Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
/ / / G11: Portfolio Choice; Investment Decisions
/ / / G12: Asset Pricing; Trading Volume; Bond Interest Rates
/ / / G13: Contingent Pricing; Futures Pricing
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
/ / / G15: International Financial Markets
/ / / G17: Financial Forecasting and Simulation
/ / / G18: Government Policy and Regulation
/ / / G19: Other

2019

• Adrian Buss & Bernard Dumas, 2019, "The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees," Journal of Finance, American Finance Association, volume 74, issue 2, pages 795-844, April, DOI: 10.1111/jofi.12744.
• Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2019, "Brokers and Order Flow Leakage: Evidence from Fire Sales," Journal of Finance, American Finance Association, volume 74, issue 6, pages 2707-2749, December, DOI: 10.1111/jofi.12840.
• Martin D.D. Evans & Dagfinn Rime, 2019, "Microstructure of foreign exchange markets," Working Paper, Norges Bank, number 2019/6, Feb.
• Faidon Kalfaoglou, 2019, "Cryptoassets: potential implications for financial stability," Economic Bulletin, Bank of Greece, issue 50, pages 111-134, December.
• Welfens Paul J.J. & Baier Fabian & Kadiric Samir & Korus Arthur & Xiong Tian, 2019, "EU28 Capital Market Perspectives of a Hard BREXIT: Theory, Empirical Findings and Policy Options," The Economists' Voice, De Gruyter, volume 16, issue 1, pages 1-16, December, DOI: 10.1515/ev-2019-0019.
• Paul J.J. Welfens & Fabian Baier & Samir Kadiric & Arthur Korus & Tian Xiong, 2019, "EU28 Capital Market Perspectives of a Hard BREXIT: Theory, Empirical Findings and Policy Options," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei256, Mar.
• Alves, C. & Toporowski, J., 2019, "Growth of international finance and emerging economies: Elements for alternative approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1930, Mar.
• Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2019, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 3, pages 39-50.
• Gilbert V. Nartea & Harold Glenn A. Valera & Maria Luisa G. Valera, 2019, "Mean Reversion in Asia-Pacific Stock Prices: New Evidence from Quantile Unit Root Tests," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 19/16, Nov.
• Gourinchas, Pierre-Olivier & Rey, Hélène & Sauzet, Maxime, 2019, "The International Monetary and Financial System," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt19n967tz, Aug.
• Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019, "The seniority structure of sovereign debt," CESifo Working Paper Series, CESifo, number 7632.
• Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2019, "Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers, Chapman University, Economic Science Institute, number 19-11.
• Grakolet Arnold Z.Gourène & Pierre Mendy & Gilbert Marie N'gbo Ake, 2019, "Multiple time-scales analysis of global stock markets spillovers effects in African stock markets," International Economics, CEPII research center, issue 157, pages 82-98.
• Alberto Parra Barrios, 2019, "Impacto de las decisiones de política monetaria de la FED en indicadores de la economía colombiana durante el periodo 2007-2015," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 11, issue 1, pages 149-182.
• BOCART Fabian, & HAFNER Christian, & KASPERSHAYA YUlia, & SAGARRA Marti,, 2019, "Investing in superheroes? Comic art as a new alternative investment," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019016, Sep.
• Meyer, Josefin & Reinhart, Carmen & Trebesch, Christoph, 2022, "Sovereign Bonds since Waterloo," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13514, Jan.
• Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019, "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13657, Apr.
• Trebesch, Christoph & Schlegl, Matthias & Wright, Mark, 2019, "The Seniority Structure of Sovereign Debt," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13692, Apr.
• Rey, Hélène & Gourinchas, Pierre-Olivier & Sauzet, Maxime, 2019, "The International Monetary and Financial System," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13714, May.
• ÅžimÅŸek, Alp & Caballero, Ricardo, 2019, "A Model of Fickle Capital Flows and Retrenchment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13819, Jun.
• Croce, Mariano & Nguyen, Thien & Raymond, Steve, 2019, "Persistent Government Debt and Aggregate Risk Distribution," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13922, Aug.
• Chambers, David, 2019, "Commodity Option Pricing Efficiency before Black Scholes Merton," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13975, Sep.
• Bianchi, Francesco & Kind, Thilo & Kung, Howard, 2019, "Threats to Central Bank Independence: High-Frequency Identification with Twitter," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14021, Sep.
