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Finance Research Letters

2004 - 2020

Current editor(s): R. Gençay

From Elsevier
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Volume 31, issue C, 2019

Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective pp. 1-18 Downloads
Pengfei Wang, Wei Zhang, Xiao Li and Dehua Shen
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis pp. 19-25 Downloads
Walid Mensi, Yun-Jung Lee, Khamis Hamed Al-Yahyaee, Ahmet Sensoy and Seong-Min Yoon
Momentum and the Halloween Indicator: Evidence of a new seasonal pattern in momentum returns pp. 26-31 Downloads
Ajay Bhootra
The effectiveness of technical trading rules in cryptocurrency markets pp. 32-37 Downloads
Shaen Corbet, Veysel Eraslan, Brian Lucey and Ahmet Sensoy
Do cryptocurrencies and traditional asset classes influence each other? pp. 38-46 Downloads
Josef Kurka
Bearing the bear: Sentiment-based disagreement in multi-criteria portfolio optimization pp. 47-53 Downloads
Glogger S., Heiden S. and Schneller D.
Effects of change in commission fees on China futures market pp. 54-65 Downloads
Yu Wu and Tong Zhang
Does university reputation matter? Evidence from peer-to-peer lending pp. 66-77 Downloads
Jianwen Li and Jinyan Hu
Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume pp. 78-92 Downloads
Dirk G. Baur, Daniel Cahill, Keith Godfrey and (Frank) Liu, Zhangxin
From financial markets to Bitcoin markets: A fresh look at the contagion effect pp. 93-97 Downloads
Roman Matkovskyy and Akanksha Jalan
The way to induce private participation in green finance and investment pp. 98-103 Downloads
Farhad Taghizadeh-Hesary and Naoyuki Yoshino
The asymmetric high-frequency volatility transmission across international stock markets pp. 104-109 Downloads
Jiawen Luo and Shengquan Wang
Sorting out the financials: Making economic sense out of statistical factors pp. 110-118 Downloads
Igor Lončarski and Luka Vidovič
Quantile coherency networks of international stock markets pp. 119-129 Downloads
Eduard Baumohl and Syed Jawad Hussain Shahzad
An analysis of cryptocurrencies conditional cross correlations pp. 130-137 Downloads
Nektarios Aslanidis, Aurelio Fernandez Bariviera and Oscar Martínez-Ibañez
Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework pp. 138-145 Downloads
Yang Hu, Harold Glenn A. Valera and Les Oxley
Asymmetric effect of style comovement on momentum pp. 146-154 Downloads
Ching-Chi Hsu and Miao-Ling Chen
Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets pp. 155-164 Downloads
Cumhur Ekinci, Erdinc Akyildirim and Shaen Corbet
Trade-off theory and zero leverage pp. 165-170 Downloads
Kamal Haddad and Babak Lotfaliei
Does gold or Bitcoin hedge economic policy uncertainty? pp. 171-178 Downloads
Shan Wu, Mu Tong, Zhongyi Yang and Abdelkader Derbali
Bitcoin and the day-of-the-week effect Downloads
David Yechiam Aharon and Mahmoud Qadan
Asset quality, debt maturity, and market liquidity Downloads
Yaxian Gong and Xu Wei
Patience in financial decisions and post-secondary education Downloads
Na Young Park
Haze, investor attention and China's stock markets: Evidence from internet stock forum Downloads
Yihao Zhang and Lingfeng Tao
A note of techniques that mitigate floating-point errors in PIN estimation Downloads
Wen-Chyan Ke, Hueiling Chen and Hsiou-Wei William Lin
Microfinance institutions and the provision of mobile financial services: First empirical evidence Downloads
Gregor Dorfleitner, Quynh Anh Nguyen and Michaela Röhe
Short and long-term interest rate risk: The sovereign balance-sheet nexus Downloads
Antonio Afonso and José Alves
Do bullet trains affect earnings management? Evidence from China Downloads
Bin Li, Wen Zheng and Chen Ma
CEO pay disparity, chaebol affiliations, and implied cost of equity capital Downloads
Hong-min Chun
