Research classified by Journal of Economic Literature (JEL) codes

2017

• 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.
• Ou-Yang, Hui & Wu, Weili, 2017, "Net trade and market efficiency in Grossman and Stiglitz (1980)," Journal of Economic Theory, Elsevier, volume 167, issue C, pages 75-85, DOI: 10.1016/j.jet.2016.10.006.
• 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.
• Lambertides, Neophytos & Savva, Christos S. & Tsouknidis, Dimitris A., 2017, "The effects of oil price shocks on U.S. stock order flow imbalances and stock returns," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 137-146, DOI: 10.1016/j.jimonfin.2017.03.008.
• 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.
• Clancy, Daragh & Merola, Rossana, 2017, "Countercyclical capital rules for small open economies," Journal of Macroeconomics, Elsevier, volume 54, issue PB, pages 332-351, DOI: 10.1016/j.jmacro.2017.04.009.
• 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.
• Durusu-Ciftci, Dilek & Ispir, M. Serdar & Yetkiner, Hakan, 2017, "Financial development and economic growth: Some theory and more evidence," Journal of Policy Modeling, Elsevier, volume 39, issue 2, pages 290-306, DOI: 10.1016/j.jpolmod.2016.08.001.
• Su, Chi-Wei & Wang, Kai-Hua & Chang, Hsu-Ling & Dumitrescu–Peculea, Adelina, 2017, "Do iron ore price bubbles occur?," Resources Policy, Elsevier, volume 53, issue C, pages 340-346, DOI: 10.1016/j.resourpol.2017.08.003.
• Reboredo, Juan C. & Ugolini, Andrea, 2017, "Quantile causality between gold commodity and gold stock prices," Resources Policy, Elsevier, volume 53, issue C, pages 56-63, DOI: 10.1016/j.resourpol.2017.05.013.
• Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017, "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, volume 88, issue C, pages 37-48, DOI: 10.1016/j.mathsocsci.2017.05.001.
• Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017, "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, volume 40, issue C, pages 92-102, DOI: 10.1016/j.mulfin.2017.03.001.
• 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.
• Liao, Li & Zhang, Xueyong & Zhang, Yeqing, 2017, "Mutual fund managers' timing abilities," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 80-96, DOI: 10.1016/j.pacfin.2017.06.003.
• Omane-Adjepong, Maurice & Boako, Gideon, 2017, "Long-range dependence in returns and volatility of global gold market amid financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 472, issue C, pages 188-202, DOI: 10.1016/j.physa.2016.12.013.
• 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.
• Gökgöz, Fazıl & Atmaca, Mete Emin, 2017, "Portfolio optimization under lower partial moments in emerging electricity markets: Evidence from Turkey," Renewable and Sustainable Energy Reviews, Elsevier, volume 67, issue C, pages 437-449, DOI: 10.1016/j.rser.2016.09.029.
• 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.
• Nam, Kiseok & Khaksari, Shahriar & Kang, Moonsoo, 2017, "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, Elsevier, volume 35, issue C, pages 11-28, DOI: 10.1016/j.rfe.2016.11.001.
• 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.
• Babalos, Vassilios & Stavroyiannis, Stavros, 2017, "Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1021-1029, DOI: 10.1016/j.ribaf.2017.07.038.
• Suleman, Tahir & Gupta, Rangan & Balcilar, Mehmet, 2017, "Does country risks predict stock returns and volatility? Evidence from a nonparametric approach," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1173-1195, DOI: 10.1016/j.ribaf.2017.07.055.
• Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2017, "Do commodities make effective hedges for equity investors?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1274-1288, DOI: 10.1016/j.ribaf.2017.07.064.
• 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.
• Vo, Xuan Vinh, 2017, "Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 986-991, DOI: 10.1016/j.ribaf.2017.07.032.
