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 28, issue C, 2019

Leverage and corporate investment – Evidence from Vietnam pp. 1-5 Downloads
Xuan Vinh Vo
The dynamics of network communities and venture capital performance: Evidence from China pp. 6-10 Downloads
Chaokai Xue, Ping Jiang and Xinghua Dang
The fiction of full BEKK: Pricing fossil fuels and carbon emissions pp. 11-19 Downloads
Chia-Lin Chang and Michael McAleer
Do managers keep their word? The disclosure of merger intention at pre-merger issuance and M&A performance pp. 20-31 Downloads
Guo, Jie (Michael), Lu Li, Nan Hu and Xing Wang
The impact of tick-size reductions in foreign currency futures markets pp. 32-38 Downloads
Valeria Martinez and Yiuman Tse
Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller? pp. 39-44 Downloads
Zhuo Qiao and Kuntara Pukthuanthong
Explaining asset managers preference for the P&L method over RPAs when paying for research under MiFID II pp. 45-52 Downloads
Fidelio Tata
Sustainability, accountability and democracy: Ireland’s Troika experience pp. 53-60 Downloads
Sean Barrett, Shaen Corbet and Charles Larkin
New evidence on the impact of the English national soccer team on the FTSE 100 pp. 61-67 Downloads
Tobias Bauckloh, Sebastian Heiden, Christian Klein and Bernhard Zwergel
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies pp. 68-73 Downloads
Ahmet Sensoy
Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility pp. 74-81 Downloads
Jiro Hodoshima and Toshiyuki Yamawake
Missing the cut? How threshold effects distort U.S. small business lending trends pp. 82-86 Downloads
Mark Heil
The effect of the accidental disclosure of confidential short sales positions pp. 87-94 Downloads
Rients Galema and Dirk Gerritsen
On long memory effects in the volatility measure of Cryptocurrencies pp. 95-100 Downloads
Andrew Phillip, Jennifer Chan and Shelton Peiris
The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach pp. 101-106 Downloads
Guo-Dong Liu and Chi-Wei Su
Volatility discovery: Can the CDS market beat the equity options market? pp. 107-111 Downloads
Santiago Forte and Lidija Lovreta
Improving futures hedging performance using option information: Evidence from the S&P 500 index pp. 112-117 Downloads
Yujuan Bai, Zhiyuan Pan and Li Liu
Comparison of range-based volatility estimators against integrated volatility in European emerging markets pp. 118-124 Downloads
Josip Arnerić, Mario Matković and Petar Sorić
Credit expansion in a monetary policy game: Implications of the valuation haircut framework pp. 125-129 Downloads
Eleftherios Spyromitros and Panagiotis Tsintzos
Professional macroeconomic forecasts and Chinese commodity futures prices pp. 130-136 Downloads
Wuyi Ye, Ranran Guo, Ying Jiang, Xiaoquan Liu and Bruno Deschamps
Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets pp. 137-147 Downloads
Canh Nguyen, Thai Vu Hong Nguyen and Christophe Schinckus
Short-term exchange rate predictability pp. 148-152 Downloads
Yu Ren, Qin Wang and Xiangyu Zhang
Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe pp. 153-159 Downloads
Syed Jawad Hussain Shahzad, Thi Hong Van Hoang and Jose Arreola-Hernandez
The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test pp. 160-164 Downloads
Shabbir Dastgir, Ender Demir, Gareth Downing, Giray Gözgör and Chi Keung Lau
Does the corporate bond market overvalue bonds of sin companies? pp. 165-170 Downloads
Frank Fabozzi, Asjeet S. Lamba, Takeshi Nishikawa, Ramesh Rao and K.C. Ma
Losing by learning? A study of social trading platform pp. 171-179 Downloads
Xuejun Jin, Yu Zhu and Ying Sophie Huang
Political connections, network centrality and firm innovation pp. 180-184 Downloads
Li-Chuan Tsai, Ruhui Zhang and Cuifang Zhao
Enhancing binomial and trinomial equity option pricing models pp. 185-190 Downloads
Young Shin Kim, Stoyan Stoyanov, Svetlozar Rachev and Frank Fabozzi
Is there a trade-off between accrual-based and real earnings management? Evidence from equity compensation and market pricing pp. 191-197 Downloads
