Research classified by Journal of Economic Literature (JEL) codes

2017

• Aziz Issaka & Indranil SenGupta, 2017, "Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index," Annals of Finance, Springer, volume 13, issue 4, pages 401-434, November, DOI: 10.1007/s10436-017-0302-3.
• Muhammad Fayyaz Sheikh & Syed Zulfiqar Ali Shah & Shahid Mahmood, 2017, "Weather Effects on Stock Returns and Volatility in South Asian Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 2, pages 75-107, June, DOI: 10.1007/s10690-017-9225-2.
• Ken Miyajima & Jorge A. Chan-Lau & Weimin Miao & Jongsoon Shin, 2017, "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 4, pages 269-289, December, DOI: 10.1007/s10690-017-9233-2.
• Wei Zhou, 2017, "Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 207-230, August, DOI: 10.1007/s10614-016-9606-z.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017, "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 121-146, February, DOI: 10.1007/s10663-015-9313-3.
• Thomas Poufinas & Dimitrios Zygiotis, 2017, "How transparency affects investment-linked insurance products," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 23, issue 4, pages 405-418, November, DOI: 10.1007/s11294-017-9661-9.
• María del Mar Miralles-Quirós & José Luis Miralles-Quirós, 2017, "Improving Diversification Opportunities for Socially Responsible Investors," Journal of Business Ethics, Springer, volume 140, issue 2, pages 339-351, January, DOI: 10.1007/s10551-015-2691-4.
• S. McKay Price & Michael J. Seiler & Jiancheng Shen, 2017, "Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 515-557, May, DOI: 10.1007/s11146-016-9557-0.
• Dogan Tirtiroglu & Thu Ha Nguyen & Ercan Tirtiroglu & Tan Cheng Wee, 2017, "REITs, Growth Options and Beta," The Journal of Real Estate Finance and Economics, Springer, volume 55, issue 3, pages 370-394, October, DOI: 10.1007/s11146-016-9590-z.
• Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, volume 28, issue 1, pages 47-59, February, DOI: 10.1007/s11079-016-9408-x.
• Ali Nejadmalayeri & Subramanian Rama Iyer & Manohar Singh, 2017, "Is there an optimally diversified conglomerate? Gleaning answers from capital markets," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 117-158, July, DOI: 10.1007/s11156-016-0585-x.
• Ali Nejadmalayeri & Sheri Faircloth & Jeanne Wendel & Surya Chelikani, 2017, "GASB mandatory disclosure rules and municipal bond yield spreads," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 2, pages 379-405, August, DOI: 10.1007/s11156-016-0594-9.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1718, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1719, Dec.
• Ewa Siemińska, 2017, "Selected Approaches to Property Valuation for the Securing Bank Debt," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 99, pages 9-14, March, DOI: 10.14659/worej.2017.99.02.
• Csóka, Péter, 2017, "Az arányos csődszabály karakterizációja körbetartozások esetén
  [The characterization of the proportional rule in the case of circular liabilities]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 930-942, DOI: 10.18414/KSZ.2017.9.930.
• Baybars KARACAOVALI, 2017, "Access to Finance in Turkey," Turkish Economic Review, KSP Journals, volume 4, issue 1, pages 1-18, March.
• Md. Abu HASAN, 2017, "Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis," Turkish Economic Review, KSP Journals, volume 4, issue 2, pages 239-249, June.
• Gül YEÞÝLÇELEBÝ, 2017, "The 18th Annual Conference on Finance and Accounting," Journal of Economics Library, KSP Journals, volume 4, issue 4, pages 572-573, December.
• Gökhan ÖZER & Ali Korhan ÖZEN, 2017, "Ownership structure in BIST - Capital structure relation Granger causality test a comparative application between BIST industrial index and service index," Journal of Economics Bibliography, KSP Journals, volume 4, issue 4, pages 357-374, December.
• Tanweer Akram & Anupam Das, 2017, "The Long-run Determinants of Indian Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_881, Jan.
• Tanweer Akram & Anupam Das, 2017, "The Dynamics of Government Bond Yields in the Eurozone," Economics Working Paper Archive, Levy Economics Institute, number wp_889, May.
• Tanweer Akram & Huiqing Li, 2017, "An Inquiry Concerning Long-term US Interest Rates Using Monthly Data," Economics Working Paper Archive, Levy Economics Institute, number wp_894, Aug.
• mirzadeh, fatemeh, 2017, "Check the Efficiency of Futures Gold Coin: The Role of Maturity and Open Commitment Position," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 32, pages 227-246, July.
