International Journal of Finance & Economics

2011 - 2025

Continuation of International Journal of Finance & Economics.

Current editor(s): Mark P. Taylor, Keith Cuthbertson and Michael P. Dooley

From John Wiley & Sons, Ltd.
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Volume 26, issue 4, 2021

The impact of refinery and oil demand shocks on the motor fuel market in Sweden pp. 4862-4878

Amin Karimu, Samuel Salia and Javed J. Hussain

Money laundering and bank risk: Evidence from U.S. banks pp. 4879-4894

Yener Altunbas, John Thornton and Yurtsev Uymaz

Rather complements than substitutes: Firm value effects of capital structure and financial hedging decisions pp. 4895-4917

Markus Hang, Jerome Geyer‐Klingeberg, Andreas W. Rathgeber and Stefan Stöckl

Rapid rise of life expectancy in Bangladesh: Does financial development matter? pp. 4918-4931

Md Samsul Alam, Md Shahidul Islam, Syed Jawad Hussain Shahzad and Shazia Bilal

Monetary policy news and systemic risk at the zero lower bound pp. 4932-4945

Pavel Kapinos

What do productivity indices tell us? A case study of U.S. industries pp. 4946-4978

Godfrey Madigu and Luis A. Gil‐Alana

The impacts of R&D investment and stock markets on clean‐energy consumption and CO2 emissions in OECD economies pp. 4979-4992

Md Samsul Alam, Nicholas Apergis, Sudharshan Reddy Paramati and Jianchun Fang

Effects of foreign currency debt on investment of the firms in emerging economy pp. 4993-5004

Ashis Pradhan and Gourishankar S. Hiremath

Dynamics of selecting Islamic home financing pp. 5005-5016

Muhammad Y. Khan, Shahab Ud Din, Majid J. Khan and Anam Javeed

Government debt expansion and stock returns pp. 5017-5030

Tomasz Piotr Wisniewski and Peter M. Jackson

Governance disclosure quality and market valuation of firms in UK and Germany pp. 5031-5055

Subhan Ullah, Sardar Ahmad, Saeed Akbar, Devendra Kodwani and Jane Frecknall‐Hughes

Corporate governance and earnings management: A quantile regression approach pp. 5056-5072

Zhi‐Yuan Feng and Hua‐Wei Huang

Capital structure revisited. Do crisis and competition matter in a Keiretsu corporate structure? pp. 5073-5092

Albert Danso, Samuel Fosu, Samuel Owusu‐Agyei, Collins Ntim and Emmanuel Adegbite

Does financial development reduce the level of corruption? Evidence from a global sample of 140 countries pp. 5093-5109

Chandan Sharma and Sudharshan Reddy Paramati

Bank connections and small business performance: Evidence from Canadian survey data pp. 5110-5134

Amarjit Gill and Craig Wilson

The determinants of export sophistication: Does digitalization matter? pp. 5135-5159

Burak Atasoy

Board of directors' foreign experience and stock price informativeness pp. 5160-5182

Farid Ullah, Ping Jiang, Yasir Shahab and Chenyang Zheng

Financial rigidities and oil‐based business cycles pp. 5183-5196

Hamed Ghiaie, Hamidreza Tabarraei and Asghar Shahmoradi

Role of the legal and financial environments in determining the efficiency of working capital management in European SMEs pp. 5197-5216

Markus Mättö and Mervi Niskanen

Sovereign ratings, foreign direct investment and contagion in emerging markets: Does being a BRICS country matter? pp. 5217-5234

Noha Emara and Ayah El Said

Does financial inclusion enhance economic growth? Empirical evidence from the IsDB member countries pp. 5235-5258

Minhaj Ali, Shujahat H. Hashmi, Muhammad R. Nazir, Ahmer Bilal and Muhammad I. Nazir

It takes two to tango: Fundamental timing in stock market pp. 5259-5277

Guohao Tang, Fuwei Jiang, Xinlin Qi and Nan Huang

Economic integration and the currency and equity markets nexus pp. 5278-5301

Muhammad Aftab, Rubi Ahmad, Izlin Ismail and Kate Phylaktis

What matters for finance‐growth nexus? A critical survey of macroeconomic stability, institutions, financial and economic development pp. 5302-5320

Kizito Uyi Ehigiamusoe and Mohamad Shaharudin Samsurijan

The profitability of Ichimoku Kinkohyo based trading rules in stock markets and FX markets pp. 5321-5336

Shangkun Deng, Haoran Yu, Chenyang Wei, Tianxiang Yang and Shimada Tatsuro

International trade and income convergence: Sorting out the nature of bilateral trade pp. 5337-5348

Alexander B. Darku

The impact of rent‐seeking on economic growth in the six geographic regions: Evidence from static and dynamic panel data analysis pp. 5349-5362

Sami Fethi and Hatice Imamoglu

A Bayesian panel stochastic volatility measure of financial stability pp. 5363-5384

Emmanuel Mamatzakis and Mike Tsionas

High‐frequency trading order cancellations and market quality: Is stricter regulation the answer? pp. 5385-5407

Viktor Manahov

Bank deposits and Google searches in a crisis economy: Bayesian non‐linear evidence for Greece (2009–2015) pp. 5408-5424

Konstantinos Konstantakis, Despoina Paraskeuopoulou, Panayotis Michaelides and Mike Tsionas

Modelling renewable energy adoption across south Asian economies: Empirical evidence from Bangladesh, India, Pakistan and Sri Lanka pp. 5425-5450

Muntasir Murshed, Kashif Abbass and Seemran Rashid

Stock market liberalization, foreign institutional investors, and informational efficiency of stock prices: Evidence from an emerging market pp. 5451-5471

Yijie Li, Jianghui Liu, Haizhi Wang and Peng Wang

Research on external financial risk measurement of China real estate pp. 5472-5484

Yuexiang Jiang, Luyuan Zheng and Jiazhen Wang

A novel term structure stochastic model with adaptive correlation for trend analysis pp. 5485-5498

Jiangze Du, Shaojie Lai, Kin Keung Lai and Shifei Zhou

Tail risk interdependence pp. 5499-5511

Arnold Polanski, Evarist Stoja and Ching‐Wai (Jeremy) Chiu

Passive money system and control of exchange rates: The case of Argentina 1976–1981 pp. 5512-5530

Alan G. Futerman

How the cost of control affects the cost of shares of various stakes pp. 5531-5556

Yuriy V. Kozyr

Macrofinancial linkages in Europe: Evidence from quantile local projections pp. 5557-5569

Mikhail Stolbov and Maria Shchepeleva

Faith‐based versus value‐based finance: Is there any portfolio diversification benefit between responsible and Islamic finance? pp. 5570-5583

Md Hakim Ali, Md Akther Uddin, Md Atiqur Khan and Blake Goud

Does export upgrading really matter to economic growth? Evidence from panel data for high‐, middle‐ and low‐income countries pp. 5584-5609

Mohamed Chakroun, Naima Chrid and Sami Saafi

Revisiting the linkage between oil and agricultural commodity prices: Panel evidence from an Agrarian state pp. 5610-5620

Korhan Gokmenoglu, Hasan Güngör and Festus Bekun

From point through density valuation to individual risk assessment in the discounted cash flows method pp. 5621-5635

Marcin Dec

Terrorism and global business performance pp. 5636-5658

Venancio Tauringana, Ishmael Tingbani, Godwin Okafor and Widin B. Sha'ven

A comparison on particle swarm optimization and genetic algorithm performances in deriving the efficient frontier of stocks portfolios based on a mean‐lower partial moment model pp. 5659-5665

