Research classified by Journal of Economic Literature (JEL) codes

2017

• Donald J Smith, 2017, "Valuing Fixed-Income Bonds Having Embedded Call and Put Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing Interest Rate Swaps with CVA and DVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing an Interest Rate Swap Portfolio with CVA, DVA, and FVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Structured Notes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Summary," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Sangyup Choi & Yuko Hashimoto, 2017, "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-112, Sep.
• Sangyup Choi, 2017, "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-113, Sep.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017, "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers, Department of Economics, University of York, number 17/06, Jul.
• Horvath, Roman & Horvatova, Eva & Siranova, Maria, 2017, "Financial development, rule of law and wealth inequality: Bayesian model averaging evidence," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 12/2017.
• Fricke, Christoph & Fricke, Daniel, 2017, "Vulnerable asset management? The case of mutual funds," Discussion Papers, Deutsche Bundesbank, number 32/2017.
• Korn, Olaf & Krischak, Paolo & Theissen, Erik, 2017, "Illiquidity transmission from spot to futures markets," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 14-10, revised 2017.
• Theissen, Erik & Westheide, Christian, 2019, "Call of duty: Designated market maker participation in call auctions," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 16-05, revised 2019.
• Grammig, Joachim & Küchlin, Eva-Maria, 2017, "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 17-01.
• Hautsch, Nikolaus & Horvath, Akos, 2017, "How effective are trading pauses?," CFS Working Paper Series, Center for Financial Studies (CFS), number 571.
• Grammig, Joachim & Küchlin, Eva-Maria, 2017, "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFS Working Paper Series, Center for Financial Studies (CFS), number 572.
• Hautsch, Nikolaus & Noé, Michael & Zhang, S. Sarah, 2017, "The ambivalent role of high-frequency trading in turbulent market periods," CFS Working Paper Series, Center for Financial Studies (CFS), number 580.
• Al-Faryan, Mamdouh Abdulaziz Saleh, 2017, "The relationship between corporate governance mechanisms and the performance of Saudi listed firms," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 14, issue 2-2, pages 338-349, DOI: 10.22495/cocv14i2c2p7.
• Al-Faryan, Mamdouh Abdulaziz Saleh & Dockery, Everton, 2017, "Ownership structure and corporate governance: What does the data reveal about Saudi listed firms?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 14, issue 4-2, pages 413-424, DOI: 10.22495/cocv14i4c2art7.
• Turner, John D., 2017, "The development of English company law before 1900," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2017-01.
• Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017, "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 166, DOI: 10.2139/ssrn.2914218.
• Fricke, Christoph & Fricke, Daniel, 2017, "Vulnerable Funds?," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168209.
• Flore, Raphael, 2017, "Costless Capital Requirements," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168226.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2017, "Financialisation risks and economic performance," Sciences Po Economics Publications (main), HAL, number hal-03471756, Oct.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2017, "Financialisation risks and economic performance," Working Papers, HAL, number hal-03471756, Oct.
• Lauren Stagnol, 2017, "Introducing global term structure in a risk parity framework," Working Papers, HAL, number hal-04141648.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2017, "Jumps in Commodity Markets," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-615, Nov.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017, "The Risk Premium of Gold," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-616, Nov.
• Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2017, "Predicting the Equity Market with Option Implied Variables," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-619, Nov.
• Peter Csoka & P. Jean-Jacques Herings, 2017, "An Axiomatization of the Proportional Rule in Financial Networks," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1701, Jan.
• Peter Csoka & P. Jean-Jacques Herings, 2017, "Liability Games," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1735, Dec.
• Grimstvedt Meling, Tom & Ødegård, Bernt Arne, 2017, "Tick Size Wars, High Frequency Trading, and Market Quality," Working Papers in Economics, University of Bergen, Department of Economics, number 5/17, Sep.
• Grimstvedt Meling, Tom, 2017, "Tick sizes in illiquid order books," Working Papers in Economics, University of Bergen, Department of Economics, number 6/17, Jun.
• Grimstvedt Meling, Tom, 2017, "Anonymous trading in equities," Working Papers in Economics, University of Bergen, Department of Economics, number 7/17, Sep.
• Tangerås, Thomas & Wolak, Frank A., 2017, "The Competitive Effects of Linking Electricity Markets Across Space and Time," Working Paper Series, Research Institute of Industrial Economics, number 1184, Oct.
• Hollifield, Burton & Sandås, Patrik & Todd, Andrew, 2017, "Latency Arbitrage When Markets Become Faster," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 338, May.
• Odegaard, Bernt Arne, 2017, "The Liquidity of the Oslo Stock Exchange -- A Source Book 1980-2016," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/1, Feb.
• Odegaard, Bernt Arne, 2017, "Empirics of the Oslo Stock Exchange. Asset Pricing results 1980-2016," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/2, Mar.
• Odegaard, Bernt Arne, 2017, "Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2016," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/3, Feb.
• Osmundsen, Kjartan Kloster, 2017, "Using Expected Shortfall for Credit Risk Regulation," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/4, Mar.
• Misund, Bard & Nygard, Rune, 2017, ""Big Fish": Valuation of the world's largest salmon farming companies ," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/11, Sep.
• Elena Chirkova & Vladislav Petrov, 2017, "Testing for Insider Trading in the Depositary Receipts and Common Shares of the Russian Public Companies," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 3, pages 482-514.
• Camelia Catalina Joldes, 2017, "The Impact of Globalization on the Capital Market in Romania," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 5, issue 1, pages 3-8, March.
• Aleksandr Baykov & Olha Pavuk, 2017, "Financial Market in the Context of Globalization: Experience of Economic and Legal Analysis," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 120-131, March.
