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Content
2026, Volume 87, Issue C
- S0927539826000034 Factor pricing across asset classes
by Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel
- S0927539826000046 Unlocking stability: Corporate site visits and information disclosure
by Liu, Zhou & Shi, Lina & Yang, Yaxian & Zhang, Shunming
- S0927539826000058 Firm location and the value-growth premium
by Ambrose, Brent W. & Chen, Yifan & Simin, Timothy T.
- S0927539826000071 Salience theory and cross-sectional corporate bond returns
by Chen, Xi & Wang, Junbo & Wei, K.C.John & Wu, Chunchi & Zhang, Linti
- S0927539826000083 Measuring daily systemic risk with intraday data: Evidence from foreign exchange market
by Zhou, Yi & Xia, Wenjing & Ye, Wuyi
- S0927539826000095 Positivity and long-lasting momentum
by Chen, Jingjing & Jiang, George J. & Liu, Chenye & Zhu, Dongming
- S0927539826000101 Are the stylized features of stock returns the same in market downturns and upturns?
by Cheng, Bowen & Huang, Wanling & Ning, Cathy & Xu, Dinghai
- S0927539826000113 Who hires whom? connected hiring in the CEO labor market
by Kim, Hyemin & Low, Angie
- S0927539826000198 IPO underwriting incentives and macroeconomic forecast optimism
by Jiang, Danyang & Li, Haoyuan & Tian, Xiaoli
- S0927539826000204 Deep learning, predictability, and optimal portfolio returns
by Babiak, Mykola & Baruník, Jozef
- S0927539826000216 Prospect theory and stock price behavior in retail trading booms
by Guo, Xu & Wang, Junbo & Wu, Chunchi & Zhong, Xiaoling
- S0927539826000228 Realized, expected and unexpected returns in asset pricing tests
by Stotz, Olaf
- S0927539826000241 What drives retail investors’ overconfidence? The role of information acquisition costs
by Li, Gang & Wang, Shuqi & Wei, K.C. John
- S0927539826000253 Trust and momentum: International evidence
by Liu, Qianqiu & Shou, Ming
- S0927539826000265 Equity risk factors for the long and short run: Pricing and performance at different frequencies
by van der Zwan, Terri & Hennink, Erik & Tuijp, Patrick
- S0927539826000277 Peer effects in financial expectations
by Thornton, Joshua
- S0927539826000290 Is this time different? Reconsidering inflation hedged portfolios through community detection and fuzzy network
by Gadzinski, Gregory
- S0927539826000307 Economic conditions and portfolio tail risk: A probability-weighted simulation approach
by Jiao, Lei & Zhou, Qing (Clara)
- S0927539826000319 Investors awaken: Fragility in China’s wealth management product market
by Wang, Yabin & Wu, Zhang
- S092753982600006X Brown bonds in a green world: Are investors punishing high-carbon issuers with illiquidity?
