Accepted Papers

List of Accepted Papers (updated every week in no particular order)

Long Memory Volatility Dependencies: New Evidence from Seven Countries
Sónia R. Bentes (ISCAL, Portugal)

Determinants of Corporate Investment: Theory and Evidence on the Investment Effect of Corporate Taxes
Ted Azarmi (University of Tuebingen, Germany), Carolin Schmidt (University of Tuebingen, Germany)

Underpricing of IPOs and Provincial Economic Development: Evidence from China
Jianlei Liu (Capital University of Economics and Business, China), Konari Uchida (Kyushu University, Japan)

How do Sovereign Wealth Funds Pay their Firm Executives?
Bader Alhashel (Kuwait University), Sulaiman Albader (University of Illinois, USA)

The Impact of Country-level Characteristics on Cross-border Merger and Acquisition Premiums
Min Maung (University of Saskatchewan, Canada), Myles Shedden (University of Saskatchewan, Canada), Craig Wilson (University of Saskatchewan, Canada), Yuan Wang (University of Manitoba, Canada)

Peer Effects among Financial Analysts
Thuc Truc Do (Nanyang Technological University, Singapore), Huai Zhang (Nanyang Technological University, Singapore)

Diversification or Specialization? An Analysis of Distance and Collaboration in Loan Syndication Networks
Jian Cai (Washington University, USA), Frederik Eidam (University of Mannheim & ZEW, Germany), Anthony Saunders (Stern School of Business, New York University, USA), Sascha Steffen (University of Mannheim & ZEW, Germany)

Google Search Intensity and its Relationship to the Returns and Trading Volumes of Japanese Startup Stocks
Yuta Adachi (University of Tokyo, Japan), Motoki Masuda (University of Tokyo, Japan), Fumiko Takeda (University of Tokyo, Japan)

Optimal Credit Guarantee Ratio: Evidence from Asia
Naoyuki Yoshino (Keio University, Tokyo, Japan), Farhad Taghizadeh-Hesary (The University of Tokyo, Japan)

IPOs Short and Long Term Performance of MENA Countries
Mohammad S. Al-Shiab (The British University in Dubai, U.A.E.)

The Effects of the Fed’s Quantitative Easing Announcements on the U.S. Mortgage Market: An Event-Study Analysis
Gang Wang (Clemson University, USA)

A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes
Ravi Kashyap (City University of Hong Kong, IHS Markit, Hong Kong)

Can Technical Analysis Generate Superior Returns in Asia-Pacific Securitized Property Markets?
Bader Alhashel (Kuwait University, Kuwait), Fahad Almudhaf (Kuwait University, Kuwait), J. Andrew Hansz (Old Dominion University, USA)

Board Effectiveness: Evidence From Firm Performance & Risk
Vishaal Baulkaran (University of Lethbridge, Canada), Sagar Bhattarai (University of Lethbridge, Canada)

Corruption and Determinants of Fiscal Deficits in Asia Pacific Countries
Nguyen Canh (University of Ecnomics Ho Chi Minh City, Vietnam)

The Factors Influencing the Decision To List On Abu Dhabi Securities Exchange
Aktham I. Maghyereha (United Arab Emirates University, UAE), Basel Awartanib (Plymouth University, UK)

Global Risk Co-Moments And Carry Trade Strategy
Mohammad Reza Tavakoli Baghdadabad (Western Sydney University, Australia), Girijasankar Mallik (Western Sydney University, Australia)

Should Macro-Economic Information Be Released During Trading Breaks in Futures Markets?
Alex Frinoa (The University of Wollongong, Australia), Michael Garciaa (The University of Wollongong, Australia)

Hedging Effectiveness and Price Discovery in the Interest Rate Swap Market
Alex Frinoa (The University of Wollongong, Australia), Michael Garciaa (The University of Wollongong, Australia)

Feedback Trading: Strategies During Day and Night With Global Interconnectedness
Alex Kusen (WHU – Otto Beisheim School of Management, Germany)