• Hedayati Zafarghandi, Shirin & Soloukdar, Alireza & Sedighi, Alireza, 2017, "Dynamic Analysis Of the Relationship Between Monetary And Banking Variables And Life Insurance Demand in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 32, pages 293-318, July.
• Botshekan, Mohamad Hashem & Mohseni, Hosein, 2017, "Volatility Spillover among Industries in the Capital Market in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 2, pages 213-233, April.
• Cyn-Young Park, 2017, "Developing Local Currency Bond Markets in Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 53, issue 12, pages 2826-2844, December, DOI: 10.1080/1540496X.2017.1321539.
• Abdolhossein Zameni & Othman Yong, 2017, "Substantial Shareholders and Their Trading Behaviour around Lock-Up Expiry: Evidence from Emerging Markets," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 1-18.
• Samit Paul & Madhusudan Karmakar, 2017, "Relative Efficiency of Component GARCH-EVT Approach in Managing Intraday Market Risk," Multinational Finance Journal, Multinational Finance Journal, volume 21, issue 4, pages 247-283, December.
• Sheilla Nyasha & Nicholas M. Odhiambo, 2017, "Are Banks and Stock Markets Complements Or Substitutes? Empirical Evidence from Three Countries," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 15, issue 1 (Spring, pages 81-101, DOI: 10.26493/1854-6935.15.81-101.
• Alex R. Horenstein, 2017, "Betting Against Alpha," Working Papers, University of Miami, Department of Economics, number 2017-13, Oct.
• Gergely Lakos & Tibor Szendrei, 2017, "Explanations of Asset Price Bubbles," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 16, issue 4, pages 122-150.
• László Békési & Lorant Kaszab & Szabolcs Szentmihályi, 2017, "The EAGLE model for Hungary - a global perspective," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2017/7.
• Tibor Szendrei & Katalin Varga, 2017, "FISS - A Factor Based Index of Systemic Stress in the Financial System," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2017/9.
• Sinazo Guduza & Andrew Phiri, 2017, "Efficient market hypothesis: Evidence from the JSE equity and bond markets," Working Papers, Department of Economics, Nelson Mandela University, number 1718, Dec, revised Dec 2017.
• Naji Massad & Jørgen Vitting Andersen, 2017, "Three different ways synchronization can cause contagion in financial markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17059, Dec, DOI: .
• Xiao CHEN & Bihong HUANG & Dezhu YE, 2017, "The Role of Punctuation in P2P Lending: Evidence from China," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1707, Jul.
• Michał Fronc & Piotr Mielus, 2017, "Financial convergence on emerging markets: the case of CEE countries," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 2, pages 149-172.
• Marcin Flotyński, 2017, "Basel III long-term liquidity standard in the context of the profitability of banks and volatility of their stock prices – quantitative analysis for the euro area," NBP Working Papers, Narodowy Bank Polski, number 274.
• Briana Chang & Harrison Hong, 2017, "Assignment of Stock Market Coverage," NBER Working Papers, National Bureau of Economic Research, Inc, number 23115, Jan.
• Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2017, "China's Gradualistic Economic Approach and Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 23194, Feb.
• Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017, "The Shifting Drivers of Global Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 23565, Jun.
• George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017, "Mispriced Index Option Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 23708, Aug.
• Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2017, "The Rate of Return on Everything, 1870–2015," NBER Working Papers, National Bureau of Economic Research, Inc, number 24112, Dec.
• Bradshaw, Mark & Ertimur, Yonca & O'Brien, Patricia, 2017, "Financial Analysts and Their Contribution to Well-Functioning Capital Markets," Foundations and Trends(R) in Accounting, now publishers, volume 11, issue 3, pages 119-191, December, DOI: 10.1561/1400000042.
• Bekiros, Stelios & Loukeris, Nikolaos & Eleftheriadis, Iordanis, 2017, "Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach," Review of Behavioral Economics, now publishers, volume 4, issue 2, pages 83-106, September, DOI: 10.1561/105.00000060.
• Ekrem Gjokaj & Kapllan Halimi & Muje Gjonbalaj & Stephen Leeds, 2017, "Agricultural Finance in Kosovo," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 79-88, March.
• Albulena Mustafa Zatriqi & Safet Merovci & Rahmije Topxhiu, 2017, "Trends and Characteristics of the Securities Issued by the Government of Kosovo," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 251-264, June.
• Eva Darabos & Tünde Orsolya Nagy & Attila Rozsa, 2017, "Characteristics Of The Hungarian Leasing Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 275-286, July.
