Research classified by Journal of Economic Literature (JEL) codes

2019

• 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.
• Su, Chi†Wei & Song, Yu & Ma, Ye†Ting & Tao, Ran, 2019, "Is financial development narrowing the urban–rural income gap? A cross†regional study of China," Papers in Regional Science, Elsevier, volume 98, issue 4, pages 1779-1801, DOI: 10.1111/pirs.12428.
• 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.
• Selma Izadi & Abdullah Noman, 2020, "Absence of the weekend effect and industry-style portfolios," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 4, pages 463-475, January, DOI: 10.1108/JFEP-04-2019-0066.
• Dharani Munusamy, 2019, "Does Ramadan influence the returns and volatility? Evidence from Shariah index in India," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 10, issue 4, pages 565-579, July, DOI: 10.1108/JIABR-03-2016-0025.
• Sitikantha Parida, 2019, "Impact of competition on fund disclosures and consumer search costs," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 18, issue 2, pages 198-220, May, DOI: 10.1108/RAF-01-2017-0016.
• Ahmed Bouteska & Boutheina Regaieg, 2019, "Earnings forecast revisions and securities prices evolution in the Tunisian stock market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 2, pages 165-187, June, DOI: 10.1108/RBF-03-2018-0025.
• Stavros Stavroyiannis & Vassilios Babalos, 2019, "Time-varying herding behavior within the Eurozone stock markets during crisis periods," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 83-96, July, DOI: 10.1108/RBF-07-2018-0069.
• Fotini Economou, 2019, "Herding in frontier markets: evidence from the Balkan region," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 119-135, August, DOI: 10.1108/RBF-08-2018-0090.
• Mariya Gubareva, 2019, "Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 18-27, September, DOI: 10.1108/SEF-02-2019-0083.
• Matt Brigida & William R. Pratt, 2019, "High-frequency trading and the weekly natural gas storage report," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 4, pages 547-566, September, DOI: 10.1108/SEF-03-2018-0092.
• Panos Fousekis, 2019, "Crude oil price and implied volatility," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 2, pages 168-182, May, DOI: 10.1108/SEF-04-2018-0117.
• Giulio Palomba & Luca Riccetti, 2019, "Asset management with TEV and VaR constraints: the constrained efficient frontiers," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 4, pages 492-516, September, DOI: 10.1108/SEF-09-2017-0255.
• Vo, D.H. & Tran, N.P. & Duong, T.N.-T. & McAleer, M.J., 2019, "Risk Analysis of Energy in Vietnam," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-18, Mar.
• N. Serap Vurur, 2019, "Does the Sustainability Index Make a Difference in Returns?," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 9, issue 3-4, pages 17-28.
• Agata Kliber & Katarzyna Wlosik, 2019, "Isolated Islands or Communicating Vessels? – Bitcoin Price and Volume Spillovers Across Cryptocurrency Platforms," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 4, pages 324-341, August.
• Andrew Y. Chen, 2019, "The Limits of p-Hacking : A Thought Experiment," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-016, Mar, DOI: 10.17016/FEDS.2019.016.
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2019, "Transparency and Collateral: The Design of CCPs' Loss Allocation Rules," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-058, Aug, DOI: 10.17016/FEDS.2019.058.
• Jin-Wook Chang, 2019, "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-083, Nov, DOI: 10.17016/FEDS.2019.083.
• Brent Bundick, 2019, "The Persistent Effects of the Temporary Tightening in Financial Conditions," Economic Bulletin, Federal Reserve Bank of Kansas City, issue April 17,, pages 1-4, April.
• Willem Van Zandweghe, 2019, "Do Changes in the Stock Market Affect Consumer and Business Confidence?," Macro Bulletin, Federal Reserve Bank of Kansas City, issue January 9, pages 1-3, January.
• Kevin L. Kliesen & Brian Levine & Christopher J. Waller, 2019, "Gauging Market Responses to Monetary Policy Communication," Review, Federal Reserve Bank of St. Louis, volume 101, issue 2, pages 69-91, DOI: 10.20955/r.101.69-91.
• Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019, "The Seniority Structure of Sovereign Debt," Working Papers, Federal Reserve Bank of Minneapolis, number 759, May, DOI: 10.21034/wp.759.
• Nina Boyarchenko & Anna M. Costello & Or Shachar, 2019, "The Long and Short of It: The Post-Crisis Corporate CDS Market," Staff Reports, Federal Reserve Bank of New York, number 879, Feb.
