Optimal margin requirement
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Edina Berlinger, Barbara Dömötör, Ferenc IllésAbstractWe investigate the optimal level of margin requirement in...
View ArticleNeighbors matter: Geographical distance and trade timing in the stock market
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): KÈ©stutis Baltakys, Margarita BaltakienÄ, Hannu Kärkkäinen, Juho KanniainenAbstractThe starting point of this...
View ArticleThe day of the week effect in the cryptocurrency market
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Guglielmo Maria Caporale, Alex PlastunAbstractThis paper examines the day of the week effect in the cryptocurrency...
View ArticleDoes government support promote SME tax payments? New evidence from Vietnam
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Vu Van Huong, Ly Kim CuongAbstractThis paper examines whether governments can benefit from their support for firms...
View ArticleThe policy uncertainty and market volatility puzzle: Evidence from wavelet...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Aviral Kumar Tiwari, R.K. Jana, David RoubaudAbstractThis article communicates a new dimension on the relationship...
View ArticleAsset quality, debt maturity, and market liquidity
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Yaxian Gong, Xu WeiAbstractWe construct a model that endogenizes both the debt maturity choices of financial...
View ArticleShort and long-term interest rate risk: The sovereign balance-sheet nexus
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): António Afonso, José AlvesAbstractWe compute stock-flow adjustments (SFA) using sovereign balance sheet...
View ArticleDoes religion affect cross-border acquisitions? Tales from developed and...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): R. Shyaam Prasadh, M. ThenmozhiAbstractThis article examines how religious distance and religious freedom influence...
View ArticleFinancial flows, global interest rates, and political integration
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Jun NagayasuAbstractThis paper empirically analyzes international financial flows using data from 2000 to 2016....
View ArticleAn empirical analysis of the Adaptive Market Hypothesis with calendar...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Xiong Xiong, Yongqiang Meng, Xiao Li, Dehua ShenAbstractAdaptive Market Hypothesis (AMH) claims that the degree of...
View ArticleDoes the shareholding network affect bank's risk-taking behavior? An...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Bing Li, Changhong Li, Li WangAbstractThe shareholding network provides a new paradigm to describe the relations...
View ArticleInstitutional environment and financing costs: Evidence from venture capital...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Qing Liang, Christopher Gan, Zhaohua LiAbstractThis study examines the financing cost enterprises confront when...
View ArticleMicrofinance institutions and the provision of mobile financial services:...
Publication date: December 2019Source: Finance Research Letters, Volume 31Author(s): Gregor Dorfleitner, Quynh Anh Nguyen, Michaela RöheAbstractThis study empirically investigates the factors driving...
View ArticleHaze, 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 Article