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Journal of Economics and Finance OnlineFirst articles

08-09-2021

An empirical test for bubbles in cryptocurrency markets

In an asset market without bubbles, meaning the strong efficient markets hypothesis is satisfied, the price and dividend should be cointegrated. However, standard unit root tests have low power against a class of Periodically Collapsing Rational …

28-08-2021

Multifrequency network for SADC exchange rate markets using EEMD-based DCCA

We used the detrended cross-correlation analysis (DCCA) method based on ensemble empirical mode decomposition (EEMD) to study the dynamic interdependence structure of daily domestic currency to US dollar exchange rates of 15 Southern African …

05-08-2021

Fuelling fire sales? Prudential regulation and crises: evidence from the Italian market

The ECB announcement to reduce capital requirements for market risk to smooth pro-cyclicality, published in April 2020, is a good starting point to discuss the impact of regulation on individual banks on the stability of the whole banking and …

30-06-2021

The impact of policy uncertainty on the M&A exit of startup firms

This paper examines how economic policy uncertainty impacts the likelihood of mergers and acquisitions as an exit route for startups. Our results show that an increase in policy uncertainty reduces the likelihood of mergers and acquisitions in …

28-06-2021

Anatomy of intraday volatility at the Chilean stock exchange

This is the first study, to our best knowledge, that investigates the intraday volatility characteristics of the Santiago Stock Exchange. The Chilean Stock market has grown consistently over the last 40 years and is now the second largest equity …

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The Journal of Economics and Finance is the official journal of the Academy of Economics and Finance. It publishes theoretical and empirical research papers in economics and finance and related fields, such as decision sciences, marketing and accounting. Its primary focus is on empirical studies with an emphasis on the policy relevance of the findings.

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