• Adrian Enciu & Sorin-Iulian Cioaca, 2017, "Is The Capital Market Important For The Economic Growth In The Eu?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 315-324, July.
• Roman Horvath & Eva Horvatova & Maria Siranova, 2017, "Financial Development, Rule of Law and Wealth Inequality: Bayesian Model Averaging Evidence," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 368, Sep.
• Seok Young Hong & Oliver Lintono & Hui Jun Zhang, 2017, "An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 173-222.
• Sheen Liu & Chunchi Wu, 2017, "Repo Counterparty Risk and On-/Off-the-Run Treasury Spreads," The Review of Asset Pricing Studies, Society for Financial Studies, volume 7, issue 1, pages 81-143.
• Falk Bräuning & Falko Fecht, 2017, "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, volume 21, issue 1, pages 33-75.
• Jennifer Conrad & M. Deniz Yavuzm, 2017, "Momentum and Reversal: Does What Goes Up Always Come Down?," Review of Finance, European Finance Association, volume 21, issue 2, pages 555-581.
• Qing He & Chang Xue & Chenqi Zhu, 2017, "Financial Development and Patterns of Industrial Specialization: Evidence from China," Review of Finance, European Finance Association, volume 21, issue 4, pages 1593-1638.
• Frans de Roon & Paul Karehnke, 2017, "A Simple Skewed Distribution with Asset Pricing Applications," Review of Finance, European Finance Association, volume 21, issue 6, pages 2169-2197.
• Truong X Duong & Zsuzsa R Huszár & Ruth S K Tan & Weina Zhang, 2017, "The Information Value of Stock Lending Fees: Are Lenders Price Takers?," Review of Finance, European Finance Association, volume 21, issue 6, pages 2353-2377.
• Pascal Busch & Stefan Obernberger, 2017, "Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 324-362.
• Martin Oehmke & Adam Zawadowski, 2017, "The Anatomy of the CDS Market," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 80-119.
• Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2017, "Toxic Arbitrage," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1053-1094.
• Dominik M. Rösch & Avanidhar Subrahmanyam & Mathijs A. van Dijk, 2017, "The Dynamics of Market Efficiency," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1151-1187.
• Avram Costin Daniel, 2017, "Some Considerations on The Role of Financial Communication Within Corporate Governance," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 398-402, June.
• Michael Ludwig & Herbert G. Mayer & Andreas W. Rathgeber & Christina Spriegel & Florian Vogg, 2017, "A truly market-value weighted commodity index," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 222-242, May, DOI: 10.1057/s41260-016-0038-z.
• Xiaoli Wang, 2017, "Will firm quality determine the relationship between stock return and idiosyncratic volatility? A new investigation of idiosyncratic volatility," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 5, pages 388-404, September, DOI: 10.1057/s41260-017-0044-9.
• Greg Orosi, 2017, "Information content of right option tails: Evidence from S&P 500 index options," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 516-526, December, DOI: 10.1057/s41260-017-0049-4.
• Salman Syed Ali, 2017, "Ṣukūk Default and Issues in Their Resolution: The Case of Villamar Ṣukūk," Palgrave CIBFR Studies in Islamic Finance, Palgrave Macmillan, in: Syed Aun R. Rizvi & Irum Saba, "Developments in Islamic Finance", DOI: 10.1007/978-3-319-59342-5_4.
• Bonginkosi Keith Zwane, & Celani John Nyide, 2017, "SMME attitudes towards financial bootstrapping: A perspective from a developing economy," Business and Economic Horizons (BEH), Prague Development Center, volume 13, issue 3, pages 347-356, July, DOI: 10.15208/beh.2017.25.
• Anna Wawryszuk-Misztal, 2017, "Earnings Forecasts Errors In Prospectuses: Evidence From Initial Public Offerings On The Warsaw Stock Exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 2, pages 229-243, June, DOI: 10.24136/eq.v12i2.12.
• Aleksandra Pieloch-Babiarz, 2017, "Determinants of payout policy and investment attractiveness of companies listed on the Warsaw Stock Exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 4, pages 675-691, December, DOI: 10.24136/eq.v12i4.35.
• Katarzyna Kubiszewska, 2017, "Banking Concentration In The Baltic And Western Balkan States — Selected Issues," Oeconomia Copernicana, Institute of Economic Research, volume 8, issue 1, pages 65-82, March, DOI: 10.24136/oc.v8i1.5.
