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

2018

• Chauhan, Gaurav Singh & Huseynov, Fariz, 2018, "Corporate financing and target behavior: New tests and evidence," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 840-856, DOI: 10.1016/j.jcorpfin.2016.10.013.
• Borri, Nicola & Reichlin, Pietro, 2018, "The housing cost disease," Journal of Economic Dynamics and Control, Elsevier, volume 87, issue C, pages 106-123, DOI: 10.1016/j.jedc.2017.12.001.
• McNevin, Bruce D. & Nix, Joan, 2018, "The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors," Economic Modelling, Elsevier, volume 68, issue C, pages 570-585, DOI: 10.1016/j.econmod.2017.03.024.
• Pham, Huy Nguyen Anh & Ramiah, Vikash & Moosa, Nisreen & Huynh, Tam & Pham, Nhi, 2018, "The financial effects of Trumpism," Economic Modelling, Elsevier, volume 74, issue C, pages 264-274, DOI: 10.1016/j.econmod.2018.05.020.
• Nam, Jouahn & Wang, Jun & Xing, Cunyu & Zhang, Ge, 2018, "Are hated stocks good investments?," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 19-29, DOI: 10.1016/j.najef.2017.10.001.
• Mietzner, Mark & Molterer, Manuel, 2018, "You might not get what you need: The discrepancy between financial advice and commissions in Germany," Economics Letters, Elsevier, volume 162, issue C, pages 167-170, DOI: 10.1016/j.econlet.2017.11.004.
• Momani, Mohammad Q.M., 2018, "Revisiting Pastor–Stambaugh liquidity factor," Economics Letters, Elsevier, volume 163, issue C, pages 190-192, DOI: 10.1016/j.econlet.2017.12.031.
• Phillip, Andrew & Chan, Jennifer S.K. & Peiris, Shelton, 2018, "A new look at Cryptocurrencies," Economics Letters, Elsevier, volume 163, issue C, pages 6-9, DOI: 10.1016/j.econlet.2017.11.020.
• Van Vliet, Ben, 2018, "An alternative model of Metcalfe’s Law for valuing Bitcoin," Economics Letters, Elsevier, volume 165, issue C, pages 70-72, DOI: 10.1016/j.econlet.2018.02.007.
• Symitsi, Efthymia & Chalvatzis, Konstantinos J., 2018, "Return, volatility and shock spillovers of Bitcoin with energy and technology companies," Economics Letters, Elsevier, volume 170, issue C, pages 127-130, DOI: 10.1016/j.econlet.2018.06.012.
• Goedecke, Jann, 2018, "Contagious loan default," Economics Letters, Elsevier, volume 170, issue C, pages 14-18, DOI: 10.1016/j.econlet.2018.05.028.
• Fry, John, 2018, "Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?," Economics Letters, Elsevier, volume 171, issue C, pages 225-229, DOI: 10.1016/j.econlet.2018.08.008.
• Jahanshahloo, Hossein & Spokeviciute, Laima, 2018, "A modification to the WPC model," Economics Letters, Elsevier, volume 171, issue C, pages 76-78, DOI: 10.1016/j.econlet.2018.07.019.
• Takaishi, Tetsuya & Adachi, Takanori, 2018, "Taylor effect in Bitcoin time series," Economics Letters, Elsevier, volume 172, issue C, pages 5-7, DOI: 10.1016/j.econlet.2018.07.046.
• Hou, Shehong & Niu, Yingjie & Yang, Jinqiang, 2018, "Optimal consumption-portfolio rules with biased beliefs," Economics Letters, Elsevier, volume 173, issue C, pages 152-157, DOI: 10.1016/j.econlet.2018.10.003.
• Chaim, Pedro & Laurini, Márcio P., 2018, "Volatility and return jumps in bitcoin," Economics Letters, Elsevier, volume 173, issue C, pages 158-163, DOI: 10.1016/j.econlet.2018.10.011.
• Grjebine, Thomas & Szczerbowicz, Urszula & Tripier, Fabien, 2018, "Corporate debt structure and economic recoveries," European Economic Review, Elsevier, volume 101, issue C, pages 77-100, DOI: 10.1016/j.euroecorev.2017.09.013.
• Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2018, "A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 143-161, DOI: 10.1016/j.ememar.2017.11.005.
• Cayon, Edgardo & Thorp, Susan & Wu, Eliza, 2018, "Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis," Emerging Markets Review, Elsevier, volume 34, issue C, pages 162-174, DOI: 10.1016/j.ememar.2017.11.006.