• Chauvet, Lisa & Jacolin, Luc, 2017, "Financial Inclusion, Bank Concentration, and Firm Performance," World Development, Elsevier, volume 97, issue C, pages 1-13, DOI: 10.1016/j.worlddev.2017.03.018.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2017, "The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-09, Jan.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2017, "Global Commodity Prices and Global Stock Volatility Shocks: Effects Across Countries," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-36, May.
• Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017, "Signed Spillover Effects Building on Historical Decompositions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-52, Aug.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-75, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-76, Nov.
• Goodhart, C. A. E. & Romanidis, Nikolas & Tsomocos, Dimitri & Shubik, Martin, 2017, "Macro-modelling, default and money," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118968, Jun.
• Kondor, Peter & Koszegi, Botond, 2017, "Financial choice and financial information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118973, May.
• Eppinger, Peter S. & Neugebauer, Katja, 2017, "External financial dependence and firms' crisis performance across Europe," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70763, Mar.
• Lleo, Sebastien & Ziemba, William, 2017, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85131, Aug.
• Bracke, Philippe & Pinchbeck, Edward W. & Wyatt, James, 2017, "The time value of housing: historical evidence on discount rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86393, Aug.
• Gerald P. Dwyer, 2017, "Blockchain: a primer," Chapters, Edward Elgar Publishing, chapter 2, in: Benton E. Gup, "The Most Important Concepts in Finance".
• Armendáriz, Thelma & Ramírez, Claudia, 2017, "Estimación de un índice de condiciones financieras para México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 336, pages .899-946, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Worawuth Kongsilp & Cesario Mateus, 2017, "Volatility risk and stock return predictability on global financial crises," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 1, pages 33-66, February, DOI: 10.1108/CFRI-04-2016-0021.
• Sudip Datta & Mai Iskandar-Datta & Vivek Singh, 2017, "The impact of idiosyncratic risk on accrual management," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 70-90, February, DOI: 10.1108/IJMF-01-2016-0013.
• Dimitrios Kourtidis & Prodromos Chatzoglou & Zeljko Sevic, 2017, "The role of personality traits in investors trading behaviour: empirical evidence from Greek," International Journal of Social Economics, Emerald Group Publishing Limited, volume 44, issue 11, pages 1402-1420, November, DOI: 10.1108/IJSE-07-2014-0151.
• María del Mar Miralles-Quirós & José Luis Miralles-Quirós & Celia Oliveira, 2017, "The role of liquidity in asset pricing: the special case of the Portuguese Stock Market," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 22, issue 43, pages 191-206, November, DOI: 10.1108/JEFAS-12-2016-0001.
• Andros Gregoriou, 2017, "Modelling non-linear behaviour of block price deviations when trades are executed outside the bid-ask quotes," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 2, pages 206-213, May, DOI: 10.1108/JES-03-2016-0050.
• Deniz Ilalan, 2017, "How stock markets become desensitized to terror," Journal of Financial Crime, Emerald Group Publishing Limited, volume 24, issue 4, pages 704-711, October, DOI: 10.1108/JFC-07-2016-0049.
• Taufeeq Ajaz & Md Zulquar Nain & Bandi Kamaiah & Naresh Kumar Sharma, 2017, "Stock prices, exchange rate and interest rate: evidence beyond symmetry," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 9, issue 1, pages 2-19, April, DOI: 10.1108/JFEP-01-2016-0007.
• Neha Seth & Monica Sighania, 2017, "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 9, issue 4, pages 391-408, November, DOI: 10.1108/QRFM-03-2017-0022.
• Qiuhong Zhao, 2017, "Do managers manipulate earnings to influence credit rating agencies’ decisions?," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 3, pages 366-384, August, DOI: 10.1108/RAF-05-2016-0078.
• Samit Paul & Prateek Sharma, 2017, "Improved VaR forecasts using extreme value theory with the Realized GARCH model," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 2, pages 238-259, June, DOI: 10.1108/SEF-05-2015-0139.
