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Finance Research Letters

2004 - 2020

Current editor(s): R. Gençay

From Elsevier
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Volume 27, issue C, 2018

Safety promise, moral hazard and financial supervision: Evidence from peer-to-peer lending pp. 1-5 Downloads
Zongyuan Zhu
Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols pp. 6-11 Downloads
Denis Yongmin Joe, Frederick Dongchuhl Oh and Cheolbeom Park
Performance pay and catering incentives pp. 12-22 Downloads
Francisco Marcet
Determinants of capital flows to emerging economies - Evidence from Vietnam pp. 23-27 Downloads
Xuan Vinh Vo
Oil prices, exchange rates and stock markets under uncertainty and regime-switching pp. 28-33 Downloads
David Roubaud and Mohamed Arouri
Is equity market volatility driven by migration fear? pp. 34-37 Downloads
Robert Czudaj
Valuing executive stock options under correlated employment shocks pp. 38-45 Downloads
Xingchun Wang
Some improved sparse and stable portfolio optimization problems pp. 46-52 Downloads
Zhifeng Dai and Fenghua Wen
The impact of liquidity risk on the yield spread of green bonds pp. 53-59 Downloads
Wulandari Febi, Dorothea Schäfer, Andreas Stephan and Chen Sun
The compensation portfolio pp. 60-64 Downloads
Matthias W. Uhl and Philippe Rohner
Directional predictability of implied volatility: From crude oil to developed and emerging stock markets pp. 65-79 Downloads
Elie Bouri, Donald Lien, David Roubaud and Syed Jawad Hussain Shahzad
Corporate financing with loss aversion and disagreement pp. 80-90 Downloads
Weining Niu and Qingduo Zeng
The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach pp. 91-98 Downloads
Suman Gupta, Debojyoti Das, Haslifah Hasim and Aviral Tiwari
Intraday patterns in foreign exchange returns and realized volatility pp. 99-104 Downloads
Hao Zhang
Network topology and systemic risk: Evidence from the Euro Stoxx market pp. 105-112 Downloads
Wenwei Li, Ulrich Hommel and Sandra Paterlini
Systematic risk and banks leverage: The role of asset quality pp. 113-117 Downloads
Federico Beltrame, Daniele Previtali and Alex Sclip
The coherence of liquidity measures. The evidence from the emerging market pp. 118-123 Downloads
Barbara Będowska-Sójka
Liquidity-threshold effect in non-performing loans pp. 124-128 Downloads
Ionuț Daniel Pop, Cosmin Octavian Cepoi and Dan Gabriel Anghel
Bank lending behavior in emerging markets pp. 129-134 Downloads
Xuan Vinh Vo
A weekly sentiment index and the cross-section of stock returns pp. 135-139 Downloads
Hai-Chuan Xu and Wei-Xing Zhou
Is market fear persistent? A long-memory analysis pp. 140-147 Downloads
Guglielmo Maria Caporale, Luis Gil-Alana and Alex Plastun
