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

2017

• Bade, Marco, 2017, "The effects of mergers and acquisitions on the information production of financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 240-248, DOI: 10.1016/j.qref.2016.09.006.
• Kucher, Oleg & McCoskey, Suzanne, 2017, "The long-run relationship between precious metal prices and the business cycle," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 263-275, DOI: 10.1016/j.qref.2016.09.005.
• Iqbal, Javed, 2017, "Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 1-17, DOI: 10.1016/j.iref.2016.11.005.
• Kim, Kwanho, 2017, "Liquidity basis between credit default swaps and corporate bonds markets," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 98-115, DOI: 10.1016/j.iref.2016.11.013.
• Kang, Hyunju & Suh, Hyunduk, 2017, "Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 386-421, DOI: 10.1016/j.iref.2017.02.008.
• Jain, Ajeet & Strobl, Sascha, 2017, "The effect of volatility persistence on excess returns," Review of Financial Economics, Elsevier, volume 32, issue C, pages 58-63, DOI: 10.1016/j.rfe.2016.11.003.
• Mamede, Samuel de Paiva Naves & Malaquias, Rodrigo Fernandes, 2017, "Monday effect in Brazilian hedge funds with immediate redemption," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 47-53, DOI: 10.1016/j.ribaf.2016.07.032.
• Chouchène, Mabrouk & Ftiti, Zied & Khiari, Wided, 2017, "Bank-to-bank lending channel and the transmission of bank liquidity shocks: Evidence from France," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 940-950, DOI: 10.1016/j.ribaf.2016.05.004.
• Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2017, "Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 951-962, DOI: 10.1016/j.ribaf.2016.01.020.
• Aboura, Sofiane & Chevallier, Julien, 2017, "Oil vs. gasoline: The dark side of volatility and taxation," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 976-989, DOI: 10.1016/j.ribaf.2016.02.005.
• Ahmed, Walid M.A., 2017, "The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience," Research in International Business and Finance, Elsevier, volume 40, issue C, pages 61-77, DOI: 10.1016/j.ribaf.2016.12.006.
• Liu, Li Xian & Jiang, Fuming & Sathye, Milind, 2017, "Does bonding really bond? Liability of foreignness and cross-listing of Chinese firms on international stock exchanges," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 109-124, DOI: 10.1016/j.ribaf.2017.04.033.
• Smaoui, Houcem & Nechi, Salem, 2017, "Does sukuk market development spur economic growth?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 136-147, DOI: 10.1016/j.ribaf.2017.04.018.
• Dwumfour, Richard Adjei, 2017, "Explaining banking stability in Sub-Saharan Africa," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 260-279, DOI: 10.1016/j.ribaf.2017.04.027.
• Antonakakis, Nikolaos & Gupta, Rangan & Tiwari, Aviral K., 2017, "Has the correlation of inflation and stock prices changed in the United States over the last two centuries?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1-8, DOI: 10.1016/j.ribaf.2017.04.005.
• Ben Rejeb, Aymen, 2017, "On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 794-815, DOI: 10.1016/j.ribaf.2017.07.017.
• Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2017, "Does central bank independence affect stock market volatility?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 855-864, DOI: 10.1016/j.ribaf.2017.07.021.
• Martin, Ian, 2017, "What is the expected return on the market?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67036, Feb.
• Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017, "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70769, Mar.
• Armendáriz, Thelma & Ramírez, Claudia, 2017, "Estimación de un índice de condiciones financieras para México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 336, pages .899-946, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Vijay Gondhalekar & Kevin Lehnert, 2017, "Financial Performance and the Competitive Effects of Corporate Social Responsibility," Advances in Financial Economics, Emerald Group Publishing Limited, "Global Corporate Governance", DOI: 10.1108/S1569-373220160000019001.
• Syed Jawad Hussain Shahzad & Peter Josef Stauvermann & Ronald Ravinesh Kumar & Tanveer Ahmad, 2017, "The impact of terrorism on industry returns and systematic risk in Pakistan," Accounting Research Journal, Emerald Group Publishing Limited, volume 30, issue 4, pages 413-429, November, DOI: 10.1108/ARJ-09-2015-0114.
• Haitao Li & Chunchi Wu & Jian Shi, 2017, "Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 2, pages 134-162, May, DOI: 10.1108/CFRI-11-2016-0125.