• Agnieszka Hajduk, 2017, "Analiza Sektorowego Zroznicowania Struktury Kapitalu Przedsiebiorstwa na Przykladzie Gieldy Papierow Wartosciowych w Warszawie S.A," Working Papers, Institute of Economic Research, number 34/2017, May, revised May 2017.
• Aleksandra Pieloch-Babiarz, 2017, "Determinants of Payout Policy and Investment Attractiveness of Companies Listed on the Warsaw Stock Exchange," Working Papers, Institute of Economic Research, number 91/2017, May, revised May 2017.
• Darlington Osaremwinda Ogbeide & Osazee Frank Ogieva, 2017, "Modelling Share Price Behaviour in Nigeria," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 1, pages 169-186.
• Alexandru Cristian Dobre & Tatiana Ioana Stanese & Cătălin Florin Zeti & Mihai Aristotel Ungureanu, 2017, "Considerations on Investing in Index Funds," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 1, pages 67-74.
• Alexandru Cristian Dobre, 2017, "Opinions Regarding Online Investing on the US Stock Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 2, pages 25-30.
• Móczár, József, 2017, "Ergodic Versus Uncertain Financial Processes Part I – Ergodic Hypothesis and Uncertainty in Financial Theory," Public Finance Quarterly, Corvinus University of Budapest, volume 62, issue 3, pages 478-501.
• Móczár, József, 2017, "Ergodic Versus Uncertain Financial Processes – Part II: Neoclassical and Institutional Economics," Public Finance Quarterly, Corvinus University of Budapest, volume 62, issue 4, pages 478-501.
• Maria Angelina Valadares Silva & António Melo Cerqueira & Elísio Brandão, 2017, "The Determinants of Capital Structure: Evidence from Non-financial Listed German Companies," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 588, Feb.
• Niu, Cuizhen & Wong, Wing-Keung & Xu, Qunfang, 2017, "Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 75948, Jan.
• Phiri, Andrew, 2017, "Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach," MPRA Paper, University Library of Munich, Germany, number 76542, Feb.
• Huang, Daisy J. & Leung, Charles Ka Yui & Tse, Chung-Yi, 2017, "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," MPRA Paper, University Library of Munich, Germany, number 76864.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017, "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," MPRA Paper, University Library of Munich, Germany, number 76915, Jan.
• Egorova, Yana, 2017, "Инвестирование Денежных Средств В Условиях Экономического Кризиса В 2017 Году," MPRA Paper, University Library of Munich, Germany, number 77648, Mar.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2017, "Ajustarea seriilor de timp financiare,Partea întâi
  [Smoothing of financial time series, Part 1]," MPRA Paper, University Library of Munich, Germany, number 78329, Apr, revised 15 Apr 2017.
• Rosli, Aini Rafiqah, 2017, "The Relationship Between Hong Leong Bank’s Performance with Leverage and Inflation," MPRA Paper, University Library of Munich, Germany, number 78500, Mar.
• Bell, Peter, 2017, "Introducing the Net Present Value Profile," MPRA Paper, University Library of Munich, Germany, number 79764, Jun.
• Berkhouch, Mohammed & Lakhnati, Ghizlane, 2017, "Extended Gini-type measures of risk and variability," MPRA Paper, University Library of Munich, Germany, number 80329, Jul.
• Pham, Ngoc-Sang, 2017, "Dividend taxation in an infinite-horizon general equilibrium model," MPRA Paper, University Library of Munich, Germany, number 80580, Aug.
• Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2017, "Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence," MPRA Paper, University Library of Munich, Germany, number 80658, Aug.
• Khan, Muhammad Kamran & Teng, Jian -Zhou & Parviaz, Javed & Chaudhary, Sunil Kumar, 2017, "Nexuses between economic factors and stock returns in China," MPRA Paper, University Library of Munich, Germany, number 81017, Aug, revised 21 Aug 2017.
• Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2017, "Farinelli and Tibiletti ratio and Stochastic Dominance," MPRA Paper, University Library of Munich, Germany, number 82737, Nov.
• Withanage, Yeshan & Jayasinghe, Prabhath, 2017, "Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan," MPRA Paper, University Library of Munich, Germany, number 82782, Aug, revised Nov 2017.
• Bucci, Andrea, 2017, "Forecasting realized volatility: a review," MPRA Paper, University Library of Munich, Germany, number 83232, Dec.
• Bloznelis, Daumantas, 2017, "Hedging under square loss," MPRA Paper, University Library of Munich, Germany, number 83442, Dec.
• Haghani Rizi, Majid & Kishor, N. Kundan, 2017, "The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market," MPRA Paper, University Library of Munich, Germany, number 83471, Dec.
