Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)
2019
- Smales, L.A. & Lucey, B.M., 2019, "The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 19-38, DOI: 10.1016/j.intfin.2018.12.003.
- Chmura, Thorsten & Bai, Ye & Bauder, David, 2019, "The impact of an insider and short-selling on bubble formation in experimental financial market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 211-230, DOI: 10.1016/j.intfin.2019.01.003.
- Hung, Pi-Hsia & Lien, Donald, 2019, "Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 231-251, DOI: 10.1016/j.intfin.2019.01.002.
- Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist, 2019, "Systematic extreme downside risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 128-142, DOI: 10.1016/j.intfin.2019.02.007.
- Bu, Ruijun & Fu, Xi & Jawadi, Fredj, 2019, "Does the volatility of volatility risk forecast future stock returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 16-36, DOI: 10.1016/j.intfin.2019.02.001.
- Kinateder, Harald & Papavassiliou, Vassilios G., 2019, "Sovereign bond return prediction with realized higher moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 53-73, DOI: 10.1016/j.intfin.2019.05.002.
- Fu, Xi & Zhang, Zhifang, 2019, "CFO cultural background and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 74-93, DOI: 10.1016/j.intfin.2019.05.001.
- Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas, 2019, "Short-term momentum (almost) everywhere," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101140.
- Gong, Guojin & Li, Laura Yue & Yin, Huifang, 2019, "Relative performance evaluation and the timing of earnings release," Journal of Accounting and Economics, Elsevier, volume 67, issue 2, pages 358-386, DOI: 10.1016/j.jacceco.2019.03.002.
- Kanno, Masayasu, 2019, "Network structures and credit risk in cross-shareholdings among listed Japanese companies," Japan and the World Economy, Elsevier, volume 49, issue C, pages 17-31, DOI: 10.1016/j.japwor.2018.09.003.
- Griffith, Todd G. & Roseman, Brian S., 2019, "Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 104-121, DOI: 10.1016/j.jbankfin.2019.01.017.
- Kıvanç Karaman, K. & Yıldırım-Karaman, Seçil, 2019, "How does financial development alter the impact of uncertainty?," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 33-42, DOI: 10.1016/j.jbankfin.2019.03.008.
- Kenchington, David & Wan, Chi & Yüksel, H. Zafer, 2019, "Gross profitability and mutual fund performance," Journal of Banking & Finance, Elsevier, volume 104, issue C, pages 31-49, DOI: 10.1016/j.jbankfin.2019.05.001.
- Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019, "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 151-165, DOI: 10.1016/j.jbankfin.2019.05.005.
- Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2019, "Asset prices and “the devil(s) you know”," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 20-35, DOI: 10.1016/j.jbankfin.2019.04.003.
- Li, Yubin & Zhao, Chen & Zhong, Zhaodong, 2019, "Price discrimination against retail Investors: Evidence from mini options," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 50-64, DOI: 10.1016/j.jbankfin.2019.05.012.
- Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Taamouti, Abderrahim, 2019, "The information content of forward moments," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 527-541, DOI: 10.1016/j.jbankfin.2019.07.021.
- Faff, Robert W. & Parwada, Jerry T. & Tan, Eric K.M., 2019, "Did connected hedge funds benefit from bank bailouts during the financial crisis?," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.08.003.
- Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019, "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105657.
- Huber, Christoph & Huber, Jürgen & Hueber, Laura, 2019, "The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105662.
- Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2019, "Upside potential of hedge funds as a predictor of future performance," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 212-229, DOI: 10.1016/j.jbankfin.2018.11.003.
- Huang, Alan G. & Kalimipalli, Madhu & Nayak, Subhankar & Ramchand, Latha, 2019, "Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 202-221, DOI: 10.1016/j.jbankfin.2018.12.011.
- Gregoriou, Andros & Healy, Jerome V. & Le, Huong, 2019, "Prospect theory and stock returns: A seven factor pricing model," Journal of Business Research, Elsevier, volume 101, issue C, pages 315-322, DOI: 10.1016/j.jbusres.2019.04.038.
- Engineer, Merwan H. & Schure, Paul & Vo, Dan H., 2019, "Hide and seek search: Why angels hide and entrepreneurs seek," Journal of Economic Behavior & Organization, Elsevier, volume 157, issue C, pages 523-540, DOI: 10.1016/j.jebo.2018.10.007.
