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Daneshyari Finance Journas Latest Articles

Finance Research Articles

Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds
Fulltext Access 15 Pages 2011
Tax avoidance, cost of debt and shareholder activism: Evidence from Korea
Fulltext Access 15 Pages 2011
International diversification: A copula approach
Fulltext Access 15 Pages 2011
Does deposit insurance improve financial intermediation? Evidence from the Russian experiment
Fulltext Access 15 Pages 2011
Price dispersion in OTC markets: A new measure of liquidity
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The impact of terrorism on financial markets: An empirical study
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Omitted debt risk, financial distress and the cross-section of expected equity returns
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Understanding seasoned equity offerings of Chinese firms
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Investigating sources of unanticipated exposure in industry stock returns
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Product market pricing power, industry concentration and analysts' earnings forecasts
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Does debtor protection really protect debtors? Evidence from the small business credit market
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On the characteristics and performance of long-short, market-neutral and bear mutual funds
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Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products
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Rent-seeking incentives, corporate political connections, and the control structure of private firms: Chinese evidence
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The pernicious effects of contaminated data in risk management
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A factor analysis approach to measuring European loan and bond market integration
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Labor unions, bargaining power and corporate bond yield spreads: Structural credit model perspectives
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An investigation of customer order flow in the foreign exchange market
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Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union
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Future labor income growth and the cross-section of equity returns
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Managerial entrenchment, equity payout and capital structure
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Market discipline of banks: Why are yield spreads on bank-issued subordinated notes and debentures not sensitive to bank risks?
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Multivariate option pricing with time varying volatility and correlations
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The 2008 short sale ban: Liquidity, dispersion of opinion, and the cross-section of returns of US financial stocks
Fulltext Access 15 Pages 2011
Access to financing and firm growth
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Inference with dependent data using cluster covariance estimators
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Volatility forecasting and microstructure noise
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Realized volatility forecasting and market microstructure noise
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Market microstructure noise, integrated variance estimators, and the accuracy of asymptotic approximations
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Estimating covariation: Epps effect, microstructure noise
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Multivariate contemporaneous-threshold autoregressive models
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Variable selection, estimation and inference for multi-period forecasting problems
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Understanding models' forecasting performance
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A component model for dynamic correlations
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A class of simple distribution-free rank-based unit root tests
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Nonparametric model validations for hidden Markov models with applications in financial econometrics
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Realized Laplace transforms for estimation of jump diffusive volatility models
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Volatility contagion: A range-based volatility approach
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Monitoring via staging: Evidence from Private investments in public equity
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Firm structure and corporate cash holdings
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Overinvestment, corporate governance, and dividend initiations
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New estimates of the cost of capital for pharmaceutical firms
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Corporate governance, external market discipline and firm productivity
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Independent directors and the propensity to pay dividends
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Mutual funds as monitors: Evidence from mutual fund voting
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The contribution of stock repurchases to the value of the firm and cash holdings around the world
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Serial acquirer bidding: An empirical test of the learning hypothesis
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Executive compensation in firms with concentrated control: The impact of dual class structure and family management
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A bright side of financial constraints in cash management
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The political economy of residual state ownership in privatized firms: Evidence from emerging markets
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Financial crises and labor market turbulence
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The micro-empirics of collective action: The case of business improvement districts
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A comparison of optimal tax policies when compensation or responsibility matter
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Constrained after college: Student loans and early-career occupational choices
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Representation versus assimilation: How do preferences in college admissions affect social interactions?
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Financial integration and portfolio investments to emerging Balkan equity markets
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Exchange rate exposure in the Asian emerging markets
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Monetary policy and corporate default
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Putty-clay technology and stock market volatility
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Aggregate real exchange rate persistence through the lens of sectoral data
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Payments and liquidity under adverse selection
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Plant-level nonconvex output adjustment and aggregate fluctuations
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Productivity growth, on-the-job search, and unemployment
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The short-term mortality consequences of income receipt
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Asian holding of US Treasury securities: Trade integration as a threshold
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Dividend distributions and closed-end fund discounts
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Stock market aversion? Political preferences and stock market participation
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Investor sentiment and the mean–variance relation
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Do time-varying risk premiums explain labor market performance?
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Robust estimation of intraweek periodicity in volatility and jump detection
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The risk–return tradeoff: A COGARCH analysis of Merton's hypothesis
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Information, speed vs. cost trade-offs, and order routing decisions in U.S. equity markets
Fulltext Access 15 Pages 2011
How arbitrage-free is the Nelson–Siegel model?
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Checking for asymmetric default dependence in a credit card portfolio: A copula approach
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Stock market trading activity and returns around milestones
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Calendar anomalies in the Gulf Cooperation Council stock markets
Fulltext Access 15 Pages 2011
A historical overview of financial crises in the United States
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Market efficiency of floating exchange rate systems: Some evidence from Pacific-Asian countries
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Mutual fund industry management structure, risk and the impacts to shareholders
Fulltext Access 15 Pages 2011
International emission permit markets with refunding
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Foreign currency debt, risk premia and macroeconomic volatility
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Review paperIdentifying the global transmission of the 2007-2009 financial crisis in a GVAR model
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A welfare analysis of global patent protection in a model with endogenous innovation and foreign direct investment
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Conflicting tasks and moral hazard: Theory and experimental evidence
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Labor market institutions and aggregate fluctuations in a search and matching model
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Human capital investment with competitive labor search
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Risk and return characteristics of Islamic equity funds
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Demography, credit and institutions: A global perspective
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It happened again: A Minskian analysis of the subprime loan crisis
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Labor market developments in China: A neoclassical view
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Searching for an Environmental Kuznets Curve in China's air pollution
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Financial contagion: A local correlation analysis
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Teacher training, teacher quality and student achievement
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The futile quest for a grand explanation of long-run government expenditure
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Reference pricing, competition, and pharmaceutical expenditures: Theory and evidence from a natural experiment
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Caught in the trap? Welfare's disincentive and the labor supply of single men
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Relocation of headquarters and international taxation
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Optimal self-employment income tax enforcement
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Optimal income taxation with endogenous participation and search unemployment
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Entry regulation and business start-ups: Evidence from Mexico
Fulltext Access 15 Pages 2011
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