• Jian, Zhihong & Wu, Shuai & Zhu, Zhican, 2018, "Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach," Emerging Markets Review, Elsevier, volume 37, issue C, pages 98-113, DOI: 10.1016/j.ememar.2018.06.001.
• Hjalmarsson, Erik, 2018, "Maximal predictability under long-term mean reversion," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 269-282, DOI: 10.1016/j.jempfin.2017.11.006.
• Berg, Kimberly A. & Mark, Nelson C., 2018, "Global macro risks in currency excess returns," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 300-315, DOI: 10.1016/j.jempfin.2017.11.011.
• Dutta, Anupam & Knif, Johan & Kolari, James W. & Pynnonen, Seppo, 2018, "A robust and powerful test of abnormal stock returns in long-horizon event studies," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2018.02.004.
• Cai, Biqing & Cheng, Tingting & Yan, Cheng, 2018, "Time-varying skills (versus luck) in U.S. active mutual funds and hedge funds," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 81-106, DOI: 10.1016/j.jempfin.2018.09.001.
• Hain, Martin & Hess, Julian & Uhrig-Homburg, Marliese, 2018, "Relative value arbitrage in European commodity markets," Energy Economics, Elsevier, volume 69, issue C, pages 140-154, DOI: 10.1016/j.eneco.2017.11.005.
• Qadan, Mahmoud & Nama, Hazar, 2018, "Investor sentiment and the price of oil," Energy Economics, Elsevier, volume 69, issue C, pages 42-58, DOI: 10.1016/j.eneco.2017.10.035.
• Shrestha, Keshab & Subramaniam, Ravichandran & Peranginangin, Yessy & Philip, Sheena Sara Suresh, 2018, "Quantile hedge ratio for energy markets," Energy Economics, Elsevier, volume 71, issue C, pages 253-272, DOI: 10.1016/j.eneco.2018.02.020.
• Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018, "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, volume 74, issue C, pages 813-827, DOI: 10.1016/j.eneco.2018.07.027.
• Birge, John R. & Hortaçsu, Ali & Mercadal, Ignacia & Pavlin, J. Michael, 2018, "Limits to arbitrage in electricity markets: A case study of MISO," Energy Economics, Elsevier, volume 75, issue C, pages 518-533, DOI: 10.1016/j.eneco.2018.08.024.
• Reboredo, Juan C. & Ugolini, Andrea, 2018, "The impact of Twitter sentiment on renewable energy stocks," Energy Economics, Elsevier, volume 76, issue C, pages 153-169, DOI: 10.1016/j.eneco.2018.10.014.
• Singh, Vipul Kumar & Nishant, Shreyank & Kumar, Pawan, 2018, "Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility," Energy Economics, Elsevier, volume 76, issue C, pages 48-63, DOI: 10.1016/j.eneco.2018.09.018.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, volume 118, issue C, pages 182-198, DOI: 10.1016/j.enpol.2018.03.074.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2018, "Risk perception in financial markets: On the flip side," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 184-206, DOI: 10.1016/j.irfa.2018.03.005.
• Lafuente, Juan Ángel & Petit, Nuria & Serrano, Pedro, 2018, "Forecasting multiple-term structures from interbank rates," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 40-56, DOI: 10.1016/j.irfa.2018.02.004.
• Du, Brian & Serrano, Alejandro & Vianna, Andre, 2018, "Institutional development and foreign banks in Chile," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 166-178, DOI: 10.1016/j.irfa.2017.10.001.
• Narayan, S. & Le, T.-H. & Sriananthakumar, S., 2018, "The influence of terrorism risk on stock market integration: Evidence from eight OECD countries," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 247-259, DOI: 10.1016/j.irfa.2018.03.011.
• Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin, 2018, "Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 117-133, DOI: 10.1016/j.irfa.2018.07.005.
• Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018, "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, volume 24, issue C, pages 42-48, DOI: 10.1016/j.frl.2017.06.016.
• Baur, Dirk G. & Dimpfl, Thomas & Kuck, Konstantin, 2018, "Bitcoin, gold and the US dollar – A replication and extension," Finance Research Letters, Elsevier, volume 25, issue C, pages 103-110, DOI: 10.1016/j.frl.2017.10.012.
• Gupta, Rangan & Mwamba, John W. Muteba & Wohar, Mark E., 2018, "The role of partisan conflict in forecasting the U.S. equity premium: A nonparametric approach," Finance Research Letters, Elsevier, volume 25, issue C, pages 131-136, DOI: 10.1016/j.frl.2017.10.023.
