Research classified by Journal of Economic Literature (JEL) codes

2018

• 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.
• Nitschka, Thomas, 2018, "Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy," Journal of International Money and Finance, Elsevier, volume 83, issue C, pages 44-54, DOI: 10.1016/j.jimonfin.2018.02.002.
• Doukas, John A. & Mandal, Sonik, 2018, "CEO risk preferences and hedging decisions: A multiyear analysis," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 131-153, DOI: 10.1016/j.jimonfin.2018.04.007.
• Choi, Sangyup & Hashimoto, Yuko, 2018, "Does transparency pay? Evidence from IMF data transparency policy reforms and emerging market sovereign bond spreads," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 171-190, DOI: 10.1016/j.jimonfin.2018.08.002.
• Borsi, Mihály Tamás, 2018, "Fiscal multipliers across the credit cycle," Journal of Macroeconomics, Elsevier, volume 56, issue C, pages 135-151, DOI: 10.1016/j.jmacro.2018.01.004.
• Cavanaugh, Grant & Penick, Michael, 2018, "The lifecycle of exchange-traded derivatives," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 47-68, DOI: 10.1016/j.jcomm.2018.05.007.
• Gousgounis, Eleni & Onur, Esen, 2018, "The effect of pit closure on futures trading," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 69-90, DOI: 10.1016/j.jcomm.2017.11.002.
• Lyons, Angela C. & Grable, John E. & Joo, So-Hyun, 2018, "A cross-country analysis of population aging and financial security," The Journal of the Economics of Ageing, Elsevier, volume 12, issue C, pages 96-117, DOI: 10.1016/j.jeoa.2018.03.001.
• Corbet, Shaen & McMullan, Caroline, 2018, "Stock market reaction to irregular supermarket chain behaviour: An investigation in the retail sectors of Ireland and the United Kingdom," Journal of Retailing and Consumer Services, Elsevier, volume 43, issue C, pages 20-29, DOI: 10.1016/j.jretconser.2018.02.011.
• Qureshi, Saba & Rehman, Ijaz Ur & Qureshi, Fiza, 2018, "Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee," Journal of Policy Modeling, Elsevier, volume 40, issue 4, pages 685-708, DOI: 10.1016/j.jpolmod.2018.02.005.
• Carrillo-Tudela, Carlos & Graber, Michael & Waelde, Klaus, 2018, "Unemployment and vacancy dynamics with imperfect financial markets," Labour Economics, Elsevier, volume 50, issue C, pages 128-143, DOI: 10.1016/j.labeco.2017.04.005.
• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, volume 76, issue C, pages 1-20, DOI: 10.1016/j.jmateco.2018.01.006.
• Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018, "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 76-90, DOI: 10.1016/j.mulfin.2018.08.001.
• Humayun Kabir, M. & Shakur, Shamim, 2018, "Regime-dependent herding behavior in Asian and Latin American stock markets," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 60-78, DOI: 10.1016/j.pacfin.2017.12.002.
• Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018, "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 171-183, DOI: 10.1016/j.pacfin.2018.07.002.
• Ferrer, Román & Jammazi, Rania & Bolós, Vicente J. & Benítez, Rafael, 2018, "Interactions between financial stress and economic activity for the U.S.: A time- and frequency-varying analysis using wavelets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 446-462, DOI: 10.1016/j.physa.2017.10.044.
• Lebedinsky, Alex & Wilmes, Nicholas, 2018, "A re-examination of firm, industry and market volatilities," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 113-120, DOI: 10.1016/j.qref.2017.05.005.
• Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018, "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 194-202, DOI: 10.1016/j.qref.2018.05.001.
• Wang, Jai-Jen & Lee, Jin-Ping & Zhao, Yang, 2018, "Pair-trading profitability and short-selling restriction: Evidence from the Taiwan stock market," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 173-184, DOI: 10.1016/j.iref.2017.07.021.
• Chiu, Junmao & Chung, Huimin & Ho, Keng-Yu & Wu, Chih-Chiang, 2018, "Investor sentiment and evaporating liquidity during the financial crisis," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 21-36, DOI: 10.1016/j.iref.2018.01.006.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2018, "Retrieving aggregate information from option volume," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 220-232, DOI: 10.1016/j.iref.2017.07.018.