• Richard K. Crump & Nikolay Gospodinov, 2019, "Deconstructing the yield curve," Staff Reports, Federal Reserve Bank of New York, number 884, Apr.
• Elizaveta V. Anufrieva, 2019, "Influence of Macroeconomic Factors on the Return of Russian Stock Exchange Indices," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 75-87, August, DOI: 10.31107/2075-1990-2019-4-75-87.
• Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019, "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, volume 11, issue 2, pages 1-15, January.
• Mario Cerrato & Zhekai Zhang, 2019, "Can we predict currency momentum crashes?," Working Papers, Business School - Economics, University of Glasgow, number 2019_12, Nov.
• Norasmah Othman, 2019, "Entrepreneurial Behavior and Intentions among Bumiputera's Students," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr550, Dec.
• Khairiah Salwa Mokhtar, 2020, "Complying with the United Nations' Sustainable Development Goals: A case of the Malaysian ageing population," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr551, Mar.
• Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Gazi Salah Uddin & Sang Hoon Kang, 2019, "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Post-Print, HAL, number hal-02159274, Aug, DOI: 10.1016/j.resourpol.2018.11.007.
• Christophe J. Godlewski, 2019, "Debt Renegotiation and the Design of Financial Contracts," Post-Print, HAL, number hal-03047757, Jun, DOI: 10.1007/s10693-019-00311-x.

2018

• Badeeb, Ramez Abubakr & Lean, Hooi Hooi, 2018, "Asymmetric impact of oil price on Islamic sectoral stocks," Energy Economics, Elsevier, volume 71, issue C, pages 128-139, DOI: 10.1016/j.eneco.2017.11.012.
• Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Hedström, Axel, 2018, "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Energy Economics, Elsevier, volume 71, issue C, pages 35-46, DOI: 10.1016/j.eneco.2018.01.035.
• Ewing, Bradley T. & Kang, Wensheng & Ratti, Ronald A., 2018, "The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies," Energy Economics, Elsevier, volume 72, issue C, pages 505-516, DOI: 10.1016/j.eneco.2018.05.001.
• Reboredo, Juan C., 2018, "Green bond and financial markets: Co-movement, diversification and price spillover effects," Energy Economics, Elsevier, volume 74, issue C, pages 38-50, DOI: 10.1016/j.eneco.2018.05.030.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2018, "Addressing COP21 using a stock and oil market integration index," Energy Policy, Elsevier, volume 116, issue C, pages 127-136, DOI: 10.1016/j.enpol.2018.01.048.
• Dutta, Anupam & Bouri, Elie & Noor, Md Hasib, 2018, "Return and volatility linkages between CO2 emission and clean energy stock prices," Energy, Elsevier, volume 164, issue C, pages 803-810, DOI: 10.1016/j.energy.2018.09.055.
• Bekiros, Stelios & Avdoulas, Christos & Hassapis, Christis, 2018, "Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 140-155, DOI: 10.1016/j.irfa.2017.11.009.
• Hanna, Alan J., 2018, "A top-down approach to identifying bull and bear market states," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 93-110, DOI: 10.1016/j.irfa.2017.11.001.
• Pae, Yuntaek & Bae, Sung C. & Lee, Namhoon, 2018, "Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 127-135, DOI: 10.1016/j.irfa.2018.01.001.
• Ichev, Riste & Marinč, Matej, 2018, "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 153-166, DOI: 10.1016/j.irfa.2017.12.004.
• Byström, Hans, 2018, "Stock return expectations in the credit market," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 85-92, DOI: 10.1016/j.irfa.2018.01.003.
• Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Pérez-Pico, Ada María & Ribeiro-Navarrete, Belén, 2018, "Does social network sentiment influence the relationship between the S&P 500 and gold returns?," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 57-64, DOI: 10.1016/j.irfa.2018.02.005.
• Brawn, Derek A. & Šević, Aleksandar, 2018, "“Firm size matters: Industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend”," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 132-152, DOI: 10.1016/j.irfa.2018.05.002.
• Chen, Zhongdong & Daves, Phillip R., 2018, "The January sentiment effect in the U.S. stock market," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 94-104, DOI: 10.1016/j.irfa.2018.07.008.
• Dodd, Olga & Frijns, Bart, 2018, "NYSE closure and global equity trading: The case of cross-listed stocks," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 138-150, DOI: 10.1016/j.irfa.2018.09.011.