• Probal Dutta & Md Hasib Noor & Anupam Dutta, 2017, "Impact of oil volatility shocks on global emerging market stock returns," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 5, pages 578-591, August, DOI: 10.1108/IJMF-03-2017-0039.
• Md Hasib Noor & Anupam Dutta, 2017, "On the relationship between oil and equity markets: evidence from South Asia," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 3, pages 287-303, June, DOI: 10.1108/IJMF-04-2016-0064.
• Huy N.A. Pham & Vikash Ramiah & Imad Moosa & Justin Hung Nguyen, 2017, "The effects of regulatory announcements on risk and return: the Vietnamese experience," Pacific Accounting Review, Emerald Group Publishing Limited, volume 29, issue 2, pages 152-170, April, DOI: 10.1108/PAR-08-2016-0077.
• Panagiotis Mazis & Andrianos Tsekrekos, 2017, "Latent semantic analysis of the FOMC statements," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 2, pages 179-217, May, DOI: 10.1108/RAF-10-2015-0149.
• Elmas Yaldız Hanedar & Avni Önder Hanedar & Ferdi Çelikay, 2017, "Reforms and Supervisory Organizations: Lessons from the History of the Istanbul Bourse, 1873–1883," Research in Economic History, Emerald Group Publishing Limited, "Research in Economic History", DOI: 10.1108/S0363-326820170000033004.
• Ivan Mateus de Oliveira Lauffer & Anelise Rublescki, 2017, "Jornalismo político internacional: questões éticas e de (im)parcialidade na cobertura das eleições presidenciais americanas 2016 pela imprensa brasileira," Contribuciones a las Ciencias Sociales, Servicios Académicos Intercontinentales SL. Hasta 31/12/2022, issue 2017-08, August.
• Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017, "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Documents de recherche, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne, number 17-06.
• Jiri Witzany, 2017, "A Bayesian Approach to Backtest Overfitting," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2017/18, Sep, revised Sep 2017.
• Karen K. Lewis & Edith X. Liu, 2017, "Disaster Risk and Asset Returns : An International Perspective," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1199, Feb, DOI: 10.17016/IFDP.2017.1199.
• Ricardo M. Reyes-Heroles & Gabriel Tenorio, 2017, "Managing Capital Flows in the Presence of External Risks," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1213, Sep, DOI: 10.17016/IFDP.2017.1213.
• Daniel O. Beltran & Deepa Dhume Datta & Thiago Revil T. Ferreira & Matteo Iacoviello & Mohammad Jahan-Parvar & Canlin Li & Juan M. Londono & Marius del Giudice Rodriguez & John H. Rogers & Bo Sun, 2017, "Taxonomy of Global Risk, Uncertainty, and Volatility Measures," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1216, Nov, DOI: 10.17016/IFDP.2017.1216.
• Markus Bibinger & Christopher J. Neely & Lars Winkelmann, 2017, "Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book," Working Papers, Federal Reserve Bank of St. Louis, number 2017-12, Apr, DOI: 10.20955/wp.2017.012.
• Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2017, "Unconventional monetary policy and the behavior of shorts," Working Papers, Federal Reserve Bank of St. Louis, number 2017-031, Oct, revised 30 Sep 2021, DOI: 10.20955/wp.2017.031.
• Jinying Li & Fan Wu & Jinchao Li & Yunqi Zhao, 2017, "Research on Risk Evaluation of Transnational Power Networking Projects Based on the Matter-Element Extension Theory and Granular Computing," Energies, MDPI, volume 10, issue 10, pages 1-19, October.
• Ad Van Riet, 2017, "The ECB’s Fight against Low Inflation: On the Effects of Ultra-Low Interest Rates," IJFS, MDPI, volume 5, issue 2, pages 1-27, April.
• Nicolas Scelles & Boris Helleu & Christophe Durand & Liliane Bonnal & Stephen Morrow, 2017, "Explaining the Number of Social Media Fans for North American and European Professional Sports Clubs with Determinants of Their Financial Value," IJFS, MDPI, volume 5, issue 4, pages 1-19, November.
• Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2017, "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1735.
• Stockhammer, Engelbert & Wildauer, Rafael, 2017, "Expenditure Cascades, Low Interest Rates or Property Booms? Determinants of Household Debt in OECD countries," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 18276, Aug.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01223969, Mar.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01442618, Jan.
• Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017, "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01529663, May.
• Jørgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni, 2019, "Rational expectations and stochastic systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01673338, Oct.
