Research classified by Journal of Economic Literature (JEL) codes

2017

• Michail Chronopoulos & Verena Hagspiel & Stein-Erik Fleten, 2017, "Stepwise investment and capacity sizing under uncertainty," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 39, issue 2, pages 447-472, March, DOI: 10.1007/s00291-016-0460-0.
• Dan Givoly & Carla Hayn & Sharon Katz, 2017, "The changing relevance of accounting information to debt holders over time," Review of Accounting Studies, Springer, volume 22, issue 1, pages 64-108, March, DOI: 10.1007/s11142-016-9374-y.
• Thomas Bourveau & Jordan Schoenfeld, 2017, "Shareholder activism and voluntary disclosure," Review of Accounting Studies, Springer, volume 22, issue 3, pages 1307-1339, September, DOI: 10.1007/s11142-017-9408-0.
• André Schmidt, 2017, "Determinants of Corporate Voting – Evidence from a Large Survey of German Retail Investors," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 18, issue 1, pages 71-103, February, DOI: 10.1007/s41464-016-0024-5.
• Volker Brühl, 2017, "Bitcoins, Blockchain und Distributed Ledgers
  [Bitcoins, Blockchain, and Distributed Ledgers]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, volume 97, issue 2, pages 135-142, February, DOI: 10.1007/s10273-017-2096-3.
• John Francis Diaz & Jo-Hui Chen, 2017, "Testing for Long-memory and Chaos in the Returns of Currency Exchange-traded Notes (ETNs)," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 4, pages 1-2.
• Vasilios Sogiakas, 2017, "On the implementation of asymmetric VaR models for managing and forecasting market risk," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-2.
• Christos Christodoulou-Volos & Andreas Hadjixenophontos, 2017, "Empirical Determinants of the Non-Performing Loans in the Cypriot Banking System," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 6, issue 4, pages 1-1.
• D'Errico, Marco & Roukny, Tarik, 2017, "Compressing over-the-counter markets," ESRB Working Paper Series, European Systemic Risk Board, number 44, May.
• Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017, "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series, European Systemic Risk Board, number 54, Sep.
• Andrea BUCCI, 2017, "Forecasting Realized Volatility A Review," Journal of Advanced Studies in Finance, ASERS Publishing, volume 8, issue 2, pages 94-138.
• Marek Kordík & Lucia Kurilovská, 2017, "Protection of the national financial system from the money laundering and terrorism financing," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 5, issue 2, pages 243-262, December, DOI: 10.9770/jesi.2017.5.2(7).
• Julia Darby & Graeme Roy, 2017, "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Working Papers, University of Strathclyde Business School, Department of Economics, number 1706, Jun.
• Pawe³ Fiedor & Sarah Lapschies & Lucia Országhová, 2017, "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 7/2017, Sep.
• Vuslat Us, 2017, "A dynamic approach to analysing the effect of the global crisis on nonperforming loans: evidence from the Turkish banking sector," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 3, pages 186-192, February, DOI: 10.1080/13504851.2016.1176106.
• Sofiane Aboura & Y. Eser Arisoy, 2017, "Does aggregate uncertainty explain size and value anomalies?," Applied Economics, Taylor & Francis Journals, volume 49, issue 32, pages 3214-3230, July, DOI: 10.1080/00036846.2016.1257107.
• Graeme G. Acheson & Gareth Campbell & John D. Turner, 2017, "Who financed the expansion of the equity market? Shareholder clienteles in Victorian Britain," Business History, Taylor & Francis Journals, volume 59, issue 4, pages 607-637, May, DOI: 10.1080/00076791.2016.1250744.
• Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2017, "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Communist Economies, Taylor & Francis Journals, volume 29, issue 1, pages 1-26, January, DOI: 10.1080/14631377.2016.1226771.
• Kul B. Luintel & Yongdeng Xu, 2017, "Testing weak exogeneity in multiplicative error models," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 10, pages 1617-1630, October, DOI: 10.1080/14697688.2016.1274045.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017, "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-01.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017, "Global commodity prices and global stock volatility shocks: effects across countries," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-05.
• Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017, "A semi-parametric point process model of the interactions between equity markets," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-06.
• Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017, "Signed spillover effects building on historical decompositions," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-11.
• Dungey, Mardi & Volkov, Vladimir, 2017, "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-12.
• Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis, 2017, "Interdependencies across Sovereign Bond Credit Default Swap Markets," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1707.
• Dirk G. Baur & Joscha Beckmann & Robert Czudaj, 2017, "The Relative Valuation of Gold," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 005, May, revised May 2017.
• Vincent van Kervel & Albert J. Menkveld, 2017, "High-Frequency Trading around Large Institutional Orders," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-092/IV, Sep.
• Luz Patricia Pardo Martínez & María Victoria Huertas de Mora, 2017, "Modelos influyentes en las cooperativas de ahorro y crédito en Colombia
  [Influential models in the cooperatives of savings and credits in Colombia]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 125, pages 109-133.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017, "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers, University of Connecticut, Department of Economics, number 2017-10, Jun.
• Sergio Salas, 2017, "Asset prices and wealth inequality in a simple model with idiosyncratic shocks," Estudios de Economia, University of Chile, Department of Economics, volume 44, issue 1 Year 20, pages 105-119, June.
• Lesia Tyshchenko & Attila Csajbok, 2017, "A Financial Stress Index for Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 240, pages 5-13, DOI: 10.26531/vnbu2017.240.005.
• Kim Oosterlinck, 2017, "Art as a Wartime Investment: Conspicuous Consumption and Discretion," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/232458.
• Csoka, Péter & Herings, P. Jean-Jacques, 2017, "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 001, Jan, DOI: 10.26481/umagsb.2017001.
• Csoka, Péter & Herings, P. Jean-Jacques, 2017, "Liability Games," Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE), number 031, Dec, DOI: 10.26481/umagsb.2017031.
• Luigi Mersico, 2017, "Systemic Financial Stress: a composite indicator for BRIC area," Argomenti, University of Urbino Carlo Bo, Department of Economics, Society & Politics, volume 6, issue 6, pages 1-30, January-A, DOI: 10.14276/1971-8357.645.
• M. Bijlsma & C.J.M. Kool & Marielle Non, 2017, "The effect of financial development on economic growth: a meta-analysis," Working Papers, Utrecht School of Economics, number 17-01, Jan.
• Eckhard Platen & Renata Rendek, 2017, "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 386, Aug.
• Muyambiri, Brian & Odhiambo, Nicholas Mbaya, 2017, "South Africa's financial development and its role in investment," Working Papers, University of South Africa, Department of Economics, number 22084, Feb.
• Muyambiri, Brian & Odhiambo, Nicholas M, 2017, "Financial development,savings and investment in South Africa: A dynamic causality test," Working Papers, University of South Africa, Department of Economics, number 22657, May.
• Sorin PETRE - PricewaterhouseCoopers & Romania, 2017, "Valuation Multiples in the Context of Bucharest Stock Exchange and Local M&A Market," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 12, issue 2, pages 4-51.
• Carlo Bellavite Pellegrini & Raul Caruso, 2017, "Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 125, issue 1, pages 3-12.
• David E. Giles & Qinlu Chen, 2017, "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers, Department of Economics, University of Victoria, number 1704, Aug.
• KORKMAZ, Özge, 2017, "Is Minsky’S Instability Hypothesis Acceptable For The Relation Between Borrowing Rate And Profitability?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 21, issue 1, pages 6-27.
• ŞENOL, Zekai & KARACA, Süleyman Serdar, 2017, "The Effect Of Enterprise Risk Management On Firm Performance: A Case Study On Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 21, issue 2, pages 6-30.
• Krasimira Naydenova, 2017, "Receivables Investment Trusts as an Alternative for the Participation of Institutional Investors in Infrastructure Projects," Business & Management Compass, University of Economics Varna, issue 3, pages 291-302.
• Gemra Kamil, 2017, "Public Issue of Bank Bonds Case Study of Bank Pocztowy S.A," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 1, pages 35-46, November, DOI: 10.1515/fiqf-2016-0017.
• Nyasha Sheilla & Odhiambo Nicholas M., 2017, "Bank Versus Stock Market Development in Brazil: An ARDL Bounds Testing Approach," South East European Journal of Economics and Business, Paradigm, volume 12, issue 1, pages 7-21, April, DOI: 10.1515/jeb-2017-0001.
