| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Accruals quality, information risk, and institutional investors’ trading behavior: Evidence from the Korean stock market
|
Soon Kim, Kyung
|
|
|
51 |
C |
p.
|
article
|
| 2 |
A fractional cointegration var analysis of exchange rate dynamics
|
Gil-Alana, Luis A.
|
|
|
51 |
C |
p.
|
article
|
| 3 |
A fractional cointegration VAR analysis of Islamic stocks: A global perspective
|
Salisu, Afees A.
|
|
|
51 |
C |
p.
|
article
|
| 4 |
A much robust and updated evidences of the alternative real-estate based asset pricing
|
Shi, Qi
|
|
|
51 |
C |
p.
|
article
|
| 5 |
An effective hybrid variance reduction method for pricing the Asian options and its variants
|
Lu, King-Jeng
|
|
|
51 |
C |
p.
|
article
|
| 6 |
A new method to verify Bitcoin bubbles: Based on the production cost
|
Xiong, Jinwu
|
|
|
51 |
C |
p.
|
article
|
| 7 |
An investigation on mixed housing-cycle structures and asymmetric tail dependences
|
Chang, Kuang-Liang
|
|
|
51 |
C |
p.
|
article
|
| 8 |
An options-based approach to analyze auction guarantees in the art market
|
Charlin, Ventura
|
|
|
51 |
C |
p.
|
article
|
| 9 |
A quantile-copula approach to dependence between financial assets
|
Kim, Jong-Min
|
|
|
51 |
C |
p.
|
article
|
| 10 |
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
|
Hanif, Waqas
|
|
|
51 |
C |
p.
|
article
|
| 11 |
Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests
|
Khraief, Naceur
|
|
|
51 |
C |
p.
|
article
|
| 12 |
Are venture capitalist-backed IPOs more innovative? Evidence from an emerging market
|
Feng, Xunan
|
|
|
51 |
C |
p.
|
article
|
| 13 |
Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China’s capital account liberalization
|
Yang, Kun
|
|
|
51 |
C |
p.
|
article
|
| 14 |
Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market
|
He, Feng
|
|
|
51 |
C |
p.
|
article
|
| 15 |
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
|
Jiang, Cuixia
|
|
|
51 |
C |
p.
|
article
|
| 16 |
Bank fee-based shocks and the U.S. business cycle
|
Calmès, Christian
|
|
|
51 |
C |
p.
|
article
|
| 17 |
Best classification algorithms in peer-to-peer lending
|
Teply, Petr
|
|
|
51 |
C |
p.
|
article
|
| 18 |
Comparative empirical study of binomial call-option pricing methods using S&P 500 index data
|
Shvimer, Yossi
|
|
|
51 |
C |
p.
|
article
|
| 19 |
Creditor rights, financial health, and corporate investment efficiency
|
González, Francisco
|
|
|
51 |
C |
p.
|
article
|
| 20 |
Credit towards graduation: The impact of US bank deregulation on human capital accumulation
|
Reilly, Patrick A.
|
|
|
51 |
C |
p.
|
article
|
| 21 |
Currency magnitude and cognitive biases: Evidence of dividend rounding in Latin America
|
Castillo, Augusto
|
|
|
51 |
C |
p.
|
article
|
| 22 |
Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads
|
Tsuruta, Masaru
|
|
|
51 |
C |
p.
|
article
|
| 23 |
Development of bank microcredit
|
Cao-Alvira, José J.
|
|
|
51 |
C |
p.
|
article
|
| 24 |
Did covenants distort risk signals from bank subordinated debt yields before the financial crisis?
|
Lee, Kevin K.
|
|
|
51 |
C |
p.
|
article
|
| 25 |
Disagreements with noisy signals and asset pricing
|
Wang, Hailong
|
|
|
51 |
C |
p.
|
article
|
| 26 |
Disagreement with procyclical beliefs and asset pricing
|
Wang, Hailong
|
|
|
51 |
C |
p.
|
article
|
| 27 |
Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?
|
Lee, Chien-Chiang
|
|
|
51 |
C |
p.
|
article
|
| 28 |
Dynamic relations between oil and stock market returns: A multi-country study
|
Gomez-Gonzalez, Jose E.
|
|
|
51 |
C |
p.
|
article
|
| 29 |
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
|
Mensi, Walid
|
|
|
51 |
C |
p.
|
article
|
| 30 |
Earnings quality and corporate payout policy linkages: An Indian context
|
Pathak, Rajesh
|
|
|
51 |
C |
p.
|
article
|
| 31 |
Editorial Board
|
|
|
|
51 |
C |
p.
|
article
|
| 32 |
Effects of the fat-tail distribution on the relationship between prospect theory value and expected return
|
Eom, Cheoljun
|
|
|
51 |
C |
p.
|
article
|
| 33 |
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
|
Tiwari, Aviral Kumar
|
|
|
51 |
C |
p.