Armin Mahmoudi, Leila Hashemi, Milad Jasemi and James Pope

Factors influencing dividend decisions of Indian construction, housing and real estate companies: An empirical panel data analysis pp. 5666-5683

Rakesh Kumar Sharma

The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR pp. 5684-5703

Anastasios Evgenidis and Stephanos Papadamou

Board gender diversity and firm performance: The UK evidence pp. 5704-5719

Sanjukta Brahma, Chioma Nwafor and Agyenim Boateng

The role of time‐varying risk premia in international interbank markets pp. 5720-5745

Nikolaos Karouzakis

The effects of fiscal governance on fiscal performance in Sub‐Saharan Africa pp. 5746-5761

Gladys A. A. Nabieu, Godfred A. Bokpin, Achampong K. Osei and Patrick Asuming

The Feldstein–Horioka hypothesis for African countries: Evidence from recent panel error‐correction modelling pp. 5762-5774

Vasudeva N.R. Murthy and Natalya Ketenci

Long‐run relationship between R&D investment and environmental sustainability: Evidence from the European Union member countries pp. 5775-5792

Sudharshan Reddy Paramati, Md Samsul Alam, Shawkat Hammoudeh and Khalid Hafeez

Dynamic risk attributes in Malaysia stock markets: Behavioural finance insights pp. 5793-5814

Jasman Tuyon and Zamri Ahmad

Impact of dividend policy on corporate value: Experiment in Vietnam pp. 5815-5825

Hung Ngoc Dang, Vu Van Thi Thuy, Xuan Thanh Ngo and Ha Thi Viet Hoang

The risk‐taking channel in the United States: A GVAR approach pp. 5826-5849

Raslan Alzuabi, Mustafa Caglayan and Kostas Mouratidis

Bank branch performance and cost efficiency: A stochastic frontier panel data approach pp. 5850-5863

Idaira Cabrera‐Suárez and Jorge V. Pérez‐Rodríguez

Partial adjustment towards performance‐based mutual fund returns: Evidence from U.S.‐based equity funds pp. 5864-5883

William J. Hippler, M. Kabir Hassan and Luca Pezzo

Credit information sharing and bank loan pricing: Do concentration and governance matter? pp. 5884-5911

Samuel Fosu, Albert Danso, Henry Agyei‐Boapeah and Collins Ntim

Contemporaneous linkages: Funding liquidity and stock market spirals pp. 5912-5929

Ajay Kumar Mishra, Bhavik Parikh and Ronald W. Spahr

Measuring systemic risk and dependence structure between real estates and banking sectors in China using a CoVaR‐copula method pp. 5930-5947

Yufei Cao

Non‐performing assets and its determinants in the Indian banking system: An empirical analysis using dynamic panel data models pp. 5948-5962

Aswini Mishra, Shikhar Jain and Mohammad Abid

Ownership identity and firm performance: Pre‐ and post‐crisis evidence from an African emerging market pp. 5963-5976

Imad Jabbouri and Rachid Jabbouri

Business cycles and macroeconomic asymmetries: New evidence from Eurozone and European countries pp. 5977-5996

Dionysios Chionis, Fotios Mitropoulos and Antonios Sarantidis

Spillovers and jumps in global markets: A comparative analysis pp. 5997-6013

Rodolfo C. Moura and Márcio Laurini

Boardroom gender diversity and dividend payout strategies: Effects of mergers deals pp. 6014-6035

Vu Quang Trinh, Ngan Duong Cao, Linh Hai Dinh and Hong Ngoc Nguyen

Financial innovation and economic growth: Empirical evidence from China, India and Pakistan pp. 6036-6059

Muhammad Rizwan Nazir, Yong Tan and Muhammad Imran Nazir

Social funding of green financing: An application of distributed ledger technologies pp. 6060-6073

Naoyuki Yoshino, Tim Schloesser and Farhad Taghizadeh‐Hesary

The performance of social responsible investing from retail investors' perspective: international evidence pp. 6074-6088

Guillermo Badía, Luis Ferruz and Maria Céu Cortez

Intellectual capital performance in the financial sector: Evidence from China, Hong Kong, and Taiwan pp. 6089-6109

Muhammad Imran Nazir, Yong Tan and Muhammad Rizwan Nazir

Multi‐dimensional economic connectivity: benefits, risks, and policy implications pp. 6110-6127

David M. Gould, Dror Y. Kenett and Georgi Panterov

Time‐varying causal nexuses between economic growth and CO2 emissions in G‐7 countries: A bootstrap rolling window approach over 1820–2015 pp. 6128-6148

Md. Samsul Alam, Sajid Ali, Naceur Khraief and Syed Jawad Hussain Shahzad

The relationship between gold price and the American financial market pp. 6149-6155

Wajdi Moussa, Nidhal Mgadmi, Rym Regaieg and Azza Bejaoui

Financial development, real sector and economic growth: Evidence from emerging market economies pp. 6156-6167

Chandrashekar Raghutla and Krishna Reddy Chittedi

Exploring asymmetric relationship between Islamic banking development and economic growth in Pakistan: Fresh evidence from a non‐linear ARDL approach pp. 6168-6187

Assad Ullah, Xinshun Zhao, Muhammad Kamal, Adeel Riaz and Bowen Zheng

Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure pp. 6188-6204

Sercan Demiralay and Selçuk Bayracı

The nexus between CEO incentives and analysts' earnings forecasts pp. 6205-6248

Emmanuel Mamatzakis and Anna Bagntasarian

Long‐term stock returns in Brazil: Volatile equity returns for U.S.‐like investors pp. 6249-6263

Eurilton Araújo, Ricardo D. Brito and Antonio Z. Sanvicente

Quantile causality and dependence between crude oil and precious metal prices pp. 6264-6280

Muhammad Shafiullah, Sajid M. Chaudhry, Muhammad Shahbaz and Juan Reboredo

Corporate governance and earnings management nexus: Evidence from the UK and Egypt using neural networks pp. 6281-6311

Hussein A. Abdou, Nouran N. Ellelly, Ahmed Elamer, Khaled Hussainey and Hassan Yazdifar

Does EVA valuation model outperform earnings valuation model in explaining market value of equity? pp. 6312-6337

Sujata Behera

What drives risk disclosure in Islamic and conventional banks? An international comparison pp. 6338-6361

Rihab Grassa, Nejia Moumen and Khaled Hussainey

Efficiency and productivity analysis of Pakistan's banking industry: A DEA approach pp. 6362-6374

Nan Zhu, Wasi Ul Hassan Shah, Muhammad Kamal and Rizwana Yasmeen

Appropriate strategies to establish knowledge‐based companies: Evidence from Iran pp. 6375-6389

Negin Fallah Haghighi, Mahdieh Sadat Mirtorabi, Masoud Bijani and Naser Valizadeh

Stochastic convergence in real personal disposable income in the EU: A note pp. 6390-6394

Juan Cuestas, Mercedes Monfort and Javier Ordóñez

Prediction on the volume of non‐performing loans in Turkey using multivariate adaptive regression splines approach pp. 6395-6405

Serpil Kılıç Depren and Mustafa Kartal

Synchronisation of policy related uncertainty, financial stress and economic activity in the United States pp. 6406-6415

