Research classified by Journal of Economic Literature (JEL) codes

2018

• Daria Kalyaeva, 2018, "Participants' Reputation in the Syndicated Lending Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-77, Nov.
• Maria Camila De-La-Hoz & Carlos Pombo & Rodrigo Taborda, 2018, "Does board diversity affect institutional investor preferences? Evidence from Latin America," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 15991, Jan.
• Alvarez Caro Diego Alejandro, 2018, "Riesgo De Crédito Y Ciclos Del Crecimiento Económico," Documentos de Trabajo, Universidad del Valle, CIDSE, number 16339, Apr.
• Jorge Alberto Rivera Godoy, 2018, "Evaluación financiera de la pyme del sector construcción de vivienda 1en Colombia (2011-2016)," Revista CIFE, Universidad Santo Tomás, volume 21, issue 35, pages 141-165.
• Daniel Elifonso Cardona Ruiz & Mar�a Camila Hoyos Alzate & Fabiola Saavedra-Caballero, 2018, "Género e inclusión financiera en Colombia," Revista Ecos de Economía, Universidad EAFIT, volume 22, issue 46, pages 60-90.
• Sonia Janneth Limas Suárez & Jhon Anderson Franco �vila, 2018, "El riesgo país para Colombia: interpretación e implicaciones para la economía y la inversión extranjera, 2012-2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 153-171.
• Erdwin Fernando García Martínez, 2018, "Concentración de la propiedad y su efecto sobre la liquidez de las acciones del mercado bursátil colombiano, periodo 2010-2016," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 2, pages 327-348.
• Jorge Alberto Rivera Godoy & Mario Fernando Pajajoy Hernández, 2018, "Agregados pétreos en Colombia: ¿una industria que crea valor?," Revista Tendencias, Universidad de Narino, volume 19, issue 2, pages 22-44, DOI: 10.22267/rtend.181902.96.
• Leonidas Zelmanovitz, 2018, "A model for a Representational Theory of Capital," Revista Perspectivas en Inteligencia, Escuela de Inteligencia y Contrainteligencia Bg. Ricardo Charry Solano, volume 10, issue 19, pages 141-161.
• Schwandt, Hannes, 2018, "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12562, Jan.
• Schmalz, Martin & Zhuk, Sergey, 2018, "Revealing Downturns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12597, Jan.
• Schmalz, Martin, 2018, "Common Ownership Concentration and Corporate Conduct," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12598, Jan.
• Croce, Mariano & Schlag, Christian & Marchuk, Tatyana, 2018, "The Leading Premium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12631, Jan.
• Lettau, Martin & Ludvigson, Sydney & Bianchi, Francesco, 2018, "Monetary Policy and Asset Valuation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12671, Jan.
• Adrian, Tobias & Tepper, Alexander & Borowiecki, Karol Jan, 2018, "A Leverage-Based Measure of Financial Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12676, Feb.
• Adrian, Tobias & Duarte, Fernando, 2018, "Financial Vulnerability and Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12680, Feb.
• Martin, Ian, 2018, "Options and the Gamma Knife," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12883, Apr.
• Schmukler, Sergio & Cortina Lorente, Juan & Didier, Tatiana, 2018, "Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13008, Jun.
• Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2018, "Dynamic Liquidity-Based Security Design," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13069, Jul.
• van Horen, Neeltje & Kotidis, Antonios, 2018, "Repo market functioning: The role of capital regulation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13090, Jul.
• Adam, Klaus & Nagel, Stefan & Matveev, Dmitry, 2018, "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13213, Oct.
• Gambacorta, Leonardo & Brei, Michael & ,, 2018, "Financial structure and income inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13330, Nov.
• Friewald, Nils & Nagler, Florian, 2018, "Over-the-Counter Market Frictions and Yield Spread Changes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13345, Nov.
• Vives, Xavier & Cespa, Giovanni, 2018, "Exchange Competition, Entry, and Welfare," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13415, Dec.
• Pinchbeck, E. & Koster, H. R. A., 2018, "How do Households Value the Future? Evidence from Property Taxes," Working Papers, Department of Economics, City St George's, University of London, number (18/06).
• Eliana Angelini & Matteo Foglia, 2018, "The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market," Annals of Economics and Finance, Society for AEF, volume 19, issue 1, pages 319-336, May.
• Man Xu & Qing Shi, 2018, "A Theoretic Approach to China's Housing Market Boom and Down Payment Loans," Annals of Economics and Finance, Society for AEF, volume 19, issue 1, pages 265-278, May.
