Research classified by Journal of Economic Literature (JEL) codes

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(0x849b0ef0).
• 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.
• Cyril May & Greg Farrell, 2017, "Modelling exchange rate volatility dynamics: Empirical evidence from South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 705, Aug.
• 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.
• 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 التركي," 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.
• Edoardo Rainone, 2017, "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1160, Dec.
• Hernández Vega Marco A., 2017, "Portfolio Investment Response to U.S. Monetary Policy Announcements: An Event Study Analysis Using High Frequency Data from Mexico," Working Papers, Banco de México, number 2017-02, Feb.
• Martha López, 2017, "Economic Sectors and the Risk-taking Channel of Monetary Policy," Borradores de Economia, Banco de la Republica de Colombia, number 1029, Nov, DOI: 10.32468/be.1029.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017, "Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 3, pages 1-35, September, DOI: dx.doi.org/10.22547/BER/9.3.1.
• Fatima Syed & Naimat U. Khan, 2017, "Islamic Calendar Anomalies: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 3, pages 104-122, September, DOI: dx.doi.org/10.22547/BER/9.3.4.
• Muhammad Suhail Rizwan & Asifa Obaid & Dawood Ashraf, 2017, "The Impact of Corporate Social Responsibility on Default Risk: Empirical evidence from US Firms," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 3, pages 36-70, September, DOI: dx.doi.org/10.22547/BER/9.3.2.
• Saddiqa & Ayaz ul Haq, 2017, "Firm Characteristics and Cash-Cash Flow Sensitivity of the Manufacturing Sector of Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 3, pages 71-103, September, DOI: dx.doi.org/10.22547/BER/9.3.3.
• Shahzad Hussain & Syed Muhammad Amir Shah, 2017, "Corporate Governance and Downside Systematic Risk with a Moderating Role of Socio-Political in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 4, pages 233-258, December, DOI: dx.doi.org/10.22547/BER/9.4.11.
• Yilmaz Bayar, 2017, "Public Governance And Financial Development In Central And Eastern European Countries," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 24, pages 53-65, March.
• Wiliiam Arrata & Benoit Nguyen & Imene Rahmouni-Rousseau & Miklos Vari, 2017, "Eurosystem s asset purchases and money market rates," Working papers, Banque de France, number 652.
• Arrata, W. & Gautier, A. & Lopez, P. & Rahmouni-Rousseau, I. & Girotti, M. & Mojon, B. & Szczerbowicz, U. & Vari, M. & Foucault, T., 2017, "12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France," Bulletin de la Banque de France, Banque de France, issue 210, pages 35-43.
• W. Arrata & A. Gautier & P. Lopez & I. Rahmouni-Rousseau & M. Girotti & B. Mojon & U. Szczerbowicz & M. Vari & T. Foucault, 2017, "12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary)," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 45, pages 23-30, Spring.
• Bogumila Brycz & Tadeusz Dudycz & Michal J. Kowalski, 2017, "Is the success of an issuer an investor success? Evidence from Polish IPOs," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 17, issue 1, pages 57-77.
• Codruta Boar & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017, "What are the effects of macroprudential policies on macroeconomic performance?," BIS Quarterly Review, Bank for International Settlements, September.
• Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017, "The shifting drivers of global liquidity," BIS Working Papers, Bank for International Settlements, number 644, Jun.
• Stijn Claessens & M Ayhan Kose, 2017, "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers, Bank for International Settlements, number 676, Nov.
• Stijn Claessens & M Ayhan Kose, 2017, "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers, Bank for International Settlements, number 677, Nov.
• Dmitry Kreptsev & Sergei Seleznev, 2017, "DSGE Model of the Russian Economy with the Banking Sector," Bank of Russia Working Paper Series, Bank of Russia, number wps27, Dec.
• Mario Bergara & Jorge Ponce, 2017, "How disruptive are Fintechs?," Documentos de trabajo, Banco Central del Uruguay, number 2017012.
• Peter Gomber & Satchit Sagade & Erik Theissen & Moritz Christian Weber & Christian Westheide, 2017, "Competition Between Equity Markets: A Review Of The Consolidation Versus Fragmentation Debate," Journal of Economic Surveys, Wiley Blackwell, volume 31, issue 3, pages 792-814, July.
• Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017, "Do Funds Make More When They Trade More?," Journal of Finance, American Finance Association, volume 72, issue 4, pages 1483-1528, August.
• Jean†Edouard Colliard & Peter Hoffmann, 2017, "Financial Transaction Taxes, Market Composition, and Liquidity," Journal of Finance, American Finance Association, volume 72, issue 6, pages 2685-2716, December, DOI: 10.1111/jofi.12510.
• Jieun Lee & KeeH.Chung, 2017, "The Effect of Market Volatility on Liquidity and Stock Returns in the Korean Stock Market," Working Papers, Economic Research Institute, Bank of Korea, number 2017-18, Jun.
• Se-Hyung Jo & Yong-Min Lee & Jeong-Hoon Kim, 2017, "Impacts of Aging on Households Assets and Liabilities (in Korean)," Working Papers, Economic Research Institute, Bank of Korea, number 2017-27, Aug.
• M. Kabir Hassan & Selim Kayhan & Tayfur Bayatb, 2017, "Does credit default swap spread affect the value of the Turkish LIRA against the U.S. dollar?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 1, pages 1-9, March.
• Slah Bahloul & Mourad Mroua & Nader Naifar, 2017, "The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 1, pages 62-74, March.
• Eyup Kadioglu & Ender Aykut Yilmaz, 2017, "Is the free cash flow hypothesis valid in Turkey?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 2, pages 111-116, June.
• Muyambiri Brian & Odhiambo Nicholas, 2017, "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal, De Gruyter, volume 17, issue 3, pages 1-10, September, DOI: 10.1515/gej-2017-0042.
• Kim Dukpa & Kim Yunjung & Bak Yuhyeon, 2017, "Multi-level factor analysis of bond risk premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 21, issue 5, pages 1-19, December, DOI: 10.1515/snde-2015-0080.
• Rabah Arezki & Bertrand Candelon & Amadou N. R. Sy, 2017, "Contagion sur le marché des obligations municipales américaines : une leçon pour l’Europe ?," Revue économique, Presses de Sciences-Po, volume 68, issue HS1, pages 211-227.
• Gunther Capelle-Blancard, 2017, "À quoi servent les (centaines de milliers de milliards de) transactions boursières ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 37-58.
• Ugo Panizza, 2017, "Non-linéarités dans la relation entre finance et croissance," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 83-94.
• Bas Bonekamp & Tom van Veen, 2017, "Terrorist Attacks and Financial Markets," CESifo Working Paper Series, CESifo, number 6324.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2017, "Why Does Idiosyncratic Risk Increase with Market Risk?," CESifo Working Paper Series, CESifo, number 6560.
• Michael Schatz & Didier Sornette, 2017, "Uniform Integrability of a Single Jump Local Martingale with State-Dependent Characteristics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-21, Jun.
• Tarun Chordia & Amit Goyal & Alessio Saretto, 2017, "p-Hacking: Evidence from Two Million Trading Strategies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-37, Aug, revised Apr 2018.
• Magdalena Tywoniuk, 2017, "CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-45, Sep.
• Alejandro Jara & Eduardo Olaberría, 2017, "¿Todos los flujos de capitales están asociados a auges de los precios de las viviendas? Evaluación empírica," Investigación Conjunta-Joint Research, Centro de Estudios Monetarios Latinoamericanos, CEMLA, chapter 3, in: Gerardo Licandro & Jorge Ponce, "Precios de activos internos, fundamentos globales y estabilidad financiera".
• María Isabel Cambón Murcia & José Luis Cano Coello & Jesús González Redondo, 2017, "Measuring liquidity of Spanish debt," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 6.
• Diego A. Agudelo & Ignacio Arango, 2017, "How does information disclosure affect liquidity? Evidence from an Emerging Market," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16944, Dec.
• Carlos Andrés Barrera Montoya & Belky Esperanza Guti�rrez Casta�eda, 2017, "Riesgo idiosincrático y retornos en el mercado accionario de Colombia," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 17495, Jan.