• Weng, Pei-Shih & Tsai, Wei-Che, 2018, "Do foreign institutional traders have private information for the market index? The aspect of market microstructure," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 308-323, DOI: 10.1016/j.iref.2017.07.011.
• Barbi, Massimiliano & Romagnoli, Silvia, 2018, "Skewness, basis risk, and optimal futures demand," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 14-29, DOI: 10.1016/j.iref.2018.02.021.
• Blau, Benjamin M., 2018, "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 299-311, DOI: 10.1016/j.iref.2018.04.002.
• Borsi, Mihály Tamás, 2018, "Credit contractions and unemployment," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 573-593, DOI: 10.1016/j.iref.2018.06.004.
• Khalifa, Maha & Othman, Hakim Ben & Hussainey, Khaled, 2018, "The effect of ex ante and ex post conservatism on the cost of equity capital: A quantile regression approach for MENA countries," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 239-255, DOI: 10.1016/j.ribaf.2017.07.093.
• Ghulam, Yaseen & Doering, Jana, 2018, "Spillover effects among financial institutions within Germany and the United Kingdom," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 49-63, DOI: 10.1016/j.ribaf.2017.03.004.
• Fufa, Tolina & Kim, Jaebeom, 2018, "Stock markets, banks, and economic growth: Evidence from more homogeneous panels," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 504-517, DOI: 10.1016/j.ribaf.2017.07.120.
• Ahmad, Wasim & Sharma, Sumit Kumar, 2018, "Testing output gap and economic uncertainty as an explicator of stock market returns," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 293-306, DOI: 10.1016/j.ribaf.2017.07.162.
• Angelini, Eliana & Foglia, Matteo & Ortolano, Alessandra & Leone, Maria, 2018, "The “Donald” and the market: Is there a cointegration?," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 30-37, DOI: 10.1016/j.ribaf.2017.07.129.
• Mensah, Jones Odei & Premaratne, Gamini, 2018, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 357-388, DOI: 10.1016/j.ribaf.2017.07.169.
• Boako, Gideon & Alagidede, Paul, 2018, "African stock markets in the midst of the global financial crisis: Recoupling or decoupling?," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 166-180, DOI: 10.1016/j.ribaf.2018.02.001.
• Yang, Xiaolan & Gao, Mei & Wu, Yun & Jin, Xuejun, 2018, "Performance evaluation and herd behavior in a laboratory financial market," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 75, issue C, pages 45-54, DOI: 10.1016/j.socec.2018.05.001.
• Marszk, Adam & Lechman, Ewa, 2018, "Tracing financial innovation diffusion and substitution trajectories. Recent evidence on exchange-traded funds in Japan and South Korea," Technological Forecasting and Social Change, Elsevier, volume 133, issue C, pages 51-71, DOI: 10.1016/j.techfore.2018.03.003.
• Alexandridis, George & Kavussanos, Manolis G. & Kim, Chi Y. & Tsouknidis, Dimitris A. & Visvikis, Ilias D., 2018, "A survey of shipping finance research: Setting the future research agenda," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 115, issue C, pages 164-212, DOI: 10.1016/j.tre.2018.04.001.
• Hearn, Bruce & Oxelheim, Lars & Randøy, Trond, 2018, "The institutional determinants of private equity involvement in business groups—The case of Africa," Journal of World Business, Elsevier, volume 53, issue 2, pages 118-133, DOI: 10.1016/j.jwb.2016.02.002.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2018, "Financial and Non-Financial Global Stock Market Volatility Shocks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-58, Nov.
• Makarov, Igor & Schoar, Antoinette, 2018, "Trading and Arbitrage in Cryptocurrency Markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118909, Dec.
• Lleo, Sebastien & Ziemba, William, 2018, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118923, Sep.
• Danielsson, Jon & Panayi, Efstathios & Peters, Gareth & Zigrand, Jean-Pierre, 2018, "Market resilience," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118932, Apr.
• Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018, "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91136, Jul.
