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

• Bàrbara Llacay & Gilbert Peffer, 2018, "Using realistic trading strategies in an agent-based stock market model," Computational and Mathematical Organization Theory, Springer, volume 24, issue 3, pages 308-350, September, DOI: 10.1007/s10588-017-9258-0.
• P. Lakshmi & M. Thenmozhi, 2018, "Impact of foreign institutional investor trades in Indian equity and debt market: a three-dimensional analysis," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 3, pages 225-233, September, DOI: 10.1007/s40622-018-0183-y.
• Patrick Beissner & Frank Riedel, 2018, "Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty," Finance and Stochastics, Springer, volume 22, issue 3, pages 603-620, July, DOI: 10.1007/s00780-018-0362-x.
• Sanjay Singh & Neeraj Hatekar, 2018, "Macroeconomic shocks and evolution of term structure of interest rate: A dynamic latent factor approach," Indian Economic Review, Springer, volume 53, issue 1, pages 245-262, December, DOI: 10.1007/s41775-018-0019-x.
• A. G. Malliaris & Mary Malliaris, 2018, "Directional Returns for Gold and Silver: A Cluster Analysis Approach," International Series in Operations Research & Management Science, Springer, chapter 0, in: Giorgio Consigli & Silvana Stefani & Giovanni Zambruno, "Handbook of Recent Advances in Commodity and Financial Modeling", DOI: 10.1007/978-3-319-61320-8_1.
• Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018, "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
• Grakolet Arnold Zamereith Gourène & Pierre Mendy, 2018, "Oil prices and African stock markets co-movement: A time and frequency analysis," Journal of African Trade, Springer, volume 5, issue 1, pages 55-67, March, DOI: 10.1016/j.joat.2018.03.002.
• Doha Belimam & Ghizlane Lakhnati, 2018, "Beta, Size and Value Factors in the Chinese Stock Returns," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_15.
• Wu-Yueh Hu & Heng-Yu Chang, 2018, "Investor Sentiment, Corporate Transparency and Market Returns: Evidence from Taiwan Intraday Data," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 8, issue 6, pages 1-4.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2018, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2018/05, Feb.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2018, "Predictability Hidden by Anomalous Observations," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0418, Feb.
• Benedikt Rotermann & Bernd Wilfling, 2018, "A new stock-price bubble with stochastically deflating trajectories," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 15, pages 1091-1096, September, DOI: 10.1080/13504851.2017.1397846.
• Albagli, Elias & Hellwig, Christian & Tsyvinski, Aleh, 2018, "Imperfect Financial Markets and Investment Inefficiencies," TSE Working Papers, Toulouse School of Economics (TSE), number 18-891, Feb, revised Feb 2023.
• Biais, Bruno & Green, Richard, 2018, "The Microstructure of the Bond Market in the 20th Century," TSE Working Papers, Toulouse School of Economics (TSE), number 18-960, Oct.
• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2018, "Dynamics of Housing Debt in the Recent Boom and Great Recession," NBER Macroeconomics Annual, University of Chicago Press, volume 32, issue 1, pages 265-311, DOI: 10.1086/696054.
• Tae-Hwy Lee & Eric Hillebrand & Huiyu Huang & Canlin Li, 2018, "Using the Entire Yield Curve in Forecasting Output and Inflation," Working Papers, University of California at Riverside, Department of Economics, number 201903, Aug.
• Daniele Girardi, 2018, "Political shocks and financial markets : regression-discontinuity evidence from national elections," UMASS Amherst Economics Working Papers, University of Massachusetts Amherst, Department of Economics, number 2018-08.
• Giorgio Calacgnini, 2018, "Italian mutual guarantee funds and SME access to credit," Argomenti, University of Urbino Carlo Bo, Department of Economics, Society & Politics, volume 9, issue 9, pages 1-16, January-A, DOI: 10.14276/1971-8357.1337.
• Lovcha, Yuliya & Pérez Laborda, Àlex, 2018, "Volatility Spillovers in a Long-Memory VAR: an Application to Energy Futures Returns," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/307362.
• Yu Feng & Ralph Rudd & Christopher Baker & Qaphela Mashalaba & Melusi Mavuso & Erik Schlogl, 2018, "Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 395, Oct.
• Sheila Dow, 2018, "Monetary Reform, Central Banks and Digital Currencies," Department Discussion Papers, Department of Economics, University of Victoria, number 1805, Jun.
• Hasan Cömert & Mehmet Selman Çolak, 2018, "Can Developing Countries Maintain Financial Stability after the Global Crisis? The Role of External Financial Shocks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 2, pages 201-226.