• Amine Lahiani & Anthony Miloudi & Ramzi Benkraiem & Muhammad Shahbaz, 2017, "Another look on the relationships between oil prices and energy prices," Post-Print, HAL, number hal-01429682, Mar, DOI: 10.1016/j.enpol.2016.12.031.
• Sébastien Galanti & Zahra Ben Braham, 2017, "Information efficiency on an emerging market: analysts’ recommendations in Tunisia," Post-Print, HAL, number hal-01489492.
• Yildiz Selim & Abdelbari El Khamlichi, 2017, "The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures," Post-Print, HAL, number hal-01653400.
• Weneyam Hippolyte Balima, 2017, "Do domestic bond markets participation help reduce financial dollarization in developing countries?," Post-Print, HAL, number hal-01682659, Nov, DOI: 10.1016/j.econmod.2017.06.008.
• Nikola Gradojevic & Deniz Erdemlioglu & Ramazan Gençay, 2017, "Informativeness of trade size in foreign exchange markets," Post-Print, HAL, number hal-01745281, Jan, DOI: 10.1016/j.econlet.2016.11.010.
• Nicolas Scelles & Boris Helleu & Christophe Durand & Liliane Bonnal & Stephen Morrow, 2017, "Explaining the Number of Social Media Fans for North American and European Professional Sports Clubs with Determinants of Their Financial Value," Post-Print, HAL, number hal-01987779, DOI: 10.3390/ijfs5040025.
• Elie Bouri & Naji Jalkh & Peter Molnár & David Roubaud, 2017, "Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?," Post-Print, HAL, number hal-02008553, DOI: 10.1080/00036846.2017.1299102.
• Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2017, "Does central bank independence affect stock market volatility ?," Post-Print, HAL, number hal-03692206, Dec, DOI: 10.1016/j.ribaf.2017.07.021.
• Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2017, "Interest rate dynamic effect on stock returns and central bank transparency : Evidence from emerging markets," Post-Print, HAL, number hal-03692218, Jan, DOI: 10.1016/j.ribaf.2016.01.020.
• Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017, "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Post-Print, HAL, number halshs-01529663, May.
• Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2017, "Information (Non)Aggregation in Markets with Costly Signal Acquisition," Working Papers, HAL, number halshs-01686493.
• Avni Önder Hanedar & Hatice Gaye Gencer & Sercan Demiralay & Ismail Altay, 2017, "Between war and peace: The Ottoman economy and foreign exchange trading at the Istanbul bourse," Working Papers, European Historical Economics Society (EHES), number 0108, Feb.
• Elmas Yaldiz Hanedar & Avni Önder Hanedar & Ferdi Çelikay, 2017, "Effects of reforms and supervisory organizations: Evidence from the Ottoman Empire and the Istanbul bourse," Working Papers, European Historical Economics Society (EHES), number 0112, Apr.
• Antonis PANTAZIS & Theodoros PELAGIDIS, 2017, "Financial Indicators Affecting Stock Performance The Case Of Capital Product Partners," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 211-221, December.
• Biais, Bruno & Declerck, Fany & Moinas, Sophie, 2017, "Who supplies liquidity, how and when?," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 874, Jun.
• Yulizar Djamaluddin Sanrego, 2017, "The Role Of Islamic Capital Market For Micro, Small, And Medium Enterprises (Msmes) Through Synergy Of Mutual Fund And Venture Capital Institution," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 3, issue 1, pages 81-112, August, DOI: https://doi.org/10.21098/jimf.v3i1..
• Mohamed Asmy bin Mohd Thas Thaker & Hassanudin bin Mohd Thas Thaker, 2017, "The Behavioural Intention Of Investors To Use Islamic Banking’S Investment Account Platform (Iap) As A Source Of Investment Portfolio: A Structural Equation Modeling Approach," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 3, issue 1, pages 113-138, August, DOI: https://doi.org/10.21098/jimf.v3i1..
• Hyunju Kang & Hyunduk Suh, 2017, "Macroeconomic Dynamics in Korea during and after the Global Financial Crisis: A Bayesian DSGE Approach," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2017-1, Mar, revised Mar 2017.
• Chamorro-Gómez, José Augusto & Domínguez-Blancas, Christian Said & García-Morales, María Isabel, 2017, "El financiamiento de la banca comercial y el mercado de capitales: su relación con la desigualdad en la distribución del ingreso en México," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 24, pages 115-144, Primer se.