• De Haas, Ralph & Popov, Alexander, 2018, "Financial development and industrial pollution," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91310, Aug.
• Di Mauro, Filippo & Hassan, Fadi & Ottaviano, Gianmarco I. P., 2018, "Financial markets and the allocation of capital: the role of productivity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91676, Jul.
• Koster, Hans R. A. & Pinchbeck, Edward W., 2018, "How do households value the future? Evidence from property taxes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91693, Sep.
• Elda du Toit & John Henry Hall & Rudra Prakash Pradhan, 2018, "The day-of-the-week effect: South African stock market indices," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 9, issue 2, pages 197-212, June, DOI: 10.1108/AJEMS-07-2017-0163.
• Farzana Akbari & Mahdi Salehi & Mohammad Ali Bagherpour Vlashani, 2018, "The effect of managerial ability on tax avoidance by classical and Bayesian econometrics in multilevel models," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 13, issue 6, pages 1656-1678, November, DOI: 10.1108/IJoEM-09-2017-0367.
• Dharani Munusamy, 2018, "Islamic calendar and stock market behaviour in India," International Journal of Social Economics, Emerald Group Publishing Limited, volume 45, issue 11, pages 1550-1566, August, DOI: 10.1108/IJSE-09-2017-0404.
• Gülfen Tuna, 2018, "Interaction between precious metals price and Islamic stock markets," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 1, pages 96-114, September, DOI: 10.1108/IMEFM-06-2017-0143.
• Beyza Mina Ordu-Akkaya, 2018, "Migration policy uncertainty and stock market investor sentiment," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 2, issue 2, pages 136-147, October, DOI: 10.1108/JCMS-09-2018-0033.
• Syed Haroon Rashid & Mohsin Sadaqat & Khalil Jebran & Zulfiqar Ali Memon, 2018, "Size premium, value premium and market timing: evidence from an emerging economy," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 23, issue 46, pages 266-288, October, DOI: 10.1108/JEFAS-09-2017-0090.
• Maria Teresa Medeiros Garcia & Ricardo António Abreu Oliveira, 2018, "Value versus growth in PIIGS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 956-978, October, DOI: 10.1108/JES-06-2017-0160.
• Hassanudin Mohd Thas Thaker & Azhar Mohamad & Nazrol Kamil Mustaffa Kamil & Jarita Duasa, 2018, "Information content and informativeness of analysts’ report: evidence from Malaysia," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 16, issue 4, pages 742-763, December, DOI: 10.1108/JFRA-09-2017-0087.
• David K. Ding & Christo Ferreira & Udomsak Wongchoti, 2018, "Reading between the lines: not all CSR is good CSR," Pacific Accounting Review, Emerald Group Publishing Limited, volume 30, issue 3, pages 318-333, July, DOI: 10.1108/PAR-07-2017-0048.
• Neha Seth & Laxmidhar Panda, 2018, "Financial contagion: review of empirical literature," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 10, issue 1, pages 15-70, February, DOI: 10.1108/QRFM-06-2017-0056.
• Kent Baker & Adri De Ridder & Annalien De Vries, 2018, "Stockholdings of first-time and more experienced investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 10, issue 2, pages 146-162, June, DOI: 10.1108/RBF-11-2016-0077.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018, "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-46.
• Ernest Gnan and Donato Masciandaro (ed.), 2017, "New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/2, ISBN: ARRAY(0x822bb620), May.
• Esa Jokivuolle (ed.), 2018, "Shadow Banking: Financial Intermediation beyond Banks," SUERF Studies, SUERF - The European Money and Finance Forum, number 2018/1, ISBN: ARRAY(0x826c7270), May.
• S. Wahyudi & I.R.D. Pangestuti & R.D. Laksana & Hersugondo & Robiyanto, 2018, "Corporate Social Responsibility on SKI KEHATI Index Corporate Performance: A Case Study," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 93-104.
• Russo, Marianna & Bertsch, Valentin, 2018, "A looming revolution: Implications of self-generation for the risk exposure of retailers," Papers, Economic and Social Research Institute (ESRI), number WP597.
• Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018, "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers, eSocialSciences, number id:12924, Sep.
