Finance Research Letters

2004 - 2025

Current editor(s): R. Gençay

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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