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 40, issue C, 2017

Timing of earnings and capital structure pp. 1-15

Anton Miglo

Do voluntary disclosures of bad news improve liquidity? pp. 16-29

Ajit Dayanandan, Han Donker and Gökhan Karahan

Testing the Marshall-Lerner condition between the U.S. and other G7 member countries pp. 30-40

Fang Dong

Do firms have leverage targets? New evidence from mergers and acquisitions in China pp. 41-54

Qizhi Tao, Wenjia Sun, Yingjun Zhu and Ting Zhang

Campbell and Cochrane meet Melino and Yang: Reverse engineering the surplus ratio in a Mehra–Prescott economy pp. 55-62

Jim Dolmas

Do precious metal prices help in forecasting South African inflation? pp. 63-72

Mehmet Balcilar, Nico Katzke and Rangan Gupta

Financing constraints and the use of performance-sensitive debt pp. 73-84

Bo Liu, Xin Xia and Jinqiang Yang

Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing pp. 85-102

Hanchao Liang, Chunpeng Yang, Rengui Zhang and Chuangqun Cai

The (de-)anchoring of inflation expectations: New evidence from the euro area pp. 103-115

Dieter Nautz, Laura Pagenhardt and Till Strohsal

Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation pp. 116-135

Leon Li

Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions pp. 136-147

Ozan Eksi and Bedri Tas

Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes pp. 148-159

Xiaoli Gong and Xintian Zhuang

Asset market response to monetary policy news from SNB press releases pp. 160-177

Hendrik Hüning

The peer-firm effect on firm’s investment decisions pp. 178-199

Kwangho Park, Insun Yang and Taeyong Yang

Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift☆ pp. 200-221

Shaoyu Li and Tingguo Zheng

Precision about manager skill, mutual fund flows, and performance persistence pp. 222-237

Hyunglae Jeon, Jangkoo Kang and Changjun Lee

Volume 39, issue C, 2017

The expected real yield and inflation components of the nominal yield curve pp. 1-18

Ronald H. Lange

Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations pp. 19-37

Joshua J. Filzen and Maria Gabriela Schutte

Pair trading based on quantile forecasting of smooth transition GARCH models pp. 38-55

Cathy W. S. Chen, Zona Wang, Songsak Sriboonchitta and Sangyeol Lee

Does REIT index hedge inflation risk? New evidence from the tail quantile dependences of the Markov-switching GRG copula pp. 56-67

Kuang-Liang Chang

A new approach to estimating a profit frontier using the censored stochastic frontier model pp. 68-77

Tai-Hsin Huang, Dien-Lin Chiang and Chung-I Lin

Capital market liberalization: Optimal tradeoff and bargaining delay pp. 78-88

Baomin Dong, Xinhua Gu and Huasheng Song

Does the cutoff of “red capital” raise a red flag? Political connections and stock price crash risk pp. 89-109

Min Zhang, Yaosong Liu, Lu Xie and Tingting Ye

Firm size, economic risks, and the cross-section of international stock returns pp. 110-126

Victoria Atanasov and Thomas Nitschka

Convergence in bank performance: Evidence from Latin American banking pp. 127-142

Oscar Carvallo and Adnan Kasman

The impact of numerical superstition on the final digit of stock price pp. 145-157

Wen-Chyan Ke, Hueiling Chen, Hsiou-Wei W. Lin and Yo-Chia Liu

Informativeness of the market news sentiment in the Taiwan stock market pp. 158-181

Yu-Chen Wei, Yang-Cheng Lu, Jen-Nan Chen and Yen-Ju Hsu

Does options trading convey information on futures prices? pp. 182-196

William T. Lin, Shih-Chuan Tsai, Zhenlong Zheng and Shuai Qiao

Fund selection in target date funds pp. 197-209

Chia-Ying Chan, Hsuan-Chi Chen, Yu Hsuan Chiang and Christine W. Lai

Managerial incentives and R&D investments: The moderating effect of the directors’ and officers’ liability insurance pp. 210-222

Li-Yueh Chen, Yu-Fen Chen and Sheng-Yung Yang

Doing good or choosing well? Corporate reputation, CEO reputation, and corporate financial performance pp. 223-240

Pei-Shih Weng and Wan-Yi Chen

Do financial constraints matter when firms engage in CSR? pp. 241-259

Chia-Ying Chan, De-Wai Chou and Huai-Chun Lo

Governance and economic growth in Asia pp. 260-272

Chiung-Ju Huang and Yuan-Hong Ho

A revisit to economic exposure of U.S. multinational corporations pp. 273-287

De-Wai Chou, Lin Lin, Pi-Hsia Hung and Chun Heng Lin

Asset price targeting in an open economy with cognitive limitations: The best for macroeconomic and financial stability? pp. 288-299

Kuo-chun Yeh

Volume 38, issue C, 2016

Creditworthiness evaluation of Italian SMEs at the beginning of the 2007–2008 crisis: An MCDA approach pp. 1-26

Marco Corazza, Stefania Funari and Riccardo Gusso

Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees pp. 27-38

Christian Pierdzioch, Marian Risse and Sebastian Rohloff

Individual stock crowded trades, individual stock investor sentiment and excess returns pp. 39-53

