| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model
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Li, Shaoyu
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58 |
C |
p.
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artikel
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| 2 |
A filtered currency carry trade
|
Choi, Jin Ho
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58 |
C |
p.
|
artikel
|
| 3 |
A model of dynamic tail dependence between crude oil prices and exchange rates
|
Guo, Ranran
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58 |
C |
p.
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artikel
|
| 4 |
Analysis of the impact of COVID-19 pandemic on G20 stock markets
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Li, Yanshuang
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58 |
C |
p.
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artikel
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| 5 |
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
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Quatto, Piero
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58 |
C |
p.
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artikel
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| 6 |
A novel profit cutting mechanism for Chinese Banks: Theory and Multi-dimensional evidence
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Guan, Chao
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58 |
C |
p.
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artikel
|
| 7 |
Applications of machine learning for corporate bond yield spread forecasting
|
Kim, Jong-Min
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58 |
C |
p.
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artikel
|
| 8 |
Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence
|
Lin, Qi
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58 |
C |
p.
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artikel
|
| 9 |
Assessing the reversal of investor sentiment
|
Ding, Cherng G.
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58 |
C |
p.
|
artikel
|
| 10 |
A study of the efficiency of the Chinese clean energy stock market and its correlation with the crude oil market based on an asymmetric multifractal scaling behavior analysis
|
Yao, Can-Zhong
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58 |
C |
p.
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artikel
|
| 11 |
A study on the incentive compensation structure with payroll tax: A continuous-time principal-agent model
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Wang, Huan
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58 |
C |
p.
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artikel
|
| 12 |
A truly global crisis? Evidence from contagion dependence across international REIT markets
|
Huang, MeiChi
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58 |
C |
p.
|
artikel
|
| 13 |
A unified entropic pricing framework of option: Using Cressie-Read family of divergences
|
Yu, Xisheng
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58 |
C |
p.
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artikel
|
| 14 |
Can individual investors learn from experience in online P2P lending? Evidence from China
|
Li, ZhouPing
|
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58 |
C |
p.
|
artikel
|
| 15 |
COVID-19 and asymmetric volatility spillovers across global stock markets
|
Li, Wenqi
|
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58 |
C |
p.
|
artikel
|
| 16 |
COVID-19 stringency measures and foreign investment: An early assessment
|
Giofré, Maela
|
|
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58 |
C |
p.
|
artikel
|
| 17 |
Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks
|
Chen, Zhang-HangJian
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58 |
C |
p.
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artikel
|
| 18 |
Currency news and international bond markets
|
Abuelfadl, Moustafa
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58 |
C |
p.
|
artikel
|
| 19 |
Diversified behavioral portfolio as an alternative to Modern Portfolio Theory
|
Rodríguez, Yeny E.
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|
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58 |
C |
p.
|
artikel
|
| 20 |
Does government funding promote or inhibit the financialization of manufacturing enterprises? Evidence from listed Chinese enterprises
|
Qi, Yong
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|
|
58 |
C |
p.
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artikel
|
| 21 |
Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?
|
Chang, Kuang-Liang
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58 |
C |
p.
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artikel
|
| 22 |
Economic policy uncertainty and stock market returns: New evidence
|
Xu, Yongan
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58 |
C |
p.
|
artikel
|
| 23 |
Editorial Board
|
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58 |
C |
p.
|
artikel
|
| 24 |
Exploring the development trend of internet finance in China: Perspective from club convergence
|
Bai, Caiquan
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58 |
C |
p.
|
artikel
|
| 25 |
Extendible stock loan
|
Wu, Wei-Hwa
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58 |
C |
p.
|
artikel
|
| 26 |
Extreme risk spillovers between crude palm oil prices and exchange rates
|
Go, You-How
|
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|
58 |
C |
p.
|
artikel
|
| 27 |
Factors affecting institutional investors to add crypto-currency to asset portfolios
|
Sun, Wei
|
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58 |
C |
p.
|
artikel
|
| 28 |
Financial development and economic growth in a microfounded small open economy model
|
Zhang, Bo
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58 |
C |
p.
|
artikel
|
| 29 |
Forecasting stock market volatility: Can the risk aversion measure exert an important role?
|
Dai, Zhifeng
|
|
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58 |
C |
p.
|
artikel
|
| 30 |
Forecasting the Value-at-Risk of REITs using realized volatility jump models
|
Odusami, Babatunde O
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|
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58 |
C |
p.
|
artikel
|
| 31 |
Fractal statistical measure and portfolio model optimization under power-law distribution
|
Wu, Xu
|
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58 |
C |
p.
|
artikel
|
| 32 |
Global convergence of inflation rates
|
Liu, Tie-Ying
|
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58 |
C |
p.
|
artikel
|
| 33 |
Hedging futures performance with denoising and noise-assisted strategies
|
Zheng, Chengli
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58 |
C |
p.
|
artikel
|
| 34 |
Herding in the bad times: The 2008 and COVID-19 crises
|
Ferreruela, Sandra
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|
|
58 |
C |
p.
|
artikel
|
| 35 |
Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market
|
Shi, Huai-Long
|
|
|
58 |
C |
p.
|
artikel
|
| 36 |
How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons
|
Dong, Xiyong
|
|
|
58 |
C |
p.
|
artikel
|
| 37 |
How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?
|
Dong, Xiyong
|
|
|
58 |
C |
p.
|
artikel
|
| 38 |
Identifying states of global financial market based on information flow network motifs
|
Xie, Wen-Jie
|
|
|
58 |
C |
p.
|
artikel
|
| 39 |
Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis
|
Hasan, Md. Bokhtiar
|
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|
58 |
C |
p.
|
artikel
|
| 40 |
Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies
|
Suh, Sangwon
|
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|
58 |
C |
p.
