Research classified by Journal of Economic Literature (JEL) codes

2018

• Frank Graef & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018, "Cash Holdings and the Performance of European Mutual Funds," Working Papers on Finance, University of St. Gallen, School of Finance, number 1807, Feb.
• Farshid Abdi & Botao Wu, 2018, "Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements," Working Papers on Finance, University of St. Gallen, School of Finance, number 1828, Aug.
• Farshid Abdi, 2018, "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance, University of St. Gallen, School of Finance, number 1829, Sep.
• Gerhard Sorger, 2018, "Capital price bubbles and dynamic inefficiency," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1802, Feb.
• Gerhard Sorger, 2018, "On the dynamics of stock price bubbles: Comments on a model by Miao and Wang," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1803, Jul.
• Krasimira Kostadinova Naydenova, 2018, "The Problem of Administratively Forced Process Going Public," Business & Management Compass, University of Economics Varna, issue 2, pages 83-102.
• Karanovic Goran & Karanovic Bisera, 2018, "The Day-of-the-Week Effect: Evidence from Selected Balkan Markets," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 1, pages 1-11, March, DOI: 10.2478/saeb-2018-0005.
• Nyasha Sheilla & Odhiambo Nicholas M., 2018, "Finance-Growth Nexus Revisited: Empirical Evidence from Six Countries," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 3, pages 247-268, September, DOI: 10.2478/saeb-2018-0021.
• Vunjak Nenad & Vitomir Jelena & Antonijević Tamara & Stojanović Petra, 2018, "Investment Management Strategy in Financial Markets," Economics, Sciendo, volume 6, issue 2, pages 49-56, December, DOI: 10.2478/eoik-2018-0025.
• Muyambiri Brian & Odhiambo Nicholas M., 2018, "Financial Development and Investment in Botswana: A Multivariate Causality Test," Folia Oeconomica Stetinensia, Sciendo, volume 18, issue 2, pages 72-89, December, DOI: 10.2478/foli-2018-0020.
• Olarewaju Odunayo Magret, 2018, "Income Diversification in Low Income Sub-Saharan African Countries’ Commercial Banks: A “Blessing” or “Curse”?," Folia Oeconomica Stetinensia, Sciendo, volume 18, issue 2, pages 90-105, December, DOI: 10.2478/foli-2018-0021.
• Liu Lu, 2018, "Is There Relationship between Renewable Electrical Consumption and Economic Growth in Romania?," HOLISTICA – Journal of Business and Public Administration, Sciendo, volume 9, issue 3, pages 137-144, December, DOI: 10.2478/hjbpa-2018-0027.
• Zhihong Jian & Zhican Zhu & Jie Zhou & Shuai Wu, 2018, "The Magnet Effect of Circuit Breakers: A role of price jumps and market liquidity," Departmental Working Papers, The University of Winnipeg, Department of Economics, number 2018-01, Dec.
• Martin T. Bohl, Badye Essid, Pierre Siklos, 2018, "Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0112, Jan, revised 30 Jan 2018.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018, "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, volume 128, issue 611, pages 1433-1475, June, DOI: 10.1111/ecoj.12459.
• Philippe Bracke & Edward W. Pinchbeck & James Wyatt, 2018, "The Time Value of Housing: Historical Evidence on Discount Rates," Economic Journal, Royal Economic Society, volume 128, issue 613, pages 1820-1843, August, DOI: 10.1111/ecoj.12501.
• Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018, "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 10, pages 1262-1281, October, DOI: 10.1002/fut.21938.
• Pietro Reichlin, 2018, "Money Creation: Tax or Public Liquidity?," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 5, pages 1073-1094, August, DOI: 10.1111/jmcb.12479.
• Margareta Gardijan & Vedran Kojić & Marina Slišković, 2018, "Farkaseva lema: elementarni dokaz i ekonomske primjene," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 1801, Jan.
• Klein, Arne C. & Pliszka, Kamil, 2018, "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers, Deutsche Bundesbank, number 14/2018.
• Unger, Robert, 2018, "Revisiting the finance and growth nexus: A deeper look at sectors and instruments," Discussion Papers, Deutsche Bundesbank, number 55/2018.
• Kräussl, Roman & Pollet, Joshua & Stefanova, Denitsa, 2018, "Signaling or marketing? The role of discount control mechanisms in closed-end funds," CFS Working Paper Series, Center for Financial Studies (CFS), number 597.
• Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018, "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series, Center for Financial Studies (CFS), number 600.
• Méndez, Lizethe & Ongena, Steven, 2018, ""Finance and growth" re-loaded," CFS Working Paper Series, Center for Financial Studies (CFS), number 604.
• Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018, "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series, Center for Financial Studies (CFS), number 616.
• Podstawski, Maximilian & Velinov, Anton, 2018, "The state dependent impact of bank exposure on sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 88, pages 63-75.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018, "Network-based asset allocation strategies," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 180063.
• Singh, Ritvik & Gangwar, Rachna, 2018, "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 183471.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018, "The big bang: Stock market capitalization in the long run," IBF Paper Series, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main, number 02-18.
• Ma, Jason Z. & Deng, Xiang & Ho, Kung-Cheng & Tsai, Sang-Bing, 2018, "Regime-switching determinants of emerging markets sovereign credit risk swaps spread," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-52.
• Härdle, Wolfgang Karl & Ling, Chengxiu, 2018, "How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-010.
• Härdle, Wolfgang Karl & Harvey, Campbell R. & Reule, Raphael C. G., 2018, "Understanding Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-044.
• Kariuki, Caroline & Kimundi, Gillian & Makambi, Steve, 2018, "The nexus between financial inclusion and financial stability: Credit, savings and asset quality of Kenyan banks," KBA Centre for Research on Financial Markets and Policy Working Paper Series, Kenya Bankers Association (KBA), number 29.
• Acheson, Graeme G. & Campbell, Gareth & Gallagher, Áine & Turner, John D., 2018, "Independent women: Shareholders in the age of the suffragettes," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2018-09.
• Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018, "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 225, DOI: 10.2139/ssrn.3239369.
• Panzica, Roberto Calogero, 2018, "Idiosyncratic volatility puzzle: The role of assets' interconnections," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 228, DOI: 10.2139/ssrn.3240484.
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2018, "Liquidity provider incentives in fragmented securities markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 231, DOI: 10.2139/ssrn.2970452.
• Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian, 2020, "Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 234, revised 2020, DOI: 10.2139/ssrn.3276548.
• Baumann, Michael Heinrich & Herz, Bernhard & Baumann, Michaela, 2018, "Exchange-traded Funds, Investment Strategies, and Financial Stability," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181542.
• Thaler, Dominik, 2018, "A Large Central Bank Balance Sheet? The Role of Interbank Market Frictions," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181632.

2017

• Ayben Koy, 2017, "Modelling Nonlinear Dynamics of Oil Futures Market," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 23-42, June, DOI: 10.33119/ERFIN.2017.2.1.2.
• Thierno Thioune, 2017, "Financial Instability and Inequality Dynamics in the WAEMU," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 2, issue 1, pages 43-62, June, DOI: 10.33119/ERFIN.2017.2.1.3.
• Igor Kravchuk, 2017, "Indeks stresu na rynku zbywalnych instrumentow finansowych w Polsce," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 193-206.
• G. Geoffrey Booth & Sanders S. Chang, 2017, "Domestic exchange rate determination in Renaissance Florence," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 11, issue 3, pages 405-445, September, DOI: 10.1007/s11698-016-0146-5.
• Anna Battauz & Marzia Donno & Alessandro Sbuelz, 2017, "Reaching nirvana with a defaultable asset?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 31-52, November, DOI: 10.1007/s10203-017-0192-x.
• Can Cui, 2017, "Cash-on-hand and demand for credit," Empirical Economics, Springer, volume 52, issue 3, pages 1007-1039, May, DOI: 10.1007/s00181-016-1213-2.
• Omid Sabbaghi & Navid Sabbaghi, 2017, "The Chicago Climate Exchange and market efficiency: an empirical analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 19, issue 4, pages 711-734, October, DOI: 10.1007/s10018-016-0171-4.
• B. Prasanna Kumar, 2017, "Derived signals for S & P CNX nifty index futures," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 3, issue 1, pages 1-22, December, DOI: 10.1186/s40854-017-0067-8.
• Daniel C. Schwarz, 2017, "Market completion with derivative securities," Finance and Stochastics, Springer, volume 21, issue 1, pages 263-284, January, DOI: 10.1007/s00780-016-0317-z.