• Podhorska Ivana & Kovacova Maria & Valaskova Katarina, 2018, "Searching for Key Factors in Enterprise Bankrupt Prediction: A Case Study in Slovak Republic," Economics and Culture, Sciendo, volume 15, issue 1, pages 78-87, June, DOI: 10.2478/jec-2018-0009.
• Abbasi Waseem Ahmed & Wang Zongrun & Alsakarneh Asaad, 2018, "Overcoming SMEs Financing and Supply Chain Obstacles by Introducing Supply Chain Finance," HOLISTICA – Journal of Business and Public Administration, Sciendo, volume 9, issue 1, pages 7-22, May, DOI: 10.1515/hjbpa-2018-0001.
• Jia Liu & John M. Maheu, 2018, "Improving Markov switching models using realized variance," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 3, pages 297-318, April, DOI: 10.1002/jae.2605.
• Pele, Daniel Traian & Mazurencu-Marinescu-Pele, Miruna, 2018, "Cryptocurrencies, Metcalfe's law and LPPL models," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-056.
• Stübinger, Johannes, 2018, "Statistical arbitrage with optimal causal paths on high-frequencydata of the S&P 500," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 01/2018.
• Niccolo Caldararo, 2018, "Bitcoin: Rube Goldberg Machine, Antique Throwback, Gigantic Distraction, Entertainment, Ripoff or New Money?," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, volume 16, issue 3-B, pages 427-445.

2017

• Jaime Luque, 2017, "The Subprime Crisis:Lessons for Business Students," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10278, ISBN: ARRAY(0x5a818b78).
• Jaime Luque, 2017, "Understanding the Subprime Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "What Caused the Subprime Crisis?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Mortgage Credit Expansion," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Household Consumption," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Judicial Requirements for Foreclosures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Political Economy During the Bust," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "REITs," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "U.S. Homeownership Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Estimates and Sources of Price Declines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Credit Experiences," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Forced Sales and House Prices," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Contagion in Housing Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Supply or Disamenity?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Post-foreclosure Experiences," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Foreclosure Externalities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "The Role of the Affordable Housing Goals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "The Fed’s MBS Mortgage Program," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Supply of Mortgage Credit," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "The Home Affordable Modification Program," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Home Equity-Based Borrowing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Housing Prices During the Boom," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Lending Standards," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, "The Subprime Crisis Lessons for Business Students".
• Jaime Luque, 2017, "Lax Screening," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "The Subprime Crisis Lessons for Business Students".
• Sin-Yu Ho & Bernard Njindan Iyke, 2017, "On the causal links between the stock market and the economy of Hong Kong," Contemporary Economics, Vizja University, volume 11, issue 3, September.
• Diebold, Francis X. & Liu, Laura & Yilmaz, Kamil, 2017, "Commodity connectedness," CFS Working Paper Series, Center for Financial Studies (CFS), number 575.
• Hanedar, Avni Önder & Hanedar, Elmas Yaldız, 2017, "Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914," eabh Papers, The European Association for Banking and Financial History (EABH), number 17-02.
• Gao, Jianwei & Zhao, Feng, 2017, "Sufficient conditions of stochastic dominance for general transformations and its application in option strategy," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-40.
• Yoo, Jinhyuk, 2017, "Capital injection to banks versus debt relief to households," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 111.
• Hennecke, Peter & Murro, Pierluigi & Neuberger, Doris & Palmisano, Flaviana, 2017, "Pensions and housing wealth: Quantitative data on market conditions for equity release schemes in the EU," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 146, revised 2017.
• Rotermann, Benedikt & Wilfling, Bernd, 2017, "A new stock-price bubble with stochastically deflating trajectories," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168210.
• Forti Grazzini, Caterina & Rieth, Malte, 2017, "Interest Rates and Exchange Rates in Normal and Crisis Times," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168281.
• Euphemia Godspower-Akpomiemie & Kalu Ojah, 2017, "Comparative Analysis of Interest Rate Effects on Bank Performance in Emerging Market Versus African Economies," The African Finance Journal, Africagrowth Institute, volume 19, issue 2, pages 1-28.
• José Daniel Aromí, 2017, "Measuring uncertainty through word vector representations," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 63, pages 135-156, January-D.
• Tim Leung & Jiao Li & Xin Li, 2017, "Optimal Timing to Trade Along a Randomized Brownian Bridge," Papers, arXiv.org, number 1801.00372, Dec, revised Aug 2018.
