Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 29, issue C, 2019

Investor attention and short-term return reversals pp. 1-6

Dries Heyman, Michiel Lescrauwaet and Hannes Stieperaere

Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015 pp. 7-16

Alfred Wong

Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade pp. 17-22

David Broadstock and Louis T.W. Cheng

The informational dimensions of the Amihud (2002) illiquidity measure: Evidence from the M&A market pp. 23-29

Alain Coën and Hubert de La Bruslerie

Distracted institutional shareholders and managerial myopia: Evidence from R&D expenses pp. 30-40

Yueting Li, Jianling Wang and Xuan Wu

Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets pp. 41-49

Thomas C. Chiang

What factors discriminate reorganized and delisted distressed firms: Evidence from Malaysia pp. 50-56

Abd Halim Ahmad

Bottom-up sentiment and return predictability of the market portfolio pp. 57-60

Jiaqi Guo, Youwei Li and Min Zheng

Negative policy interest rates and exchange rate behavior: Further results pp. 61-67

John Thornton and Chrysovalantis Vasilakis

Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis pp. 68-74

Paraskevi Katsiampa, Shaen Corbet and Brian Lucey

The relationship between Bitcoin returns and trade policy uncertainty pp. 75-82

Giray Gözgör, Aviral Tiwari, Ender Demir and Sagi Akron

Business cycle, expected return and momentum payoffs pp. 83-89

Chen, Jiun-Lin (Alex) and Hwang, Hyoseok (David)

Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model pp. 90-100

Canh Nguyen, Udomsak Wongchoti, Su Dinh Thanh and Nguyen Trung Thong

Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach pp. 101-110

Walid Mensi, Syed Jawad Hussain Shahzad, Shawkat Hammoudeh, Besma Hkiri and Khamis Hamed Al Yahyaee

Price clustering and sentiment in bitcoin pp. 111-116

Ahmed Baig, Benjamin Blau and Nasim Sabah

Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock market pp. 117-124

Ming-Yuan Yang, Sai-Ping Li, Yue Wu, Jingtai Tang and Fei Ren

Evaluating alternative methods of asset pricing based on the overall magnitude of pricing errors pp. 125-128

Qi Shi and Bin Li

Green credit policy, property rights and debt financing: Quasi-natural experimental evidence from China pp. 129-135

Xinghe Liu, Enxian Wang and Danting Cai

One size fits all? The differential impact of parent capital on bank failures pp. 136-140

Nilufer Ozdemir, Russell Triplett and Cuneyt Altinoz

A simple but powerful measure of market efficiency pp. 141-151

Vu Le Tran and Thomas Leirvik

The seed of a crisis: Investor sentiment and bank liquidity pp. 152-155

Liang He

Activist arbitrage in M&A acquirers pp. 156-161

Wei Jiang, Tao Li and Danqing Mei

The seasonality in sell-side analysts’ recommendations pp. 162-168

Yury O. Kucheev and Tomas Sorensson

Are European CEOs paid equally? A study of the UK-continental Europe pay gap pp. 169-177

Pablo de Andrés and Laura Arranz-Aperte

Co-explosivity in the cryptocurrency market pp. 178-183

Elie Bouri, Syed Jawad Hussain Shahzad and David Roubaud

Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset pp. 184-192

Kexin Chen and Hoi Ying Wong

Predicting bond betas using macro-finance variables pp. 193-199

Nektarios Aslanidis, Charlotte Christiansen and Andrea Cipollini

Portfolio diversification across cryptocurrencies pp. 200-205

Weiyi Liu

Residual momentum and the cross-section of stock returns: Chinese evidence pp. 206-215

Qi Lin

Herding behaviour in cryptocurrencies pp. 216-221

Elie Bouri, Rangan Gupta and David Roubaud

Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum pp. 222-230

Walid Mensi, Khamis Hamed Al-Yahyaee and Sang Hoon Kang

A risk-gain dominance maximization approach to enhanced index tracking pp. 231-238

