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

• Abramova, Inna & Core, John & Sutherland, Andrew, 2019, "Institutional Investor Attention and Firm Disclosure," MPRA Paper, University Library of Munich, Germany, number 93665, Apr.
• Ojo, Marianne, 2019, "Avoiding a “No Deal” Scenario: Free Trade Agreements, Citizenship and Economic Rights," MPRA Paper, University Library of Munich, Germany, number 93812, May.
• Fitri Amalia, Rizki, 2019, "Analisis Perbandingan Financial Distresspada Perusahaan Konstruksi Di Bursa Efek Indonesia Tahun 2014 –2018
  [Comparative Analysis Of Financial Distress In Construction Companies In Indonesia Stock Exchange In 2014 –2018]," MPRA Paper, University Library of Munich, Germany, number 93962, Mar, revised 03 Feb 2019.
• evans, Martin, 2019, "Front-Running and Collusion in Forex Trading," MPRA Paper, University Library of Munich, Germany, number 94209, May.
• Khazaei, Ehsan & Jamaledini, Ashkan, 2019, "Optimal Operation of Islanded Microgrid Operation Based on the JAYA Optimization Algorithm," MPRA Paper, University Library of Munich, Germany, number 94279, Jun.
• Das, Mahamitra & Kundu, Srikanta & Sarkar, Nityananda, 2019, "Mean and Volatility Spillovers between REIT and Stocks Returns A STVAR-BTGARCH-M Model," MPRA Paper, University Library of Munich, Germany, number 94707, Jul.
• Firano, Zakaria & Filali adib, Fatine, 2019, "Intersectorial contagion risk in Morocco," MPRA Paper, University Library of Munich, Germany, number 95343, Jul.
• Rodrigues, David & Seruca, Manuel, 2019, "A Novel Practical and Fast Economic Method Based on Nonconvex Quadratic Programming," MPRA Paper, University Library of Munich, Germany, number 95392.
• Ruiz-Buforn, Alba & Alfarano, Simone & Morone, Andrea, 2019, "Welfare effects of public information in a laboratory financial market," MPRA Paper, University Library of Munich, Germany, number 95424, Jul.
• Pierrefeu, Alex, 2019, "Recursive Bands - A New Indicator For Technical Analysis," MPRA Paper, University Library of Munich, Germany, number 95806, Aug.
• Salles, Andre Assis de & Magrath, Raphael Sebastian & Malheiros, Matheus Manzani, 2019, "Determination of Copper Price Expectations in the International Market: Some Important Variables," MPRA Paper, University Library of Munich, Germany, number 95812, Feb, revised 31 Aug 2019.
• Beaumont, Paul & Smallwood, Aaron, 2019, "Conditional Sum of Squares Estimation of Multiple Frequency Long Memory Models," MPRA Paper, University Library of Munich, Germany, number 96314, Sep.
• Bashir, Taqadus & Khalid, Shujaat & Iqbal Khan, Kanwal & Javed, Saman, 2019, "Interest Rate Risk Management by Financial Engineering in Pakistani Non-Financial Firms," MPRA Paper, University Library of Munich, Germany, number 96426, Sep.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Abdulrahman, Alhassan & Syed Abul, Basher & M. Kabir, Hassan, 2019, "Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers," MPRA Paper, University Library of Munich, Germany, number 97080, Nov.
• Tursoy, Turgut, 2019, "Financial Stability and Financial Markets: Case of Turkey," MPRA Paper, University Library of Munich, Germany, number 97147, Nov.
• Matey, Juabin, 2019, "Financial Performance Analysis of Distressed Banks in Ghana: Exploration of Financial Ratios and Z-score," MPRA Paper, University Library of Munich, Germany, number 97282, Nov, revised 28 Nov 2019.
• Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul, 2019, "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," MPRA Paper, University Library of Munich, Germany, number 97338, Dec.
• Muteba Mwamba, John Weirstrass & Mhlophe, Bongani, 2019, "Modelling Asset Correlations of Revolving Loan Defaults in South Africa," MPRA Paper, University Library of Munich, Germany, number 97340, Aug.
• Naape, Baneng, 2019, "An Analysis of the 2008 Global Financial Crisis: Was Quantitative Easing Appropriate?," MPRA Paper, University Library of Munich, Germany, number 97816, Dec.