• Qian, Ningyu, 2018, "Anti-corruption effects on the credit risk of local financing vehicles and the pricing of Chengtou bonds: Evidence from a quasi-natural experiment in China," Finance Research Letters, Elsevier, volume 26, issue C, pages 162-168, DOI: 10.1016/j.frl.2018.01.001.
• Li, Wenwei & Hommel, Ulrich & Paterlini, Sandra, 2018, "Network topology and systemic risk: Evidence from the Euro Stoxx market," Finance Research Letters, Elsevier, volume 27, issue C, pages 105-112, DOI: 10.1016/j.frl.2018.02.016.
• Tong, Zhuoyuan & Wei, Xu, 2018, "Heterogeneous beliefs and diversification discount," Finance Research Letters, Elsevier, volume 27, issue C, pages 148-153, DOI: 10.1016/j.frl.2018.02.006.
• Ramos-Francia, Manuel & Garcia-Verdu, Santiago, 2018, "Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 172-191, DOI: 10.1016/j.jfs.2017.02.005.
• Díaz, Fernando & Ramírez, Gabriel G. & Liu, Liuling, 2018, "Corporate bond clawbacks as contingent capital for banks," Journal of Financial Stability, Elsevier, volume 37, issue C, pages 11-24, DOI: 10.1016/j.jfs.2018.04.007.
• Guo, Jin, 2018, "Co-movement of international copper prices, China's economic activity, and stock returns: Structural breaks and volatility dynamics," Global Finance Journal, Elsevier, volume 36, issue C, pages 62-77, DOI: 10.1016/j.gfj.2018.01.001.
• Aggarwal, Raj & Goodell, John W., 2018, "Sovereign wealth fund governance and national culture," International Business Review, Elsevier, volume 27, issue 1, pages 78-92, DOI: 10.1016/j.ibusrev.2017.05.007.
• Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2018, "Currency matters: Analyzing international bond portfolios," Journal of International Economics, Elsevier, volume 114, issue C, pages 376-388, DOI: 10.1016/j.jinteco.2018.08.001.
• Cardella, Eric & Kalcheva, Ivalina & Shang, Danjue, 2018, "Financial markets and genetic variation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 64-89, DOI: 10.1016/j.intfin.2017.09.009.
• Stenfors, Alexis, 2018, "Bid-ask spread determination in the FX swap market: Competition, collusion or a convention?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 78-97, DOI: 10.1016/j.intfin.2017.08.001.
• Benkraiem, Ramzi & Lahiani, Amine & Miloudi, Anthony & Shahbaz, Muhammad, 2018, "New insights into the US stock market reactions to energy price shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 56, issue C, pages 169-187, DOI: 10.1016/j.intfin.2018.02.004.
• Evans, Martin D.D., 2018, "Forex trading and the WMR Fix," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 233-247, DOI: 10.1016/j.jbankfin.2017.09.017.
• Baldeaux, Jan & Ignatieva, Katja & Platen, Eckhard, 2018, "Detecting money market bubbles," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 369-379, DOI: 10.1016/j.jbankfin.2017.10.017.
• Hsiao, Yu-Jen & Tsai, Wei-Che, 2018, "Financial literacy and participation in the derivatives markets," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 15-29, DOI: 10.1016/j.jbankfin.2017.11.006.
• Zoia, Maria Grazia & Biffi, Paola & Nicolussi, Federica, 2018, "Value at risk and expected shortfall based on Gram-Charlier-like expansions," Journal of Banking & Finance, Elsevier, volume 93, issue C, pages 92-104, DOI: 10.1016/j.jbankfin.2018.06.001.
• Feng, Zhi-Yuan & Chen, Carl R. & Tseng, Yen-Jung, 2018, "Do capital markets value corporate social responsibility? Evidence from seasoned equity offerings," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 54-74, DOI: 10.1016/j.jbankfin.2018.06.015.
• Green, Rikard & Larsson, Karl & Lunina, Veronika & Nilsson, Birger, 2018, "Cross-commodity news transmission and volatility spillovers in the German energy markets," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 231-243, DOI: 10.1016/j.jbankfin.2017.10.004.
• Maury, Benjamin, 2018, "Sustainable competitive advantage and profitability persistence: Sources versus outcomes for assessing advantage," Journal of Business Research, Elsevier, volume 84, issue C, pages 100-113, DOI: 10.1016/j.jbusres.2017.10.051.