Francesco Cesarone, Lorenzo Lampariello and Simone Sagratella

How effective is the tail mean-variance model in the fund of fund selection? An empirical study using various risk measures pp. 239-244

Qiyu Wang, Wenli Huang, Xin Wu and Chao Zhang

Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis pp. 245-254

Ling Lin, Zhongbao Zhou, Qing Liu and Yong Jiang

What can explain the price, volatility and trading volume of Bitcoin? pp. 255-265

Halvor Aarhus Aalborg, Peter Molnár and Jon Erik de Vries

Regime changes in Bitcoin GARCH volatility dynamics pp. 266-271

David Ardia, Keven Bluteau and Maxime Rüede

Leverage and evolving heterogeneous beliefs in a simple agent-based financial market pp. 272-279

Edoardo Gaffeo

Could crowdsourced financial analysis replace the equity research by investment banks? pp. 280-284

Karl Arnold Kommel, Martin Sillasoo and Ágnes Lublóy

Cash holdings and the performance of European mutual funds pp. 285-291

Frank Graef, Pascal Vogt, Volker Vonhoff and Florian Weigert

Regulation, economies of scale and credit Ratings: A puzzle of declining market concentration in the OTC derivatives market pp. 292-296

Fidelio Tata

A combined firm's decision to hire the target's financial advisor after acquisition: Does “service excellence” pay off? pp. 297-302

Debarati Bhattacharya, Shih-Che Hsu, Wei-Hsien Li and Chun-Ting Liu

The temporal evolution of mispricing in prediction markets pp. 303-307

Valerio Restocchi, Frank McGroarty and Enrico Gerding

Relationship of CEO inside debt and corporate social performance: A data envelopment analysis approach pp. 308-314

Tai-Hsi Wu and Mei-Chen Lin

The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests pp. 315-322

Rangan Gupta, Christian Pierdzioch, Andrew J. Vivian and Mark Wohar

Valuation of catastrophe equity put options with correlated default risk and jump risk pp. 323-329

Hongwei Bi, Guanying Wang and Xingchun Wang

Becoming a high-growth firm in a developing country: The role of co-funding pp. 330-335

Trinh Long

Consumption volatility ambiguity and risk premium’s time-variation pp. 336-339

Janis Müller and Peter Posch

Trading volume and the predictability of return and volatility in the cryptocurrency market pp. 340-346

Elie Bouri, Chi Keung Lau, Brian Lucey and David Roubaud

Risk premium contributions of the Fama and French mimicking factors pp. 347-356

Matthias Bank and Franz Insam

The impact of the Bitcoin bubble of 2017 on Bitcoin's P2P market pp. 357-362

Mark Holub and Jackie Johnson

Are cryptocurrencies connected to forex? A quantile cross-spectral approach pp. 363-372

Eduard Baumohl

Economic policy uncertainty, prudential regulation and bank lending pp. 373-378

Shiwei Hu and Di Gong

Is anti-herding behavior spurious? pp. 379-383

Stavros Stavroyiannis, Vassilios Babalos, Stelios Bekiros and Salim Lahmiri

Extending the Hansen–Jagannathan distance measure of model misspecification pp. 384-392

Yuewu Xu and Xiangkun Yao

Cash flow risk and capital structure decisions pp. 393-397

Christopher Harris and Scott Roark

Explosive behavior in the prices of Bitcoin and altcoins pp. 398-403

Efe Cagli

A duration-based model of crowdfunding project choice pp. 404-410

Linda Salahaldin, Martin Angerer, Sascha Kraus and Donia Trabelsi

A new attention proxy and order imbalance: Evidence from China pp. 411-417

Ya Gao, Xiong Xiong, Xu Feng, Youwei Li and Samuel A. Vigne

US monetary policy and the pricing of American Depositary Receipts pp. 418-424

Ingmar Roevekamp

A bibliometric analysis on green finance: Current status, development, and future directions pp. 425-430

Dayong Zhang, Zhiwei Zhang and Shunsuke Managi