Finance Research Letters

2004 - 2025

Current editor(s): R. GenÃ§ay

From Elsevier
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The generality of spurious predictability pp. 203-214: Jin-Wan Cho, Jhinyoung Shin and Rajdeep Singh
Reported and secret interventions in the foreign exchange markets pp. 215-225: Michel Beine and Christelle Lecourt
Optimal investment with fixed financing costs pp. 226-235: Jason Cummins and Ingmar Nyman
Allen and Gale on risk-taking and competition in banking pp. 236-240: Borys Grochulski and John Kareken
Bias of a Value-at-Risk estimator pp. 241-249: Yong Bao and Aman Ullah
A multivariate nonparametric test for return and volatility timing pp. 250-260: Wessel Marquering and Marno Verbeek

On the consequences of state dependent preferences for the pricing of financial assets pp. 143-153: Jean-Pierre Danthine, John B. Donaldson, Christos Giannikos and Hany Guirguis
Decomposing the persistence of international equity flows pp. 154-170: Kenneth Froot and Jessica Tjornhom Donohue
Myopic loss aversion and the equity premium puzzle reconsidered pp. 171-177: Robert B. Durand, Paul Lloyd and Hong Wee Tee
Institutional trading and stock returns pp. 178-189: Fang Cai and Lu Zheng
Attainability of European path-independent claims in incomplete markets pp. 190-195: Nicole Branger, Angelika Esser and Christian Schlag
Iterative method for exponentially weighted rolling regression pp. 196-201: Taro Kanatani

Maximizing the expected net future value as an alternative strategy to gamma discounting pp. 85-89: Christian Gollier
How do stock prices respond to fundamental shocks? pp. 90-99: Mathias Binswanger
Risky coupon bonds as a portfolio of zero-coupon bonds pp. 100-105: Robert Jarrow
Positive hurdle rates without asymmetric information pp. 106-112: Qi Chen and Wei Jiang
Preference for early resolution and commitment pp. 113-118: Kenji Miyazaki and Makoto Saito
Betting on long shots in NCAA basketball games and implications for skew loving behavior pp. 119-126: L. Lee Colquitt, Norman H. Godwin and Steve Swidler
Scale-consistent Value-at-Risk pp. 127-134: Thorsten Lehnert and Christian Wolff
A closed form solution for pricing defaultable bonds pp. 135-142: Franck Moraux

Editorial pp. 1-1: Ramazan Gencay, Sugato Bhattacharyya and Toni Whited
Shareholder activism is non-monotonic in market liquidity pp. 2-10: Antonio S. Mello and Rafael Repullo
Asymmetric information, bank lending and implicit contracts: the winner's curse pp. 11-23: Ernst-Ludwig von Thadden
Limited stock market participation and the equity premium pp. 24-34: Valery Polkovnichenko
A practical framework for estimating transaction costs and developing optimal trading strategies to achieve best execution pp. 35-46: Robert Kissell, Morton Glantz and Roberto Malamut
The effect of market conditions on capital structure adjustment pp. 47-55: Murray Frank and Vidhan Goyal
On more robust estimation of skewness and kurtosis pp. 56-73: Tae-Hwan Kim and Halbert White