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Nepotism vs. intergenerational transmission of human capital in Academia (1088–1800)
We have constructed a comprehensive database that traces the publications of father–son pairs in the premodern academic realm and examined the...
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Are minimum variance portfolios in multi-factor models long in low-beta assets?
Within the one-factor capital asset pricing model (CAPM), the minimum-variance portfolio (MVP) is known to have long positions in those assets of the...
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Performance analysis of hospitals in Australia and its peers: a systematic and critical review
Along with the development of productivity and efficiency analysis techniques, extensive research on the performance of hospitals has been conducted...
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How do underwriting and investment activities affect P&C insurers’ capital adjustments? Evidence from Canada
Using a sample of 83 Canadian property-casualty insurance companies from 1996 to 2010, we examine the impact of underwriting and investment choices...
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Optimal portfolios with anticipating information on the stochastic interest rate
By employing the technique of enlargement of filtrations, we demonstrate how to incorporate information about the future trend of the stochastic...
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Does Optimistic Investor Sentiment Accelerate Taiwan Stock Market Liquidity?
This article explores whether the bullish sentiment of retail and institutional investors increases Taiwan stock market liquidity as measured by the...
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The long-term impact of CEO compensation structure on CEO pay for luck and asymmetry
This study examines the impact of long-term trend of CEO pay structure on CEO pay for luck and the asymmetric benchmarking of CEO pay over a 72-year...
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On the WTI-WCS Oil Price Differential
This paper investigates the relationship between the international oil market and the West Texas Intermediate (WTI)—Western Canadian Select (WCS)...
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Impacts of public disclosure on tax compliance using agent-based modeling
This study examines the impact of public disclosure of tax information on tax compliance using simulation experiments utilizing agent-based modeling....
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On the linkage of momentum and reversal – evidence from the G7 stock markets
This paper studies the linkage of momentum and reversal in the G7 stock markets. We confirm Conrad and Yavuz’s (Rev Financ 21(2):555–581,
2017 )...
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European banking M&As: The role of financial advisors
We investigate the puzzle of banks contracting the services of external advisors for deals they can self-manage and the role of financial advisors in...
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Examining the Dynamics of India’s Major Exchange Rates Using Fourier Nonlinear Quantile Unit Root Test
The paper empirically investigates the validity of Purchasing Power Parity (PPP) hypothesis for India with its 20 major trading partners using the...
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Nonlinearity and nonlinear convergence of inflation rates in the West African Monetary Zone: a way to Monetary Integration
The inflation rate is one key indicator for a group of countries to achieve the harmonization required to establish stable and sustainable monetary...
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Economic openness, institutional quality and economic growth in Nigeria
Economic openness has been argued to be an enabler of growth when supported with appropriate policies. This study investigates the effects of...
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Liquidity Connectedness Among Major Financial Asset Classes: Do Uncertainty Factors Matter?
This paper aims to examine the liquidity connectedness between major asset classes, including cryptocurrencies, oil, gold, stocks, and bonds, over...
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A comparison of cryptocurrency volatility-benchmarking new and mature asset classes
The paper analyzes the cryptocurrency ecosystem at both the aggregate and individual levels to understand the factors that impact future volatility....
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New evidence on the health and employment effects of non-pharmaceutical COVID-19 interventions on workers in the United States
We provide new evidence on the economic and health impacts of government- mandated non-pharmaceutical interventions (NPIs) during the COVID-19...
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Exchange Rate Volatility and Firms’ Export Decisions: Evidence from Exporter Dynamics Database
In this paper, we study the effects of bilateral exchange rate volatility on the extensive margin of export. More specifically, we explore the effect...
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The impact of house prices on banking stability in Vietnam: the moderating role of investor sentiment
This article aims to examine the moderating role of investor sentiment in the impact of house prices on banking stability over the period from 2017...