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Finance Research Articles

Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?
Fulltext Access 11 Pages 2011
The term structure of interest rates, the expectations hypothesis and international financial integration: Evidence from Asian economies
Fulltext Access 11 Pages 2011
Investment banks' stock ratings, call warrant issuance, and responses from heterogeneous investors: Evidence from Taiwan
Fulltext Access 11 Pages 2011
Are social, financial, and human capital value enhancing? Evidence from Taiwanese firms
Fulltext Access 11 Pages 2011
Modeling the fat tails in Asian stock markets
Fulltext Access 11 Pages 2011
The impact of sovereign risk on bond duration: Evidence from Asian sovereign bond markets
Fulltext Access 11 Pages 2011
Foreign output shocks, monetary rules and macroeconomic volatilities in small open economies
Fulltext Access 11 Pages 2011
The Heckscher-Ohlin model and the network structure of international trade
Fulltext Access 11 Pages 2011
Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets
Fulltext Access 11 Pages 2011
Dividend signaling under economic adversity: Evidence from the London Stock Exchange
Fulltext Access 11 Pages 2011
Empirical foundations for the resurrection of Heckscher-Ohlin theory
Fulltext Access 11 Pages 2011
The relationship between product market competition and capital structure in Chinese listed firms
Fulltext Access 11 Pages 2011
Money launderers and tax havens: Two sides of the same coin?
Fulltext Access 11 Pages 2011
Balance sheet deterioration and credit allocations: Japanese evidence from the short-term economic survey of enterprises
Fulltext Access 11 Pages 2011
Industrial concentration, price-cost margins, and innovation
Fulltext Access 11 Pages 2011
Trade, productivity, and innovation: Firm-level evidence from Malaysian manufacturing
Fulltext Access 11 Pages 2011
The road to recovery: Fiscal stimulus, financial sector rehabilitation, and potential risks ahead
Fulltext Access 11 Pages 2011
Bank market power, economic growth and financial stability: Evidence from Asian banks
Fulltext Access 11 Pages 2011
Responding to the global financial crisis: Vietnamese exchange rate policy, 2008-2009
Fulltext Access 11 Pages 2011
The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach
Fulltext Access 11 Pages 2011
Robust estimation of skewness and kurtosis in distributions with infinite higher moments
Fulltext Access 11 Pages 2011
Knowledge sharing and the dynamics of social capital
Fulltext Access 11 Pages 2011
Pareto-improving firing costs?
Fulltext Access 11 Pages 2011
A controlled field experiment on corruption
Fulltext Access 11 Pages 2011
Managing liquidity: Optimal degree of centralization
Fulltext Access 12 Pages 2011
Control-ownership wedge and investment sensitivity to stock price
Fulltext Access 12 Pages 2011
Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?
Fulltext Access 12 Pages 2011
Dominant institutional owners and firm value
Fulltext Access 12 Pages 2011
Have community banks reduced home foreclosure rates?
Fulltext Access 12 Pages 2011
Is the evidence for PPP reliable? A sustainability examination of the stationarity of real exchange rates
Fulltext Access 12 Pages 2011
In search of conclusive evidence: How to test for adjustment to target capital structure
Fulltext Access 12 Pages 2011
Nonnegotiable shares, controlling shareholders, and dividend payments in China
Fulltext Access 12 Pages 2011
Bank size, lending technologies, and small business finance
Fulltext Access 12 Pages 2011
Governance and innovation
Fulltext Access 12 Pages 2011
How do managerial successions shape corporate financial policies in family firms?
Fulltext Access 12 Pages 2011
Securitization and the balance sheet channel of monetary transmission
Fulltext Access 12 Pages 2011
Competition in banking and the lending channel: Evidence from bank-level data in Asia and Latin America
Fulltext Access 12 Pages 2011
Fire sale acquisitions: Myth vs. reality
Fulltext Access 12 Pages 2011
Leverage change, debt overhang, and stock prices
Fulltext Access 12 Pages 2011
Is size dead? A review of the size effect in equity returns
Fulltext Access 12 Pages 2011
Which firms engage small, foreign, or state banks? And who goes Islamic? Evidence from Turkey
Fulltext Access 12 Pages 2011
The stock market in China: An endogenous adjustment process responding to the demands of economic reform and growth
Fulltext Access 12 Pages 2011
The determinants of exit from institutions and the price elasticity of institutional care: Evidence from Japanese micro-level data
Fulltext Access 12 Pages 2011
Productivity and efficiency analysis of Shinkin banks: Evidence from bootstrap and Bayesian approaches
Fulltext Access 12 Pages 2011
Inherited or earned? Performance of foreign banks in Central and Eastern Europe
Fulltext Access 12 Pages 2011
Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree
Fulltext Access 12 Pages 2011
Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests
Fulltext Access 12 Pages 2011
How accurate is the square-root-of-time rule in scaling tail risk: A global study
Fulltext Access 12 Pages 2011
Efficiency and risk in European banking
Fulltext Access 12 Pages 2011
Managerial responses to incentives: Control of firm risk, derivative pricing implications, and outside wealth management
Fulltext Access 12 Pages 2011
Asset market linkages: Evidence from financial, commodity and real estate assets
Fulltext Access 12 Pages 2011
Short selling around dividend announcements and ex-dividend days
Fulltext Access 12 Pages 2011
The return impact of realized and expected idiosyncratic volatility
Fulltext Access 12 Pages 2011
Managerial compensation and the debt placement decision
Fulltext Access 12 Pages 2011
How do exchange rates co-move? A study on the currencies of five inflation-targeting countries
Fulltext Access 12 Pages 2011
The high-frequency response of exchange rates to monetary policy actions and statements
Fulltext Access 12 Pages 2011
An FFT-network for Lévy option pricing
Fulltext Access 12 Pages 2011
The pricing and performance of leveraged exchange-traded funds
Fulltext Access 12 Pages 2011
Corporate equity ownership, investment, and product market relationships
Fulltext Access 12 Pages 2011
Forecasting the fragility of the banking and insurance sectors
Fulltext Access 12 Pages 2011
The effect of leverage on the cost of capital of US buyouts
Fulltext Access 12 Pages 2011
The effects of loan portfolio concentration on Brazilian banks' return and risk
Fulltext Access 12 Pages 2011
The effect of capital gains taxation on home sales: Evidence from the Taxpayer Relief Act of 1997
Fulltext Access 12 Pages 2011
The illusive quest: Do international capital controls contribute to currency stability?