• Olena Oliynyk-Dunn, 2017, "Development of the Financial System and Models of Financing Agricultural Enterprises: USA Experience," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 91-99, September.
• Yousef Jahmani & Hae Yeon Choi & Yonpae Park & Gavin Jiayun Wu, 2017, "The Value Relevance Of Other Comprehensive Income And Its Components," Accounting & Taxation, The Institute for Business and Finance Research, volume 9, issue 1, pages 1-11.
• Chantal Scoubeau & Laetitia Pozniak, 2017, "Information Research By Individual Investors: Evidence From Belgium," Global Journal of Business Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 79-89.
• Jia Wang, 2017, "Cross Sectional Variation In Risk Arbitrage," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 11, issue 1, pages 65-75.
• Ann Galligan Kelley, 2017, "Duration Risk: Do You Know Your Numbers?," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 8, issue 1, pages 57-66.
• Panagiotis Papadeas & Kossieri Evangelia & Katsouleas George, 2017, "The Role of Leverage to Profitability at a Time of Economic Crisis," International Business Research, Canadian Center of Science and Education, volume 10, issue 11, pages 70-78, November.
• Vasiliki A. Basdekidou & Artemis A. Styliadou, 2017, "Corporate Social Responsibility & Market Volatility: Relationship and Trading Opportunities," International Business Research, Canadian Center of Science and Education, volume 10, issue 5, pages 1-12, May.
• Eyup Kadioglu & Saim Kilic & Ender Aykut Yilmaz, 2017, "Testing the Relationship between Free Cash Flow and Company Performance in Borsa Istanbul," International Business Research, Canadian Center of Science and Education, volume 10, issue 5, pages 148-158, May.
• Gaglianone, Wagner Piazza & Dutra Areosa, Waldyr, 2017, "Financial Conditions Indicator for Brazil," IDB Publications (Working Papers), Inter-American Development Bank, number 8488, Aug, DOI: http://dx.doi.org/10.18235/0011805.
• Anatoly A. Peresetsky & Ruslan I. Yakubov, 2017, "Autocorrelation in an unobservable global trend: does it help to forecast market returns?," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 7, issue 1/2, pages 152-169.
• Andrew Phiri, 2017, "Long-run equilibrium adjustment between inflation and stock market returns in South Africa: a nonlinear perspective," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 9, issue 1, pages 19-33.
• Marios Panayides & Barbara Rindi & Ingrid M. Werner, 2017, "Trading Fees and Intermarket Competition," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 595.
• Sangyup Choi & Ms. Yuko Hashimoto, 2017, "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," IMF Working Papers, International Monetary Fund, number 2017/074, Mar.
• Mr. Jorge A Chan-Lau & Weimin Miao & Mr. Ken Miyajima & Mr. Jongsoon Shin, 2017, "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," IMF Working Papers, International Monetary Fund, number 2017/097, Apr.
• Eugenia Andreasen & Mr. Martin Schindler & Mr. Patricio A Valenzuela, 2017, "Capital Controls and the Cost of Debt," IMF Working Papers, International Monetary Fund, number 2017/135, Jun.
• Miriam Sosa & Edgar Ortiz & Alejandra Cabello, 2017, "Crisis financiera global y su impacto en la dinámica bursátil europea y americana," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 3, pages 1-27, Julio-Sep.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2017, "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, volume 63, issue 11, pages 3760-3779, November, DOI: 10.1287/mnsc.2016.2536.
• Paul Ehling & Christian Heyerdahl-Larsen, 2017, "Correlations," Management Science, INFORMS, volume 63, issue 6, pages 1919-1937, June, DOI: 10.1287/mnsc.2015.2413.
• Robert A. Becker, 2017, "An Elementary Exposition of the No Strong Arbitrage Principle for Financial Markets," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-005, May.
• Luka Sikic & Mislav Sagovac, 2017, "An international integration history of the Zagreb Stock Exchange," Public Sector Economics, Institute of Public Finance, volume 41, issue 2, pages 227-257, DOI: 10.3326/pse.41.2.4.
• Julien Chevallier & Duc Khuong Nguyen & Jonathan Siverskog & Gazi Salah Uddin, 2017, "Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries," Working Papers, Department of Research, Ipag Business School, number 2017-005, Jan.
• Alonso-Rivera, Angélica & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2017, "Variables monetarias y formación de burbujas especulativas: un análisis de sincronización de frecuencias (1992-2013)," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 24, pages 7-24, Primer se.
• António Afonso & Mina Kazemi, 2017, "Euro area sovereign yields and the power of QE," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/12, Jun.
• António Afonso & João Tovar Jalles, 2017, "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/20, Dec.
• Ogechi Adeola & Olaniyi Evans, 2017, "Financial inclusion, financial development, and economic diversification in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 1-15, July-Sept.
• Muhammad Ishfaq Ahmad & Wang Guohui & Muhammad Yasir Rafiq & Mudassar Hasan & Ata-Ul-Haq Chohan & Anika Sattar, 2017, "Assesing Performance of Moving Average Investment Timing Strategy Over the UK Stock Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 349-362, July-Sept.
• Emmanuel Numapau Gyamfi & Kwabena A. Kyei & Ryan Gill, 2017, "Market efficiency of African stock markets: A Meta-Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 69-80, October-D.
• Chiara Pederzoli & Costanza Torricelli, 2017, "Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise," Annals of Finance, Springer, volume 13, issue 3, pages 237-251, August, DOI: 10.1007/s10436-017-0294-z.
• 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: 10.3390/risks6040104.
• 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.
• Guo, Xu & Jiang, Xuejun & Wong, Wing Keung, 2017, "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," MPRA Paper, University Library of Munich, Germany, number 81770, Oct.
• 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.