• Martins-Filho, Carlos & Yao, Feng & Torero, Maximo, 2018, "Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory," Econometric Theory, Cambridge University Press, volume 34, issue 1, pages 23-67, February.
• Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018, "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 53, issue 3, pages 1371-1390, June.
• Özge KORKMAZ, 2018, "The relationship between Bitcoin, gold and foreign exchange returns: The case of Turkey," Turkish Economic Review, EconSciences Journals, volume 5, issue 4, pages 359-374, December.
• Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018, "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, EconSciences Journals, volume 5, issue 1, pages 103-117, March.
• Martin T. Bohl & Badye Essid & Pierre L. Siklos, 2018, "Short-Selling Bans and the Global Financial Crisis: Are They Interconnected?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 64, issue 2, pages 159-177, DOI: 10.3790/aeq.64.2.159.
• Schiereck, D. & Freytag, A. & Grimm, M. & Bretschneider, W. H., 2018, "Public Corporations in Africa – A Continental Survey on Stock Exchanges and Capital Market Performance," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 109715, Nov.
• Krasimira NAYDENOVA, 2018, "Some Consequences Of Bulgaria’S Non-Membership In The Euro Area," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 166-180.
• Красимира Найденова, 2018, "Някои Ефекти На Българското Не-Членство В Еврозоната," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 177-192.
• Christopher E.S. WARBURTON, 2018, "Covered Interest Parity And Frictions In Currency And Money Markets: Analysis Of British Pound And Dollar For The Period 1999-2006," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 55-72.
• ROBINSON, C. Justin & BANGWAYO-SKEETE, Prosper, F., 2018, "The Information Content Of Dividend Announcements: Evidence From Frontier Markets With Varying Tax Regimes In Jamaica And Trinidad And Tobago, 2001-2017," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 2, pages 73-86.
• Caloca, Antonio Rodríguez & Rousová, Linda, 2018, "Disentangling euro area portfolios: new evidence on cross-border securities holdings," Statistics Paper Series, European Central Bank, number 28, May.
• Jaccard, Ivan, 2018, "Asset pricing and the propagation of financial shocks," Working Paper Series, European Central Bank, number 2150, May.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2018, "Why Has Idiosyncratic Risk Been Historically Low in Recent Years?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-02, Jan.
• Takanori Hisada, 2018, "The Effect of Investor Sentiment toward an Exchange Merger on Liquidity," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 315-318.
• Charles O. Manasseh & Jonathan E. Ogbuabor & Charles N. Anumudu & Felicia C. Abada & Martins A. Okolie & Okoro E. Okoro, 2018, "The Causal Effect of Stock Market Development, Financial Sector Reforms and Economic Growth: The Application of Vector Autoregressive and Error Correction Model," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 357-369.
• Ritika Jaiswal & Rashmi Uchil, 2018, "An Analysis of Gold Futures as an Alternative Asset: Evidence from India," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 144-150.
• Mustafa Kemal Yilmaz & Necla I. Kucukcolak & R. Ali Kucukcolak, 2018, "Market Efficiency and Risk Premium in the Turkish Wholesale Electricity Market," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 76-88.
• Al Aali-Bujari & Francisco Venegas-Mart nez & Roberto J. Santill n-Salgado, 2018, "On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 148-154.
• B nyamin Er & Yusuf Guneysu & H seyin nal, 2018, "Financing Renewable Energy Projects: An Empirical Analysis for Turkey," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 180-185.
• Adedoyin Isola Lawal & Abiola A. Babajide & Tony Ikechukwu Nwanji & Damilola Eluyela, 2018, "Are Oil Prices Mean Reverting? Evidence from Unit Root Tests with Sharp and Smooth Breaks," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 292-298.
• Gounopoulos, Dimitrios & Pham, Hang, 2018, "Financial Expert CEOs and Earnings Management Around Initial Public Offerings," The International Journal of Accounting, Elsevier, volume 53, issue 2, pages 102-117, DOI: 10.1016/j.intacc.2018.04.002.
• Afego, Pyemo N., 2018, "Index shocks, investor action and long-run stock performance in Japan: A case of cultural behaviouralism?," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 54-66, DOI: 10.1016/j.jbef.2018.01.006.
• Dash, Saumya Ranjan & Maitra, Debasish, 2018, "Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 20-35, DOI: 10.1016/j.jbef.2018.03.003.