• Soha Ismail & Juan Jose Cortina Lorente & Sergio L. Schmukler, 2017, "Firm Financing and Growth in the Arab Region," Working Papers, Economic Research Forum, number 1092, Nov, revised 05 Nov 2017.
• N.G. Vovchenko & M.G. Holina & A.S. Orobinskiy & R.A. Sichev, 2017, "Ensuring Financial Stability of Companies on the Basis of International Experience in Construction of Risks Maps, Internal Control and Audit," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 350-368.
• Sergey Vladimirovitch Anureev, 2017, "Reconfiguration of Financial System Elements to Restore Economic Growth: The System Simplicity and Transformation towards State-Based and Corporate-Based Types," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2A, pages 281-307.
• Nikolai Vasilevich Lyasnikov & Evgeniya Evgenevna Frolova & Andrei Alievich Mamedov & Sergei Borisovich Zinkovskii & Natalya Andreevna Voikova, 2017, "Venture Capital Financing as a Mechanism for Impelling Innovation Activity," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2B, pages 111-122.
• Kontonikas, A & Maio, P & Zekaite, Z, 2017, "Monetary Policy and Corporate Bond Returns," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 20571, Oct.
• Bogdan Bogdanov & Giulia Filippeschi, 2017, "Financial Integration and Valuation Effects: Globalisation or Americanization?," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 045, Apr.
• GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017, "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers, European University Institute, number ECO2017/03.
• Loredana CULTRERA & Guillaume VERMEYLEN, 2017, "Distortion between Economic and Financial Performance. Does the Human Capital Matter?," Expert Journal of Economics, Sprint Investify, volume 5, issue 2, pages 53-61.
• Nelu-Eugen POPESCU, 2017, "Measures of the Impact of Entrepreneurship on Economic Development in Romania," Expert Journal of Economics, Sprint Investify, volume 5, issue 3, pages 81-87.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2017, "Financialisation Risks and Econmic Performance," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-21, Oct.
• Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017, "The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 303, Jan, DOI: 10.24149/gwp303.
• Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017, "Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 311, Apr, DOI: 10.24149/gwp311.
• Jesse Bricker & Geng Li, 2017, "Credit Scores, Social Capital, and Stock Market Participation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-008, Feb, DOI: 10.17016/FEDS.2017.008.
• Elliot Anenberg & Aurel Hizmo & Edward Kung & Raven S. Molloy, 2017, "Measuring Mortgage Credit Availability : A Frontier Estimation Approach," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-101, Sep, DOI: 10.17016/FEDS.2017.101.
• Esen Onur & John S. Roberts & Tugkan Tuzun, 2017, "Trader Positions and Marketwide Liquidity Demand," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-103, Oct, DOI: 10.17016/FEDS.2017.103.
• Jaewon Choi & Yesol Huh, 2017, "Customer Liquidity Provision : Implications for Corporate Bond Transaction Costs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-116, Nov, DOI: 10.17016/FEDS.2017.116.
• Nathan Swem, 2017, "Information in Financial Markets : Who Gets It First?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-023, Feb, DOI: 10.17016/FEDS.2017.023.
• Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017, "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-024, Mar, DOI: 10.17016/FEDS.2017.024.
• John W. Schindler, 2017, "FinTech and Financial Innovation : Drivers and Depth," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-081, Aug, DOI: 10.17016/FEDS.2017.081.
• Feng Dong & Yi Wen, 2017, "Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis," Working Papers, Federal Reserve Bank of St. Louis, number 2017-25, Aug, DOI: 10.20955/wp.2017.025.
• Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017, "The shifting drivers of global liquidity," Staff Reports, Federal Reserve Bank of New York, number 819, Jun.
• Adelina- Monica Moraru, 2017, "Managementul riscului pe piața de capital din România și utilizarea modelelor multifactoriale în estimarea rentabilității acțiunilor," Journal of Financial Studies, Institute of Financial Studies, volume 3, issue 2, pages 157-168, June.
