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Outputs (971)

Deposit Competition and Mortgage Securitization (2024)
Journal Article
Mcgowan, D., Nguyen, H., & Schaeck, K. (in press). Deposit Competition and Mortgage Securitization. Journal of Money, Credit and Banking,

We study how deposit competition affects a bank's decision to securitize mortgages. Exploiting the state-specific removal of deposit market caps across the US as a source of competition, we find a 7.1 percentage point increase in the probability that... Read More about Deposit Competition and Mortgage Securitization.

The Impact of Geopolitical Risk on Sustainable Markets: A Quantile-Time-Frequency Analysis (2024)
Journal Article
Helmi, M. H., Elsayed, A. H., & Khalfaoui, R. (in press). The Impact of Geopolitical Risk on Sustainable Markets: A Quantile-Time-Frequency Analysis. Finance Research Letters, 64, Article 105380. https://doi.org/10.1016/j.frl.2024.105380

We examine the impact of Geopolitical Risk (GPR) on green, clean, and socially responsible markets by employing the newly proposed Wavelet Quantile Correlation, Cross-quantilogram and Causality-in-quantiles. Unlike earlier studies,... Read More about The Impact of Geopolitical Risk on Sustainable Markets: A Quantile-Time-Frequency Analysis.

Social media sentiment of hydrogen fuel cell vehicles in China: Evidence from artificial intelligence algorithms (2024)
Journal Article
Ye, T., Zhao, S., Lau, C. K. M., & Chau, F. (2024). Social media sentiment of hydrogen fuel cell vehicles in China: Evidence from artificial intelligence algorithms. Energy Economics, 133, 107564. https://doi.org/10.1016/j.eneco.2024.107564

Hydrogen energy is significant in the energy consumption, especially in Hydrogen Fuel Cell Vehicles(HFCVs) market. Social media data is critical for exploring public perceptions of HFCVs. To find hot topics and understand the public sentiment of HFCV... Read More about Social media sentiment of hydrogen fuel cell vehicles in China: Evidence from artificial intelligence algorithms.

Proximity to Bank Headquarters and Branch Efficiency: Evidence from Mortgage Lending (2024)
Journal Article
Lim, I., Nguyen, L. D. D., Nguyen, L., & Wilson, J. O. (2024). Proximity to Bank Headquarters and Branch Efficiency: Evidence from Mortgage Lending. Journal of Money, Credit and Banking, https://doi.org/10.1111/jmcb.13142

We use the staggered introduction of new flight routes to identify reductions in travel time between banks’ headquarters and branches to examine their effects on branch outputs and efficiency. Reductions in headquarters–branch travel time increases b... Read More about Proximity to Bank Headquarters and Branch Efficiency: Evidence from Mortgage Lending.

How suitable are equity release mortgages as investments for pension funds? (2024)
Journal Article
Buckner, D., Dowd, K., & Hulley, H. (2024). How suitable are equity release mortgages as investments for pension funds?. Geneva Papers on Risk and Insurance - Issues and Practice, 49(2), 259-269. https://doi.org/10.1057/s41288-024-00316-1

This article examines the claim that equity release mortgages, the U.K. equivalent of reverse mortgages in the U.S., are suitable investments for pension funds. We present valuation, stress test and scenario analysis results that suggest that equity... Read More about How suitable are equity release mortgages as investments for pension funds?.

Numerological Superstitions and Market-Wide Herding: Evidence from China   (2024)
Journal Article
Cui, Y., Gavriilidis, K., Gebka, B., & Kallinterakis, V. (2024). Numerological Superstitions and Market-Wide Herding: Evidence from China  . International Review of Financial Analysis, 93, Article 103199

We empirically investigate the effect of traditional Chinese numerological superstitions over market-wide herding in the Shanghai and Shenzhen stock exchanges for the 2000–2020 period, based on a classification of stocks as lucky/unlucky contingent o... Read More about Numerological Superstitions and Market-Wide Herding: Evidence from China  .

A model of managerial compensation, firm leverage and credit stimulus (2024)
Journal Article
Chakraborti, R., Dahiya, S., Ge, L., & Gete, P. (2024). A model of managerial compensation, firm leverage and credit stimulus. Journal of Financial Stability, 72, Article 101248. https://doi.org/10.1016/j.jfs.2024.101248

We study a model in which leverage and compensation are both choice variables for the firm and borrowing spreads are endogenous. First, we analyze the correlation between leverage and variable compensation. We show that allowing for... Read More about A model of managerial compensation, firm leverage and credit stimulus.

Do young CEOs matter for corporate digital transformation? (2024)
Journal Article
Zou, Z., Fu, J., Zeng, Y., & Huang, Y. (2024). Do young CEOs matter for corporate digital transformation?. Economics Letters, 237, Article 111636. https://doi.org/10.1016/j.econlet.2024.111636

This paper investigates the empirical relation between CEO age and corporate digital transformation. Using a sample of Chinese listed firms between 2007 and 2022, we find that younger CEOs exhibit a higher propensity to engage in di... Read More about Do young CEOs matter for corporate digital transformation?.

How are texts analyzed in blockchain research? A systematic literature review (2024)
Journal Article
Zhuo, X., Irresberger, F., & Bostandzic, D. (2024). How are texts analyzed in blockchain research? A systematic literature review. Financial Innovation, 10(1), Article 60. https://doi.org/10.1186/s40854-023-00501-6

This paper provides a systematic literature review of text analysis methodologies used in blockchain-related research to comprehend and synthesize existing studies across disciplines and define future research directions. We summarize the research sc... Read More about How are texts analyzed in blockchain research? A systematic literature review.