• Blau, Benjamin M., 2018, "Does religiosity affect liquidity in financial markets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 72-83, DOI: 10.1016/j.jbef.2018.05.002.
• Youssef, Mouna & Mokni, Khaled, 2018, "On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 52-63, DOI: 10.1016/j.jbef.2018.07.003.
• Banerji, Sanjay & Duygun, Meryem & Shaban, Mohamed, 2018, "Political connections, bailout in financial markets and firm value," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 388-401, DOI: 10.1016/j.jcorpfin.2016.12.001.
• Gupta, Kartick & Krishnamurti, Chandrasekhar, 2018, "Do macroeconomic conditions and oil prices influence corporate risk-taking?," Journal of Corporate Finance, Elsevier, volume 53, issue C, pages 65-86, DOI: 10.1016/j.jcorpfin.2018.10.003.
• Jawadi, Fredj & Namouri, Hela & Ftiti, Zied, 2018, "An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 469-484, DOI: 10.1016/j.jedc.2017.10.004.
• Huang, Jinbo & Li, Yong & Yao, Haixiang, 2018, "Index tracking model, downside risk and non-parametric kernel estimation," Journal of Economic Dynamics and Control, Elsevier, volume 92, issue C, pages 103-128, DOI: 10.1016/j.jedc.2018.04.008.
• McNevin, Bruce D. & Nix, Joan, 2018, "The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors," Economic Modelling, Elsevier, volume 68, issue C, pages 570-585, DOI: 10.1016/j.econmod.2017.03.024.
• Chen, Xiao & Huang, Bihong & Ye, Dezhu, 2018, "The role of punctuation in P2P lending: Evidence from China," Economic Modelling, Elsevier, volume 68, issue C, pages 634-643, DOI: 10.1016/j.econmod.2017.05.007.
• Pan, Lei & Mishra, Vinod, 2018, "Stock market development and economic growth: Empirical evidence from China," Economic Modelling, Elsevier, volume 68, issue C, pages 661-673, DOI: 10.1016/j.econmod.2017.07.005.
• Wang, Guocheng & Wang, Yanyi, 2018, "Herding, social network and volatility," Economic Modelling, Elsevier, volume 68, issue C, pages 74-81, DOI: 10.1016/j.econmod.2017.04.018.
• Zhang, Wei & Wang, Guanying & Wang, Xingchun & Xiong, Xiong & Lei, Xuan, 2018, "Profitability of reversal strategies: A modified version of the Carhart model in China," Economic Modelling, Elsevier, volume 69, issue C, pages 26-37, DOI: 10.1016/j.econmod.2017.09.003.
• Dungey, Mardi & Luciani, Matteo & Veredas, David, 2018, "Systemic risk in the US: Interconnectedness as a circuit breaker," Economic Modelling, Elsevier, volume 71, issue C, pages 305-315, DOI: 10.1016/j.econmod.2017.10.004.
• Aysun, Uluc & Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018, "Is the credit channel alive? Firm-level evidence on the sensitivity of borrowing spreads to monetary policy," Economic Modelling, Elsevier, volume 75, issue C, pages 305-319, DOI: 10.1016/j.econmod.2018.07.004.
• Jian, Zhihong & Deng, Pingjun & Zhu, Zhican, 2018, "High-dimensional covariance forecasting based on principal component analysis of high-frequency data," Economic Modelling, Elsevier, volume 75, issue C, pages 422-431, DOI: 10.1016/j.econmod.2018.07.015.
• Degenhardt, Thomas & Auer, Benjamin R., 2018, "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 169-205, DOI: 10.1016/j.najef.2017.09.003.
• Kim, Hyeongwoo & Kim, Jintae, 2018, "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 265-277, DOI: 10.1016/j.najef.2018.01.008.
• Liu, Qiang & Liu, Yiqi & Liu, Zhi & Wang, Li, 2018, "Estimation of spot volatility with superposed noisy data," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 62-79, DOI: 10.1016/j.najef.2017.11.004.
• Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2018, "Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 161-181, DOI: 10.1016/j.najef.2018.02.007.
• Jeong, Giho & Kang, Jangkoo & Kwon, Kyung Yoon, 2018, "Liquidity skewness premium," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 130-150, DOI: 10.1016/j.najef.2018.04.015.
• Jeong, Minsoo, 2018, "Consistent estimator of nonparametric structural spurious regression model for high frequency data," Economics Letters, Elsevier, volume 162, issue C, pages 18-21, DOI: 10.1016/j.econlet.2017.10.007.