• Meyer Aaron & Francisco Rivadeneyra & Samantha Sohal, 2017, "Fintech: Is This Time Different? A Framework for Assessing Risks and Opportunities for Central Banks," Discussion Papers, Bank of Canada, number 17-10, DOI: 10.34989/sdp-2017-10.
• Sermin Gungor & Richard Luger, 2017, "Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects," Staff Working Papers, Bank of Canada, number 17-10, DOI: 10.34989/swp-2017-10.
• Mohammad Davoodalhosseini, 2017, "Constrained Efficiency with Adverse Selection and Directed Search," Staff Working Papers, Bank of Canada, number 17-15, DOI: 10.34989/swp-2017-15.
• Gurnain Pasricha, 2017, "Policy Rules for Capital Controls," Staff Working Papers, Bank of Canada, number 17-42, DOI: 10.34989/swp-2017-42.
• Jean-Sébastien Fontaine & James Pinnington & Adrian Walton, 2017, "What Drives Episodes of Settlement Fails in the Government of Canada Bond Market?," Staff Working Papers, Bank of Canada, number 17-54, DOI: 10.34989/swp-2017-54.
• Guillaume Ouellet Leblanc & Maarten van Oordt, 2017, "Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators," Staff Analytical Notes, Bank of Canada, number 17-15, DOI: 10.34989/san-2017-15.
• Thibaut Duprey & Timothy Grieder & Dylan Hogg, 2017, "Recent Evolution of Canada’s Credit-to-GDP Gap: Measurement and Interpretation," Staff Analytical Notes, Bank of Canada, number 17-25, DOI: 10.34989/san-2017-25.
• Xisong Jin & Francisco Nadal De Simone, 2017, "Systemic Financial Sector and Sovereign Risks," BCL working papers, Central Bank of Luxembourg, number 109, Jun.
• Luigi Infante & Bianca Sorvillo, 2017, "The derivatives through the lens of the financial accounts: measurement and analysis," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 389, Sep.
• Thomas Grjebine & Urzula Szczerbowicz & Fabien Tripier, 2017, "Corporate Debt Structure and Economic Recoveries," Working papers, Banque de France, number 646.
• Pierre-Richard Agénor & Enisse Kharroubi & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017, "The international dimensions of macroprudential policies," BIS Working Papers, Bank for International Settlements, number 643, Jun.
• Gurnain Kaur Pasricha, 2017, "Policy Rules for Capital Controls," BIS Working Papers, Bank for International Settlements, number 670, Nov.
• Martin D.D. Evans & Dagfinn Rime, 2017, "Exchange rates, interest rates and the global carry trade," Working Paper, Norges Bank, number 2017/14, Sep.
• Alex Ilek & Irit Rozenshtrom, 2017, "The Term Premium in a Small Open Economy: A Micro-Founded Approach," Bank of Israel Working Papers, Bank of Israel, number 2017.06, Jul.
• Paul J.J. Welfens & Samir Kadiric, 2017, "Neuere Finanzmarktaspekte von Bankenkrise, QE-Politik und EU-Bankenaufsicht," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei239, Jul.
• Boris Cournède & Catherine L. Mann, 2017, "Effets structurels du développement financier sur la croissance et les inégalités," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 21-36.
• Philippe Askenazy, 2017, "Finance et néolibéralisme," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 45-58.
• Lloyd, S. P., 2017, "Overnight Indexed Swap Market-Based Measures of Monetary Policy Expectations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1733, Sep.
• Jędrzej Białkowski & Jacek Jakubowski, 2017, "Determinants of Trading Activity on the Single-Stock Futures Market: Evidence from the Eurex Exchange," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 17/16, Dec.
• Caballero, Ricardo J & Farhi, Emmanuel & Gourinchas, Pierre-Olivier, 2017, "Rents, Technical Change, and Risk Premia Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt9dw1f40q, May.
• Pablo Kurlat & Florian Scheuer, 2017, "Signaling to Experts," CESifo Working Paper Series, CESifo, number 6655.
• Andrea Barbon & Marco Di Maggio & Francesco A. Franzoni & Augustin Landier, 2017, "Brokers and Order Flow Leakage: Evidence from Fire Sales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-61, Jun, revised Jun 2018.
• Guilherme Demos & Didier Sornette, 2018, "Lagrange Regularisation Approach to Compare Nested Data Sets and Determine Objectively Financial Bubbles' Inceptions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-20, Mar.
• Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2017, "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers, Chapman University, Economic Science Institute, number 17-24.