• Marina Yurievna Malkina, 2018, "Instability of Financial Return of Regional Economies and Its Determinants," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 88-114, DOI: 10.14530/se.2018.3.088-114.
• Antonio Afonso & Mina Kazemi, 2018, "Euro Area Sovereign Yields and the Power of Unconventional Monetary Policy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 2, pages 100-119, April.
• Ji Shen & Bin Wei & Hongjun Yan, 2018, "Financial Intermediation Chains in an OTC Market," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-15, Dec, DOI: 10.29338/wp2018-15.
• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela & Chaehee Shin, 2018, "The Shift from Active to Passive Investing: Potential Risks to Financial Stability?," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number RPA 18-4, Aug.
• Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018, "Macro Aspects of Housing," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 340, May, DOI: 10.24149/gwp340.
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018, "Transparency and Collateral : Central versus Bilateral Clearing," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-017, Mar, DOI: 10.17016/FEDS.2018.017.
• Levent Altinoglu, 2018, "The Origins of Aggregate Fluctuations in a Credit Network Economy," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-031, May, DOI: 10.17016/FEDS.2018.031.
• Andrew Y. Chen & Tom Zimmermann, 2018, "Publication Bias and the Cross-Section of Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-033, May, DOI: 10.17016/FEDS.2018.033.
• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela, 2018, "The Shift from Active to Passive Investing : Potential Risks to Financial Stability?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-060r1, Aug, revised 29 Jun 2020, DOI: 10.17016/FEDS.2018.060r1.
• Scott Mixon & Tugkan Tuzun, 2018, "Price Pressure and Price Discovery in the Term Structure of Interest Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-065, Sep, DOI: 10.17016/FEDS.2018.065.
• Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018, "First to \"Read\" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1233, Jul, DOI: 10.17016/IFDP.2018.1233.
• Luca Benzoni & Olena Chyruk & David Kelley, 2018, "Why Does the Yield-Curve Slope Predict Recessions?," Chicago Fed Letter, Federal Reserve Bank of Chicago, DOI: 10.21033/cfl-2018-404.
• Luca Benzoni & Olena Chyruk & David Kelley, 2018, "Why Does the Yield-Curve Slope Predict Recessions?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-15, Sep, DOI: doi.org/10.21033/wp-2018-15.
• David Finkelstein & Andreas Strzodka & James Vickery, 2018, "Credit risk transfer and de facto GSE reform," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 88-116.
• David Finkelstein & Andreas Strzodka & James Vickery, 2018, "Credit risk transfer and de facto GSE reform," Staff Reports, Federal Reserve Bank of New York, number 838, Feb.
• Gözde YILDIRIM, Zafer ADALI, 2018, "Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• İsmail CANÖZ, 2018, "Borsa İstanbul 100 Endeksi ile Tüketici Güven Endeksleri Arasındaki Nedensellik İlişkisi: Türkiye Örneği," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• Mustafa UYSAL, Zafer ADALI, 2018, "Performance Measurement of Pension Investment Funds in Turkey: Comparing Performance of Traditional and Islamic Pension Investment Funds," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Alexander V. Murychev & Petr N. Novikov & Rim K. Nurmukhametov, 2018, "Professional Standards of the Activities of the Financial Market Specialists in the Context of the Digital Economy Development," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 73-83, April, DOI: 10.31107/2075-1990-2018-2-73-83.
• Elena V. Krasova, 2018, "Professional Intermediaries in the Russian Stock Market: Conditions and Trends of Development," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 2, pages 94-105, April, DOI: 10.31107/2075-1990-2018-2-94-105.
• Răzvan Gabriel Hăpău, 2018, "Influența structurii capitalului asupra performanței financiare a instituțiilor de microfinanțare," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 104-119, June.
• Vlad-Mircea Ionescu, 2018, "Principii ale investitorului individual," Journal of Financial Studies, Institute of Financial Studies, volume 5, issue 3, pages 305-316, June.
• Erhan Uluceviz & Kamil Yilmaz, 2018, "Measuring Real-Financial Connectedness in the U.S. Economy," Working Papers, Gebze Technical University, Department of Economics, number 2018-02, Oct.
