| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees
|
Golbayani, Parisa
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54 |
C |
p.
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artikel
|
| 2 |
Ambiguity aversion for risk choice
|
Wang, Yuli
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54 |
C |
p.
|
artikel
|
| 3 |
An excellent approximation for the m out of n day provision
|
Liu, Qiang
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54 |
C |
p.
|
artikel
|
| 4 |
Approximate analytic solution for Asian options with stochastic volatility
|
Lin, Chung-Gee
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54 |
C |
p.
|
artikel
|
| 5 |
A sharing mechanism of investment outcome for interest-sensitive life insurance products
|
Lee, Hangsuck
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|
54 |
C |
p.
|
artikel
|
| 6 |
Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness
|
Choe, Geon Ho
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|
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54 |
C |
p.
|
artikel
|
| 7 |
Bank profitability in the Eurasian Economic Union: Do funding liquidity and systemic importance matter?
|
Pak, Olga
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54 |
C |
p.
|
artikel
|
| 8 |
Bank systemic risk and CEO overconfidence
|
Lee, Jin-Ping
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54 |
C |
p.
|
artikel
|
| 9 |
Catastrophe bond spread and hurricane arrival frequency
|
Chang, Carolyn W.
|
|
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54 |
C |
p.
|
artikel
|
| 10 |
Catastrophe equity put options with floating strike prices
|
Wang, Xingchun
|
|
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54 |
C |
p.
|
artikel
|
| 11 |
China and international market integration: Evidence from the law of one price in the Middle East and Africa
|
Dang, Vinh Q.T.
|
|
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54 |
C |
p.
|
artikel
|
| 12 |
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
|
Zhang, Weiping
|
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54 |
C |
p.
|
artikel
|
| 13 |
Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.
|
Wang, Peiwan
|
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54 |
C |
p.
|
artikel
|
| 14 |
Corporate tax, financial leverage, and portfolio risk
|
Choi, Paul Moon Sub
|
|
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54 |
C |
p.
|
artikel
|
| 15 |
Crude oil price dynamics with crash risk under fundamental shocks
|
Hui, Cho-Hoi
|
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|
54 |
C |
p.
|
artikel
|
| 16 |
Current account and credit growth: The role of household credit and financial depth
|
Ekinci, Mehmet Fatih
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|
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54 |
C |
p.
|
artikel
|
| 17 |
Customer concentration and corporate innovation: Evidence from China
|
Pan, Jianping
|
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54 |
C |
p.
|
artikel
|
| 18 |
Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis
|
Zhu, Huiming
|
|
|
54 |
C |
p.
|
artikel
|
| 19 |
Derivatives market and economic growth nexus: Policy implications for emerging markets
|
Hong Vo, Duc
|
|
|
54 |
C |
p.
|
artikel
|
| 20 |
Do alternative energy markets provide optimal alternative investment opportunities?
|
Rehman, Mobeen Ur
|
|
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54 |
C |
p.
|
artikel
|
| 21 |
Does algorithmic trading harm liquidity? Evidence from Brazil
|
Ramos, Henrique Pinto
|
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54 |
C |
p.
|
artikel
|
| 22 |
Do related party transactions always deteriorate earnings informativeness?
|
Chen, Ching-Lung
|
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|
54 |
C |
p.
|
artikel
|
| 23 |
Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data
|
Mensi, Walid
|
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|
54 |
C |
p.
|
artikel
|
| 24 |
Editorial Board
|
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|
54 |
C |
p.
|
artikel
|
| 25 |
Equity premium prediction and optimal portfolio decision with Bagging
|
Yin, Anwen
|
|
|
54 |
C |
p.
|
artikel
|
| 26 |
Excess co-movement of agricultural futures prices: Perspective from contagious investor sentiment
|
Zhou, Liyun
|
|
|
54 |
C |
p.
|
artikel
|
| 27 |
Financial risk and acquirers' stockholder wealth in mergers and acquisitions
|
Chen, An-Sing
|
|
|
54 |
C |
p.