• Diego Alexander Restrepo-Tobón & Sara Isabel �lvarez-Franco & Mateo Vel�squez-Giraldo, 2017, "Medición del valor en riesgo de portafolios de renta fija usando modelos multifactoriales dinámicos de tasas de interés," Estudios Gerenciales, Universidad Icesi, volume 33, issue 124, pages 52-63.
• Farhi, Emmanuel & Gourinchas, Pierre-Olivier & Caballero, Ricardo, 2017, "Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns to Capital, Earnings Yields," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 11833, Feb.
• Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017, "Safe Assets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12043, May.
• Hellwig, Christian & Albagli, Elias & Tsyvinski, Aleh, 2017, "Imperfect Financial Markets and Investment Inefficiencies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12045, May.
• Gambacorta, Leonardo & Agénor, Pierre-Richard & Kharroubi, Enisse & Lombardo, Giovanni & Pereira da Silva, Luiz A., 2017, "The International Dimensions of Macroprudential Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12108, Jun.
• Albanesi, Stefania & De Giorgi, Giacomo & Nosal, Jaromir, 2017, "Credit Growth and the Financial Crisis: A New Narrative," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12230, Aug.
• Van Nieuwerburgh, Stijn & Lustig, Hanno & Kelly, Bryan & Herskovic, Bernard, 2017, "Firm Volatility in Granual Networks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12284, Sep.
• Scheuer, Florian & Kurlat, Pablo, 2017, "Signaling to Experts," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12293, Sep.
• Benedikt Rotermann & Bernd Wilfling, 2017, "A new stock-price bubble with stochastically deflating trajectories," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 5817, Jan.
• He, Dong & Luk, Paul, 2017, "A Model Of Chinese Capital Account Liberalization," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 8, pages 1902-1934, December.
• Sébastien Galanti & Zahra Ben Braham, 2017, "Information efficiency on an emerging market: analysts' recommendations in Tunisia," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 377-390.
• Selim baha Yildiz & Abdelbari El khamlichi, 2017, "The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 63-78.
• Amrendra Kumar & Vikash Gautam, 2017, "Gold as inflation and exchange rate hedge: The case of India," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 1168-1175.
• Suan Poh & Chee wooi Hooy & Kian-ping Lim, 2017, "Effect of Geographical Diversification on Informational Efficiency in Malaysia," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 19-29.
• Siew-Pong Cheah & Thian-Hee Yiew & Cheong-Fatt Ng, 2017, "A nonlinear ARDL analysis on the relation between stock price and exchange rate in Malaysia," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 336-346.
• Adedoyin Isola Lawal & Russel O Somoye & Abiola Ayopo Babajide, 2017, "Are African stock markets efficient? Evidence from wavelet unit root test for random walk," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2665-2679.
• Benjamin M Tabak & Dimas M Fazio & Regis A Ely & Joao M. T. Amaral & Daniel O Cajueiro, 2017, "The effects of capital buffers on profitability: An empirical study," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1468-1473.
• Chi Dong & Hooi Hooi Lean & Zamri Ahmad, 2017, "Intra-industry information diffusion in China's stock market," Economics Bulletin, AccessEcon, volume 37, issue 1, pages 1-11.
• Taro Ikeda, 2017, "Fractal analysis revisited: The case of the US industrial sector stocks," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 666-674.
• Taro Ikeda, 2017, "A fractal analysis of world stock markets," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1514-1532.
• Bala A. Dahiru & Pam W. Jim & Kalu N. Nwonyuku, 2017, "Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2394-2412.
• Pierre O. De souza & Tiago P. Filomena & João F. Caldeira & Denis Borenstein & Marcelo B. Righi, 2017, "Risk parity in the brazilian market," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1555-1566.
• Wilfredo Leiva Maldonado & Jussara Ribeiro, 2017, "Construction of a dividend index with all the distributed revenues," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 756-764.
• Giray Gozgor & Ender Demir, 2017, "Excess stock returns, oil shocks, and policy uncertainty in the U.S," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 741-755.
• Elie Bouri & Imad Kachacha & Donald Lien & David Roubaud, 2017, "Short- and long-run causality across the implied volatility of crude oil and agricultural commodities," Economics Bulletin, AccessEcon, volume 37, issue 2, pages .
• Oguzhan Cepni & Doruk Kucuksarac, 2017, "Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 1133-1142.
• Nidhal Mgadmi & Khemaies Bougatef, 2017, "Modeling volatility of the French stock market," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 988-998.
• Liam Ison & Robert Hudson, 2017, "Stock predictability and preceding stock price changes – evidence from central and eastern european markets," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 733-740.
