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                             46 results found
no title author magazine year volume issue page(s) type
1 An outperforming investment strategy under fractional Brownian motion Liu, Qiang
 2019
 47 C p. 505-515
 article
2 Asymmetries in exchange rate pass-through and monetary policy principle: Some Caribbean empirical evidence Ghartey, Edward E.
 2019
 47 C p. 325-335
 article
3 Audit committees and systematic risk: Evidence from Taiwan’s regulatory change Huang, Hsu-Huei
 2019
 47 C p. 477-491
 article
4 Competitive or recession gains? On the recent macroeconomic rebalances in the EMU Esposito, Piero
 2019
 47 C p. 147-167
 article
5 Credit markets under asymmetric information regarding the law Niinimäki, J-P.
 2019
 47 C p. 380-390
 article
6 Debt-financed repurchases and credit ratings with the respect of free cash flow and repurchase purpose Chen, Ni-Yun
 2019
 47 C p. 23-36
 article
7 Detecting exchange rate contagion using copula functions Cubillos-Rocha, Juan S.
 2019
 47 C p. 13-22
 article
8 Does idiosyncratic volatility matter at the global level? Umutlu, Mehmet
 2019
 47 C p. 252-268
 article
9 Does managerial ability matter for the choice of seasoned equity offerings? Puwanenthiren, Premkanth
 2019
 47 C p. 442-460
 article
10 Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses Bhuiyan, Rubaiyat Ahsan
 2019
 47 C p. 675-687
 article
11 Editorial Board 2019
 47 C p. ii
 article
12 Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models Zhang, Ling
 2019
 47 C p. 602-621
 article
13 Evaluation of multivariate GARCH models in an optimal asset allocation framework Abdul Aziz, Nor Syahilla
 2019
 47 C p. 568-596
 article
14 Extreme dependence and risk spillovers across north american equity markets Warshaw, Evan
 2019
 47 C p. 237-251
 article
15 Financial contagion in the subprime crisis context: A copula approach Zorgati, Imen
 2019
 47 C p. 269-282
 article
16 Geographical spillovers on the relation between risk-taking and market power in the US banking sector Pino, Gabriel
 2019
 47 C p. 351-364
 article
17 Hedge fund returns and uncertainty Krause, Timothy A.
 2019
 47 C p. 597-601
 article
18 Idiosyncratic volatility, the VIX and stock returns Qadan, Mahmoud
 2019
 47 C p. 431-441
 article
19 Information in mispricing factors for future investment opportunities Kang, Hankil
 2019
 47 C p. 657-668
 article
20 Insider trading, representativeness heuristic insider, and market regulation Liu, Hong
 2019
 47 C p. 48-64
 article
21 Institutional investors and cost stickiness: Theory and evidence Chung, Chune Young
 2019
 47 C p. 336-350
 article
22 International implied volatility risk indexes and Saudi stock return-volatility predictabilities Tissaoui, Kais
 2019
 47 C p. 65-84
 article
23 International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where? Mo, Guoli
 2019
 47 C p. 168-183
 article
24 International trade, exchange rate regimes, and financial crises Santana-Gallego, Maria
 2019
 47 C p. 85-95
 article
25 Investor trading behavior on agricultural future prices Zhou, Liyun
 2019
 47 C p. 365-379
 article
26 Liquidity shocks and institutional investors Dang, Tung Lam
 2019
 47 C p. 184-209
 article
27 Measuring the aggregate effects of the Brazilian Development Bank on investment de Menezes Barboza, Ricardo
 2019
 47 C p. 223-236
 article
28 Multi-period and tri-objective uncertain portfolio selection model: A behavioral approach Jin, Xiu
 2019
 47 C p. 492-504
 article
29 Network-based asset allocation strategies Výrost, Tomas
 2019
 47 C p. 516-536
 article
30 Positive trend inflation and the Phillips curve – A tale of two slopes and various impulse responses Heinrichs, Katrin
 2019
 47 C p. 283-307
 article
31 Predicting the direction of stock market prices using tree-based classifiers Basak, Suryoday
 2019
 47 C p. 552-567
 article
32 Predictive ability of financial variables in changing economic circumstances Kuosmanen, Petri
 2019
 47 C p. 37-47
 article
33 Pricing of vulnerable options with early counterparty credit risk Jeon, Junkee
 2019
 47 C p. 645-656
 article
34 Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data Tan, Shay-Kee
 2019
 47 C p. 537-551
 article
35 Sentiment trading, informed trading and dynamic asset pricing Li, Jinfang
 2019
 47 C p. 210-222
 article
36 Sovereign bond markets when auctions take place: Evidence from Italy Cafiso, Gianluca
 2019
 47 C p. 406-430
 article
37 Strategic leakage of private information Liu, Xia
 2019
 47 C p. 637-644
 article
38 The demand for banking and shadow banking services Serletis, Apostolos
 2019
 47 C p. 132-146
 article
39 The effects of the fossil fuel divestment campaign on stock returns Halcoussis, Dennis
 2019
 47 C p. 669-674
 article
40 The impacts of overseas market shocks on the CDS-option basis Jung Park, Yuen
 2019
 47 C p. 622-636
 article
41 The role of leverage in quantitative easing decisions: Evidence from the UK Philippas, Dionisis
 2019
 47 C p. 308-324
 article
42 The role of stock price synchronicity on the return-sentiment relation Rao, Lanlan
 2019
 47 C p. 119-131
 article
43 The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data Gupta, Rangan
 2019
 47 C p. 391-405
 article
44 The value of corporate governance: Evidence from the Chinese anti-corruption campaign Fu, Yishu
 2019
 47 C p. 461-476
 article
45 Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model Chen, An-Sing
 2019
 47 C p. 1-12
 article
46 Vietnam: The next asian Tiger? Barker, Tom
 2019
 47 C p. 96-118
 article
                             46 results found
 
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