• Nizar, Muhammad Afdi, 2019, "Baik-Buruk Inovasi Keuangan
  [Financial Innovation : The Good and the Bad Sides]," MPRA Paper, University Library of Munich, Germany, number 97921, Dec.
• Gadelrab, Reda & Ekiz, Erdogan, 2019, "An investigation of key success factors for restaurant operations in Saudi Arabia," MPRA Paper, University Library of Munich, Germany, number 98033, Nov.
• Carolina Alves & Jan Toporowski, 2019, "Growth of international finance and emerging economies: Elements for an alternative approach," PSL Quarterly Review, Economia civile, volume 72, issue 288, pages 3-26.
• António Antunes & Tiago Cavalcanti, 2019, "Tighter Credit and Consumer Bankruptcy Insurance," Working Papers, Banco de Portugal, Economics and Research Department, number w201921.
• Gondo, Rocío, 2019, "Vulnerabilidad financiera y escenarios de riesgo del PBI usando Growth at Risk (GaR)," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 38, pages 81-94.
• Tomy Lee, 2019, "Code and data files for "Latency in Fragmented Markets"," Computer Codes, Review of Economic Dynamics, number 18-287, revised .
• Bruno Biais & Richard Green, 2019, "The Microstructure of the Bond Market in the 20th Century," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 250-271, July, DOI: 10.1016/j.red.2019.01.003.
• Tomy Lee, 2019, "Latency in Fragmented Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 128-153, July, DOI: 10.1016/j.red.2019.04.010.
• Hilary Tinotenda Muguto & Lorraine Rupande & Paul-Francois Muzindutsi, 2019, "Investor sentiment and foreign financial flows: Evidence from South Africa," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 473-498.
• Josip Arneriæ & Mario Matkoviæ, 2019, "Challenges of integrated variance estimation in emerging stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 713-739.
• Tomasz Schabek & Bojana Olgiæ Draženoviæ & Davor Mance, 2019, "Reaction of Zagreb Stock Exchange CROBEX Index to macroeconomic announcements within a high frequency time interval," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 741-758.
• Saji GEORGE & P Srinivasa SURESH, 2019, "Linkage of Size Effect and Behavioral Risk in Indian Equity Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 96-116, September.
• Kriti Kulshrestha & Saumitra N. Bhaduri, 2019, "The Joint Dynamics of Liquidity and Volatility Across Small- and Large- index Indian Funds," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 2_suppl, pages 167-182, August, DOI: 10.1177/0972652719846318.
• Szczepan Urjasz, 2019, "Causal Link Between the Polish Stock Market and Selected Macroeconomic Indicators (Zwiazek przyczynowy miedzy polskim rynkiem akcji i wybranymi wskaznikami makroekonomicznymi)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 17, issue 83, pages 179-196.
• Carl Luft & Jin Man Lee & Jin W. Choi, 2019, "“Chicago Mercantile Exchange Bitcoin Futures: Volatility, Liquidity and Margin”," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 69, issue 3, pages 55-74, July-Sept.
• Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2019, "Volatility-dependent correlations: further evidence of when, where and how," Empirical Economics, Springer, volume 57, issue 2, pages 505-540, August, DOI: 10.1007/s00181-018-1473-0.
• Marinela Adriana Finta & Bart Frijns & Alireza Tourani-Rad, 2019, "Time-varying contemporaneous spillovers during the European Debt Crisis," Empirical Economics, Springer, volume 57, issue 2, pages 423-448, August, DOI: 10.1007/s00181-018-1480-1.
• Matheus Koengkan & Renato Santiago & José Alberto Fuinhas & António Cardoso Marques, 2019, "Does financial openness cause the intensification of environmental degradation? New evidence from Latin American and Caribbean countries," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 21, issue 4, pages 507-532, October, DOI: 10.1007/s10018-019-00240-y.
• Charbel Bassil & Hassan Hamadi & Patrick Mardini, 2019, "Gold and oil prices: stable or unstable long-run relationship," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 57-72, January, DOI: 10.1007/s12197-018-9429-y.