• Corgnet, Brice & Deck, Cary & DeSantis, Mark & Porter, David, 2018, "Information (non)aggregation in markets with costly signal acquisition," Journal of Economic Behavior & Organization, Elsevier, volume 154, issue C, pages 286-320, DOI: 10.1016/j.jebo.2018.08.005.
• Kurmann, André & Rabinovich, Stanislav, 2018, "Dynamic inefficiency in decentralized capital markets," Journal of Economic Theory, Elsevier, volume 173, issue C, pages 231-256, DOI: 10.1016/j.jet.2017.11.003.
• Zhang, Shengxing, 2018, "Liquidity misallocation in an over-the-counter market," Journal of Economic Theory, Elsevier, volume 174, issue C, pages 16-56, DOI: 10.1016/j.jet.2017.11.008.
• Kendall, Chad & Oprea, Ryan, 2018, "Are biased beliefs fit to survive? An experimental test of the market selection hypothesis," Journal of Economic Theory, Elsevier, volume 176, issue C, pages 342-371, DOI: 10.1016/j.jet.2018.04.005.
• Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018, "Belief-free price formation," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 342-365, DOI: 10.1016/j.jfineco.2017.11.004.
• Chen, Yong & Eaton, Gregory W. & Paye, Bradley S., 2018, "Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 48-73, DOI: 10.1016/j.jfineco.2018.05.011.
• Guender, Alfred V, 2018, "Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?," Journal of Macroeconomics, Elsevier, volume 57, issue C, pages 380-399, DOI: 10.1016/j.jmacro.2018.07.003.
• Dahl, Roy Endré & Jonsson, Erlendur, 2018, "Volatility spillover in seafood markets," Journal of Commodity Markets, Elsevier, volume 12, issue C, pages 44-59, DOI: 10.1016/j.jcomm.2017.12.005.
• Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
• Pak, Tae-Young & Babiarz, Patryk, 2018, "Does cognitive aging affect portfolio choice?," Journal of Economic Psychology, Elsevier, volume 66, issue C, pages 1-12, DOI: 10.1016/j.joep.2018.03.001.
• Qureshi, Saba & Rehman, Ijaz Ur & Qureshi, Fiza, 2018, "Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 685-708, DOI: 10.1016/j.jpolmod.2018.02.005.
• Ahmed, Abdullahi D. & Huo, Rui, 2018, "China–Africa financial markets linkages: Volatility and interdependence," Journal of Policy Modeling, Elsevier, volume 40, issue 6, pages 1140-1164, DOI: 10.1016/j.jpolmod.2018.05.002.
• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, volume 76, issue C, pages 1-20, DOI: 10.1016/j.jmateco.2018.01.006.
• Begenau, Juliane & Farboodi, Maryam & Veldkamp, Laura, 2018, "Big data in finance and the growth of large firms," Journal of Monetary Economics, Elsevier, volume 97, issue C, pages 71-87, DOI: 10.1016/j.jmoneco.2018.05.013.
• Routledge, Bryan R., 2018, "Comments on: Big data in finance and the growth of large firms, by Juliane Begenau & Maryam Farboodi & Laura Veldkamp," Journal of Monetary Economics, Elsevier, volume 97, issue C, pages 88-90, DOI: 10.1016/j.jmoneco.2018.05.006.
• Humayun Kabir, M. & Shakur, Shamim, 2018, "Regime-dependent herding behavior in Asian and Latin American stock markets," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 60-78, DOI: 10.1016/j.pacfin.2017.12.002.
• Melia, Adrian & Chan, Howard & Docherty, Paul & Easton, Steve, 2018, "Explanations of cycles in seasoned equity offerings: An examination of the choice between rights issues and private placements," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 16-25, DOI: 10.1016/j.pacfin.2018.02.006.
• Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Naveed & Al-Yahyaee, Khamis Hamed, 2018, "Stock market efficiency: A comparative analysis of Islamic and conventional stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 139-153, DOI: 10.1016/j.physa.2018.02.169.
• Ahmad, Wasim & Rais, Shirin & Shaik, Abdul Rahman, 2018, "Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 14-27, DOI: 10.1016/j.qref.2017.04.012.
• Wasiuzzaman, Shaista, 2018, "Seasonality in the Saudi stock market: The Hajj effect," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 273-281, DOI: 10.1016/j.qref.2017.07.007.
• Riedle, Thorsten, 2018, "Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 308-321, DOI: 10.1016/j.qref.2018.04.001.
• Tao, Qizhi & Wei, Yu & Liu, Jiapeng & Zhang, Ting, 2018, "Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 143-153, DOI: 10.1016/j.iref.2017.08.003.