• Reichlin, Pietro & Borri, Nicola, 2019, "Optimal Taxation with Homeownership and Wealth Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14144, Nov.
• Weill, Pierre-Olivier & Dugast, Jérôme & Uslu, Semih, 2019, "A Theory of Participation in OTC and Centralized Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14258, Dec.
• Verena Monschang & Bernd Wilfling, 2019, "Sup-ADF-style bubble-detection methods under test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7819, Feb.
• Barnett, William A. & Su, Liting, 2019, "Risk Adjustment Of The Credit-Card Augmented Divisia Monetary Aggregates," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue S1, pages 90-114, September.
• Yao Axel Ehouman, 2019, "Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-19.
• Antonis A Michis, 2019, "The systematic risk of gold at different time-scales," Economics Bulletin, AccessEcon, volume 39, issue 2, pages 1215-1227.
• Euikyu Choi & Wei Du & Michael Malcolm, 2019, "The cost of the travel ban to high-tech firms: An event study," Economics Bulletin, AccessEcon, volume 39, issue 1, pages 64-72.
• Paulo Ferreira & Éder Pereira, 2019, "The impact of the Brexit referendum on British and European Union bank shares: a cross-correlation analysis with national indices," Economics Bulletin, AccessEcon, volume 39, issue 1, pages 335-346.
• Raphaël Chiappini & Yves Jégourel, 2019, "Explaining the role of commodity traders: A theoretical approach," Economics Bulletin, AccessEcon, volume 39, issue 3, pages 2002-2013.
• Jamal Bouoiyour & Refk Selmi & Mark E. Wohar, 2019, "Bitcoin: competitor or complement to gold?," Economics Bulletin, AccessEcon, volume 39, issue 1, pages 186-191.
• Benjamin M. Blau & Ryan J. Whitby, 2019, "The Introduction of Bitcoin Futures: An Examination of Volatility and Potential Spillover Effects," Economics Bulletin, AccessEcon, volume 39, issue 2, pages 1030-1038.
• Abdullah Alqahtani, 2019, "Does U.S. Equity market uncertainty and implied stock market volatility affect the GCC stock markets?," Economics Bulletin, AccessEcon, volume 39, issue 4, pages 2631-2638.
• Jinghan Cai & Jia He & Jibao He & Weili Zhai, 2019, "Individual Investors and R^2," Economics Bulletin, AccessEcon, volume 39, issue 1, pages 159-165.
• Román Ferrer & Syed Jawad Hussain Shahzad & Adrián Maizonada, 2019, "Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis," Economics Bulletin, AccessEcon, volume 39, issue 2, pages 969-981.
• Amélie Charles & Olivier Darné, 2019, "Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks," Economics Bulletin, AccessEcon, volume 39, issue 2, pages 954-968.
• Clark Lundberg, 2019, "Identifying horizon-based heterogeneity in the cross section of portfolio returns," Economics Bulletin, AccessEcon, volume 39, issue 2, pages 1163-1175.
• Benjamin Carl Anderson & Stoyu I Ivanov, 2019, "Study of the impact of the Great Recession on the relation between earnings surprises and stock returns," Economics Bulletin, AccessEcon, volume 39, issue 2, pages 1118-1126.
• Xiaojie Xu, 2019, "Contemporaneous Causal Orderings of CSI300 and Futures Prices through Directed Acyclic Graphs," Economics Bulletin, AccessEcon, volume 39, issue 3, pages 2052-2077.
• Claude Bergeron, 2019, "Recursive preferences, long-run risks, and stock valuation," Economics Bulletin, AccessEcon, volume 39, issue 2, pages 996-1004.
• Ahmed Baig & Nasim Sabah & Drew Winters, 2019, "Have Stock Prices become more Uniformly Distributed?," Economics Bulletin, AccessEcon, volume 39, issue 2, pages 1242-1250.
• Muhammad Imran & Mengyun Wu & Shuibin Gu & Shah Saud & Muhammad Abbas, 2019, "Influence of economic and non-economic factors on firm level equity premium: Evidence from Pakistan," Economics Bulletin, AccessEcon, volume 39, issue 3, pages 1774-1785.
• Antonio Afonso & Joao Tovar Jalles, 2019, "Sovereign Ratings and Finance Ministers' Characteristics," Economics Bulletin, AccessEcon, volume 39, issue 4, pages 2999-3010.