Non-Performing Loans in the Euro-area: Are Core-Periphery Banking Markets Fragmented?
Dimitrios Anastasiou (Athens University of Economics and Business, Greece), Helen Louri (Athens University of Economics and Business, Greece), Mike Tsionas (Athens University of Economics and Business, Greece)

Firm Growth and Banking Concentration: Evidence from Euro-Area
Sophia Dimelis (Athens University of Economics and Business, Greece),Ioannis Giotopoulos (University of Peloponnese, Greece),Helen Louri (Athens University of Economics and Business, Greece)

A Systemic Risk Analysis of Global Islamic Equity Markets using Vine Copulas and Delta Covar Modeling
Syed Jawad Hussain Shahzad (Montpellier Business School, France), Jose Arreola Hernandez (Business, Humanities and Social Sciences, Tecnologico de Monterrey, Campus Morelia, Mexico), Stelios Bekiros (Department of Economics, Villa La Fonte, Florence, Italy), Muhammed Shahbaz (Montpellier Business School, France)

Political Uncertainty and Innovation in China
Xunan Feng (Southwestern University of Finance and Economics, China), Anders C. Johansson (Stockholm School of Economics, Sweden)

Housing and Entrepreneurship under Heterogeneous Costs of Default
Felipe Cordova (Central Bank of Chile, Chile)

Do Credit Ratings Have an Effect on Stock Prices?
Rudi Bosman (School of Accounting, Finance & Economics, Waikato Management School, University of Waikato, Hamilton, New Zealand), Krishna Reddy (School of Accounting, Finance & Economics, Waikato Management School, University of Waikato, Hamilton, New Zealand),Nirosha Hewa Wellalage (School of Accounting, Finance & Economics, Waikato Management School, University of Waikato, Hamilton, New Zealand)

Profitability, Capital, and Risk in US Financial Institutions: Commercial versus Savings Banks
Jacob Paroush (Bar-Ilan University, Economics Department, Ramat-Gan, Israel), Ben Z. Schreiber (Bank of Israel and Bar-Ilan University, Israel)

Positive Effects of Basel III on Banking Liquidity Transformation
Laurent Salé (ESCP Europe, Paris, France)

On Reaching for Yield and the Coexistence of Bubbles and Negative Bubbles
Viral Acharya (New York University Stern School of Business, NY, USA),Hassan Naqvi (SKK Graduate School of Business, Sungkyunkwan University,Seoul, Korea)

Ownership Concentration and Bank Stock Price Informativeness
Kun-Li Lin (Department of Finance, Feng Chia University, Taiwan), Anh-Tuan Doan (International School of Business, University of Economics Ho Chi Minh City, Vietnam)

What Drives the Timing of Credit Ratings? Uncovering the Role of Analysts
Kilian R. Dinkelaker (University of St.Gallen, Singapore), Andreas Mattig (University of St.Gallen, Singapore), Stefan Morkoetter (University of St.Gallen, Singapore)

Price Discovery Contribution of Proprietary and Agency Algorithmic Traders
Samarpan Nawn (IIM Calcutta, India), Ashok Banerjee (IIM Calcutta, India)

Shadow Banking in Asia: Foreign versus Domestic Lending to Real Estate Projects
Douglas Cumming (Schulich School of Business, York University, Toronto, Canada), Grant Fleming (Continuity Capital Partners, Australia), Zhangxin (Frank) Liu (University of Western Australia Business School, Australia)

Textual Disclosure in SEC Filings and Litigation Risk
Arup Ganguly (University of Pittsburgh, USA)

Who Decide IPO Withdrawal and When?
Kazuo Yamada (Nagasaki Unievrsity, Japan), Pengda Fan (Kyushu University, Japan)

Secondary Buyouts and the Strategies of PE Investors
Jens Martin (University of Amsterdam, Netherlands), Hanimario Stefanus (SPF Beheer, Netherlands)

Determinants and Impacts of Financial Literacy in Cambodia and Vietnam
Peter J. Morgan (Asian Development Bank Institute, Japan), Long Q. Trinh (Asian Development Bank Institute, Japan)

Contagion and Bond Pricing: The Case of ASEAN Region
Stéphane Goutte (Université Paris 8, Paris, France), Khaled Guesmi (IPAG Business School, France)