• Ugo Panizza, 2017, "Non-linearities in the Relationship between Finance and Growth," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 12-2017, May.
• Christiyaningsih Budiwati, 2017, "The Effects of the Days of the Week on the Indonesian Stock Exchange," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr136, Dec.
• Gunther Capelle-Blancard, 2017, "À quoi servent les (centaines de milliers de milliards de) transactions boursières ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03029280, DOI: 10.3917/ecofi.127.0037.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017, "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03260731, Jul, DOI: 10.1016/j.mathsocsci.2017.05.001.
• Mariana Khapko & Marius Andrei Zoican, 2017, ""Smart" Settlement," Post-Print, HAL, number hal-01491563, May.
• Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017, "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print, HAL, number hal-01634155, DOI: 10.1016/j.jfineco.2017.06.015.
• Lisa Chauvet & Luc Jacolin, 2017, "Financial inclusion, bank concentration, and firm performance," Post-Print, HAL, number hal-02277478, DOI: 10.1016/j.worlddev.2017.03.018.
• Gunther Capelle-Blancard, 2017, "À quoi servent les (centaines de milliers de milliards de) transactions boursières ?," Post-Print, HAL, number hal-03029280, DOI: 10.3917/ecofi.127.0037.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017, "Asset bubbles and efficiency in a generalized two-sector model," Post-Print, HAL, number hal-03260731, Jul, DOI: 10.1016/j.mathsocsci.2017.05.001.
• Delphine Lahet & Anne-Gaël Vaubourg, 2017, "Bank ownership of multilateral trading facilities and implications for historical exchanges: An industrial economics approach," Post-Print, HAL, number halshs-02184649, Sep, DOI: 10.1016/j.econmod.2017.04.014.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2017, "Asset bubbles and efficiency in a generalized two-sector model," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-03260731, Jul, DOI: 10.1016/j.mathsocsci.2017.05.001.
• 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," CERS-IE WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1701, Jan.
• Peter Csoka & P. Jean-Jacques Herings, 2017, "Liability Games," CERS-IE 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.

2016

• Low, Rand Kwong Yew & Yao, Yiran & Faff, Robert, 2016, "Diamonds vs. precious metals: What shines brightest in your investment portfolio?," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 1-14, DOI: 10.1016/j.irfa.2015.11.002.
• Antonakakis, Nikolaos & Floros, Christos, 2016, "Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 111-122, DOI: 10.1016/j.irfa.2016.01.006.
• Ghadhab, Imen & Hellara, Slaheddine, 2016, "Price discovery of cross-listed firms," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 177-188, DOI: 10.1016/j.irfa.2016.01.017.
• Boako, Gideon & Alagidede, Paul, 2016, "Global commodities and African stocks: A ‘market of one?’," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 226-237, DOI: 10.1016/j.irfa.2016.02.009.
• Vo, Xuan Vinh, 2016, "Does institutional ownership increase stock return volatility? Evidence from Vietnam," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 54-61, DOI: 10.1016/j.irfa.2016.02.006.
• Lambe, Brendan J., 2016, "An unreliable canary: Insider trading, the cash flow hypothesis and the financial crisis," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 151-158, DOI: 10.1016/j.irfa.2016.05.005.
• Manahov, Viktor, 2016, "A note on the relationship between high-frequency trading and latency arbitrage," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 281-296, DOI: 10.1016/j.irfa.2016.06.014.
• Ding, David K. & Ferreira, Christo & Wongchoti, Udomsak, 2016, "Does it pay to be different? Relative CSR and its impact on firm value," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 86-98, DOI: 10.1016/j.irfa.2016.06.013.
• Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios, 2016, "Does investor sentiment really matter?," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 221-232, DOI: 10.1016/j.irfa.2016.10.003.