The day of the week effect in the cryptocurrency market Downloads
Guglielmo Maria Caporale and Alex Plastun
Neighbors matter: Geographical distance and trade timing in the stock market Downloads
Kȩstutis Baltakys, Margarita Baltakienė, Hannu Kärkkäinen and Juho Kanniainen
Seasonality in cryptocurrencies Downloads
Lars Kaiser
A readily computable commodity price index: 1900–2016 Downloads
Viviana Fernandez
The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis Downloads
Aviral Tiwari, R.K. Jana and David Roubaud
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin Downloads
Gang-Jin Wang, Chi Xie, Danyan Wen and Longfeng Zhao
Banking crises in developing countries–What crucial role of exchange rate stability and external liabilities? Downloads
Brahim Gaies, Stéphane Goutte and Khaled Guesmi
Operating leases, operating leverage, operational inflexibility and sticky costs Downloads
Douglas O. Cook, Robert Kieschnick and Rabih Moussawi
Does government support promote SME tax payments? New evidence from Vietnam Downloads
Vu Van Huong and Ly Kim Cuong
Inflation expectation, monetary policy credibility, and exchange rates Downloads
Seojin Lee and Young Min Kim
Bitcoin price–volume: A multifractal cross-correlation approach Downloads
Marwane El Alaoui, Elie Bouri and David Roubaud
Effect of bifurcation on the interaction between Bitcoin and Litecoin Downloads
Zhiyong Tu and Changyong Xue
Advance notice labor conflicts and firm value—An event study analysis on Israeli companies Downloads
Zvika Afik, Roi Haim and Yaron Lahav
The gender gap in over-indebtedness Downloads
Tobias Meyll and Thomas Pauls
Cryptocurrencies as financial bubbles: The case of Bitcoin Downloads
Julian Geuder, Harald Kinateder and Niklas Wagner
Sectoral contributions to systemic risk in the Chinese stock market Downloads
Fei Wu
Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models Downloads
Gideon Boako, Aviral Tiwari, Muazu Ibrahim and Qiang Ji
Optimal margin requirement Downloads
Edina Berlinger, Barbara Dömötör and Ferenc Illés
Capital-market effects of securities regulation: Prior conditions, implementation, and enforcement revisited Downloads
Douglas Cumming and Sofia Johan
Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound Downloads
Bernd Hayo, Kai Henseler and Marc Steffen Rapp
Herding and flash events: Evidence from the 2010 Flash Crash Downloads
Riza Demirer, Karyl B. Leggio and Donald Lien
Financial flows, global interest rates, and political integration Downloads
Jun Nagayasu
Institutional environment and financing costs: Evidence from venture capital backed transactions Downloads
Qing Liang, Christopher Gan and Zhaohua Li
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China Downloads
Xiong Xiong, Yongqiang Meng, Xiao Li and Dehua Shen
Does religion affect cross-border acquisitions? Tales from developed and emerging economies Downloads
R. Shyaam Prasadh and M. Thenmozhi
Does the shareholding network affect bank's risk-taking behavior? An exploratory study on Chinese commercial banks Downloads
Bing Li, Changhong Li and Li Wang
How do independent directors view powerful executive risk-taking incentives? A quasi-natural experiment Downloads
Viput Ongsakul and Pornsit Jiraporn
Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China Downloads
Yonghong Jiang, Zixuan Zhu, Gengyu Tian and He Nie
Linkages between crude oil and emerging Asian stock markets: New evidence from the Chinese stock market crash Downloads
Imran Yousaf and Arshad Hassan
Can designed financial systems drive out highly polluting firms? An evaluation of an experimental economic policy Downloads
Dongyang Zhang, Pengcheng Du and Yaowen Chen
How do black swan events go global? -Evidence from US reserves effects on TOCOM gold futures prices Downloads
Yang Wang, Xinbang Cao, Xiuping Sui and Wenxi Zhao
Page updated 2020-09-29