Revenue Management: The Use of Order Backlog to Beat Revenue Reporting Benchmarks
Thomas A. Gilliam (IE Business School, Spain), Frank Heflin (University of Georgia, USA), Jeffrey S. Paterson (Florida State University, USA)

Carbon Risk
Maximilian Görgen (University of Augsburg, Germany), Andrea Jacob (University of Augsburg, Germany), Martin Nerlinger (University of Augsburg, Germany), Martin Rohleder (University of Augsburg, Germany), Marco Wilkens (University of Augsburg, Germany)

Bank Loan Renegotiation and Credit Default Swaps
Brian Clark (Rensselaer Polytechnic Institute, USA), James Donato (Rensselaer Polytechnic Institute, USA), Bill Francis (Rensselaer Polytechnic Institute, USA), Thomas Shohfi (Rensselaer Polytechnic Institute, USA)

Are Risk Attitudes Affected by Natural Disasters? Evidence from Professional Investors
Gennaro Bernile (University of Miami, USA), Vineet Bhagwat (University of Oregon, USA), Ambrus Kecskes (York University, Canada), Phuong-Anh Nguyen (York University, Canada)

New Entry Type and its Effect on Liquidity of Banking Group
Kim Cuong Ly (Swansea University, UK), Katsutoshi Shimizu (Nagoya University, Japan)

Regional and Global Liquidity Spillover in Asia
Suraj Kumar (Indian Institute of Technology, India), Krishna Prasanna (Indian Institute of Technology, India)

The Valuation of European Options subject to Counterparty Risk
Raphael Sturn (Eberhard Karls University Tubingen, Germany)

Korean Housing Cycle: its Implications for Risk Management (Factor-augmented VAR Approach)
Kim Myeong Hyeon (National Pension Research Institute & Asian Institute of Corporate Governance, Korea), Doo-Won Bang (Korea Housing & Urban Guarantee Corporation, Korea), Kim Jung Ha (Korea Housing & Urban Guarantee Corporation, Korea)

The Fellowship of LIBOR: A Study of Spurious Interbank Correlations by the Method of Wigner-Ville Function
Peter Lerner (Wenzhou-Kean Business School, China & SciTech Associates, Analytics Group & State College, USA)

The Impact of Government Guarantees on Banks' Wholesale Funding Costs and Risk-taking: Evidence from a Natural Experiment
Thi Mai Luong (University of Technology Sydney, Australia), Russell Pieters (University of Technology Sydney, Australia), Harald Scheule (University of Technology Sydney, Australia), Eliza Wu (University of Sydney, Australia)

A Study of the Effect Audit Committee on Firm Value
Junmao Chiu (Yuan Ze University, Taiwan), Huimin Chung (National Chiao Tung University, Taiwan), Shih-Chang Hung (National Chiao Tung University, Taiwan)

Achieving the Carbon Intensity Target of China: A Least Squares Support Vector Machine with Mixture Kernel Function Approach
Bangzhu Zhu (Jinan University, China), Minxing Jiang (Jinan University, China), Ping Wang (Jinan University, China), Rui Xie (Hunan University, China), Julien Chevallier (IPAG  Business School, France), Yi-Ming Wei (Beijing Institute of Technology, China)

State Ownership and Investment–Cash Flow Relation Case of Vietnamese Listed Firms
Tu Thi Kim Thoa (University of Economics, Vietnam), Nguyen Thi Uyen Uyen (University of Economics, Vietnam)

Regulation, Institutions and Economic Growth in Advanced, Emerging and Developing Countries
Balázs Égert (OECD, France)

What are the Key Elements to Connect Rural Organizations to MIVs?
Laure Radermecker (Université de Mons, Belgium)

The Determinants of Financial Distress in French Farms: Analysts versus Algorithms
Geoffroy Enjolras (Université Grenoble Alpes, France), Philippe Madiès (Université Grenoble Alpes, France)

Credit Misallocation and Economic Growth in Vietnam
Mitsuru Katagiri (International Monetary Fund, USA)