• Sonia Janneth Limas Suárez & Jhon Anderson Franco �vila, 2017, "El riesgo país para Colombia: interpretación e implicaciones para la economía y la inversión extranjera, 2012-2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 153-171.
• Sonia Janneth Limas Suárez & Jhon Anderson Franco �vila, 2017, "El riesgo país para Colombia: interpretación e implicaciones para la economía y la inversión extranjera, 2012-2017," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 153-171.
• Michiel Bijlsma & Clemens Kool & Marielle Non, 2017, "The effect of financial development on economic growth: a meta-analysis," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 340, Jan.
• Tomasz Schabek & Henrique Castro, 2017, "“Sell not only in May”. Seasonal Effects on Stock Markets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, volume 17, pages 5-18.
• Rossi, Emanuele & Bongini, Paola & Ferrando, Annalisa & Rossolini, Monica, 2017, "Suitable or non-suitable? An investigation of Eurozone SME access to market-based finance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12006, Apr.
• Grossman, Richard, 2017, "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12042, May.
• Grossman, Richard, 2017, "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12121, Jun.
• Gambacorta, Leonardo & Goldberg, Linda S. & Avdjiev, Stefan & Schiaffi, Stefano, 2017, "The shifting drivers of global liquidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12127, Jul.
• Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2017, "Monetary Policy and Asset Valuation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12275, Sep.
• Kose, M. Ayhan & Claessens, Stijn, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12460, Nov.
• Kose, M. Ayhan & Claessens, Stijn, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12461, Nov.
• Albuquerque, Rui & Song, Shiyun & Yao, Chen, 2017, "The Price Effects of Liquidity Shocks: A Study of SEC’s Tick-Size Experiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12486, Dec.
• Taylor, Alan M. & Knoll, Katharina & , & Schularick, Moritz & Jordà , Ã’scar, 2017, "The Rate of Return on Everything, 1870-2015," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12509, Dec.
• Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017, "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6217, Jun.
• Afees A. Salisu & Kazeem Isah, 2017, "Modeling the spillovers between stock market and money market in Nigeria," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 023, Aug.
• Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2017, "Interactions among High-Frequency Traders," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1375-1402, August.
• Baybars KARACAOVALI, 2017, "Access to Finance in Turkey," Turkish Economic Review, EconSciences 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, EconSciences Journals, volume 4, issue 2, pages 239-249, June.
• G l YE L ELEB, 2017, "The 18th Annual Conference on Finance and Accounting," Journal of Economics Library, EconSciences 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, EconSciences Journals, volume 4, issue 4, pages 357-374, December.
• G. D. Hancock, 2017, "Behind the Volatility Index Levels: The Paradox of 2016," International Research in Economics and Finance, Julypress, volume 1, issue 1, pages 44-53, December, DOI: 10.20849/iref.v1i1.270.
• George Bogdan STAN & Ioan Codruţ TURLEA, 2017, "Risk Estimation of Romanian Large Taxpayers Based on Transfer Pricing Analysis," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 3, pages 281-298.
• Андрей Захариев & Живко Тодоров & Калоян Петков & Никола Илиев & Александра Петрова, 2017, "Конвергентен Подход За Анализ На Риска И Доходността На Капиталовите Пазари," Scientific Research Almanac, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 24, issue 1 Year 20, pages 7-35.
• Andrey Zahariev, 2017, "Financial Science In Changing Europe – Challenges And Perspectives," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 16-26.
• Андрей Захариев, 2017, "Финансовата Наука В Променяща Се Европа – Предизвикателства И Перспективи," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 18-29.
• Evelyne Poincelot & Dominique Poincelot, 2017, "La gestion managériale du flottant ou du prix d’offre : un enjeu de réussite de l’introduction en bourse sur Euronext Paris? - Is there a Management of the Float and the Offer Price during an Initial Public Offering on Euronext Paris?," Revue Finance Contrôle Stratégie, revues.org, volume 20, issue 1, pages 1-15., March.
• Michael Thiel, 2017, "A Methodological Perspective on the Capital Markets Union: Using Economics to Derive Effective Policy Measures," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 86, issue 1, pages 9-27, DOI: 10.3790/vjh.86.1.9.