Aviral Tiwari, Muhammad Ali Nasir and Muhammad Shahbaz

Dominant bank oligopoly and economic stability pp. 6416-6420

Gerasimos Soldatos

Stock market transmission channel of monetary policy: Empirical evidence from Turkey pp. 6421-6443

Ilhami Gunduz

The asymmetric effects of industry specific volatility in momentum returns pp. 6444-6458

Sina Badreddine and Ephraim Clark

Does trade openness and FDI reduce inequality? Evidence from South Asia pp. 6459-6470

Imran Khan, Zuhaba Nawaz and Bilal Bin Saeed

The determinants of capital structure: Evidence from SAARC countries pp. 6471-6487

Aamer Shahzad, Muhammad Azeem, Mian Sajid Nazir, Xuan Vinh Vo and Nguyen T. M. Linh

Volume 26, issue 3, 2021

Fossil energy consumption, economic development, inward FDI impact on CO2 emissions in Pakistan: Testing EKC hypothesis through ARDL model pp. 3210-3221

Muhammad Uzair Ali, Zhimin Gong, Muhammad Ubaid Ali, Xiong Wu and Chen Yao

The relationship between working capital management and corporate returns of cement industry of emerging market pp. 3222-3235

E. Chuke Nwude, Patricia Ukachi Allison and Comfort Amaka Nwude

Forecasting stock returns using first half an hour order imbalance pp. 3236-3245

Xiaojun Chu and Jianying Qiu

Do investors gain from forecasting the asymmetric return co‐movements of financial and real assets? pp. 3246-3268

Anandadeep Mandal, Sunil S. Poshakwale and Gabriel J. Power

What determines China's housing price dynamics? New evidence from a DSGE‐VAR pp. 3269-3305

Chunping Liu and Zhirong Ou

Financial development and trade in services: Perspective from emerging markets of Asia, South and Central America and Africa pp. 3306-3320

Yushi Jiang, Muhammad Irfan Khan, Syed Imran Zaman and Athar Iqbal

Sentiment‐Apt investors and UK sector returns pp. 3321-3351

Rilwan Sakariyahu, Mohamed Sherif, Audrey Paterson and Eleni Chatzivgeri

Dynamic operating efficiency and its determining factors of listed real‐estate companies in China: A hierarchical slack‐based DEA‐OLS approach pp. 3352-3376

Ebenezer Fiifi Emire Atta Mills, Mavis Agyapomah Baafi, Fangbiao Liu and Kailin Zeng

Does corporate social responsibility influence firm probability of default? pp. 3377-3395

Suleiman A. Badayi, Bolaji T. Matemilola, Bany‐Ariffin A.n and Lau Wei Theng

Financial development and economic growth: Empirical evidence from Sub‐Saharan Africa pp. 3396-3416

Kong Yusheng, Jonas Bawuah, Agyeiwaa O. Nkwantabisa, Samuel O. O. Atuahene and George O. Djan

A large constrained time‐varying portfolio selection model with DCC‐MIDAS: Evidence from Chinese stock market pp. 3417-3435

Qifa Xu, Junqing Zuo, Cuixia Jiang and Yaoyao He

Effect of leverage deviation on choices and outcomes of public versus non‐public acquisitions pp. 3436-3459

Yousry Ahmed and Tamer Elshandidy

Time‐varying effects and structural change of oil price shocks on industrial output: Evidence from China's oil industrial chain pp. 3460-3472

Jin‐Yu Chen, Xue‐Hong Zhu and Mei‐Rui Zhong

Evidence of speculative bubbles and regime switch in real estate market and crude oil price: Insight from Saudi Arabia pp. 3473-3483

Andrew Alola

Does corporate social responsibility mediate the influence of national culture on investment inefficiency? Firm‐level evidence from Asia Pacific pp. 3484-3503

Ijaz Ur Rehman, Faisal Shahzad, Khawaja Fawad Latif, Noman Nawab, Abdul Rashid and Shabir Hyder

Relevance of size in predicting bank failures pp. 3504-3543

Basim Alzugaiby, Jairaj Gupta, Andrew Mullineux and Rizwan Ahmed

Anticipating the value of share repurchase announcements: The role of short sellers pp. 3544-3555

Liyi Zheng

Performances and risk of socially responsible investments across regions during crisis pp. 3556-3568

Hooi Hooi Lean and Fabio Pizzutilo

U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach pp. 3569-3587

Syed Jawad Hussain Shahzad, Dene Hurley and Román Ferrer

Adjusted beta based on an empirical comparison of OLS ‐CAPM and the CAPM with EGARCH errors pp. 3588-3598

Michel Terraza and Roman Mestre

Do determinants of fees differ between Islamic and conventional funds? pp. 3599-3623

Meryem Mehri, M. Kabir Hassan, M. Fasial Safa and Ibrahim Siraj

Tail risk connectedness between US industries pp. 3624-3650

Linh H. Nguyen, Linh X. D. Nguyen and Linzhi Tan

Predicting GDP growth with stock and bond markets: Do they contain different information? pp. 3651-3675

David G. McMillan

Uncovering investment management performance using SPIVA data pp. 3676-3695

Imran Hussain Shah, Hans Matthias Wanovits and Richard Hatfield

Markup cyclicality, competition and liquidity constraints: Evidence from a panel VAR analysis pp. 3696-3718

Chrysovalantis Amountzias

The impact of uncertainty on financial institutions: A cross‐country study pp. 3719-3739

Christopher Baum, Mustafa Caglayan and Bing Xu

Optimal and naive diversification in an emerging market: Evidence from China's A‐shares market pp. 3740-3758

Cheng Yan and Ji Yan

Analysis of macro‐prudential and ex post financial crisis interventions: Relevance of the fiscal‐policy setup pp. 3759-3769

Carmina Vargas and Julian A. Parra‐Polania

On intellectual capital efficiency and shariah governance in Islamic banking business model pp. 3770-3787

Tasawar Nawaz, Roszaini Haniffa and Mohammad Hudaib

Evaluating the impact of compliance with governance recommendations on firm performance: The case of Spain pp. 3788-3806

Manuel E. Núñez Izquierdo, Josep Garcia‐Blandon and Christopher Baum

Connectedness of Asia Pacific forex markets: China's growing influence pp. 3807-3818

Hwee K. Chow

Macro‐economic determinants of non‐performing assets in the Indian banking system: A panel data analysis pp. 3819-3834

Aswini Mishra, Shikhar Jain, Mohammad Abid and Manogna R L

The value relevance of Other Comprehensive Income: Extensive evidence from Europe pp. 3835-3851

Murad Harasheh, Federica Doni, Maria Vittoria Franceschelli and Andrea Amaduzzi

National culture, corporate governance and corruption: A cross‐country analysis pp. 3852-3874

Agyenim Boateng, Yan Wang, Collins Ntim and Keith W. Glaister

Corporate finance policies, subsidies and R&D: Evidence from China pp. 3875-3891

Wei Huang and Mahnoor Sattar

The dividends behaviour of the Jordanian companies listed in Amman Stock Exchange: Three essays pp. 3892-3901

Dima W. H. Alrabadi, Said S. Al‐Hallaq and Abdullah S. Abu‐Alkhair

Religiosity and financial distress in U.S. firms pp. 3902-3915

Ines Gharbi, Mounira Hamed‐Sidhom, Khaled Hussainey and Janet Ganouati

The sustainability of the Turkish current account: Smooth structural break and asymmetric adjustments pp. 3916-3929

