Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

From Elsevier
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Volume 27, issue C, 2018

Safety promise, moral hazard and financial supervision: Evidence from peer-to-peer lending pp. 1-5

Zongyuan Zhu

Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols pp. 6-11

Denis Yongmin Joe, Frederick Dongchuhl Oh and Cheolbeom Park

Performance pay and catering incentives pp. 12-22

Francisco Marcet

Determinants of capital flows to emerging economies - Evidence from Vietnam pp. 23-27

Xuan Vinh Vo

Oil prices, exchange rates and stock markets under uncertainty and regime-switching pp. 28-33

David Roubaud and Mohamed Arouri

Is equity market volatility driven by migration fear? pp. 34-37

Robert Czudaj

Valuing executive stock options under correlated employment shocks pp. 38-45

Xingchun Wang

Some improved sparse and stable portfolio optimization problems pp. 46-52

Zhifeng Dai and Fenghua Wen

The impact of liquidity risk on the yield spread of green bonds pp. 53-59

Wulandari Febi, Dorothea Schäfer, Andreas Stephan and Chen Sun

The compensation portfolio pp. 60-64

Matthias W. Uhl and Philippe Rohner

Directional predictability of implied volatility: From crude oil to developed and emerging stock markets pp. 65-79

Elie Bouri, Donald Lien, David Roubaud and Syed Jawad Hussain Shahzad

Corporate financing with loss aversion and disagreement pp. 80-90

Weining Niu and Qingduo Zeng

The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach pp. 91-98

Suman Gupta, Debojyoti Das, Haslifah Hasim and Aviral Tiwari

Intraday patterns in foreign exchange returns and realized volatility pp. 99-104

Hao Zhang

Network topology and systemic risk: Evidence from the Euro Stoxx market pp. 105-112

Wenwei Li, Ulrich Hommel and Sandra Paterlini

Systematic risk and banks leverage: The role of asset quality pp. 113-117

Federico Beltrame, Daniele Previtali and Alex Sclip

The coherence of liquidity measures. The evidence from the emerging market pp. 118-123

Barbara Będowska-Sójka

Liquidity-threshold effect in non-performing loans pp. 124-128

Ionuț Daniel Pop, Cosmin Octavian Cepoi and Dan Gabriel Anghel

Bank lending behavior in emerging markets pp. 129-134

Xuan Vinh Vo

A weekly sentiment index and the cross-section of stock returns pp. 135-139

Hai-Chuan Xu and Wei-Xing Zhou

Is market fear persistent? A long-memory analysis pp. 140-147

Guglielmo Maria Caporale, Luis Gil-Alana and Alex Plastun

Heterogeneous beliefs and diversification discount pp. 148-153

Zhuoyuan Tong and Xu Wei

Output and stock prices: New evidence from the robust wavelet approach pp. 154-160

Aviral Tiwari, Malay Bhattacharyya, Debojyoti Das and Muhammad Shahbaz

Which CSR activities are more consequential? Evidence from the Great Recession pp. 161-168

Benjalux Sakunasingha, Pornsit Jiraporn and Ali Uyar

On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach pp. 169-174

Debojyoti Das, Surya Bhushan Kumar, Aviral Tiwari, Muhammad Shahbaz and Haslifah M. Hasim

Chinese Lunar New Year effect, investor sentiment, and market deregulation pp. 175-184

Chia-Chen Teng and J. Jimmy Yang

Interconnectedness, G-SIBs and network dynamics of global banking pp. 185-192

Paola Bongini, Gian Paolo Clemente and Rosanna Grassi

On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market pp. 193-200

Damian S. Damianov and Ahmed Elsayed

On an adaptive Black–Litterman investment strategy using conditional fundamentalist information: A Brazilian case study pp. 201-207

Betina Fernandes, Alexandre Street, Cristiano Fernandes and Davi Valladão

Facebook drives behavior of passive households in stock markets pp. 208-213

Milla Siikanen, Kęstutis Baltakys, Juho Kanniainen, Ravi Vatrapu, Raghava Mukkamala and Abid Hussain

Picking up the pennies in front of the bulldozer: The profitability of gilt based trading strategies pp. 214-222

Barry Quinn, Alan Hanna and Fred MacDonald

Bayesian change point analysis of Bitcoin returns pp. 223-227

Sven Thies and Peter Molnár

Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets pp. 228-234

Khamis Hamed Al-Yahyaee, Walid Mensi and Seong-Min Yoon

On the determinants of bitcoin returns: A LASSO approach pp. 235-240

Theodore Panagiotidis, Thanasis Stengos and Orestis Vravosinos

Client-proximity-based spatial clustering of European corporate and investment banking after a hard Brexit pp. 241-246

Fidelio Tata

Volatility jumps: The role of geopolitical risks pp. 247-258

Konstantinos Gkillas (Gillas), Rangan Gupta and Mark Wohar

Semi-strong efficiency of Bitcoin pp. 259-265

David Vidal-Tomás and Ana Ibañez

The value of director reputation: Evidence from outside director appointments pp. 266-272

Fabian Gogolin, Mark Cummins and Michael Dowling

Capital inflows, crisis and recovery in small open economies pp. 273-282

Hamid Raza, Gylfi Zoega and Stephen Kinsella

What to do when effective exchange rates cannot be calculated for developing economies? PANIC? pp. 283-290