Early Warning Indicators of Systemic Financial Risk in an International Setting
Jeffrey Sheen (Macquarie University, Australia), Stefan Trück (Macquarie University, Australia), Chi Truong (Macquarie University, Australia), Ben Z Wang (Macquarie University, Australia)

On the Trade-off between Optimality and Estimation Risk in Alternatively Weighted Equity Index Strategies
Benedikt Himbert (WHU-Otto Beisheim School of Management, Germany), Julia Kapraun (WHU-Otto Beisheim School of Management, Germany)

Disciplining Mining MNEs' Corporate Social Responsibility Programs through Monitoring by Institutional Investors
Travis Selmier (Indiana University, USA)

The Influence of Human Capital in Credit Risk Management
Christophe Bouteiller (Neoma Business School, France), Ghassen Bouslama (Neoma Business School, France)

Is Leverage a Determinant of Asset Price? Evidence from Real Estate Transaction Data
Daichi Kurashima (Ministry of Justice, Japan), Masashi Mizunaga (Star Mica Corporation, Japan), Kazuhiko Odaki (Nihon University, Japan), Wako Watanabe (Keiko University, Japan)

Who Greases the Wheel? Gender and Corruption in SME's Credit Access
Nirosha Wellalage (University of Waikato, New Zealand)

Effect of Short-Term Debt on Default Risk: Evidence from Pacific Basin Countries
Chih-Wei Wang (National Sun Yat-sen University, Taiwan), Wan-Chien Chiu (University of Glasgow, United Kingdom)

Takeover Pressure and Corporate Diversification
Nguyen Duc Giang (Waseda University, Japan), Nguyen Xuan Hai (The Chinese University of Hong Kong, Hong Kong)

When Multinationals and Global Funds Meet Nationalism: A Case Study of Japanese Investments in China
Julan Du (Chinese University of Hong Kong, Hong Kong), Yifei Zhang (Chinese University of Hong Kong, Hong Kong)

Crowdfunding, Business Angels, Venture Capital: Towards New Trajectories in Startup Financing?
Véronique Bessiere (University of Montpellier, France), Éric Stephany (University of Montpellier, France)

Does Introduction of Foreign Strategic Investors Mitigate Bank Risk-Taking? Evidence from Vietnamese Banking Sector
Sheng-Hung Chen (National Kaohsiung University of Applied Sciences, Taiwan), Song-Zan Chiou-Wei (National Kaohsiung University of Applied Sciences, Taiwan), Ngoc Nguyen (Nanhua University, Taiwan)

Cost Behavior and Bond Yield Spreads
Zili Zhuang (The Chinese University of Hong Kong, Hong Kong)

Global Banking Regulation and Its Impact on Credit Growth - Evidence from Emerging Market
Supriya Katti (Indian Institute of Technology Kanpur, India), Gaurav Seth (Indian Institute of Technology Kanpur, India), B.V. Phani (Indian Institute of Technology Kanpur, India)

How the Chief Digital Officer affects Performances at U.K Commercial Banks
Yu-Jen Hsiao (Taipei Medical University, Taiwan), Te-Chien Lo (National Dong Hwa University, Taiwan), Pei-Ju Chung (National Dong Hwa University, Taiwan)

How Rating Agencies' Decision Impact Stock Markets? A Meta-Analysis
Jérôme Hubler (University of Lorraine, France), Patrice Laroche (University of Lorraine, France), Christine Louargant (University of Lorraine, France), Jean-Noël Ory (University of Lorraine, France)

Bias-corrected estimation for speculative bubbles in stock prices
Robinson Kruse (University of Groningen, Netherlands), Hendrik Kaufmann (Quoniam Asset Management, Germany), Christoph Wegener (IPAG Business School, France)

Prospect Theory Value and Idiosyncratic Volatility: Evidence from Korean Stock Market
Hoang Van Hai (The University of Danang, Vietnam), Cheoljun Eom (Pusan National University, Republic of Korea)

State ownership and Corporate Risk-taking: Empirical Evidence in Vietnam
Tuan Ho (University of Bristol, United Kingdom), Trang Nguyen (University of Bristol, United Kingdom), Duc Nam Phung (University of Economics, Vietnam)

