Research classified by Journal of Economic Literature (JEL) codes

2019

• Fulya Memişoğlu & Celil Yiğit, 2019, "Uluslararasi Göç ve Kalkınma: Teori ve Güncel Meseleler," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 1, pages 39-62, DOI: 10.51803/yssr.595809.
• Aypar Uslu & Serdar Pirinti & İçim Aksoy Özer, 2019, "Dijital Pazarlamada Gerçeğin Sifir Ani Yaklaşimi Açisindan Elektronik Ağizdan Ağiza İletişimin Tüketicilerin Satin Alma Davranışı ile İlişkisi ve Bir Araştırma," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 1, pages 63-84, DOI: /10.51803/yssr.541735.
• Mehmet Sağlam, 2019, "Firma ve Yönetici Özelliklerine Göre İhracat Performans Düzeylerinin İncelenmesi: İstanbul İli İhracatçı Firmalar Üzerine Bir Araştırma," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 1, pages 85-102, DOI: 10.51803/yssr.507155.
• Ragıp Ege, 2019, "Proudhon ile Marx Bir Siyasal Hayal Kırıklığının Kuramsal Öyküsü," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 103-116, DOI: 10.51803/yssr.600970.
• Ercan Eren, 2019, "Moral İktisadı ve Léon Walras," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 117-134, DOI: 10.51803/yssr.577478.
• Hüseyin Özel, 2019, "The Road to Serfdom against The Great Transformation: A Comparison with Reference to Unintended Consequences," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 135-154, DOI: 10.51803/yssr.592786.
• Metin Sarfati, 2019, "Yahudi’nin kaderi; İnsanın Kaderi veya “Homo Judaeus”tan “Homo Capitalius”a, Marx’tan Sombart’a Düşünce Tarihinden Kısa Notlar," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 155-170.
• Burak Gürbüz, 2019, "F. Le Play'in sosyal barış düzeni ile L. Bourgeois ve S. Weil’ in Düşünsel ilişkileri: Dayanışmacılık (Solidarizm)," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 171-184, DOI: 10.51803/yssr.600823.
• Ensar Yılmaz, 2019, "Identity and Economics," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 185-208, DOI: 10.51803/yssr.597975.
• Bahar Araz & Derya Güler Aydın, 2019, "Veblen’in İktisat Sosyolojisinin Sosyal ve Kavramsal İlişkisellik Üzerinden Düşünülmesi," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 209-222, DOI: 10.51803/yssr.591143.
• Gülenay Baş Dinar & Çınla Akdere & Merve Yılmazkaya, 2019, "Alışkanlık ve Rasyonalite Kavramları Temelinde Veblen ve Simon Üzerine Yeniden Düşünmek," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 223-236, DOI: 10.51803/yssr.592298.
• Serhat Koloğlugil, 2019, "Freelance Çalışma, Start-Up Girişimcilik ve İşin Geleceği: Kurumsalcı Bir Yaklaşım," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 237-246, DOI: 10.51803/yssr.604248.
• Kaan İrfan Öğüt, 2019, "İktisadın Formalist Aksiyomatik Bir Disipline Dönüşüm Sürecinde Hilbert – Bourbaki Yerine Poincare – Brouwer Yaklaşımı Benimsenebilir miydi?," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 247-262, DOI: 10.51803/yssr.600347.
• Vedat Ulvi Aslan, 2019, "Parayı Bir Toplumsal İlişki Olarak Tanımlamak," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 263-286, DOI: 10.51803/yssr.591490.
• Sırrı Emrah Üçer, 2019, "Devlet ve Telefon: Tarihsel Sosyoloji Işığında Altyapı Politikalarının İncelenmesi için Eleştirel bir Kuramsal Çerçeve Önerisi," Yildiz Social Science Review, Yildiz Technical University, volume 5, issue 2, pages 287-310, DOI: 10.51803/yssr.592834.
• Nataliia Zachosova, 2019, "Innovative Approach In The Estimatology Of Financial Institutions Economic Security: Possibilities Of Use In Management And Regulatory Activity Within The Means Of Provision Of The State Financial Security," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 2, DOI: 10.30525/2256-0742/2019-5-2-45-56.
• Mario La Torre & Gianfranco Vento & Helen Chiappini & Giuseppe Lia, 2019, "Npls sales and market reactions: who is left empty-handed?," BANCARIA, Bancaria Editrice, volume 3, pages 30-47, March.
• Xiao-Lin Li & Yi-Na Li & Lu Bai, 2019, "Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach," Review of Economics & Finance, Better Advances Press, Canada, volume 17, pages 35-50, August.
• Jordan Jordanov, 2019, "Key Characteristics and Scope of the Bulgarian Corporate Bond Market," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 138-160.
• Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019, "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers, Bank of Canada, number 19-11, Mar, DOI: 10.34989/swp-2019-11.
• Radoslav Raykov, 2019, "Systemic Risk and Collateral Adequacy," Staff Working Papers, Bank of Canada, number 19-23, Jun, DOI: 10.34989/swp-2019-23.
• David Beers & Patrisha de Leon-Manlagnit, 2019, "The BoC-BoE Sovereign Default Database: What’s New in 2019?," Staff Working Papers, Bank of Canada, number 19-39, Sep, DOI: 10.34989/swp-2019-39.
• Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton, 2019, "Price Caps in Canadian Bond Borrowing Markets," Staff Analytical Notes, Bank of Canada, number 2019-2, Jan, DOI: 10.34989/san-2019-2.
• Jean-Sébastien Fontaine & Jabir Sandhu & Adrian Walton, 2019, "Relative Value of Government of Canada Bonds," Staff Analytical Notes, Bank of Canada, number 2019-23, Aug, DOI: 10.34989/san-2019-23.
• Jessica Lee & Jabir Sandhu & Adrian Walton, 2019, "Borrowing Costs for Government of Canada Treasury Bills," Staff Analytical Notes, Bank of Canada, number 2019-28, Oct, DOI: 10.34989/san-2019-28.
• Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton, 2019, "Prix plafonds sur les marchés canadiens des emprunts d’obligations," Staff Analytical Notes, Bank of Canada, number 2019-2-fr, Jan, DOI: 10.34989/san-2019-2.
• Arianna Miglietta & Fabrizio Venditti, 2019, "An indicator of macro-financial stress for Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 497, Apr.
• Raffaele Gallo, 2019, "The loan cost advantage of public firms and financial market conditions: evidence from the European syndicated loan market," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1255, Dec.
• Dražen Cvijanović, 2019, "The Structure Of Financial Networks, And Western Balkan Banking Systems," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 221, pages 7-32, April – J.
• Florian LALANNE & Irena PERESA & Sophie RIVAUD, 2019, "Portfolio investments and fragility in emerging economies: detection tools
  [Investissements de portefeuille et fragilisation des pays émergents : des outils de détection]," Bulletin de la Banque de France, Banque de France, issue 226.
• Mihabad Abdulkareem Haji Al Habash & Yavuz Turkan, 2019, "The Impact of Marketing Deception In Building A Mental Image of The Consumer in The Services Market," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 49-73, August, DOI: https://dx.doi.org/10.33399/biibfad.
• Claudio Impenna & Paola Paiardini, 2019, "Informed trading in a two-tier market structure under financial distress," Discussion Papers, Department of Economics, University of Birmingham, number 19-06, Jun.
• Sirio Aramonte & Wenqian Huang, 2019, "OTC derivatives: euro exposures rise and central clearing advances," BIS Quarterly Review, Bank for International Settlements, December.
• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019, "The cost of clearing fragmentation," BIS Working Papers, Bank for International Settlements, number 826, Dec.
• Eli M Remolona & James Yetman, 2019, "De jure benchmark bonds," BIS Working Papers, Bank for International Settlements, number 830, Dec.
• Wenqian Huang & Albert Menkveld & Shihao Yu, 2019, "Central counterparty exposure in stressed markets," BIS Working Papers, Bank for International Settlements, number 833, Dec.
• Sebastian Kranz & Gunter Löffler & Peter N. Posch, 2019, "Predatory Short Sales and Bailouts," German Economic Review, Verein für Socialpolitik, volume 20, issue 4, pages 469-491, November, DOI: 10.1111/geer.12173.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019, "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., volume 19, issue 4, pages 851-862, December, DOI: 10.1111/irfi.12188.
• Ravi Jagannathan & Binying Liu, 2019, "Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 1, pages 401-448, February, DOI: 10.1111/jofi.12731.
• Adrian Buss & Bernard Dumas, 2019, "The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees," Journal of Finance, American Finance Association, volume 74, issue 2, pages 795-844, April, DOI: 10.1111/jofi.12744.
• Vincent Van Kervel & Albert J. Menkveld, 2019, "High‐Frequency Trading around Large Institutional Orders," Journal of Finance, American Finance Association, volume 74, issue 3, pages 1091-1137, June, DOI: 10.1111/jofi.12759.
• Péter Kondor & Dimitri Vayanos, 2019, "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, volume 74, issue 3, pages 1139-1173, June, DOI: 10.1111/jofi.12757.
• Ian W. R. Martin & Christian Wagner, 2019, "What Is the Expected Return on a Stock?," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1887-1929, August, DOI: 10.1111/jofi.12778.
