Finance Research Letters
2004 - 2025
Current editor(s): R. Gençay From Elsevier Bibliographic data for series maintained by Catherine Liu (repec@elsevier.com). Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
Volume 28, issue C, 2019
- Leverage and corporate investment – Evidence from Vietnam pp. 1-5

- Xuan Vinh Vo
- The dynamics of network communities and venture capital performance: Evidence from China pp. 6-10

- Chaokai Xue, Ping Jiang and Xinghua Dang
- The fiction of full BEKK: Pricing fossil fuels and carbon emissions pp. 11-19

- Chia-Lin Chang and Michael McAleer
- Do managers keep their word? The disclosure of merger intention at pre-merger issuance and M&A performance pp. 20-31

- Guo, Jie (Michael), Lu Li, Nan Hu and Xing Wang
- The impact of tick-size reductions in foreign currency futures markets pp. 32-38

- Valeria Martinez and Yiuman Tse
- Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller? pp. 39-44

- Zhuo Qiao and Kuntara Pukthuanthong
- Explaining asset managers preference for the P&L method over RPAs when paying for research under MiFID II pp. 45-52

- Fidelio Tata
- Sustainability, accountability and democracy: Ireland’s Troika experience pp. 53-60

- Sean Barrett, Shaen Corbet and Charles Larkin
- New evidence on the impact of the English national soccer team on the FTSE 100 pp. 61-67

- Tobias Bauckloh, Sebastian Heiden, Christian Klein and Bernhard Zwergel
- The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies pp. 68-73

- Ahmet Sensoy
- Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility pp. 74-81

- Jiro Hodoshima and Toshiyuki Yamawake
- Missing the cut? How threshold effects distort U.S. small business lending trends pp. 82-86

- Mark Heil
- The effect of the accidental disclosure of confidential short sales positions pp. 87-94

- Rients Galema and Dirk Gerritsen
- On long memory effects in the volatility measure of Cryptocurrencies pp. 95-100

- Andrew Phillip, Jennifer Chan and Shelton Peiris
- The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach pp. 101-106

- Guo-Dong Liu and Chi-Wei Su
- Volatility discovery: Can the CDS market beat the equity options market? pp. 107-111

- Santiago Forte and Lidija Lovreta
- Improving futures hedging performance using option information: Evidence from the S&P 500 index pp. 112-117

- Yujuan Bai, Zhiyuan Pan and Li Liu
- Comparison of range-based volatility estimators against integrated volatility in European emerging markets pp. 118-124

- Josip Arneric, Mario Matković and Petar Sorić
- Credit expansion in a monetary policy game: Implications of the valuation haircut framework pp. 125-129

- Eleftherios Spyromitros and Panagiotis Tsintzos
- Professional macroeconomic forecasts and Chinese commodity futures prices pp. 130-136

- Wuyi Ye, Ranran Guo, Ying Jiang, Xiaoquan Liu and Bruno Deschamps
- Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets pp. 137-147

- Canh Nguyen, Thai Nguyen and Christophe Schinckus
- Short-term exchange rate predictability pp. 148-152

- Yu Ren, Qin Wang and Xiangyu Zhang
- Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe pp. 153-159

- Syed Jawad Hussain Shahzad, Thi Hong Van Hoang and Jose Arreola-Hernandez
- The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test pp. 160-164

- Shabbir Dastgir, Ender Demir, Gareth Downing, Giray Gözgör and Chi Keung Lau
- Does the corporate bond market overvalue bonds of sin companies? pp. 165-170

- Frank Fabozzi, Asjeet S. Lamba, Takeshi Nishikawa, Ramesh Rao and K.C. Ma
- Losing by learning? A study of social trading platform pp. 171-179

- Xuejun Jin, Yu Zhu and Ying Sophie Huang
- Political connections, network centrality and firm innovation pp. 180-184

- Li-Chuan Tsai, Ruhui Zhang and Cuifang Zhao
- Enhancing binomial and trinomial equity option pricing models pp. 185-190

- Young Shin Kim, Stoyan Stoyanov, Svetlozar Rachev and Frank Fabozzi
- Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing pp. 191-197