- Ghosal, Vivek & Ye, Yang, 2019, "The impact of uncertainty on the number of businesses," Journal of Economics and Business, Elsevier, volume 105, issue C, DOI: 10.1016/j.jeconbus.2019.04.001.
- Siemroth, Christoph, 2019, "The informational content of prices when policy makers react to financial markets," Journal of Economic Theory, Elsevier, volume 179, issue C, pages 240-274, DOI: 10.1016/j.jet.2018.11.002.
- Araujo, Aloisio & Gama, Juan Pablo & Novinski, Rodrigo & Pascoa, Mario R., 2019, "Endogenous discounting, wariness, and efficient capital taxation," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 520-545, DOI: 10.1016/j.jet.2019.07.004.
- Davoodalhosseini, Seyed Mohammadreza, 2019, "Constrained efficiency with adverse selection and directed search," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 568-593, DOI: 10.1016/j.jet.2019.07.005.
- Kondor, Péter & Zawadowski, Adam, 2019, "Learning in crowded markets," Journal of Economic Theory, Elsevier, volume 184, issue C, DOI: 10.1016/j.jet.2019.08.006.
- Hautsch, Nikolaus & Horvath, Akos, 2019, "How effective are trading pauses?," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 378-403, DOI: 10.1016/j.jfineco.2017.12.011.
- Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019, "Technological links and predictable returns," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 76-96, DOI: 10.1016/j.jfineco.2018.11.008.
- Hanselaar, Rogier M. & Stulz, René M. & van Dijk, Mathijs A., 2019, "Do firms issue more equity when markets become more liquid?," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 64-82, DOI: 10.1016/j.jfineco.2018.12.004.
- Ma, Zhiming & Stice, Derrald & Williams, Christopher, 2019, "The effect of bank monitoring on public bond terms," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 379-396, DOI: 10.1016/j.jfineco.2019.02.003.
- Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019, "Interconnectedness in the interbank market," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 520-538, DOI: 10.1016/j.jfineco.2019.02.006.
- Easley, David & O'Hara, Maureen & Basu, Soumya, 2019, "From mining to markets: The evolution of bitcoin transaction fees," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 91-109, DOI: 10.1016/j.jfineco.2019.03.004.
- Ha, Yeonjeong & Ko, Kwangsoo, 2019, "Misspecifications in the fund flow-performance relationship," Journal of Financial Intermediation, Elsevier, volume 38, issue C, pages 69-81, DOI: 10.1016/j.jfi.2018.11.001.
- Khalifa, Maha & Zouaoui, Haykel & Ben Othman, Hakim & Hussainey, Khaled, 2019, "Exploring the nonlinear effect of conditional conservatism on the cost of equity capital: Evidence from emerging markets," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 36, issue C, pages 1-1, DOI: 10.1016/j.intaccaudtax.2019.100272.
- Yun, Jaeho, 2019, "Bond risk premia in a small open economy with volatile capital flows: The case of Korea," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 223-243, DOI: 10.1016/j.jimonfin.2019.01.007.
- Chiu, Junmao & Chung, Huimin, 2019, "Legal institutions and fragile financial markets," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 277-298, DOI: 10.1016/j.jimonfin.2019.02.009.
- Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "The risk premium of gold," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 140-159, DOI: 10.1016/j.jimonfin.2019.02.011.
- Pownall, Rachel A.J. & Satchell, Stephen & Srivastava, Nandini, 2019, "A random walk through Mayfair: Art as a luxury good and evidence from dynamic models," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 112-127, DOI: 10.1016/j.jimonfin.2019.04.001.
- Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2019, "Global downside risk and equity returns," Journal of International Money and Finance, Elsevier, volume 98, issue C, pages 1-1, DOI: 10.1016/j.jimonfin.2019.102065.
- Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2019, "Uncovered equity “disparity” in emerging markets," Journal of International Money and Finance, Elsevier, volume 98, issue C, pages 1-1, DOI: 10.1016/j.jimonfin.2019.102066.
- Crowley, Meredith A. & Meng, Ning & Song, Huasheng, 2019, "Policy shocks and stock market returns: Evidence from Chinese solar panels," Journal of the Japanese and International Economies, Elsevier, volume 51, issue C, pages 148-169, DOI: 10.1016/j.jjie.2019.02.006.