Vasif Abiyev Abioglu, Süleyman Koç and Ibrahim Bakirtas

Asymmetric volatility spillovers between world oil prices and stock markets of the G7 countries in the presence of structural breaks pp. 3930-3944

Dimitrios Kartsonakis‐Mademlis and Nikolaos Dritsakis

Does foreign capital go where the returns are? Financial integration and capital allocation efficiency1 pp. 3945-3971

Katja Mann

Determinants of comparative advantage of crude oil production: Evidence from OPEC and non‐OPEC countries pp. 3972-3983

Osama Elsalih, Kamil Sertoglu and Mustafa Besim

Real options and the perverse effect of interest rates on investment timing pp. 3984-3996

Óscar Gutiérrez

Fiscal sustainability in the EU after the global crisis: Is there any progress? Evidence from Poland pp. 3997-4012

Maciej Wysocki and Cezary Wójcik

Reliability assessment of scenarios generated for stock index returns incorporating momentum pp. 4013-4031

Xiaoshi Guo and Sarah M. Ryan

Financial innovation, human capital development, and economic growth of selected South Asian countries: An application of ARDL approach pp. 4032-4053

Md. Qamruzzaman, Wei Jianguo, Sharmin Jahan and Zhu Yingjun

Global financial environment or monetary transmission mechanism? The (special) dynamics of Turkey's external deficit after 2002 pp. 4054-4076

Arhan Ertan and Gürbüz Kıran

Teaching financial education in schools and students' financial literacy: A cross‐country analysis with PISA data pp. 4077-4103

Manuel Salas‐Velasco, Dolores Moreno‐Herrero and José Sánchez‐Campillo

A study on volatility spurious almost integration effect: A threshold realized GARCH approach pp. 4104-4126

Dinghai Xu

Restricting the relative weights in data envelopment analysis pp. 4127-4136

Hosein Arman and Abdollah Hadi‐Vencheh

Does lobbying of firms complement executive networks in determining executive compensation? pp. 4137-4162

Monomita Nandy, Suman Lodh, Jin Wang and Jaskaran Kaur

Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures pp. 4163-4189

Enrique Molina‐Muñoz, Andrés Mora‐Valencia and Javier Perote

Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China pp. 4190-4225

Yi Li, Dehua Shen, Pengfei Wang and Wei Zhang

Political economy of Islamic banking growth: Does political regime and institutions, governance and political risks matter? pp. 4226-4261

Mehmet Asutay and Noor Zahirah Mohd Sidek

The DuPont financial indicators and the short‐term market performance of Chinese cross‐border M&As: The moderating role of payment method pp. 4262-4276

Zhengqiang Feng and Siman Xie

Macroeconomic conditions and investment–cash flow sensitivity: Evidence from Saudi Arabia pp. 4277-4294

Moncef Guizani

How do finance companies' advantages affect competitive strategies in short‐ and intermediate‐term loan markets? A theoretical analysis pp. 4295-4302

Jauling Tseng

Current account and financial reforms: Evidence from sub‐Saharan Africa pp. 4303-4314

Kelvin Onwuka, Anayochukwu Basil Chukwu and Tobechi Faith Agbanike

Terms of trade and real domestic income: New evidence from South and Southeast Asia pp. 4315-4331

Hem C. Basnet, Satis Devkota and Mukti P. Upadhyay

Estimating expected shortfall using a quantile function model pp. 4332-4360

Yuzhi Cai

Foreign investor dominance and low domestic investor absorption capacity: Implications on capital outflows pp. 4361-4371

Özgür Özel, Utku Ozmen and Erdal Yılmaz

A heterogeneous ensemble credit scoring model based on adaptive classifier selection: An application on imbalanced data pp. 4372-4385

Tong Zhang and Guotai Chi

The impact of economic policy uncertainty on stock returns: The role of corporate environmental responsibility engagement pp. 4386-4392

Gaoke Liao, Peng Hou, Xiaoyan Shen and Khaldoon Albitar

Political connections, legal environments and firm performance around the world pp. 4393-4409

Caiji Pang and Ying Wang

Good variance, bad variance, and stock return predictability pp. 4410-4423

Yaojie Zhang, Feng Ma, Chao Liang and Yi Zhang

Improving statistical arbitrage investment strategy: Evidence from Latin American stock markets pp. 4424-4440

Fernando Caneo and Werner Kristjanpoller

Investors' trading behaviour and stock market volatility during crisis periods: A dual long‐memory model for the Korean Stock Exchange pp. 4441-4461

Guglielmo Maria Caporale, Menelaos Karanasos, Stavroula Yfanti and Aris Kartsaklas

The contagion phenomena of the Brexit process on main stock markets pp. 4462-4481

Ana Escribano and Cristina Íñiguez

Does bank regulatory requirements affect risk‐taking behaviour of private banks in Ethiopia? pp. 4482-4492

Getaneh Mihret Ayele

The effects of institutional settings and risks on bank dividend policy in an emerging market: Evidence from Tobit model pp. 4493-4515

Seyed Alireza Athari

Peer effects in R&D investment policy: Evidence from China pp. 4516-4533

Zhen Peng, Yujun Lian and Joseph A. Forson

Determining the causality between U.S. presidential prediction markets and global financial markets pp. 4534-4556

Yaser Abolghasemi and Stanko Dimitrov

Financial constraints and the export decision of Pakistani firms pp. 4557-4573

Saira Qasim, Marian Rizov and Xufei Zhang

Studying the relationship between managerial ability and real earnings management in economic and financial crisis conditions pp. 4574-4589

Zahra H. Oskouei and Zahra Heidary Sureshjani

Financial conservatism, firm value and international business risk: Evidence from emerging economies around the global financial crisis pp. 4590-4608

Michael Machokoto, Geofry Areneke and Davis Nyangara

Asymmetric exchange rate pass‐through into import prices of Slovenia's manufacturing sector pp. 4609-4633

Safet Kurtović, Nehat Maxhuni, Blerim Halili and Sead Talović

Online feedback and crowdfunding finance in China pp. 4634-4652

Yasir Shahab, Yasir Riaz, Collins Ntim, Zhiwei Ye, Qingjing Zhang and Ran Feng

Determinants of financial stress in emerging market economies: Are spatial effects important? pp. 4653-4669

Begüm Yurteri Kösedağlı and A. Özlem Önder

Do financial constraints really matter? A case of understudied African firms pp. 4670-4705

Michael Machokoto

Does competition lead to financial stability or financial fragility for Islamic and conventional banks? Evidence from the GCC countries pp. 4706-4722

Mohamed Albaity, Ray Saadaoui Mallek, Hussein A. Hassan Al‐Tamimi and Abu Hanifa Md. Noman

Microfinance and poverty reduction: New evidence from Pakistan pp. 4723-4733

Arshad A. Khan, Sufyan U. Khan, Shah Fahad, Sharafat Ali, Aftab Khan and Jianchao Luo

Why do some merger and acquisitions deals fail? A global perspective pp. 4734-4776

Rexford Attah‐Boakye, Yilmaz Guney, Elvis Hernandez‐Perdomo and Johnathan Mun

Impact of the number of bonds on bond portfolio exposure to interest rate risk pp. 4777-4797

Zhang Chen and Ibrahim Sakouba

Financial contagion across G10 stock markets: A study during major crises pp. 4798-4821

Ahmed BenSaïda and Houda Litimi

The effect of non‐performing loans on credit expansion: Do capital and profitability matter? Evidence from European banks pp. 4822-4839