• Pornsit Jiraporn & Mondher Bouattour & Amal Hamrouni & Ali Uyar, 2019, "Does board gender diversity influence dividend policy? Evidence from France," Economics Bulletin, AccessEcon, volume 39, issue 4, pages 2942-2954.
• Mikhail Stolbov, 2019, "Was there a bubble in the ICO market?," Economics Bulletin, AccessEcon, volume 39, issue 4, pages 2448-2456.
• Paulo Vitor Jordão da Gama Silva & Augusto F.C. Neto & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo pinto & Leonardo Lima Gomes, 2019, "Does the cryptocurrency market exhibits feedback trading?," Economics Bulletin, AccessEcon, volume 39, issue 4, pages 2830-2838.
• Thomas E. Cone, 2019, "An asset market with backwards price comparative statics," Economics Bulletin, AccessEcon, volume 39, issue 4, pages 2441-2447.
• Baldo, Luca & Coutinho, Cristina & Ligthart, Nick, 2019, "Market reaction to the two-tier system," Economic Bulletin Boxes, European Central Bank, volume 8.
• Grandia, Roel & Hänling, Petra & Russo, Michelina Lo & Aberg, Pontus, 2019, "Availability of high-quality liquid assets and monetary policy operations: an analysis for the euro area," Occasional Paper Series, European Central Bank, number 218, Feb.
• Roncoroni, Alan & Battiston, Stefano & D'Errico, Marco & Hałaj, Grzegorz & Kok, Christoffer, 2019, "Interconnected banks and systemically important exposures," Working Paper Series, European Central Bank, number 2331, Nov.
• Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019, "Reusing Natural Experiments," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-21, Sep.
• Cong, Lin W. & Li, Ye & Wang, Neng, 2019, "Token-Based Platform Finance," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-28, Nov.
• Dilesha Nawadali Rathnayake & Diby Francois Kassi & Pierre Axel Louemb & Gang Sun & Ding Ning, 2019, "Does Corporate Ownership matter for Firm Performance? Evidence from Chinese Stock Exchanges," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 96-107.
• Kalai Lamia & Kasraoui Naziha, 2019, "Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 160-168.
• Chen Chunying & Hsieh Chiunghua, 2019, "Network Attention and Earnings Drift," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 233-236.
• Zouheir Mighri & Majid Ibrahim Alsaggaf, 2019, "Volatility Spillovers among the Cryptocurrency Time Series," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 81-90.
• Jeevita Matadeen, 2019, "Stock Market Development: An Assessment of its Macroeconomic and Institutional Determinants in Mauritius," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 4, pages 197-202.
• Marisa Faggini & Bruna Bruno & Anna Parziale, 2019, "Does Chaos Matter in Financial Time Series Analysis?," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 4, pages 18-24.
• Meskat Ibne Sharif, 2019, "Fundamental Drivers of Capital Structure: Evidence from Publicly Traded Non-financial U.S. Firms," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 6, pages 113-122.
• Zouheir Ahmed Mighri & Majid Ibrahim Alsaggaf, 2019, "Asymmetric Threshold Cointegration and Nonlinear Adjustment between Oil Prices and Financial Stress," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 3, pages 87-105.
• Edgardo Cayon & Natalia Andrea Garzon & Juan Sebastian Perez, 2019, "The Effects of Global, Regional, and Local Macroeconomic Events on the Price of the Colombian Castilla Blend," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 118-123.
• Omay, Tolga & Iren, Perihan, 2019, "Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach," Journal of Asian Economics, Elsevier, volume 60, issue C, pages 85-100, DOI: 10.1016/j.asieco.2018.11.002.
• Kumari, Jyoti, 2019, "Investor sentiment and stock market liquidity: Evidence from an emerging economy," Journal of Behavioral and Experimental Finance, Elsevier, volume 23, issue C, pages 166-180, DOI: 10.1016/j.jbef.2019.07.002.
• Alhomaidi, Asem & Hassan, M. Kabir & Hippler, William J. & Mamun, Abdullah, 2019, "The impact of religious certification on market segmentation and investor recognition," Journal of Corporate Finance, Elsevier, volume 55, issue C, pages 28-48, DOI: 10.1016/j.jcorpfin.2018.08.012.