by Schoeffel, Alexander & Kiesel, Florian & Geissdoerfer, Martin & Mueller, Lukas & Schiereck, Dirk
- S092753982600023X Sparse heterogeneous auto-regressive model for volatility forecasting
by Cheng, Mingmian
2026, Volume 86, Issue C
- S0927539826000289 The veracity of insider trading signals in financially distressed firms
by Hill, Paula & Korczak, Adriana & Wang, Shuo
- S0927539826000411 Do shortages forecast aggregate and sectoral U.S. stock market realized variance? Evidence from a century of data
by Bonato, Matteo & Gupta, Rangan & Pierdzioch, Christian
- S0927539826000423 The free dividend fallacy in the Chinese stock market: Evidence from stock pricing behavior around ex-dividend day
by Chang, Jeffery Jinfan & Du, Huancheng & Ni, Xiaoran & Wang, Yuheng
- S092753982600040X Bankruptcy prediction of privately held SMEs using feature selection methods
by Paraschiv, Florentina & Schmid, Markus & Wahlstrøm, Ranik Raaen
2026, Volume 85, Issue C
- S0927539825000908 The decay of cay
by Dauber, Moritz & Lawrenz, Jochen
- S0927539825000921 Information salience, investor attention, and stock price crash risk
by Chen, Zhenshan & Li, Zhibing & Liu, Jie & Liu, Xiaoyu
- S0927539825000933 A GARCH model with two volatility components and two driving factors
by Ballestra, Luca Vincenzo & D’Innocenzo, Enzo & Tezza, Christian
- S0927539825000957 Can mutual fund “stars” really pick stocks? New evidence from a wild bootstrap analysis
by Hounyo, Ulrich & Lin, Jiahao
- S0927539825001057 On evaluating the style-selection skill of hedge funds
by Ye, Xiaolin & Li, Baibing & Tee, Kai-Hong
- S0927539825001069 Global standard and bank liquidity creation: A case study of Basel III liquidity regulation
by Gam, Yong Kyu
- S0927539825001070 Deleveraging driven by profitability improvement: Evidence from China’s business tax to value-added tax transition
by Qian, Zhenjie & Xi, Dan & Xu, Jia & Zhou, Lingrui
- S0927539826000010 Factors in the cross-section of Chinese corporate bonds: Evidence from reduced-rank analysis
by Jin, Xuejun & Chen, Yifan & Liu, Xiaobin & Zeng, Tao
- S0927539826000022 A skew is a skill: Portfolio skewness of mutual fund holdings
by Drienko, Jo & Gao, Chao & Liu, Yifei
- S092753982500091X Volatility and jumps in the Chinese Yuan using Gumbel distribution during the trade war and COVID-19 pandemic
by Yi, Chae-Deug
2025, Volume 84, Issue C
- S0927539825000672 A unified duration-based explanation of the value, profitability, and investment anomalies
by Chen, Shan & Li, Tao
- S0927539825000684 Managerial job security and firm diversification
by Bu, Ziwen & Li, Suyang & Xiao, Rongbing
- S0927539825000726 Why does the Cochrane–Piazzesi model predict treasury returns?
by Rebonato, Riccardo & Nyholm, Ken
- S0927539825000751 Momentum is still there conditional on volatility-amplified pessimism
by Ghazi, Soroush & Schneider, Mark & Strauss, Jack
- S0927539825000763 The stock return predictability of treasury bond yield in China
by Zhang, Han & Xiong, Xiong & Guo, Bin
- S0927539825000775 Mutual fund performance and flow-performance relationship under ambiguity
by Gu, Ariel & Yoo, Hong Il
- S0927539825000854 Economic aggregation of return signals in global markets
by Dong, Mengmeng
- S0927539825000866 Media, inventors, and corporate innovation
by Gu, Yuqi & Kaviani, Mahsa & Li, Lily & Maleki, Hosein & Mao, Connie X.
- S0927539825000878 Household debt overhang and bankruptcy abuse prevention
by Zhang, Yunqi & Meng, Yu & Zhang, Xiaoyu
- S0927539825000891 Bank dividends, interest expenses, and leverage
by Pannella, Pierluca
- S0927539825000945 Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets?