John Thornton and Caterina Di Tommaso

Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting? pp. 4840-4855

Leandro Maciel

Volume 26, issue 2, 2021

Information in daily data volatility measurements pp. 1642-1656

Hiroyuki Kawakatsu

An empirical analysis of the impacts of real exchange rate on GDP, manufacturing output and services sector in Mauritius pp. 1657-1669

Ashok Babubudjnauth and Boopen Seetanah

The role of financial stress in the economic activity: Fresh evidence from a Granger‐causality in quantiles analysis for the UK and Germany pp. 1670-1680

Andisheh Saliminezhad and Pejman Bahramian

Does global value chain participation enhance domestic value‐added in exports? Evidence from emerging market economies pp. 1681-1694

Bhushan Jangam and Badri Rath

The term structure effects of individual stock investor sentiment on excess returns pp. 1695-1705

Jinfang Li

Does financial development spur environmental and energy‐related innovation in Brazil? pp. 1706-1723

Khalid Ahmed and Agha Jahanzeb

Monetary policy uncertainty, investor sentiment, and US stock market performance: New evidence from nonlinear cointegration analysis pp. 1724-1738

Ecenur Ugurlu‐Yildirim, Baris Kocaarslan and Beyza M. Ordu‐Akkaya

Which measure of systematic risk should we use? An empirical study on systematical risk and Treynor measure using the economic index of riskiness and operational measure of riskiness pp. 1739-1744

Richard Lu, Adrian (Wai-Kong) Cheung, Vu T. Hoang and Sardar M. N. Islam

Short‐selling costs and asymmetric price response to economic shocks: A transaction cost explanation to price overshooting pp. 1745-1772

Jose Ornelas and Pablo José Campos de Carvalho

The impact of tunnelling on financial distress and resolution: Evidence from listed firms in China pp. 1773-1792

Yu He, Lei Xu and Minhua Yang

The evaluation of efficiency and value addition of IFRS endorsement towards earnings timeliness disclosure pp. 1793-1807

Muhammad Mohsin, Mohammad Nurunnabi, Jijian Zhang, Huaping Sun, Nadeem Iqbal, Robina Iram and Qaiser Abbas

Model selection for one‐day‐ahead AUD/USD, AUD/EUR forecasts pp. 1808-1824

Tasadduq Imam

Do Chinese listed corporations really tell the truth? Empirical evidence from semi‐parametric analysis pp. 1825-1834

Qiao Wang and Li Nie

The democracy income‐growth nexus in the southern African development community revisited pp. 1835-1854

Eugene Kouassi, Sandotin Coulibaly, Oluyele Akinkugbe and Mbodja Mougoue

Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices pp. 1855-1870

Dejan Živkov, Suzana Balaban and Marko Pećanac

Corporate governance and firms financial performance in the United Kingdom pp. 1871-1885

Martin Kyere and Marcel Ausloos

Examining the causal relationship between globalization and energy consumption in MINT countries: Evidence from bootstrap panel granger causality pp. 1886-1896

Amin Fahimi, Godwin Olasehinde‐Williams and Seyi Akadiri

The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty pp. 1897-1916

Tarek Chebbi

Financialization, household debt and income inequality: Empirical evidence pp. 1917-1937

Glauco De Vita and Yun Luo

Mapping US presidential terms with S&P500 index: Time series analysis approach pp. 1938-1954

Luis A. Gil‐Alana, Robert Mudida, Olaoluwa Yaya, Kazeem A. Osuolale and Ahamuefula Ogbonna

The macroeconomics of gender equality pp. 1955-1977

Taniya Ghosh and Sanika S. Ramanayake

Dynamic volatility linkages and hedging between commodities and sectoral stock returns in Turkey: Evidence from SVAR‐cDCC‐GARCH model pp. 1978-1992

İrfan Civcir and Uğur Akkoç

Can a small New Keynesian model of the world economy with risk‐pooling match the facts? pp. 1993-2021

A. Patrick Minford, Zhirong Ou and Zheyi Zhu

Incorporating asset price stability in the European Central Bank's inflation targeting framework pp. 2022-2043

Imran H. Shah and Simón Sosvilla‐Rivero

Systemic risk in the Chinese financial system: A copula‐based network approach pp. 2044-2063

Zhiwei Zhang, Dayong Zhang, Fei Wu and Qiang Ji

An empirical examination of purchasing power parity: Argentina 1810–2016 pp. 2064-2073

Alejandro D. Jacobo and Simón Sosvilla‐Rivero

Large fluctuations of China's commodity prices: Main sources and heterogeneous effects pp. 2074-2089

Bin Xu and Boqiang Lin

Do investors herd? An examination of Pakistan stock exchange pp. 2090-2105

Muhammad Kashif, Rana Palwishah, Rizwan Raheem Ahmed, Jolita Vveinhardt and Dalia Streimikiene

Debt policy, firm value, and the macroeconomic environment nexus: Evidence from non‐financial sector firms in Ghana pp. 2106-2117

Iddrisu Suhaibu and Abdulai Abdul‐Malik

Do staggered board elections affect firms' financing costs? Evidence from China pp. 2118-2133

Chen Yugang, Liu Yu, Yasir Shahab and Zhou Yuan

The spillover effects of economic policy uncertainty on the oil, gold, and stock markets: Evidence from China pp. 2134-2141

Ruzhao Gao, Yancai Zhao and Bing Zhang

The role of intellectual property rights in a directed technical change model pp. 2142-2176

Oscar Afonso and Manuela Magalhães

Asymmetric impact of oil price on trade balance in BRICS countries: Multiplier dynamic analysis pp. 2177-2197

Muhammad Ahad and Zaheer Anwer

Structural changes, financial and business regulatory measures, energy and tourism demand: Evidence from group of seven countries pp. 2198-2218

Irfan Ullah Munir, Shen Yue, Abdelmohsen A. Nassani, Muhammad Moinuddin Qazi Abro, Shabir Hyder and Khalid Zaman

The dilemma between fund‐style consistency and active management over the economic cycle. Evidence from pension funds pp. 2219-2240

Mercedes Alda

The effect of wealth on the choice of household drinking water sources in West Africa pp. 2241-2250

Tibi Didier Zoungrana

Market discipline in South Asia: Evidence from commercial banking sector pp. 2251-2262

Ayesha Afzal, Nawazish Mirza and Fatima Arshad

Asymmetric cointegration, Non‐linear ARDL, and the J‐curve: A bilateral analysis of Pakistan and its trading partners pp. 2263-2278

Javed Iqbal, Misbah Nosheen, Gauhar Rehman Panezai and Salahuddin

The effect of tax preparers on corporate tax aggressiveness: Evidence form the UK context pp. 2279-2288

Soufiene Assidi and Khaled Hussainey

Nonlinear impacts of board independence on debt financing: Contingent on the shareholdings of the largest shareholder pp. 2289-2306

Qian Long Kweh, Irene Wei Kiong Ting, Hanh Thi My Le and Mohammad Nourani

The role of information and communication technology (internet penetration) on Asian stock market efficiency: Evidence from quantile‐on‐quantile cointegration and causality approach pp. 2307-2324

Sahar Afshan, Arshian Sharif, Abdelmohsen A. Nassani, Muhammad M. Q. Abro, Rubeena Batool and Khalid Zaman

Leaning against the wind policy and animal spirits in a general equilibrium model pp. 2325-2334