• Goergen, Marc & Chahine, Salim & Wood, Geoffrey & Brewster, Chris, 2019, "The relationship between public listing, context, multi-nationality and internal CSR," Journal of Corporate Finance, Elsevier, volume 57, issue C, pages 122-141, DOI: 10.1016/j.jcorpfin.2017.11.008.
• Akhtar, Shumi & Akhtar, Farida & John, Kose & Wong, Su-Wen, 2019, "Multinationals' tax evasion: A financial and governance perspective," Journal of Corporate Finance, Elsevier, volume 57, issue C, pages 35-62, DOI: 10.1016/j.jcorpfin.2017.11.009.
• Hegde, Shantaram P. & Mishra, Dev R., 2019, "Married CEOs and corporate social responsibility," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 226-246, DOI: 10.1016/j.jcorpfin.2019.05.003.
• Li, Zhichuan & Minor, Dylan B. & Wang, Jun & Yu, Chong, 2019, "A learning curve of the market: Chasing alpha of socially responsible firms," Journal of Economic Dynamics and Control, Elsevier, volume 109, issue C, DOI: 10.1016/j.jedc.2019.103772.
• Liu, Yi & Liu, Huifang & Zhang, Lei, 2019, "Modeling and forecasting return jumps using realized variation measures," Economic Modelling, Elsevier, volume 76, issue C, pages 63-80, DOI: 10.1016/j.econmod.2018.07.020.
• Chundakkadan, Radeef & Sasidharan, Subash, 2019, "Liquidity pull-back and predictability of government security yield volatility," Economic Modelling, Elsevier, volume 77, issue C, pages 124-132, DOI: 10.1016/j.econmod.2018.07.018.
• Fenech, Jean-Pierre & Vosgha, Hamed, 2019, "Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models," Economic Modelling, Elsevier, volume 77, issue C, pages 81-91, DOI: 10.1016/j.econmod.2018.09.009.
• Apostolou, Apostolos & Beirne, John, 2019, "Volatility spillovers of unconventional monetary policy to emerging market economies," Economic Modelling, Elsevier, volume 79, issue C, pages 118-129, DOI: 10.1016/j.econmod.2018.10.006.
• Fall, Malick & Louhichi, Waël & Viviani, Jean Laurent, 2019, "Empirical tests on the asset pricing model with liquidity risk: An unobserved components approach," Economic Modelling, Elsevier, volume 80, issue C, pages 75-86, DOI: 10.1016/j.econmod.2018.06.008.
• Cavallaro, Eleonora & Cutrini, Eleonora, 2019, "Distance and beyond: What drives financial flows to emerging economies?," Economic Modelling, Elsevier, volume 81, issue C, pages 533-550, DOI: 10.1016/j.econmod.2018.06.001.
• Rao, Lanlan & Zhou, Liyun, 2019, "The role of stock price synchronicity on the return-sentiment relation," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 119-131, DOI: 10.1016/j.najef.2018.12.008.
• Philippas, Dionisis & Papadamou, Stephanos & Tomuleasa, Iuliana, 2019, "The role of leverage in quantitative easing decisions: Evidence from the UK," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 308-324, DOI: 10.1016/j.najef.2018.04.014.
• Krause, Timothy A., 2019, "Hedge fund returns and uncertainty," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 597-601, DOI: 10.1016/j.najef.2018.06.011.
• Rao, Lanlan & Zhou, Liyun, 2019, "Crash risk, institutional investors and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100987.
• Ben Omrane, Walid & Savaser, Tanseli & Welch, Robert & Zhou, Xinyao, 2019, "Time-varying effects of macroeconomic news on euro-dollar returns," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101001.
• Borri, Nicola, 2019, "Redenomination-risk spillovers in the Eurozone," Economics Letters, Elsevier, volume 174, issue C, pages 173-178, DOI: 10.1016/j.econlet.2018.11.013.
• Kapar, Burcu & Olmo, Jose, 2019, "An analysis of price discovery between Bitcoin futures and spot markets," Economics Letters, Elsevier, volume 174, issue C, pages 62-64, DOI: 10.1016/j.econlet.2018.10.031.
• Levich, Richard & Conlon, Thomas & Potì, Valerio, 2019, "Measuring excess-predictability of asset returns and market efficiency over time," Economics Letters, Elsevier, volume 175, issue C, pages 92-96, DOI: 10.1016/j.econlet.2018.12.022.
