The North American Journal of Economics and Finance
1992 - 2024
Continuation of North American Review of Economics and Finance. Current editor(s): Hamid Beladi From Elsevier
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Volume 74, issue C, 2024
- Temporal and spatial heterogeneity of resource misallocation in Chinese banks and its influential factors
- Wensha Zhao and Qingbin Guo
- Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform
- Makoto Muto and Yoshitaka Saiki
- Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
- Donghai Zhou, Xiaoxing Liu and Chun Tang
- A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis
- Julián Andrada-Félix, Fernando Fernández-Rodríguez and Simon Sosvilla-Rivero
- The value of cash around COVID-19: Insights from business activities
- Sumi Jung and Ahrum Choi
- Ignorant experts and financial fragility
- Koji Asano
- The liquidity timing ability of mutual funds
- Zhengnan Yin, O’Sullivan, Niall and Meadhbh Sherman
- Impact of green finance on low-carbon transformation: Spatial spillover effects in China
- Jing Zhao
- Pricing VIX options based on mean-reverting models driven by information
- Ya-Hua Yin, Fu-min Zhu and Zun-Xin Zheng
- Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict
- Yiran Shen, Qianqian Feng and Xiaolei Sun
- Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
- Nader Naifar
- Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options
- Zhe Li, Jiashuang Shen and Weilin Xiao
- Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies
- Jiaojiao Sun, Chen Zhang, Jing Zhu and Jingsong Zhao
- Deposit competition and effectiveness of bank capital requirements
- Ruoning Han and Ahadul Kabir Muyeed
- How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis
- Xiuwen Chen, Yinhong Yao, Lin Wang and Shenwei Huang
- The power of market: Venture capital and enterprise digital transformation
- Huan Peng, Sulidan Bumailikaimu and Ting Feng
- Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets
- Yi Zhang, Long Zhou, Zhidong Liu and Baoxiu Wu
- High-speed railway and corporate risk-taking: Channels and evidence from China
- Xiaoxue Xia, Chen Wang, Chao Lu, Tianqi Zhu, Ziying Zhao and Yiwen Zhao
- Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets
- Weihua Chen, Rogemar Mamon, Heng Xiong and Pingping Zeng
- Investor sentiment or information content? A simple test for investor sentiment proxies
- Geul Lee and Doojin Ryu
- Dynamic impact of the US yield curve on green bonds: Navigating through recent crises
- Zaghum Umar, Najaf Iqbal, Tamara Teplova and Duojiao Tan
- Can U.S. macroeconomic indicators forecast cryptocurrency volatility?
- Kae-Yih Tzeng and Yi-Kai Su
- Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries
- Pick Schen Yip, Wee Yeap Lau and Robert Brooks
- Yield curve trading strategies exploiting sentiment data
- Francesco Audrino and Jan Serwart
- Valuing American options using multi-step rebate options
- Hangsuck Lee, Hongjun Ha, Gaeun Lee and Minha Lee
- Green bond and green stock in China: The role of economic and climate policy uncertainty
- Yu Wang, Adrian (Wai-Kong) Cheung, Wanlin Yan and Bin Wang
- Option trading volume and the cross-section of option returns
- Jianglei Yuan, Dehong Liu, Carl R. Chen and Sen Hu
- Copula-MIDAS-TRV model for risk spillover analysis − Evidence from the Chinese stock market
- Qin Wang and Xianhua Li
- Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach
- Wenhao Xie and Cao Guangxi
- A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price
- Mei-Chih Wang, Tsangyao Chang, Alexey Mikhaylov and Jia Linyu
- Closed-form approximations for basket option pricing under normal tempered stable Lévy model
- Dongdong Hu, Hasanjan Sayit, Jing Yao and Qifeng Zhong
- Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network
- Xiaoping Guo, Ningyuan Fan, Zhenchun Liu and Jianwei Wang
- Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model
- Yan Chen, Lei Zhang and Feipeng Zhang
- Banking market structure and corporate investment efficiency
- Japan Huynh
- Modeling mispricing risk of defined contribution pension plan with a mean–variance criteria
- Peiguang Wang, Zihui Wang and Wenli Wang
- Does liquidity connectedness affect stock price crash risk? Evidence from China
- Xin Yang, Xuan Ao, Jie Cao and Chuangxia Huang
- Pricing of discretely sampled arithmetic Asian options, under the Hull–White interest rate model
- Bara Kim, Jeongsim Kim, Hyungkuk Yoon and Jinyoung Lee
- Geopolitical risk hedging or timing: Evidence from hedge fund strategies
- Tianyi Ma and Xuting Zhou
- Stock market extreme risk prediction based on machine learning: Evidence from the American market
- Tingting Ren, Shaofang Li and Siying Zhang
- Health burden, environmental decentralization and associated political achievements in China
- Mondher Bellalah, Fredj Jawadi, Detao Zhang and Jingjing Zhang
- ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions
- Ahmet Tunc
- The comovement of bubbles’ responses to monetary policy shocks
- Petre Caraiani and Adrian Cantemir Calin
- Climate risk and corporate ESG performance: Evidence from China
- Zhujia Yin, Rantian Deng, Jiejin Xia and Lili Zhao
- Size and ESG premiums: Evidence from Chinese A-share market
- Yanran Wu, Riwang Zhou and Chao Zhang
- Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets
- Monika W. Koczar, Francisco Jareño and Ana Escribano
- Optimistic or pessimistic: How do investors impact the green bond market?
- Chi Wei Su, Xin Yue Song, Meng Qin, Oana-Ramona Lobonţ and Muhammad Umar
- Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
- Zixin Liu, Jun Hu, Shuguang Zhang and Zhipeng He
- Optimizing composite early warning indicators
- Daniel O. Beltran, Vihar M. Dalal, Mohammad R. Jahan-Parvar and Fiona A. Paine
- Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach
- Seo-Yeon Lim and Sun-Yong Choi
- Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach
- Qu Yang, Yuanyuan Yu, Dongsheng Dai, Qian He and Yu Lin
- The impact of MD&A digital transformation information disclosure on stock price synchronicity in China
- Jinwen Guo and Jiangjiao Duan
- Diversification value of green Bonds: Fresh evidence from China
- You Zhou, Lichao Lin and Ziling Huang
- The threshold effect of political connection on the green innovation of businesses: Evidence from China
- Doudou Chen and Tao Bu
- Does climate change matter for bank profitability? Evidence from China
- Chien-Chiang Lee, Xiaoli Zhang and Chi-Chuan Lee
- Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method
- Bo Yu, Haiqin Ouyang, Chao Guan and Binzhao Lin
- The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing
- Jui-Cheng Hung, Hung-Chun Liu and J. Jimmy Yang
- Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory
- Zhimin Li, Weidong Zhu, Yong Wu and Zihao Wu
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