• Bednarzik, Robert W. & Kern, Andreas & Hisnanick, John J., 2017, "Displacement and Debt: The Role of Debt in Returning to Work in the Period Following the Great Recession," IZA Discussion Papers, IZA Network @ LISER, number 10764, May.
• Huson Joher Ali Ahmed Author-Name: IKM Mokhtarul Wadud, 2017, "Oil Price Volatility And Sectoral Returns Uncertainties: Evidence From A Threshold Based Approach For The Australian Equity Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 1, pages 329-342, January-M.
• Cakan Esin & Rangan Gupta, 2017, "Does the US. macroeconomic news make the South African stock market riskier?," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 17-27, October-D.
• Fizzah Malik & Fangjun Wang & Muhammad Akram Naseem, 2017, "Econometric estimation of banking stocks," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 207-237, October-D.
• Marcella Lucchetta, 2017, "Banking competition and welfare," Annals of Finance, Springer, volume 13, issue 1, pages 31-53, February, DOI: 10.1007/s10436-016-0288-2.
• Alfred Guender & Bernard Tolan, 2017, "The predictive ability of a risk-adjusted yield spread for economic activity in Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 1-27, February, DOI: 10.1007/s10663-015-9309-z.
• R. Todd Smith & Xun Xu, 2017, "A good pair: alternative pairs-trading strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 1, pages 1-26, February, DOI: 10.1007/s11408-016-0280-x.
• Ernest Dautovic, 2017, "The effect of real-time fiscal policy on sovereign interest rates in OECD countries," International Economics and Economic Policy, Springer, volume 14, issue 1, pages 167-185, January, DOI: 10.1007/s10368-015-0334-y.
• Dev R. Mishra, 2017, "Post-innovation CSR Performance and Firm Value," Journal of Business Ethics, Springer, volume 140, issue 2, pages 285-306, January, DOI: 10.1007/s10551-015-2676-3.
• Chia-Chien Chang & Min-Teh Yu, 2017, "Valuing Vulnerable Mortgage Insurance Under Capital Forbearance," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 558-578, May, DOI: 10.1007/s11146-015-9535-y.
• Davide Furceri & João Tovar Jalles & Aleksandra Zdzienicka, 2017, "China Spillovers: New Evidence from Time-Varying Estimates," Open Economies Review, Springer, volume 28, issue 3, pages 413-429, July, DOI: 10.1007/s11079-016-9430-z.
• Dorra Najar, 2017, "Private equity managers’ fees: estimation and sensitivity analysis using Monte Carlo simulation," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 239-263, January, DOI: 10.1007/s11156-015-0549-6.
• Jiapeng Liu & Rui Lu & Ronghua Yi & Ting Zhang, 2017, "Modelling optimal asset allocation when households experience health shocks," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 245-261, July, DOI: 10.1007/s11156-016-0589-6.
• Miriam Marra, 2017, "Explaining co-movements between equity and CDS bid-ask spreads," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 811-853, October, DOI: 10.1007/s11156-016-0609-6.
• Berlinger, Edina & Dömötör, Barbara & Daróczi, Gergely & Vadász, Tamás, 2017, "Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012
  [The core periphery structure of financial networks: investigating Hungary s interbank deposit market, 2003 2012]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1160-1185, DOI: 10.18414/KSZ.2017.11.1160.
• José Daniel Aromí, 2017, "Measuring uncertainty through word vector representations," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 63, pages 135-156, January-D.
• Panicos O. Demetriades & Peter L. Rousseau & Johan Rewilak, 2017, "Finance, Growth And Fragility," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 17/13, May.
• Karpetis Christos & Papadamou Stefanos & Varelas Erotokritos, 2017, "The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries," Review of Economics, De Gruyter, volume 68, issue 1, pages 41-62, April, DOI: 10.1515/roe-2017-0001.
• Danli Wang & Terence Tai-Leung Chong, 2017, "Political Turnover and the Stock Performance of SOEs in China," Chinese Economy, Taylor & Francis Journals, volume 50, issue 1, pages 21-33, January, DOI: 10.1080/10971475.2016.1211903.
• Terence Tai-Leung Chong & Nasha Li & Lin Zou, 2017, "A New Approach to Modeling Sector Stock Returns in China," Chinese Economy, Taylor & Francis Journals, volume 50, issue 5, pages 305-322, September, DOI: 10.1080/10971475.2017.1345268.
