Research classified by Journal of Economic Literature (JEL) codes

2017

• Majd Iskandrani & Asma'a Al-Amarneh, 2017, "The Effect of Ownership Composition on Stock's Liquidity: Evidence from Weak Corporate Governance Setting," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 676-683.
• Talla M. Aldeehaani & Amani Kh. Bouresli, 2017, "Stakeholders' Perceptions and Predictions of Stock Exchange Demutualization: The Case of Kuwait Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 33-41.
• Abla A. H. Bokhari, 2017, "Human Capital Investment and Economic Growth in Saudi Arabia: Error Correction Model," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 104-112.
• Chandana Gunathilaka & Mohamad Jais & Sophee Sulong Balia, 2017, "Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 478-487.
• Zukarnain Zakaria & Siti Maisarah Mohamad Nor & Mohd Roslan Ismail, 2017, "Financial Literacy and Risk Tolerance towards Saving and Investment: A Case Study in Malaysia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 507-514.
• Johannes St binger & Jens Bredthauer, 2017, "Statistical Arbitrage Pairs Trading with High-frequency Data," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 650-662.
• I. Made Suidarma & Yulia Indrawati & I. Gusti Nengah Darma Diatmika & I. Nyoman Anggaradana, 2017, "Financial System Vulnerability Indicators in Indonesia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 299-306.
• Yaqoob Ahmad & Guangguo Sun & Waqas Bin Khidmat, 2017, "Fund-Specific Determinants of Performance: An Empirical Study of Islamic and Conventional Mutual Funds of Pakistan," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 359-370.
• Hazem Marashdeh & Akhsyim Afandi, 2017, "Oil Price Shocks and Stock Market Returns in the Three Largest Oil-producing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 5, pages 312-322.
• Georgios Bampinas & Theodore Panagiotidis, 2017, "Oil and stock markets before and after financial crises : a local Gaussian correlation approach," Bank of Estonia Working Papers, Bank of Estonia, number wp2016-11, Feb, revised 06 Feb 2017, DOI: 10.23656/25045520/112016/0057.
• Vo, Xuan Vinh & Phan, Dang Bao Anh, 2017, "Further evidence on the herd behavior in Vietnam stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 13, issue C, pages 33-41, DOI: 10.1016/j.jbef.2017.02.003.
• Maitra, Debasish & Dash, Saumya Ranjan, 2017, "Sentiment and stock market volatility revisited: A time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 15, issue C, pages 74-91, DOI: 10.1016/j.jbef.2017.07.009.
• Horenstein, Alex R. & Snir, Avichai, 2017, "Portfolio choice in Mexico," Journal of Behavioral and Experimental Finance, Elsevier, volume 16, issue C, pages 1-13, DOI: 10.1016/j.jbef.2017.08.001.
• Negrea, Bogdan & Toma, Mihai, 2017, "Dynamic CAPM under ambiguity—An experimental approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 16, issue C, pages 22-32, DOI: 10.1016/j.jbef.2017.09.001.
• Khan, Muhammad Kaleem & He, Ying & Akram, Umair & Sarwar, Suleman, 2017, "Financing and monitoring in an emerging economy: Can investment efficiency be increased?," China Economic Review, Elsevier, volume 45, issue C, pages 62-77, DOI: 10.1016/j.chieco.2017.05.012.
• Gounopoulos, Dimitrios & Kallias, Antonios & Kallias, Konstantinos & Tzeremes, Panayiotis G., 2017, "Political money contributions of U.S. IPOs," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 19-38, DOI: 10.1016/j.jcorpfin.2016.12.011.
• Bartholdy, Jan & Olson, Dennis, 2017, "Why are firms listed in one country and private in other countries? The role of industry structure, banking sector and legal system," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 480-499, DOI: 10.1016/j.jcorpfin.2017.02.005.
• Sila, Vathunyoo & Gonzalez, Angelica & Hagendorff, Jens, 2017, "Independent director reputation incentives and stock price informativeness," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 219-235, DOI: 10.1016/j.jcorpfin.2017.09.018.
• Huber, Samuel & Kim, Jaehong, 2017, "On the optimal quantity of liquid bonds," Journal of Economic Dynamics and Control, Elsevier, volume 79, issue C, pages 184-200, DOI: 10.1016/j.jedc.2017.04.002.
• Mensah, Jones Odei & Alagidede, Paul, 2017, "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, volume 60, issue C, pages 1-10, DOI: 10.1016/j.econmod.2016.08.022.