• Li, Xin & Su, Chi-Wei & Chang, Hsu-Ling & Ma, Ji, 2018, "Do short-term international capital movements play a role in exchange rate and stock price transmission mechanism in China?," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 15-25, DOI: 10.1016/j.iref.2018.02.010.
• Kutan, Ali M. & Shi, Yukun & Wei, Mingzhe & Zhao, Yang, 2018, "Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 183-197, DOI: 10.1016/j.iref.2018.01.003.
• Ilek, Alex & Rozenshtrom, Irit, 2018, "The term premium in a small open economy: A micro-founded approach," International Review of Economics & Finance, Elsevier, volume 57, issue C, pages 333-352, DOI: 10.1016/j.iref.2018.02.002.
• Hood, Matthew & Malik, Farooq, 2018, "Estimating downside risk in stock returns under structural breaks," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 102-112, DOI: 10.1016/j.iref.2018.03.002.
• Benbouzid, Nadia & Mallick, Sushanta & Pilbeam, Keith, 2018, "The housing market and the credit default swap premium in the UK banking sector: A VAR approach," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 1-15, DOI: 10.1016/j.ribaf.2017.01.009.
• Huo, Rui & Ahmed, Abdullahi D., 2018, "Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 135-152, DOI: 10.1016/j.ribaf.2017.07.049.
• Zhu, Yanhui & Fan, Jingwen & Tucker, Jon, 2018, "The impact of monetary policy on gold price dynamics," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 319-331, DOI: 10.1016/j.ribaf.2017.07.100.
• Martinez, Valeria & Tse, Yiuman, 2018, "Intraday price discovery analysis in the foreign exchange market of an emerging economy: Mexico," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 271-284, DOI: 10.1016/j.ribaf.2017.07.159.
• Robinson, Justin & Glean, Adrian & Moore, Winston, 2018, "How does news impact on the stock prices of green firms in emerging markets?," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 446-453, DOI: 10.1016/j.ribaf.2017.07.176.
• Zhang, Shengxing, 2018, "Liquidity misallocation in an over-the-counter market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86800, Mar.
• Bean, Charles R., 2019, "A Review Essay: David Kynaston's Till Time's Last Sand: a history of the Bank of England, 1694-2013," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90516, Dec.
• Nava, Noemi & Di Matteo, Tiziana & Aste, Tomaso, 2018, "Financial time series forecasting using empirical mode decomposition and support vector regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91028, Feb.
• Fricke, Daniel, 2018, "Are specialist funds “special”?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91335, Nov.
• Luigi Guiso & Tullio Jappelli, 2018, "Investment in Financial Information and Portfolio Performance," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1807, revised Jun 2018.
• H Naser & A Rashid, 2018, "Oil Price Shocks and Stock Market Performance in the BRICs: Some Evidence using FAVAR Models," Economic Issues Journal Articles, Economic Issues, volume 23, issue 2, pages 85-108, September.
• Peterson K. Ozili, 2018, "Banking stability determinants in Africa," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 462-483, May, DOI: 10.1108/IJMF-01-2018-0007.
• Pym Manopimoke & Suthawan Prukumpai & Yuthana Sethapramote, 2018, "Dynamic Connectedness in Emerging Asian Equity Markets," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Banking and Finance Issues in Emerging Markets", DOI: 10.1108/S1571-038620180000025004.
• Anwar Halari & Christine Helliar & David M. Power & Nongnuch Tantisantiwong, 2018, "Islamic calendar anomalies: Pakistani practitioners’ perspective," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 10, issue 1, pages 71-84, February, DOI: 10.1108/QRFM-06-2017-0051.
• Stelios Bekiros & Nikolaos Loukeris & Iordanis Eleftheriadis & Gazi Uddin, 2018, "Revisiting the three factor model in light of circular behavioural simultaneities," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 10, issue 3, pages 210-230, July, DOI: 10.1108/RBF-08-2017-0079.
• Renuka Sane, 2018, "Stock Market Trading in the Aftermath of an Accounting Scandal," Working Papers, eSocialSciences, number id:12835, Jun.
• Joao Dionisio Monteiro & Jose Luis Miralles-Quiros & Jose Ramos Pires Manso, 2018, "Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 1, pages 71-98, February.
• Kaiji Chen & Tao Zha, 2018, "Macroeconomic Effects of China's Financial Policies," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-12, Nov, DOI: 10.29338/wp2018-12.