• Tabner, Isaac T., 2016, "Buying versus renting – Determinants of the net present value of home ownership for individual households," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 233-246, DOI: 10.1016/j.irfa.2016.10.004.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016, "A melting pot — Gold price forecasts under model and parameter uncertainty," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 282-291, DOI: 10.1016/j.irfa.2016.10.010.
• Smimou, K. & Khallouli, W., 2016, "On the intensity of liquidity spillovers in the Eurozone," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 388-405, DOI: 10.1016/j.irfa.2015.03.009.
• Byström, Hans, 2016, "Credit-implied forward volatility and volatility expectations," Finance Research Letters, Elsevier, volume 16, issue C, pages 132-138, DOI: 10.1016/j.frl.2015.10.027.
• Park, Heungju & Sohn, Bumjean, 2016, "Long-term perspective on the stock market matters in asset pricing," Finance Research Letters, Elsevier, volume 16, issue C, pages 162-170, DOI: 10.1016/j.frl.2015.10.022.
• Carr, Peter & Worah, Pratik, 2016, "Optimal rates from eigenvalues," Finance Research Letters, Elsevier, volume 16, issue C, pages 230-238, DOI: 10.1016/j.frl.2015.12.003.
• Kleine, Jens & Wagner, Niklas & Weller, Tim, 2016, "Openness endangers your wealth: Noise trading and the big five," Finance Research Letters, Elsevier, volume 16, issue C, pages 239-247, DOI: 10.1016/j.frl.2015.12.002.
• Guo, Biao & Xiao, Yugu, 2016, "A note on why doesn't the choice of performance measure matter?," Finance Research Letters, Elsevier, volume 16, issue C, pages 248-254, DOI: 10.1016/j.frl.2015.12.001.
• Auer, Benjamin R., 2016, "On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations," Finance Research Letters, Elsevier, volume 16, issue C, pages 255-267, DOI: 10.1016/j.frl.2015.12.009.
• de Paulo, Wanderlei Lima & de Oliveira, Estela Mara & do Valle Costa, Oswaldo Luiz, 2016, "Enhanced index tracking optimal portfolio selection," Finance Research Letters, Elsevier, volume 16, issue C, pages 93-102, DOI: 10.1016/j.frl.2015.10.005.
• Madan, Dilip B. & Wang, King, 2016, "Nonrandom price movements," Finance Research Letters, Elsevier, volume 17, issue C, pages 103-109, DOI: 10.1016/j.frl.2016.02.003.
• Smales, L.A., 2016, "Risk-on/Risk-off: Financial market response to investor fear," Finance Research Letters, Elsevier, volume 17, issue C, pages 125-134, DOI: 10.1016/j.frl.2016.03.010.
• Gurdgiev, Constantin & Harte, Gerard, 2016, "Tsallis entropy: Do the market size and liquidity matter?," Finance Research Letters, Elsevier, volume 17, issue C, pages 151-157, DOI: 10.1016/j.frl.2016.03.006.
• Apergis, Emmanuel & Apergis, Nicholas, 2016, "The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry," Finance Research Letters, Elsevier, volume 17, issue C, pages 186-192, DOI: 10.1016/j.frl.2016.03.002.
• Grobys, Klaus & Haga, Jesper, 2016, "Identifying portfolio-based systematic risk factors in equity markets," Finance Research Letters, Elsevier, volume 17, issue C, pages 88-92, DOI: 10.1016/j.frl.2016.01.010.
• Alkhareif, Ryadh, 2016, "Are there significant premiums in the Saudi stock market?," Finance Research Letters, Elsevier, volume 18, issue C, pages 108-115, DOI: 10.1016/j.frl.2016.04.007.
• Kayacetin, Volkan & Lekpek, Senad, 2016, "Turn-of-the-month effect: New evidence from an emerging stock market," Finance Research Letters, Elsevier, volume 18, issue C, pages 142-157, DOI: 10.1016/j.frl.2016.04.012.
• Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016, "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 291-296, DOI: 10.1016/j.frl.2016.01.012.
• Kolaric, Sascha & Schiereck, Dirk, 2016, "Are stock markets efficient in the face of fear? Evidence from the terrorist attacks in Paris and Brussels," Finance Research Letters, Elsevier, volume 18, issue C, pages 306-310, DOI: 10.1016/j.frl.2016.05.003.
• Boako, Gideon & Alagidede, Paul, 2016, "African stock markets convergence: Regional and global analysis," Finance Research Letters, Elsevier, volume 18, issue C, pages 317-321, DOI: 10.1016/j.frl.2016.05.007.
• Economou, Fotini & Katsikas, Epameinondas & Vickers, Gregory, 2016, "Testing for herding in the Athens Stock Exchange during the crisis period," Finance Research Letters, Elsevier, volume 18, issue C, pages 334-341, DOI: 10.1016/j.frl.2016.05.011.
• Banerjee, Suman & Humphery-Jenner, Mark, 2016, "Directors’ duties of care and the value of auditing," Finance Research Letters, Elsevier, volume 19, issue C, pages 1-14, DOI: 10.1016/j.frl.2016.05.004.
• Jang, Woon Wook & Kim, Hak Kyum & Kang, Yong Joo, 2016, "Developing the exchange traded market for government bonds: Effect of recent quote rule changes in South Korea," Finance Research Letters, Elsevier, volume 19, issue C, pages 130-138, DOI: 10.1016/j.frl.2016.07.004.
• Li, Yong & Benson, Karen & Faff, Robert, 2016, "Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund," Finance Research Letters, Elsevier, volume 19, issue C, pages 217-221, DOI: 10.1016/j.frl.2016.08.002.
• Chen, Haiwei, 2016, "A Tobin tax only on sellers," Finance Research Letters, Elsevier, volume 19, issue C, pages 83-89, DOI: 10.1016/j.frl.2016.06.007.
• Hao, (Grace) Qing, 2016, "Is there information leakage prior to share repurchase announcements? Evidence from daily options trading," Journal of Financial Markets, Elsevier, volume 27, issue C, pages 79-101, DOI: 10.1016/j.finmar.2015.11.003.
• Lasser, Dennis J. & Spizman, Joshua D., 2016, "The value of the wildcard option in cash-settled American index options," Journal of Financial Markets, Elsevier, volume 28, issue C, pages 116-131, DOI: 10.1016/j.finmar.2015.09.002.
• Broman, Markus S., 2016, "Liquidity, style investing and excess comovement of exchange-traded fund returns," Journal of Financial Markets, Elsevier, volume 30, issue C, pages 27-53, DOI: 10.1016/j.finmar.2016.05.002.
• Benos, Evangelos & Sagade, Satchit, 2016, "Price discovery and the cross-section of high-frequency trading," Journal of Financial Markets, Elsevier, volume 30, issue C, pages 54-77, DOI: 10.1016/j.finmar.2016.03.004.
• Rydqvist, Kristian & Wu, Mark, 2016, "Pre-auction inventory and bidding behavior: Evidence from Canadian Treasury auctions," Journal of Financial Markets, Elsevier, volume 30, issue C, pages 78-102, DOI: 10.1016/j.finmar.2016.07.001.
• Daskalaki, Charoula & Skiadopoulos, George, 2016, "The effects of margin changes on commodity futures markets," Journal of Financial Stability, Elsevier, volume 22, issue C, pages 129-152, DOI: 10.1016/j.jfs.2016.01.002.
• Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016, "Model risk of risk models," Journal of Financial Stability, Elsevier, volume 23, issue C, pages 79-91, DOI: 10.1016/j.jfs.2016.02.002.