• R. Warren Anderson, 2017, "Marijuana Prohibition and Rent Seeking," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, volume 34, issue 1, pages 33-46, April, DOI: 10.1007/s41412-017-0037-4.
• Peter Gomber & Jascha-Alexander Koch & Michael Siering, 2017, "Digital Finance and FinTech: current research and future research directions," Journal of Business Economics, Springer, volume 87, issue 5, pages 537-580, July, DOI: 10.1007/s11573-017-0852-x.
• Frederick Adjei & Mavis Adjei, 2017, "Market share, firm innovation, and idiosyncratic volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 569-580, July, DOI: 10.1007/s12197-016-9371-9.
• Bonnie F. Van Ness & Robert A. Van Ness & Serhat Yildiz, 2017, "The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs’ liquidity provisions," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 739-762, October, DOI: 10.1007/s12197-016-9374-6.
• Gang-Jin Wang & Chi Xie & Shou Chen, 2017, "Multiscale correlation networks analysis of the US stock market: a wavelet analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 12, issue 3, pages 561-594, October, DOI: 10.1007/s11403-016-0176-x.
• Patrick Beissner, 2017, "Equilibrium prices and trade under ambiguous volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 2, pages 213-238, August, DOI: 10.1007/s00199-016-0979-y.
• Michail Chronopoulos & Verena Hagspiel & Stein-Erik Fleten, 2017, "Stepwise investment and capacity sizing under uncertainty," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 39, issue 2, pages 447-472, March, DOI: 10.1007/s00291-016-0460-0.
• Dan Givoly & Carla Hayn & Sharon Katz, 2017, "The changing relevance of accounting information to debt holders over time," Review of Accounting Studies, Springer, volume 22, issue 1, pages 64-108, March, DOI: 10.1007/s11142-016-9374-y.
• Thomas Bourveau & Jordan Schoenfeld, 2017, "Shareholder activism and voluntary disclosure," Review of Accounting Studies, Springer, volume 22, issue 3, pages 1307-1339, September, DOI: 10.1007/s11142-017-9408-0.
• André Schmidt, 2017, "Determinants of Corporate Voting – Evidence from a Large Survey of German Retail Investors," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 18, issue 1, pages 71-103, February, DOI: 10.1007/s41464-016-0024-5.
• Volker Brühl, 2017, "Bitcoins, Blockchain und Distributed Ledgers
  [Bitcoins, Blockchain, and Distributed Ledgers]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 2, pages 135-142, February, DOI: 10.1007/s10273-017-2096-3.
• John Francis Diaz & Jo-Hui Chen, 2017, "Testing for Long-memory and Chaos in the Returns of Currency Exchange-traded Notes (ETNs)," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 4, pages 1-2.
• Vasilios Sogiakas, 2017, "On the implementation of asymmetric VaR models for managing and forecasting market risk," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-2.
• Christos Christodoulou-Volos & Andreas Hadjixenophontos, 2017, "Empirical Determinants of the Non-Performing Loans in the Cypriot Banking System," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 4, pages 1-1.
• D'Errico, Marco & Roukny, Tarik, 2017, "Compressing over-the-counter markets," ESRB Working Paper Series, European Systemic Risk Board, number 44, May.
• Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017, "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series, European Systemic Risk Board, number 54, Sep.
• Andrea BUCCI, 2017, "Forecasting Realized Volatility A Review," Journal of Advanced Studies in Finance, ASERS Publishing, volume 8, issue 2, pages 94-138.
• Marek Kordík & Lucia Kurilovská, 2017, "Protection of the national financial system from the money laundering and terrorism financing," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 5, issue 2, pages 243-262, December, DOI: 10.9770/jesi.2017.5.2(7).
• Julia Darby & Graeme Roy, 2017, "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Working Papers, University of Strathclyde Business School, Department of Economics, number 1706, Jun.
• Pawe³ Fiedor & Sarah Lapschies & Lucia Országhová, 2017, "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 7/2017, Sep.
• Vuslat Us, 2017, "A dynamic approach to analysing the effect of the global crisis on nonperforming loans: evidence from the Turkish banking sector," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 3, pages 186-192, February, DOI: 10.1080/13504851.2016.1176106.
• Sofiane Aboura & Y. Eser Arisoy, 2017, "Does aggregate uncertainty explain size and value anomalies?," Applied Economics, Taylor & Francis Journals, volume 49, issue 32, pages 3214-3230, July, DOI: 10.1080/00036846.2016.1257107.
