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Finance Research Letters

2004 - 2020

Current editor(s): R. Gençay

From Elsevier
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Volume 29, issue C, 2019

Investor attention and short-term return reversals pp. 1-6 Downloads
Dries Heyman, Michiel Lescrauwaet and Hannes Stieperaere
Currency jumps, Euribor-OIS spreads and the volatility skew: A study on the dollar-euro crash risk of 2007–2015 pp. 7-16 Downloads
Alfred Wong
Time-varying relation between black and green bond price benchmarks: Macroeconomic determinants for the first decade pp. 17-22 Downloads
David Broadstock and Louis T.W. Cheng
The informational dimensions of the Amihud (2002) illiquidity measure: Evidence from the M&A market pp. 23-29 Downloads
Alain Coën and Hubert de La Bruslerie
Distracted institutional shareholders and managerial myopia: Evidence from R&D expenses pp. 30-40 Downloads
Yueting Li, Jianling Wang and Xuan Wu
Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets pp. 41-49 Downloads
Thomas C. Chiang
What factors discriminate reorganized and delisted distressed firms: Evidence from Malaysia pp. 50-56 Downloads
Abd Halim Ahmad
Bottom-up sentiment and return predictability of the market portfolio pp. 57-60 Downloads
Jiaqi Guo, Youwei Li and Min Zheng
Negative policy interest rates and exchange rate behavior: Further results pp. 61-67 Downloads
John Thornton and Chrysovalantis Vasilakis
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis pp. 68-74 Downloads
Paraskevi Katsiampa, Shaen Corbet and Brian Lucey
The relationship between Bitcoin returns and trade policy uncertainty pp. 75-82 Downloads
Giray Gözgör, Aviral Tiwari, Ender Demir and Sagi Akron
Business cycle, expected return and momentum payoffs pp. 83-89 Downloads
Chen, Jiun-Lin (Alex) and Hwang, Hyoseok (David)
Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model pp. 90-100 Downloads
Canh Nguyen, Udomsak Wongchoti, Su Dinh Thanh and Nguyen Trung Thong
Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach pp. 101-110 Downloads
Walid Mensi, Syed Jawad Hussain Shahzad, Shawkat Hammoudeh, Besma Hkiri and Khamis Hamed Al Yahyaee
Price clustering and sentiment in bitcoin pp. 111-116 Downloads
Ahmed Baig, Benjamin Blau and Nasim Sabah
Do government rescue policies reduce the market volatility after crash? Evidence from the Shanghai stock market pp. 117-124 Downloads
Ming-Yuan Yang, Sai-Ping Li, Yue Wu, Jingtai Tang and Fei Ren
Evaluating alternative methods of asset pricing based on the overall magnitude of pricing errors pp. 125-128 Downloads
Qi Shi and Bin Li
Green credit policy, property rights and debt financing: Quasi-natural experimental evidence from China pp. 129-135 Downloads
Xinghe Liu, Enxian Wang and Danting Cai
One size fits all? The differential impact of parent capital on bank failures pp. 136-140 Downloads
Nilufer Ozdemir, Russell Triplett and Cuneyt Altinoz
A simple but powerful measure of market efficiency pp. 141-151 Downloads
Vu Le Tran and Thomas Leirvik
The seed of a crisis: Investor sentiment and bank liquidity pp. 152-155 Downloads
Liang He
Activist arbitrage in M&A acquirers pp. 156-161 Downloads
Wei Jiang, Tao Li and Danqing Mei
The seasonality in sell-side analysts’ recommendations pp. 162-168 Downloads
Yury O. Kucheev and Tomas Sorensson
Are European CEOs paid equally? A study of the UK-continental Europe pay gap pp. 169-177 Downloads
Pablo de Andrés and Laura Arranz-Aperte
Co-explosivity in the cryptocurrency market pp. 178-183 Downloads
Elie Bouri, Syed Jawad Hussain Shahzad and David Roubaud
Time-consistent mean-variance hedging of an illiquid asset with a cointegrated liquid asset pp. 184-192 Downloads
Kexin Chen and Hoi Ying Wong
Predicting bond betas using macro-finance variables pp. 193-199 Downloads
Nektarios Aslanidis, Charlotte Christiansen and Andrea Cipollini
Portfolio diversification across cryptocurrencies pp. 200-205 Downloads
Weiyi Liu
Residual momentum and the cross-section of stock returns: Chinese evidence pp. 206-215 Downloads
Qi Lin
Herding behaviour in cryptocurrencies pp. 216-221 Downloads
Elie Bouri, Rangan Gupta and David Roubaud
Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum pp. 222-230 Downloads
Walid Mensi, Khamis Hamed Al-Yahyaee and Sang Hoon Kang
A risk-gain dominance maximization approach to enhanced index tracking pp. 231-238 Downloads
Francesco Cesarone, Lorenzo Lampariello and Simone Sagratella
How effective is the tail mean-variance model in the fund of fund selection? An empirical study using various risk measures pp. 239-244 Downloads
Qiyu Wang, Wenli Huang, Xin Wu and Chao Zhang
Risk transmission between natural gas market and stock markets: portfolio and hedging strategy analysis pp. 245-254 Downloads
Ling Lin, Zhongbao Zhou, Qing Liu and Yong Jiang
What can explain the price, volatility and trading volume of Bitcoin? pp. 255-265 Downloads
Halvor Aarhus Aalborg, Peter Molnár and Jon Erik de Vries
Regime changes in Bitcoin GARCH volatility dynamics pp. 266-271 Downloads
David Ardia, Keven Bluteau and Maxime Rüede
Leverage and evolving heterogeneous beliefs in a simple agent-based financial market pp. 272-279 Downloads
Edoardo Gaffeo
Could crowdsourced financial analysis replace the equity research by investment banks? pp. 280-284 Downloads
Karl Arnold Kommel, Martin Sillasoo and Ágnes Lublóy
Cash holdings and the performance of European mutual funds pp. 285-291 Downloads
Frank Graef, Pascal Vogt, Volker Vonhoff and Florian Weigert
Regulation, economies of scale and credit Ratings: A puzzle of declining market concentration in the OTC derivatives market pp. 292-296 Downloads
Fidelio Tata
A combined firm's decision to hire the target's financial advisor after acquisition: Does “service excellence” pay off? pp. 297-302 Downloads
Debarati Bhattacharya, Shih-Che Hsu, Wei-Hsien Li and Chun-Ting Liu
The temporal evolution of mispricing in prediction markets pp. 303-307 Downloads
Valerio Restocchi, Frank McGroarty and Enrico Gerding
Relationship of CEO inside debt and corporate social performance: A data envelopment analysis approach pp. 308-314 Downloads
Tai-Hsi Wu and Mei-Chen Lin
The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests pp. 315-322 Downloads
Rangan Gupta, Christian Pierdzioch, Andrew J. Vivian and Mark Wohar
Valuation of catastrophe equity put options with correlated default risk and jump risk pp. 323-329 Downloads
Hongwei Bi, Guanying Wang and Xingchun Wang
Becoming a high-growth firm in a developing country: The role of co-funding pp. 330-335 Downloads
Long Trinh
Consumption volatility ambiguity and risk premium’s time-variation pp. 336-339 Downloads
Janis Müller and Peter Posch
Trading volume and the predictability of return and volatility in the cryptocurrency market pp. 340-346 Downloads
Elie Bouri, Chi Keung Lau, Brian Lucey and David Roubaud
Risk premium contributions of the Fama and French mimicking factors pp. 347-356 Downloads
Matthias Bank and Franz Insam
The impact of the Bitcoin bubble of 2017 on Bitcoin's P2P market pp. 357-362 Downloads
Mark Holub and Jackie Johnson
Are cryptocurrencies connected to forex? A quantile cross-spectral approach pp. 363-372 Downloads
Eduard Baumohl
Economic policy uncertainty, prudential regulation and bank lending pp. 373-378 Downloads
Shiwei Hu and Di Gong
Is anti-herding behavior spurious? pp. 379-383 Downloads
Stavros Stavroyiannis, Vassilios Babalos, Stelios Bekiros and Salim Lahmiri
Extending the Hansen–Jagannathan distance measure of model misspecification pp. 384-392 Downloads
Yuewu Xu and Xiangkun Yao
Cash flow risk and capital structure decisions pp. 393-397 Downloads
Christopher Harris and Scott Roark
Explosive behavior in the prices of Bitcoin and altcoins pp. 398-403 Downloads
Efe Caglar Cagli
A duration-based model of crowdfunding project choice pp. 404-410 Downloads
Linda Salahaldin, Martin Angerer, Sascha Kraus and Donia Trabelsi
A new attention proxy and order imbalance: Evidence from China pp. 411-417 Downloads
Ya Gao, Xiong Xiong, Xu Feng, Youwei Li and Samuel A. Vigne
US monetary policy and the pricing of American Depositary Receipts pp. 418-424 Downloads
Ingmar Roevekamp
A bibliometric analysis on green finance: Current status, development, and future directions pp. 425-430 Downloads
Dayong Zhang, Zhiwei Zhang and Shunsuke Managi
Page updated 2020-09-28