Election predictions are arbitrage-free: response to Taleb
Volume 19, Issue 11, November 2019, Page 1771-1774.
View ArticleA Crisis of Beliefs: Investor Psychology and Financial Fragility
Volume 19, Issue 11, November 2019, Page 1767-1769.
View ArticleRegulation of retail gasoline prices
Publication date: Available online 13 October 2019Source: Finance Research LettersAuthor(s): Martin AngererAbstractThree regulatory frameworks, (i) price changes are allowed only once per day; (ii)...
View ArticleFinancial Literacy and Formal Credit Accessibility: Evidence from Informal...
Publication date: Available online 13 October 2019Source: Finance Research LettersAuthor(s): Nana Xu, Jingye Shi, Zhao Rong, Yan YuanAbstractThere is a sizable informal business sector in emerging...
View ArticleRetail Investor Experience, Asset Learning, and Portfolio Risk-adjusted returns
Publication date: Available online 13 October 2019Source: Finance Research LettersAuthor(s): Sturla Lyngnes FjesmeAbstractIt is well documented in the finance literature that retail investors...
View ArticleRare Disaster Risk and Exchange Rates: An Empirical Investigation of South...
Publication date: Available online 13 October 2019Source: Finance Research LettersAuthor(s): Cheolbeom Park, Suyeon ParkAbstractWe investigate the rare disaster hypothesis. Assuming that news articles...
View ArticleThe impact of China's macroeconomic determinants on commodity prices
Publication date: Available online 13 October 2019Source: Finance Research LettersAuthor(s): Tianding Zhang, Tianwen Du, Jie LiAbstractThis paper explores the relationship between China's macroeconomic...
View ArticleRevisiting the impact of financial depth on growth: A semi-parametric approach
Publication date: Available online 14 October 2019Source: Finance Research LettersAuthor(s): Michael L. Polemis, Thanasis Stengos, Nickolaos G. TzeremesAbstractWe investigate the impact of financial...
View ArticleThe State-owned Capital Gains Handover System and Managerial Agency Cost:...
Publication date: Available online 14 October 2019Source: Finance Research LettersAuthor(s): Huiting Lin, Yurun He, Maolin Wang, Yehua HuangAbstractWe examine the effect of the State-owned Capital...
View ArticleDual Representation of the Cost of Designing a Portfolio Satisfying Multiple...
Volume 26, Issue 3, July 2019, Page 222-256.
View ArticleHigher-order Discretization Methods of Forward-backward SDEs Using...
Volume 26, Issue 3, July 2019, Page 257-292.
View ArticleShort Maturity Forward Start Asian Options in Local Volatility Models
Volume 26, Issue 3, July 2019, Page 187-221.
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