- Nikkinen, Jussi & Rothovius, Timo, 2019, "Market specific seasonal trading behavior in NASDAQ OMX electricity options," Journal of Commodity Markets, Elsevier, volume 13, issue C, pages 16-29, DOI: 10.1016/j.jcomm.2018.05.002.
- Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2019, "Jumps in commodity markets," Journal of Commodity Markets, Elsevier, volume 13, issue C, pages 55-70, DOI: 10.1016/j.jcomm.2018.10.002.
- Aymo, Mahmoud, 2019, "The dynamics of institutional trading: Evidence from transaction data," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00112.
- Singhal, Shelly & Choudhary, Sangita & Biswal, Pratap Chandra, 2019, "Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico," Resources Policy, Elsevier, volume 60, issue C, pages 255-261, DOI: 10.1016/j.resourpol.2019.01.004.
- Bouri, Elie & Jalkh, Naji & Roubaud, David, 2019, "Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach," Resources Policy, Elsevier, volume 61, issue C, pages 385-392, DOI: 10.1016/j.resourpol.2017.12.002.
- Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Kang, Sang Hoon, 2019, "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Resources Policy, Elsevier, volume 62, issue C, pages 588-601, DOI: 10.1016/j.resourpol.2018.11.007.
- Qadan, Mahmoud & Aharon, David Y. & Eichel, Ron, 2019, "Seasonal patterns and calendar anomalies in the commodity market for natural resources," Resources Policy, Elsevier, volume 63, issue C, pages 1-1, DOI: 10.1016/j.resourpol.2019.101435.
- Araujo, Aloisio & Gama, Juan Pablo & Pascoa, Mario Rui, 2019, "Crashing of efficient stochastic bubbles," Journal of Mathematical Economics, Elsevier, volume 84, issue C, pages 136-143, DOI: 10.1016/j.jmateco.2019.07.005.
- Baig, Ahmed S. & Blau, Benjamin M. & Whitby, Ryan J., 2019, "Price clustering and economic freedom: The case of cross-listed securities," Journal of Multinational Financial Management, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.mulfin.2019.04.002.
- Ikizlerli, Deniz & Holmes, Phil & Anderson, Keith, 2019, "The response of different investor types to macroeconomic news," Journal of Multinational Financial Management, Elsevier, volume 50, issue C, pages 13-28, DOI: 10.1016/j.mulfin.2019.02.005.
- Vo, Xuan Vinh & Phan, Dang Bao Anh, 2019, "Herd behavior and idiosyncratic volatility in a frontier market," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 321-330, DOI: 10.1016/j.pacfin.2018.10.005.
- Rumokoy, Lawren J. & Neupane, Suman & Chung, Richard Y. & Vithanage, Kulunu, 2019, "Underwriter network structure and political connections in the Chinese IPO market," Pacific-Basin Finance Journal, Elsevier, volume 54, issue C, pages 199-214, DOI: 10.1016/j.pacfin.2017.10.005.
- Mimouni, Karim & Smaoui, Houcem & Temimi, Akram & Al-Azzam, Moh'd, 2019, "The impact of Sukuk on the performance of conventional and Islamic banks," Pacific-Basin Finance Journal, Elsevier, volume 54, issue C, pages 42-54, DOI: 10.1016/j.pacfin.2019.01.007.
- Li, Michelle & Liu, Chelsea & Scott, Tom, 2019, "Share pledges and firm value," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 192-205, DOI: 10.1016/j.pacfin.2019.04.001.
- Aman, Hiroyuki & Beekes, Wendy & Berkman, Henk & Bohmann, Marc & Bradbury, Michael & Chapple, Larelle & Chang, Millicent & Clout, Victoria & Faff, Robert & Han, Jianlei & Hillier, David & Hodgson, All, 2019, "Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 129-150, DOI: 10.1016/j.pacfin.2019.05.002.
- Long, Huaigang & Zhu, Yanjian & Chen, Lifang & Jiang, Yuexiang, 2019, "Tail risk and expected stock returns around the world," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 162-178, DOI: 10.1016/j.pacfin.2019.06.001.
- Wang, Steven Shuye & Xu, Kuan & Zhang, Hao, 2019, "A microstructure study of circuit breakers in the Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101174.
- Chen, Chin-Ho, 2019, "Downside jump risk and the levels of futures-cash basis," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101200.
- Yang, Zhenyi & Yu, Yiwei & Zhang, Yubing & Zhou, Sili, 2019, "Policy uncertainty exposure and market value: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101178.