• Platanakis, Emmanouil & Urquhart, Andrew, 2019, "Portfolio management with cryptocurrencies: The role of estimation risk," Economics Letters, Elsevier, volume 177, issue C, pages 76-80, DOI: 10.1016/j.econlet.2019.01.019.
• Grobys, Klaus & Sapkota, Niranjan, 2019, "Cryptocurrencies and momentum," Economics Letters, Elsevier, volume 180, issue C, pages 6-10, DOI: 10.1016/j.econlet.2019.03.028.
• Leone, Vitor & Kwabi, Frank, 2019, "High frequency trading, price discovery and market efficiency in the FTSE100," Economics Letters, Elsevier, volume 181, issue C, pages 174-177, DOI: 10.1016/j.econlet.2019.05.022.
• Liu, Enmeng & Liu, Jiapeng & Qiu, Hong & Wang, Jia, 2019, "Treasury bill auctions: Do bidders’ cost of funds and winning probability matter?," Economics Letters, Elsevier, volume 182, issue C, pages 101-104, DOI: 10.1016/j.econlet.2019.06.014.
• Pelster, Matthias & Breitmayer, Bastian & Hasso, Tim, 2019, "Are cryptocurrency traders pioneers or just risk-seekers? Evidence from brokerage accounts," Economics Letters, Elsevier, volume 182, issue C, pages 98-100, DOI: 10.1016/j.econlet.2019.06.013.
• Anagnostidis, Panagiotis & Papachristou, George & Varsakelis, Christos, 2019, "Market quality and dark trading in the post MiFID II era: What have we learned so far?," Economics Letters, Elsevier, volume 184, issue C, DOI: 10.1016/j.econlet.2019.108630.
• Breitmayer, Bastian & Hasso, Tim & Pelster, Matthias, 2019, "Culture and the disposition effect," Economics Letters, Elsevier, volume 184, issue C, DOI: 10.1016/j.econlet.2019.108653.
• Kurbucz, Marcell Tamás, 2019, "Predicting the price of Bitcoin by the most frequent edges of its transaction network," Economics Letters, Elsevier, volume 184, issue C, DOI: 10.1016/j.econlet.2019.108655.
• Katsiampa, Paraskevi & Moutsianas, Konstantinos & Urquhart, Andrew, 2019, "Information demand and cryptocurrency market activity," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108714.
• Hong, Harrison & Li, Frank Weikai & Xu, Jiangmin, 2019, "Climate risks and market efficiency," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 265-281, DOI: 10.1016/j.jeconom.2018.09.015.
• Hadhri, Sinda & Ftiti, Zied, 2019, "Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100699.
• Cukierman, Alex, 2019, "A retrospective on the subprime crisis and its aftermath ten years after Lehman’s collapse," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100713.
• Figlioli, Bruno & Lima, Fabiano Guasti, 2019, "Stock pricing in Latin America: The synchronicity effect," Emerging Markets Review, Elsevier, volume 39, issue C, pages 1-17, DOI: 10.1016/j.ememar.2019.03.002.
• Sane, Renuka, 2019, "Stock market trading in the aftermath of an accounting scandal," Emerging Markets Review, Elsevier, volume 40, issue C, pages 1-1, DOI: 10.1016/j.ememar.2019.100627.
• Branger, Nicole & Lučivjanská, Katarína & Weissensteiner, Alex, 2019, "Optimal granularity for portfolio choice," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 125-146, DOI: 10.1016/j.jempfin.2019.01.005.
• Ren, Yu & Tu, Yundong & Yi, Yanping, 2019, "Balanced predictive regressions," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 118-142, DOI: 10.1016/j.jempfin.2019.09.001.
• Wu, Ying, 2019, "Asset pricing with extreme liquidity risk," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 143-165, DOI: 10.1016/j.jempfin.2019.09.002.
• Li, Bingxin, 2019, "Pricing dynamics of natural gas futures," Energy Economics, Elsevier, volume 78, issue C, pages 91-108, DOI: 10.1016/j.eneco.2018.10.024.
• Singh, Vipul Kumar & Kumar, Pawan & Nishant, Shreyank, 2019, "Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective," Energy Economics, Elsevier, volume 80, issue C, pages 321-335, DOI: 10.1016/j.eneco.2019.01.005.