• Demirer, Riza & Gupta, Rangan, 2018, "Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data," Economics Letters, Elsevier, volume 167, issue C, pages 36-39, DOI: 10.1016/j.econlet.2018.03.006.
• Marks, Joseph M. & Nam, Kiseok, 2018, "Intertemporal risk-return tradeoff in the short-run," Economics Letters, Elsevier, volume 172, issue C, pages 81-84, DOI: 10.1016/j.econlet.2018.08.031.
• Demirer, Riza & Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2018, "Global risk aversion and emerging market return comovements," Economics Letters, Elsevier, volume 173, issue C, pages 118-121, DOI: 10.1016/j.econlet.2018.09.027.
• Wohlfarth, Paul, 2018, "Measuring the impact of monetary policy attention on global asset volatility using search data," Economics Letters, Elsevier, volume 173, issue C, pages 15-18, DOI: 10.1016/j.econlet.2018.08.009.
• Grammig, Joachim & Küchlin, Eva-Maria, 2018, "A two-step indirect inference approach to estimate the long-run risk asset pricing model," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 6-33, DOI: 10.1016/j.jeconom.2018.03.003.
• Cortina, Juan J. & Ismail, Soha & Schmukler, Sergio L., 2018, "Firm financing and growth in the Arab region," Economic Systems, Elsevier, volume 42, issue 2, pages 361-383, DOI: 10.1016/j.ecosys.2017.09.002.
• Ratha, Dilip & De, Supriyo & Kurlat, Sergio, 2018, "Does governing law affect bond spreads?," Emerging Markets Review, Elsevier, volume 36, issue C, pages 60-78, DOI: 10.1016/j.ememar.2018.04.005.
• Tran, Ly Thi Hai & Hoang, Thao Thi Phuong & Tran, Hoa Xuan, 2018, "Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market," Emerging Markets Review, Elsevier, volume 37, issue C, pages 114-133, DOI: 10.1016/j.ememar.2018.07.001.
• Badshah, Ihsan & Bekiros, Stelios & Lucey, Brian M. & Uddin, Gazi Salah, 2018, "Asymmetric linkages among the fear index and emerging market volatility indices," Emerging Markets Review, Elsevier, volume 37, issue C, pages 17-31, DOI: 10.1016/j.ememar.2018.03.002.
• Jian, Zhihong & Wu, Shuai & Zhu, Zhican, 2018, "Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach," Emerging Markets Review, Elsevier, volume 37, issue C, pages 98-113, DOI: 10.1016/j.ememar.2018.06.001.
• Chevallier, Julien & Nguyen, Duc Khuong & Siverskog, Jonathan & Uddin, Gazi Salah, 2018, "Market integration and financial linkages among stock markets in Pacific Basin countries," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 77-92, DOI: 10.1016/j.jempfin.2017.12.006.
• Sherrill, D. Eli & Stark, Jeffrey R., 2018, "ETF liquidation determinants," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 357-373, DOI: 10.1016/j.jempfin.2018.07.007.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018, "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 107-122, DOI: 10.1016/j.jempfin.2018.08.004.
• 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.
• Feng, Xunan & Johansson, Anders C., 2018, "Firm Ownership, Political Participation, and Access to Finance through Public Bond Offerings in China," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2018-50, Dec.
• Byström, Hans & Krygier, Dominika, 2018, "What Drives Bitcoin Volatility?," Working Papers, Lund University, Department of Economics, number 2018:24, Oct.
• Ma, Lin, 2018, "Importance of Demand and Supply Shocks for Oil Price Variations," Working Paper Series, Norwegian University of Life Sciences, School of Economics and Business, number 10-2018, Sep.
• Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander, 2018, "A Leverage-Based Measure of Financial Stability," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 1/2018, Feb.
• de Oliveira Souza, Thiago, 2018, "Red tape asset pricing," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 8/2018, Dec.
• Dahlquist, Magnus & Odegaard, Bernt Arne, 2018, "A Review of Norges Bank's Active Management of the Government Pension Fund Global," UiS Working Papers in Economics and Finance, University of Stavanger, number 2018/1, Jan.
• Klova, Valeriia & Odegaard, Bernt Arne, 2018, "Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators," UiS Working Papers in Economics and Finance, University of Stavanger, number 2018/4, May, revised 2019.
• HANNAH, Leslie, 2018, "Corporate Governance, Accounting Transparency and Stock Exchange Sizes in Germany, Japan and “Anglo-Saxon” Economies, 1870-1950," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-77, Nov.