Momentum, Idiosyncratic Volatility and Market Dynamics: Evidence from Asian markets
Muhammad A. Cheema (University of Waikato, New Zealand), Gilbert V. Nartea (University of Canterbury, New Zealand)

The Association among Compensation Committee Quality, Degree of Compensation Information Disclosure Transparency and Excess CEO Pay
Chan Chia-Ying (Yuan Ze University, Taiwan), Phuong Chi Bui (Yuan Ze University, Taiwan)

The Superior of Cointegration in Pair Trading Strategy – An Empirical Study in Stock Exchange of Thailand
Potsirin Banthaokun (NIDA Business School, Thailand), Thuy T. Le (NIDA Business School, Thailand), Quan N. Tran (Vietnam National University, Vietnam)

Net Buying Pressure and Informed Trading in the Options Market: Evidence from Earnings Announcements
Ihsan Badshah (Auckland University of Technology, New Zealand), Hardjo Koerniadi (Auckland University of Technology, New Zealand), James Kolari (Texas A&M University, USA)

Investigating the Interaction between Returns and Order Flow Imbalances: Endogeneity, Intraday Variations, and Macroeconomic News Announcements
Makoto Takahashi (Osaka University, Japan)

Gambling Preference and Board Structure
Kyung Won Park (Korea Advanced Institute of Technology, South Korea), Dong Wook Seo (Korea Advanced Institute of Technology, South Korea)

The Impact of Family Ownership Status on Determinants of Leverage: Empirical Evidence from South East Asia
Hong Nhung Le (Vietnam National University, Vietnam)

The Cross Section Of Equity Option Returns
Zhibin Wang (Bocconi University, Italy)

Dynamics Between Stock Market Return And Fiscal Policy: Evidence From Emerging Asian Economies
Duy-Tung Bui (Université de Bourgogne Franch-Comté, France), Thi-Mai-Hoai Bui (University of Economics, Vietnam), Matthieu Llorca (Université de Bourgogne Franch-Comté, France)

Sukuk, Banking System, and Financial Markets: Rivals or Complements?
Houcem Smaoui (Qatar University, Qatar), Karim Mimouni (Qatar University, Qatar), Akram Temimi (Qatar University, Qatar)

Does Sukuk Market Development Spur Economic Growth?
Houcem Smaoui (Qatar University, Qatar), Salem Nechi (Qatar University, Qatar)

Value, Momentum and Downside risk: Evidence from Australia
Oliver Goy (University of Newcastle, Australia), Md Akhtaruzzaman (Australian Catholic University, Australia), Paul Docherty (Monash University, Australia)

Countercyclical Capital Buffer Options
Shih-Cheng Lee (Yuan Ze University, Taiwan), Huang Po-Hsiang (Tsinghua University, China), Lin Chien-Ting (Deakin University, Australia)

Convertible Bond Issue Announcement Effect in Korea
Hyeong Joon Kim (Korea Advanced Institute of Technology, South Korea), Seung Hun Han (Korea Advanced Institute of Technology, South Korea)

Primary Factors Influencing Stock Market Volatility in the ASEAN5
Natthinee Inphong (Leeds Beckett University, United Kingdom), Junjie Wu (Leeds Beckett University, United Kingdom), Muhammad Ali Nasir (Leeds Beckett University, United Kingdom)

Corporate Governance and Economic Performance of Vietnamese Companies Publicly Listed in Hanoi Stock Exchange
Shin S. Ikeda (Otaru University of Commerce, Japan), Ngoc Tuyet Nguyen (National Graduate Institute for Policy Studies, Japan)

Forecasting and Risk Management in ASEAN Stock Exchanges
Manh Ha Nguyen (University of Nantes, France), Olivier Darne (University of Nantes, France), Thi Hong Hanh Pham (Université de Nantes, France)

The Impact of Corporate Operating News on Underpricing, Abnormal Returns and Volatility around Initial Public Offerings
Yang-Cheng Lu (Ming Chuan University, Taiwan), Yu-Chen Wei (National Kaohsiung First University of Science and Technology, Taiwan), Yen-Ju Hsu (National Taiwan University, Taiwan), Yi-Hung Lee (Ming Chuan University, Taiwan)