• Righi, Marcelo Brutti & Borenstein, Denis, 2018, "A simulation comparison of risk measures for portfolio optimization," Finance Research Letters, Elsevier, volume 24, issue C, pages 105-112, DOI: 10.1016/j.frl.2017.07.013.
• Fang, Libing & Chen, Baizhu & Yu, Honghai & Qian, Yichuo, 2018, "Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution," Finance Research Letters, Elsevier, volume 24, issue C, pages 137-144, DOI: 10.1016/j.frl.2017.08.002.
• Österholm, Pär, 2018, "The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs," Finance Research Letters, Elsevier, volume 24, issue C, pages 186-192, DOI: 10.1016/j.frl.2017.09.009.
• Sakemoto, Ryuta, 2018, "Do precious and industrial metals act as hedges and safe havens for currency portfolios?," Finance Research Letters, Elsevier, volume 24, issue C, pages 256-262, DOI: 10.1016/j.frl.2017.09.011.
• Feldman, Todd, 2018, "Unwinding ZIRP: A simulation analysis," Finance Research Letters, Elsevier, volume 24, issue C, pages 278-288, DOI: 10.1016/j.frl.2017.09.024.
• Auer, Benjamin R., 2018, "A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio," Finance Research Letters, Elsevier, volume 24, issue C, pages 289-290, DOI: 10.1016/j.frl.2017.09.023.
• Ekinci, Cumhur & Ersan, Oguz, 2018, "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, volume 24, issue C, pages 313-320, DOI: 10.1016/j.frl.2017.09.020.
• Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018, "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, volume 24, issue C, pages 42-48, DOI: 10.1016/j.frl.2017.06.016.
• Lee, Chia-Hao & Chou, Pei-I, 2018, "Financial openness and market liquidity in emerging markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 124-130, DOI: 10.1016/j.frl.2017.10.024.
• Blau, Benjamin M. & Whitby, Ryan J., 2018, "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, volume 25, issue C, pages 244-250, DOI: 10.1016/j.frl.2017.10.030.
• Choi, Hae Mi, 2018, "Short selling and the rounding of analysts’ forecasts," Finance Research Letters, Elsevier, volume 25, issue C, pages 47-54, DOI: 10.1016/j.frl.2017.10.001.
• Bernales, Alejandro & Cañón, Carlos & Verousis, Thanos, 2018, "Bid–ask spread and liquidity searching behaviour of informed investors in option markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 96-102, DOI: 10.1016/j.frl.2017.10.025.
• Mestel, Roland & Murg, Michael & Theissen, Erik, 2018, "Algorithmic trading and liquidity: Long term evidence from Austria," Finance Research Letters, Elsevier, volume 26, issue C, pages 198-203, DOI: 10.1016/j.frl.2018.01.004.
• Dash, Saumya Ranjan & Maitra, Debasish, 2018, "Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach," Finance Research Letters, Elsevier, volume 26, issue C, pages 32-39, DOI: 10.1016/j.frl.2017.11.008.
• Feng, Wenjun & Wang, Yiming & Zhang, Zhengjun, 2018, "Informed trading in the Bitcoin market," Finance Research Letters, Elsevier, volume 26, issue C, pages 63-70, DOI: 10.1016/j.frl.2017.11.009.
• Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa, 2018, "Datestamping the Bitcoin and Ethereum bubbles," Finance Research Letters, Elsevier, volume 26, issue C, pages 81-88, DOI: 10.1016/j.frl.2017.12.006.
• Siikanen, Milla & Baltakys, Kęstutis & Kanniainen, Juho & Vatrapu, Ravi & Mukkamala, Raghava & Hussain, Abid, 2018, "Facebook drives behavior of passive households in stock markets," Finance Research Letters, Elsevier, volume 27, issue C, pages 208-213, DOI: 10.1016/j.frl.2018.03.020.
• Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, volume 27, issue C, pages 247-258, DOI: 10.1016/j.frl.2018.03.014.
• Bouri, Elie & Lien, Donald & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018, "Directional predictability of implied volatility: From crude oil to developed and emerging stock markets," Finance Research Letters, Elsevier, volume 27, issue C, pages 65-79, DOI: 10.1016/j.frl.2018.02.022.
• Gupta, Suman & Das, Debojyoti & Hasim, Haslifah & Tiwari, Aviral Kumar, 2018, "The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach," Finance Research Letters, Elsevier, volume 27, issue C, pages 91-98, DOI: 10.1016/j.frl.2018.02.018.