• Graeme G. Acheson & Gareth Campbell & John D. Turner, 2017, "Who financed the expansion of the equity market? Shareholder clienteles in Victorian Britain," Business History, Taylor & Francis Journals, volume 59, issue 4, pages 607-637, May, DOI: 10.1080/00076791.2016.1250744.
• Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2017, "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Communist Economies, Taylor & Francis Journals, volume 29, issue 1, pages 1-26, January, DOI: 10.1080/14631377.2016.1226771.
• Kul B. Luintel & Yongdeng Xu, 2017, "Testing weak exogeneity in multiplicative error models," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 10, pages 1617-1630, October, DOI: 10.1080/14697688.2016.1274045.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017, "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-01.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017, "Global commodity prices and global stock volatility shocks: effects across countries," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-05.
• Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017, "A semi-parametric point process model of the interactions between equity markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-06.
• Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017, "Signed spillover effects building on historical decompositions," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-11.
• Dungey, Mardi & Volkov, Vladimir, 2017, "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-12.
• Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis, 2017, "Interdependencies across Sovereign Bond Credit Default Swap Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1707.
• Dirk G. Baur & Joscha Beckmann & Robert Czudaj, 2017, "The Relative Valuation of Gold," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 005, May, revised May 2017.
• Vincent van Kervel & Albert J. Menkveld, 2017, "High-Frequency Trading around Large Institutional Orders," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-092/IV, Sep.
• Luz Patricia Pardo Martínez & María Victoria Huertas de Mora, 2017, "Modelos influyentes en las cooperativas de ahorro y crédito en Colombia
  [Influential models in the cooperatives of savings and credits in Colombia]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 125, pages 109-133.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers, University of Connecticut, Department of Economics, number 2017-10, Jun.
• Sergio Salas, 2017, "Asset prices and wealth inequality in a simple model with idiosyncratic shocks," Estudios de Economia, University of Chile, Department of Economics, volume 44, issue 1 Year 20, pages 105-119, June.
• Lesia Tyshchenko & Attila Csajbok, 2017, "A Financial Stress Index for Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 240, pages 5-13, DOI: 10.26531/vnbu2017.240.005.
• Kim Oosterlinck, 2017, "Art as a Wartime Investment: Conspicuous Consumption and Discretion," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/232458.
• Csoka, Péter & Herings, P. Jean-Jacques, 2017, "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 001, Jan, DOI: 10.26481/umagsb.2017001.
• Csoka, Péter & Herings, P. Jean-Jacques, 2017, "Liability Games," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 031, Dec, DOI: 10.26481/umagsb.2017031.
• Luigi Mersico, 2017, "Systemic Financial Stress: a composite indicator for BRIC area," Argomenti, University of Urbino Carlo Bo, Department of Economics, Society & Politics, volume 6, issue 6, pages 1-30, January-A, DOI: 10.14276/1971-8357.645.
• M. Bijlsma & C.J.M. Kool & Marielle Non, 2017, "The effect of financial development on economic growth: a meta-analysis," Working Papers, Utrecht School of Economics, number 17-01, Jan.
• Eckhard Platen & Renata Rendek, 2017, "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 386, Aug.
• Muyambiri, Brian & Odhiambo, Nicholas Mbaya, 2017, "South Africa's financial development and its role in investment," Working Papers, University of South Africa, Department of Economics, number 22084, Feb.
• Muyambiri, Brian & Odhiambo, Nicholas M, 2017, "Financial development,savings and investment in South Africa: A dynamic causality test," Working Papers, University of South Africa, Department of Economics, number 22657, May.
• Sorin PETRE - PricewaterhouseCoopers & Romania, 2017, "Valuation Multiples in the Context of Bucharest Stock Exchange and Local M&A Market," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 12, issue 2, pages 4-51.
• Carlo Bellavite Pellegrini & Raul Caruso, 2017, "Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 125, issue 1, pages 3-12.
• David E. Giles & Qinlu Chen, 2017, "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers, Department of Economics, University of Victoria, number 1704, Aug.
• KORKMAZ, Özge, 2017, "Is Minsky’S Instability Hypothesis Acceptable For The Relation Between Borrowing Rate And Profitability?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 21, issue 1, pages 6-27.
• ŞENOL, Zekai & KARACA, Süleyman Serdar, 2017, "The Effect Of Enterprise Risk Management On Firm Performance: A Case Study On Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 21, issue 2, pages 6-30.