Leon Li
Commonality in ask-side vs. bid-side liquidity pp. 198-207 Downloads
Ahmet Sensoy
Google searches and stock market activity: Evidence from Norway pp. 208-220 Downloads
Neri Kim, Katarína Lučivjanská, Peter Molnár and Roviel Villa
Day-of-the-week effects in financial contagion pp. 221-226 Downloads
Deeya Sewraj, Bartosz Gebka and Robert Anderson
Risk governance of financial institutions: The effect of ownership structure and board independence pp. 227-237 Downloads
Marion Dupire and Regine Slagmulder
The relationship between financial development and economic growth during the recent crisis: Evidence from the EU pp. 238-245 Downloads
Dimitrios Asteriou and Konstantinos Spanos
Market downturns, zero investment strategies and systematic liquidity risk pp. 246-253 Downloads
Hilal Anwar Butt and Nader Shahzad Virk
Badly hurt? Natural disasters and direct firm effects pp. 254-258 Downloads
Felix Noth and Oliver Rehbein
Cryptocurrency-portfolios in a mean-variance framework pp. 259-264 Downloads
Alexander Brauneis and Roland Mestel
Analytical valuation of power exchange options with default risk pp. 265-274 Downloads
Guangli Xu, Xinjian Shao and Xingchun Wang
Do investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market pp. 275-280 Downloads
Liang Wu, Xin Yan, Zhiming Fu and Rui Zhang
Model comparison tests of linear factor models in U.K. stock returns pp. 281-291 Downloads
Jonathan Fletcher
Risk assessment of mortgage covered bonds: International evidence pp. 292-298 Downloads
Marc Gürtler and Philipp Neelmeier
M&A price pressure revisited pp. 299-308 Downloads
Lawrence Kryzanowski and Nie, Yulin (George)
What determines bitcoin exchange prices? A network VAR approach pp. 309-318 Downloads
Paolo Giudici and Iman Abu-Hashish
Study on the wandering weekday effect of the international carbon market based on trend moderation effect pp. 319-327 Downloads
Chen Zhang, Po Yun and Zulfiqar Ali Wagan
Corporate innovations as institutional anomie: Patent activities and financial performance of the international aerospace industry pp. 328-336 Downloads
Ann Shawing Yang and Hiromu Okada
Intraday price behavior of cryptocurrencies pp. 337-342 Downloads
Bill Hu, Thomas McInish, Jonathan Miller and Li Zeng
United we stand, divided we fall: A PANICCA test evidence for stock exchanges in OECD pp. 343-347 Downloads
Afees Salisu
Behavioral heterogeneity and excess stock price volatility in China pp. 348-354 Downloads
Wei Zhang, Zhong-Qiang Zhou and Xiong Xiong
Investor behavior around monetary policy announcements: Evidence from the Korean stock market pp. 355-362 Downloads
Keun Woo Park, Dahae Hong and Ji Yeol Jimmy Oh
Does customer concentration disclosure affect IPO pricing? pp. 363-369 Downloads
Xuan Peng, Xiongyuan Wang and Kam C. Chan
CEO political preference and corporate innovation pp. 370-375 Downloads
Syungjin Han
China’s crude oil futures: Introduction and some stylized facts pp. 376-380 Downloads
Qiang Ji and Dayong Zhang
Tapping and waving to debt: Mobile payments and credit card behavior pp. 381-387 Downloads
Tobias Meyll and Andreas Walter
Investing in a random start American option under competition pp. 388-397 Downloads
Paulo J. Pereira and Artur Rodrigues
Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach pp. 398-411 Downloads
Aviral Tiwari, Goodness C. Aye and Rangan Gupta
The Australian bank levy: Do shareholders pay? pp. 412-415 Downloads
Dimitris K. Chronopoulos, Anna L. Sobiech and John Wilson
Stock liquidity and corporate cash holdings pp. 416-422 Downloads
Yi Hu, Yong Li and Jianyu Zeng
Are shocks on the returns and volatility of cryptocurrencies really persistent? pp. 423-430 Downloads
Lanouar Charfeddine and Youcef Maouchi
A characterization of CAT bond performance indices pp. 431-437 Downloads
Denis-Alexandre Trottier, Van Son Lai and Frédéric Godin
A new variant of RealGARCH for volatility modeling pp. 438-443 Downloads
Haibin Xie, Nan Qi and Shouyang Wang
Page updated 2020-09-28