• Jørgensen, Kjell & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2018, "Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 1-16, DOI: 10.1016/j.finmar.2017.09.001.
• Chung, Kee H. & Chuwonganant, Chairat, 2018, "Market volatility and stock returns: The role of liquidity providers," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 17-34, DOI: 10.1016/j.finmar.2017.07.002.
• Ho, Hwai-Chung & Wang, Hsiao-Chuan, 2018, "Momentum lost and found in corporate bond returns," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 60-82, DOI: 10.1016/j.finmar.2017.10.003.
• Benos, Evangelos & Žikeš, Filip, 2018, "Funding constraints and liquidity in two-tiered OTC markets," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 24-43, DOI: 10.1016/j.finmar.2018.01.002.
• Borochin, Paul A. & Cicon, James E. & DeLisle, R. Jared & Price, S. McKay, 2018, "The effects of conference call tones on market perceptions of value uncertainty," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 75-91, DOI: 10.1016/j.finmar.2017.12.003.
• Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2018, "The maximum bid-ask spread," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 1-16, DOI: 10.1016/j.finmar.2018.09.003.
• Dang, Viet Anh & Michayluk, David & Pham, Thu Phuong, 2018, "The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 17-35, DOI: 10.1016/j.finmar.2018.07.001.
• D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin, 2018, "How does risk flow in the credit default swap market?," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 53-74, DOI: 10.1016/j.jfs.2017.05.007.
• Kariv, Shachar & Kotowski, Maciej H. & Leister, C. Matthew, 2018, "Liquidity risk in sequential trading networks," Games and Economic Behavior, Elsevier, volume 109, issue C, pages 565-581, DOI: 10.1016/j.geb.2018.02.004.
• da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Motta, Luiz Felipe Jacques, 2018, "R&D investment and risk in Brazil," Global Finance Journal, Elsevier, volume 35, issue C, pages 106-114, DOI: 10.1016/j.gfj.2017.08.003.
• Oriol, Nathalie & Rufini, Alexandra & Torre, Dominique, 2018, "Fifty-shades of grey: Competition between dark and lit pools in stock exchanges," Information Economics and Policy, Elsevier, volume 45, issue C, pages 68-85, DOI: 10.1016/j.infoecopol.2018.08.001.
• Atanasova, Christina & Li, Mingxin, 2018, "Multi-market trading and liquidity: Evidence from cross-listed companies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 117-138, DOI: 10.1016/j.intfin.2017.09.015.
• Kanas, Angelos & Molyneux, Philip, 2018, "Macro stress testing the U.S. banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 204-227, DOI: 10.1016/j.intfin.2017.12.006.
• Alkan, Ulas & Guner, Biliana, 2018, "Preferences for lottery stocks at Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 55, issue C, pages 211-223, DOI: 10.1016/j.intfin.2018.02.015.
• Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018, "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 1-16, DOI: 10.1016/j.intfin.2018.04.001.
• Murphy, Austin, 2018, "Bond pricing in the biggest city bankruptcy in history: The effects of state emergency management laws on default risk," International Review of Law and Economics, Elsevier, volume 54, issue C, pages 106-117, DOI: 10.1016/j.irle.2017.12.001.
• Chapman, Kimball, 2018, "Earnings notifications, investor attention, and the earnings announcement premium," Journal of Accounting and Economics, Elsevier, volume 66, issue 1, pages 222-243, DOI: 10.1016/j.jacceco.2018.05.002.
• Abad, David & Massot, Magdalena & Pascual, Roberto, 2018, "Evaluating VPIN as a trigger for single-stock circuit breakers," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 21-36, DOI: 10.1016/j.jbankfin.2017.08.009.
• Bayar, Tumennasan & Cornett, Marcia Millon & Erhemjamts, Otgontsetseg & Leverty, Ty & Tehranian, Hassan, 2018, "An examination of the relation between strategic interaction among industry firms and firm performance," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 248-263, DOI: 10.1016/j.jbankfin.2017.10.009.
• Baxamusa, Mufaddal & Jalal, Abu, 2018, "Industry networks and IPO waves," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 129-146, DOI: 10.1016/j.jbankfin.2017.11.015.
• Maio, Paulo & Philip, Dennis, 2018, "Economic activity and momentum profits: Further evidence," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 466-482, DOI: 10.1016/j.jbankfin.2018.01.013.