• You-How Go & Wee-Yeap Lau, 2017, "The Relationship of Crude Palm Oil Spot-Futures under Inflationary Expectation in Gold Market," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 43-62.
• Chee Yin Yip & Woei Chyuan Wong & Hock Eam Lim, 2017, "Bubble Detection in the Malaysian Housing Market," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 54, issue 2, pages 203-221, December, DOI: 10.22452/MJES.vol54no2.2.
• Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017, "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17006, Jan.
• Thai Ha-Huy & Cuong Le Van & Frank Page & Myrna Wooders, 2017, "No-arbitrage and Equilibrium in Finite Dimension: A General Result," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17023, May.
• Jørgen Vitting Andersen & Roy Cerqueti & Giulia Rotundo, 2017, "Rational expectations and stochastic systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17060, Dec, revised Oct 2019.
• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2017, "Dynamics of Housing Debt in the Recent Boom and Great Recession," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2017, volume 32".
• Karen K. Lewis & Edith X. Liu, 2017, "Disaster Risk and Asset Returns: An International Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 23065, Jan.
• Ricardo J. Caballero & Emmanuel Farhi & Pierre-Olivier Gourinchas, 2017, "Rents, Technical Change, and Risk Premia: Accounting for Secular Trends in Interest Rates, Returns on Capital, Earning Yields, and Factor Shares," NBER Working Papers, National Bureau of Economic Research, Inc, number 23127, Feb.
• John D. Burger & Francis E. Warnock & Veronica Cacdac Warnock, 2017, "Currency Matters: Analyzing International Bond Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 23175, Feb.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017, "Bubbles for Fama," NBER Working Papers, National Bureau of Economic Research, Inc, number 23191, Feb.
• Juliane Begenau & Berardino Palazzo, 2017, "Firm Selection and Corporate Cash Holdings," NBER Working Papers, National Bureau of Economic Research, Inc, number 23249, Mar.
• Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2017, "Imperfect Financial Markets and Shareholder Incentives in Partial and General Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 23419, May.
• Manuel Adelino & Antoinette Schoar & Felipe Severino, 2017, "Dynamics of Housing Debt in the Recent Boom and Great Recession," NBER Working Papers, National Bureau of Economic Research, Inc, number 23502, Jun.
• Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017, "Commodity Connectedness," NBER Working Papers, National Bureau of Economic Research, Inc, number 23685, Aug.
• Stefania Albanesi & Giacomo De Giorgi & Jaromir Nosal, 2017, "Credit Growth and the Financial Crisis: A New Narrative," NBER Working Papers, National Bureau of Economic Research, Inc, number 23740, Aug.
• Kimberly A. Berg & Nelson Mark, 2017, "Global Macro Risks in Currency Excess Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23764, Sep.
• Pablo Kurlat & Florian Scheuer, 2017, "Signaling to Experts," NBER Working Papers, National Bureau of Economic Research, Inc, number 23817, Sep.
• Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2017, "Predicting Relative Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23886, Sep.
• Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova, 2017, "Stock Price Crashes: Role of Slow-Moving Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 24098, Dec.
• Kent Daniel & Lira Mota & Simon Rottke & Tano Santos, 2017, "The Cross-Section of Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 24164, Dec.
• Aleksandra Stankovska & Savica Dimitrieska, 2017, "Benefits Of Financial Derivatives," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 13, issue 1, pages 27-37.
• George Cornel Dumitrescu, 2017, "Bitcoin – A Brief Analysis of the Advantages and Disadvantages," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, volume 5, issue 2, pages 63-71, December.
• Ian Martin, 2017, "What is the Expected Return on the Market?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 1, pages 367-433.
• Claire Célérier & Boris Vallée, 2017, "Catering to Investors Through Security Design: Headline Rate and Complexity," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 3, pages 1469-1508.
• John H. Cochrane, 2017, "Macro-Finance," Review of Finance, European Finance Association, volume 21, issue 3, pages 945-985.
• Oprea Raluca Ioana, 2017, "A Split in The Middle East Financial System," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 573-577, June.
• Austin Shelton, 2017, "The value of stop-loss, stop-gain strategies in dynamic asset allocation," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 2, pages 124-143, March, DOI: 10.1057/s41260-016-0010-y.
• Alexis Stenfors, 2017, "Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2017-03, Apr.
• Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017, "Commodity Connectedness," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 17-003, Mar, revised 02 Mar 2017.