• Kishor, N. Kundan, 2017, "Understanding the Relationship between Public and Private Commercial Real Estate Markets," MPRA Paper, University Library of Munich, Germany, number 83475, Oct.
• Guduza, Sinazo & Phiri, Andrew, 2017, "Efficient Market Hypothesis: Evidence from the JSE equity and bond markets," MPRA Paper, University Library of Munich, Germany, number 83487, Dec.
• LEGOUGUI, Fateh & CHIKHI, Mohamed, 2017, "استخدام نماذج Arch لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية –
  [Modelling Saudi Stock Market Volatility Using ARCH Models –Case Study : Etihad Etisalat Saudi Arabia –]," MPRA Paper, University Library of Munich, Germany, number 84263, Mar, revised Oct 2017.
• Mansur, Alfan, 2017, "Memantau Risiko Makro Finansial di dalam Perekonomian Indonesia
  [Surveillance on the Macro-financial Risks of Indonesia's Economy]," MPRA Paper, University Library of Munich, Germany, number 93752, Nov, revised 23 May 2018.
• Mansur, Alfan & Al Arif, Munafsin, 2017, "Dampak Kepemilikan Asing terhadap Pasar Surat Berharga Negara (SBN) Indonesia
  [The Impact of Foreign Ownership on the Indonesian Government Bonds Market]," MPRA Paper, University Library of Munich, Germany, number 93944, Jun, revised 14 Jun 2017.
• Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017, "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers, University of Pretoria, Department of Economics, number 201730, Apr.
• Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017, "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers, University of Pretoria, Department of Economics, number 201731, May.
• 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 Pretoria, Department of Economics, number 201742, Jun.
• Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017, "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers, University of Pretoria, Department of Economics, number 201756, Jul.
• Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong, 2017, "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Working Papers, University of Pretoria, Department of Economics, number 201773, Oct.
• Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers, University of Pretoria, Department of Economics, number 201780, Dec.
• Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017, "Is Wine a Good Choice for Investment?," Working Papers, University of Pretoria, Department of Economics, number 201781, Dec.
• Jitka Veselá & Martin Chalupa, 2017, "Is it an investment in hedge funds actually linked to a higher rate of return and risk compared to alternative investments?
  [Je s investicí do hedgeových fondů skutečně spojena vyšší výnosnost a riziko v porovnání s alternativními investicemi?]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2017, issue 2, pages 23-45, DOI: 10.18267/j.cfuc.495.
• Jan Bastin, 2017, "Minimum Variance Portfolios in the German Stock Market," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 1, pages 103-120, DOI: 10.18267/j.pep.599.
• Claudiu Boţoc, 2017, "Univariate and Bivariate Volatility in Central European Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 2, pages 127-141, DOI: 10.18267/j.pep.598.
• Bohumil Stádník & Václav Žďárek, 2017, "Volatility Strangeness of Bonds - How to Define and What Does it Bring?," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 5, pages 602-629, DOI: 10.18267/j.pep.636.
• Nasha Ananchotikul & Vorada Limjaroenrat, 2017, "Bank Supply Shocks and Firm Investment: A Granular View from the Thai Credit Registry Data," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 67, Aug.
• Voraprapa Nakavachara & Nuarpear Lekfuangfu, 2017, "Predicting the Present Revisited: The Case of Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 70, Oct.
• John Hartwick, 2017, "Daily Share Price-changes For Eleven D-j Companies Over Five Three-month Periods And Short-term Pro?t-seeking," Working Paper, Economics Department, Queen's University, number 1395, Dec.
• Cebirogly, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2017, "Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 28, Apr.
• Christian Wagner & Ian Martin, 2017, "What Is the Expected Return on a Stock?," 2017 Meeting Papers, Society for Economic Dynamics, number 146.
• Fernando Duarte & Tobias Adrian, 2017, "Financial Vulnerability and Monetary Policy," 2017 Meeting Papers, Society for Economic Dynamics, number 391.
• Francesco Bianchi, 2017, "Monetary Policy and Asset Valuation," 2017 Meeting Papers, Society for Economic Dynamics, number 500.
• Hafiz Muhammad Abubakar Siddique, 2017, "Impact of Financial Development and Energy Consumption on CO2 Emissions: Evidence from Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 6, issue 2, pages 68-73, June.
• Rabia Yetgin & İbrahim Halil Ekşi, 2017, "Bank Lending Attitude to SMEs: An Application in Turkish Banking Sector," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 3, pages 487-500.