- Leon Li
- Commonality in ask-side vs. bid-side liquidity pp. 198-207

- Ahmet Sensoy
- Google searches and stock market activity: Evidence from Norway pp. 208-220

- Neri Kim, Katarína Lučivjanská, Peter Molnár and Roviel Villa
- Day-of-the-week effects in financial contagion pp. 221-226

- Deeya Sewraj, Bartosz Gebka and Robert Anderson
- Risk governance of financial institutions: The effect of ownership structure and board independence pp. 227-237

- Marion Dupire and Regine Slagmulder
- The relationship between financial development and economic growth during the recent crisis: Evidence from the EU pp. 238-245

- Dimitrios Asteriou and Konstantinos Spanos
- Market downturns, zero investment strategies and systematic liquidity risk pp. 246-253

- Hilal Anwar Butt and Nader Shahzad Virk
- Badly hurt? Natural disasters and direct firm effects pp. 254-258

- Felix Noth and Oliver Rehbein
- Cryptocurrency-portfolios in a mean-variance framework pp. 259-264

- Alexander Brauneis and Roland Mestel
- Analytical valuation of power exchange options with default risk pp. 265-274

- Guangli Xu, Xinjian Shao and Xingchun Wang
- Do investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market pp. 275-280

- Liang Wu, Xin Yan, Zhiming Fu and Rui Zhang
- Model comparison tests of linear factor models in U.K. stock returns pp. 281-291

- Jonathan Fletcher
- Risk assessment of mortgage covered bonds: International evidence pp. 292-298

- Marc Gürtler and Philipp Neelmeier
- M&A price pressure revisited pp. 299-308

- Lawrence Kryzanowski and Nie, Yulin (George)
- What determines bitcoin exchange prices? A network VAR approach pp. 309-318

- Paolo Giudici and Iman Abu-Hashish
- Study on the wandering weekday effect of the international carbon market based on trend moderation effect pp. 319-327

- Chen Zhang, Po Yun and Zulfiqar Ali Wagan
- Corporate innovations as institutional anomie: Patent activities and financial performance of the international aerospace industry pp. 328-336

- Ann Shawing Yang and Hiromu Okada
- Intraday price behavior of cryptocurrencies pp. 337-342

- Bill Hu, Thomas McInish, Jonathan Miller and Li Zeng
- United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD pp. 343-347

- Afees Salisu
- Behavioral heterogeneity and excess stock price volatility in China pp. 348-354

- Wei Zhang, Zhong-Qiang Zhou and Xiong Xiong
- Investor behavior around monetary policy announcements: Evidence from the Korean stock market pp. 355-362

- Keun Woo Park, Dahae Hong and Ji Yeol Jimmy Oh
- Does customer concentration disclosure affect IPO pricing? pp. 363-369

- Xuan Peng, Xiongyuan Wang and Kam C. Chan
- CEO political preference and corporate innovation pp. 370-375

- Syungjin Han
- China’s crude oil futures: Introduction and some stylized facts pp. 376-380

- Qiang Ji and Dayong Zhang
- Tapping and waving to debt: Mobile payments and credit card behavior pp. 381-387

- Tobias Meyll and Andreas Walter
- Investing in a random start American option under competition pp. 388-397

- Paulo J. Pereira and Artur Rodrigues
- Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach pp. 398-411

- Aviral Tiwari, Goodness C. Aye and Rangan Gupta
- The Australian bank levy: Do shareholders pay? pp. 412-415

- Dimitris K. Chronopoulos, Anna L. Sobiech and John Wilson
- Stock liquidity and corporate cash holdings pp. 416-422

- Yi Hu, Yong Li and Jianyu Zeng
- Are shocks on the returns and volatility of cryptocurrencies really persistent? pp. 423-430

- Lanouar Charfeddine and Youcef Maouchi
- A characterization of CAT bond performance indices pp. 431-437

- Denis-Alexandre Trottier, Van Son Lai and Frédéric Godin
- A new variant of RealGARCH for volatility modeling pp. 438-443

- Haibin Xie, Nan Qi and Shouyang Wang
| |