• Brandon C. L. Morris & Jared F. Egginton & Kathleen P. Fuller, 2019, "Return and liquidity response to fraud and sec investigations," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 313-329, April, DOI: 10.1007/s12197-018-9445-y.
• Salman Tahsin & Timothy J. Yeager, 2019, "A residential mortgage bank lending channel during the financial crisis," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 631-656, October, DOI: 10.1007/s12197-018-9457-7.
• Hassan Anjum, 2019, "Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 750-763, October, DOI: 10.1007/s12197-019-09472-w.
• Liyun Zhou & Chunpeng Yang, 2019, "Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 4, pages 859-890, December, DOI: 10.1007/s11403-019-00264-3.
• Johan Knif & Dimitrios Koutmos & Gregory Koutmos, 2019, "Modeling the Risk Dynamics of Hedge Funds," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-3.
• Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019, "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0830.
• John H. Y. Edwards, 2019, "Losers distribution, with applications to financial inclusion: Lightning can strike twice, but it may not strike at all," Working Papers, Tulane University, Department of Economics, number 1905, Apr.
• Irfan Djedovic & Edin Djedovic, 2019, "Risk-Reward Trade Off And Behavior Of Islamic And Conventional Stock Market Indices In Bosnia And Herzegovina," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 17, issue 2, pages 3-13, November.
• ALAM, Md. Shabbir & HUSSEIN, Muawya Ahmed, 2019, "The Impact Of Capital Market On The Economic Growth In Oman," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 2, pages 116-129, June.
• Pera Jacek, 2019, "The Effectiveness of Investing in Stock Exchange Markets in Central and Eastern European Countries with Regard to NYSE2-LSE-HKSE2. a Comparative Risk Analysis," Comparative Economic Research, Paradigm, volume 22, issue 2, pages 121-140, June, DOI: 10.2478/cer-2019-0016.
• Bolek Monika & Gniadkowska-Szymańska Agata, 2019, "Financial Liquidity as a Factor Determining the Economic Condition of Companies on the Capital Market in Relation to Bankruptcy Law in Poland," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 15, issue 1, pages 1-9, March, DOI: 10.2478/fiqf-2019-0001.
• Semih Üslü, 2019, "Pricing and Liquidity in Decentralized Asset Markets," Econometrica, Econometric Society, volume 87, issue 6, pages 2079-2140, November, DOI: 10.3982/ECTA14713.
• Elie Bouri & Luis A. Gil‐Alana & Rangan Gupta & David Roubaud, 2019, "Modelling long memory volatility in the Bitcoin market: Evidence of persistence and structural breaks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 24, issue 1, pages 412-426, January, DOI: 10.1002/ijfe.1670.
• de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019, "OTC discount," Discussion Papers, Deutsche Bundesbank, number 42/2019.
• Khan, Muhammad Salman & Khan, Kanwal Iqbal & Mahmood, Shahid & Sheeraz, Muhammad, 2019, "Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models: An Evidence from Religion Dominant Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 13, issue 1, pages 20-25, DOI: 10.24312/1900148130104.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and herding behaviour in the cryptocurrencies market," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-16.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2019, "Metcalfe's law and log-period power laws in the cryptocurrencies market," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-26, DOI: 10.5018/economics-ejournal.ja.2019-.
• Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019, "The seniority structure of sovereign debt," Kiel Working Papers, Kiel Institute for the World Economy, number 2129.
• Li, Xinjue & Zboňáková, Lenka & Wang, Weining & Härdle, Wolfgang Karl, 2019, "Combining Penalization and Adaption in High Dimension with Application in Bond Risk Premia Forecasting," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-030.
• Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019, "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Research Africa Network Working Papers, Research Africa Network (RAN), number 19/092, Jan.
• Mahdi Mehdi & Seyed Mehdi Hosseini Davarani & Morteza Firuzabadi, 2019, "Financing mechanisms of higher education, Case study universities in Germany," Journal of financial analysis, IJFADaghani, volume 2, issue 1, pages 2-10.
• Daghani Reza & Majdi Faezeh, 2019, "A Review of Ownership and Structure of Holdings Required to provide information for Tehran Stock Exchange," Journal of financial analysis, IJFADaghani, volume 2, issue 2, pages 1-7.