• Móczár, József, 2017, "Ergodic Versus Uncertain Financial Processes – Part II: Neoclassical and Institutional Economics," Public Finance Quarterly, Corvinus University of Budapest, volume 62, issue 4, pages 478-501.
• Stefania Albanesi, 2017, "Credit Growth and the Financial Crisis: A New Narrative," Working Paper, Department of Economics, University of Pittsburgh, number 6174, Jan.
• Lachaari, Mohamed & Inani, El Mehdi & Barigo, Rachid, 2017, "Fiscalité de l’introduction en Bourse
  [Tax Shield of Initial Public Offering]," MPRA Paper, University Library of Munich, Germany, number 100240, May.
• Lachaari, Mohamed & Inani, El Mehdi & Barigo, Rachid, 2017, "Fiscalité de l’introduction en Bourse
  [Tax Shield of Initial Public Offering]," MPRA Paper, University Library of Munich, Germany, number 100789, May.
• Ozili, Peterson K, 2017, "Non-performing loans and Financial Development: New Evidence," MPRA Paper, University Library of Munich, Germany, number 75964, Jan.
• Azubike, Anulika, 2017, "Impact of the Nigerian stock exchange on economic growth," MPRA Paper, University Library of Munich, Germany, number 75984, Jan.
• Lopez, Claude & Saeidinezhad, Elham, 2017, "US Financial Deregulation: Repeal or Adjust?," MPRA Paper, University Library of Munich, Germany, number 76625.
• Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2017, "Investment in capital markets," MPRA Paper, University Library of Munich, Germany, number 77414, Mar.
• Loh, Choon Zhee, 2017, "Specific risk factors and macroeconomic factor on profitability performance an empirical evidence of Top Glove Corporation Bhd," MPRA Paper, University Library of Munich, Germany, number 78339, Apr.
• Khalid, Nuramalina, 2017, "Risk and Performance: Empirical Evidence from Yinson Holdings Berhad," MPRA Paper, University Library of Munich, Germany, number 78360, Apr.
• Sofi, Farah Nuramalina, 2017, "The Relationship of RHB Bank Berhad’s Profitability with Leverage and Size (Total Asset)," MPRA Paper, University Library of Munich, Germany, number 78499, Mar.
• Rosli, Aini Rafiqah, 2017, "The Relationship Between Hong Leong Bank’s Performance with Leverage and Inflation," MPRA Paper, University Library of Munich, Germany, number 78500, Mar.
• Sylvester Andreas, Flora Kumang, 2017, "Evaluation the Impact of Specific Risk Factors on Inventory Turnover and Macroeconomics: Evidence from KUB Malaysia Sdn Bhd," MPRA Paper, University Library of Munich, Germany, number 78504, Apr.
• Kamaludin, Sabrina, 2017, "Risk Performance of Kawan Food Berhad," MPRA Paper, University Library of Munich, Germany, number 78506, Apr, revised 10 Apr 2017.
• Harun, Nur Ilyani, 2017, "Performance and Risk of IOI Corporation Berhad," MPRA Paper, University Library of Munich, Germany, number 78522, Mar.
• Jono, Siti Junaidah, 2017, "The Relationship of Financial Risks Towards the Performance of Vivocom Intl Holdings Berhad," MPRA Paper, University Library of Munich, Germany, number 78590, Apr.
• Ramarow, Sirivige, 2017, "The Relationship between Profitability and the Risk Factors and other Macroeconomic Factors," MPRA Paper, University Library of Munich, Germany, number 78625, Apr, revised 19 Apr 2017.
• Ravishankar, Sandranivashni, 2017, "To Examine the Relationship Between Risk Factors and Profitability of Apollo Food Holdings Berhad," MPRA Paper, University Library of Munich, Germany, number 78626, Apr.
• Lourdes, Joan Salome, 2017, "Performance and Risk of Macroeconomics Factors: Empirical evidence from Silver Ridge Holdings," MPRA Paper, University Library of Munich, Germany, number 78804, Apr, revised 26 Apr 2017.
• Anastasiou, Dimitrios, 2017, "The Interplay between Ex-post Credit Risk and the Cycles: Evidence from the Italian banks," MPRA Paper, University Library of Munich, Germany, number 79470, May.
• Lopez, Claude & Saeidinezhad, Elham, 2017, "Central Counterparties Help, But Do Not Assure Financial Stability," MPRA Paper, University Library of Munich, Germany, number 80358, Jul.