• Edward Halim & Yohanes E. Riyanto & Nilanjan Roy, 2019, "Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1975-2010, August, DOI: 10.1111/jofi.12768.
• Ravi Jagannathan & Binying Liu & Jiaqi Zhang, 2019, "Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 4, pages 2107-2116, August, DOI: 10.1111/jofi.12786.
• Stavros Degiannakis & George Filis, 2019, "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 1, pages 94-114, February, DOI: 10.1111/sjpe.12174.
• Julia Darby & Graeme Roy, 2019, "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 2, pages 314-330, May, DOI: 10.1111/sjpe.12186.
• Alberto Bucci & Simone Marsiglio, 2019, "Financial development and economic growth: long‐run equilibrium and transitional dynamics," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 3, pages 331-359, July, DOI: 10.1111/sjpe.12182.
• BALTEŞ Nicolae & DRAGOE Alexandra-Gabriela-Maria & COZMA Maria-Daciana, 2019, "Study Regarding The Influence Of The Endogenous Variables On The Change Of The Financial Performance Of The Economic Entity," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 71, issue 1, pages 8-17, March.
• VASIU Diana Elena & ILIE Livia, 2019, "The Performance Of "Blue Chip" Companies Traded On The Bucharest Stock Exchange And The Rotx Index," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 71, issue 3, pages 116-123, November.
• VASIU Diana Elena, 2019, "A 360 Degree Look On The Concept Of Financial Performance," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 71, issue 4, pages 124-132, December.
• Oscar Eduardo Machicado Mendoza, 2019, "El efecto transmisión de los valores públicos con fines de regulación monetaria en las operaciones de ruedo de la Bolsa Boliviana de Valores," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2019/01, Jul.
• Joab D. Valdivia C., 2019, "Determinantes del ciclo crediticio en Bolivia," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2019/04, Nov.
• Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli, 2019, "Populism, Political Risk and the Economy: Lessons from Italy," Boston College Working Papers in Economics, Boston College Department of Economics, number 989, Dec, revised 28 Apr 2020.
• Iryna Kaminska & Gabriele Zinna, 2019, "Official demand for US debt: implications for US real rates," Bank of England working papers, Bank of England, number 796, May.
• Joseph Noss & Rupal Patel, 2019, "Decomposing changes in the functioning of the sterling repo market," Bank of England working papers, Bank of England, number 797, May.
• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019, "The cost of clearing fragmentation," Bank of England working papers, Bank of England, number 800, May.
• Yuliya Baranova & Graeme Douglas & Laura Silvestri, 2019, "Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales," Bank of England working papers, Bank of England, number 803, Jun.
• David Mallaburn & Matt Roberts-Sklar & Laura Silvestri, 2019, "Resilience of trading networks: evidence from the sterling corporate bond market," Bank of England working papers, Bank of England, number 813, Aug.
• David Beers & Patrisha de Leon-Manlagnit, 2019, "The BoC-BoE sovereign default database: what’s new in 2019?," Bank of England working papers, Bank of England, number 829, Sep.
• Jieun Lee & Doojin Ryu, 2019, "The Impacts of Macroeconomic News Announcements on Intraday Implied Volatility," Working Papers, Economic Research Institute, Bank of Korea, number 2019-2, Jan.
• Kranz Sebastian & Löffler Gunter & Posch Peter N., 2019, "Predatory Short Sales and Bailouts," German Economic Review, De Gruyter, volume 20, issue 4, pages 469-491, December, DOI: 10.1111/geer.12173.
• Paul J.J. Welfens, 2019, "Financial Markets and Oil Prices in a Schumpeterian Context of CO2-Allowance Markets," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei265, Dec.
• Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS61, Feb.
• Caroline Granier & Valérie Revest & Alessandro Sapio, 2019, "SMEs and Junior Stock Markets: A Comparison between European and Japanese Markets," Journal of Innovation Economics, De Boeck Université, volume 0, issue 2, pages 43-67.
• Gurvan Branellec & Ji-Yong Lee, 2019, "Le choix du modèle de régulation des Fintech : entre sandbox et soundbox," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 387-410.
• Dinh Tran Ngoc Huy, 2019, "Using External Financing in a One Factor Model Measuring the Volatility of Market Risk of Vietnam`s Banking Industry During and After the Global Crisis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 2, pages 173-187.
• Congressional Budget Office, 2019, "The Role of the Federal Housing Administration in the Reverse-Mortgage Market," Reports, Congressional Budget Office, number 55247, May.
• Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2019, "Sovereign Bonds since Waterloo," CESifo Working Paper Series, CESifo, number 7506.
• Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019, "The seniority structure of sovereign debt," CESifo Working Paper Series, CESifo, number 7632.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2019, "Non-Linearities, Cyber Attacks and Cryptocurrencies," CESifo Working Paper Series, CESifo, number 7692.