• Stoyu Ivanov, 2017, "Comparative Analysis of ETF and Common Stock Intraday Bid-Ask Spread Behavior," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 723-732.
• Ritika Jain, 2017, "Is Demonetisation a Windfall for the banking sector? Evidence from the Indian stock market," Economics Bulletin, AccessEcon, volume 37, issue 2, pages 712-722.
• Paolo Vitale, 2017, "Ambiguity-aversion in a Single Auction Market," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1745-1752.
• Arzé Karam, 2017, "The effects of intraday news flow on market liquidity, price volatility and trading activity," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2354-2363.
• Stefano Herzel & Marco Nicolosi, 2017, "Portfolio allocation in actively managed funds," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1688-1693.
• Marcelo Brutti Righi, 2017, "Closed spaces induced by deviation measures," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1781-1784.
• Taizo Motonishi, 2017, "The Effects of the Great East Japan Earthquake on Investors' Risk and Time Preferences," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1830-1843.
• Raushan Kumar, 2017, "Price Discovery in Some Primary Commodity Markets in India," Economics Bulletin, AccessEcon, volume 37, issue 3, pages 1817-1829.
• Stefano Alderighi, 2017, "A note on how to enhance liquidity in emerging markets by levering on trading participants," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2526-2532.
• José Antonio Núñez-Mora & Roberto Joaquín Santillán-Salgado & Leovardo Mata, 2017, "Efficient portfolios and the generalized hyperbolic distribution," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2711-2727.
• Paulo Sergio Ceretta & Alexandre Silva Da costa, 2017, "The Gap Effect on the Brazilian Exchange," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2505-2516.
• Nawazish Mirza & Krishna Reddy, 2017, "Asset Pricing in a Developing Economy: Evidence from Pakistan," Economics Bulletin, AccessEcon, volume 37, issue 4, pages 2483-2495.
• Apostolou, Apostolos & Beirne, John, 2017, "Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies," Working Paper Series, European Central Bank, number 2044, Apr.
• Popov, Alexander, 2017, "Evidence on finance and economic growth," Working Paper Series, European Central Bank, number 2115, Dec.
• Kuo-Shing Chen & Chien-Chiang Lee & Chun-Ming Chen, 2017, "Arbitrage, Covered Interest Parity and Cointegration Analysis on the New Taiwan Dollar/US Dollar FOREX Market Revisited," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 420-428.
• Azar Ghyasi, 2017, "An Investigation of the Relationship between Earnings Management and Financial Ratios (Panel Data Approach)," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 608-612.
• Sugeng Wahyudi & H. Hersugondo & Rio Dhani Laksana & R. Rudy, 2017, "Macroeconomic Fundamental and Stock Price Index in Southeast Asia Countries: A Comparative Study," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 182-187.
• Yassine Belasri & Rachid Ellaia, 2017, "Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 384-396.
• Nila Tristiarini & Yulita Setiawanta & Ririh Dian Pratiwi, 2017, "Optimization of Monetary Corporate Social Responsibility Value Added in Reducing Financial Distress in Indonesia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 500-506.
• Stephen A. Ojeka & Dorcas T. Adetula & Dick O. Mukoro & Oyintinane P. Kpokpo, 2017, "Does Chief Executive Officer Succession Affect Firms Financial Performance in Nigeria?," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 530-535.
• Grigoris Giannarakis & Alexandros Garefalakis & Christos Lemonakis & Nikolaos Sariannidis, 2017, "The Impact of Dow Jones Sustainability Index on US Dollar Value," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 556-561.
• Aekkachai Nittayagasetwat & Jiroj Buranasir, 2017, "Evaluation of the Added Value from Risk Diversification Through AEC Capital Market Integration using Stochastic Dominance," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 562-567.
• Ahmad Ibrahim Karajeh & Mohd Yussoff B. Ibrahim, 2017, "Impact of Audit Committee on the Association Between Financial Reporting Quality and Shareholder Value," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 14-19.
• Muammar Khaddafi & Falahuddin & Mohd. Heikal & Ayu Nandari, 2017, "Analysis Z-score to Predict Bankruptcy in Banks Listed in Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 326-330.
• Galin K. Todorov, 2017, "Are International Portfolio Diversification Opportunities Decreasing? Evidence from Principal Component Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 639-661.
• Yip Chee Yin & Woo Kok Hoong & Oon Kam Hoe & Nabihah Binti Aminaddin & Nurfadhilah Binti Abu Hasan, 2017, "Boom-Bust Housing Price Dynamic: The Case of Malaysia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 132-138.