Jukka Ilomäki and Hannu Laurila

Not everyone is a follower: The behaviour of interest rate and equity markets within major economies relative to the United States pp. 2335-2350

Diana Tunaru and Frank J. Fabozzi

Oil and currency volatilities: Co‐movements and hedging opportunities pp. 2351-2374

Aleksander Olstad, George Filis and Stavros Degiannakis

Determinants of the Portuguese government bond yields pp. 2375-2395

André Pinho and Ricardo Barradas

The interaction of risk management tools: Financial hedging, corporate diversification and liquidity pp. 2396-2413

Jiaqi Jiang and Yun Feng

Exploring the dynamic price discovery, risk transfer and spillover among INE, WTI and Brent crude oil futures markets: Evidence from the high‐frequency data pp. 2414-2435

Yue-Jun Zhang and Shu‐Jiao Ma

Asymmetric interdependence between currency markets' volatilities across frequencies and time scales pp. 2436-2457

Syed Jawad Hussain Shahzad, Jose Arreola‐Hernandez, Md Lutfur Rahman, Gazi Uddin and Muhammad Yahya

Analysing spillover between returns and volatility series of oil across major stock markets pp. 2458-2490

Aviral Tiwari, Samia Nasreen, Subhan Ullah and Muhammad Shahbaz

Culture from overseas and corporate transparency: Evidence from China pp. 2491-2516

Ying Hao, Danni Han, Chong Ning and Jianhui Liao

Corporate governance and performance in sports organisations: The case of UK premier leagues pp. 2517-2537

John K. Malagila, Alaa M. Zalata, Collins Ntim and Ahmed Elamer

On time‐varying amplitude HGARCH model pp. 2538-2547

Toktam Valizadeh, Saeid Rezakhah and Ferdous Mohammadi Basatini

Influence of financial literacy on retail investors' decisions in relation to return, risk and market analysis pp. 2548-2559

Swati Prasad, Ravi Kiran and Rakesh Kumar Sharma

Aspects of financial development and manufacturing and services growth: Which matter? pp. 2560-2580

Sarah Lynne Salvador Daway‐Ducanes and Maria Socorro Gochoco‐Bautista

Implied and realized volatility: A study of distributions and the distribution of difference pp. 2581-2594

M. Dashti Moghaddam, Jiong Liu and R. A. Serota

To EMU or not to EMU: Can TFP “provoke” the capital structure puzzle of SMEs? pp. 2595-2611

Georgios Savvakis, Dimitris Kenourgios and Theofanis Papageorgiou

Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates pp. 2612-2636

Bing‐Yue Liu, Qiang Ji, Duc Khuong Nguyen and Ying Fan

Dynamic relation between macroeconomic variable, stock market returns and stock market development in Ghana pp. 2637-2646

Richard Kofi Asravor and Prince Dieu‐Donne Fonu

Order aggressiveness and flash crashes pp. 2647-2673

Khaladdin Rzayev and Gbenga Ibikunle

Uncertain SBM data envelopment analysis model: A case study in Iranian banks pp. 2674-2689

Mohammad Jamshidi, Masoud Sanei, Ali Mahmoodirad, Farhad Hoseinzadeh Lotfi and Ghasem Tohidi

Information content of insider filings after stock repurchase and seasoned equity issue announcements pp. 2690-2712

Han‐Ching Huang and Pei‐Shan Tung

Realized volatility forecasting and volatility spillovers: Evidence from Chinese non‐ferrous metals futures pp. 2713-2731

Donghua Wang, Yang Xin, Xiaohui Chang and Xingze Su

Inequality and financial development: Evidence from selected MENA region countries pp. 2732-2747

Passant M. B. Selim and Hasan Güngör

Relationship between investor sentiment and earnings news in high‐ and low‐sentiment periods pp. 2748-2765

Zhuo Li, Meiyu Tian, Guangda Ouyang and Fenghua Wen

Meditation for level of institutional quality to combat income inequality through financial development pp. 2766-2775

Ghulam Rasool Madni and Muhammad Anwar

Economic growth in China and its impact on international commodity prices pp. 2776-2789

Atanu Ghoshray and Madhavi Pundit

A value‐at‐risk computation based on heavy‐tailed distribution for dynamic conditional score models pp. 2790-2799

Mohamed El Ghourabi, Asma Nani and Imed Gammoudi

Firm financial performance during the financial crisis: A French case study pp. 2800-2812

Sami Ben Jabeur, Rabi Belhaj Hassine and Salma Mefteh‐Wali

Modelling demand and supply of Islamic banking deposits pp. 2813-2831

Noman Arshed and Rukhsana Kalim

Regime switching dynamics in mutual fund cash holdings, risk, and size threshold effect pp. 2832-2845

Joe‐Ming Lee

Environmental Kuznets curve hypothesis in the case of tourism island states: The moderating role of globalization pp. 2846-2858

Seyi Akadiri, Gizem Uzuner, Ada Chigozie Akadiri and Taiwo Temitope Lasisi

Examining saving habits and discriminating on the basis of demographic factors: A descriptive study of retail investors' pp. 2859-2870

Swati Prasad, Ravi Kiran and Rakesh Kumar Sharma

Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co‐movement between the Mainland Chinese, Hong Kong, and U.S. stock markets? pp. 2871-2890

Shuangqi Li and Qi‐an Chen

South Asia: Multilateral trade agreements and untapped regional trade integration pp. 2891-2903

Rakesh Kumar

Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach pp. 2904-2926

Khamis Hamed Al‐Yahyaee, Syed Jawad Hussain Shahzad, Walid Mensi and Seong-Min Yoon

The implications of cash flows for future earnings and stock returns within profit and loss firms pp. 2927-2945

Vassilios‐Christos Naoum and Georgios A. Papanastasopoulos

Improving forecasting accuracy of the Phillips curve in OECD countries: The role of commodity prices pp. 2946-2975

Afees Salisu, Raymond Swaray and Hadiza Sa'id

Constructing a financial conditions index for the United Kingdom: A comparative analysis pp. 2976-2989

Sheng Zhu, Ella Kavanagh and Niall O'Sullivan

The relationship between foreign direct investment and economic growth: A multivariate causality approach from Namibia pp. 2990-2997

Erasmus Owusu

Are the effects of exchange‐rate volatility on commodity trade between the U.S. and Mexico symmetric or asymmetric? pp. 2998-3027

Mohsen Bahmani‐Oskooee and Hanafiah Harvey

Is human‐capital investment necessary to modernization? The effect of rural polytechnic training in dual agriculture pp. 3028-3039

Yunyun Wu and Xiaochun Li

Are household consumption decisions affected by past due unsecured debt? Theory and evidence pp. 3040-3053

Alexandros Bechlioulis and Sophocles Brissimis

Why are credit booms sometimes sweet and sometimes sour? pp. 3054-3074

Vitor Castro and Rodrigo Martins

Board gender composition and debt financing pp. 3075-3092

Ammad Ahmed and Muhammad Atif

A network analysis of electricity demand and the cryptocurrency markets pp. 3093-3108

David Okorie

Price discovery in two‐tier markets pp. 3109-3133

Geir Bjønnes, Carol L. Osler and Dagfinn Rime

Sell‐side analysts' recommendations a value or noise pp. 3134-3151

Darko Vuković, Vladislav Ugolnikov and Moinak Maiti

Commodity prices and the Brazilian real exchange rate pp. 3152-3172

Rodrigo da Silva Souza, Leonardo de Mattos and João E. de Lima

Nexus between corporate social responsibility and firm’s performance: A panel data approach pp. 3173-3188