• Ibrahima Diallo & Isatou Mendy, 2017, "Impact Of Financial Development On Economic Growth In The Wamz: A Heterogeneous Panel Data Approach," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 17, issue 1, pages 1-18, June.
• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017, "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series, The World Bank, number 8222, Oct.
• Claessens,Stijn & Kose,Ayhan, 2017, "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series, The World Bank, number 8259, Nov.
• Claessens ,Stijn & Kose,Ayhan, 2017, "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series, The World Bank, number 8260, Nov.
• Richard S.Grossman, 2017, "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2017-003, May.
• Richard S.Grossman, 2017, "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2017-004, Jun.
• Kim Oosterlinck, 2017, "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, volume 127, issue 607, pages 2665-2701, December, DOI: 10.1111/ecoj.12391.
• Felix Kübler & Herakles Polemarchakis, 2017, "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, volume 85, issue , pages 1219-1238, July.
• Sébastien Lleo & William T. Ziemba, 2017, "Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 26, issue 2, pages 61-123, May, DOI: 10.1111/fmii.12080.
• Georgios Bampinas & Theodore Panagiotidis, 2017, "Oil and stock markets before and after financial crises: A local Gaussian correlation approach," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 37, issue 12, pages 1179-1204, December.
• Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 1-10, November, DOI: 10.1016/j.rfe.2017.04.001.
• Kiseok Nam & Shahriar Khaksari & Moonsoo Kang, 2017, "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 11-28, November, DOI: 10.1016/j.rfe.2016.11.001.
• Brian Muyambiri & Nicholas Odhiambo, 2017, "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 3, pages 1-10, September, DOI: 10.1142/GEJ-2017-0042.
• Donald J Smith, 2017, "Valuation in a World of CVA, DVA, and FVA:A Tutorial on Debt Securities and Interest Rate Derivatives," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10511, ISBN: ARRAY(0x5d240fd8), May.
• Donald J Smith, 2017, "An Introduction to Bond Valuation Using a Binomial Tree," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing Traditional Fixed-Rate Corporate Bonds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing Floating-Rate Notes and Interest Rate Caps and Floors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing Fixed-Income Bonds Having Embedded Call and Put Options," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing Interest Rate Swaps with CVA and DVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Valuing an Interest Rate Swap Portfolio with CVA, DVA, and FVA," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Structured Notes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Donald J Smith, 2017, "Summary," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Valuation in a World of CVA, DVA, and FVA A Tutorial on Debt Securities and Interest Rate Derivatives".
• Sangyup Choi & Yuko Hashimoto, 2017, "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-112, Sep.
• Sangyup Choi, 2017, "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-113, Sep.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017, "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers, Department of Economics, University of York, number 17/06, Jul.
• Horvath, Roman & Horvatova, Eva & Siranova, Maria, 2017, "Financial development, rule of law and wealth inequality: Bayesian model averaging evidence," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 12/2017.
• 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.
• Reboredo, Juan C. & Rivera-Castro, Miguel A. & Ugolini, Andrea, 2017, "Wavelet-based test of co-movement and causality between oil and renewable energy stock prices," Energy Economics, Elsevier, volume 61, issue C, pages 241-252, DOI: 10.1016/j.eneco.2016.10.015.
• Gupta, Rangan & Wohar, Mark, 2017, "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, volume 62, issue C, pages 181-186, DOI: 10.1016/j.eneco.2017.01.001.
• Kiesel, Rüdiger & Paraschiv, Florentina, 2017, "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, volume 64, issue C, pages 77-90, DOI: 10.1016/j.eneco.2017.03.002.
• Křehlík, Tomáš & Baruník, Jozef, 2017, "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Energy Economics, Elsevier, volume 65, issue C, pages 208-218, DOI: 10.1016/j.eneco.2017.05.003.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2017, "Can stock market investors hedge energy risk? Evidence from Asia," Energy Economics, Elsevier, volume 66, issue C, pages 559-570, DOI: 10.1016/j.eneco.2016.11.026.