• Chuffart, Thomas & Hooper, Emma, 2019, "An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela," Energy Economics, Elsevier, volume 80, issue C, pages 904-916, DOI: 10.1016/j.eneco.2019.02.003.
• Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2019, "Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis," Energy Economics, Elsevier, volume 80, issue C, pages 950-969, DOI: 10.1016/j.eneco.2019.02.016.
• Aromi, Daniel & Clements, Adam, 2019, "Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil," Energy Economics, Elsevier, volume 81, issue C, pages 187-196, DOI: 10.1016/j.eneco.2019.03.018.
• Pham, Linh, 2019, "Do all clean energy stocks respond homogeneously to oil price?," Energy Economics, Elsevier, volume 81, issue C, pages 355-379, DOI: 10.1016/j.eneco.2019.04.010.
• Balli, Faruk & Naeem, Muhammad Abubakr & Shahzad, Syed Jawad Hussain & de Bruin, Anne, 2019, "Spillover network of commodity uncertainties," Energy Economics, Elsevier, volume 81, issue C, pages 914-927, DOI: 10.1016/j.eneco.2019.06.001.
• Soini, Vesa & Lorentzen, Sindre, 2019, "Option prices and implied volatility in the crude oil market," Energy Economics, Elsevier, volume 83, issue C, pages 515-539, DOI: 10.1016/j.eneco.2019.07.011.
• Malik, Farooq & Umar, Zaghum, 2019, "Dynamic connectedness of oil price shocks and exchange rates," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104501.
• Lin, Boqiang & Xu, Bin, 2019, "How to effectively stabilize China's commodity price fluctuations?," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104544.
• Ghadhab, Imen, 2019, "Does cross-listing in the US mitigate stock crash risk? International evidence," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 186-197, DOI: 10.1016/j.irfa.2019.04.007.
• Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2019, "Review of new trends in the literature on factor models and mutual fund performance," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 344-354, DOI: 10.1016/j.irfa.2018.12.012.
• Shah, Imran Hussain & Schmidt-Fischer, Francesca & Malki, Issam & Hatfield, Richard, 2019, "A structural break approach to analysing the impact of the QE portfolio balance channel on the US stock market," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 204-220, DOI: 10.1016/j.irfa.2019.05.010.
• Arnerić, Josip & Matković, Mario & Sorić, Petar, 2019, "Comparison of range-based volatility estimators against integrated volatility in European emerging markets," Finance Research Letters, Elsevier, volume 28, issue C, pages 118-124, DOI: 10.1016/j.frl.2018.04.013.
• Kucheev, Yury O. & Sorensson, Tomas, 2019, "The seasonality in sell-side analysts’ recommendations," Finance Research Letters, Elsevier, volume 29, issue C, pages 162-168, DOI: 10.1016/j.frl.2018.07.001.
• Ardia, David & Bluteau, Keven & Rüede, Maxime, 2019, "Regime changes in Bitcoin GARCH volatility dynamics," Finance Research Letters, Elsevier, volume 29, issue C, pages 266-271, DOI: 10.1016/j.frl.2018.08.009.
• Restocchi, Valerio & McGroarty, Frank & Gerding, Enrico, 2019, "The temporal evolution of mispricing in prediction markets," Finance Research Letters, Elsevier, volume 29, issue C, pages 303-307, DOI: 10.1016/j.frl.2018.08.003.
• Xu, Yuewu & Yao, Xiangkun, 2019, "Extending the Hansen–Jagannathan distance measure of model misspecification," Finance Research Letters, Elsevier, volume 29, issue C, pages 384-392, DOI: 10.1016/j.frl.2018.09.006.
• Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian, 2019, "Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis," Finance Research Letters, Elsevier, volume 29, issue C, pages 68-74, DOI: 10.1016/j.frl.2019.03.009.
• Troster, Victor & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Macedo, Demian Nicolás, 2019, "Bitcoin returns and risk: A general GARCH and GAS analysis," Finance Research Letters, Elsevier, volume 30, issue C, pages 187-193, DOI: 10.1016/j.frl.2018.09.014.
• Katsiampa, Paraskevi, 2019, "Volatility co-movement between Bitcoin and Ether," Finance Research Letters, Elsevier, volume 30, issue C, pages 221-227, DOI: 10.1016/j.frl.2018.10.005.
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