• Kariv, Shachar & Kotowski, Maciej Henryk & Leister, C. Matthew, 2018, "Liquidity risk in sequential trading networks," Scholarly Articles, Harvard Kennedy School of Government, number 35165081.
• Oleksiy Kalivoshko, 2018, "Methodological Bases of Research the Infrastructure of Financial and Credit Market," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 124-130, December.
• James L. Kuhle & Eric C. Lin, 2018, "Evaluating Real Estate Mutual Fund Performance Using The Morningstar Upside/Downside Capture Ratio," Global Journal of Business Research, The Institute for Business and Finance Research, volume 12, issue 1, pages 15-22.
• Lan Liu, 2018, "Seasonal Variations In Two-Year Treasury Note Yields," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 2, pages 27-37.
• James L. Kuhle & Eric C. Lin, 2018, "An Evaluation Of Risk And Return Performance Measure Alternatives: Evidence From Real Estate Mutual Funds," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 9, issue 1, pages 1-11.
• Mohamed Yassine Khouildi & Salina Hj. Kassim, 2018, "An Innovative Financing Instrument To Promote The Development Of Islamic Microfinance Through Socially Responsible Investment Sukuk," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 4, issue 2, pages 237-250, November, DOI: https://doi.org/10.21098/jimf.v4i2..
• Irma Asyatun, 2018, "Regional And Accessibility Analysis Of The Banking System And Their Impacts Toward Regional Financial Inclusion In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 4, issue 2, pages 311-332, November, DOI: https://doi.org/10.21098/jimf.v4i2..
• Ali Yavuz Polat, 2018, "Subprime Mortgages and Lending Bubbles," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 2, pages 191-216, October, DOI: https://doi.org/10.21098/bemp.v21i2.
• Vaneesha Boney & Christos Giannikos & Hany Guirguis, 2018, "Pricing Dynamics between Single Stock Futures and the Underlying Spot Security," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 17, issue 2, pages 179-191, September.
• John Kandrac, 2018, "The Cost of Quantitative Easing: Liquidity and Market Functioning Effects of Federal Reserve MBS Purchases," International Journal of Central Banking, International Journal of Central Banking, volume 14, issue 5, pages 259-304, December.
• Thomas Theobald & Silke Tober, 2018, "Euro area sovereign yield spreads as determinants of private sector borrowing costs," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 193-2018.
• Pablo Cotler & Rodrigo Carrillo, 2018, "El Mercado de Préstamos Prendarios en México: Quién lo usa, cuánto cuesta y qué tanta competencia hay," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 2, pages 247-272, Abril-Jun.
• Péter Csóka & P. Jean-Jacques Herings, 2018, "Decentralized Clearing in Financial Networks," Management Science, INFORMS, volume 64, issue 10, pages 4681-4699, October, DOI: 10.287/mnsc.2017.2847.
• António Afonso & Mina Kazemi, 2018, "Sovereign Bond Yields Spreads Spillovers in the EMU," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2018/52, Oct.
• M. Angeles Carnero Fernández & Ana Pérez Espartero, 2018, "Outliers and misleading leverage effect in asymmetric GARCH-type models," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2018-01, Jan.
• David Vidal-Tomás & Simone Alfarano, 2018, "An agent based early warning indicator for financial market instability," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2018/12.
• Jugurnath Bhavish & Elahee A & Fauzel Sheereen & Soondram Hema, 2018, "Financial Structures And Economic Development: Empirical Evidence From Brics Countries And Mauritius," Journal of Developing Areas, Tennessee State University, College of Business, volume 52, issue 1, pages 131-155, January-M.
• Yi-Hao Lai & Yi-Chiuan Wang & Wei-Shih Chung, 2018, "Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 1, pages 51-66, February.
• Dirk Schiereck & Andreas Freytag & Maximilian Grimm & Wolfgang H. Bretschneider, 2018, "Public Corporations in Africa - A Continental Survey on Stock Exchanges and Capital Markets Performance," Jena Economics Research Papers, Friedrich-Schiller-University Jena, number 2018-013, Sep.
• Dilip B. Madan, 2018, "Financial equilibrium with non-linear valuations," Annals of Finance, Springer, volume 14, issue 2, pages 211-221, May, DOI: 10.1007/s10436-017-0312-1.
• Trin Sittisawad & Pariyada Sukcharoensin, 2018, "Success Factors of Financial Derivatives Markets in Asia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 2, pages 71-86, June, DOI: 10.1007/s10690-018-9239-4.