• Umut Uyar & Habib Küçükşahin, 2017, "Expected Maximum Drawdown Approach on Portfolio Selection: An Examination on BIST100 – S&P500," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 4, pages 727-748.
• Apoorva Javadekar, 2017, "Inattentive Investors and Mutual Fund-Flows," Working Papers, Centre for Advanced Financial Research and Learning (CAFRAL), number 022332, Apr.
• Dong-Jin Pyo, 2017, "Can Big Data Help Predict Financial Market Dynamics?: Evidence from the Korean Stock Market," East Asian Economic Review, Korea Institute for International Economic Policy, volume 21, issue 2, pages 147-165, DOI: 10.11644/KIEP.EAER.2017.21.2.327.
• Jongheuk Kim, 2017, "The Effect of Heterogeneous Wage Contracts on Macroeconomic Volatility in a Financially Fragile Economy," East Asian Economic Review, Korea Institute for International Economic Policy, volume 21, issue 2, pages 167-197, DOI: 10.11644/KIEP.EAER.2017.21.2.328.
• Brian MUYAMBIRI & Nicholas M. ODHIAMBO, 2017, "The Impact of Financial Development on Investment in Botswana: an ARDL-Bounds Testing Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 2, pages 193-216.
• Shafi A. Khaled & A.Wahhab Khandker, 2017, "Determination of Mark-Up Rate under Zero-Interest Financial System: A Microeconomic Approach," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 25, pages 15-34.
• Maria del Mar Miralles-Quiros & Jose Luis Miralles-Quiros & Célia Oliveira, 2017, "The Role of Liquidity in Asset Pricing: The Special Case of the Portuguese Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 22, issue 43, pages 191-206.
• Claude Lopez, 2017, "The Asset Management Industry, Systemic Risk, and Macroprudential Policy," Journal of Financial Transformation, Capco Institute, volume 45, pages 121-128.
• Claude Lopez, 2017, "The Asset Management Industry, Systemic Risk, and Macroprudential Policy," Journal of Financial Transformation, Capco Institute, volume 45, pages 121-128.
• Atanu Saha & Alex Rinaudo, 2017, "Downside risk protection of Retirement Assets: A new approach," Journal of Financial Transformation, Capco Institute, volume 45, pages 111-120.
• Ewa Karwowski & Mimoza Shabani & Engelbert Stockhammer, 2017, "Financialization: Dimensions and determinants. A cross-country study," Economics Discussion Papers, School of Economics, Kingston University London, number 2017-1, Jan.
• Aleksandar Naumoski & Stevan Gaber & Vasilka Gaber-Naumoska, 2017, "Empirical Distribution Of Stock Returns Of Southeast European Emerging Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 67-77.
• Zoran Ivanovski & Nadica Ivanovska & Zoran Narasanov, 2017, "Technical Analysis Accuracy At Macedonian Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 105-118.
• Priviledge Cheteni, 2017, "Stock Market Volatility Using GARCH Models: Evidence from South Africa and China Stock Markets," Journal of Economics and Behavioral Studies, AMH International, volume 8, issue 6, pages 237-245, DOI: 10.22610/jebs.v8i6(J).1497.
• M. Ishikura, S. Jeong, and M. Li (ed.), 2017, "Return Of Marxian Macro-Dynamics In East Asia," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, number volm32a, ISBN: ARRAY(0x66dd1648).
• Madalina-Gabriela ANGHEL & Mirela Panait & Alexandru MANOLE & Marius POPOVICI, 2017, "Theoretical Aspects of the Dynamic Portfolio Management," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 2, pages 47-55, February.
• Constantin ANGHELACHE & Radu Titus MARINESCU & Diana Valentina DUMITRESCU, 2017, "Time Diversification In Consumption And Saving," Romanian Statistical Review Supplement, Romanian Statistical Review, volume 65, issue 2, pages 64-70, February.
• Ron Bird & Xiaojun Gao & Danny Yeung, 2017, "Time-series and cross-sectional momentum strategies under alternative implementation strategies," Australian Journal of Management, Australian School of Business, volume 42, issue 2, pages 230-251, May, DOI: 10.1177/0312896215619965.
• B.B. Chakrabarti & Vivek Rajvanshi, 2017, "Intraday Periodicity and Volatility Forecasting: Evidence from Indian Crude Oil Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 1, pages 1-28, April, DOI: 10.1177/0972652716686207.
• Samet Günay, 2017, "Risk Configuration of S&P 500 Industries: Sigma-risk and Alpha-risk Approximation," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, volume 11, issue 2, pages 196-221, May, DOI: 10.1177/0973801017689868.