- Le, Anh & Yin, Xiangkang & Zhao, Jing, 2019, "Informed trading around earnings announcements in Australia," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101216.
- Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019, "Latent factor models for credit scoring in P2P systems," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 522, issue C, pages 112-121, DOI: 10.1016/j.physa.2019.01.130.
- Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Kang, Sang Hoon, 2019, "Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122295.
- Ramli, Nur Ainna & Latan, Hengky & Solovida, Grace T., 2019, "Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 148-160, DOI: 10.1016/j.qref.2018.07.001.
- Mokni, Khaled & Youssef, Manel, 2019, "Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 14-33, DOI: 10.1016/j.qref.2019.03.003.
- Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoukarim, 2019, "A statistical analysis of uncertainty for conventional and ethical stock indexes," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 9-17, DOI: 10.1016/j.qref.2018.03.002.
- Aggarwal, Divya, 2019, "Do bitcoins follow a random walk model?," Research in Economics, Elsevier, volume 73, issue 1, pages 15-22, DOI: 10.1016/j.rie.2019.01.002.
- Maskus, Keith E. & Milani, Sahar & Neumann, Rebecca, 2019, "The impact of patent protection and financial development on industrial R&D," Research Policy, Elsevier, volume 48, issue 1, pages 355-370, DOI: 10.1016/j.respol.2018.09.005.
- Hussinger, Katrin & Pacher, Sebastian, 2019, "Information ambiguity, patents and the market value of innovative assets," Research Policy, Elsevier, volume 48, issue 3, pages 665-675, DOI: 10.1016/j.respol.2018.10.022.
- Peng, Wei & Hu, Shichao & Chen, Wang & Zeng, Yu-feng & Yang, Lu, 2019, "Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 137-149, DOI: 10.1016/j.iref.2018.08.014.
- Smales, L.A., 2019, "Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 234-252, DOI: 10.1016/j.iref.2018.09.001.
- Ding, David K. & Ferreira, Christo & Wongchoti, Udomsak, 2019, "The geography of CSR," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 265-288, DOI: 10.1016/j.iref.2018.09.003.
- Fassas, Athanasios P. & Siriopoulos, Costas, 2019, "Intraday price discovery and volatility spillovers in an emerging market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 333-346, DOI: 10.1016/j.iref.2018.09.008.
- Li, Zhe & Zhang, Wei-Guo & Liu, Yong-Jun & Zhang, Yue, 2019, "Pricing discrete barrier options under jump-diffusion model with liquidity risk," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 347-368, DOI: 10.1016/j.iref.2018.10.002.
- Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian, 2019, "Predicting stock market movements with a time-varying consumption-aggregate wealth ratio," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 458-467, DOI: 10.1016/j.iref.2018.10.009.
- Zhang, Ruixin & Ben Naceur, Sami, 2019, "Financial development, inequality, and poverty: Some international evidence," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 1-16, DOI: 10.1016/j.iref.2018.12.015.
- Muñoz, Fernando, 2019, "The ‘smart money effect’ among socially responsible mutual fund investors," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 160-179, DOI: 10.1016/j.iref.2019.03.010.
- Zhao, Yujie & Zhou, Donghua & Zhao, Kangsheng & Zhou, Ping, 2019, "Is the squeaky wheel getting the grease? Earnings management and government subsidies," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 297-312, DOI: 10.1016/j.iref.2019.03.012.
- Yang, Heejin & Kutan, Ali M. & Ryu, Doojin, 2019, "Volatility information trading in the index options market: An intraday analysis," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 412-426, DOI: 10.1016/j.iref.2019.07.006.
- Chen, Zhigang & Lv, Bingyang & Liu, Yongzheng, 2019, "Financial development and the composition of government expenditure: Theory and cross-country evidence," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 600-611, DOI: 10.1016/j.iref.2019.09.006.
- Poshakwale, Sunil S. & Chandorkar, Pankaj & Agarwal, Vineet, 2019, "Implied volatility and the cross section of stock returns in the UK," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 271-286, DOI: 10.1016/j.ribaf.2019.01.006.
- Nguyen, Thai Vu Hong & Nguyen, Binh Thanh & Nguyen, Kien Son & Pham, Huy, 2019, "Asymmetric monetary policy effects on cryptocurrency markets," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 335-339, DOI: 10.1016/j.ribaf.2019.01.011.