by Bartolini, Nicola & Romagnoli, Silvia & Santini, Amia
- S092753982500074X Ranking finance conferences: An update
by Hou, Wei & Smajlbegovic, Esad & Urban, Daniel
- S092753982500088X Insider trading and anomalies
by Tian, Jiaxing & Xiang, Hong & Xu, Minghai
2025, Volume 83, Issue C
- S0927539825000453 A robust latent factor model for high-dimensional portfolio selection
by Shi, Fangquan & Shu, Lianjie & Gu, Xinhua
- S0927539825000477 Do investors reach for yield? Evidence from corporate bond mutual fund flows
by Huang, Jing-Zhi & Li, Peipei & Wang, Ying & Wang, Yuan & Yao, Xiangkun & Zhang, Licheng
- S0927539825000489 High frequency online inflation and term structure of interest rates: Evidence from China
by Zhang, Tao & Tang, Ke & Liu, Taoxiong & Jiang, Tingfeng
- S0927539825000568 (In)Attention: distracted shareholders and corporate innovation
by Zhao, Jing
- S0927539825000581 Public data openness and trade credit: Evidence from China
by Li, Xiao & Li, Yuan & Yu, Xiaoxu & Yuan, Chun
- S0927539825000593 Behavioral biases, information frictions and interest rate expectations
by Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand
- S0927539825000611 Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks
by Gong, Jue & Wang, Gang-Jin & Zhou, Yang & Xie, Chi
- S0927539825000623 On the profitability of influential carry-trade strategies: Data-snooping bias and post-publication performance
by Hsu, Po-Hsuan & Taylor, Mark P. & Wang, Zigan & Li, Yan
- S0927539825000635 Foreign currency forecasting in emerging markets: What can stock and bond markets tell us?
by Phylaktis, Kate & Yamani, Ehab
- S0927539825000647 Option-implied idiosyncratic skewness and expected returns: Mind the long run
by Yu, Deshui & Huang, Difang & Zhou, Mingtao
- S0927539825000659 Does a sudden breakdown in public information search impair analyst forecast accuracy? Evidence from China
by Li, Zihui & Ma, Lijun & Zhang, Min
- S0927539825000660 Default-probability-implied credit ratings for Chinese firms
by Li, Xiangzhen & Liu, Shida & Wang, Hao
- S0927539825000696 Predicting risk premiums: A constraint-based model
by Yuan, Ying & Qu, Yong & Wang, Tianyang
- S0927539825000702 Unlocking predictive potential: The frequency-domain approach to equity premium forecasting
by Faria, Gonçalo & Verona, Fabio
- S0927539825000714 Risk diversification and extreme risk mitigation
by Bagnara, Matteo & Vaucher, Benoit
- S0927539825000738 Tick size and firm financing decisions: Evidence from a natural experiment
by Chen, Yangyang & Ng, Jeffrey & Ofosu, Emmanuel & Yang, Xin
- S092753982500057X Strategic implications of corporate disclosure via Twitter
by Kale, Devendra & Nanda, Vikram & Rupp, Anin
- S092753982500060X Improving information leadership share for measuring price discovery
by Shen, Shulin & Zhang, Yixuan & Zivot, Eric
2025, Volume 82, Issue C
- S0927539825000295 Exploring the non-linear dynamics between Commercial Real Estate and systemic risk
by Kladakis, George & Lux, Nicole & Skouralis, Alexandros
- S0927539825000301 Maxing out short-term reversals in weekly stock returns
by Chen, Chen & Cohen, Andrew & Liang, Qiqi & Sun, Licheng
- S0927539825000337 Bear factor and hedge fund performance
by Ho, Thang & Kagkadis, Anastasios & Wang, George
- S0927539825000349 The influence of long-term managerial orientation on pay inequality
by Liao, Chen-Chieh & Yeh, Yin-Hua
- S0927539825000350 The rise of venture capital and IPO quality
by Nain, Amrita & Ying, Jie & Arthur, Joseph
- S0927539825000362 Regulatory fragmentation and corporate innovation
by Xu, Hongkang
- S0927539825000374 Credit distortions in Japanese momentum
by Ross, Sharon Y.