|
artikel
|
| 28 |
Forecasting oil futures market volatility in a financialized world: Why speculative activities matter
|
Chan, Kam C.
|
|
|
54 |
C |
p.
|
artikel
|
| 29 |
Forecasting risk in the US Dollar exchange rate under volatility shifts
|
Anjum, Hassan
|
|
|
54 |
C |
p.
|
artikel
|
| 30 |
Funding liquidity risk and the low-volatility anomaly: Evidence from the Taiwan stock market
|
Hsu, Ching-Chi
|
|
|
54 |
C |
p.
|
artikel
|
| 31 |
Futures minimum variance hedge ratio determination: An ex-ante analysis
|
Chen, Ren-Raw
|
|
|
54 |
C |
p.
|
artikel
|
| 32 |
Generalized affine transform on pricing quanto range accrual note
|
Li, Shaoyu
|
|
|
54 |
C |
p.
|
artikel
|
| 33 |
Growing influences of the Chinese renminbi on Asian exchange rates: Evidence from a wavelet analysis of dynamic spillovers
|
Kinkyo, Takuji
|
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54 |
C |
p.
|
artikel
|
| 34 |
Happiness sentiments and the prediction of cross-border country exchange-traded fund returns
|
Lee, Chien-Chiang
|
|
|
54 |
C |
p.
|
artikel
|
| 35 |
Hedging and pricing early-exercise options with complex fourier series expansion
|
Chan, Tat Lung (Ron)
|
|
|
54 |
C |
p.
|
artikel
|
| 36 |
Holding risky financial assets and subjective wellbeing: Empirical evidence from China
|
Chen, Fuzhong
|
|
|
54 |
C |
p.
|
artikel
|
| 37 |
How does HFT activity impact market volatility and the bid-ask spread after an exogenous shock? An empirical analysis on S&P 500 ETF
|
Bazzana, Flavio
|
|
|
54 |
C |
p.
|
artikel
|
| 38 |
How do socially controversial companies do during a stressful time? Evidence from the Great Recession
|
Chatjuthamard, Pattanaporn
|
|
|
54 |
C |
p.
|
artikel
|
| 39 |
Identification of triggers of U.S. yield curve movements
|
Kučera, Adam
|
|
|
54 |
C |
p.
|
artikel
|
| 40 |
Implied risk aversion and pricing kernel in the FTSE 100 index
|
Liao, Wen Ju
|
|
|
54 |
C |
p.
|
artikel
|
| 41 |
Incorporating the RMB internationalization effect into its exchange rate volatility forecasting
|
Ding, Shusheng
|
|
|
54 |
C |
p.
|
artikel
|
| 42 |
Individual new energy consumption and economic growth in China
|
Huang, Zhigang
|
|
|
54 |
C |
p.
|
artikel
|
| 43 |
Interconnectedness and systemic risk in the US CDS market
|
Kanno, Masayasu
|
|
|
54 |
C |
p.
|
artikel
|
| 44 |
Investment and capital structure decisions with strategic debt service under asymmetric information
|
Song, Dandan
|
|
|
54 |
C |
p.
|
artikel
|
| 45 |
Investment committees and corporate cash holdings
|
Al-Hadi, Ahmed
|
|
|
54 |
C |
p.
|
artikel
|
| 46 |
Is the nonlinear hedge of options more effective?—Evidence from the SSE 50 ETF options in China
|
Yu, Xiao-Jian
|
|
|
54 |
C |
p.
|
artikel
|
| 47 |
Is there valuable private information in credit ratings?
|
Alanis, Emmanuel
|
|
|
54 |
C |
p.
|
artikel
|
| 48 |
Japan’s impactful augmentation of quantitative easing sovereign-bond purchases
|
Inaba, Kei-Ichiro
|
|
|
54 |
C |
p.
|
artikel
|
| 49 |
Leisure and long-run risks: An empirical evaluation on value premium puzzle
|
Zhang, Xiang
|
|
|
54 |
C |
p.
|
artikel
|
| 50 |
Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study
|
Hong, Hui
|
|
|
54 |
C |
p.
