Understanding time-varying short-horizon predictability
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Yacine Hammami, Jie Zhu
View ArticleEvaluation of volatility models for forecasting Value-at-Risk and Expected...
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Nuno Sobreira, Rui Louro
View ArticleThe 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
View ArticleMacroeconomic uncertainty, the option to wait and IPO issue cycles
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Binh Nguyen Thanh
View ArticleRegime 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
View ArticleMomentum 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
View ArticlePredicting default rates by capturing critical transitions in the...
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Kai Xing, Xiaoguang Yang
View ArticleCountry 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
View ArticleCan the Baltic Dry Index predict foreign exchange rates?
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Liyan Han, Li Wan, Yang Xu
View ArticleThe 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
View ArticleInstitutional investors and corporate investment
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Cristina Cella
View ArticleImpact 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
View ArticleThe 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
View ArticleReal 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
View ArticleIs 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
View ArticleNot 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
View ArticleCorporate innovation and credit default swap spreads
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Hwang Hee Lee, Frederick Dongchuhl Oh
View ArticleRisk measurement of international carbon market based on multiple risk...
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Chen Zhang, Yu Yang, Po Yun
View ArticleA novel cryptocurrency price trend forecasting model based on LightGBM
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Xiaolei Sun, Mingxi Liu, Zeqian Sima
View ArticleInstitutional capital allocation and equity returns: Evidence from Thai...
Publication date: January 2020Source: Finance Research Letters, Volume 32Author(s): Roongkiat Ratanabanchuen, Kanis Saengchote
View Article