• Arni Utamaningsih, 2017, "The Influence of Underpricing to IPO Aftermarket Performance: Comparison between Fixed Price and Book Building System on the Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 157-161.
• Naliniprava Tripathy, 2017, "Forecasting Gold Price with Auto Regressive Integrated Moving Average Model," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 324-329.
• Aminullah Assagaf & Hapzi Ali, 2017, "Determinants of Financial Performance of State-owned Enterprises with Government Subsidy as Moderator," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 330-342.
• Yana Ermawati & Muhamad Yamin Noch & Zakaria & Arfan Ikhsan & Muammar Khaddafi, 2017, "Reconstruction of Financial Performance to Manage Gap between Value Added Intellectual Coefficient (VAICTM) and Value of Company in Banking Company Listed in Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 537-549.
• Seyed Kazem Ebrahimi & Ali Bahraminasab & Maryam Yousefi Fard, 2017, "Performance Assessment of Banks listed on Tehran Stock Exchange based on CAMEL Indicators," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 128-136.
• Mohammad Delkhosh & Esmat Zade Abdollah, 2017, "A Survey of Assets Growth Models in Prediction of the Rank of Liquidity," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 147-154.
• Grigoris Giannarakis & Christos Lemonakis & Asterios Sormas & Christos Georganakis, 2017, "The Effect of Baltic Dry Index, Gold, Oil and USA Trade Balance on Dow Jones Sustainability Index World," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 155-160.
• Parvin Moradi Dehcheraghi & Farshid Kheirollahi, 2017, "Factors Determining the Relation between Firm Expenditure and Working Capital Management in Firms Listed in Tehran Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 245-251.
• Margaret Mashizha & Mabutho Sibanda, 2017, "The Link Between Financial Knowledge, Financial Product Awareness and Utilization: A Study among Small and Medium Enterprises in Zimbabwe," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 6, pages 97-103.
• Yi-Chi Tsai & Cheng-Yih Hong, 2017, "The Application of Genetic Programming on the Stock Movement Forecasting System," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 6, pages 68-73.
• Muhlis Ruslan & Chalid Imran Musa & Dian Anggraece Sigit Parawansa, 2017, "The Influence of Healthy Financial, Business, and Human Resource Competence toward the Performance of Cooperation Institution: A Study on the People Living in the Coastal Area in Makassar," International Review of Management and Marketing, Econjournals, volume 7, issue 2, pages 221-225.
• Guender, Alfred V., 2017, "Credit prices vs. credit quantities as predictors of economic activity in Europe: which tell a better story?," Bank of Estonia Working Papers, Bank of Estonia, number wp2017-6, Sep, revised 11 Sep 2017, DOI: 10.23656/25045520/62017/0144.
• Fan, John Hua & Todorova, Neda, 2017, "Dynamics of China’s carbon prices in the pilot trading phase," Applied Energy, Elsevier, volume 208, issue C, pages 1452-1467, DOI: 10.1016/j.apenergy.2017.09.007.
• Croci, Ettore & Pantzalis, Christos & Park, Jung Chul & Petmezas, Dimitris, 2017, "The role of corporate political strategies in M&As," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 260-287, DOI: 10.1016/j.jcorpfin.2017.01.009.
• Massari, Filippo, 2017, "Markets with heterogeneous beliefs: A necessary and sufficient condition for a trader to vanish," Journal of Economic Dynamics and Control, Elsevier, volume 78, issue C, pages 190-205, DOI: 10.1016/j.jedc.2017.03.008.
• Llacay, Bàrbara & Peffer, Gilbert, 2017, "Impact of value-at-risk models on market stability," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 223-256, DOI: 10.1016/j.jedc.2017.07.002.
• Li, Xiao-Ming & Peng, Lu, 2017, "US economic policy uncertainty and co-movements between Chinese and US stock markets," Economic Modelling, Elsevier, volume 61, issue C, pages 27-39, DOI: 10.1016/j.econmod.2016.11.019.
• Davis, Andrew & Kim, Jiseob, 2017, "Explaining changes in the US credit card market: Lenders are using more information," Economic Modelling, Elsevier, volume 61, issue C, pages 76-92, DOI: 10.1016/j.econmod.2016.11.025.
• Jia, Yun & Yang, Chunpeng, 2017, "Disagreement and the risk-return relation," Economic Modelling, Elsevier, volume 64, issue C, pages 97-104, DOI: 10.1016/j.econmod.2017.03.021.
• Hippolyte Balima, Wenéyam, 2017, "Do domestic bond markets participation help reduce financial dollarization in developing countries?," Economic Modelling, Elsevier, volume 66, issue C, pages 146-155, DOI: 10.1016/j.econmod.2017.06.008.