• Campbell, Gareth & Coyle, Christopher & Turner, John D., 2016, "This time is different: Causes and consequences of British banking instability over the long run," Journal of Financial Stability, Elsevier, volume 27, issue C, pages 74-94, DOI: 10.1016/j.jfs.2016.09.007.
• Slim, Skander & Dahmene, Meriam, 2016, "Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks," Global Finance Journal, Elsevier, volume 29, issue C, pages 70-84, DOI: 10.1016/j.gfj.2015.04.001.
• Knispel, Thomas & Laeven, Roger J.A. & Svindland, Gregor, 2016, "Robust optimal risk sharing and risk premia in expanding pools," Insurance: Mathematics and Economics, Elsevier, volume 70, issue C, pages 182-195, DOI: 10.1016/j.insmatheco.2016.05.012.
• Biagini, Francesca & Zhang, Yinglin, 2016, "Polynomial diffusion models for life insurance liabilities," Insurance: Mathematics and Economics, Elsevier, volume 71, issue C, pages 114-129, DOI: 10.1016/j.insmatheco.2016.08.008.
• Byström, Hans, 2016, "Language, news and volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 42, issue C, pages 139-154, DOI: 10.1016/j.intfin.2016.03.002.
• García Lara, Juan Manuel & García Osma, Beatriz & Penalva, Fernando, 2016, "Accounting conservatism and firm investment efficiency," Journal of Accounting and Economics, Elsevier, volume 61, issue 1, pages 221-238, DOI: 10.1016/j.jacceco.2015.07.003.
• Zuo, Luo, 2016, "The informational feedback effect of stock prices on management forecasts," Journal of Accounting and Economics, Elsevier, volume 61, issue 2, pages 391-413, DOI: 10.1016/j.jacceco.2016.03.001.
• Brown, Lawrence D. & Call, Andrew C. & Clement, Michael B. & Sharp, Nathan Y., 2016, "The activities of buy-side analysts and the determinants of their stock recommendations," Journal of Accounting and Economics, Elsevier, volume 62, issue 1, pages 139-156, DOI: 10.1016/j.jacceco.2016.06.002.
• Berger, Dave & Pukthuanthong, Kuntara, 2016, "Fragility, stress, and market returns," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 152-163, DOI: 10.1016/j.jbankfin.2015.11.003.
• Cho, Jin-Wan & Choi, Joung Hwa & Kim, Taeyong & Kim, Woojin, 2016, "Flight-to-quality and correlation between currency and stock returns," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 191-212, DOI: 10.1016/j.jbankfin.2014.09.003.
• Caglio, Cecilia & Mayhew, Stewart, 2016, "Equity trading and the allocation of market data revenue," Journal of Banking & Finance, Elsevier, volume 62, issue C, pages 97-111, DOI: 10.1016/j.jbankfin.2015.10.002.
• Norden, Lars & Roosenboom, Peter & Wang, Teng, 2016, "The effects of corporate bond granularity," Journal of Banking & Finance, Elsevier, volume 63, issue C, pages 25-34, DOI: 10.1016/j.jbankfin.2015.11.001.
• Hoffmann, Peter, 2016, "Adverse selection, market access, and inter-market competition," Journal of Banking & Finance, Elsevier, volume 65, issue C, pages 108-119, DOI: 10.1016/j.jbankfin.2015.10.009.
• Choudhry, Taufiq & Papadimitriou, Fotios I. & Shabi, Sarosh, 2016, "Stock market volatility and business cycle: Evidence from linear and nonlinear causality tests," Journal of Banking & Finance, Elsevier, volume 66, issue C, pages 89-101, DOI: 10.1016/j.jbankfin.2016.02.005.
• Malik, Sheheryar & Meldrum, Andrew, 2016, "Evaluating the robustness of UK term structure decompositions using linear regression methods," Journal of Banking & Finance, Elsevier, volume 67, issue C, pages 85-102, DOI: 10.1016/j.jbankfin.2016.02.006.
