Research classified by Journal of Economic Literature (JEL) codes

2017

• 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.
• Bongini, Paola & Ferrando, Annalisa & Rossi, Emanuele & Rossolini, Monica, 2017, "Suitable or non-suitable? An investigation of Eurozone SME access to market-based finance," CEPR Discussion Papers, Centre for Economic Policy Research, number 12006, Apr.
• Grossman, Richard, 2017, "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," CEPR Discussion Papers, Centre for Economic Policy Research, number 12042, May.
• Grossman, Richard, 2017, "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," CEPR Discussion Papers, Centre for Economic Policy Research, number 12121, Jun.
• Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2017, "The shifting drivers of global liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 12127, Jul.
• Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2017, "Monetary Policy and Asset Valuation," CEPR Discussion Papers, Centre for Economic Policy Research, number 12275, Sep.
• Claessens, Stijn & Kose, M. Ayhan, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers, Centre for Economic Policy Research, number 12460, Nov.
• Claessens, Stijn & Kose, M. Ayhan, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, number 12486, Dec.
• Jordà , Oscar & Knoll, Katharina & Kuvshinov, Dmitry & Schularick, Moritz & Taylor, Alan M., 2017, "The Rate of Return on Everything, 1870-2015," CEPR Discussion Papers, Centre for Economic Policy Research, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, volume 7, issue 3, pages 510-515.
• Majd Iskandrani & Asma'a Al-Amarneh, 2017, "The Effect of Ownership Composition on Stock's Liquidity: Evidence from Weak Corporate Governance Setting," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 3, pages 676-683.
• Talla M. Aldeehaani & Amani Kh. Bouresli, 2017, "Stakeholders' Perceptions and Predictions of Stock Exchange Demutualization: The Case of Kuwait Stock Exchange," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 33-41.
• Abla A. H. Bokhari, 2017, "Human Capital Investment and Economic Growth in Saudi Arabia: Error Correction Model," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 104-112.
• Chandana Gunathilaka & Mohamad Jais & Sophee Sulong Balia, 2017, "Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 478-487.
• Zukarnain Zakaria & Siti Maisarah Mohamad Nor & Mohd Roslan Ismail, 2017, "Financial Literacy and Risk Tolerance towards Saving and Investment: A Case Study in Malaysia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 507-514.
• Johannes St binger & Jens Bredthauer, 2017, "Statistical Arbitrage Pairs Trading with High-frequency Data," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 4, pages 650-662.
• I. Made Suidarma & Yulia Indrawati & I. Gusti Nengah Darma Diatmika & I. Nyoman Anggaradana, 2017, "Financial System Vulnerability Indicators in Indonesia," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 5, pages 299-306.
• Yaqoob Ahmad & Guangguo Sun & Waqas Bin Khidmat, 2017, "Fund-Specific Determinants of Performance: An Empirical Study of Islamic and Conventional Mutual Funds of Pakistan," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 7, issue 5, pages 359-370.
• Hazem Marashdeh & Akhsyim Afandi, 2017, "Oil Price Shocks and Stock Market Returns in the Three Largest Oil-producing Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 7, issue 5, pages 312-322.
• Georgios Bampinas & Theodore Panagiotidis, 2017, "Oil and stock markets before and after financial crises : a local Gaussian correlation approach," Bank of Estonia Working Papers, Bank of Estonia, number wp2016-11, Feb, revised 06 Feb 2017, DOI: 10.23656/25045520/112016/0057.
• Vo, Xuan Vinh & Phan, Dang Bao Anh, 2017, "Further evidence on the herd behavior in Vietnam stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 13, issue C, pages 33-41, DOI: 10.1016/j.jbef.2017.02.003.
• Maitra, Debasish & Dash, Saumya Ranjan, 2017, "Sentiment and stock market volatility revisited: A time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 15, issue C, pages 74-91, DOI: 10.1016/j.jbef.2017.07.009.
