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Finance Research Letters

2004 - 2020

Current editor(s): R. Gençay

From Elsevier
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Volume 30, issue C, 2019

Corporate social responsibility, media freedom, and firm value pp. 1-7 Downloads
Kiyoung Chang, Hyeongsop Shim and Taihyeup David Yi
A test of traditional and psychometric relative risk tolerance measures on household financial risk taking pp. 8-13 Downloads
John E. Grable, Angela C. Lyons and Wookjae Heo
Market uncertainty and trading volume around earnings announcements pp. 14-22 Downloads
Hae Mi Choi
Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis pp. 23-29 Downloads
Yu Wei, Songkun Qin, Xiafei Li, Sha Zhu and Guiwu Wei
Hedging bitcoin with other financial assets pp. 30-36 Downloads
Debdatta Pal and Subrata K. Mitra
Media attention and Bitcoin prices pp. 37-43 Downloads
Dionisis Philippas, Hatem Rjiba, Khaled Guesmi and Stéphane Goutte
Optimization of multi-period portfolio model after fitting best distribution pp. 44-50 Downloads
Rezvan Kamali, Safieh Mahmoodi and Mohammad-Taghi Jahandideh
Is there still a weather anomaly? An investigation of stock and foreign exchange markets pp. 51-59 Downloads
Athanasios Andrikopoulos, Changyu Wang and Min Zheng
Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices pp. 60-68 Downloads
Majid Mirzaee Ghazani and Seyed Babak Ebrahimi
Tail risk and the consumption CAPM pp. 69-75 Downloads
Ji Ho Kwon
Announcement effect and its determinants of exchangeable bonds pp. 76-82 Downloads
Lan Wang, Langnan Chen and Jieni Chen
Intraday momentum and reversal in Chinese stock market pp. 83-88 Downloads
Xiaojun Chu, Zherong Gu and Haigang Zhou
Forecasting realized variance using asymmetric HAR model with time-varying coefficients pp. 89-95 Downloads
Xinyu Wu and Xinmeng Hou
Political connections and the value of cash holdings pp. 96-102 Downloads
Yuanto Kusnadi
Nowcasting of the U.S. unemployment rate using Google Trends pp. 103-109 Downloads
Shintaro Nagao, Fumiko Takeda and Riku Tanaka
The causality between liquidity and volatility in the Polish stock market pp. 110-115 Downloads
Barbara Będowska-Sójka and Agata Kliber
Social-media and intraday stock returns: The pricing power of sentiment pp. 116-123 Downloads
David Broadstock and Dayong Zhang
Credit rating and microfinance lending decisions based on loss given default (LGD) pp. 124-129 Downloads
Baofeng Shi, Xue Zhao, Bi Wu and Yizhe Dong
Share repurchases under uncertainty: U.S. evidence pp. 130-138 Downloads
Burak Pirgaip and Burcu Dinçergök
Revisiting the price effect in US stocks pp. 139-144 Downloads
Paul Geertsema and Helen Lu
What influences portfolio contagion among open-end mutual funds? pp. 145-152 Downloads
Junbin Liu, Xiaoxing Liu and Guangping Shi
Does CSR influence M&A target choices? pp. 153-159 Downloads
Mathieu Gomes
On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees pp. 160-169 Downloads
Christian Pierdzioch, Marian Risse, Rangan Gupta and Wendy Nyakabawo
Suboptimal investment behavior and welfare costs: A simulation based approach pp. 170-180 Downloads
Pablo Castaneda and Lorenzo Reus
Herding in the cryptocurrency market: CSSD and CSAD approaches pp. 181-186 Downloads
David Vidal-Tomás, Ana Ibáñez and José E. Farinós
Bitcoin returns and risk: A general GARCH and GAS analysis pp. 187-193 Downloads
Victor Troster, Aviral Tiwari, Muhammad Shahbaz and Demian Nicolás Macedo
A study of first generation commodity indices: Indices based on financial diversification pp. 194-200 Downloads
Jung-Hyun Ahn and Pierre Six
Measuring the hedging effectiveness of commodities pp. 201-207 Downloads
Pornchai Chunhachinda, Maria E. de Boyrie and Ivelina Pavlova
Is there an effective reputation mechanism in peer-to-peer lending? Evidence from China pp. 208-215 Downloads
Jie Ding, Jinbo Huang, Yong Li and Meichen Meng
Effects of CEO miscalibration on compensation and hedging pp. 216-220 Downloads
Hwa-Sung Kim
