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Finance Research Articles

The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility
Fulltext Access 32 Pages 2018
The effects of consolidation on bank cost savings: Evidence from Japanese regional banks
Fulltext Access 32 Pages 2018
Bankruptcy and the difficulty of firing
Fulltext Access 32 Pages 2018
Stock prices and geographic proximity of information: Evidence from the Ebola outbreak
Fulltext Access 32 Pages 2018
Protecting health or protecting imports? Evidence from EU non-tariff measures
Fulltext Access 32 Pages 2018
Scope for renegotiation in private debt contracts
Fulltext Access 32 Pages 2018
Currency crises in Turkey: An empirical assessment
Fulltext Access 32 Pages 2018
Intergenerational risk sharing under loss averse preferences
Fulltext Access 32 Pages 2018
Pythagorean generalization of testing the equality of two symmetric positive definite matrices
Fulltext Access 32 Pages 2018
Effects of Confucius Institutes on China's higher education exports: Evidence from Chinese Partner Universities
Fulltext Access 32 Pages 2018
Abnormal retained earnings around the world
Fulltext Access 32 Pages 2018
Secrecy, information shocks, and corporate investment: Evidence from European Union countries
Fulltext Access 32 Pages 2018
Big Data versus a survey
Fulltext Access 32 Pages 2018
Ownership structure and investment decisions of Chinese SOEs
Fulltext Access 32 Pages 2018
Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks
Fulltext Access 32 Pages 2018
Dependence patterns among Asian banking sector stocks: A copula approach
Fulltext Access 32 Pages 2018
Are gold and silver cointegrated? New evidence from quantile cointegrating regressions
Fulltext Access 33 Pages 2018
A single-stage approach for cointegration-based pairs trading
Fulltext Access 33 Pages 2018
Multi-factor asset pricing models: Factor construction choices and the revisit of pricing factors
Fulltext Access 33 Pages 2018
Size, value, profitability, and investment: Evidence from emerging markets
Fulltext Access 33 Pages 2018
Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach
Fulltext Access 33 Pages 2018
Social networks in the global banking sector
Fulltext Access 33 Pages 2018
Adjustment to negative price shocks by a commodity exporting economy: Does exchange rate flexibility resolve a balance of payments crisis?
Fulltext Access 33 Pages 2018
About the fear of reputational loss: Social trading and the disposition effect
Fulltext Access 33 Pages 2018
Economies of scale and scope in financial market infrastructures
Fulltext Access 33 Pages 2018
The state dependent impact of bank exposure on sovereign risk
Fulltext Access 33 Pages 2018
Nonparametric estimation of first-price auctions with risk-averse bidders
Fulltext Access 33 Pages 2018
Corporate governance and operational risk voluntary disclosure: Evidence from Islamic banks
Fulltext Access 33 Pages 2018
Do creditors price firms' environmental, social and governance risks?
Fulltext Access 33 Pages 2018
Measuring systemic risk across financial market infrastructures
Fulltext Access 33 Pages 2018
Portfolio optimisation under flexible dynamic dependence modelling
Fulltext Access 33 Pages 2018
Risk-based loan pricing consequences for credit unions
Fulltext Access 33 Pages 2018
Technological revolutions and the Three Great Slumps: A medium-run analysis
Fulltext Access 33 Pages 2018
The dependence structure between Chinese and other major stock markets using extreme values and copulas
Fulltext Access 33 Pages 2018
Poverty accounting
Fulltext Access 33 Pages 2018
Shadow banking in Asia: Foreign versus domestic lending to real estate projects
Fulltext Access 33 Pages 2018
The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach
Fulltext Access 33 Pages 2018
Language group differences in time preferences: Evidence from primary school children in a bilingual city
Fulltext Access 33 Pages 2018
Investor sentiment: Does it augment the performance of asset pricing models?
Fulltext Access 33 Pages 2018
The effect of conflict on Palestine, Israel, and Jordan stock markets
Fulltext Access 33 Pages 2018
Testing endogeneity with high dimensional covariates
Fulltext Access 33 Pages 2018
A frequentist approach to Bayesian asymptotics
Fulltext Access 34 Pages 2018
Mortgage default, lending conditions and macroprudential policy: Loan-level evidence from UK buy-to-lets
Fulltext Access 34 Pages 2018
Individual and peer effects in retirement savings investment choices
Fulltext Access 34 Pages 2018
Credit-supply shocks and firm productivity in Italy
Fulltext Access 34 Pages 2018
Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe
Fulltext Access 34 Pages 2018
Central bank communication and financial markets: New high-frequency evidence
Fulltext Access 34 Pages 2018
Bitcoin: Medium of exchange or speculative assets?