• Sabahat, 2017, "Estimating Liquidity Created by Banks in Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 86, Mar.
• WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira, 2017, "Equity Markets Integration in Asia," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5007107, May.
• Faruk Dayi & Yusuf Esmer, 2017, "Measuring Financial Performance of Airline Passenger Transport Company in European," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808033, Oct.
• Jongoh Kim, 2017, "Racetrack Punters Overpay the Lottery-type Stocks?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5808237, Oct.
• David Yechiam Aharon & Mahmoud Qadan, 2017, "How Much Happiness can we find in the fear Index?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 5908141, Oct.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017, "Anomalous Returns, Risk Premiums and Diversification: Evidence from Emerging Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807461, Jul.
• Bruce Budd, 2017, "Canaries in the coal mine. The tale of two signals: the VIX and the MOVE Indexes," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807778, Jul.
• Josef Koke?, 2017, "Control strategy to trade cryptocurrencies," International Journal of Business and Management, International Institute of Social and Economic Sciences, volume 5, issue 1, pages 62-69, May.
• Abdelkarim Ahmed Guendouz, 2017, "Islamic Financial Engineering: A Bundling and Unbundling Process Approach الهندسة المالية الإسلامية: مقاربة الفك والتركيب," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 30, issue 3, pages 143-165, October, DOI: 10.4197/Islec.30-3.5.
• Husnu Tekin & Burak Sencer Atasoy & Hasan Murat Ertugrul, 2017, "The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات الأرباح الإسلامية: تحليل للقطاع المصرفي ," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 30, issue SI, pages 103-117, April, DOI: 10.4197/Islec.30-SI.7.
• Hyeongwoo Kim & Jintae Kim, 2017, "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2017-05, May.
• Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki, 2017, "Coarse Competitive Equilibrium and Extreme Prices," American Economic Review, American Economic Association, volume 107, issue 1, pages 109-137, January.
• Ricardo Lagos & Guillaume Rocheteau & Randall Wright, 2017, "Liquidity: A New Monetarist Perspective," Journal of Economic Literature, American Economic Association, volume 55, issue 2, pages 371-440, June.
• Georgios Bertsatos & Plutarchos Sakellaris, 2017, "Did the Financial Crisis affect the Market Valuation of Large Systemic U.S. Banks?," Working Papers, Athens University Of Economics and Business, Department of Economics, number 201709, Sep.
• Baah Aye Kusi & Agyapomaa Gyeke-Dako & Elikplimi Komla Agbloyor, 2017, "Bank Profitability Determination in Income Brackets in Africa: A Shareholder versus Stakeholder Perspective," The African Finance Journal, Africagrowth Institute, volume 19, issue 2, pages 29-46.
• Md. Abu HASAN & Anita ZAMAN, 2017, "Volatility Nexus Between Stock Market And Macroeconomic Variables In Bangladesh: An Extended Garch Approach," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 2, pages 233-243, June.
• Marin OPRIÈšESCU & Dumitru BELDIMAN, 2017, "Romania’s regional development strategy between 2014-2020," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 19, pages 7-18, November.
• Octavian Mihai PERPELEA & Dumitru BELDIMAN, 2017, "Romania on the threshold of EU accession, from the perspective of a decade of Europeanism," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 19, pages 88-96, November.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2017, "Corporate Debt Maturity in Developing Countries: Sources of Long- and Short-Termism," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 142, Oct.
• John E. Parsons, 2017, "The Fundamentals Underlying Oil and Natural Gas Derivative Markets," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 283-300, November, DOI: 10.1146/annurev-financial-110716-03.
• Gary Gorton, 2017, "The History and Economics of Safe Assets," Annual Review of Economics, Annual Reviews, volume 9, issue 1, pages 547-586, September, DOI: 10.1146/annurev-economics-033017-12.
• Сейдахметова С.С. & Тусаева А.К., 2017, "Влияние Макроэкономических Показателей На Приток Прямых Иностранных Инвестиций В Республику Казахстан," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 3, pages 11-19.
• Md. Mohibul Islam & Anisul M. Islam, 2017, "Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 9, pages 157-15-172, 09-2017.
• Eckhard Platen & Renata Rendek, 2017, "Market Efficiency and Growth Optimal Portfolio," Papers, arXiv.org, number 1706.06832, Jun.
• Teruyoshi Kobayashi & Taro Takaguchi, 2017, "Identifying relationship lending in the interbank market: A network approach," Papers, arXiv.org, number 1708.08594, Aug, revised Apr 2018.