• Lucey, Brian M. & Sharma, Susan Sunila & Vigne, Samuel A., 2017, "Gold and inflation(s) – A time-varying relationship," Economic Modelling, Elsevier, volume 67, issue C, pages 88-101, DOI: 10.1016/j.econmod.2016.10.008.
• Dayanandan, Ajit & Donker, Han & Karahan, Gökhan, 2017, "Do voluntary disclosures of bad news improve liquidity?," The North American Journal of Economics and Finance, Elsevier, volume 40, issue C, pages 16-29, DOI: 10.1016/j.najef.2017.01.002.
• Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017, "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 107-131, DOI: 10.1016/j.najef.2017.07.005.
• Gradojevic, Nikola & Erdemlioglu, Deniz & Gençay, Ramazan, 2017, "Informativeness of trade size in foreign exchange markets," Economics Letters, Elsevier, volume 150, issue C, pages 27-33, DOI: 10.1016/j.econlet.2016.11.010.
• Shang, Yuhuang & Liu, Lulu, 2017, "An extension of stochastic volatility model with mixed frequency information," Economics Letters, Elsevier, volume 155, issue C, pages 144-148, DOI: 10.1016/j.econlet.2017.04.003.
• Katsiampa, Paraskevi, 2017, "Volatility estimation for Bitcoin: A comparison of GARCH models," Economics Letters, Elsevier, volume 158, issue C, pages 3-6, DOI: 10.1016/j.econlet.2017.06.023.
• Lee, Soonhee, 2017, "Does short sale restriction lower price efficiency when substitutes exist? Evidence from the Korean market," Economics Letters, Elsevier, volume 158, issue C, pages 77-79, DOI: 10.1016/j.econlet.2017.06.037.
• Li, Hongjun & Li, Qi & Shi, Yutang, 2017, "Determining the number of factors when the number of factors can increase with sample size," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 76-86, DOI: 10.1016/j.jeconom.2016.06.003.
• Hounyo, Ulrich & Varneskov, Rasmus T., 2017, "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 10-28, DOI: 10.1016/j.jeconom.2017.01.002.
• Bekiros, Stelios & Nguyen, Duc Khuong & Sandoval Junior, Leonidas & Uddin, Gazi Salah, 2017, "Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets," European Journal of Operational Research, Elsevier, volume 256, issue 3, pages 945-961, DOI: 10.1016/j.ejor.2016.06.052.
• Majdoub, Jihed & Ben Sassi, Salim, 2017, "Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes," Emerging Markets Review, Elsevier, volume 31, issue C, pages 16-31, DOI: 10.1016/j.ememar.2016.12.003.
• Smaoui, Houcem & Grandes, Martin & Akindele, Akintoye, 2017, "The Determinants of Bond Market Development: Further Evidence from Emerging and Developed Countries," Emerging Markets Review, Elsevier, volume 32, issue C, pages 148-167, DOI: 10.1016/j.ememar.2017.06.003.
• Huang, Ho-Chuan (River) & Yeh, Chih-Chuan, 2017, "Level, structure, and volatility of financial development and inflation targeting," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 108-124, DOI: 10.1016/j.jempfin.2017.09.006.
• Nielsen, Youngju & Pungaliya, Raunaq S., 2017, "Idiosyncratic returns and relative value in the US Treasury market," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 125-144, DOI: 10.1016/j.jempfin.2017.09.003.
• Kayalar, Derya Ezgi & Küçüközmen, C. Coşkun & Selcuk-Kestel, A. Sevtap, 2017, "The impact of crude oil prices on financial market indicators: copula approach," Energy Economics, Elsevier, volume 61, issue C, pages 162-173, DOI: 10.1016/j.eneco.2016.11.016.
• Nie, S. & Li, Y.P. & Liu, J. & Huang, Charley Z., 2017, "Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty," Energy Economics, Elsevier, volume 61, issue C, pages 313-329, DOI: 10.1016/j.eneco.2016.11.019.
• Shrestha, Keshab & Subramaniam, Ravichandran & Rassiah, Puspavathy, 2017, "Pure martingale and joint normality tests for energy futures contracts," Energy Economics, Elsevier, volume 63, issue C, pages 174-184, DOI: 10.1016/j.eneco.2017.02.005.
• Ewing, Bradley T. & Malik, Farooq, 2017, "Modelling asymmetric volatility in oil prices under structural breaks," Energy Economics, Elsevier, volume 63, issue C, pages 227-233, DOI: 10.1016/j.eneco.2017.03.001.