• Horenstein, Alex R. & Snir, Avichai, 2017, "Portfolio choice in Mexico," Journal of Behavioral and Experimental Finance, Elsevier, volume 16, issue C, pages 1-13, DOI: 10.1016/j.jbef.2017.08.001.
• Negrea, Bogdan & Toma, Mihai, 2017, "Dynamic CAPM under ambiguity—An experimental approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 16, issue C, pages 22-32, DOI: 10.1016/j.jbef.2017.09.001.
• Khan, Muhammad Kaleem & He, Ying & Akram, Umair & Sarwar, Suleman, 2017, "Financing and monitoring in an emerging economy: Can investment efficiency be increased?," China Economic Review, Elsevier, volume 45, issue C, pages 62-77, DOI: 10.1016/j.chieco.2017.05.012.
• Gounopoulos, Dimitrios & Kallias, Antonios & Kallias, Konstantinos & Tzeremes, Panayiotis G., 2017, "Political money contributions of U.S. IPOs," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 19-38, DOI: 10.1016/j.jcorpfin.2016.12.011.
• Bartholdy, Jan & Olson, Dennis, 2017, "Why are firms listed in one country and private in other countries? The role of industry structure, banking sector and legal system," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 480-499, DOI: 10.1016/j.jcorpfin.2017.02.005.
• Sila, Vathunyoo & Gonzalez, Angelica & Hagendorff, Jens, 2017, "Independent director reputation incentives and stock price informativeness," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 219-235, DOI: 10.1016/j.jcorpfin.2017.09.018.
• Huber, Samuel & Kim, Jaehong, 2017, "On the optimal quantity of liquid bonds," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 184-200, DOI: 10.1016/j.jedc.2017.04.002.
• Mensah, Jones Odei & Alagidede, Paul, 2017, "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, volume 60, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.08.022.
• Akram, Tanweer & Li, Huiqing, 2017, "What keeps long-term U.S. interest rates so low?," Economic Modelling, Elsevier, volume 60, issue C, pages 380-390, DOI: 10.1016/j.econmod.2016.09.017.
• Kim, Jong-Min & Jung, Hojin, 2017, "Can asymmetric conditional volatility imply asymmetric tail dependence?," Economic Modelling, Elsevier, volume 64, issue C, pages 409-418, DOI: 10.1016/j.econmod.2017.02.002.
• Liu, Zhangxin (Frank) & Faff, Robert, 2017, "Hitting SKEW for SIX," Economic Modelling, Elsevier, volume 64, issue C, pages 449-464, DOI: 10.1016/j.econmod.2017.02.026.
• Lahet, Delphine & Vaubourg, Anne-Gaël, 2017, "Bank ownership of multilateral trading facilities and implications for historical exchanges: An industrial economics approach," Economic Modelling, Elsevier, volume 65, issue C, pages 9-17, DOI: 10.1016/j.econmod.2017.04.014.
• Fang, Libing & Yu, Honghai & Li, Lei, 2017, "The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets," Economic Modelling, Elsevier, volume 66, issue C, pages 139-145, DOI: 10.1016/j.econmod.2017.06.007.
• Reddy, Krishna & Mirza, Nawazish & Naqvi, Bushra & Fu, Mingli, 2017, "Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom," Economic Modelling, Elsevier, volume 66, issue C, pages 233-243, DOI: 10.1016/j.econmod.2017.07.007.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2017, "Does options trading convey information on futures prices?," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 182-196, DOI: 10.1016/j.najef.2016.10.005.
• Alda, Mercedes & Andreu, Laura & Sarto, José Luis, 2017, "Learning about individual managers’ performance in UK pension funds: The importance of specialization," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 654-667, DOI: 10.1016/j.najef.2017.09.006.
• Todorova, Neda, 2017, "The asymmetric volatility in the gold market revisited," Economics Letters, Elsevier, volume 150, issue C, pages 138-141, DOI: 10.1016/j.econlet.2016.11.027.