• SadeghianFard Farideh, 2019, "The relationship between employment situation and health condition among Young Adults in Iran Economy," Journal of financial analysis, IJFADaghani, volume 2, issue 2, pages 52-66.
• Asnaashari Hamideh & Moradgholi Hassan, 2019, "The Relationship Between Corporate Risk Taking & Ownership Structure With Emphasize on Legal Environment And Business Groups," Journal of financial analysis, IJFADaghani, volume 2, issue 2, pages 67-87.
• Gastón Silverio Milanesi, 2019, "Estimando probabilidades de default y valor de empresas con Opciones Reales Exóticas Barreras: Estudio del mercado Argentino," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4174, Nov.
• Satish Kumar & Aviral K. Tiwari & Ibrahim D. Raheem & Qiang Ji, 2019, "Dependence risk analysis in energy, agricultural and precious metals commodities: A pair vine copula approach," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 19/092, Jan.
• Biliqees Ayoola Abdulmumin & Oyebola Fatima Etudaiye-Muhtar & Abdulrasaq Taiye Jimoh & Ola Ridwan Sakariyahu, 2019, "An Investigation into the Level of Financial Inclusion in Sub-Saharan Africa," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 66, issue 1, pages 41-63, March.
• Kashif Imran, 2019, "Does Financial Liberalization Stimulate Businesses’ Growth?," Pakistan Journal of Economic Studies, Department of Economics, The Islamia University of Bahawalpur, Pakistan., volume 2, issue 1, pages 99-117, June.
• Abdessamed Khelfaoui, 2019, "The Impact of Global Financial Crisis on Arab Financial Markets Performance," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, volume 1, issue 4, pages 105-119, December, DOI: 10.48100/merj.v1i4.64.
• Aikaterini Bethani & Constantinos G. Chalevas & Christos A. Tzovas, 2019, "Cost of Debt and Corporate Information Transparency Under Economic Depression: The Case of Greek Family-Controlled Firms," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 18, issue 2, pages 173-197, June.
• Yilmaz Kilicaslan & Yesim Ucdogruk Gurel & Gokhan Onder & Zeynep Karal Onder, 2019, "Why Do Turkish Firms Go Abroad to Invest?," EconWorld Working Papers, WERI-World Economic Research Institute, number 19001, Nov, revised Nov 2019, DOI: 10.22440/EconWorld.WP.2019.001.
• Pierre-Olivier Gourinchas & Hélène Rey & Maxime Sauzet, 2019, "The International Monetary and Financial System," Annual Review of Economics, Annual Reviews, volume 11, issue 1, pages 859-893, August, DOI: 10.1146/annurev-economics-080217-05.
• Victor Olkhov, 2019, "Econophysics of Asset Price, Return and Multiple Expectations," Papers, arXiv.org, number 1901.05024, Jan, revised Sep 2020.
• Shuaiqiang Liu & Cornelis W. Oosterlee & Sander M. Bohte, 2019, "Pricing options and computing implied volatilities using neural networks," Papers, arXiv.org, number 1901.08943, Jan, revised Apr 2019.
• Damiano Brigo, 2019, "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers, arXiv.org, number 1904.01889, Apr, revised Aug 2021.
• Giuseppe Pernagallo & Benedetto Torrisi, 2019, "A Theory of Information overload applied to perfectly efficient financial markets," Papers, arXiv.org, number 1904.03726, Apr.
• Alex Garivaltis, 2019, "Nash Bargaining Over Margin Loans to Kelly Gamblers," Papers, arXiv.org, number 1904.06628, Apr, revised Aug 2019.
• Alex Garivaltis, 2019, "The Laws of Motion of the Broker Call Rate in the United States," Papers, arXiv.org, number 1906.00946, Jun, revised Oct 2022.
• Tim Leung & Brian Ward, 2019, "Tracking VIX with VIX Futures: Portfolio Construction and Performance," Papers, arXiv.org, number 1907.00293, Jun.
• Alan Roncoroni & Stefano Battiston & Marco D’Errico & Grzegorz Halaj & Christoffer Kok, 2019, "Interconnected Banks and Systemically Important Exposures," Staff Working Papers, Bank of Canada, number 19-44, Nov, DOI: 10.34989/swp-2019-44.