• Daisy J. HUANG & Charles Ka Yui LEUNG & Chung-Yi TSE, 2017, "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0990, Feb.
• Lauren Stagnol, 2017, "Introducing global term structure in a risk parity framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-23.
• Honkanen, Pekka & Schmidt, Daniel, 2017, "Price and Liquidity Spillovers during Fire Sale Episodes," HEC Research Papers Series, HEC Paris, number 1214, Jun, revised 07 Jul 2017.
• Cespa, Giovanni & Vives, Xavier, 2017, "High Frequency Trading and Fragility," IESE Research Papers, IESE Business School, number D/1161, Jan.
• Petrescu, Monica & Wedow, Michael, 2017, "Dark pools in European equity markets: emergence, competition and implications," Occasional Paper Series, European Central Bank, number 193, Jul.
• di Mauro, Filippo & Ottaviano, Gianmarco I.P. & Hassan, Fadi, 2017, "Banks credit and productivity growth," Working Paper Series, European Central Bank, number 2008, Feb.
• Cespa, Giovanni & Vives, Xavier, 2017, "High frequency trading and fragility," Working Paper Series, European Central Bank, number 2020, Feb.
• Hoffmann, Peter & Colliard, Jean-Edouard, 2017, "Financial transaction taxes, market composition, and liquidity," Working Paper Series, European Central Bank, number 2030, Feb.
• Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017, "How does risk flow in the credit default swap market?," Working Paper Series, European Central Bank, number 2041, Mar.
• Panayides, Marios A. & Rindi, Barbara & Werner, Ingrid M., 2017, "Trading Fees and Intermarket Competition," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-03, Jan.
• Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C., 2017, "Mutual Funds and Short-Sellers: Why Does Short-Sale Volume Predict Stock Returns?," Research Papers, Stanford University, Graduate School of Business, number 3162, Feb.
• Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y., 2017, "Evaluating Firm-Level Expected-Return Proxies," Research Papers, Stanford University, Graduate School of Business, number 3188, Jun.
• Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2017, "Dynamic Directed Random Matching," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3359, Dec.
• Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017, "Technological Links and Predictable Returns," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3605, Oct.
• Nurasyikin Jamaludin & Shahnaz Ismail & Syamimi Ab Manaf, 2017, "Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 37-45.
• Abdulazeez Y. H. Saif-Alyousf & Asish Saha & Rohani Md-Rus, 2017, "Shareholders' Value of Saudi Commercial Banks: A Comparative Evaluation between Islamic and Conventional Banks using CAMEL Parameters," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 97-105.
• Hooman Abdollahi & Seyed Babak Ebrahimi & Hamed Tayebi, 2017, "The Effect of Investor Sentiment on Betting Against Beta: A Structural Equations Modeling Approach Towards Beta Anomaly," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 201-206.
• Shahin Javadi & Mahmood Motevaseli & Shahin Javadi & Jahangir Yadolahi Farsi, 2017, "Oil Rent and Financial Environment: A Cross-country Examination," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 298-302.
• Shashitha Gimhani Jayakody, 2017, "The Impact of the Sri Lankan Civil War on the Stock Market Performances," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 394-402.
• Hussein A. Abdoh, 2017, "Correlation Based Clustering of the Amman Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 259-265.
• Nera Marinda Machdar & Adler Haymans Manurung D. R. M & Etty Murwaningsari, 2017, "The Effects of Earnings Quality, Conservatism, and Real Earnings Management on the Company's Performance and Information Asymmetry as a Moderating Variable," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 309-318.
• Iqbal Thonse Hawaldar & B. Shakila & Prakash Pinto, 2017, "Empirical Testing of Month of the Year Effect on Selected Commercial Banks and Services Sector Companies Listed on Bahrain Bourse," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 426-436.
• Mohamed Aydi & Abdelkader Aguir, 2017, "Financial Development and Economic Growth: The Empirical Evidence of the Southern Mediterranean Countries," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 196-209.
• Le Minh Tai, 2017, "Impact of the Financial Markets Development on Capital Structure of Firms Listed on Ho Chi Minh Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 510-515.