• Hafinaz Hasniyanti Hassan, 2018, "Conceptual Framework for the Determinants of Mutual Fund Performance in Malaysia," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr146, Dec.
• Chong Choy Yoke, 2018, "Non-linear Effect of Debt on the Economic Performance of Trans-Pacific Partnership Countries," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr147, Dec.
• Prince T. Medina, 2018, "Equity Analysis in Buying Company Shares on the Philippine Stock Exchange," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr148, Dec.
• Riko Hendrawan, 2018, "Assessing Banking Profit Efficiency Using Stochastic Frontier Analysis," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr149, Dec.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03260777, Mar, DOI: 10.1016/j.jmateco.2018.01.006.
• Christian de Peretti & Dorra Hmaied, 2018, "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print, HAL, number hal-01572510, Jun, DOI: 10.1007/s11156-018-0741-6.
• Jamal Bouoiyour & Refk Selmi, 2018, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print, HAL, number hal-01736632, Dec.
• Jamal Bouoiyour & Refk Selmi, 2018, "Are BRICs Markets equally exposed to Trump’s agenda," Post-Print, HAL, number hal-01879666, DOI: 10.11130/jei.2018.33.2.1203.
• Olivier Darné & Amélie Charles, 2019, "Volatility estimation for Bitcoin: Replication and robustness," Post-Print, HAL, number hal-01941102, DOI: 10.1016/j.inteco.2018.06.004.
• Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Axel Hedström, 2018, "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Post-Print, HAL, number hal-01996386, Mar, DOI: 10.1016/j.eneco.2018.01.035.
• Fabio Bertoni & Stefano Lugo, 2018, "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Post-Print, HAL, number hal-02312138, May, DOI: 10.1016/j.jbankfin.2018.03.009.
• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018, "The Credit Default Swap market contagion during recent crises: international evidence," Post-Print, HAL, number hal-04875550, Jun, DOI: 10.1007/s11156-018-0741-6.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print, HAL, number halshs-01223969, Mar.
• Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2018, "Fifty-shades of grey: competition between dark and lit pools in stock exchanges," Post-Print, HAL, number halshs-01860709, Aug, DOI: 10.1016/j.infoecopol.2018.08.001.
• Olivier Damette & Fredj Jawadi & Antoine Parent, 2018, "Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s ? A nonlinear cliometric analysis," Post-Print, HAL, number halshs-02122974, Dec, DOI: 10.1515/snde-2017-0107.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print, HAL, number halshs-03260777, Mar, DOI: 10.1016/j.jmateco.2018.01.006.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018, "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03260777, Mar, DOI: 10.1016/j.jmateco.2018.01.006.
• Jamal Bouoiyour & Refk Selmi, 2016, "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers, HAL, number hal-01880322, Oct.
• Aljoša Šestanović & Đuro Horvat & Bojan Tomić, 2018, "The Existence Of The Pecking Order Theory Of Capital Structure On Croatian Capital Market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 1, pages 58-72.
• Dmitry Kuvshinov & Kaspar Zimmermann, 2018, "The Big Bang: Stock Market Capitalization in the Long Run," Working Papers, European Historical Economics Society (EHES), number 0136, Aug.
• 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.
• Leslaw Pietrewicz, 2018, "The Role of Capital Markets in Stimulating the Fourth Industrial Revolution (Rola rynkow kapitalowych w stymulowaniu czwartej rewolucji przemyslowej)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 72, pages 89-102.
• Edyta Mioduchowska-Jaroszewicz, 2018, "Information Asymmetry and Financial Statement (Asymetria informacji a sprawozdanie finansowe)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 45-53.
• Marie Briere & Ariane Szafarz, 2018, "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 18-016, Mar.
• Semen SON-TURAN, 2018, "Türkiye’de Yükseköğrenim Finansmanının Özelleştirilmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(35).
• Melek AKSU & Şakir SAKARYA, 2018, "Pricing of Covered Warrants: An Analysis on Borsa İstanbul," Sosyoekonomi Journal, Sosyoekonomi Society.
