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Protected Adaptive Asset Allocation

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Mirko Bellu, Claudio Conversano

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Commonality in liquidity across options and stock futures markets

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Bouchra Benzennou, Owain ap Gwilym, Gwion Williams

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Understanding time-varying short-horizon predictability�

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Yacine Hammami, Jie Zhu

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Evaluation of volatility models for forecasting Value-at-Risk and Expected...

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Nuno Sobreira, Rui Louro

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The impact of Baidu Index sentiment on the volatility of China's stock markets

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Jianchun Fang, Giray Gozgor, Chi-Keung Marco Lau, Zhou Lu

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Macroeconomic uncertainty, the option to wait and IPO issue cycles

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Binh Nguyen Thanh

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Regime switching in the present value models: A backward-solving method

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Jan R. Kim, Keunsuk Chung

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Momentum and reversals: Are they really separate phenomena?

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Tsung-Yu Chen, Pin-Huang Chou, Nien-Tzu Yang

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Predicting default rates by capturing critical transitions in the...

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Kai Xing, Xiaoguang Yang

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Country factors in earnings management of ADR firms

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Clara Chia Sheng Chen, Yan-Yu Chou, Peihwang Wei

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Can the Baltic Dry Index predict foreign exchange rates?

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Liyan Han, Li Wan, Yang Xu

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The versatility of money multiplier under Basel III regulations

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Wanting Xiong, Boyao Li, Yougui Wang, H. Eugene Stanley

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Institutional investors and corporate investment

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Cristina Cella

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Impact of economic policy uncertainty on exchange rate volatility of China

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Liming Chen, Ziqing Du, Zhihao Hu

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The relationship between oil and financial markets in emerging economies: The...

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Haiping Li, Artur Semeyutin, Chi Keung Marco Lau, Giray Gozgor

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Real estate as a common risk factor in the financial sector: International...

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Benoît Carmichael, Alain Coën

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Is microblogging data reflected in stock market volatility? Evidence from...

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Tonghui Zhang, Ying Yuan, Xi Wu

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Not the usual suspects: Critical indicators in a dollarized country's...

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Layal Mansour Ishrakieh, Leila Dagher, Sadika El Hariri

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Asset pricing with long-run durable expenditure risk

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Huan Li

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Director and officer liability protection and firm value: Unintended...

Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Iness Aguir, Wael Aguir

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