• Paul C. Noller, 2018, "Evaluating the Credibility of the European Bank Bail-In Commitment," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 46, issue 4, pages 471-472, December, DOI: 10.1007/s11293-018-9597-3.
• Paulo Pereira Silva, 2018, "Fragmentation and Market Quality: The Case of European Markets," De Economist, Springer, volume 166, issue 2, pages 179-206, June, DOI: 10.1007/s10645-018-9316-0.
• Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2018, "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 1, pages 29-47, February, DOI: 10.1007/s10663-016-9344-4.
• Alessandra Bettocchi & Elena Giarda & Cristiana Moriconi & Federica Orsini & Rita Romeo, 2018, "Assessing and predicting financial vulnerability of Italian households: a micro-macro approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 3, pages 587-605, August, DOI: 10.1007/s10663-017-9378-2.
• Mohamed Douch, 2018, "Asset Returns and Economic Conditions," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 24, issue 2, pages 201-202, May, DOI: 10.1007/s11294-018-9677-9.
• Ludwig O. Dittrich & Pavel Srbek, 2018, "Long-Range Dependence in Daily Return Stock Market Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 24, issue 3, pages 285-286, August, DOI: 10.1007/s11294-018-9687-7.
• Percy Venegas & Tomáš Krabec & Romana Čižinská, 2018, "Factoring Attention Price into Investment Decisions," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 24, issue 4, pages 379-380, November, DOI: 10.1007/s11294-018-9707-7.
• Ryan L. Davis & Stephen N. Jurich & Brian S. Roseman & Ethan D. Watson, 2018, "Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201," Journal of Financial Services Research, Springer;Western Finance Association, volume 54, issue 3, pages 345-367, December, DOI: 10.1007/s10693-017-0272-7.
• Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, 2018, "What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach," The Journal of Real Estate Finance and Economics, Springer, volume 57, issue 3, pages 431-475, October, DOI: 10.1007/s11146-017-9647-7.
• Ge Bao & Guoliang Feng, 2018, "Testing the Dividend Discount Model in Housing Markets: the Role of Risk," The Journal of Real Estate Finance and Economics, Springer, volume 57, issue 4, pages 677-701, November, DOI: 10.1007/s11146-017-9626-z.
• Sangyup Choi, 2018, "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Open Economies Review, Springer, volume 29, issue 1, pages 89-118, February, DOI: 10.1007/s11079-017-9471-y.
• Yoshihiko Kadoya & Mostafa Saidur Rahim Khan & Tomomi Hamada & Alvaro Dominguez, 2018, "Financial literacy and anxiety about life in old age: evidence from the USA," Review of Economics of the Household, Springer, volume 16, issue 3, pages 859-878, September, DOI: 10.1007/s11150-017-9401-1.
• Fathi Abid & Bilel Kaffel, 2018, "The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 561-590, February, DOI: 10.1007/s11156-017-0638-9.
• Benjamin Mögel & Benjamin R. Auer, 2018, "How accurate are modern Value-at-Risk estimators derived from extreme value theory?," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 979-1030, May, DOI: 10.1007/s11156-017-0652-y.
• Federica Salvadè, 2018, "Is less information better information? Evidence from the credit rating withdrawal," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 139-157, July, DOI: 10.1007/s11156-017-0666-5.
• Jinghua Wang & Geoffrey Ngene, 2018, "Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 199-218, July, DOI: 10.1007/s11156-017-0668-3.
• Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018, "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 317-345, August, DOI: 10.1007/s11156-017-0672-7.
• Hardy Johnson & Ansley Chua & Tianming Zhang, 2018, "Odd lot trading and earnings announcements," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 529-551, August, DOI: 10.1007/s11156-017-0679-0.
• Sunil K. Mohanty & Joseph Onochie & Abdulrahman F. Alshehri, 2018, "Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 595-619, October, DOI: 10.1007/s11156-017-0682-5.
• Hsiu-Lang Chen, 2018, "Information diffusion of upstream and downstream industry-wide earnings surprises and its implications," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 751-784, October, DOI: 10.1007/s11156-017-0687-0.
• Arie Harel & Jack Clark Francis & Giora Harpaz, 2018, "Alternative utility functions: review, analysis and comparison," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 785-811, October, DOI: 10.1007/s11156-017-0688-z.
• Erhan Uluceviz & Kamil Yilmaz, 2018, "Measuring Real-Financial Connectedness in the U.S. Economy," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1812, Sep.