• Markus K. Brunnermeier & Dirk Niepelt, 2019, "On the Equivalence of Private and Public Money," CESifo Working Paper Series, CESifo, number 7741.
• Christoph Görtz & Mallory Yeromonahos, 2019, "Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles," CESifo Working Paper Series, CESifo, number 7959.
• Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2019, "Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification," CESifo Working Paper Series, CESifo, number 7969.
• António Afonso & João Tovar Jalles & Mina Kazemi, 2019, "The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 22.
• Roni Michaely & Amir Rubin & Dan Segal & Alexander Vedrashko, 2019, "Lured by the Consensus," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-06, Mar, revised Mar 2019.
• Didier Sornette & Spencer Wheatley & Peter Cauwels, 2019, "The Fair Reward Problem: The Illusion of Success and How to Solve It," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-25, Apr, revised Apr 2019.
• Kjell G. Nyborg & Zexi Wang, 2019, "The Effect of Stock Liquidity on Cash Holdings: The Repurchase Motive," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-30, Jun, revised Dec 2020.
• Piotr Orłowski & Paul Schneider & Fabio Trojani, 2019, "On the Nature of Jump Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-31, Jun, revised Jun 2019.
• Jean-Christophe Delfim & Martin Hoesli, 2019, "Robust Desmoothed Real Estate Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-32, Jun.
• Jean-Christophe Delfim & Martin Hoesli, 2019, "Real Estate Performance, the Macroeconomy and Leverage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-33, Jun.
• Dániel Ágoston Bálint & Martin Schweizer, 2019, "Properly Discounted Asset Prices Are Semimartingales," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-53, Oct.
• Vincent Bogousslavsky & Pierre Collin-Dufresne, 2019, "Liquidity, Volume, and Order Imbalance Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-69, Mar.
• Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2019, "Implied Volatility Changes and Corporate Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-75, Jun.
• Amélie Charles & Olivier Darné, 2019, "Volatility estimation for Bitcoin: Replication and robustness," International Economics, CEPII research center, issue 157, pages 23-32.
• Elie Bouri & Naji Jalkh, 2019, "Conditional quantiles and tail dependence in the volatilities of gold and silver," International Economics, CEPII research center, issue 157, pages 117-133.
• Luis Melo Velandia & Luis Fernando Melo Velandia, 2019, "Regresión cuantílica dinámica para la medición del valor en riesgo: Una aplicación a datos colombianos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 38, issue 76, pages 23-50.
• Leonardo Gerardo Santana Viloria, 2019, "Arte como inversión: Construcción de un índice hedónico para medir la valorización de arte colombiano en el período 1989- 2015," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 39, issue 79, pages 167-190.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17281, Apr.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17401, Apr.
• Freddy Benjamin Naula Sigua & Jorge Arturo Campoverde Campoverde & Pedro Fabian Mora Pacheco & Diego Mauricio Loyola Ochoa, 2019, "Liquidez de los mercados accionarios latinoamericanos y su impacto en el crecimiento económico per-cápita," Revista de Economía del Rosario, Universidad del Rosario, volume 22, issue 2, pages 371-392.
• Miller Rivera Lozano & Nicol�s Rivera Garz�n, 2019, "Crisis financieras: esta vez no es distinto," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 11, issue 1, pages 129-147.
• Hamed Ahmad Almahadin & Yazan Oroud, 2019, "Capital structure-firm value nexus : the moderating role of profitability," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 11, issue 2, pages 375-386.
• Marcin Wisniewski & Jakub Zielinski, 2019, "Green bonds as an innovative sovereign financial instrument," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, volume 18, issue 1, pages 83-96, March, DOI: 10.12775/EiP.2019.007.
• Martin, Ian & Gao, Can, 2019, "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13454, Jan.
• Schmeling, Maik & Wagner, Christian, 2019, "Does Central Bank Tone Move Asset Prices?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13490, Jan.
• Boyarchenko, Nina & Costello, Anna & Shachar, Or, 2019, "The Long and Short of It: The Post-Crisis Corporate CDS Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13535, Feb.
• Grossman, Richard & Campbell, Gareth & Turner, John, 2019, "Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13717, May.
• Nyborg, Kjell & Wang, Zexi, 2019, "Corporate cash holdings: Stock liquidity and the repurchase motive," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13791, Jun.
• Kacperczyk, Marcin & Jin, Dunhong & Kahraman, Bige & Suntheim, Felix, 2019, "Swing Pricing and Fragility in Open-end Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13929, Aug.
• De Haas, Ralph & Popov, Alexander, 2019, "Finance and Green Growth," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14012, Sep.
• Schmeling, Maik & Schrimpf, Paul & Kroencke, Tim, 2019, "The FOMC Risk Shift," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14037, Oct.
• Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan, 2019, "How the Wealth Was Won: Factor Shares as Market Fundamentals," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14200, Dec.
• Martin, Ian & Nagel, Stefan, 2019, "Market Efficiency in the Age of Big Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14235, Dec.
• Sangyup Choi & Chansik Yoon, 2019, "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_020, Aug.
• Marcos vizcaíno-gonzález & Cristina Formoso soto & Natalia Martínez serra, 2019, "volumen de negociación en los mercados de derivados (2000-2014). Comparativa entre el ámbito español y el ámbito internacional," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 120, pages 237-244, Diciembre.
• Baron, Matthew & Brogaard, Jonathan & Hagströmer, Björn & Kirilenko, Andrei, 2019, "Risk and Return in High-Frequency Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 3, pages 993-1024, June.
• Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan, 2019, "A Time-Varying Approach Of The Us Welfare Cost Of Inflation," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 2, pages 775-797, March.
• Necla Ý. KÜÇÜKÇOLAK & Figen BÜYÜKAKIN & Ali KÜÇÜKÇOLAK, 2019, "Forecasting volatility of gold: Comparison of Turkish gold and equity markets’ risk profile," Turkish Economic Review, EconSciences Journals, volume 6, issue 3, pages 200-217, September.
• Kewal R. TALREJA & Naveed A. SHAIKH & Parveen SHAH, 2019, "Regional trade and macroeconomic indicators in Pakistan: A cointegration analysis," Turkish Economic Review, EconSciences Journals, volume 6, issue 3, pages 232-240, September.
• Scott Alan CARSON, 2019, "Andrew W. Lo, Adaptive Markets: Financial Evolution at the Speed of Thought," Journal of Economic and Social Thought, EconSciences Journals, volume 6, issue 2, pages 128-131, June.
• Ernest AMANKWAH & Fritz Augustine GOCKEL & Eric OSEI-ASSIBEY & Alice NUBUOR, 2019, "Pareto superior dimension of rotating savings and credit associations (ROSCAs) in Ghana: Evidence from Asunafo North Municipality of Ghana," Journal of Economics Library, EconSciences Journals, volume 6, issue 4, pages 287-309, December.
• Mohamed Douch & Mohammed Bouaddi, 2019, "Revisiting Equity Premium Puzzles in a Data-Rich Environment," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 65, issue 4, pages 257-275, DOI: 10.3790/aeq.65.4.257.
• Steven Shuye Wang & Kuan Xu & Hao Zhang, 2019, "A Microstructure Study of Circuit Breakers in the Chinese Stock Markets," Working Papers, Dalhousie University, Department of Economics, number daleconwp2019-02, Jul.
• Heiner Flassbeck, 2019, "Die Schulden und die ökonomische Logik," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 88, issue 4, pages 9-22, DOI: 10.3790/vjh.88.4.9.
• Gilles de Truchis & Elena Ivona Dumitrescu, 2019, "Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-14.
• Gilles de Truchis & Elena Ivona Dumitrescu & Florent Dubois, 2019, "Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-15.
• Boneva, Lena & Böninghausen, Benjamin & Letizia, Elisa & Rousová, Linda, 2019, "Derivatives transactions data and their use in central bank analysis," Economic Bulletin Articles, European Central Bank, volume 6.
• Cominetta, Matteo & Grill, Michael & Jukonis, Audrius, 2019, "Investigating initial margin procyclicality and corrective tools using EMIR data," Macroprudential Bulletin, European Central Bank, volume 9.
• De Fiore, Fiorella & Hoerova, Marie & Uhlig, Harald, 2019, "What is the macroeconomic impact of changing money market conditions?," Research Bulletin, European Central Bank, volume 57.
• De Haas, Ralph & Popov, Alexander, 2019, "Finance and decarbonisation: why equity markets do it better," Research Bulletin, European Central Bank, volume 64.
• De Fiore, Fiorella & Hoerova, Marie & Uhlig, Harald & Rogers, Ciaran, 2019, "Money markets, collateral and monetary policy," Working Paper Series, European Central Bank, number 2239, Feb.
• Oprica, Silviu & Weistroffer, Christian, 2019, "Institutional presence in secondary bank bond markets: how does it affect liquidity and volatility?," Working Paper Series, European Central Bank, number 2276, May.
• Ojea Ferreiro, Javier, 2019, "Disentangling the role of the exchange rate in oil-related scenarios for the European stock market," Working Paper Series, European Central Bank, number 2296, Jul.
• De Haas, Ralph & Popov, Alexander, 2019, "Finance and carbon emissions," Working Paper Series, European Central Bank, number 2318, Sep.
• Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Buti, Sabrina, 2019, "Tick Size, Trading Strategies and Market Quality," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-03, Feb.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2019, "Why is There a Secular Decline in Idiosyncratic Risk in the 2000s?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-19, Sep.
• Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019, "Reusing Natural Experiments," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-21, Sep.
• Dilesha Nawadali Rathnayake & Diby Francois Kassi & Pierre Axel Louemb & Gang Sun & Ding Ning, 2019, "Does Corporate Ownership matter for Firm Performance? Evidence from Chinese Stock Exchanges," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 96-107.
• Necla Ilter Kucukcolak, 2019, "Evaluation of Commodity Market Experiences: More Than a Design Issue," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 66-78.
• Ali K k olak & Figen B y kak n & Necla Ilter Kucukcolak, 2019, "Cointegration of Equity and Gold Markets: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 2, pages 32-40.
• Kashema Bahago & Gylych Jelilov & Bilal Celik, 2019, "Impact of Banking Supervision on Liquidity Risk and Credit Risk: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 200-204.
• Yassin Eltahir & Fethi Klabi & Osama Azmi Sallam & Hussien Omer Osman, 2019, "Interrelations in Saudi Stocks Market," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 91-97.
• Meskat Ibne Sharif, 2019, "Fundamental Drivers of Capital Structure: Evidence from Publicly Traded Non-financial U.S. Firms," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 6, pages 113-122.
• Adedoyin Isola Lawal & Adeniyi Olayanju & Afeez Adebare Salisu & Abiola John Asaleye & Olatunde Dahunsi & Oluwasogo Dada & Oluwasola Emmanel Omoju & Olabisi Rasheedat Popoola, 2019, "Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 166-173.
• Roberto J. Santill n-Salgado & Al Aali-Bujari & Francisco Venegas-Mart nez, 2019, "Is There a Reverse Causality from Nominal Financial Variables to Energy Prices?," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 3, pages 229-243.
• Mohsin Ali & Wajahat Azmi & Aftab Parvez Khan, 2019, "Portfolio Diversification and Oil Price Shocks: A Sector Wide Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 3, pages 251-260.
• Shabbir Ahmad, 2019, "The Impact of Oil Price Uncertainty on Stock Returns in Gulf Countries," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 447-452.
• Grzegorz Zimon, 2019, "An Assessment of the Strategy of Working Capital Management in Polish Energy Companies," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 552-556.
• Park, Keehwan & Fang, Zhongzheng & Ho Ha, Young, 2019, "Stock and bond returns correlation in Korea: Local versus global risk during crisis periods," Journal of Asian Economics, Elsevier, volume 65, issue C, DOI: 10.1016/j.asieco.2019.101136.
• Son, Nguyen Truong & Nguyen, Nhat Minh, 2019, "Prospect theory value and idiosyncratic volatility: Evidence from the Korean stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 21, issue C, pages 113-122, DOI: 10.1016/j.jbef.2018.11.006.
• Dash, Saumya Ranjan & Maitra, Debasish, 2019, "The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 135-150, DOI: 10.1016/j.jbef.2019.02.006.
• da Gama Silva, Paulo Vitor Jordão & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & Gomes, Leonardo Lima, 2019, "Herding behavior and contagion in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 41-50, DOI: 10.1016/j.jbef.2019.01.006.
• Bash, Ahmad & Alsaifi, Khaled, 2019, "Fear from uncertainty: An event study of Khashoggi and stock market returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 23, issue C, pages 54-58, DOI: 10.1016/j.jbef.2019.05.004.
• Vo, Xuan Vinh & Phan, Dang Bao Anh, 2019, "Herding and equity market liquidity in emerging market. Evidence from Vietnam," Journal of Behavioral and Experimental Finance, Elsevier, volume 24, issue C, DOI: 10.1016/j.jbef.2019.02.002.
• Bekiros, Stelios & Kouloumpou, Dimitra, 2019, "On the pricing of exotic options: A new closed-form valuation approach," Chaos, Solitons & Fractals, Elsevier, volume 122, issue C, pages 153-162, DOI: 10.1016/j.chaos.2019.03.012.
• Frank, Murray Z. & Nezafat, Mahdi, 2019, "Testing the credit-market-timing hypothesis using counterfactual issuing dates," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 187-207, DOI: 10.1016/j.jcorpfin.2019.05.005.
• Yang, Minxian, 2019, "The risk return relationship: Evidence from index returns and realised variances," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103732.
• Dillschneider, Yannick & Maurer, Raimond, 2019, "Functional Ross recovery: Theoretical results and empirical tests," Journal of Economic Dynamics and Control, Elsevier, volume 108, issue C, DOI: 10.1016/j.jedc.2019.103750.