• Ivan T. Ivanov & Tom Zimmermann, 2018, "Claim Dilution in the Municipal Debt Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-011, Feb, DOI: 10.17016/FEDS.2018.011.
• Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Collin Jones & Frank M. Keane & Michael Puglia & Liza Reiderman & Tony Rodrigues & Or Shachar, 2018, "Unlocking the Treasury Market through TRACE," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-09-28-1, Sep, DOI: 10.17016/2380-7172.2251.
• Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Tony Rodrigues & Or Shachar, 2018, "Breaking Down TRACE Volumes Further," FEDS Notes, Board of Governors of the Federal Reserve System (U.S.), number 2018-11-29, Nov, DOI: 10.17016/2380-7172.2299.
• Hengjie Ai & Anmol Bhandari, 2018, "Asset Pricing with Endogenously Uninsurable Tail Risk," Staff Report, Federal Reserve Bank of Minneapolis, number 570, Aug, DOI: 10.21034/sr.570.
• Richard K. Crump & João A. C. Santos, 2018, "Review of New York Fed studies on the effects of post-crisis banking reforms," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 71-90.
• Nicola Cetorelli & James Traina, 2018, "Resolving \\"Too Big to Fail\\"," Liberty Street Economics, Federal Reserve Bank of New York, number 20181002, Oct.
• Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Peter Johansson & Frank M. Keane & Michael Puglia & Anthony P. Rodrigues & Or Shachar, 2018, "Breaking Down TRACE Volumes Further," Liberty Street Economics, Federal Reserve Bank of New York, number 20181129, Nov.
• Sushant Acharya & Keshav Dogra, 2018, "The side effects of safe asset creation," Staff Reports, Federal Reserve Bank of New York, number 842, Mar.
• Onur POLAT, 2018, "The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Eric Hillebrand & Huiyu Huang & Tae-Hwy Lee & Canlin Li, 2018, "Using the Entire Yield Curve in Forecasting Output and Inflation," Econometrics, MDPI, volume 6, issue 3, pages 1-27, August.
• Jayati Sarkar & Subrata Sarkar, 2018, "Bank Ownership, Board Characteristics and Performance: Evidence from Commercial Banks in India," IJFS, MDPI, volume 6, issue 1, pages 1-30, February.
• Tim Leung & Jiao Li & Xin Li, 2018, "Optimal Timing to Trade along a Randomized Brownian Bridge," IJFS, MDPI, volume 6, issue 3, pages 1-23, August.
• Mark J. Jensen & John M. Maheu, 2018, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," JRFM, MDPI, volume 11, issue 3, pages 1-29, September.
• Reda Aboutajdine & Pierre Picard, 2018, "Preliminary Investigations for Better Monitoring: Learning in Repeated Insurance Audits," Risks, MDPI, volume 6, issue 1, pages 1-22, February.
• Frédéric Vrins, 2018, "Sampling the Multivariate Standard Normal Distribution under a Weighted Sum Constraint," Risks, MDPI, volume 6, issue 3, pages 1-13, June.
• Claude Lefèvre & Stéphane Loisel & Muhsin Tamturk & Sergey Utev, 2018, "A Quantum-Type Approach to Non-Life Insurance Risk Modelling," Risks, MDPI, volume 6, issue 3, pages 1-17, September.
• Zhaopeng Chu & Changxin Liu & Gang Li & Kaixuan Guan, 2018, "Sustainable Development of the Economic Circle around Beijing: A View of Regional Economic Disparity," Sustainability, MDPI, volume 10, issue 10, pages 1-17, October.
• Martin D. D. Evans & Peter O'Neill & Dagfinn Rime & Jo Saakvitne, 2018, "Fixing the Fix? Assessing the Effectiveness of the 4pm Fix Benchmark," Working Papers, Georgetown University, Department of Economics, number gueconwpa~18-18-18, Oct.
• Gunther Capelle-Blancard, 2018, "What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03029284, Mar, DOI: 10.1057/s41294-017-0049-x.
• Jean-Marc Bonnisseau & Achis Chery, 2018, "Stability of marketable payoffs with re-trading," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01896592, Sep.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018, "General Equilibrium with Endogenous Trading Constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03326792, Sep, DOI: 10.1371/journal.pone.0203814.
• Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Rania Jammazi, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Post-Print, HAL, number hal-01774528, Jul, DOI: 10.1016/j.enpol.2018.03.074.
• Claude Lefèvre & Stéphane Loisel & Muhsin Tamturk & Sergey Utev, 2018, "A Quantum-Type Approach to Non-Life Insurance Risk Modelling," Post-Print, HAL, number hal-01995767, Sep.