Fulltext Access 34 Pages 2018
The career dynamics of high-skilled women and men: Evidence from Sweden
Fulltext Access 34 Pages 2018
Microcredit repayment in a European context: evidence from Portugal
Fulltext Access 34 Pages 2018
Trade in tasks and the organization of firms
Fulltext Access 34 Pages 2018
Tariffs and markups in retailing
Fulltext Access 34 Pages 2018
Tax distortions and bond issue pricing
Fulltext Access 34 Pages 2018
Industry specific defaults
Fulltext Access 34 Pages 2018
Testing output gap and economic uncertainty as an explicator of stock market returns
Fulltext Access 34 Pages 2018
Financial distress and equity returns: A leverage-augmented three-factor model
Fulltext Access 34 Pages 2018
On the theory of international currency portfolios
Fulltext Access 34 Pages 2018
In search of a unit of stable global purchasing power
Fulltext Access 34 Pages 2018
Capital requirements, the cost of financial intermediation and bank risk-taking: Empirical evidence from Bangladesh
Fulltext Access 34 Pages 2018
Do siblings take your food away? Using China's one-child policy to test for child quantity-quality trade-offs
Fulltext Access 34 Pages 2018
Effect of capitalizing operating leases on credit ratings: Evidence from Japan
Fulltext Access 35 Pages 2018
Impact of wage rigidity on sovereign credit rating
Fulltext Access 35 Pages 2018
Asymmetric real exchange rates and poverty: The role of remittances
Fulltext Access 35 Pages 2018
Relationship between board ownership structure and firm financial performance in transitional economy: The case of Vietnam
Fulltext Access 35 Pages 2018
Financing innovation through minority acquisitions
Fulltext Access 35 Pages 2018
Measuring systemic vulnerability in European banking systems
Fulltext Access 35 Pages 2018
Bank capital, institutional environment and systemic stability
Fulltext Access 35 Pages 2018
Explanations of cycles in seasoned equity offerings: An examination of the choice between rights issues and private placements
Fulltext Access 35 Pages 2018
Transmission of monetary policy through global banks: Whose policy matters?
Fulltext Access 35 Pages 2018
Innovation, productivity, and monetary policy
Fulltext Access 35 Pages 2018
Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis
Fulltext Access 35 Pages 2018
Oil price fluctuations and the small open economies of Southeast Asia: An analysis using vector autoregression with block exogeneity
Fulltext Access 35 Pages 2018
Pair-trading profitability and short-selling restriction: Evidence from the Taiwan stock market
Fulltext Access 35 Pages 2018
Value at risk and expected shortfall based on Gram-Charlier-like expansions
Fulltext Access 35 Pages 2018
Investor sentiment and the mean-variance relationship: European evidence
Fulltext Access 35 Pages 2018
Institutional quality and FDI inflows in Arab economies
Fulltext Access 35 Pages 2018
Stochastic tail index model for high frequency financial data with Bayesian analysis
Fulltext Access 35 Pages 2018
Can group incentives alleviate moral hazard? The role of pro-social preferences
Fulltext Access 35 Pages 2018
Market microstructure, information aggregation and equilibrium uniqueness in a global game
Fulltext Access 35 Pages 2018
Constructing strategies in the indefinitely repeated prisoner's dilemma game
Fulltext Access 35 Pages 2018
Preference conformism: An experiment
Fulltext Access 35 Pages 2018
Governance and financial development: A cross-country analysis
Fulltext Access 35 Pages 2018
The transmission of monetary policy through bank lending: The floating rate channel
Fulltext Access 35 Pages 2018
Extreme co-movements and dependencies among major international exchange rates: A copula approach
Fulltext Access 35 Pages 2018
Uncertainty, currency excess returns, and risk reversals
Fulltext Access 36 Pages 2018
Bayesian tests of global factor models
Fulltext Access 36 Pages 2018
The high-volume return premium and changes in investor recognition
Fulltext Access 36 Pages 2018
Quality of government institutions and spreads on sovereign credit default swaps
Fulltext Access 36 Pages 2018
Risk factors and non-communicable disease diagnosis in China
Fulltext Access 36 Pages 2018
A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise
Fulltext Access 36 Pages 2018
Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
Fulltext Access 36 Pages 2018
The peer performance ratios of hedge funds
Fulltext Access 36 Pages 2018
Risk and performance of bonds sponsored by private equity firms
Fulltext Access 36 Pages 2018
Dividend policy in Turkey: Survey evidence from Borsa Istanbul firms
Fulltext Access 36 Pages 2018
Disentangling the relationship between liquidity and returns in Latin America
Fulltext Access 36 Pages 2018
The rise of exporting by U.S. firms
Fulltext Access 36 Pages 2018
The role of stock markets on environmental degradation: A comparative study of developed and emerging market economies across the globe
Fulltext Access 36 Pages 2018
US and China aid to Africa: Impact on the donor-recipient trade relations
Fulltext Access 36 Pages 2018
Development through electrification: Evidence from rural China
Fulltext Access 36 Pages 2018
Living arrangements of the elderly: A new perspective from choice constraints in China
Fulltext Access 36 Pages 2018
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