• Krasimira Naydenova, 2017, "Receivables Investment Trusts as an Alternative for the Participation of Institutional Investors in Infrastructure Projects," Business & Management Compass, University of Economics Varna, issue 3, pages 291-302.
• Gemra Kamil, 2017, "Public Issue of Bank Bonds Case Study of Bank Pocztowy S.A," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 1, pages 35-46, November, DOI: 10.1515/fiqf-2016-0017.
• Nyasha Sheilla & Odhiambo Nicholas M., 2017, "Bank Versus Stock Market Development in Brazil: An ARDL Bounds Testing Approach," South East European Journal of Economics and Business, Sciendo, volume 12, issue 1, pages 7-21, April, DOI: 10.1515/jeb-2017-0001.
• Ibrahima Diallo & Isatou Mendy, 2017, "Impact Of Financial Development On Economic Growth In The Wamz: A Heterogeneous Panel Data Approach," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 17, issue 1, pages 1-18, June.
• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017, "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series, The World Bank, number 8222, Oct.
• Claessens,Stijn & Kose,Ayhan, 2017, "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series, The World Bank, number 8259, Nov.
• Claessens ,Stijn & Kose,Ayhan, 2017, "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series, The World Bank, number 8260, Nov.
• Richard S.Grossman, 2017, "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2017-003, May.
• Richard S.Grossman, 2017, "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2017-004, Jun.
• Kim Oosterlinck, 2017, "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, volume 127, issue 607, pages 2665-2701, December, DOI: 10.1111/ecoj.12391.
• Felix Kübler & Herakles Polemarchakis, 2017, "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, volume 85, issue , pages 1219-1238, July.
• Sébastien Lleo & William T. Ziemba, 2017, "Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 26, issue 2, pages 61-123, May, DOI: 10.1111/fmii.12080.
• Georgios Bampinas & Theodore Panagiotidis, 2017, "Oil and stock markets before and after financial crises: A local Gaussian correlation approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 37, issue 12, pages 1179-1204, December.
• Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 1-10, November, DOI: 10.1016/j.rfe.2017.04.001.
• Kiseok Nam & Shahriar Khaksari & Moonsoo Kang, 2017, "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 11-28, November, DOI: 10.1016/j.rfe.2016.11.001.
• Brian Muyambiri & Nicholas Odhiambo, 2017, "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 3, pages 1-10, September, DOI: 10.1142/GEJ-2017-0042.
• Donald J Smith, 2017, "Valuation in a World of CVA, DVA, and FVA:A Tutorial on Debt Securities and Interest Rate Derivatives," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10511, ISBN: ARRAY(0x5ee44720), September.
• Donald J Smith, 2017, "An Introduction to Bond Valuation Using a Binomial Tree," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing Traditional Fixed-Rate Corporate Bonds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing Floating-Rate Notes and Interest Rate Caps and Floors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing Fixed-Income Bonds Having Embedded Call and Put Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing Interest Rate Swaps with CVA and DVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing an Interest Rate Swap Portfolio with CVA, DVA, and FVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Structured Notes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Summary," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Sangyup Choi & Yuko Hashimoto, 2017, "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-112, Sep.
• Sangyup Choi, 2017, "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-113, Sep.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017, "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers, Department of Economics, University of York, number 17/06, Jul.
• Horvath, Roman & Horvatova, Eva & Siranova, Maria, 2017, "Financial development, rule of law and wealth inequality: Bayesian model averaging evidence," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 12/2017.
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• Theissen, Erik & Westheide, Christian, 2019, "Call of duty: Designated market maker participation in call auctions," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-05, revised 2019.
• Grammig, Joachim & Küchlin, Eva-Maria, 2017, "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 17-01.
• Hautsch, Nikolaus & Horvath, Akos, 2017, "How effective are trading pauses?," CFS Working Paper Series, Center for Financial Studies (CFS), number 571.
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• Al-Faryan, Mamdouh Abdulaziz Saleh, 2017, "The relationship between corporate governance mechanisms and the performance of Saudi listed firms," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 14, issue 2-2, pages 338-349, DOI: 10.22495/cocv14i2c2p7.
• Al-Faryan, Mamdouh Abdulaziz Saleh & Dockery, Everton, 2017, "Ownership structure and corporate governance: What does the data reveal about Saudi listed firms?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 14, issue 4-2, pages 413-424, DOI: 10.22495/cocv14i4c2art7.