• Thomas Grjebine & Urszula Szczerbowicz & Fabien Tripier, 2018, "Corporate debt structure and economic recoveries," Post-Print, HAL, number hal-02877950, Jan, DOI: 10.1016/j.euroecorev.2017.09.013.
• Gunther Capelle-Blancard, 2018, "What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?," Post-Print, HAL, number hal-03029284, Mar, DOI: 10.1057/s41294-017-0049-x.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency varying beta estimation - a continuous wavelets approach," Post-Print, HAL, number hal-03195193, Oct.
• Jean-Marc Bonnisseau & Achis Chery, 2018, "Stability of marketable payoffs with re-trading," Post-Print, HAL, number halshs-01896592, Sep.
• Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2018, "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Post-Print, HAL, number halshs-01937794, Oct, DOI: 10.1016/j.jebo.2018.08.005.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018, "General Equilibrium with Endogenous Trading Constraints," Post-Print, HAL, number halshs-03326792, Sep, DOI: 10.1371/journal.pone.0203814.
• Sebastián Cea-Echenique & Juan Pablo Torres-Martínez, 2018, "General Equilibrium with Endogenous Trading Constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03326792, Sep, DOI: 10.1371/journal.pone.0203814.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Sciences Po Economics Publications (main), HAL, number hal-03607817, Jan.
• Marwa Talbi & Rihab Bedoui & Christian de Peretti & Lotfi Belkacem, 2020, "Is the role of precious metals as precious as they are? Revisiting the role of precious metals for the G-7 stock markets: A multivariate vine copula and BiVaR approaches," Working Papers, HAL, number hal-01664146, Jul.
• Reda Aboutajdine & Pierre Picard, 2018, "Preliminary investigations for better monitoring. Learning in repeated insurance audits," Working Papers, HAL, number hal-01713420, Feb.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained : Rehypothecation networkd, concentration and systemic effects," Working Papers, HAL, number hal-03607817, Jan.
• Zaid AL-Hawatmah & Osama Samih Shaban, 2018, "Social Accounting & Social Responsibility Reporting In The Jordanian Industrial Companies Listed In Amman Stock Exchange Market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 4, pages 459-471.
• Boško Šego & Tihana Škrinjarić, 2018, "Quantitative Research Of Zagreb Stock Exchange - Literature Overview For The Period From Establishment Until 2018," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 6, pages 655-743.
• German Forero-Laverde, 2018, "A New Indicator for Describing Bull and Bear Markets," Working Papers, European Historical Economics Society (EHES), number 0129, Apr.
• Salman Ahmed Shaikh & Mohd Adib Ismail & Abdul Ghafar Ismail & Shahida Shahimi & Muhammad Hakimi Mohd. Shafiai, 2018, "An Empirical Investigation Of Consumption Behaviour In Selected Oic Countries," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 4, issue 1, pages 101-116, August, DOI: https://doi.org/10.21098/jimf.v4i1..
• Mohamed Asmy Bin Mohd Thas Thaker, 2018, "Modelling SMEs’ Behavioral Intention to Adopt Islamic Crowdfunding-Small and Medium Enterprises (ICSMEs) Model as a Source of Financing in Malaysia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 4, issue 2, pages 293-310, November, DOI: https://doi.org/10.21098/jimf.v4i2..
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• Jane Ihrig & Elizabeth Klee & Canlin Li & Min Wei & Joe Kachovec, 2018, "Expectations about the Federal Reserve’s Balance Sheet and the Term Structure of Interest Rates," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 2, pages 341-391, March.
• Chang Ma & Mr. Fabian Valencia, 2018, "Welfare Gains from Market Insurance: The Case of Mexican Oil Price Risk," IMF Working Papers, International Monetary Fund, number 2018/035, Mar.
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• Yan Zhang, 2018, "China, Japan and the US Stock Markets and the Global Financial Crisis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 1, pages 23-45, March, DOI: 10.1007/s10690-018-9237-6.
• Doha Belimam & Yong Tan & Ghizlane Lakhnati, 2018, "An Empirical Comparison of Asset-Pricing Models in the Shanghai A-Share Exchange Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 3, pages 249-265, September, DOI: 10.1007/s10690-018-9247-4.
• Stephanos Papadamou & Eleftherios Spyromitros & Nikolaos A. Kyriazis, 2018, "Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach," International Economics and Economic Policy, Springer, volume 15, issue 2, pages 353-371, April, DOI: 10.1007/s10368-017-0401-7.