Optimal Capital Adequacy Ratios: An Investigation of Vietnamese Commercial Banks
Phuong Anh Nguyen (International University, Vietnam), Bich Le Tran (International University, Vietnam), Michel Simioni (Institut National de la Recherche Agronomique, France)

Trading Restrictions and Supply Effects
Ajai Singh (University of Central Florida, USA), Hideaki Kato (Nagoya University, Japan), Katsushi Suzuki (Hitotsubashi University, Japan)

Flight to Quality or Contagion during US Subprime Crisis: Evidence from Vietnam Financial Markets
Khoa Cuong Phan (University of Economics, Vietnam), Thi Bich Ngoc Tran (University of Economics, Vietnam), Thanh Cong bui (University of Economics, Vietnam)

Economic Significance of Realized Volatility in Energy Commodities
Fei Liu (University of Liverpool, United Kingdom), Athanasios Pantelous (University of Liverpool, United Kingdom), Hans-Jorg von Mettenheim (IPAG Business School, France), Christoph Wegener (IPAG Business School, France)

Momentum in Risk Adjusted Returns
Hans-Jörg Von Mettenheim (IPAG Business School, France), Andreas Karathanasopoulos (University of Dubai, Dubai), Christoph Wegener (IPAG Business School, France)

Exploitable Overnight Momentum in Liquid Stock Markets
Hans-Jörg Von Mettenheim (IPAG Business School, France)

Did the Regulatory Changes of 1999 and 2001 Affect Income Smoothing Behavior of US Banks?
Abdullah Mamun (University of Saskatchewan, Canada), Didarul Alam (University of Saskatchewan, Canada), George Tannous (University of Saskatchewan, Canada)

A Markov-switching Model of Taka/Rupee Exchange Rate: Estimation and Forecasting
Syed Abul Basher (East West University, Bangladesh), Raisa Shafiquddin (East West University, Bangladesh)

Bank Liquidity Management and Bank Capital Shocks
Robert Deyoung (Kansas University, United States), Isabelle Distinguin (University of Limoges, France), Amine Tarazi (University of Limoges, France)

Augmented Distress Risk Factor and Stock Returns on Chinese A-Share Stock Market
Wenting JIAO (University of Rennes, France), Jean-Jacques LILTI (University of Rennes, France)

Does Increasing Controlling Ownership affect Board Independence?
Shashank Bansal (Indian Institute of Technology, India), Thenmozhi M (Indian Institute of Technology, India)

The Cross-sectional Determinants of Jumps in Stock Prices: Evidence from Earnings Announcements
Haigang Zhou (Cleveland State University, United States), Qi Zhu (Fudan University, China)

Product Market Competition and Labor Investment Efficiency
Sabri Boubaker (Groupe ESC Troyes en Champagne & University of Paris Est, France), Syrine Sassi (University of Paris Est, France)

The spillover effects between crude oil and BRIC stock markets: a Copula-POT-CoVaR approach
Zi-sheng Ouyang (Hunan University of Commerce, China), Zhao Li (Hunan University of Commerce, China), Chang-qing Luo (Hunan University of Commerce, China)

Altruism versus Egoism in Investment Decisions
Daniel Brodback (University of Münster, Germany), Nadja Guenster (University of Münster, Germany), David Mezger (KPMG)

Testing performance of an interest rate commission agent banking system
Ameha Tefera Tessema (University of South Africa, South Africa), JW Kruger (University of South Africa, South Africa)

Credit Ratings and Convertible Bond Prices: A Simulation-Based Valuation
Keehwan Park (Ton Duc Thang University, Vietnam), Mookwon Jung (Kookmin University, Korea), Sangki Lee (Kookmin University, Korea)

Stock and Bond Market Assimilation: A Bivariate GARCH with DCC Approach
Wali Ullah (Institute of Business Administration, Pakistan), Arshad Ali (University of Malakand, Pakistan)