• Brian Muyambiri & Nicholas M. Odhiambo, 2018, "Financial Development and Investment Dynamics in Mauritius: A Trivariate Granger-Causality Analysis," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 68, issue 2-3, pages 62-73, April-Sep.
• Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018, "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, volume 262, issue 2, pages 307-333, March, DOI: 10.1007/s10479-015-2078-z.
• Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi, 2018, "Measurement errors in stock markets," Annals of Operations Research, Springer, volume 262, issue 2, pages 287-306, March, DOI: 10.1007/s10479-016-2138-z.
• Mariya Gubareva & Maria Rosa Borges, 2018, "Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk," Annals of Operations Research, Springer, volume 266, issue 1, pages 71-100, July, DOI: 10.1007/s10479-017-2438-y.
• Dimitrios Koutmos, 2018, "Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?," Annals of Operations Research, Springer, volume 266, issue 1, pages 441-498, July, DOI: 10.1007/s10479-018-2788-0.
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018, "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, volume 15, issue 1, pages 1-32, January, DOI: 10.1007/s10287-017-0288-3.
• Bachir Sahyoun & George Giannopoulos & Yannis Anagnostopoulos & Nicos Sykianakis, 2018, "Mergers and Acquisitions: The Impact of Hiring Financial Advisors on Acquirer Shareholder Wealth in the US and UK Financial Services Sector," Contributions to Economics, Springer, in: Spyros Roukanas & Persefoni Polychronidou & Anastasios Karasavvoglou, "The Political Economy of Development in Southeastern Europe", DOI: 10.1007/978-3-319-93452-5_10.
• George Galanos & Manolis Koutoulakis & Angelos Kotios, 2018, "Seven Years of Adjustment Policies in Greece: Fighting Against Causes or Symptoms?," Contributions to Economics, Springer, in: Spyros Roukanas & Persefoni Polychronidou & Anastasios Karasavvoglou, "The Political Economy of Development in Southeastern Europe", DOI: 10.1007/978-3-319-93452-5_6.
• Jun-ichi Maskawa & Koji Kuroda & Joshin Murai, 2018, "Multiplicative random cascades with additional stochastic process in financial markets," Evolutionary and Institutional Economics Review, Springer, volume 15, issue 2, pages 515-529, December, DOI: 10.1007/s40844-018-0112-y.
• Diego Winkelried & Luis A. Iberico, 2018, "Calendar effects in Latin American stock markets," Empirical Economics, Springer, volume 54, issue 3, pages 1215-1235, May, DOI: 10.1007/s00181-017-1257-y.
• Merve Tuncay, 2018, "Do political risks matter in the financial markets?: evidence from Turkey," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 209-227, June, DOI: 10.1007/s40821-017-0077-5.
• Tiantian Mao & Jun Cai, 2018, "Risk measures based on behavioural economics theory," Finance and Stochastics, Springer, volume 22, issue 2, pages 367-393, April, DOI: 10.1007/s00780-018-0358-6.
• Omar Euch & Masaaki Fukasawa & Mathieu Rosenbaum, 2018, "The microstructural foundations of leverage effect and rough volatility," Finance and Stochastics, Springer, volume 22, issue 2, pages 241-280, April, DOI: 10.1007/s00780-018-0360-z.
• Ulrich Horst & Dörte Kreher, 2018, "Second order approximations for limit order books," Finance and Stochastics, Springer, volume 22, issue 4, pages 827-877, October, DOI: 10.1007/s00780-018-0373-7.
• Ludger Schuknecht, 2018, "The Supply of Safe Assets and Fiscal Policy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), volume 53, issue 2, pages 94-100, March, DOI: 10.1007/s10272-018-0728-5.
• Benjamin Rainer Auer, 2018, "Are standard asset pricing factors long-range dependent?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 66-88, January, DOI: 10.1007/s12197-017-9385-y.
• Yu Zhang & Weihong Huang, 2018, "Impact of strategy switching on wealth accumulation," Journal of Evolutionary Economics, Springer, volume 28, issue 4, pages 961-983, September, DOI: 10.1007/s00191-017-0543-3.
• Sarveshwar Kumar Inani, 2018, "Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 129-154, March, DOI: 10.1007/s40953-017-0074-7.