David Neto

Volume 26, issue C, 2018

CEO tenure and corporate misconduct: Evidence from US banks pp. 1-8

Yener Altunbas, John Thornton and Yurtsev Uymaz

What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank pp. 9-14

Mikael Petitjean

Investor sentiment and emerging stock market liquidity pp. 15-31

Byomakesh Debata, Saumya Ranjan Dash and Jitendra Mahakud

Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach pp. 32-39

Saumya Ranjan Dash and Debasish Maitra

Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets pp. 40-46

Christopher Gan, Gilbert Nartea and Ji Wu

Spatial analysis of sovereign risks: The case of emerging markets pp. 47-55

Gül Huyugüzel Kışla and A. Özlem Önder

A spatial-temporal analysis of financial literacy in United States of America pp. 56-62

Geng Peng, Fang Liu, Wenyi Lu, Kaicheng Liao, Changan Tang and Lei Zhu

Informed trading in the Bitcoin market pp. 63-70

Wenjun Feng, Yiming Wang and Zhengjun Zhang

Does CSR impact premiums in M&A transactions? pp. 71-80

Mathieu Gomes and Sylvain Marsat

Datestamping the Bitcoin and Ethereum bubbles pp. 81-88

Shaen Corbet, Brian Lucey and Larisa Yarovaya

Testing for bubbles in stock markets with irregular dividend distribution pp. 89-94

Itamar Caspi and Meital Graham Rozen

Moral hazard and default risk of SMEs with collateralized loans pp. 95-99

José A. Castillo, Andrés Mora-Valencia and Javier Perote

Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis pp. 100-105

Jamal Bouoiyour, Refk Selmi and Mark Wohar

Sentiment and asset price bubble in the precious metals markets pp. 106-111

Wei-Fong Pan

Approximating risk-free curves in sparse data environments pp. 112-118

Carel van der Merwe, D. Heyman and T. de Wet

Study on the influence mechanism of air quality on stock market yield and Volatility: Empirical test from China based on GARCH model pp. 119-125

Na An, Baixue Wang, Peilin Pan, Kun Guo and Yi Sun

The information content of insider trading: Evidence from China pp. 126-131

Ying Qiu, Hua He and Gang Xiao

Heterogeneity in the internationalization of R&D: Implications for anomalies in finance and macroeconomics pp. 132-138

Patrick Grüning

The effect of liquidity on non-marketable securities pp. 139-144

Menachem Abudy, Hadar Binsky and Alon Raviv

Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation pp. 145-149

Ender Demir, Giray Gözgör, Chi Keung Lau and Samuel A. Vigne

Do all oil price shocks have the same impact? Evidence from the euro area pp. 150-155

Anastasios Evgenidis

Mean-variance theory with imprecise accounting information pp. 156-161

Gady Jacoby, Shi Li and Yan Wang

Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds: Evidence from a quasi-natural experiment in China pp. 162-168

Ningyu Qian

Family CEO and information disclosure: Evidence from China pp. 169-176

Jingjing Xu and Yan Zhang

A single-stage approach for cointegration-based pairs trading pp. 177-184

K.F. Law, W.K. Li and Philip L.H. Yu

Can microstructure noise explain the MAX effect? pp. 185-191

Xindong Zhang, Lixu Xie, Yue Zhai and Dong Wang

Learning from outsiders: Do managers benefit from communication with market participants? pp. 192-197

Dongmin Kong, Shasha Liu and Yanan Wang

Algorithmic trading and liquidity: Long term evidence from Austria pp. 198-203

Roland Mestel, Michael Murg and Erik Theissen

Oil market volatility and stock market volatility pp. 204-214

Milan Bašta and Peter Molnár

Political uncertainty and the cost of equity capital pp. 215-222

Xiaorong Li, Jingbo Luo and Kam C. Chan

Bias and misrepresentation revisited: Perspective on major equity indices pp. 223-229

Lars Kaiser, Michael Fleisch and Lukas Salcher

Impact of terrorism on stock markets: Empirical evidence from the SAARC region pp. 230-234

Naukhaiz Chaudhry, David Roubaud, Waheed Akhter and Muhammad Shahbaz

Portfolio valuation under liquidity constraints with permanent price impact pp. 235-241

Péter Csóka and Judit Hevér

Deposit insurance pricing under GARCH pp. 242-249

Hailong Liu, Rui Li and Jinjian Yuan

Unconventional monetary policy and the ‘currency wars’ pp. 250-254

John Thornton and Caterina di Tommaso

Credit default swaps and regulatory capital relief: Evidence from European banks pp. 255-260

John Thornton and Caterina di Tommaso

The opposite disposition effect: Evidence from the Korean stock index futures market pp. 261-265

Yunsung Eom

Debt market illiquidity and correlated default risk pp. 266-273

Siamak Javadi and Mohsen Mollagholamali

An analysis of liquidity skewness for European sovereign bond markets pp. 274-280

Wei Yan, Philip Hamill, Youwei Li, Samuel A. Vigne and James Waterworth

Causality in the EMU sovereign bond markets pp. 281-290

Mariano González-Sánchez