• Ernstsen, Rune Ramsdal & Boomsma, Trine Krogh & Tegnér, Martin & Skajaa, Anders, 2017, "Hedging local volume risk using forward markets: Nordic case," Energy Economics, Elsevier, volume 68, issue C, pages 490-514, DOI: 10.1016/j.eneco.2017.10.017.
• Wei, Yanfeng & Guo, Xiaoying, 2017, "Oil price shocks and China's stock market," Energy, Elsevier, volume 140, issue P1, pages 185-197, DOI: 10.1016/j.energy.2017.07.137.
• Alda, Mercedes, 2017, "The relationship between pension funds and the stock market: Does the aging population of Europe affect it?," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 83-97, DOI: 10.1016/j.irfa.2016.12.008.
• Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2017, "Predictability and diversification benefits of investing in commodity and currency futures," International Review of Financial Analysis, Elsevier, volume 50, issue C, pages 52-66, DOI: 10.1016/j.irfa.2016.12.009.
• Afego, Pyemo N., 2017, "Effects of changes in stock index compositions: A literature survey," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 228-239, DOI: 10.1016/j.irfa.2017.06.004.
• Demir, Ayse U. & Hall, Stephen G., 2017, "Financial structure and economic development: Evidence on the view of ‘new structuralism’," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 252-259, DOI: 10.1016/j.irfa.2017.07.003.
• Fernandez, Viviana, 2017, "Some facts on the platinum-group elements," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 333-347, DOI: 10.1016/j.irfa.2017.04.003.
• Smith, Simon C., 2017, "Equity premium estimates from economic fundamentals under structural breaks," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 49-61, DOI: 10.1016/j.irfa.2017.04.011.
• Duxbury, Darren & Yao, Songyao, 2017, "Are investors consistent in their trading strategies? An examination of individual investor-level data," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 77-87, DOI: 10.1016/j.irfa.2017.05.001.
• Vo, Xuan Vinh, 2017, "Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 88-93, DOI: 10.1016/j.irfa.2017.05.007.
• Us, Vuslat, 2017, "Dynamics of non-performing loans in the Turkish banking sector by an ownership breakdown: The impact of the global crisis," Finance Research Letters, Elsevier, volume 20, issue C, pages 109-117, DOI: 10.1016/j.frl.2016.09.016.
• Kryzanowski, Lawrence & Zhang, Jie & Zhong, Rui, 2017, "Cross-financial-market correlations and quantitative easing," Finance Research Letters, Elsevier, volume 20, issue C, pages 13-21, DOI: 10.1016/j.frl.2016.06.011.
• Tielmann, Artur & Schiereck, Dirk, 2017, "Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great Britain," Finance Research Letters, Elsevier, volume 20, issue C, pages 22-28, DOI: 10.1016/j.frl.2016.08.006.
• Butt, Hilal Anwar & Virk, Nader Shahzad, 2017, "Momentum profits and time varying illiquidity effect," Finance Research Letters, Elsevier, volume 20, issue C, pages 253-259, DOI: 10.1016/j.frl.2016.10.010.
• Diaz, Elena Maria & de Gracia, Fernando Perez, 2017, "Oil price shocks and stock returns of oil and gas corporations," Finance Research Letters, Elsevier, volume 20, issue C, pages 75-80, DOI: 10.1016/j.frl.2016.09.010.
• Narayan, Paresh Kumar & Thuraisamy, Kannan S. & Wagner, Niklas F., 2017, "How do bond, equity and commodity cycles interact?," Finance Research Letters, Elsevier, volume 21, issue C, pages 151-156, DOI: 10.1016/j.frl.2016.11.005.
• Zhang, Yu, 2017, "Asset price risk, banks and markets," Finance Research Letters, Elsevier, volume 21, issue C, pages 21-25, DOI: 10.1016/j.frl.2016.11.015.
• Sun, Xiaolei & Yao, Xiaoyang & Wang, Jun, 2017, "Dynamic interaction between economic policy uncertainty and financial stress: A multi-scale correlation framework," Finance Research Letters, Elsevier, volume 21, issue C, pages 214-221, DOI: 10.1016/j.frl.2016.12.010.
• Csóka, Péter, 2017, "Fair risk allocation in illiquid markets," Finance Research Letters, Elsevier, volume 21, issue C, pages 228-234, DOI: 10.1016/j.frl.2016.11.007.