• Jean-Sébastien Fontaine & Bruno Feunou, 2019, "The Secular Decline of Forecasted Interest Rates," Staff Analytical Notes, Bank of Canada, number 2019-1, Jan, DOI: 10.34989/san-2019-1.
• Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton, 2019, "Price Caps in Canadian Bond Borrowing Markets," Staff Analytical Notes, Bank of Canada, number 2019-2, Jan, DOI: 10.34989/san-2019-2.
• Rohan Arora & Sébastien Betermier & Guillaume Ouellet Leblanc & Adriano Palumbo & Ryan Shotlander, 2019, "Creations and Redemptions in Fixed-Income Exchange-Traded Funds: A Shift from Bonds to Cash," Staff Analytical Notes, Bank of Canada, number 2019-34, Dec, DOI: 10.34989/san-2019-34.
• Rohan Arora & Chen Fan & Guillaume Ouellet Leblanc, 2019, "Liquidity Management of Canadian Corporate Bond Mutual Funds: A Machine Learning Approach," Staff Analytical Notes, Bank of Canada, number 2019-7, DOI: 10.34989/san-2019-7.
• Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019, "Could Canadian Bond Funds Add Stress to the Financial System?," Staff Analytical Notes, Bank of Canada, number 2019-9, DOI: 10.34989/san-2019-9.
• Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019, "Les fonds d’obligations canadiennes peuvent-ils amplifier les tensions subies par le système financier?," Staff Analytical Notes, Bank of Canada, number 2019-9fr, DOI: 10.34989/san-2019-9.
• Michele Loberto, 2019, "Safety traps, liquidity and information-sensitive assets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1216, Apr.
• Alberto Cardaci & Francesco Saraceno, 2019, "Between Scylla And Charybdis: Income Distribution, Consumer Credit, And Business Cycles," Economic Inquiry, Western Economic Association International, volume 57, issue 2, pages 953-971, April, DOI: 10.1111/ecin.12749.
• Daniel Fricke, 2019, "Are specialist funds “special”?," Financial Management, Financial Management Association International, volume 48, issue 2, pages 441-472, June, DOI: 10.1111/fima.12257.
• 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, Centre for Economic Policy Research, number 13514, Jan.
• Maggiori, Matteo & Ströbel, Johannes & Giglio, Stefano & Utkus, Stephen P., 2019, "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers, Centre for Economic Policy Research, number 13657, Apr.
• Trebesch, Christoph & Schlegl, Matthias & Wright, Mark, 2019, "The Seniority Structure of Sovereign Debt," CEPR Discussion Papers, Centre for Economic Policy Research, number 13692, Apr.
• Rey, Hélène & Gourinchas, Pierre-Olivier & Sauzet, Maxime, 2019, "The International Monetary and Financial System," CEPR Discussion Papers, Centre for Economic Policy Research, number 13714, May.
• ÅžimÅŸek, Alp & Caballero, Ricardo, 2019, "A Model of Fickle Capital Flows and Retrenchment," CEPR Discussion Papers, Centre for Economic Policy Research, number 13819, Jun.
• Croce, Mariano & Nguyen, Thien & Raymond, Steve, 2019, "Persistent Government Debt and Aggregate Risk Distribution," CEPR Discussion Papers, Centre for Economic Policy Research, number 13922, Aug.
• Chambers, David, 2019, "Commodity Option Pricing Efficiency before Black Scholes Merton," CEPR Discussion Papers, Centre for Economic Policy Research, number 13975, Sep.
• Bianchi, Francesco & Kind, Thilo & Kung, Howard, 2019, "Threats to Central Bank Independence: High-Frequency Identification with Twitter," CEPR Discussion Papers, Centre for Economic Policy Research, number 14021, Sep.
• Reichlin, Pietro & Borri, Nicola, 2019, "Optimal Taxation with Homeownership and Wealth Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 14144, Nov.
• Weill, Pierre-Olivier & Dugast, Jérôme & Uslu, Semih, 2019, "A Theory of Participation in OTC and Centralized Markets," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• De Santis, Roberto A. & Zimic, Srečko, 2019, "Interest rates and foreign spillovers," Working Paper Series, European Central Bank, number 2221, Jan.
• 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.