|
artikel
|
| 41 |
Information transmission between large shareholders and stock volatility
|
Li, Jie
|
|
|
58 |
C |
p.
|
artikel
|
| 42 |
Investor co-attention and stock return co-movement: Evidence from China’s A-share stock market
|
Su, Fei
|
|
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58 |
C |
p.
|
artikel
|
| 43 |
Is insurance normal or inferior? -A regret theoretical approach-
|
Fujii, Yoichiro
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58 |
C |
p.
|
artikel
|
| 44 |
Loss from the chasing of MAX stocks: Evidence from China
|
Gao, Ya
|
|
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58 |
C |
p.
|
artikel
|
| 45 |
Lottery-like momentum in the cryptocurrency market
|
Lin, Chiao-Han
|
|
|
58 |
C |
p.
|
artikel
|
| 46 |
Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches
|
Tissaoui, Kais
|
|
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58 |
C |
p.
|
artikel
|
| 47 |
Measuring real–financial connectedness in the U.S. economy
|
Uluceviz, Erhan
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|
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58 |
C |
p.
|
artikel
|
| 48 |
Moral hazard, debt overhang and capital structure
|
Yang, Bo
|
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|
58 |
C |
p.
|
artikel
|
| 49 |
Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis
|
Luo, Changqing
|
|
|
58 |
C |
p.
|
artikel
|
| 50 |
Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market
|
Xu, Qifa
|
|
|
58 |
C |
p.
|
artikel
|
| 51 |
Oil price shocks and credit spread: Structural effect and dynamic spillover
|
Jiang, Yong
|
|
|
58 |
C |
p.
|
artikel
|
| 52 |
President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries
|
Nishimura, Yusaku
|
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58 |
C |
p.
|
artikel
|
| 53 |
Private conversation matters: Evidence from sell-side analyst reports after private meetings
|
Cai, Huan
|
|
|
58 |
C |
p.
|
artikel
|
| 54 |
Region-wide connectedness of Asian equity and currency markets
|
Kinkyo, Takuji
|
|
|
58 |
C |
p.
|
artikel
|
| 55 |
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
|
Abuzayed, Bana
|
|
|
58 |
C |
p.
|
artikel
|
| 56 |
Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets
|
Chiang, Thomas C.
|
|
|
58 |
C |
p.
|
artikel
|
| 57 |
Stock Market’s responses to intraday investor sentiment
|
Seok, Sang Ik
|
|
|
58 |
C |
p.
|
artikel
|
| 58 |
Stock returns and carry trades
|
Chen, Zilin
|
|
|
58 |
C |
p.
|
artikel
|
| 59 |
Tail risk and investors’ concerns: Evidence from Brazil
|
Freire, Gustavo
|
|
|
58 |
C |
p.
|
artikel
|
| 60 |
Tax aggressiveness and idiosyncratic volatility
|
Chaudhry, Neeru
|
|
|
58 |
C |
p.
|
artikel
|
| 61 |
The ‘COVID’ crash of the 2020 U.S. Stock market
|
Shu, Min
|
|
|
58 |
C |
p.
|
artikel
|
| 62 |
The COVID-19 Pandemic and Sovereign Bond Risk
|
Andrieș, Alin Marius
|
|
|
58 |
C |
p.
|
artikel
|
| 63 |
The dark side of stock market liberalization: Perspectives from corporate R&D activities in China
|
Jia, Qiaoyu
|
|
|
58 |
C |
p.
|
artikel
|
| 64 |
The effects of employee stock ownership on stock liquidity: Evidence from the Korean market
|
Jung, Hail
|
|
|
58 |
C |
p.
|
artikel
|
| 65 |
The effects of FX-interventions on forecasters disagreement: A mixed data sampling view
|
Holmes, Mark J.
|
|
|
58 |
C |
p.
|
artikel
|
| 66 |
The granularity of the Brazilian banking market
|
Maia, Adriano
|
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|
58 |
C |
p.
|
artikel
|
| 67 |
The impact of COVID-19 on the G7 stock markets: A time-frequency analysis
|
Rehman, Mobeen Ur
|
|
|
58 |
C |
p.
|
artikel
|
| 68 |
The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market
|
Cao, Guangxi
|
|
|
58 |
C |
p.
|
artikel
|
| 69 |
The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns
|
Wang, Ruina
|
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|
58 |
C |
p.
|
artikel
|
| 70 |
The interrelationship between order flow, exchange rate, and the role of American economic news
|
Firouzi, Shahrokh
|
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|
58 |
C |
p.
|
artikel
|
| 71 |
The US debt–growth nexus along the business cycle
|
Martins, Luis F.
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58 |
C |
p.
|
artikel
|
| 72 |
Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment
|
Cepni, Oguzhan
|
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58 |
C |
p.
|
artikel
|
| 73 |
Using your regular contacts as collateral: The information value of call logs
|
He, Yunwen
|
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58 |
C |
p.
|
artikel
|
| 74 |
Valuation of piecewise linear barrier options
|
Lee, Hangsuck
|
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|
58 |
C |
p.
|
artikel
|
| 75 |
Valuing technological synergies in mergers
|
Li, Shi
|
|
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58 |
C |
p.
|
artikel
|
| 76 |
Wavelet coherence analysis of returns, volatility and interdependence of the US and the EU money markets: Pre & post crisis
|
Vukovic, Darko B.
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|
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58 |
C |
p.
|
artikel
|
| 77 |
What drives dynamic connectedness of the U.S equity sectors during different business cycles?
|
Ngene, Geoffrey M.
|
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58 |
C |
p.
|
artikel
|
| 78 |
Who is more important, parents or children? Economic and environmental factors and health insurance purchase
|
Wang, Qian
|
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58 |
C |
p.
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artikel
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