• Siikanen, Milla & Kanniainen, Juho & Valli, Jaakko, 2017, "Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic," Finance Research Letters, Elsevier, volume 21, issue C, pages 264-271, DOI: 10.1016/j.frl.2016.12.016.
• Hudson, Robert & McGroarty, Frank & Urquhart, Andrew, 2017, "Sampling frequency and the performance of different types of technical trading rules," Finance Research Letters, Elsevier, volume 22, issue C, pages 136-139, DOI: 10.1016/j.frl.2016.12.015.
• Madan, Dilip B. & Smith, Robert H. & Wang, King, 2017, "Laplacian risk management," Finance Research Letters, Elsevier, volume 22, issue C, pages 202-210, DOI: 10.1016/j.frl.2016.12.013.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017, "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, volume 23, issue C, pages 152-164, DOI: 10.1016/j.frl.2017.02.013.
• Madan, Dilip B., 2017, "Efficient estimation of expected stock price returns," Finance Research Letters, Elsevier, volume 23, issue C, pages 31-38, DOI: 10.1016/j.frl.2017.08.001.
• Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2017, "Price discovery in equity and CDS markets," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 21-46, DOI: 10.1016/j.finmar.2017.07.006.
• Vašíček, Bořek & Žigraiová, Diana & Hoeberichts, Marco & Vermeulen, Robert & Šmídková, Kateřina & de Haan, Jakob, 2017, "Leading indicators of financial stress: New evidence," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 240-257, DOI: 10.1016/j.jfs.2016.05.005.
• Capponi, Agostino & Dooley, John M. & Oet, Mikhail V. & Ong, Stephen J., 2017, "Capital and resolution policies: The US interbank market," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 229-239, DOI: 10.1016/j.jfs.2016.04.010.
• Jung, Hosung & Lee, Jieun, 2017, "The effects of macroprudential policies on house prices: Evidence from an event study using Korean real transaction data," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 167-185, DOI: 10.1016/j.jfs.2017.07.001.
• Bertsatos, Georgios & Sakellaris, Plutarchos & Tsionas, Mike G., 2017, "Did the financial crisis affect the market valuation of large systemic U.S. banks?," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 115-123, DOI: 10.1016/j.jfs.2017.09.002.
• Cai, Charlie X. & Mobarek, Asma & Zhang, Qi, 2017, "International stock market leadership and its determinants," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 150-162, DOI: 10.1016/j.jfs.2016.10.002.
• Page, Lionel & Siemroth, Christoph, 2017, "An experimental analysis of information acquisition in prediction markets," Games and Economic Behavior, Elsevier, volume 101, issue C, pages 354-378, DOI: 10.1016/j.geb.2015.11.002.
• Sogo, Takeharu, 2017, "Effects of seller’s information disclosure in equity auctions requiring post-auction investment," International Journal of Industrial Organization, Elsevier, volume 55, issue C, pages 166-181, DOI: 10.1016/j.ijindorg.2017.09.005.
• Boubaker, Sabri & Essaddam, Naceur & Nguyen, Duc Khuong & Saadi, Samir, 2017, "On the robustness of week-day effect to error distributional assumption: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 114-130, DOI: 10.1016/j.intfin.2016.11.003.
• Chuliá, Helena & Gupta, Rangan & Uribe, Jorge M. & Wohar, Mark E., 2017, "Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 178-191, DOI: 10.1016/j.intfin.2016.12.003.
• Miralles-Quirós, José Luis & Miralles-Quirós, María del Mar, 2017, "The Copula ADCC-GARCH model can help PIIGS to fly," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.intfin.2017.08.013.
• Smales, L.A. & Apergis, N., 2017, "Does more complex language in FOMC decisions impact financial markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 171-189, DOI: 10.1016/j.intfin.2017.08.003.
• Caskey, Judson & Ozel, N. Bugra, 2017, "Earnings expectations and employee safety," Journal of Accounting and Economics, Elsevier, volume 63, issue 1, pages 121-141, DOI: 10.1016/j.jacceco.2016.12.002.
