Economics at your fingertips  

Finance Research Letters

2004 - 2020

Current editor(s): R. Gençay

From Elsevier
Bibliographic data for series maintained by Haili He ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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