Yasir Hayat Mughal, Mahad Jehangir, Muzzamil Khan and Mehran Saeed

Interest rate as the last link of chain during crisis pp. 3189-3203

Alibey Kudar

Volume 26, issue 1, 2021

The triple (T3) dimension of systemic risk: Identifying systemically important banks pp. 7-26

Matteo Foglia and Eliana Angelini

Can sustainable withdrawal rates be enhanced by trend following? pp. 27-41

Andrew D. Clare, James Seaton, Peter Smith and Stephen H. Thomas

Financial inclusion and human development in frontier countries pp. 42-59

Josephine Ofosu‐Mensah Ababio, Edward Attah‐Botchwey, Eric Osei‐Assibey and Charles Barnor

Credit information sharing and the shift in bank lending towards households pp. 60-72

Berrak Bahadir and Neven Valev

Promoting financial literacy through a digital platform: A pilot study in Luxembourg pp. 73-87

Jian Li and Alexis Meyer‐Cirkel

Executive compensation and firm performance: Evidence from cross‐listed AH‐share firms pp. 88-102

Xuegang Cui, Lei Xu, Huili Zhang and Yuxiao Zhang

Determinants of financial crises—An early warning system based on panel logit regression pp. 103-117

Mirjana Jemović and Srđan Marinković

Does volume really matter? A risk management perspective using cross‐country evidence pp. 118-135

Saswat Patra and Malay Bhattacharyya

Central bank's money market operations and daily stock returns pp. 136-152

Radeef Chundakkadan and Subash Sasidharan

Dynamic return and volatility spillovers among S&P 500, crude oil, and gold pp. 153-170

Mehmet Balcilar, Zeynel Ozdemir and Huseyin Ozdemir

Nonlinear adjustment of exchange rate and exchange rate policy: Lessons from Singapore pp. 171-184

Fangli Yan and Sau Leung Yip

Read between the lines: Board gender diversity, family ownership, and risk‐taking in Indian high‐tech firms pp. 185-207

Abubakr Saeed, Syed Shafqat Mukarram and Yacine Belghitar

On the impact of exchange rate uncertainty on private investment in Ghana pp. 208-217

Emmanuel Kwasi Mensah, Lawrence adu Asamoah and Johnson Ahiadorme

Testing and comparing conditional risk‐return relationship with a new approach in the cross‐sectional framework pp. 218-240

Petros Messis, Antonis Alexandridis and Achilleas Zapranis

Inflation‐growth nexus in developing economies: New empirical evidence from a disaggregated approach pp. 241-257

Muhammad Ayyoub and Julia Wörz

Managerial entrenchment, financial constraints, and investment choice in unlisted firms pp. 258-270

Dinithi Ranasinghe

Sources of the small firm financing premium: Evidence from euro area banks pp. 271-289

Sarah Holton and Fergal McCann

The impact of institutional investors on firms' performance in the context of financialization pp. 290-309

Constantinos Alexiou, Abdulkadir Mohamed and Joe Nellis

Regime switches and permanent changes in impacts of housing risk factors on MSA‐level housing returns pp. 310-342

MeiChi Huang

A semianalytical formula for European options under a hybrid Heston–Cox–Ingersoll–Ross model with regime switching pp. 343-352

Xin‐Jiang He and Wenting Chen

The relationship between political instability and financial inclusion: Evidence from Middle East and North Africa pp. 353-374

Abidin Alhassan, Leon Li, Krishna Reddy and Geeta Duppati

Democracy, dictatorship, and economic freedom signals in stock market pp. 375-390

David A. Burnie

Motivations for capital controls and their effectiveness pp. 391-415

Radhika Pandey, Gurnain Pasricha, Ila Patnaik and Ajay Shah

The determinants of performance in the Eurozone banking sector: Core versus periphery Eurozone economies pp. 416-429

Maria-Eleni Agoraki, Georgios Kouretas and Anastassios Tsamis

Harvesting Islamic risk premium with long–short strategies: A time scale decomposition using the wavelet theory pp. 430-444

Rida Ahroum and Boujemâa Achchab

The term structure of sovereign credit default swap and the cross‐section of exchange rate predictability pp. 445-458

Giovanni Calice and Ming Zeng

The intertwining of credit and banking fragility pp. 459-475

Jerome Creel, Paul Hubert and Fabien Labondance

Are competitive microfinance services worth regulating? Evidence from microfinance institutions in Sub‐Saharan Africa pp. 476-492

Amin Karimu, Samuel Salia, Javed G. Hussain and Ishmael Tingbani

Spillovers and financial integration in emerging markets: Analysis of BRICS economies within a VAR‐BEKK framework pp. 493-514

Saswat Patra and Pradiptarathi Panda

Threshold Effects of Financial Sector Development on International Trade in Africa pp. 515-541

Yakubu Awudu Sare

Structure and dynamics of global capital and international trade: Analysis of the relationship between exports and foreign direct investment (FDI) from 2001 to 2006 pp. 542-559

Tingting Xiong and Hao Sun

Determinants of stock market development and price volatility in ASEAN plus three countries: The role of institutional quality pp. 560-572

Yongming Shi, Khalid Ahmed and Sudharshan Reddy Paramati

Stochastic hybrid decision‐making based on interval type 2 fuzzy sets for measuring the innovation capacities of financial institutions pp. 573-593

Qi Jun, Hasan Dinçer and Serhat Yüksel

Network‐based early warning system to predict financial crisis pp. 594-616

Hossein Dastkhan

Heterogeneous investment horizons, risk regimes, and realized jumps pp. 617-643

Deniz Erdemlioglu and Nikola Gradojevic

Dynamic relationship between corporate board structure and firm performance: Evidence from Malaysia pp. 644-661

Muhammad T. Khan, Qadri M. Al‐Jabri and Naveed Saif

Investigation of fractal market hypothesis and forecasting time series stock returns for Tehran Stock Exchange and London Stock Exchange pp. 662-678

Mahdi Moradi, Mehdi Jabbari Nooghabi and Mohammad Mahdi Rounaghi

Political tension and stock markets in the Arabian Peninsula pp. 679-683

Alanoud Al‐Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo

Connecting the dots: Market reactions to forecasts of policy rates and forward guidance provided by the Fed pp. 684-706

Michelle Bongard, Gabriele Galati, Richhild Moessner and William Nelson

Optimal investment and endogenous payout strategy with time inconsistency pp. 707-723

Yehong Yang and Guohua Cao

Minimising the inflationary impact of fiscal deficits in Africa: The role of monetary, financial and political institutions pp. 724-740

Abel M. Agoba

Macroeconomic and financial implications of multi‐dimensional interdependencies between OECD countries pp. 741-776

Deniz Sevinc and Edgar Mata Flores

Momentum profits: Fundamentals or time varying unsystematic risk pp. 777-789

Houda BenMabrouk and Ismahen Souayeh

Do the macroeconomic factors influence the firm's investment decisions? A generalized method of moments (GMM) approach pp. 790-801

Umar Farooq, Jaleel Ahmed and Shamshair Khan

Dynamics between disaggregates of governance and stock market performance in selected South Asia countries pp. 802-813

Khalid Ahmed, Bareerah Khan and Ilhan Ozturk

Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX‐DCC‐MEGARCH model pp. 814-833