Do Local Currency Bond Markets Enhance Financial Stability? Some Empirical Evidence
Donghyun Park (Asian Development Bank, Philippines), Kwanho Shin (Korea University, Korea), Shu Tian (Asian Development Bank, Philippines)

The Fed Put on Stock Returns
Vijay Gondhalekar (Grand Valley State University, USA), Joerg Picard (Grand Valley State University, USA)

Foreign and domestic investments in global bond markets
Donghyun Park (Asian Development Bank, Philippines), Kiyoshi Taniguchi (Asian Development Bank, Philippines), Shu Tian (Asian Development Bank, Philippines)

Re-use of Collateral: Leverage, Volatility, and Welfare
Johannes Brumm (Karlsruhe Institute of Technology, Germany), Felix Kubler (University of Zurich and Swiss Finance Insitute, Switzerland), Michael Grill (European Central Bank, Germany), Karl Schmedders (University of Zurich and Swiss Finance Insitute, Switzerland)

Are Technical Trading Rules Profitable in the Stock Markets of the Middle East and North Africa (MENA)?
Jorg Bley (American University of Sharjah, United Arab Emirates), Mohsen Saad (American University of Sharjah, United Arab Emirates)

Stress tests of the household sector based on microdata from survey and administrative sources
Jaanika Meriküll (Bank of Estonia, Estonia), Tairi Rõõm (Bank of Estonia, Estonia)

The Influence of RMB offshore deposit on Balance of Payments Structure : Empirical Evidence From China
Yinghua Ren (Hunan University, China), Xiaomin Yuan (Hunan University, China), Wanru Zhao (Hunan University, China)

Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH
Stanislas Augier (Ecole des Mines de Saint–Etienne, France), Paul Bui Quang (John von Neumann Institute, Vietnam), Tony Klein (Technische Universität Dresden, Germany), Thomas Walther (Technische Universität Dresden, Germany)

Political connection and firm performance: Empirical evidence from a small, transition economy
Quang Vu (University of Economics Hochiminh City, Vietnam), Thi Phuong Vy Le (University of Economics Hochiminh City, Vietnam), Kimberly Luchtenberg (East Carolina University, USA)

Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach
Mawuli Segnon (University of Münster, Germany), Mark Trede (University of Münster, Germany)

Bank-Insurer-Firm tripartite interconnectedness of credit risk exposures in a cross-shareholding network
Masayasu Kanno (Nihon University, Japan)

The Impact of Corporate Social Responsibility on CEO relative leverage
Kyumin Cho (Korea Advanced Institute of Science and Technology, South Korea), Hyeong Joon Kim (Korea Advanced Institute of Science and Technology, South Korea), Seung Hun Han (Korea Advanced Institute of Science and Technology, South Korea)

The Long Term Stability of The Euro- A Critical Review
Sarkis J. Khoury (University of California, USA), Poorna C. Pa (Glendale Community College, USA)

Interbank Offered Rates in Islamic Countries: Are Islamic Benchmarks Different from Conventional Rates?
Salem Nechi (Qatar University, Qatar), Houcem Smaoui (Qatar University, Qatar)

CEO Turnovers: Transparency of Announcements and the Outperformance Puzzle
Hui Li (LaTrobe University, Australia), Paul Farah (LaTrobe University, Australia), Huong Giang Nguyen (LaTrobe University, Australia)

Survival Analysis of Hedge Funds: Evidence from Asia Pacific Region
Jianguo Chen (Massey University, New Zealand), Martin Young (Massey University, New Zealand), Mui Kuen Yuen (Massey University, New Zealand)

Does Institutional Quality Matter More for Developing Countries to Attract Foreign Direct Investment?
Mamta B Chowdhury (University of Western Sydney, Australia)

Does a higher level of capital ensure lower risk for a bank? Evidence from the Vietnamese Banking System
Nguyen Tien Dung (Quy Nhon University, Vietnam), Nguyen Thi Kim Hien (Quy Nhon University, Vietnam)

A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
Maximilian Adelmann (University of Zurich, Switzerland), Lucio Fernandez-Arjona (University of Zurich, Switzerland), Janos Mayer (University of Zurich, Switzerland), Karl Schmedders (University of Zurich, Switzerland)