Chunpeng Yang and Liyun Zhou

Overinvestment, inflation uncertainty, and managerial overconfidence: Firm level analysis of Chinese corporations pp. 54-69

Yizhong Wang, Carl R. Chen, Lifang Chen and Ying Sophie Huang

Forecasting house-price growth in the Euro area with dynamic model averaging pp. 70-85

Marian Risse and Martin Kern

The profitability of moving average trading rules in BRICS and emerging stock markets pp. 86-101

Vinicius Amorim Sobreiro, Thiago Raymon Cruz Cacique da Costa, Rodolfo Toríbio Farias Nazário, Jéssica Lima e Silva, Eduardo Alves Moreira, Marcius Correia Lima Filho, Herbert Kimura and Juan Arismendi Zambrano

Land conservation, growth and welfare pp. 102-110

Meng-Yi Tai, Chi-Chur Chao, Lee-Jung Lu, Shih Wen Hu and Vey Wang

Wealth effect and investor sentiment pp. 111-123

I-Chun Tsai

Performance of Canadian hybrid mutual funds pp. 124-147

Mohamed A. Ayadi, Anis Chaibi and Lawrence Kryzanowski

Dupire’s formulas in the Piterbarg option pricing model pp. 148-162

Coenraad C.A. Labuschagne and Sven T. von Boetticher

Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States pp. 163-171

Shuairu Tian and Shigeyuki Hamori

Linear and nonlinear dynamic relationships between housing prices and trading volumes pp. 172-184

I-Chun Tsai and Chien-Wen Peng

Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry pp. 185-199

I Han, Hsin-Yu Liang and Kam C. Chan

Volume 37, issue C, 2016

GARCH models, tail indexes and error distributions: An empirical investigation pp. 1-15

Roman Horvath and Boril Sopov

Fractional integration in daily stock market indices at Jordan's Amman stock exchange pp. 16-37

Mohammad Al-Shboul and Sajid Anwar

The economic benefits of market timing the style allocation of characteristic-based portfolios pp. 38-62

David Ardia, Kris Boudt and Marjan Wauters

Volatility transmission across currencies and commodities with US uncertainty measures pp. 63-83

Ahmed Khalifa, Edoardo Otranto, Shawkat Hammoudeh and Sanjay Ramchander

Non-linear exchange rate relationships: An automated model selection approach with indicator saturation pp. 84-109

Josh Stillwagon

Optimal insurance contract under VaR and CVaR constraints pp. 110-127

Ching-Ping Wang and Hung-Hsi Huang

Convergence rates of recombining trees for pricing options on stocks under GBM and regime-switching models with known cash dividends pp. 128-147

Jingtang Ma and Jiacheng Fan

Politically connected directors and firm value: Evidence from forced resignations in China pp. 148-167

Xuesong Tang, Yan Lin, Qing Peng, Jun Du and Kam C. Chan

Market perception of sovereign credit risk in the euro area during the financial crisis pp. 168-189

Gonzalo Camba-Mendez and Dobromił Serwa

Can statistics-based early warning systems detect problem banks before markets? pp. 190-216

Randall K. Kimmel, John Thornton and Sara E. Bennett

The extension from independence to dependence between jump frequency and jump size in Markov-modulated jump diffusion models pp. 217-235

Shih-Kuei Lin, Jin-Lung Peng, Wei-Hsiung Chao and An-Chi Wu

Size and support ratings of US banks pp. 236-247

Tigran Poghosyan, Charlotte Werger and Jakob de Haan

The effect of investors’ confidence on monetary policy transmission mechanism pp. 248-266

Chiara Guerello

Pricing chained dynamic fund protection pp. 267-278

Heejae Han, Junkee Jeon and Myungjoo Kang

Location of trade, return comovements, and diversification benefits: Evidence from Asian country ETFs pp. 279-296

Hsiu-Chuan Lee, Chih-Hsiang Hsu and Yun-Huan Lee

Information content of unexpected dividends under a semi-mandatory dividend policy: An empirical study of China pp. 297-318

Qizhi Tao, Runxi Nan and Haoyu Li

Evidence of information transmission across currency futures markets using frequency domain tests pp. 319-327

Satish Kumar

What does money and credit tell us about real activity in the United States? pp. 328-347

Bruno Albuquerque, Ursel Baumann and Franz Seitz

Which institutional investors matter for firm survival and performance? pp. 348-373

Grigori Erenburg, Janet Smith and Richard Smith

Hedging inflation with individual US stocks: A long-run portfolio analysis pp. 374-392

Georgios Bampinas and Theodore Panagiotidis

Portfolio selection with a systematic skewness constraint pp. 393-405

Chonghui Jiang, Yongkai Ma and Yunbi An

Shadow costs of incomplete information and short sales in the valuation of the firm and its assets pp. 406-419

Mondher Bellalah

Foreign entry and the Turkish banking system in 2000s pp. 420-435

Ömür Süer, Haluk Levent and Süleyman Şen

Market integration between conventional and Islamic stock prices pp. 436-457

Jihed Majdoub, Walid Mansour and Jamel Jouini

Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method pp. 458-471

Riadh Aloui and Mohamed Ben Aissa

The impact of individual investor trading on information asymmetry in the Korean stock market pp. 472-484

Chune Young Chung and Kainan Wang