• Fuhrer, Lucas Marc & Müller, Benjamin & Steiner, Luzian, 2017, "The Liquidity Coverage Ratio and security prices," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 292-311, DOI: 10.1016/j.jbankfin.2016.11.018.
• Chen, Zhuo & Lu, Andrea, 2017, "Slow diffusion of information and price momentum in stocks: Evidence from options markets," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 98-108, DOI: 10.1016/j.jbankfin.2016.11.010.
• Nyborg, Kjell G., 2017, "Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 198-214, DOI: 10.1016/j.jbankfin.2016.12.010.
• Ha, Yeonjeong & Ko, Kwangsoo, 2017, "Why do fund managers increase risk?," Journal of Banking & Finance, Elsevier, volume 78, issue C, pages 108-116, DOI: 10.1016/j.jbankfin.2017.01.018.
• Kaul, Aditya & Kayacetin, Nuri Volkan, 2017, "Flight-to-quality, economic fundamentals, and stock returns," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 162-175, DOI: 10.1016/j.jbankfin.2017.04.003.
• Smales, L.A. & Apergis, N., 2017, "Understanding the impact of monetary policy announcements: The importance of language and surprises," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 33-50, DOI: 10.1016/j.jbankfin.2017.03.017.
• McAndrews, James & Sarkar, Asani & Wang, Zhenyu, 2017, "The effect of the term auction facility on the London interbank offered rate," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 135-152, DOI: 10.1016/j.jbankfin.2016.12.011.
• Nyborg, Kjell G., 2017, "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 232-248, DOI: 10.1016/j.jbankfin.2017.07.016.
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• Dotsis, George, 2017, "The market price of risk of the variance term structure," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 41-52, DOI: 10.1016/j.jbankfin.2015.10.008.
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• Bhamra, Harjoat S. & Shim, Kyung Hwan, 2017, "Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns," Journal of Economic Theory, Elsevier, volume 168, issue C, pages 400-431, DOI: 10.1016/j.jet.2016.11.005.
• Doidge, Craig & Karolyi, G. Andrew & Stulz, René M., 2017, "The U.S. listing gap," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 464-487, DOI: 10.1016/j.jfineco.2016.12.002.
• Barber, Brad M. & Yasuda, Ayako, 2017, "Interim fund performance and fundraising in private equity," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 172-194, DOI: 10.1016/j.jfineco.2017.01.001.
• Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2017, "Dark pool trading strategies, market quality and welfare," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 244-265, DOI: 10.1016/j.jfineco.2016.02.002.
• Lee, Charles M.C. & So, Eric C., 2017, "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 331-348, DOI: 10.1016/j.jfineco.2017.01.007.
• Corwin, Shane A. & Larocque, Stephannie A. & Stegemoller, Mike A., 2017, "Investment banking relationships and analyst affiliation bias: The impact of the global settlement on sanctioned and non-sanctioned banks," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 614-631, DOI: 10.1016/j.jfineco.2017.03.005.
• Brown, James R. & Martinsson, Gustav & Petersen, Bruce C., 2017, "Stock markets, credit markets, and technology-led growth," Journal of Financial Intermediation, Elsevier, volume 32, issue C, pages 45-59, DOI: 10.1016/j.jfi.2016.07.002.
• Chen, Zhizhen & Liu, Frank Hong & Opong, Kwaku & Zhou, Mingming, 2017, "Short-term safety or long-term failure? Empirical evidence of the impact of securitization on bank risk," Journal of International Money and Finance, Elsevier, volume 72, issue C, pages 48-74, DOI: 10.1016/j.jimonfin.2016.12.003.
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• Wu, Chih-Chiang & Chiu, Junmao, 2017, "Economic evaluation of asymmetric and price range information in gold and general financial markets," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 53-68, DOI: 10.1016/j.jimonfin.2017.03.001.
• Choi, Sangyup, 2017, "Variability in the effects of uncertainty shocks: New stylized facts from OECD countries," Journal of Macroeconomics, Elsevier, volume 53, issue C, pages 127-144, DOI: 10.1016/j.jmacro.2017.06.006.
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• Li, Sile & Lucey, Brian M., 2017, "Reassessing the role of precious metals as safe havens–What colour is your haven and why?," Journal of Commodity Markets, Elsevier, volume 7, issue C, pages 1-14, DOI: 10.1016/j.jcomm.2017.05.003.