|
artikel
|
| 51 |
Liquidity creation and bank profitability
|
Duan, Ying
|
|
|
54 |
C |
p.
|
artikel
|
| 52 |
Liquidity, earnings management, and stock expected returns
|
Huang, Hung-Yi
|
|
|
54 |
C |
p.
|
artikel
|
| 53 |
Long-run dynamics of exchange rates: A multi-frequency investigation
|
Hai Vo, Long
|
|
|
54 |
C |
p.
|
artikel
|
| 54 |
Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market
|
Hai, Hoang Van
|
|
|
54 |
C |
p.
|
artikel
|
| 55 |
Marginal effects of public employment on unconditional distribution of wage income in China
|
Su, Zhi-fang
|
|
|
54 |
C |
p.
|
artikel
|
| 56 |
Modelling contagion of financial crises
|
Huang, Weihong
|
|
|
54 |
C |
p.
|
artikel
|
| 57 |
Model specification of conditional jump intensity: Evidence from S&P 500 returns and option prices
|
Cheng, Hung-Wen
|
|
|
54 |
C |
p.
|
artikel
|
| 58 |
New empirical assessment of export price competitiveness: Industry-specific real effective exchange rates in Asia
|
Sato, Kiyotaka
|
|
|
54 |
C |
p.
|
artikel
|
| 59 |
Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?
|
Zhang, Yulian
|
|
|
54 |
C |
p.
|
artikel
|
| 60 |
On the different impacts of fixed versus floating bid-ask spreads on an automated intraday stock trading
|
Loginov, Alexander
|
|
|
54 |
C |
p.
|
artikel
|
| 61 |
On the relationship between the current account and the fiscal balance: The case of Canada
|
Janko, Zuzana
|
|
|
54 |
C |
p.
|
artikel
|
| 62 |
Positive IVOL-MAX effect: A study on the Singapore Stock Market
|
Ali, Syed Riaz Mahmood
|
|
|
54 |
C |
p.
|
artikel
|
| 63 |
Price delay and post-earnings announcement drift anomalies: The role of option-implied betas
|
Ho, Hwai-Chung
|
|
|
54 |
C |
p.
|
artikel
|
| 64 |
Retail investors’ trading and stock market liquidity
|
Abudy, Menachem Meni
|
|
|
54 |
C |
p.
|
artikel
|
| 65 |
Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach
|
Cortés, Lina M.
|
|
|
54 |
C |
p.
|
artikel
|
| 66 |
Revisiting the roles of gold: Does gold ETF matter?
|
Cheng, Wan-Hsiu
|
|
|
54 |
C |
p.
|
artikel
|
| 67 |
Risk aversion, public disclosure, and partially informed outsiders
|
Liu, Hong
|
|
|
54 |
C |
p.
|
artikel
|
| 68 |
Risk contagion in the banking network: New evidence from China
|
Chen, Bing
|
|
|
54 |
C |
p.
|
artikel
|
| 69 |
Search for yield and business cycles
|
Oshima, Katsuhiro
|
|
|
54 |
C |
p.
|
artikel
|
| 70 |
“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet
|
Huynh, Toan Luu Duc
|
|
|
54 |
C |
p.
|
artikel
|
| 71 |
Spatial analysis of liquidity risk in China
|
Chen, Ting-Hsuan
|
|
|
54 |
C |
p.
|
artikel
|
| 72 |
Spillover effects in oil-related CDS markets during and after the sub-prime crisis
|
Balcilar, Mehmet
|
|
|
54 |
C |
p.
|
artikel
|
| 73 |
Spillovers and diversification potential of bank equity returns from developed and emerging America
|
Arreola Hernandez, Jose
|
|
|
54 |
C |
p.
|
artikel
|
| 74 |
Stochastic interest rates under rational inattention
|
Zhang, Yuhua
|
|
|
54 |
C |
p.
|
artikel
|
| 75 |
Stock trading dynamics and pedestrian counterflows: Analogies and differences
|
Tang, Zhenpeng
|
|
|
54 |
C |
p.