• Turner, John D., 2017, "The development of English company law before 1900," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2017-01.
• Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017, "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 166, DOI: 10.2139/ssrn.2914218.
• Fricke, Christoph & Fricke, Daniel, 2017, "Vulnerable Funds?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168209.
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• Hollifield, Burton & Sandås, Patrik & Todd, Andrew, 2017, "Latency Arbitrage When Markets Become Faster," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 338, May.
• Odegaard, Bernt Arne, 2017, "The Liquidity of the Oslo Stock Exchange -- A Source Book 1980-2016," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/1, Feb.
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• Misund, Bard & Nygard, Rune, 2017, ""Big Fish": Valuation of the world's largest salmon farming companies ," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/11, Sep.
• Elena Chirkova & Vladislav Petrov, 2017, "Testing for Insider Trading in the Depositary Receipts and Common Shares of the Russian Public Companies," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 3, pages 482-514.
• Camelia Catalina Joldes, 2017, "The Impact of Globalization on the Capital Market in Romania," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 5, issue 1, pages 3-8, March.
• Aleksandr Baykov & Olha Pavuk, 2017, "Financial Market in the Context of Globalization: Experience of Economic and Legal Analysis," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 120-131, March.
• Olena Oliynyk-Dunn, 2017, "Development of the Financial System and Models of Financing Agricultural Enterprises: USA Experience," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 91-99, September.
• Yousef Jahmani & Hae Yeon Choi & Yonpae Park & Gavin Jiayun Wu, 2017, "The Value Relevance Of Other Comprehensive Income And Its Components," Accounting & Taxation, The Institute for Business and Finance Research, volume 9, issue 1, pages 1-11.
• Chantal Scoubeau & Laetitia Pozniak, 2017, "Information Research By Individual Investors: Evidence From Belgium," Global Journal of Business Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 79-89.
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• Vasiliki A. Basdekidou & Artemis A. Styliadou, 2017, "Corporate Social Responsibility & Market Volatility: Relationship and Trading Opportunities," International Business Research, Canadian Center of Science and Education, volume 10, issue 5, pages 1-12, May.
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• Andrew Phiri, 2017, "Long-run equilibrium adjustment between inflation and stock market returns in South Africa: a nonlinear perspective," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 9, issue 1, pages 19-33.
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• Eugenia Andreasen & Mr. Martin Schindler & Mr. Patricio A Valenzuela, 2017, "Capital Controls and the Cost of Debt," IMF Working Papers, International Monetary Fund, number 2017/135, Jun.
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• Turan G. Bali & Robert F. Engle & Yi Tang, 2017, "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, volume 63, issue 11, pages 3760-3779, November, DOI: 10.1287/mnsc.2016.2536.
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• Robert A. Becker, 2017, "An Elementary Exposition of the No Strong Arbitrage Principle for Financial Markets," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-005, May.
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• Julien Chevallier & Duc Khuong Nguyen & Jonathan Siverskog & Gazi Salah Uddin, 2017, "Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries," Working Papers, Department of Research, Ipag Business School, number 2017-005, Jan.
• Alonso-Rivera, Angélica & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2017, "Variables monetarias y formación de burbujas especulativas: un análisis de sincronización de frecuencias (1992-2013)," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 24, pages 7-24, Primer se.
• António Afonso & Mina Kazemi, 2017, "Euro area sovereign yields and the power of QE," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/12, Jun.
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• Ogechi Adeola & Olaniyi Evans, 2017, "Financial inclusion, financial development, and economic diversification in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 1-15, July-Sept.
• Muhammad Ishfaq Ahmad & Wang Guohui & Muhammad Yasir Rafiq & Mudassar Hasan & Ata-Ul-Haq Chohan & Anika Sattar, 2017, "Assesing Performance of Moving Average Investment Timing Strategy Over the UK Stock Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 349-362, July-Sept.
• Emmanuel Numapau Gyamfi & Kwabena A. Kyei & Ryan Gill, 2017, "Market efficiency of African stock markets: A Meta-Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 69-80, October-D.
• Chiara Pederzoli & Costanza Torricelli, 2017, "Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise," Annals of Finance, Springer, volume 13, issue 3, pages 237-251, August, DOI: 10.1007/s10436-017-0294-z.