Political Corruption and Corporate Cash Holdings
Dong Wook Seo (Korea Advanced Institute of Science and Technology, South Korea), Seung Hun Han (Korea Advanced Institute of Science and Technology, South Korea)

Asset pricing with weighted idiosyncratic risk
Qiyu Wang (Hong Kong Polytechnic University, Hong Kong)

The Impact of CEO Educational Background on Corporate Cash Holdings and Value of Cash Holdings
Seung Hun Han (Korea Advanced Institute of Science and Technology, Korea), Dongwook Seo (Korea Advanced Institute of Science and Technology, Korea), Seongjae Mun (Korea Advanced Institute of Science and Technology, Korea)

IPO Pricing in Japan: The Effect of Initial Price Adjustment on Subsequent Price Formation
Kazuya Matsuo (Tokyo Institute of Technology, Japan)

About Bayes, Black and Litterman
Maximilian Adelmann (University of Zurich, Switzerland),Robert Erbe (University of Zurich, Switzerland)

The Impact of Monetary Policy on Stock Market Liquidity and The Business Cycle in Indonesia
Aldrin Herwany (Universitas Padjadjaran, Indonesia), Yayan Satyakti (Universitas Padjadjaran, Indonesia)

Triptyc knowledge – skills – payroll and business performance: application of an operational model for an accounting rating of the human capital in the area of distribution
Jimmy Feige (University of Reims, France), Jean-Paul Méreaux (University of Reims, France)

Higher Capital Requirements and Bank Lending: Evidence from the Euro Area Experiments
Zymantas Budrys (European University Institute, Italy), Giuseppe Cappelletti (European Central Bank, Germany), Aurea Ponte Marques (European Central Bank, Germany), Paolo Varraso (New York University, USA)

Portfolio Rebalancing and the Transmission of Large-Scale Asset Programs: Evidence from the Euro Area
Ugo Albertazzi (Bank of Italy, Italy), Bo Becker (Stockholm School of Economics, Sweden), Miguel Boucinha (European Central Bank, Germany)

Monetary Policy and Bank Profitability in a Low Interest Rate Environment
Carlo Altavilla (European Central Bank, Germany), Miguel Boucinha (European Central Bank, Germany), José-Luis Peydró (ICREA-UPF, CREI, BGSE, Spain)

LIFO Changes: Impact on Firm Risk
John R. Wingender, Jr. (Creighton University, USA), Thomas A. Shimerda (Creighton University, USA)

A General Form Model of Managerial Incentives and Risk-Taking
Jonathan Fluharty-Jaidee (West Virginia University, USA)

SMEs and green products diversification strategy: The role of stakeholders
Rey Dang (ICN Business School, France), Quang Le Van (Rouen University, France), Manh Hung Nguyen (Toulouse School of Economics, France), Frédéric Teulon (IPAG Business School, France)

Market Power: Does Basel III's Liquidity Regulation Matter?
Khoa Cai (Industrial University of Hochiminh City, Vietnam), Minh Le (Queensland University of Technology, Australia), Hong Vo (International University, Vietnam National University HoChiMinh City, Vietnam), Quy Vo (International University, Vietnam National University HoChiMinh City, Vietnam)

Ownership concentration, corporate risk-taking and performance: Evidence from Vietnamese listed firms
Nam Hoai Tran (University of Economics Ho Chi Minh City, Vietnam), Chi Dat Le (University of Economics Ho Chi Minh City, Vietnam)

Product market competition and debt choice
Syrine SASSI (Université Paris-Est Créteil Val-de-Marne - Paris 12), Sabri Boubaker (École Supérieure de Commerce de Troyes), Walid Saffar (The Hong Kong Polytechnic University)

Enterprise Risk Management and financial performance of EU insurers
Dinh Tri VO (IPAG Business School)

Payout Policies And Stock Liquidity: Empirical Evidence in Vietnam
Nha Bui Duc (Ton Duc Thang University, Vietnam)

Price Impact of Bond Supply Shocks: Evidence from the Eurosystem's Asset Purchase Program
Benoit Nguyen (Banque de France)William Arrata (Banque de France)

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