|
artikel
|
| 76 |
Stock volatility and trading
|
Agapova, Anna
|
|
|
54 |
C |
p.
|
artikel
|
| 77 |
Supply chain finance and impacts of consumers’ sustainability awareness
|
Sung, Hao-Chang
|
|
|
54 |
C |
p.
|
artikel
|
| 78 |
Switching interest rate sensitivity regimes of U.S. Corporates
|
Gubareva, Mariya
|
|
|
54 |
C |
p.
|
artikel
|
| 79 |
Targeted monetary policy and agriculture business loans
|
Lin, Chaoying
|
|
|
54 |
C |
p.
|
artikel
|
| 80 |
The asymmetric behavior of household consumption under the business cycle
|
Lo, Kuang-Ta
|
|
|
54 |
C |
p.
|
artikel
|
| 81 |
The contagion effects of volatility indices across the U.S. and Europe
|
Chen, Chun-Da
|
|
|
54 |
C |
p.
|
artikel
|
| 82 |
The double-edged sword effect of diversified operation on pre- and post-loan risk in the government-led Chinese commercial banks
|
Zhang, Ailian
|
|
|
54 |
C |
p.
|
artikel
|
| 83 |
The effective of China's monetary policy: Quantity versus price rules
|
Li, Xiangfa
|
|
|
54 |
C |
p.
|
artikel
|
| 84 |
The effect of economic policy uncertainty on China’s housing market
|
Huang, Wei-Ling
|
|
|
54 |
C |
p.
|
artikel
|
| 85 |
The effect of market sentiment and information asymmetry on option pricing
|
Zghal, Imen
|
|
|
54 |
C |
p.
|
artikel
|
| 86 |
The empirical linkages among market returns, return volatility, and trading volume: Evidence from the S&P 500 VIX Futures
|
Kao, Yu-Sheng
|
|
|
54 |
C |
p.
|
artikel
|
| 87 |
The impact of China’s one belt one road initiative on international trade in the ASEAN region
|
Foo, Nam
|
|
|
54 |
C |
p.
|
artikel
|
| 88 |
The impact of economic uncertainty on the decision of fertility: Evidence from Taiwan
|
Pan, Jiun-Nan
|
|
|
54 |
C |
p.
|
artikel
|
| 89 |
The momentum and reversal effects of investor sentiment on stock prices
|
Li, Jinfang
|
|
|
54 |
C |
p.
|
artikel
|
| 90 |
The role of the board and the audit committee in corporate risk management
|
Tai, Vivian W.
|
|
|
54 |
C |
p.
|
artikel
|
| 91 |
The value of implementing enterprise risk management: Evidence from Taiwan’s financial industry
|
Chen, Yu-Lun
|
|
|
54 |
C |
p.
|
artikel
|
| 92 |
Time-frequency co-movements between bank credit supply and economic growth in an emerging market: Does the bank ownership structure matter?
|
Kirikkaleli, Dervis
|
|
|
54 |
C |
p.
|
artikel
|
| 93 |
Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models
|
Do, A.
|
|
|
54 |
C |
p.
|
artikel
|
| 94 |
Time-varying beta in functional factor models: Evidence from China
|
Horváth, Lajos
|
|
|
54 |
C |
p.
|
artikel
|
| 95 |
United States oil and gas stock returns with multi-factor pricing models: 2008–2018
|
Carson, Scott Alan
|
|
|
54 |
C |
p.
|
artikel
|
| 96 |
Valuing spread options with counterparty risk and jump risk
|
Li, Zelei
|
|
|
54 |
C |
p.
|
artikel
|
| 97 |
Volatility interdependence on foreign exchange markets: The contribution of cross-rates
|
Kinkyo, Takuji
|
|
|
54 |
C |
p.
|
artikel
|
| 98 |
What drives the liquidity premium in the Chinese stock market?
|
An, Jiyoun
|
|
|
54 |
C |
p.
|
artikel
|
| 99 |
What factor contributes to productivity growth of Chinese city banks: The role of regional difference
|
Chen, Xiang
|
|
|
54 |
C |
p.
|
artikel
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