• Csóka, Péter, 2018, "Az adósságelengedés modellezése kooperatív játékelmélettel
  [Modelling debt relief using cooperative game theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 768-779, DOI: 10.18414/KSZ.2018.7-8.768.
• Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018, "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, KSP Journals, volume 5, issue 1, pages 103-117, March.
• Tanweer Akram & Huiqing Li, 2018, "The Dynamics of Japanese Government Bonds' Nominal Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_906, May.
• Tanweer Akram & Anupam Das, 2018, "Australian Government Bonds' Nominal Yields: An Empirical Analysis," Economics Working Paper Archive, Levy Economics Institute, number wp_910, Aug.
• Jamal Bouoiyour, Refk Selmi, 2018, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 15, issue 2, pages 277-292, December.
• Katrin Hussinger & Sebastian Pacher, 2018, "Information Ambiguity, Patents and the Market Value of Innovative Assets," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 18-17.
• Arnaud Bourgain & Luisito Bertinelli & Florian Leon, 2018, "Corruption and tax compliance: Evidence from small retailers in Bamako, Mali," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 18-18.
• E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018, "Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions," Economics Discussion Paper Series, Economics, The University of Manchester, number 1815.
• E. Babaei & I.V. Evstigneev & K.R. Schenk-Hoppé & M.V. Zhitlukhin, 2018, "Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth," Economics Discussion Paper Series, Economics, The University of Manchester, number 1816.
• Moeeni, Shahram & Tayebi, Komeil, 2018, "Is It Necessary to Restrict Forex Financial Trading? A Modified Model," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 1, pages 63-80, January.
• Lixin Sun, 2018, "Quantifying the Effects of Financialization and Leverage in China," Chinese Economy, Taylor & Francis Journals, volume 51, issue 3, pages 209-226, May, DOI: 10.1080/10971475.2017.1398363.
• Mohsen Jafarian & Fauzias Mat Nor & Izani Ibrahim, 2018, "The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change," Capital Markets Review, Malaysian Finance Association, volume 26, issue 1, pages 56-72.
• Dolores Moreno-Herrero & Manuel Salas-Velasco & José Sánchez-Campillo, 2018, "The Knowledge and Skills That Are Essential to Make Financial Decisions: First Results From PISA 2012," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 74, issue 3, pages 293-339, September, DOI: 10.1628/fa-2018-0009.
• Andrew Phiri, 2018, "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers, Department of Economics, Nelson Mandela University, number 1816, Apr, revised Apr 2018.
• Meredith Crowley & Ning Meng & Huasheng Song, 2018, "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," NBER Chapters, National Bureau of Economic Research, Inc, "Globalization and Welfare Impacts of International Trade".
• Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2018, "Why has Idiosyncratic Risk been Historically Low in Recent Years?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24270, Jan.
• Jose Pizarro & Eduardo S. Schwartz, 2018, "The Valuation of Fisheries Rights: A Real Options Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 25140, Oct.
• Aleksandra Stankovska & Savica Dimitrieska & Vasko Stamevski, 2018, "Securities Market Regulation On Global Level," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 14, issue 1, pages 115-124.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2018, "Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us?," Critical Finance Review, now publishers, volume 7, issue 2, pages 273-329, December, DOI: 10.1561/104.00000063.
• Hong, Harrison & Jiang, Wenxi, 2018, "Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response," Critical Finance Review, now publishers, volume 7, issue 2, pages 373-377, December, DOI: 10.1561/104.00000066.
• Jianhua Ding & Turen Guo & Bin Guo, 2018, "Fat Tails, Value at Risk, and the Palladium Returns," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 2, pages 95-103, May.
• Kopanyi-Peuker, Anita & Weber, Matthias, 2018, "Experience Does not Eliminate Bubbles: Experimental Evidence," SocArXiv, Center for Open Science, number ecj7q, Dec, DOI: 10.31219/osf.io/ecj7q.
• Ivan Jaccard, 2018, "Asset Pricing and the Propagation of Macroeconomic Shocks," Journal of the European Economic Association, European Economic Association, volume 16, issue 2, pages 436-486.
• Antonio F Galvao & Ted Juhl & Gabriel Montes-Rojas & Jose Olmo, 2018, "Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 211-243.
• Jozef Baruník & Tomáš Křehlík, 2018, "Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 271-296.
• Stefano Giglio & Bryan Kelly, 2018, "Excess Volatility: Beyond Discount Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 133, issue 1, pages 71-127.