Volatility co-movement between Bitcoin and Ether pp. 221-227 Downloads
Paraskevi Katsiampa
Can list prices accurately capture housing price trends? Insights from extreme markets conditions pp. 228-232 Downloads
Ronan Lyons
Profitability shocks and recovery in time of crisis evidence from European banks pp. 233-239 Downloads
Paola Bongini, Doriana Cucinelli, Maria Luisa Di Battista and Laura Nieri
Stock distributions and the Retained Earnings Hypothesis revisited pp. 240-245 Downloads
Jason E. Heavilin and Hilmi Songur
How much happiness can we find in the U.S. fear Index? pp. 246-258 Downloads
Mahmoud Qadan and David Y. Aharon
How does the stock market react to financial innovation regulations? pp. 259-265 Downloads
Minhua Yang and Yu He
Who has volatility information in the index options market? pp. 266-270 Downloads
Doojin Ryu and Heejin Yang
Corporate governance and procyclicality in a banking crisis: Empirical evidence and implications pp. 271-275 Downloads
Francisco Ibañez, Miguel A. Peña-Cerezo and Andrés Araujo-de-la-Mata
CEO compensation, pay inequality, and the gender diversity of bank board of directors pp. 276-279 Downloads
Ann Owen and Judit Temesvary
Time-consistent investment and reinsurance strategies for mean-variance insurers with relative performance concerns under the Heston model pp. 280-291 Downloads
Huainian Zhu, Ming Cao and Chengke Zhang
Does anti-corruption campaign promote corporate R&D investment? Evidence from China pp. 292-296 Downloads
Weiyu Gan and Xixiong Xu
The effect of non-traditional banking activities on systemic risk: Does bank size matter? pp. 297-305 Downloads
Eric Fina Kamani
Conditional pricing of earnings quality pp. 306-313 Downloads
Mingshan Zhang
Understanding the order effect in eliciting risk aversion pp. 314-317 Downloads
Kitae Sohn
Capital structure volatility, financial vulnerability, and stock returns: Evidence from Korean firms pp. 318-326 Downloads
Byung-Uk Chong and Heonsoo Kim
Assessing tail risk for nonlinear dependence of MSCI sector indices: A copula three-stage approach pp. 327-333 Downloads
Giovanni De Luca, Dominique Guégan and Giorgia Rivieccio
Challenges facing Malaysia pension scheme in an era of ageing population pp. 334-340 Downloads
Roslan Jaafar, Kevin James Daly and Anil Mishra
Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach pp. 341-351 Downloads
Likun Lei, Yue Shang, Yongfei Chen and Yu Wei
Does the level of financial leasing matter in the impact of bank lending on economic growth: Evidence from the global market (2006–2016) pp. 352-359 Downloads
Ying Zhang, Ling Zhai and Haijia Sun
The value premium and expected business conditions pp. 360-366 Downloads
Chris Kirby
Does the introduction of futures improve the efficiency of Bitcoin? pp. 367-370 Downloads
Gerrit Köchling, Janis Müller and Peter Posch
Detecting overreaction in the Bitcoin market: A quantile autoregression approach pp. 371-377 Downloads
Thanaset Chevapatrakul and Danilo V. Mascia
Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia pp. 378-384 Downloads
Sune Karlsson and Pär Österholm
Bitcoin as a safe haven: Is it even worth considering? pp. 385-393 Downloads
Lee Smales
What drives the off-shore futures market? Evidence from India and China pp. 394-402 Downloads
S.S.S. Kumar and Aravind Sampath
Can investors profit from security analyst recommendations?: New evidence on the value of consensus recommendations pp. 403-413 Downloads
Sung Jun Park and Ki Young Park
Energy market financialization: Empirical evidence and implications from East Asian LNG markets pp. 414-419 Downloads
Xunpeng Shi, Yifan Shen and Yanrui Wu
Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports pp. 420-425 Downloads
Qiang Ji, Jianping Li and Xiaolei Sun
Money market funds, bank loans and interest rate liberalization: Evidence from an emerging market pp. 426-435 Downloads
Haoyu Li, Qizhi Tao, Hongying Xiao and Guowei Li
Overinvestment and corporate governance in energy listed companies: Evidence from China pp. 436-445 Downloads
Min Shi
Page updated 2020-09-29