• Podstawski, Maximilian & Velinov, Anton, 2018, "The state dependent impact of bank exposure on sovereign risk," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 63-75, DOI: 10.1016/j.jbankfin.2017.11.002.
• Du, Qianqian & Shen, Rui, 2018, "Peer performance and earnings management," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 125-137, DOI: 10.1016/j.jbankfin.2018.01.017.
• Bertoni, Fabio & Lugo, Stefano, 2018, "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 146-158, DOI: 10.1016/j.jbankfin.2018.03.009.
• Avramov, Doron & Kaplanski, Guy & Levy, Haim, 2018, "Talking Numbers: Technical versus fundamental investment recommendations," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 100-114, DOI: 10.1016/j.jbankfin.2018.05.005.
• Caglayan, Mustafa Onur & Celiker, Umut & Sonaer, Gokhan, 2018, "Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 51-66, DOI: 10.1016/j.jbankfin.2018.04.021.
• Choi, Hae Mi, 2018, "A tale of two uncertainties," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 81-99, DOI: 10.1016/j.jbankfin.2018.04.007.
• Narayanan, Rajesh & Uzmanoglu, Cihan, 2018, "How do firms respond to empty creditor holdout in distressed exchanges?," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 251-266, DOI: 10.1016/j.jbankfin.2018.08.004.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan, 2018, "Differences in options investors’ expectations and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 315-336, DOI: 10.1016/j.jbankfin.2018.07.016.
• ElFayoumi, Khalid, 2018, "The balance sheet effects of oil market shocks: An industry level analysis," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 112-127, DOI: 10.1016/j.jbankfin.2017.12.011.
• Hain, Martin & Uhrig-Homburg, Marliese & Unger, Nils, 2018, "Risk factors and their associated risk premia: An empirical analysis of the crude oil market," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 44-63, DOI: 10.1016/j.jbankfin.2017.10.007.
• Ordu, Beyza Mina & Oran, Adil & Soytas, Ugur, 2018, "Is food financialized? Yes, but only when liquidity is abundant," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 82-96, DOI: 10.1016/j.jbankfin.2017.06.001.
• Hain, Martin & Schermeyer, Hans & Uhrig-Homburg, Marliese & Fichtner, Wolf, 2018, "Managing renewable energy production risk," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 1-19, DOI: 10.1016/j.jbankfin.2018.09.001.
• Kobayashi, Teruyoshi & Takaguchi, Taro, 2018, "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 20-36, DOI: 10.1016/j.jbankfin.2018.09.018.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2018, "What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 318-334, DOI: 10.1016/j.jbankfin.2018.10.011.
• Huber, Juergen & Shubik, Martin & Sunder, Shyam, 2018, "Financing of public goods through taxation in a general equilibrium economy: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 148, issue C, pages 171-188, DOI: 10.1016/j.jebo.2018.01.018.
• Bizzozero, Paolo & Flepp, Raphael & Franck, Egon, 2018, "The effect of fast trading on price discovery and efficiency: Evidence from a betting exchange," Journal of Economic Behavior & Organization, Elsevier, volume 156, issue C, pages 126-143, DOI: 10.1016/j.jebo.2018.09.020.
• Baig, Ahmed & Winters, Drew B., 2018, "A preferred habitat for liquidity in term repos: Before, during and after the financial crisis," Journal of Economics and Business, Elsevier, volume 99, issue C, pages 1-14, DOI: 10.1016/j.jeconbus.2018.07.002.
• Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2018, "Dynamic directed random matching," Journal of Economic Theory, Elsevier, volume 174, issue C, pages 124-183, DOI: 10.1016/j.jet.2017.11.011.
• Koijen, Ralph S.J. & Moskowitz, Tobias J. & Pedersen, Lasse Heje & Vrugt, Evert B., 2018, "Carry," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 197-225, DOI: 10.1016/j.jfineco.2017.11.002.
• Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2018, "Network centrality and delegated investment performance," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 183-206, DOI: 10.1016/j.jfineco.2018.02.003.
• Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018, "High frequency trading and extreme price movements," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 253-265, DOI: 10.1016/j.jfineco.2018.02.002.
• Davies, Shaun William & Van Wesep, Edward Dickersin, 2018, "The unintended consequences of divestment," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 558-575, DOI: 10.1016/j.jfineco.2018.03.007.
• O’ Hara, Maureen & Wang, Yihui & (Alex) Zhou, Xing, 2018, "The execution quality of corporate bonds," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 308-326, DOI: 10.1016/j.jfineco.2018.06.009.