• Chong, Terence Tai Leung & Ding, Yue & Pang, Tianxiao, 2017, "Extreme Risk Value and Dependence Structure of the China Securities Index 300," MPRA Paper, University Library of Munich, Germany, number 80556, Mar.
• Tsionas, Mike G. & Michaelides, Panayotis G., 2017, "Bayesian analysis of chaos: The joint return-volatility dynamical system," MPRA Paper, University Library of Munich, Germany, number 80632.
• DiGabriele, Jim & Ojo, Marianne, 2017, "Chameleons in the midst of hawks: The real meaning to be attributed to the definition of fraud," MPRA Paper, University Library of Munich, Germany, number 80709, Aug.
• Byrne, Joseph P & Sakemoto, Ryuta & Xu, Bing, 2017, "Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals," MPRA Paper, University Library of Munich, Germany, number 80791, Jul.
• Bell, Peter, 2017, "Application of the Net Present Value Profile to Anaconda Mining," MPRA Paper, University Library of Munich, Germany, number 81197, Sep.
• Bell, Peter, 2017, "Example of a Rising NPV Profile for a Mining Project," MPRA Paper, University Library of Munich, Germany, number 81353, Sep.
• Evans, Martin, 2017, "Forex Trading and the WMR Fix," MPRA Paper, University Library of Munich, Germany, number 81583, Sep, revised 25 Sep 2017.
• Daher, Wassim & Aydilek, Harun & Saleeby, Elias G., 2017, "Insider Trading With Different Risk Attitudes," MPRA Paper, University Library of Munich, Germany, number 81733, Sep.
• Fry, John & Serbera, Jean-Philippe, 2017, "Modelling and mitigation of Flash Crashes," MPRA Paper, University Library of Munich, Germany, number 82457, Sep.
• Williams, Ronald, 2017, "Perfect Public Offering: A Process to Provide Perfect Ownership of Businesses to the Entire Public," MPRA Paper, University Library of Munich, Germany, number 83056, Sep, revised 01 Dec 2017.
• Missaoui, Ibtissem & Ben Rejeb, Jaleleddine, 2017, "Corruption, secteur bancaire et développement du marché boursier : cas des pays de la zone EURO
  [Corruption, the banking sector and the development of the stock market: the case of the countries of the EURO zone]," MPRA Paper, University Library of Munich, Germany, number 83620, Jan.
• Cifarelli, Giulio & Paesani, Paolo, 2017, "On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016," MPRA Paper, University Library of Munich, Germany, number 84009, Oct.
• Hanedar, Avni Önder & Yaldız Hanedar, Elmas, 2017, "Stock market reactions to wars and political risks: A cliometric perspective for a falling empire," MPRA Paper, University Library of Munich, Germany, number 85600, Feb, revised 25 Mar 2018.
• Ekong, Christopher N. & Onye, Kenneth U., 2017, "Application of Garch Models to Estimate and Predict Financial Volatility of Daily Stock Returns in Nigeria," MPRA Paper, University Library of Munich, Germany, number 88309.
• Awolaja, Gbenga Oladapo & Musa, Dasauki C., 2017, "Asymmetric Oil Price Shocks and Stock Prices in Nigeria," MPRA Paper, University Library of Munich, Germany, number 92891.
• Nikolaos Antonakakis & Rangan Gupta & Christos Kollias & Stephanos Papadamou, 2017, "Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016," Working Papers, University of Pretoria, Department of Economics, number 201702, Jan.
• Christina Christou & Rangan Gupta & Fredj Jawadi, 2017, "Does Inequality Help in Forecasting Equity Premium in a Panel of G7 Countries?," Working Papers, University of Pretoria, Department of Economics, number 201720, Mar.
• Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note," Working Papers, University of Pretoria, Department of Economics, number 201764, Sep.
• Bohumil Stádník & Václav Žďárek, 2017, "Volatility Strangeness of Bonds - How to Define and What Does it Bring?," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 5, pages 602-629, DOI: 10.18267/j.pep.636.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017, "Bubbles for Fama," Working Paper, Harvard University OpenScholar, number 504391, Feb.
• Keshav Dogra & Sushant Acharya, 2017, "The Side Effects of Safe Asset Creation," 2017 Meeting Papers, Society for Economic Dynamics, number 1453.
• Laura Veldkamp & David Lucca & Nina Boyarchenko, 2017, "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," 2017 Meeting Papers, Society for Economic Dynamics, number 808.