- S0927539825000386 Climate change risk and green bond pricing
by Del Giudice, Alfonso & Rigamonti, Silvia & Signori, Andrea
- S0927539825000398 Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model
by Khoo, Zhi De & Ng, Kok Haur & Koh, You Beng & Ng, Kooi Huat
- S0927539825000404 The economic value of equity implied volatility forecasting with machine learning
by Borochin, Paul & Zhao, Yanhui
- S0927539825000416 Portfolio optimization with estimation errors—A robust linear regression approach
by Du, Yilin & He, Wenfeng & Mei, Xiaoling
- S0927539825000428 The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model
by Maheu, John M. & Shamsi Zamenjani, Azam
- S0927539825000441 A system of time-varying models for predictive regressions
by Yu, Deshui & Yan, Yayi
- S0927539825000465 Unlocking efficiency: How capital market liberalization shapes firm productivity
by Zhou, Lu Jolly & Deng, Nan & Li, Chenchen
- S092753982500043X Creating value through corporate social responsibility: The role of foreign institutional investors in Chinese listed firms
by Li, Yunhe & Liu, Yu & Miletkov, Mihail & Yang, Tina
2025, Volume 81, Issue C
- S0927539825000015 Skilled active liquidity management: Evidence from shocks to fund flows
by Rzeźnik, Aleksandra
- S0927539825000027 Smart beta, “smarter” flows
by Cao, Jie & Hsu, Jason C. & Song, Linjia & Xiao, Zhanbing & Zhan, Xintong
- S0927539825000039 Short-term institutional investors and the diffusion of supply chain information
by Duan, Rui & Larkin, Yelena
- S0927539825000040 Social connectedness and cross-border mergers and acquisitions
by Jiang, Zhonghao & Shi, Yukun & Xing, Lu
- S0927539825000052 CDS and credit: The effect of the bangs on credit insurance, lending and hedging
by Gündüz, Yalin & Ongena, Steven & Tümer-Alkan, Günseli & Yu, Yuejuan
- S0927539825000143 Unveiling the villain: Credit supply and the debt trap
by Fu, Shun & Li, Emma & Liao, Li & Wang, Zhengwei & Xiang, Hongyu
- S0927539825000155 Tail risk dynamics of banks with score-driven extreme value models
by Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam
- S0927539825000167 Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes
by Hizmeri, Rodrigo & Izzeldin, Marwan & Urga, Giovanni
- S0927539825000179 Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies
by Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan
- S0927539825000180 Do fees matter? Investor’s sensitivity to active management fees
by Døskeland, Trond & Sjuve, André Wattø & Ørpetveit, Andreas
- S0927539825000192 Corrigendum to “Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects” [Journal of Empirical Finance 80 (2025) 124/101575]
by Luo, Jiawen & Chen, Zhenbiao & Cheng, Mingmian
- S0927539825000209 Is machine learning a necessity? A regression-based approach for stock return prediction
by Cheng, Tingting & Jiang, Shan & Zhao, Albert Bo & Zhao, Junyi
- S0927539825000210 The AH premium: A tale of “siamese twin” stocks
by Zhang, Renbin & Zhang, Tongbin
2025, Volume 80, Issue C
- S0927539824001002 CEO neuroticism and corporate cash holdings: Evidence from CEOs’ tweets
by Bui, Dien Giau & Chou, Robin K. & Lin, Chih-Yung & Lu, Chien-Lin
- S0927539824001014 Implied local volatility models
by Li, Chen Xu & Li, Chenxu & Li, Chun
- S0927539824001087 What drives robo-advice?