Khurram Shehzad, Xiaoxing Liu, Aviral Tiwari, Muhammad Arif and Abdul Rauf

Time‐dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN pp. 834-848

Qing Peng, Fenghua Wen and Xu Gong

Does economic uncertainty matter in international commodity futures markets? pp. 849-869

Sun Young Kim and Kyung Yoon Kwon

OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market pp. 870-888

Dina Gabbori, Basel Awartani, Aktham Maghyereh and Nader Virk

Modelling the volatility of crude oil returns: Jumps and volatility forecasts pp. 889-897

Anupam Dutta, Elie Bouri and David Roubaud

Intertemporal price discovery between stock index futures and spot markets: New evidence from high‐frequency data pp. 898-913

Imtiaz Mohammad Sifat, Azhar Mohamad and Kevin Reinaldo Amin

Cross‐shareholding networks and stock price synchronicity: Evidence from China pp. 914-948

Fenghua Wen, Yujie Yuan and Wei‐Xing Zhou

Banking sector stability and economic growth in post‐transition European Union countries pp. 949-961

Yilmaz Bayar, Djula Borozan and Marius Dan Gavriletea

Are crises sentimental? pp. 962-985

Tao Chen, Erin P. K. So and Isabel K. M. Yan

Military expenditure, financial development and environmental degradation in Turkey: A comparison of CO2 emissions and ecological footprint pp. 986-997

Korhan Gokmenoglu, Nigar Taspinar and Mohammad Mafizur Rahman

Finance and growth: Particular role of Zakat to levitate development in transition economies pp. 998-1017

Badiea Shaukat and Qigui Zhu

Evaluating active investing with generic trading reactions pp. 1018-1036

Adrian Zoicas‐Ienciu

The determinants of systematic risk: A firm lifecycle perspective pp. 1037-1049

Jimmy Saravia, Carlos S. García and Paula M. Almonacid

Financial development and health expenditure nexus: A global perspective pp. 1050-1063

Rezwanul Hasan Rana, Khorshed Alam and Jeff Gow

Earnings informativeness and trading frequency: Evidence from African markets pp. 1064-1086

Edward A. E. Jones, Anthony K. Kyiu and Hao Li

Cointegration tests at the quantiles pp. 1087-1100

Marilena Furno

Extrapolative expectations and macroeconomic dynamics: Evidence from an estimated DSGE model pp. 1101-1111

Mikael Bask and Joao Madeira

An Agent‐Based model for Limit Order Book: Estimation and simulation pp. 1112-1121

Mohammad Zare, Omid Naghshineh Arjmand, Erfan Salavati and Adel Mohammadpour

Socially responsible investing portfolio: An almost stochastic dominance approach pp. 1122-1132

Trung Do

Nowcasting the Greek (semi‐) deposit run: Hidden uncertainty about the future currency in a Google search pp. 1133-1150

Dimitris Anastasiou and Konstantinos Drakos

The relationship between FDI inflows and private investment in Vietnam: Does institutional environment matter? pp. 1151-1162

Nguyen Van Bon

The impact of terrorism on formal and informal economy in African countries pp. 1163-1180

Habib Sekrafi, Mehdi Abid and Soufiene Assidi

Towards an immunization perfect model? pp. 1181-1196

Joseba Iñaki De La Peña, Iván Iturricastillo, Rafael Moreno, Francisco Román and Eduardo Trigo

Comparative analysis of economic growth in Nigeria and Kenya: A fractional integration approach pp. 1197-1205

Olushina O Awe, Robert Mudida and Luis A. Gil‐Alana

An application of frequency domain approach to the causal nexus between information, communication and technology infrastructure and financial development in selected countries in Africa pp. 1206-1235

Muazu Ibrahim, Yakubu Awudu Sare and Ibrahim Osman Adam

Viability of liberal professions' economic effectiveness in the context of the new fiscal changes in Romania pp. 1236-1255

Valentin M. Antohi, Monica L. Zlati, Riana I. Radu, Cristina G. Cosmulese and Marian Socoliuc

Economic impact of monetary policy: Focus on real estate sector in Italy pp. 1256-1269

Irfan Ahmed, Claudio Socci, Ali Medabesh, Francesca Severini and Jacopo Zotti

Are bank risk disclosures informative? Evidence from debt markets pp. 1270-1298

Ahmed Elamer, Collins Ntim, Hussein A. Abdou, Andrews Owusu, Mohamed Elmagrhi and Awad Elsayed Awad Ibrahim

Interest rate pass‐through and exogenous factors: Evidence from Vietnam pp. 1299-1317

Thi Hang Ngo, Akira Ariyoshi and Thi Xuan Anh Tran

Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration pp. 1318-1335

Olaoluwa Yaya, Ahamuefula Ogbonna, Robert Mudida and Nuruddeen Abu

Forecasting the volatility of Chinese stock market: An international volatility index pp. 1336-1350

Likun Lei, Yaojie Zhang, Yu Wei and Yi Zhang

Determinants of FDI in France: Role of transport infrastructure, education, financial development and energy consumption pp. 1351-1374

Muhammad Shahbaz, Miroslav Mateev, Salah Abosedra, Muhammad Ali Nasir and Zhilun Jiao

The impact of Euro through time: Exchange rate dynamics under different regimes pp. 1375-1408

Nikolaos Antonakakis, Ioannis Chatziantoniou and David Gabauer

Go‐for‐green policies: The role of finance and trade for sustainable development pp. 1409-1423

Abdelmohsen A. Nassani, Muhammad Moinuddin Qazi Abro, Rubeena Batool, Syed Haider Ali Shah, Shabir Hyder and Khalid Zaman

The investment behaviour of pension funds in alternative assets: Interest rates and portfolio diversification pp. 1424-1434

Laurens Defau and Lieven De Moor

Development of Vietnamese stock market: Influence of domestic macroeconomic environment and regional markets pp. 1435-1458

Muhammad Ali Nasir, Muhammad Shahbaz, Trinh Thi Mai and Moade Shubita

A kernel fuzzy twin SVM model for early warning systems of extreme financial risks pp. 1459-1468

Xun Huang and Fanyong Guo

Tail dependence between oil prices and China's A‐shares: Evidence from firm‐level data pp. 1469-1487

Sheng Fang and Paul Egan

Asset‐Liability Management and bank profitability: Statistical cost accounting analysis from an emerging market pp. 1488-1502

Freeman Brobbey Owusu and Abdul Latif Alhassan

ECB'S non‐standard monetary policy and asset price volatility: Evidence from EU‐6 economies pp. 1503-1530

Alessio Ciarlone and Andrea Colabella

What drives the duration of credit booms? pp. 1531-1549

Vitor Castro and Rodrigo Martins

Economic fitness: How equity market returns reflect the realization of economic growth potential pp. 1550-1562

Ted H. Chu, Marshall L. Stocker and Brandon Tan

Depreciate to save the economy? An empirical evidence worldwide pp. 1563-1585

Chen Ku‐Hsieh

Brexit impact on European Union's destructuration and its contribution to a new economic crisis: A new modelling approach pp. 1586-1610

Romeo‐Victor Ionescu, Monica Laura Zlati and Valentin Marian Antohi

Time‐varying responses of stock returns to market illiquidity: Stress scenario with regime‐switching framework pp. 1611-1622

Héla Ben Soltane and Kamel Naoui

Who drives the dance? Further insights from a time‐frequency wavelet analysis of the interrelationship between stock markets and uncertainty pp. 1623-1636

Amine Ben Amar and Jean‐Étienne Carlotti