• Tim A. Kroencke & Felix Schindler & Bertram I. Steininger, 2018, "The Anatomy of Public and Private Real Estate Return Premia," The Journal of Real Estate Finance and Economics, Springer, volume 56, issue 3, pages 500-523, April, DOI: 10.1007/s11146-017-9646-8.
• Darío Cestau, 2018, "The political affiliation effect on state credit risk," Public Choice, Springer, volume 175, issue 1, pages 135-154, April, DOI: 10.1007/s11127-018-0519-3.
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• Tatiana Cesaroni, 2018, "Average time to sell a property and credit conditions: evidence from the Italian Housing Market Survey," Working Papers LuissLab, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 18136.
• Erfani, Alireza & Abbasi, Saeed, 2018, "The Effect of Monetary Policy on Regime Changes of Financial Assets," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 3, pages 319-341, July.
• Afshari, zahra & Daraei, Fatemeh, 2018, "The Impact of Central Bank Independence on Stock Market Volatility," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 4, pages 423-441, October.
• Sri Noor Aishah Binti Mohd Salleh & Karren Lee-Hwei Khaw, 2018, "Frequency and Sequence: Convertible Debt Issuance Announcement Effect on Stock Returns," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 1-20.
• Maria Farrugia & Glenn Formosa & Joseph Julian Pace, 2018, "Inflation-linked Bonds: An Introduction," CBM Working Papers, Central Bank of Malta, number WP/05/2018.
• András Fülöp & Zalán Kocsis, 2018, "News- Based Indices on Country Fundamentals: Do They Help Explain Sovereign Credit Spread Fluctuations?," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2018/1.
• Jean-Marc Bonnisseau & Achis Chéry, 2018, "Stability of marketable payoffs with re-trading," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 18024, Sep.
• Martin Eichenbaum & Jonathan A. Parker, 2018, "NBER Macroeconomics Annual 2017, volume 32," NBER Books, National Bureau of Economic Research, Inc, number eich-4.
• Roger Farmer, 2018, "Pricing Assets in a Perpetual Youth Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 24261, Jan.
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• Juliane Begenau & Maryam Farboodi & Laura Veldkamp, 2018, "Big Data in Finance and the Growth of Large Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 24550, Apr.
• George O. Aragon & Rajnish Mehra & Sunil Wahal, 2018, "Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 24575, May.
• Matteo Maggiori & Brent Neiman & Jesse Schreger, 2018, "International Currencies and Capital Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24673, May.
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• Stockhammer, Engelbert & Wildauer, Rafael, 2018, "Expenditure Cascades, Low Interest Rates or Property Booms? Determinants of Household Debt in OECD Countries," Review of Behavioral Economics, now publishers, volume 5, issue 2, pages 85-121, September, DOI: 10.1561/105.00000083.
• Sane, Renuka, 2018, "Stock Market Trading in the Aftermath of an Accounting Scandal," Working Papers, National Institute of Public Finance and Policy, number 18/198, Apr.
• Roger Farmer, 2018, "Pricing Assets in a Perpetual Youth Model," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 485, Jan.
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• Lovre Božina, 2018, "The Effect of Monetary Policy Within the National Economy and Monetary Sovereignty," Occasional Publications, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, chapter 5, "Financije teorija i suvremena pitanja = Finance - theory and contemporary issues".
• Katarína Lučivjanská, 2018, "Is Imperfection Better? Evidence from Predicting Stock and Bond Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 244-270.
• Aleksey Kolokolov & Roberto Renò, 2018, "Efficient Multipowers," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 4, pages 629-659.
• Ricardo J Caballero & Emmanuel Farhi, 2018, "The Safety Trap," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 223-274.
• Briana Chang, 2018, "Adverse Selection and Liquidity Distortion," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 275-306.
• Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2018, "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 852-897.
• Hengjie Ai & Mariano Max Croce & Anthony M Diercks & Kai Li, 2018, "News Shocks and the Production-Based Term Structure of Equity Returns," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2423-2467.
• Boris Cournède & Catherine L. Mann, 2018, "Growth and Inequality Effects of Decades of Financial Transformation in OECD Countries," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 1, pages 3-14, March, DOI: 10.1057/s41294-017-0046-0.
• Gunther Capelle-Blancard, 2018, "What is the Point of (the Hundreds of Thousands of Billions of) Stock Transactions?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 1, pages 15-33, March, DOI: 10.1057/s41294-017-0049-x.