• Bahmani-Oskooee, Mohsen & Ghodsi, Seyed Hesam & Hadzic, Muris, 2019, "Asymmetric causality between oil price and stock returns:A sectoral analysis," Economic Analysis and Policy, Elsevier, volume 63, issue C, pages 165-174, DOI: 10.1016/j.eap.2019.06.002.
• Ansari, Md Gyasuddin & Sensarma, Rudra, 2019, "US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?," Economic Analysis and Policy, Elsevier, volume 64, issue C, pages 130-151, DOI: 10.1016/j.eap.2019.08.003.
• Peng, Wei & Zeng, Yufeng, 2019, "Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models," Economic Modelling, Elsevier, volume 80, issue C, pages 392-399, DOI: 10.1016/j.econmod.2018.11.023.
• Bu, Hui & Tang, Wenjin & Wu, Junjie, 2019, "Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method," Economic Modelling, Elsevier, volume 81, issue C, pages 181-204, DOI: 10.1016/j.econmod.2019.03.002.
• Hu, May & Park, Jason, 2019, "Valuation of collateralized debt obligations: An equilibrium model," Economic Modelling, Elsevier, volume 82, issue C, pages 119-135, DOI: 10.1016/j.econmod.2019.08.014.
• Si, Deng-Kui & Liu, Xi-Hua & Kong, Xianli, 2019, "The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis," Economic Modelling, Elsevier, volume 83, issue C, pages 17-30, DOI: 10.1016/j.econmod.2019.10.003.
• Rao, Lanlan & Zhou, Liyun, 2019, "The role of stock price synchronicity on the return-sentiment relation," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 119-131, DOI: 10.1016/j.najef.2018.12.008.
• Liu, Qiang & Xiang, Yun & Zhao, Yonghong, 2019, "An outperforming investment strategy under fractional Brownian motion," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 505-515, DOI: 10.1016/j.najef.2018.06.009.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019, "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 516-536, DOI: 10.1016/j.najef.2018.06.008.
• Das, Debojyoti & Kannadhasan, M. & Bhattacharyya, Malay, 2019, "Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 1-19, DOI: 10.1016/j.najef.2019.01.008.
• Chu, Shan-Ying & Chan, Lin Kun & Yeh, Jin-Huei, 2019, "The stabilizing effects of price limits: New evidence from jump contributed price variations," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 529-539, DOI: 10.1016/j.najef.2018.07.012.
• Gomes, Matheus da Costa & Magnani, Vinícius Medeiros & Albanez, Tatiana & Valle, Mauricio Ribeiro do, 2019, "Effects of market timing on primary share issues in the Brazilian capital market," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 361-377, DOI: 10.1016/j.najef.2019.03.022.
• He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai-Leung, 2019, "The effects of trading suspensions in China," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100985.
• Rao, Lanlan & Zhou, Liyun, 2019, "Crash risk, institutional investors and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100987.
• Miglietta, Arianna & Picillo, Cristina & Pietrunti, Mario, 2019, "The impact of margin policies on the Italian repo market," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100998.
• Kenourgios, Dimitris & Drakonaki, Emmanouela & Dimitriou, Dimitrios, 2019, "ECB’s unconventional monetary policy and cross-financial-market correlation dynamics," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101045.
• Li, Zhe & Zhang, Weiguo & Zhang, Yue & Yi, Zhigao, 2019, "An analytical approximation approach for pricing European options in a two-price economy," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100986.
• Arango, Ignacio & Agudelo, Diego A., 2019, "How does information disclosure affect liquidity? Evidence from an emerging market," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100997.
• Nonejad, Nima, 2019, "Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101022.
• Jain, Archana & Jain, Chinmay, 2019, "Blockchain hysteria: Adding “blockchain” to company’s name," Economics Letters, Elsevier, volume 181, issue C, pages 178-181, DOI: 10.1016/j.econlet.2019.05.011.
• Gebka, Bartosz, 2019, "Asymmetric price reactions to dividend announcements: Always irrational?," Economics Letters, Elsevier, volume 185, issue C, DOI: 10.1016/j.econlet.2019.108713.
• Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu, 2019, "Variable selection in panel models with breaks," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 323-344, DOI: 10.1016/j.jeconom.2019.04.033.
• Li, Shaoyu & Zhang, Teng & Li, Yingxiang, 2019, "Flight-to-liquidity: Evidence from China's stock market," Emerging Markets Review, Elsevier, volume 38, issue C, pages 159-181, DOI: 10.1016/j.ememar.2019.01.001.
• Ali, Heba, 2019, "Does downside risk matter more in asset pricing? Evidence from China," Emerging Markets Review, Elsevier, volume 39, issue C, pages 154-174, DOI: 10.1016/j.ememar.2019.05.001.