• Avishek Bhandari & Kamaiah Bandi, 2018, "On the Dynamics of Inflation-Stock Returns in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 89-99, March, DOI: 10.1007/s40953-017-0075-6.
• Dilip Kumar, 2018, "Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 313-335, June, DOI: 10.1007/s40953-017-0085-4.
• Muhammad Ali Nasir & Min Du, 2018, "Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 2, pages 363-388, June, DOI: 10.1007/s40953-017-0087-2.
• Dimitrios Kartsonakis Mademlis & Nikolaos Dritsakis, 2018, "Volatility Between Oil Prices and Stock Returns of Dow Jones Index: A Bivariate GARCH (BEKK) Approach," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_16.
• I. Antoniadis & N. Sariannidis & S. Kontsas, 2018, "The Effect of Bitcoin Prices on US Dollar Index Price," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_34.
• Martin Angerer & Georg Peter & Sebastian Stoeckl & Thomas Wachter & Matthias Bank & Marco Menichetti, 2018, "Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 70, issue 3, pages 209-230, July, DOI: 10.1007/s41464-018-0049-z.
• Martin Hellwig & Jochen Zimmermann & Mechthild Schrooten & Hans-Peter Burghof & Stephan Schulmeister, 2018, "Zehn Jahre nach der Lehman-Pleite — Finanzmärkte stabil?
  [Ten Years after the Lehman-Bankruptcy — Have Financial Markets Stabilized?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 98, issue 8, pages 539-557, August, DOI: 10.1007/s10273-018-2330-7.
• Alfranseder, Emanuel & Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia & Sobolewski, Paweł, 2018, "Indicators for the monitoring of central counterparties in the EU," ESRB Occasional Paper Series, European Systemic Risk Board, number 14, Mar.
• Brinkhoff, Jeroen & Langfield, Sam & Weeken, Olaf, 2018, "From the horse’s mouth: surveying responses to stress by banks and insurers," ESRB Occasional Paper Series, European Systemic Risk Board, number 15, Apr.
• Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018, "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
• Michiel Bijlsma & Clemens Kool & Marielle Non, 2018, "The effect of financial development on economic growth: a meta-analysis," Applied Economics, Taylor & Francis Journals, volume 50, issue 57, pages 6128-6148, December, DOI: 10.1080/00036846.2018.1489503.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018, "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 4, pages 333-346, March, DOI: 10.1080/1351847X.2016.1239586.
• C. May & G Farrell, 2018, "Modelling Exchange Rate Volatility Dynamics: Empirical Evidence From South Africa," Studies in Economics and Econometrics, Taylor & Francis Journals, volume 42, issue 3, pages 71-114, December, DOI: 10.1080/10800379.2018.12097339.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018, "The changing network of financial market linkages: the Asian experience," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-05.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2018, "Financial and non-financial global stock market volatility shocks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2018-07.
• Rogelio Mercado Jr., 2018, "Bilateral Capital Flows: Gravity, Push, and Pull," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0818, Aug.
• Francisco (F.) Blasques & Siem Jan (S.J.) Koopman & Marc Nientker, 2018, "A Time-Varying Parameter Model for Local Explosions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-088/III, Nov.
• de Haas, Ralph & Popov, A., 2018, "Financial Development and Industrial Pollution," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-024.
• de Haas, Ralph & Popov, A., 2018, "Financial Development and Industrial Pollution," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6e799247-e229-4b41-a717-d.
• de Haas, Ralph & Popov, A., 2018, "Financial Development and Industrial Pollution," Other publications TiSEM, Tilburg University, School of Economics and Management, number a0a4fb82-734a-442a-9ea1-a.
• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018, "Hedging Labor Income Risk over the Life-Cycle," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 058, Dec.
• John Cotter & Niall McGeever, 2018, "Are equity market anomalies disappearing? Evidence from the U.K," Working Papers, Geary Institute, University College Dublin, number 201804, Feb.
• Bård Misund & Rune Nygård, 2018, "Big Fish: Valuation of the World's Largest Salmon Farming Companies," Marine Resource Economics, University of Chicago Press, volume 33, issue 3, pages 245-261, DOI: 10.1086/698447.