|
article
|
| 34 |
Equity market and money supply spillovers and economic growth in BRICS economies: A global vector autoregressive approach
|
Samargandi, Nahla
|
|
|
51 |
C |
p.
|
article
|
| 35 |
Exploring the sources of financial performance in Chinese banks: A comparative analysis of different types of banks
|
Chen, Xiang
|
|
|
51 |
C |
p.
|
article
|
| 36 |
Firm-specific, industry-specific and macroeconomic factors of life insurers’ profitability: Evidence from Canada
|
Killins, Robert N.
|
|
|
51 |
C |
p.
|
article
|
| 37 |
Forecasting volatility with component conditional autoregressive range model
|
Wu, Xinyu
|
|
|
51 |
C |
p.
|
article
|
| 38 |
“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”
|
Guerello, Chiara
|
|
|
51 |
C |
p.
|
article
|
| 39 |
How CEO narcissism affects earnings management behaviors
|
Lin, Fengyi
|
|
|
51 |
C |
p.
|
article
|
| 40 |
Institutional investors and firm performance: Evidence from IPOs
|
Michel, Allen
|
|
|
51 |
C |
p.
|
article
|
| 41 |
Institutional monitoring, coordination and corporate acquisitions in China
|
Peng, Fei
|
|
|
51 |
C |
p.
|
article
|
| 42 |
Interest rate derivatives and risk exposure: Evidence from the life insurance industry
|
Liu, Hui-Hsuan
|
|
|
51 |
C |
p.
|
article
|
| 43 |
Investigating properties of commodity price responses to real and nominal shocks
|
Kim, Hyeongwoo
|
|
|
51 |
C |
p.
|
article
|
| 44 |
Investor protection, regulation and bank risk-taking behavior
|
Teixeira, João C.A.
|
|
|
51 |
C |
p.
|
article
|
| 45 |
Is inflation driven by survey-based, VAR-based or myopic expectations? An empirical assessment from US real-time data
|
Bec, Frédérique
|
|
|
51 |
C |
p.
|
article
|
| 46 |
Joint dynamic modeling and option pricing in incomplete derivative-security market
|
Lian, Yu-Min
|
|
|
51 |
C |
p.
|
article
|
| 47 |
Lasso-based index tracking and statistical arbitrage long-short strategies
|
Sant’Anna, Leonardo Riegel
|
|
|
51 |
C |
p.
|
article
|
| 48 |
Machine over Mind? Stock price clustering in the era of algorithmic trading
|
Das, Sougata
|
|
|
51 |
C |
p.
|
article
|
| 49 |
Market transparency and closing price behavior on month-end days: Evidence from Taiwan
|
Chan, Shu Hui
|
|
|
51 |
C |
p.
|
article
|
| 50 |
Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis
|
Su, Xianfang
|
|
|
51 |
C |
p.
|
article
|
| 51 |
Mergers between local public firms
|
Bárcena-Ruiz, Juan Carlos
|
|
|
51 |
C |
p.
|
article
|
| 52 |
Modelling conditional skewness: Heterogeneous beliefs, short sale restrictions and market declines
|
Shum, Wai Yan
|
|
|
51 |
C |
p.
|
article
|
| 53 |
Monetary policy efficiency and macroeconomic stability: Do financial openness and economic globalization matter?
|
de Mendonça, Helder Ferreira
|
|
|
51 |
C |
p.
|
article
|
| 54 |
Monetary policy, financial uncertainty, and secular stagnation
|
Funashima, Yoshito
|
|
|
51 |
C |
p.
|
article
|
| 55 |
Monetary policy on twitter and asset prices: Evidence from computational text analysis
|
Lüdering, Jochen
|
|
|
51 |
C |
p.
|
article
|
| 56 |
Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains
|
Sun, Xiaolei
|
|
|
51 |
C |
p.
|
article
|
| 57 |
Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?
|
Fong, Tom Pak Wing
|
|
|
51 |
C |
p.
|
article
|
| 58 |
Predicting stock market crises using daily stock market valuation and investor sentiment indicators
|
Fu, Junhui
|
|
|
51 |
C |
p.
|
article
|
| 59 |
Price effects of steel commodities on worldwide stock market returns
|
Gutierrez, Juan P.
|
|
|
51 |
C |
p.
|
article
|
| 60 |
Procyclical ratings and market reactions
|
Kemper, Kristopher J.
|
|
|
51 |
C |
p.
|
article
|
| 61 |
Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates
|
Miah, Fazlul
|
|
|
51 |
C |
p.
|
article
|
| 62 |
Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching: Evidence from over a century of data
|
Ji, Qiang
|
|
|
51 |
C |
p.
|
article
|
| 63 |
Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies
|
Singh, Bhupal
|
|
|
51 |
C |
p.