Heterogeneous beliefs and diversification discount pp. 148-153 Downloads
Zhuoyuan Tong and Xu Wei
Output and stock prices: New evidence from the robust wavelet approach pp. 154-160 Downloads
Aviral Tiwari, Malay Bhattacharyya, Debojyoti Das and Muhammad Shahbaz
Which CSR activities are more consequential? Evidence from the Great Recession pp. 161-168 Downloads
Benjalux Sakunasingha, Pornsit Jiraporn and Ali Uyar
On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach pp. 169-174 Downloads
Debojyoti Das, Surya Bhushan Kumar, Aviral Tiwari, Muhammad Shahbaz and Haslifah M. Hasim
Chinese Lunar New Year effect, investor sentiment, and market deregulation pp. 175-184 Downloads
Chia-Chen Teng and J. Jimmy Yang
Interconnectedness, G-SIBs and network dynamics of global banking pp. 185-192 Downloads
Paola Bongini, Gian Paolo Clemente and Rosanna Grassi
On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market pp. 193-200 Downloads
Damian S. Damianov and Ahmed H. Elsayed
On an adaptive Black–Litterman investment strategy using conditional fundamentalist information: A Brazilian case study pp. 201-207 Downloads
Betina Fernandes, Alexandre Street, Cristiano Fernandes and Davi Valladão
Facebook drives behavior of passive households in stock markets pp. 208-213 Downloads
Milla Siikanen, Kęstutis Baltakys, Juho Kanniainen, Ravi Vatrapu, Raghava Mukkamala and Abid Hussain
Picking up the pennies in front of the bulldozer: The profitability of gilt based trading strategies pp. 214-222 Downloads
Barry Quinn, Alan Hanna and Fred MacDonald
Bayesian change point analysis of Bitcoin returns pp. 223-227 Downloads
Sven Thies and Peter Molnár
Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets pp. 228-234 Downloads
Khamis Hamed Al-Yahyaee, Walid Mensi and Seong-Min Yoon
On the determinants of bitcoin returns: A LASSO approach pp. 235-240 Downloads
Theodore Panagiotidis, Thanasis Stengos and Orestis Vravosinos
Client-proximity-based spatial clustering of European corporate and investment banking after a hard Brexit pp. 241-246 Downloads
Fidelio Tata
Volatility jumps: The role of geopolitical risks pp. 247-258 Downloads
Konstantinos Gkillas (Gillas), Rangan Gupta and Mark Wohar
Semi-strong efficiency of Bitcoin pp. 259-265 Downloads
David Vidal-Tomás and Ana Ibañez
The value of director reputation: Evidence from outside director appointments pp. 266-272 Downloads
Fabian Gogolin, Mark Cummins and Michael Dowling
Capital inflows, crisis and recovery in small open economies pp. 273-282 Downloads
Hamid Raza, Gylfi Zoega and Stephen Kinsella
What to do when effective exchange rates cannot be calculated for developing economies? PANIC? pp. 283-290 Downloads
David Neto

