| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Analytical valuation of vulnerable chained options
|
Zhang, Jiayi
|
|
|
70 |
C |
p.
|
article
|
| 2 |
A non-zero-sum investment and reinsurance game between two mean–variance insurers with dynamic CVaR constraints
|
Peng, Xingchun
|
|
|
70 |
C |
p.
|
article
|
| 3 |
Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market
|
Ji, Hongyun
|
|
|
70 |
C |
p.
|
article
|
| 4 |
CEO narcissism and asymmetric cost behavior
|
Jeon, Heung-Jae
|
|
|
70 |
C |
p.
|
article
|
| 5 |
Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective
|
Zhuang, Yangyang
|
|
|
70 |
C |
p.
|
article
|
| 6 |
Collateral policy of the central bank and corporate financing costs: Evidence from China
|
Geng, Guangjie
|
|
|
70 |
C |
p.
|
article
|
| 7 |
Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan
|
Ni, Jianhui
|
|
|
70 |
C |
p.
|
article
|
| 8 |
Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach
|
Fakhfekh, Mohamed
|
|
|
70 |
C |
p.
|
article
|
| 9 |
Did the Indian stock market overreact to Covid-19?
|
Mohanty, Pitabas
|
|
|
70 |
C |
p.
|
article
|
| 10 |
Do regulatory penalties reduce risk-taking of banks?
|
Ke, Konglin
|
|
|
70 |
C |
p.
|
article
|
| 11 |
Editorial Board
|
|
|
|
70 |
C |
p.
|
article
|
| 12 |
Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries
|
Zhu, Huiming
|
|
|
70 |
C |
p.
|
article
|
| 13 |
How macroeconomic conditions affect systemic risk in the short and long-run?
|
Kurter, Zeynep O.
|
|
|
70 |
C |
p.
|
article
|
| 14 |
Individual investment adaptations to COVID-19 lockdowns
|
Huang, Bin
|
|
|
70 |
C |
p.
|
article
|
| 15 |
Influence of a wider trading range on stock price efficiency: Evidence from ChiNext stocks in China
|
Sun, Ping-Wen
|
|
|
70 |
C |
p.
|
article
|
| 16 |
Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms
|
Chung, Chune Young
|
|
|
70 |
C |
p.
|
article
|
| 17 |
International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models
|
Wang, Jia
|
|
|
70 |
C |
p.
|
article
|
| 18 |
Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains
|
Guo, Junjie
|
|
|
70 |
C |
p.
|
article
|
| 19 |
Oil price uncertainty and corporate inefficient investment: Evidence from China
|
Yang, Baochen
|
|
|
70 |
C |
p.
|
article
|
| 20 |
Procyclical variation margins in central clearing
|
Jin, YangKyu
|
|
|
70 |
C |
p.
|
article
|
| 21 |
Quantile connectedness of oil price shocks with socially responsible investments
|
Malik, Farooq
|
|
|
70 |
C |
p.
|
article
|
| 22 |
Research on human dynamics characteristics under large-scale stock data perturbation
|
Luo, Yi
|
|
|
70 |
C |
p.
|
article
|
| 23 |
Revisit the impact of exchange rate on stock market returns during the pandemic period
|
Chang, Hao-Wen
|
|
|
70 |
C |
p.
|
article
|
| 24 |
Risk-neutral skewness and stock market returns: A time-series analysis
|
Li, Xiaowei
|
|
|
70 |
C |
p.
|
article
|
| 25 |
Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy
|
Luo, Changqing
|
|
|
70 |
C |
p.
|
article
|
| 26 |
Stable paretian distribution, return generating processes and habit formation—The implication for equity premium puzzle
|
Fu, Qi
|
|
|
70 |
C |
p.
|
article
|
| 27 |
Target rate factors in short rate models
|
Harju, Antti J.
|
|
|
70 |
C |
p.
|
article
|
| 28 |
The JOBS Act and IPO underpricing
|
Bian, Yuxiang
|
|
|
70 |
C |
p.
|
article
|
| 29 |
The valuation of arithmetic Asian options with mean reversion and jump clustering
|
Song, Shiyu
|
|
|
70 |
C |
p.
|
article
|
| 30 |
The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs
|
Kim, Donghyun
|
|
|
70 |
C |
p.
|
article
|
| 31 |
Who has mastered exchange rate ups and downs: China or the United States?
|
Liu, Tie-Ying
|
|
|
70 |
C |
p.
|
article
|
| 32 |
Withdrawal notice to “Extreme risk contagion from the United States to BRICS stock markets: A multivariate quantile analysis”. [North Am. J. Econ. Financ. 70 (2024) 102067]
|
Zhang, Yi
|
|
|
70 |
C |
p.
|
article
|
| 33 |
WITHDRAWN: Extreme risk contagion from the United States to BRICS stock markets: A multivariate quantile analysis
|
Zhang, Yi
|
|
|
70 |
C |
p.
|
article
|
Journal description