• Smales, L.A., 2017, "Commodity market volatility in the presence of U.S. and Chinese macroeconomic news," Journal of Commodity Markets, Elsevier, volume 7, issue C, pages 15-27, DOI: 10.1016/j.jcomm.2017.06.002.
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• Chkili, Walid, 2017, "Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach," Journal of Multinational Financial Management, Elsevier, volume 42, issue , pages 152-163, DOI: 10.1016/j.mulfin.2017.10.001.
• Lo, Danny, 2017, "On the limit order behaviour of retail and non-retail investors," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 1-12, DOI: 10.1016/j.pacfin.2017.04.009.
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• Zhang, Lei, 2017, "Local equity market participation and stock liquidity," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 101-121, DOI: 10.1016/j.qref.2016.02.005.
• Kaplanski, Guy & Levy, Haim, 2017, "Analysts and sentiment: A causality study," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 315-327, DOI: 10.1016/j.qref.2016.06.002.
• Asçioglu, Asli & Holowczak, Richard & Louton, David & Saraoglu, Hakan, 2017, "The evolution of market share among the U.S. options market platforms," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 196-214, DOI: 10.1016/j.qref.2016.06.011.
• Wu, Manhwa & Huang, Paoyu & Ni, Yensen, 2017, "Capital liberalization and various financial markets: Evidence from Taiwan," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 265-274, DOI: 10.1016/j.qref.2017.03.001.
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• Tsai, I-Chun, 2017, "Diffusion of optimistic and pessimistic investor sentiment: An empirical study of an emerging market," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 22-34, DOI: 10.1016/j.iref.2016.10.008.
• Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017, "Measuring uncertainty in the stock market," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 18-33, DOI: 10.1016/j.iref.2016.11.003.
• Fan, Chenxi & Luo, Xingguo & Wu, Qingbiao, 2017, "Stochastic volatility vs. jump diffusions: Evidence from the Chinese convertible bond market," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 1-16, DOI: 10.1016/j.iref.2016.04.009.
• Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2017, "Further evidence on bear market predictability: The role of the external finance premium," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 106-121, DOI: 10.1016/j.iref.2017.03.019.
• Zheng, Xinwei & Su, Dan, 2017, "Impacts of oil price shocks on Chinese stock market liquidity," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 136-174, DOI: 10.1016/j.iref.2017.03.021.
• Wang, Yaping & Ko, Kwangsoo, 2017, "Implications of fund manager turnover in China," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 99-106, DOI: 10.1016/j.iref.2017.05.004.
• Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, volume 35, issue C, pages 1-10, DOI: 10.1016/j.rfe.2017.04.001.
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• Chevallier, Julien & Ielpo, Florian, 2017, "Investigating the leverage effect in commodity markets with a recursive estimation approach," Research in International Business and Finance, Elsevier, volume 39, issue PB, pages 763-778, DOI: 10.1016/j.ribaf.2014.09.010.
• Vo, Xuan Vinh, 2017, "Determinants of capital structure in emerging markets: Evidence from Vietnam," Research in International Business and Finance, Elsevier, volume 40, issue C, pages 105-113, DOI: 10.1016/j.ribaf.2016.12.001.
• Apergis, Nicholas & Gupta, Rangan, 2017, "Can (unusual) weather conditions in New York predict South African stock returns?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 377-386, DOI: 10.1016/j.ribaf.2017.04.052.
• Smimou, K., 2017, "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 461-479, DOI: 10.1016/j.ribaf.2017.04.030.
• Mensah, Jones Odei & Premaratne, Gamini, 2017, "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 516-546, DOI: 10.1016/j.ribaf.2017.05.001.
• Sarmiento, Julio & Cayon, Edgardo & Collazos, María & Sandoval, Juan S., 2017, "Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 547-555, DOI: 10.1016/j.ribaf.2017.04.047.
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• Cheong, Calvin W.H. & Sinnakkannu, Jothee & Ramasamy, Sockalingam, 2017, "Reactive or proactive? Investor sentiment as a driver of corporate social responsibility," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 572-582, DOI: 10.1016/j.ribaf.2017.07.002.