Volume 26, issue C, 2018

CEO tenure and corporate misconduct: Evidence from US banks pp. 1-8 Downloads
Yener Altunbas, John Thornton and Yurtsev Uymaz
What explains the success of reward-based crowdfunding campaigns as they unfold? Evidence from the French crowdfunding platform KissKissBankBank pp. 9-14 Downloads
Mikael Petitjean
Investor sentiment and emerging stock market liquidity pp. 15-31 Downloads
Byomakesh Debata, Saumya Ranjan Dash and Jitendra Mahakud
Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach pp. 32-39 Downloads
Saumya Ranjan Dash and Debasish Maitra
Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets pp. 40-46 Downloads
Christopher Gan, Gilbert Nartea and Ji Wu
Spatial analysis of sovereign risks: The case of emerging markets pp. 47-55 Downloads
Gül Huyugüzel Kışla and A. Özlem Önder
A spatial-temporal analysis of financial literacy in United States of America pp. 56-62 Downloads
Geng Peng, Fang Liu, Wenyi Lu, Kaicheng Liao, Changan Tang and Lei Zhu
Informed trading in the Bitcoin market pp. 63-70 Downloads
Wenjun Feng, Yiming Wang and Zhengjun Zhang
Does CSR impact premiums in M&A transactions? pp. 71-80 Downloads
Mathieu Gomes and Sylvain Marsat
Datestamping the Bitcoin and Ethereum bubbles pp. 81-88 Downloads
Shaen Corbet, Brian Lucey and Larisa Yarovaya
Testing for bubbles in stock markets with irregular dividend distribution pp. 89-94 Downloads
Itamar Caspi and Meital Graham
Moral hazard and default risk of SMEs with collateralized loans pp. 95-99 Downloads
José A. Castillo, Andrés Mora-Valencia and Javier Perote
Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis pp. 100-105 Downloads
Jamal Bouoiyour, Refk Selmi and Mark Wohar
Sentiment and asset price bubble in the precious metals markets pp. 106-111 Downloads
Wei-Fong Pan
Approximating risk-free curves in sparse data environments pp. 112-118 Downloads
C.J. van der Merwe, D. Heyman and T. de Wet
Study on the influence mechanism of air quality on stock market yield and Volatility: Empirical test from China based on GARCH model pp. 119-125 Downloads
Na An, Baixue Wang, Peilin Pan, Kun Guo and Yi Sun
The information content of insider trading: Evidence from China pp. 126-131 Downloads
Ying Qiu, Hua He and Gang Xiao
Heterogeneity in the internationalization of R&D: Implications for anomalies in finance and macroeconomics pp. 132-138 Downloads
Patrick Grüning
The effect of liquidity on non-marketable securities pp. 139-144 Downloads
Menachem Abudy, Hadar Binsky and Alon Raviv
Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation pp. 145-149 Downloads
Ender Demir, Giray Gözgör, Chi Keung Lau and Samuel A. Vigne
Do all oil price shocks have the same impact? Evidence from the euro area pp. 150-155 Downloads
Anastasios Evgenidis
Mean-variance theory with imprecise accounting information pp. 156-161 Downloads
Gady Jacoby, Shi Li and Yan Wang
Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds: Evidence from a quasi-natural experiment in China pp. 162-168 Downloads
Ningyu Qian
Family CEO and information disclosure: Evidence from China pp. 169-176 Downloads
Jingjing Xu and Yan Zhang
A single-stage approach for cointegration-based pairs trading pp. 177-184 Downloads
K.F. Law, W.K. Li and Philip L.H. Yu
Can microstructure noise explain the MAX effect? pp. 185-191 Downloads
Xindong Zhang, Lixu Xie, Yue Zhai and Dong Wang
Learning from outsiders: Do managers benefit from communication with market participants? pp. 192-197 Downloads
Dongmin Kong, Shasha Liu and Yanan Wang
Algorithmic trading and liquidity: Long term evidence from Austria pp. 198-203 Downloads
Roland Mestel, Michael Murg and Erik Theissen
Oil market volatility and stock market volatility pp. 204-214 Downloads
Milan Bašta and Peter Molnár
Political uncertainty and the cost of equity capital pp. 215-222 Downloads
Xiaorong Li, Jingbo Luo and Kam C. Chan
Bias and misrepresentation revisited: Perspective on major equity indices pp. 223-229 Downloads
Lars Kaiser, Michael Fleisch and Lukas Salcher
Impact of terrorism on stock markets: Empirical evidence from the SAARC region pp. 230-234 Downloads
Naukhaiz Chaudhry, David Roubaud, Waheed Akhter and Muhammad Shahbaz
Portfolio valuation under liquidity constraints with permanent price impact pp. 235-241 Downloads
Péter Csóka and Judit Hevér
Deposit insurance pricing under GARCH pp. 242-249 Downloads
Hailong Liu, Rui Li and Jinjian Yuan
Unconventional monetary policy and the ‘currency wars’ pp. 250-254 Downloads
John Thornton and Caterina di Tommaso
Credit default swaps and regulatory capital relief: Evidence from European banks pp. 255-260 Downloads
John Thornton and Caterina di Tommaso
The opposite disposition effect: Evidence from the Korean stock index futures market pp. 261-265 Downloads
Yunsung Eom
Debt market illiquidity and correlated default risk pp. 266-273 Downloads
Siamak Javadi and Mohsen Mollagholamali
An analysis of liquidity skewness for European sovereign bond markets pp. 274-280 Downloads
Wei Yan, Philip Hamill, Youwei Li, Samuel A. Vigne and James Waterworth
Causality in the EMU sovereign bond markets pp. 281-290 Downloads
Mariano González-Sánchez
Page updated 2020-09-29