• Georgios Bampinas & Panagiotis Konstantinou & Theodore Panagiotidis, 2017, "Inequality, Demographics and the Housing Wealth Effect: Panel Quantile Regression Evidence for the US States," Working Paper series, Rimini Centre for Economic Analysis, number 17-01, Jan.
• Priviledge Cheteni, 2017, "Stock Market Volatility Using GARCH Models: Evidence from South Africa and China Stock Markets," Journal of Economics and Behavioral Studies, AMH International, volume 8, issue 6, pages 237-245, DOI: 10.22610/jebs.v8i6(J).1497.
• Burenin, Aleksey N. (Буренин, Алексей), 2017, "On the Inevitability of Economic Crises in the Modern Market Economy
  [О Неизбежности Экономических Кризисов В Современной Развитой Рыночной Экономике]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 5, pages 8-21, October.
• Turgut Tursoy & Faisal Faisal, 2017, "Re-testing for financial integration of the Turkish Stock Market and the US Stock Market: An Evidence from co-integration and error correction models," Romanian Statistical Review, Romanian Statistical Review, volume 65, issue 2, pages 43-55, June.
• Nikita A. Moiseev & Bulat A.  Akhmadeev, 2017, "Agent-based Simulation of Wealth, Capital and Asset Distribution on Stock Markets," Journal of Interdisciplinary Economics, , volume 29, issue 2, pages 176-196, July.
• Thomas Lustenberger & Enzo Rossi, 2017, "The Social Value of Information: A Test of a Beauty and Non-Beauty Contest," Working Papers, Swiss National Bank, number 2017-17.
• Diery Seck, 2017, "The Performance of African Stock Markets Before and After the Global Financial Crisis," Advances in African Economic, Social and Political Development, Springer, in: Diery Seck, "Investment and Competitiveness in Africa", DOI: 10.1007/978-3-319-44787-2_1.
• Hiroyuki Moriya, 2017, "Quantized price volatility model for transaction data," Evolutionary and Institutional Economics Review, Springer, volume 14, issue 2, pages 397-408, December, DOI: 10.1007/s40844-017-0078-1.
• Ahmed El Ghini & Youssef Saidi, 2017, "Return and volatility spillovers in the Moroccan stock market during the financial crisis," Empirical Economics, Springer, volume 52, issue 4, pages 1481-1504, June, DOI: 10.1007/s00181-016-1110-8.
• Erick Lahura & Marco Vega, 2017, "Stock market development and real economic activity in Peru," Empirical Economics, Springer, volume 53, issue 3, pages 1011-1038, November, DOI: 10.1007/s00181-016-1149-6.
• Latife Ghalayini, 2017, "Modeling and forecasting spot oil price," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 355-373, December, DOI: 10.1007/s40821-016-0058-0.
• Florian Teschner & David Rothschild & Henner Gimpel, 2017, "Manipulation in Conditional Decision Markets," Group Decision and Negotiation, Springer, volume 26, issue 5, pages 953-971, September, DOI: 10.1007/s10726-017-9531-0.
• Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda, 2017, "Informative Contagion Dynamics in a Multilayer Network Model of Financial Markets," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 3, issue 3, pages 343-366, November, DOI: 10.1007/s40797-017-0052-4.
• Yingmei Cheng & David Peterson & Karen Sherrill, 2017, "Admitting mistakes pays: the long term impact of goodwill impairment write-offs on stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 311-329, April, DOI: 10.1007/s12197-015-9349-z.
• Amanjot Singh & Parneet Kaur, 2017, "A Short Note on Information Transmissions Across US-BRIC Equity Markets: Evidence from Volatility Spillover Index," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 1, pages 197-208, March, DOI: 10.1007/s40953-016-0047-2.
• Ya-Hui Wang, 2017, "Are Investors Willing to Buy Non-award-wining Funds from Awarded Fund Companies?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-4.
• Huang Xian Yu, 2017, "Capital Asset Pricing Model – investigation and Testing," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-5.
• Batsirai Winmore Mazviona & Mbakisi Dube & Tendai Sakahuhwa, 2017, "An Analysis of Factors Affecting the Performance of Insurance Companies in Zimbabwe," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 1, pages 1-2.
• Giovanni Dosi & Mauro Napoletano & Andrea Roventini & Joseph E. Stiglitz & Tania Treibich, 2017, "Rational Heuristics? Expectations and Behaviors in Evolving Economies with Heterogeneous Interacting Agents," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/31, Dec.