• Paul Ehling & Alessandro Graniero & Christian Heyerdahl-Larsen, 2018, "Asset Prices and Portfolio Choice with Learning from Experience," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 3, pages 1752-1780.
• Holger Kraft & Claus Munk & Sebastian Wagner, 2018, "Housing Habits and Their Implications for Life-Cycle Consumption and Investment
  [The evolution of homeownership rates in selected OECD countries: demographic and public policy influences]," Review of Finance, European Finance Association, volume 22, issue 5, pages 1737-1762.
• Peter Christoffersen & Mathieu Fournier & Kris Jacobs, 2018, "The Factor Structure in Equity Options," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 595-637.
• Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018, "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 678-714.
• Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2018, "Learning from History: Volatility and Financial Crises," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2774-2805.
• Iftekhar Hasan & Roman Horvath & Jan Mares, 2018, "What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence," The World Bank Economic Review, World Bank, volume 32, issue 2, pages 383-409.
• MiloÈ™ Marius Cristian & MiloÈ™ Laura Raisa, 2018, "Short-Selling Regulation and the Development of the Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 470-475, July.
• Szász Erzsébet, 2018, "About the Similarities and Common Roots of Two Consecutive Financial Crises," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 64-69, December.
• MiloÅŸ Laura Raisa & MiloÅŸ Marius Cristian, 2018, "Accounting Disclosure and Stock Market Reaction. Empirical Analysis on Bucharest Stock Exchange," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 643-648, December.
• Wai Mun Fong, 2018, "“Safe” stocks," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 93-98, March, DOI: 10.1057/s41260-017-0050-y.
• Golam Sarwar & Cesario Mateus & Natasa Todorovic, 2018, "US sector rotation with five-factor Fama–French alphas," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 116-132, March, DOI: 10.1057/s41260-017-0067-2.
• Kyre Dane Lahtinen & Chris M. Lawrey & Kenneth J. Hunsader, 2018, "Beta dispersion and portfolio returns," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 3, pages 156-161, May, DOI: 10.1057/s41260-017-0071-6.
• Ugo Panizza, 2018, "Nonlinearities in the Relationship Between Finance and Growth," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 60, issue 1, pages 44-53, March, DOI: 10.1057/s41294-017-0043-3.
• Henry I. Penikas & Mikhail A. Surkov, 2018, "History of the World Largest Financial Losses in 1972-2018," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 166, Oct.
• Blau, Benjamin, 2018, "Does Religiosity Affect Liquidity in Financial Markets?," MPRA Paper, University Library of Munich, Germany, number 100698.
• Coskun, Yener & Cetin, Muge, 2018, "Menkul Kiymet Borsalarinda Pi̇yasa Mi̇kro Yapisi: Tasarim Ve Ri̇skler
  [STOCK EXCHANGE MICROSTRUCTURE: DESIGN and RISKS]," MPRA Paper, University Library of Munich, Germany, number 105590.
• Pahlvani, Mosayeb & Mirjalili, Seyed hossein & Keshtgar, Nafiseh, 2018, "بررسی ارتباط متقابل چرخه های مالی با کسب و کار در اقتصاد ایران
  [Interrelationship Between Financial Cycles and Business Cycles in Iran's Economy]," MPRA Paper, University Library of Munich, Germany, number 125610, Apr, revised 25 May 2018.
• Phiri, Andrew, 2018, "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper, University Library of Munich, Germany, number 85826, Apr.
• Takaoka, Sumiko, 2018, "Is there a safety premium in the design of corporate bond contracts?," MPRA Paper, University Library of Munich, Germany, number 86422, Apr.
• Sonntag, Dominik, 2018, "Die Theorie der fairen geometrischen Rendite
  [The Theory of Fair Geometric Returns]," MPRA Paper, University Library of Munich, Germany, number 87082, May.
• Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018, "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper, University Library of Munich, Germany, number 87837, Jul.
• Pan, Wei-Fong, 2018, "Evidence of Investor Sentiment Contagion across Asset Markets," MPRA Paper, University Library of Munich, Germany, number 88561, Apr.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018, "The Big Bang: Stock Market Capitalization in the Long Run," MPRA Paper, University Library of Munich, Germany, number 88581, Aug.
• Tahiri, Noor Rahman, 2018, "Financial Analysis of Afghanistan International Bank," MPRA Paper, University Library of Munich, Germany, number 88663, Aug, revised 26 Aug 2018.