- Kusen, Alex & Rudolf, Markus, 2019, "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 438-463, DOI: 10.1016/j.ribaf.2019.01.013.
- Oet, Mikhail V. & Ong, Stephen J., 2019, "From organization to activity in the US collateralized interbank market," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 472-485, DOI: 10.1016/j.ribaf.2016.01.012.
- Qadan, Mahmoud & Zoua’bi, Maher, 2019, "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 82, issue C, DOI: 10.1016/j.socec.2019.101450.
- Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019, "Absolute Momentum, Sustainable Withdrawal Rates and Glidepath Investing in US Retirement Portfolios from 1925," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-31, Apr.
- Demekas, Dimitri G., 2019, "Building an effective financial stability policy framework: lessons from the post-crisis decade," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100483, Apr.
- Kondor, Peter & Zawadowski, Adam, 2019, "Learning in crowded markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101378, Nov.
- Lee, Neil & Luca, Davide, 2019, "The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86419, Jan.
- Reza Hesarzadeh & Javad Rajabalizadeh, 2019, "The impact of corporate reporting readability on informational efficiency," Asian Review of Accounting, Emerald Group Publishing Limited, volume 27, issue 4, pages 489-507, October, DOI: 10.1108/ARA-11-2018-0203.
- Yu Lu & Steven Cahan & Diandian Ma, 2019, "Is CSR performance related to disclosure tone in earnings announcements?," Accounting Research Journal, Emerald Group Publishing Limited, volume 32, issue 2, pages 129-147, July, DOI: 10.1108/ARJ-05-2016-0059.
- Hongbin Huang & Ran Li & Ya Bai, 2019, "Investor sentiment, market competition and trade credit supply," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 2, pages 284-306, March, DOI: 10.1108/CFRI-07-2018-0060.
- Xiaoyu Wang & Jia Zhai & Dejun Xie & Jingjing Jiang, 2019, "The impact of monetary policy on option-implied stock market expectations," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 1, pages 37-51, July, DOI: 10.1108/CFRI-07-2018-0068.
- Letife Özdemir & Serap Vurur, 2019, "Volatility Spillovers Between BIST100 Index and S&P500 Index," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Behavioral Finance", DOI: 10.1108/S1569-375920190000101003.
- Syed Marwan & Mohamed Aslam Haneef, 2019, "Does doing good pay off?," Islamic Economic Studies, Emerald Group Publishing Limited, volume 27, issue 1, pages 23-37, August, DOI: 10.1108/IES-05-2019-0001.
- Margarita Kaprielyan & Md Miran Hossain & Charles Armah Danso, 2019, "Mutual fund trading around mergers and fund performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 1-20, June, DOI: 10.1108/IJMF-07-2017-0134.
- Fadillah Mansor & Naseem Al Rahahleh & M. Ishaq Bhatti, 2019, "New evidence on fund performance in extreme events," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 15, issue 4, pages 511-532, April, DOI: 10.1108/IJMF-07-2018-0220.
- Augusto Ferreira da Costa Neto & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo Pinto, 2019, "Investor behavior in ETF markets: a comparative study between the US and emerging markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 14, issue 5, pages 944-966, August, DOI: 10.1108/IJOEM-04-2018-0195.
- Harit Satt & Sarah Nechbaoui & M. Kabir Hassan & Selma Izadi, 2019, "Ramadan’s impact on the optimism of analysts’ recommendations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 5, pages 727-742, July, DOI: 10.1108/IMEFM-04-2019-0171.
- Ivana Raonic & Ali Sahin, 2019, "Do analysts understand accruals’ persistence? Evidence revisited," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 21, issue 1, pages 38-59, December, DOI: 10.1108/JAAR-07-2018-0103.
- Silvio John Camilleri & Francelle Galea, 2019, "The determinants of securities trading activity: evidence from four European equity markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 3, issue 1, pages 47-67, June, DOI: 10.1108/JCMS-02-2019-0007.
- Halil Kiymaz, 2019, "Factors influencing SRI fund performance," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 3, issue 1, pages 68-81, June, DOI: 10.1108/JCMS-04-2019-0016.
- Serkan Karadas & William McAndrew & Minh Tam Tammy Schlosky, 2019, "Local corruption and local stock returns," Journal of Financial Crime, Emerald Group Publishing Limited, volume 26, issue 4, pages 1065-1077, October, DOI: 10.1108/JFC-01-2018-0011.
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