• Boubaker, Heni & Raza, Syed Ali, 2017, "A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets," Energy Economics, Elsevier, volume 64, issue C, pages 105-117, DOI: 10.1016/j.eneco.2017.01.026.
• Zhang, Yue-Jun & Chevallier, Julien & Guesmi, Khaled, 2017, "“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets," Energy Economics, Elsevier, volume 68, issue C, pages 228-239, DOI: 10.1016/j.eneco.2017.09.024.
• Shahzad, Syed Jawad Hussain & Naifar, Nader & Hammoudeh, Shawkat & Roubaud, David, 2017, "Directional predictability from oil market uncertainty to sovereign credit spreads of oil-exporting countries: Evidence from rolling windows and crossquantilogram analysis," Energy Economics, Elsevier, volume 68, issue C, pages 327-339, DOI: 10.1016/j.eneco.2017.10.001.
• Liu, Bing-Yue & Ji, Qiang & Fan, Ying, 2017, "Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model," Energy Economics, Elsevier, volume 68, issue C, pages 53-65, DOI: 10.1016/j.eneco.2017.09.011.
• Lahiani, Amine & Miloudi, Anthony & Benkraiem, Ramzi & Shahbaz, Muhammad, 2017, "Another look on the relationships between oil prices and energy prices," Energy Policy, Elsevier, volume 102, issue C, pages 318-331, DOI: 10.1016/j.enpol.2016.12.031.
• Mazouz, Khelifa & Mohamed, Abdulkadir & Saadouni, Brahim & Yin, Shuxing, 2017, "Underwriters' allocation with and without discretionary power: Evidence from the Hong Kong IPO market," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 128-137, DOI: 10.1016/j.irfa.2016.12.006.
• Vithessonthi, Chaiporn & Schwaninger, Markus & Müller, Matthias O., 2017, "Monetary policy, bank lending and corporate investment," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 129-142, DOI: 10.1016/j.irfa.2017.02.007.
• Adachi-Sato, Meg & Vithessonthi, Chaiporn, 2017, "Bank systemic risk and corporate investment: Evidence from the US," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 151-163, DOI: 10.1016/j.irfa.2017.02.008.
• Ben Omrane, Walid & Savaşer, Tanseli, 2017, "Exchange rate volatility response to macroeconomic news during the global financial crisis," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 130-143, DOI: 10.1016/j.irfa.2017.05.006.
• Clare, Andrew, 2017, "The performance of long-serving fund managers," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 152-159, DOI: 10.1016/j.irfa.2017.07.001.
• Kwabi, Frank O. & Thapa, Chandra & Paudyal, Krishna & Adegbite, Emmanuel, 2017, "Biases in international portfolio allocation and investor protection standards," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 66-79, DOI: 10.1016/j.irfa.2017.08.005.
• Papanastasopoulos, Georgios, 2017, "Accrual anomaly and corporate financing activities," Finance Research Letters, Elsevier, volume 20, issue C, pages 125-129, DOI: 10.1016/j.frl.2016.09.012.
• Wang, Xiaoyu & Xie, Dejun & Jiang, Jingjing & Wu, Xiaoxia & He, Jia, 2017, "Value-at-Risk estimation with stochastic interest rate models for option-bond portfolios," Finance Research Letters, Elsevier, volume 21, issue C, pages 10-20, DOI: 10.1016/j.frl.2016.11.013.
• Fan, Qingliang & Wang, Ting, 2017, "The impact of Shanghai–Hong Kong Stock Connect policy on A-H share price premium," Finance Research Letters, Elsevier, volume 21, issue C, pages 222-227, DOI: 10.1016/j.frl.2016.11.014.
• Leirvik, Thomas & Fiskerstrand, Sondre R. & Fjellvikås, Anders B., 2017, "Market liquidity and stock returns in the Norwegian stock market," Finance Research Letters, Elsevier, volume 21, issue C, pages 272-276, DOI: 10.1016/j.frl.2016.12.033.
• Drago, Danilo & Tommaso, Caterina Di & Thornton, John, 2017, "What determines bank CDS spreads? Evidence from European and US banks," Finance Research Letters, Elsevier, volume 22, issue C, pages 140-145, DOI: 10.1016/j.frl.2016.12.035.
• Antonakakis, Nikolaos & Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos, 2017, "Geopolitical risks and the oil-stock nexus over 1899–2016," Finance Research Letters, Elsevier, volume 23, issue C, pages 165-173, DOI: 10.1016/j.frl.2017.07.017.