|
article
|
| 64 |
Services trade restrictiveness and manufacturing export sophistication
|
Su, Xiaoyan
|
|
|
51 |
C |
p.
|
article
|
| 65 |
Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market
|
Koptyug, Nikita
|
|
|
51 |
C |
p.
|
article
|
| 66 |
Site visit information content and return predictability: Evidence from China
|
Dong, Dayong
|
|
|
51 |
C |
p.
|
article
|
| 67 |
Size and value effects in high-tech industries: The role of R&D investment
|
Yu, Lin
|
|
|
51 |
C |
p.
|
article
|
| 68 |
Sovereign credit rating: Evidence of bias against poor countries
|
Tennant, David F.
|
|
|
51 |
C |
p.
|
article
|
| 69 |
Sovereign default risk, debt uncertainty and fiscal credibility: The case of Brazil
|
Montes, Gabriel Caldas
|
|
|
51 |
C |
p.
|
article
|
| 70 |
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
|
Zhang, Weiping
|
|
|
51 |
C |
p.
|
article
|
| 71 |
State-controlled banks and income smoothing. Do politics matter?
|
Doan, Anh-Tuan
|
|
|
51 |
C |
p.
|
article
|
| 72 |
States of psychological anchors and price behavior of Japanese yen futures
|
Lee, Hsiu-Chuan
|
|
|
51 |
C |
p.
|
article
|
| 73 |
Structural breaks in the correlations between Asian and US stock markets
|
Lee, Chia-Hao
|
|
|
51 |
C |
p.
|
article
|
| 74 |
Swiss National Bank communication and investors’ uncertainty
|
Hüning, Hendrik
|
|
|
51 |
C |
p.
|
article
|
| 75 |
Testing the performance of technical analysis and sentiment-TAR trading rules in the Malaysian stock market
|
Tan, Siow-Hooi
|
|
|
51 |
C |
p.
|
article
|
| 76 |
The asymmetric response of the economy to tax changes before and after 1980
|
Bossie, Andrew
|
|
|
51 |
C |
p.
|
article
|
| 77 |
The determinants of austerity in the European Union 2010–16
|
Tamborini, Roberto
|
|
|
51 |
C |
p.
|
article
|
| 78 |
The effect of domestic and foreign risks on an emerging stock market: A time series analysis
|
Kirikkaleli, Dervis
|
|
|
51 |
C |
p.
|
article
|
| 79 |
The heterogeneous behaviour of the inflation hedging property of cocoa
|
Salisu, Afees A.
|
|
|
51 |
C |
p.
|
article
|
| 80 |
The impact of bank competition and concentration on bank risk-taking behavior and stability: Evidence from GCC countries
|
Saif-Alyousfi, Abdulazeez Y.H.
|
|
|
51 |
C |
p.
|
article
|
| 81 |
The information content of funds from operations and net income in real estate investment trusts
|
Seok, Sang Ik
|
|
|
51 |
C |
p.
|
article
|
| 82 |
The nexus between country risk and exchange rate regimes: A global investigation
|
Liu, Jie
|
|
|
51 |
C |
p.
|
article
|
| 83 |
The policy mix in the US and EMU: Evidence from a SVAR analysis
|
Afonso, António
|
|
|
51 |
C |
p.
|
article
|
| 84 |
The rise of passive investing and index-linked comovement
|
Grégoire, Vincent
|
|
|
51 |
C |
p.
|
article
|
| 85 |
Threshold effect of scale and skill in active mutual fund management
|
Chong, Terence Tai-Leung
|
|
|
51 |
C |
p.
|
article
|
| 86 |
Time-frequency co-movements between oil prices and interest rates: Evidence from a wavelet-based approach
|
Mensi, Walid
|
|
|
51 |
C |
p.
|
article
|
| 87 |
Two faces of corporate lobbying: Evidence from the pharmaceutical industry
|
Unsal, Omer
|
|
|
51 |
C |
p.
|
article
|
| 88 |
Unconventional monetary policy and financialization of commodities
|
Ordu-Akkaya, Beyza Mina
|
|
|
51 |
C |
p.
|
article
|
| 89 |
U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model
|
Liang, Chin Chia
|
|
|
51 |
C |
p.
|
article
|
| 90 |
Valuation effects of capital inflows: Evidence from emerging market economies
|
Le, Dieu Thanh
|
|
|
51 |
C |
p.
|
article
|
| 91 |
Vertical separation of transmission control and market efficiency in the wholesale electricity market
|
Chu, Yin
|
|
|
51 |
C |
p.
|
article
|
| 92 |
Welfare improving licensing with endogenous choice of prices versus quantities
|
Din, Hong-Ren
|
|
|
51 |
C |
p.
|
article
|
| 93 |
What do movements in financial traders’ net long positions reveal about aggregate stock returns?
|
Dunbar, Kwamie
|
|
|
51 |
C |
p.
|
article
|
Journal description