• Serhat Koloğlugil & Burcu Tekeş & Mercan Atalay, 2017, "Türkiye’de Özgür ve Açık Kaynak Kodlu Yazılım Üretimi: Bireysel ve Sosyal Motivasyonların Karsılaştırmalı Analizi," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 1, pages 1-22.
• Kenan Göçer, 2017, "The Role of Cattle Forage Production in Sustainable Cattle Breeding in Turkey through Spatial Statistical Methods," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 1, pages 23-34.
• Ferda Halıcıoğlu & Kasım Eren, 2017, "Testing Twin Deficits and Saving-Investment Nexus in Turkey," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 1, pages 35-46.
• Zehra Bilgen Susanlı, 2017, "Türkiye’de İşgücüne Katılım, İstihdam ve Beşeri Sermaye Dışsallıkları," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 1, pages 47-58.
• Sıdıka Başçı & Aysegül Durucan, 2017, "A Review of Small and Medium Sized Enterprises (SMEs) in Turkey," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 1, pages 59-80.
• Tuğçe Ozansoy Çadırcı & Arif Emre Akmaz, 2017, "The Impact of Healthscape on Customer Satisfaction and Loyalty in Public and Private Healthcare Institutions," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 1, pages 81-96.
• Murat Yıldızoğlu, 2017, "Evolutionary Dynamics and Economic Complexity," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 2, pages 1-18.
• Ceren Çehreli & İpek Dursun & Yaman Barlas, 2017, "Speculative Dynamics of Exchange Rates in Turkey: A System Dynamics Approach," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 2, pages 103-120.
• Kaan İrfan Öğüt & Serçin Şahin, 2017, "A Non-Walrasian Analysis of Asset Price Movements under the Tobin-Blanchard-Samuelson Model: A System Dynamics Approach," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 2, pages 121-136.
• Rüya Eser & Hale Kırer Silva Lecuna, 2017, "Mekansal İktisat ve Mekansal Kompleksite Üzerine Bir Değerlendirme," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 2, pages 137-153.
• Mehmet Gençer, 2017, "Review of Methods of Social Network Analysis," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 2, pages 19-34.
• Ercan Eren & Demet Topal Koç, 2017, "AB Ülkeleri ve Türkiye'nin Ticaret İlişkilerine Ağ Yaklaşımı," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 2, pages 35-64.
• Semanur Soyyiğit & Yasemin Asu Çırpıcı, 2017, "An Input-Output Network Structure Analysis Of Selected Countries," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 2, pages 65-88.
• Semanur Soyyiğit & Çiğdem Boz, 2017, "Global Input - Output Analysis: A Network Approach," Yildiz Social Science Review, Yildiz Technical University, volume 3, issue 2, pages 89-102.
• Marios Panayides & Barbara Rindi & Ingrid M.Werner, 2017, "Trading Fees and Intermarket Competition," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1751.
• Violetta Kharabara, 2017, "Analysis Of Mortgage Lending In Banks In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 3, issue 3, DOI: 10.30525/2256-0742/2017-3-3-59-63.
• Maria Cristina Arcuri & Marina Brogi & Gino Gandolfi, 2017, "Cyber risk in the financial industry, the market reactions," BANCARIA, Bancaria Editrice, volume 4, pages 35-49, April.
• Alberto Banfi & Fiorenzo Di Pasquali, 2017, "Ecb policies and 10 years of liquidity management: the road to Qe exit," BANCARIA, Bancaria Editrice, volume 7, pages 37-46, July.
• Andrea Paltrinieri & Enrico Geretto & Maurizio Polato, 2017, "Volatility Exchange Traded Notes: a case study," BANCARIA, Bancaria Editrice, volume 12, pages 64-72, December.
• Piyadasa Edirisuriya, 2017, "Financial Deepening, Economic Growth and Corruption: The Case of Islamic Banking," Review of Economics & Finance, Better Advances Press, Canada, volume 8, pages 1-16, May.
• Ibrahim M. Awad & Abdel-Rahman Al-Ewesat, 2017, "Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 83-97, August.
• Jean-Sébastien Fontaine & James Hately & Adrian Walton, 2017, "Repo Market Functioning when the Interest Rate Is Low or Negative," Discussion Papers, Bank of Canada, number 17-3, DOI: 10.34989/sdp-2017-3.
• Guillaume Ouellet Leblanc & Maarten van Oordt, 2017, "Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators," Staff Analytical Notes, Bank of Canada, number 17-15, DOI: 10.34989/san-2017-15.