• Garvey, Ryan & Huang, Tao & Wu, Fei, 2016, "Why do traders choose dark markets?," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 12-28, DOI: 10.1016/j.jbankfin.2016.02.011.
• Chacko, George & Das, Sanjiv & Fan, Rong, 2016, "An index-based measure of liquidity," Journal of Banking & Finance, Elsevier, volume 68, issue C, pages 162-178, DOI: 10.1016/j.jbankfin.2016.03.012.
• Liu, Liang-Chih & Dai, Tian-Shyr & Wang, Chuan-Ju, 2016, "Evaluating corporate bonds and analyzing claim holders’ decisions with complex debt structure," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 151-174, DOI: 10.1016/j.jbankfin.2016.05.007.
• Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale, 2016, "Credible reforms and stock return volatility: Evidence from privatization," Journal of Banking & Finance, Elsevier, volume 72, issue C, pages 99-120, DOI: 10.1016/j.jbankfin.2016.07.004.
• Chiarella, Carl & Ladley, Daniel, 2016, "Chasing trends at the micro-level: The effect of technical trading on order book dynamics," Journal of Banking & Finance, Elsevier, volume 72, issue S, pages 119-131, DOI: 10.1016/j.jbankfin.2015.11.019.
• Kim, Gi H., 2016, "Credit derivatives as a commitment device: Evidence from the cost of corporate debt," Journal of Banking & Finance, Elsevier, volume 73, issue C, pages 67-83, DOI: 10.1016/j.jbankfin.2016.08.007.
• Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia, 2016, "Past returns and the perceived Sharpe ratio," Journal of Economic Behavior & Organization, Elsevier, volume 123, issue C, pages 149-167, DOI: 10.1016/j.jebo.2015.11.010.
• Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Tsalavoutas, Ioannis, 2016, "Investor mood, herding and the Ramadan effect," Journal of Economic Behavior & Organization, Elsevier, volume 132, issue S, pages 23-38, DOI: 10.1016/j.jebo.2015.09.018.
• Hillert, Alexander & Maug, Ernst & Obernberger, Stefan, 2016, "Stock repurchases and liquidity," Journal of Financial Economics, Elsevier, volume 119, issue 1, pages 186-209, DOI: 10.1016/j.jfineco.2015.08.009.
• Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016, "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 457-471, DOI: 10.1016/j.jfineco.2016.01.010.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2016, "Common trends in global volatility," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 194-214, DOI: 10.1016/j.jimonfin.2016.05.001.
• Gu, Xian & Kowalewski, Oskar, 2016, "Creditor rights and the corporate bond market," Journal of International Money and Finance, Elsevier, volume 67, issue C, pages 215-238, DOI: 10.1016/j.jimonfin.2016.05.002.
• Charlot, Philippe & Darné, Olivier & Moussa, Zakaria, 2016, "Commodity returns co-movements: Fundamentals or “style” effect?," Journal of International Money and Finance, Elsevier, volume 68, issue C, pages 130-160, DOI: 10.1016/j.jimonfin.2016.07.001.
• Takino, Kazuhiro, 2016, "An equilibrium model for the OTC derivatives market with a collateral agreement," Journal of Commodity Markets, Elsevier, volume 4, issue 1, pages 41-55, DOI: 10.1016/j.jcomm.2016.11.001.
• Stakić, Nikola & Jovancai, Ana & Kapor, Predrag, 2016, "The efficiency of the stock market in Serbia," Journal of Policy Modeling, Elsevier, volume 38, issue 1, pages 156-165, DOI: 10.1016/j.jpolmod.2015.12.001.
• Abid, Fathi & Bahloul, Slah & Mroua, Mourad, 2016, "Financial development and economic growth in MENA countries," Journal of Policy Modeling, Elsevier, volume 38, issue 6, pages 1099-1117, DOI: 10.1016/j.jpolmod.2016.06.006.