by Scherer, Bernd & Lehner, Sebastian
- S0927539824001099 Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects
by Luo, Jiawen & Chen, Zhenbiao & Cheng, Mingmian
- S0927539824001105 Geographical proximity, cultural familiarity and financial information production
by Hao, Han & Liu, Chun & Pang, Shunzhi
- S0927539824001117 Market neutrality and beta crashes
by Xu, Xia
- S0927539824001129 A revisit to bias-adjusted predictive regression
by Xu, Ke-Li
- S092753982400094X On the performance of volatility-managed equity factors — International and further evidence
by Schwarz, Patrick
2024, Volume 79, Issue C
- S0927539824000665 Persistent and transient variance components in option pricing models with variance-dependent Kernel
by Ghanbari, Hamed
- S0927539824000732 Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data
by Mekelburg, Erik & Strauss, Jack
- S0927539824000744 Using the Bayesian sampling method to estimate corporate loss given default distribution
by Zhang, Xiaofei & Zhao, Xinlei
- S0927539824000756 Stock price synchronicity and stock liquidity: International evidence
by Brockman, Paul & Dang, Tung Lam & Pham, Thu Phuong
- S0927539824000823 A comparison of factor models in China
by Wang, Jinzhe & Zhu, Yifeng
- S0927539824000859 Banker directors on board and corporate tax avoidance
by Song, Qian & Ding, Wenjie & Hasan, Iftekhar & Wang, Qingwei
- S0927539824000860 Gold, platinum, and mutual fund flows
by Malik, Ali K. & Colak, Gonul & Löflund, Anders
- S0927539824000872 How does bank opacity affect credit growth and return predictability?
by Parija, Arpit Kumar & Chhatwani, Malvika
- S0927539824000884 Local labor market and corporate investment
by Ge, Yao & Huang, Wei & Qiao, Zheng & Zheng, Hao
- S0927539824000896 Financial statement disaggregation and bank loan pricing
by Lu, Chien-Lin & Lin, Chih-Yung & Lin, Tse-Chun & Miao, Bin
- S0927539824000902 Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio
by Chen, Chen & Stivers, Chris & Sun, Licheng
- S0927539824000914 Are stablecoins the money market mutual funds of the future?
by Oefele, Nico & Baur, Dirk G. & Smales, Lee A.
- S0927539824000926 Can existing corporate finance theories explain security offerings during the COVID-19 pandemic?
by Dutordoir, Marie & Shemesh, Joshua & Veld, Chris & Wang, Qing
- S0927539824000938 High-frequency realized stochastic volatility model
by Watanabe, Toshiaki & Nakajima, Jouchi
- S0927539824000951 Technological shocks and stock market volatility over a century
by Salisu, Afees A. & Demirer, Riza & Gupta, Rangan
- S0927539824000963 Is firm-level political risk priced in the corporate bond market?
by Ceballos, Luis & Piljak, Vanja & Swinkels, Laurens
- S0927539824000975 Time-varying variance decomposition of macro-finance term structure models
by Hansen, Anne Lundgaard
- S0927539824000987 Trading volume shares and market quality: Pre- and post- zero commissions
by Jain, Pankaj K. & Mishra, Suchismita & O'Donoghue, Shawn M. & Zhao, Le
- S0927539824000999 Jump tail risk exposure and the cross-section of stock returns
by Alexiou, Lykourgos & Rompolis, Leonidas S.
2024, Volume 78, Issue C
- S0927539824000343 Assessing proxies for market prices of thinly traded assets with scheduled cash flows
by Boudry, Walter I. & Liu, Crocker H. & Mühlhofer, Tobias & Torous, Walter N.
- S0927539824000367 Certainty of uncertainty for asset pricing
by Jiang, Fuwei & Kang, Jie & Meng, Lingchao
- S0927539824000379 The battle between activist hedge funds and labor unions
by Niu, Xu
- S0927539824000471 Policy uncertainty, bad news disclosure, and stock price crash risk
by Kim, Jeong-Bon & Tseng, Kevin & Wang, Jundong (Jeff) & Xi, Yaoyi
- S0927539824000483 Firm-level political risk and corporate R&D investment
by Boah, Emmanuel & Ujah, Nacasius U.