• Diallo, Boubacar & Zhang, Qi, 2017, "Bank concentration and sectoral growth: Evidence from Chinese provinces," Economics Letters, Elsevier, volume 154, issue C, pages 77-80, DOI: 10.1016/j.econlet.2017.02.013.
• Gächter, Martin & Gkrintzalis, Ioannis, 2017, "The finance–trade nexus revisited: Is the global trade slowdown also a financial story?," Economics Letters, Elsevier, volume 158, issue C, pages 21-25, DOI: 10.1016/j.econlet.2017.05.037.
• Siikanen, Milla & Kanniainen, Juho & Luoma, Arto, 2017, "What drives the sensitivity of limit order books to company announcement arrivals?," Economics Letters, Elsevier, volume 159, issue C, pages 65-68, DOI: 10.1016/j.econlet.2017.07.018.
• Smaoui, Houcem & Mimouni, Karim & Temimi, Akram, 2017, "Sukuk, banking system, and financial markets: Rivals or complements?," Economics Letters, Elsevier, volume 161, issue C, pages 62-65, DOI: 10.1016/j.econlet.2017.09.014.
• Massacci, Daniele, 2017, "Least squares estimation of large dimensional threshold factor models," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 101-129, DOI: 10.1016/j.jeconom.2016.11.001.
• Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo, 2017, "Chasing volatility," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 122-145, DOI: 10.1016/j.jeconom.2017.01.005.
• Meligkotsidou, Loukia & Tzavalis, Elias & Vrontos, Ioannis, 2017, "On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks," Econometrics and Statistics, Elsevier, volume 4, issue C, pages 70-90, DOI: 10.1016/j.ecosta.2017.04.004.
• Silva, Sergio H.R. da & Tabak, Benjamin M. & Cajueiro, Daniel O. & Fazio, Dimas M., 2017, "Economic growth, volatility and their interaction: What’s the role of finance?," Economic Systems, Elsevier, volume 41, issue 3, pages 433-444, DOI: 10.1016/j.ecosys.2016.10.008.
• Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017, "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, volume 92, issue C, pages 359-384, DOI: 10.1016/j.euroecorev.2016.11.010.
• Lin, Qi, 2017, "Noisy prices and the Fama–French five-factor asset pricing model in China," Emerging Markets Review, Elsevier, volume 31, issue C, pages 141-163, DOI: 10.1016/j.ememar.2017.04.002.
• Yang, Heejin & Ahn, Hee-Joon & Kim, Maria H. & Ryu, Doojin, 2017, "Information asymmetry and investor trading behavior around bond rating change announcements," Emerging Markets Review, Elsevier, volume 32, issue C, pages 38-51, DOI: 10.1016/j.ememar.2017.05.004.
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• Jiang, George J. & Yuksel, H. Zafer, 2017, "What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 39-58, DOI: 10.1016/j.jempfin.2016.11.005.
• Mihov, Atanas & Naranjo, Andy, 2017, "Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 73-100, DOI: 10.1016/j.jempfin.2016.11.006.
• Huszár, Zsuzsa R. & Tan, Ruth S.K. & Zhang, Weina, 2017, "Do short sellers exploit industry information?," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 118-139, DOI: 10.1016/j.jempfin.2016.10.001.
• Blackburn, Douglas W. & Cakici, Nusret, 2017, "Overreaction and the cross-section of returns: International evidence," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 1-14, DOI: 10.1016/j.jempfin.2017.02.001.
• Hwang, Inchang & Xu, Simon & In, Francis & Kim, Tong Suk, 2017, "Systemic risk and cross-sectional hedge fund returns," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 109-130, DOI: 10.1016/j.jempfin.2017.03.002.
• Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017, "Diversification benefits of commodities: A stochastic dominance efficiency approach," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 250-269, DOI: 10.1016/j.jempfin.2017.07.004.
• Rinne, Kalle & Suominen, Matti, 2017, "How some bankers made a million by trading just two securities?," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 304-315, DOI: 10.1016/j.jempfin.2016.12.001.
• 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(0x8b7e44e8).
• 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.
• 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.