Fulltext Access 12 Pages 2011
The exchange rate regime in Asia: From crisis to crisis
Fulltext Access 12 Pages 2011
An analysis of Japanese earnings forecast revisions with application to seasoned equity offerings
Fulltext Access 12 Pages 2011
The real exchange rate determination: An empirical investigation
Fulltext Access 12 Pages 2011
Optimal executive compensation: Stock options or restricted stocks
Fulltext Access 12 Pages 2011
Does corporate board downsizing increase shareholder value? Evidence from Japan
Fulltext Access 12 Pages 2011
Monetary policy announcements and stock price dynamics in a small open economy
Fulltext Access 12 Pages 2011
Was there a U.S. house price bubble? An econometric analysis using national and regional panel data
Fulltext Access 12 Pages 2011
Difference of opinion and the cross-section of equity returns: Australian evidence
Fulltext Access 12 Pages 2011
The domestic content of imports and the foreign content of exports
Fulltext Access 12 Pages 2011
Heterogeneous firms, ‘profit shifting’ FDI and international tax competition
Fulltext Access 12 Pages 2011
Thanks for nothing? Not-for-profits and motivated agents
Fulltext Access 12 Pages 2011
Welfare and generational equity in sustainable unfunded pension systems
Fulltext Access 12 Pages 2011
Liquidity and capital structure: The case of Thailand
Fulltext Access 12 Pages 2011
A model of liquidity hoarding and term premia in inter-bank markets
Fulltext Access 12 Pages 2011
Performance analysis of Brazilian hedge funds
Fulltext Access 12 Pages 2011
Central banking in the credit turmoil: An assessment of Federal Reserve practice
Fulltext Access 12 Pages 2011
Nominal shocks in monopolistically competitive markets: An experiment
Fulltext Access 12 Pages 2011
Are current account deficits really sustainable in the G-7 countries?
Fulltext Access 12 Pages 2011
Herding behaviour in the Chinese and Indian stock markets
Fulltext Access 12 Pages 2011
Monetary policy rules for a developing country: Evidence from Pakistan
Fulltext Access 12 Pages 2011
Monetary autonomy in selected Asian economies: The role of international reserves
Fulltext Access 12 Pages 2011
Do FDI spillovers vary among home economies?: Evidence from Indonesian manufacturing
Fulltext Access 12 Pages 2011
Revisiting the empirical existence of the Phillips curve for India
Fulltext Access 12 Pages 2011
Accessibility to microcredit by Chinese rural households
Fulltext Access 12 Pages 2011
Firm-specific volatility of stock returns, the credibility of management forecasts, and media coverage: Evidence from Japanese firms
Fulltext Access 12 Pages 2011
Cyclical behavior of unemployment and job vacancies in Japan
Fulltext Access 12 Pages 2011
Do large industrialized economies pursue sustainable debt policies? A comparative study for Japan, Germany and the United States
Fulltext Access 12 Pages 2011
The stability of the Phillips curve in India: Does the Lucas critique apply?
Fulltext Access 12 Pages 2011
Inflation target and debt management of local government bonds
Fulltext Access 12 Pages 2011
A new anatomy of the retirement process in Japan
Fulltext Access 12 Pages 2011
Inducing corporate compliance: A compound corporate liability regime
Fulltext Access 12 Pages 2011
The delisting decision: The case of buyout offer with squeeze-out (BOSO)
Fulltext Access 12 Pages 2011
Agency problems and liquidity premium: Evidence from China's stock ownership reform
Fulltext Access 12 Pages 2011
Short-sales constraints and market quality: Evidence from the 2008 short-sales bans
Fulltext Access 12 Pages 2011
Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets
Fulltext Access 12 Pages 2011
The performance and the effects of family control in North African IPOs
Fulltext Access 12 Pages 2011
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