Haze, investor attention and China's stock markets: Evidence from internet...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Yihao Zhang, Lingfeng TaoAbstractThis paper investigates the impact of haze on China's stock markets and the...
View ArticleOperating leases, operating leverage, operational inflexibility and sticky costs
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Douglas O. Cook, Robert Kieschnick, Rabih MoussawiAbstractWe show that a firm's operating lease expenses are the...
View ArticleBitcoin price–volume: A multifractal cross-correlation approach
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Marwane El Alaoui, Elie Bouri, David RoubaudAbstractWe study the priceâvolume cross-correlation in the Bitcoin...
View ArticleEffect of bifurcation on the interaction between Bitcoin and Litecoin
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Zhiyong Tu, Changyong XueAbstractThis paper studied the effect of the bifurcation of Bitcoin on its interactions...
View ArticleSectoral contributions to systemic risk in the Chinese stock market
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Fei WuAbstractThis paper investigates the question of how much each sector contributes to systemic risk in the...
View ArticleAnalysing dynamic dependence between gold and stock returns: Evidence using...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Gideon Boako, Aviral Kumar Tiwari, Muazu Ibrahim, Qiang JiAbstractIn this paper, we apply a battery of stochastic...
View ArticleThe gender gap in over-indebtedness
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Tobias Meyll, Thomas PaulsAbstractWe document a significant gender gap in over-indebtedness, as we find women to be...
View ArticleInflation expectation, monetary policy credibility, and exchange rates
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Seojin Lee, Young Min KimAbstractBased on the affine term structure model, we estimate the expected inflation and...
View ArticleAdvance notice labor conflicts and firm value—An event study analysis...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Zvika Afik, Roi Haim, Yaron LahavAbstractThe Israeli law has a special requirementâunions must announce a...
View ArticleBitcoin and the day-of-the-week effect
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): David Yechiam Aharon, Mahmoud QadanAbstractThe day-of-the-week effect is a well-known phenomenon in financial...
View ArticleCapital-market effects of securities regulation: Prior conditions,...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Douglas Cumming, Sofia JohanAbstractWhile it is not clear from Christensen, Hail, and Leuz (2016), the market abuse...
View ArticleBanking crises in developing countries–What crucial role of exchange...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Brahim Gaies, Stéphane Goutte, Khaled GuesmiAbstractWe examine the determinants of banking crises occurrence in...
View ArticleA readily computable commodity price index: 1900–2016
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Viviana FernandezAbstractThis article presents an extended version of Grilli and Yang (1988)âs non-fuel commodity...
View ArticleA note of techniques that mitigate floating-point errors in PIN estimation
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Wen-Chyan Ke, Hueiling Chen, Hsiou-Wei William LinSummaryThis study aims at the estimation of the probability of...
View ArticleHow do independent directors view powerful executive risk-taking incentives?...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Viput Ongsakul, Pornsit JirapornAbstractWe explore how independent directors view managerial risk-taking incentives...
View ArticleEstimating the monetary policy interest-rate-to-performance sensitivity of...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Bernd Hayo, Kai Henseler, Marc Steffen RappAbstractUsing an event-study design, we investigate monetary policy...
View ArticleHerding and flash events: Evidence from the 2010 Flash Crash
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Rıza Demirer, Karyl B. Leggio, Donald LienAbstractUsing intraday data on individual stocks included in the S&P...
View ArticleDo bullet trains affect earnings management? Evidence from China
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Bin Li, Wen Zheng, Chen MaAbstractThis study focuses on the relationship between bullet trains and earnings...
View ArticlePopularity Asset Pricing Model
Professor Roger Ibbotson is one of the most respected and influential researchers of the current era. His book "Stocks, Bonds, Bills, and Inflation" is a classic and often serves as a reference for...
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