• Gholampour, Vahid, 2019, "Daily expectations of returns index," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 236-252, DOI: 10.1016/j.jempfin.2019.10.004.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Liquidity, surprise volume and return premia in the oil market," Energy Economics, Elsevier, volume 77, issue C, pages 93-104, DOI: 10.1016/j.eneco.2018.06.016.
• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2019, "Are alternative energies a real alternative for investors?," Energy Economics, Elsevier, volume 78, issue C, pages 535-545, DOI: 10.1016/j.eneco.2018.12.008.
• Jawadi, Fredj & Ftiti, Zied, 2019, "Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis," Energy Economics, Elsevier, volume 80, issue C, pages 12-19, DOI: 10.1016/j.eneco.2018.12.003.
• Uddin, Gazi Salah & Rahman, Md Lutfur & Hedström, Axel & Ahmed, Ali, 2019, "Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes," Energy Economics, Elsevier, volume 80, issue C, pages 743-759, DOI: 10.1016/j.eneco.2019.02.014.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019, "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, volume 80, issue C, pages 777-792, DOI: 10.1016/j.eneco.2019.01.008.
• Jiménez-Rodríguez, Rebeca, 2019, "What happens to the relationship between EU allowances prices and stock market indices in Europe?," Energy Economics, Elsevier, volume 81, issue C, pages 13-24, DOI: 10.1016/j.eneco.2019.03.002.
• Clements, Adam & Shield, Cody & Thiele, Stephen, 2019, "Which oil shocks really matter in equity markets?," Energy Economics, Elsevier, volume 81, issue C, pages 134-141, DOI: 10.1016/j.eneco.2019.03.026.
• Yin, Libo & Feng, Jiabao, 2019, "Oil market uncertainty and international business cycle dynamics," Energy Economics, Elsevier, volume 81, issue C, pages 728-740, DOI: 10.1016/j.eneco.2019.05.013.
• Carnero, M. Angeles & Pérez, Ana, 2019, "Leverage effect in energy futures revisited," Energy Economics, Elsevier, volume 82, issue C, pages 237-252, DOI: 10.1016/j.eneco.2017.12.029.
• Algieri, Bernardina & Leccadito, Arturo, 2019, "Ask CARL: Forecasting tail probabilities for energy commodities," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104497.
• Kocaarslan, Baris & Soytas, Ugur, 2019, "Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar)," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104502.
• Jiang, Yonghong & Jiang, Cheng & Nie, He & Mo, Bin, 2019, "The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses," Energy, Elsevier, volume 166, issue C, pages 577-586, DOI: 10.1016/j.energy.2018.10.116.
• Mo, Bin & Chen, Cuiqiong & Nie, He & Jiang, Yonghong, 2019, "Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests," Energy, Elsevier, volume 178, issue C, pages 234-251, DOI: 10.1016/j.energy.2019.04.162.
• Elie, Bouri & Naji, Jalkh & Dutta, Anupam & Uddin, Gazi Salah, 2019, "Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach," Energy, Elsevier, volume 178, issue C, pages 544-553, DOI: 10.1016/j.energy.2019.04.155.

2018

• Mária Barteková & Ľudomír Šlahor, 2018, "The Role Of Student Loans Subsidized By The State In The Slovak Banking Sector," CBU International Conference Proceedings, ISE Research Institute, volume 6, issue 0, pages 40-45, September, DOI: 10.12955/cbup.v6.1130.
• S.A. Bond & Q. Chang & J. Knight & S.E. Satchell, 2018, "Joint Distribution Of Forecasts And Outcomes: Impact Of Non-Normality On The Measurement Of Forecasting Skill, With Applications To Analysts’ Target Prices," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 420-459, December.
• Kim Christensen & Roel Oomen & Roberto Renò, 2018, "The drift burst hypothesis," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-21, Aug.
• Hyeongwoo Kim & Jintae Kim, 2018, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2018-01, Jan.
• Hakan Altın & Cemil Süslü, 2018, "Evaluatıon of the Performance of the Tourısm Companıes Trade on Borsa Istanbul: An Applıcatıon on Restaurants and Hotels," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 109, pages 31-50, April, DOI: https://doi.org/10.33203/mfy.341805.
• Hasan Hüseyin Yıldırım & Ceren Yıldız & Özgür Aydemir, 2018, "The Effects of Credit Rating Agencies S&P, Moody’s and Fitch’s Notes on Stock Indices for Turkey: Evidence from Borsa Istanbul 2012-2016," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 109, pages 9-30, April, DOI: https://doi.org/10.33203/mfy.399104.
• Dingaan Jack Khoza & J.W. Muteba Mwamba, 2018, "Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital," The African Finance Journal, Africagrowth Institute, volume 20, issue 1, pages 39-65.