- S0927539824000495 Shadow capital in venture financing: Selection, valuation, and exit dynamic
by Cumming, Douglas & Dai, Na
- S0927539824000501 Effects of customer unionization on supplier relationships and supplier value
by Kim, Hyemin
- S0927539824000513 Why do firms with no leverage still have leverage and volatility feedback effects?
by Smith, Geoffrey Peter
- S0927539824000525 Non-standard errors in asset pricing: Mind your sorts
by Soebhag, Amar & Van Vliet, Bart & Verwijmeren, Patrick
- S0927539824000537 The risk–return tradeoff among equity factors
by Barroso, Pedro & Maio, Paulo
- S0927539824000549 Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models
by Ignatieva, Katja & Wong, Patrick
- S0927539824000550 Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?
by Cotelioglu, Efe
- S0927539824000562 Betting on success: Unveiling the role of local gambling culture in equity crowdfunding
by Hsieh, Hui-Ching & Nguyen, Dat Thanh & Nguyen, Thien Le-Hoang
- S0927539824000574 The correlated trading and investment performance of individual investors
by Kuo, Wei-Yu & Lin, Tse-Chun & Zhao, Jing
- S0927539824000586 Does carbon risk exposure make funds more vulnerable?
by Wang, Hu
- S0927539824000598 Forecasting realized volatility: Does anything beat linear models?
by Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio
- S0927539824000604 A portfolio-level, sum-of-the-parts approach to return predictability
by Xu, Hongyi & Katselas, Dean & Drienko, Jo
- S0927539824000616 The value of information in China’s connected market
by Chen, Keqi & Wang, Yuehan & Zhu, Xiaoquan
- S0927539824000628 In the mood for creativity: Sunshine-induced mood, inventor performance, and firm value
by Chen, Yangyang & Hsu, Po-Hsuan & Podolski, Edward J. & Veeraraghavan, Madhu
- S0927539824000641 Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain
by Trimborn, Simon & Peng, Hanqiu & Chen, Ying
- S0927539824000653 Inverted vs maker-taker routing choice and trader information
by Garvey, Ryan & Qin, Yaohua
- S0927539824000677 The 2008 short-selling ban’s impact on tail risk
by Bartl, Jonas & Bostandzic, Denefa & Irresberger, Felix & Weiß, Gregor & Yang, Ruomei
- S0927539824000689 Big portfolio selection by graph-based conditional moments method
by Zhu, Zhoufan & Zhang, Ningning & Zhu, Ke
- S0927539824000690 Tone or term: Machine-learning text analysis, featured vocabulary extraction, and evidence from bond pricing in China
by Peng, Yueqian & Shi, Li & Shi, Xiaojun & Tan, Songtao
- S0927539824000707 Time-varying relative risk aversion: Theoretical mechanism and empirical evidence
by Liu, Xuan & Liu, Haiyong & Cai, Zongwu
- S0927539824000719 Estimation and inference in low frequency factor model regressions with overlapping observations
by Dossani, Asad
- S0927539824000720 Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA
by Han, Yufeng & Lu, Yueliang (Jacques) & Xu, Weike & Zhou, Guofu
- S092753982400063X The aftermath of covenant violations: Evidence from China's corporate debt securities
by Xu, Guang & Zhang, Xiaoyan
2024, Volume 77, Issue C
- S0927539824000124 CEO narcissism and the agency cost of debt
by Kim, J.H. John & Anderson, Ronald
- S0927539824000136 Reserve holding and bank lending
by Kuang, Chun & Yang, Jiawen & Zhu, Wenyu
- S0927539824000203 Local predictability of stock returns and cash flows
by Yu, Deshui & Chen, Li
- S0927539824000215 Option valuation via nonaffine dynamics with realized volatility
by Zhang, Yuanyuan & Zhang, Qian & Wang, Zerong & Wang, Qi
- S0927539824000227 Equity markets volatility clustering: A multiscale analysis of intraday and overnight returns
by Zhao, Xiaojun & Zhang, Na & Zhang, Yali & Xu, Chao & Shang, Pengjian
- S0927539824000239 An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
by Candia, Claudio & Herrera, Rodrigo
- S0927539824000240 Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns
by Hediger, Simon & Näf, Jeffrey
- S0927539824000252 Instantaneous volatility of the yield curve, variance risk premium and bond return predictability
by Yin, Ximing & Yang, Ge
- S0927539824000264 Options trading imbalance, cash-flow news, and discount-rate news
by Chichernea, Doina & Huang, Kershen & Petkevich, Alex & Teterin, Pavel
- S0927539824000276 The role of intermediaries in derivatives markets: Evidence from VIX options
by Jacobs, Kris & Mai, Anh Thu
- S0927539824000288 The ripple effect of all-star females: Knowledge spillover and improved analyst performance
by Jannati, Sima
- S0927539824000306 Information acquisition and processing skills of institutions and retail investors around information shocks
by Fung, Scott & Obaid, Khaled & Tsai, Shih-Chuan
- S0927539824000318 Modern banking development during natural disasters: Evidence from the early 20th century China
by Cai, Yang & Li, Dongxu
- S0927539824000331 Do share repurchases facilitate movement toward target capital structure? International evidence
by Wang, Zigan & Yin, Qie Ellie & Yu, Luping
- S0927539824000355 Global and local information efficiency: An examination of samuelson's dictum
by Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan
- S092753982400029X Aggregate portfolio choice
by Inkmann, Joachim
- S092753982400032X Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach
by Sun, Chuanping
2024, Volume 76, Issue C
- S0927539823001329 Enhancing betting against beta with stochastic dominance
by Kolokolova, Olga & Xu, Xia
- S0927539824000100 Does media affect the rival response to acquisition targets?
by Gao, Xin & An, Zhe & Li, Donghui & Xu, Weidong
- S0927539824000112 Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?
by Wan, Xiaoyuan
- S092753982400001X Information in unexpected bonus cuts: Firm performance and CEO firings
by Cready, William M. & Dai, Zhonglan & Ma, Guang & Nanda, Vikram
2024, Volume 75, Issue C
- S0927539823001111 Technological disparity and its impact on market quality
by Chung, Kiseo & Kim, Seoyoung
- S0927539823001123 Climate change concerns and mortgage lending
by Duan, Tinghua & Li, Frank Weikai
- S0927539823001238 The effect of investor attention on stock price crash risk
by Chen, Ting-Hsuan & Chen, Kai-Sheng
- S0927539823001251 Factor momentum in the Chinese stock market
by Ma, Tian & Liao, Cunfei & Jiang, Fuwei
- S0927539823001263 International asset pricing with heterogeneous agents: Estimation and inference
by Tédongap, Roméo & Tinang, Jules
- S0927539823001275 The effects of banking market structure on corporate cash holdings and the value of cash
by Li, Shengfeng & Han, Liang & Mi, Biao
- S0927539823001287 Carbon dioxide and asset pricing: Evidence from international stock markets
by Chen, Zhuo & Liu, Jinyu & Lu, Andrea & Tao, Libin
- S0927539823001299 House price bubbles under the COVID-19 pandemic
by Hansen, Jacob H. & Møller, Stig V. & Pedersen, Thomas Q. & Schütte, Christian M.
- S0927539823001305 An adaptive long memory conditional correlation model
by Dark, Jonathan
- S0927539823001317 Horizontal mergers and heterogeneous firm investments: evidence from the United States
by Li, Dongxu
- S092753982300107X Expensive anomalies
by Anginer, Deniz & Ray, Sugata & Seyhun, H. Nejat & Xu, Luqi
- S092753982300124X Tail risks and private equity performance
by Kurtović, Hrvoje & Markarian, Garen
2023, Volume 74, Issue C
- S0927539823000701 Estimation with mixed data frequencies: A bias-correction approach
by Ghosh, Anisha & Linton, Oliver
- S0927539823000750 Bond issuance and the funding choices of European banks: The consequences of public debt
by Rancan, Michela & Cariboni, Jessica & Keasey, Kevin & Vallascas, Francesco
- S0927539823000762 Social capital and the pricing of initial public offerings
by Chen, Yangyang & Duong, Huu Nhan & Goyal, Abhinav & Veeraraghavan, Madhu
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