp. 76-82

Lan Wang, Langnan Chen and Jieni Chen

Intraday momentum and reversal in Chinese stock market pp. 83-88

Xiaojun Chu, Zherong Gu and Haigang Zhou

Forecasting realized variance using asymmetric HAR model with time-varying coefficients pp. 89-95

Xinyu Wu and Xinmeng Hou

Political connections and the value of cash holdings pp. 96-102

Yuanto Kusnadi

Nowcasting of the U.S. unemployment rate using Google Trends pp. 103-109

Shintaro Nagao, Fumiko Takeda and Riku Tanaka

The causality between liquidity and volatility in the Polish stock market pp. 110-115

Barbara Będowska-Sójka and Agata Kliber

Social-media and intraday stock returns: The pricing power of sentiment pp. 116-123

David Broadstock and Dayong Zhang

Credit rating and microfinance lending decisions based on loss given default (LGD) pp. 124-129

Baofeng Shi, Xue Zhao, Bi Wu and Yizhe Dong

Share repurchases under uncertainty: U.S. evidence pp. 130-138

Burak Pirgaip and Burcu Dinçergök

Revisiting the price effect in US stocks pp. 139-144

Paul Geertsema and Helen Lu

What influences portfolio contagion among open-end mutual funds? pp. 145-152

Junbin Liu, Xiaoxing Liu and Guangping Shi

Does CSR influence M&A target choices? pp. 153-159

Mathieu Gomes

On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees pp. 160-169

Christian Pierdzioch, Marian Risse, Rangan Gupta and Wendy Nyakabawo

Suboptimal investment behavior and welfare costs: A simulation based approach pp. 170-180

Pablo Castaneda and Lorenzo Reus

Herding in the cryptocurrency market: CSSD and CSAD approaches pp. 181-186

David Vidal-Tomás, Ana M. Ibáñez and José E. Farinós

Bitcoin returns and risk: A general GARCH and GAS analysis pp. 187-193

Victor Troster, Aviral Tiwari, Muhammad Shahbaz and Demian Nicolás Macedo

A study of first generation commodity indices: Indices based on financial diversification pp. 194-200

Jung-Hyun Ahn and Pierre Six

Measuring the hedging effectiveness of commodities pp. 201-207

Pornchai Chunhachinda, Maria E. de Boyrie and Ivelina Pavlova

Is there an effective reputation mechanism in peer-to-peer lending? Evidence from China pp. 208-215

Jie Ding, Jinbo Huang, Yong Li and Meichen Meng

Effects of CEO miscalibration on compensation and hedging pp. 216-220

Hwa-Sung Kim

Volatility co-movement between Bitcoin and Ether pp. 221-227

Paraskevi Katsiampa

Can list prices accurately capture housing price trends? Insights from extreme markets conditions pp. 228-232

Ronan Lyons

Profitability shocks and recovery in time of crisis evidence from European banks pp. 233-239

Paola Bongini, Doriana Cucinelli, Maria Luisa Di Battista and Laura Nieri

Stock distributions and the Retained Earnings Hypothesis revisited pp. 240-245

Jason E. Heavilin and Hilmi Songur

How much happiness can we find in the U.S. fear Index? pp. 246-258

Mahmoud Qadan and David Y. Aharon

How does the stock market react to financial innovation regulations? pp. 259-265

Minhua Yang and Yu He

Who has volatility information in the index options market? pp. 266-270

Doojin Ryu and Heejin Yang

Corporate governance and procyclicality in a banking crisis: Empirical evidence and implications pp. 271-275

Francisco Ibañez, Miguel A. Peña-Cerezo and Andrés Araujo-de-la-Mata

CEO compensation, pay inequality, and the gender diversity of bank board of directors pp. 276-279

Ann Owen and Judit Temesvary

Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model pp. 280-291

Huainian Zhu, Ming Cao and Chengke Zhang

Does anti-corruption campaign promote corporate R&D investment? Evidence from China pp. 292-296

Weiyu Gan and Xixiong Xu

The effect of non-traditional banking activities on systemic risk: Does bank size matter? pp. 297-305

Eric Fina Kamani

Conditional pricing of earnings quality pp. 306-313

Mingshan Zhang

Understanding the order effect in eliciting risk aversion pp. 314-317

Kitae Sohn

Capital structure volatility, financial vulnerability, and stock returns: Evidence from Korean firms pp. 318-326

Byung-Uk Chong and Heonsoo Kim

Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach pp. 327-333

Giovanni De Luca, Dominique Guégan and Giorgia Rivieccio

Challenges facing Malaysia pension scheme in an era of ageing population pp. 334-340

Roslan Jaafar, Kevin James Daly and Anil Mishra

Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach pp. 341-351

Likun Lei, Yue Shang, Yongfei Chen and Yu Wei

Does the level of financial leasing matter in the impact of bank lending on economic growth: Evidence from the global market (2006–2016) pp. 352-359

Ying Zhang, Ling Zhai and Haijia Sun

The value premium and expected business conditions pp. 360-366

Chris Kirby

Does the introduction of futures improve the efficiency of Bitcoin? pp. 367-370

Gerrit Köchling, Janis Müller and Peter Posch

Detecting overreaction in the Bitcoin market: A quantile autoregression approach pp. 371-377

Thanaset Chevapatrakul and Danilo V. Mascia

Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia pp. 378-384

Sune Karlsson and Pär Österholm

Bitcoin as a safe haven: Is it even worth considering? pp. 385-393

Lee Smales

What drives the off-shore futures market? Evidence from India and China pp. 394-402

S.S.S. Kumar and Aravind Sampath

Can investors profit from security analyst recommendations?: New evidence on the value of consensus recommendations pp. 403-413

Sung Jun Park and Ki Young Park

Energy market financialization: Empirical evidence and implications from East Asian LNG markets pp. 414-419

Xunpeng Shi, Yifan Shen and Yanrui Wu

Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports pp. 420-425

Qiang Ji, Jianping Li and Xiaolei Sun

Money market funds, bank loans and interest rate liberalization: Evidence from an emerging market pp. 426-435

Haoyu Li, Qizhi Tao, Hongying Xiao and Guowei Li

Overinvestment and corporate governance in energy listed companies: Evidence from China pp. 436-445

Min Shi