• Akram, Tanweer & Li, Huiqing, 2017, "What keeps long-term U.S. interest rates so low?," Economic Modelling, Elsevier, volume 60, issue C, pages 380-390, DOI: 10.1016/j.econmod.2016.09.017.
• Kim, Jong-Min & Jung, Hojin, 2017, "Can asymmetric conditional volatility imply asymmetric tail dependence?," Economic Modelling, Elsevier, volume 64, issue C, pages 409-418, DOI: 10.1016/j.econmod.2017.02.002.
• Liu, Zhangxin (Frank) & Faff, Robert, 2017, "Hitting SKEW for SIX," Economic Modelling, Elsevier, volume 64, issue C, pages 449-464, DOI: 10.1016/j.econmod.2017.02.026.
• Lahet, Delphine & Vaubourg, Anne-Gaël, 2017, "Bank ownership of multilateral trading facilities and implications for historical exchanges: An industrial economics approach," Economic Modelling, Elsevier, volume 65, issue C, pages 9-17, DOI: 10.1016/j.econmod.2017.04.014.
• Fang, Libing & Yu, Honghai & Li, Lei, 2017, "The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets," Economic Modelling, Elsevier, volume 66, issue C, pages 139-145, DOI: 10.1016/j.econmod.2017.06.007.
• Reddy, Krishna & Mirza, Nawazish & Naqvi, Bushra & Fu, Mingli, 2017, "Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom," Economic Modelling, Elsevier, volume 66, issue C, pages 233-243, DOI: 10.1016/j.econmod.2017.07.007.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2017, "Does options trading convey information on futures prices?," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 182-196, DOI: 10.1016/j.najef.2016.10.005.
• Alda, Mercedes & Andreu, Laura & Sarto, José Luis, 2017, "Learning about individual managers’ performance in UK pension funds: The importance of specialization," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 654-667, DOI: 10.1016/j.najef.2017.09.006.
• Todorova, Neda, 2017, "The asymmetric volatility in the gold market revisited," Economics Letters, Elsevier, volume 150, issue C, pages 138-141, DOI: 10.1016/j.econlet.2016.11.027.
• Diallo, Boubacar & Zhang, Qi, 2017, "Bank concentration and sectoral growth: Evidence from Chinese provinces," Economics Letters, Elsevier, volume 154, issue C, pages 77-80, DOI: 10.1016/j.econlet.2017.02.013.
• Gächter, Martin & Gkrintzalis, Ioannis, 2017, "The finance–trade nexus revisited: Is the global trade slowdown also a financial story?," Economics Letters, Elsevier, volume 158, issue C, pages 21-25, DOI: 10.1016/j.econlet.2017.05.037.
• Siikanen, Milla & Kanniainen, Juho & Luoma, Arto, 2017, "What drives the sensitivity of limit order books to company announcement arrivals?," Economics Letters, Elsevier, volume 159, issue C, pages 65-68, DOI: 10.1016/j.econlet.2017.07.018.
• Smaoui, Houcem & Mimouni, Karim & Temimi, Akram, 2017, "Sukuk, banking system, and financial markets: Rivals or complements?," Economics Letters, Elsevier, volume 161, issue C, pages 62-65, DOI: 10.1016/j.econlet.2017.09.014.
• Massacci, Daniele, 2017, "Least squares estimation of large dimensional threshold factor models," Journal of Econometrics, Elsevier, volume 197, issue 1, pages 101-129, DOI: 10.1016/j.jeconom.2016.11.001.
• Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo, 2017, "Chasing volatility," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 122-145, DOI: 10.1016/j.jeconom.2017.01.005.
• Meligkotsidou, Loukia & Tzavalis, Elias & Vrontos, Ioannis, 2017, "On Bayesian analysis and unit root testing for autoregressive models in the presence of multiple structural breaks," Econometrics and Statistics, Elsevier, volume 4, issue C, pages 70-90, DOI: 10.1016/j.ecosta.2017.04.004.
• Silva, Sergio H.R. da & Tabak, Benjamin M. & Cajueiro, Daniel O. & Fazio, Dimas M., 2017, "Economic growth, volatility and their interaction: What’s the role of finance?," Economic Systems, Elsevier, volume 41, issue 3, pages 433-444, DOI: 10.1016/j.ecosys.2016.10.008.
• Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017, "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, volume 92, issue C, pages 359-384, DOI: 10.1016/j.euroecorev.2016.11.010.
• Lin, Qi, 2017, "Noisy prices and the Fama–French five-factor asset pricing model in China," Emerging Markets Review, Elsevier, volume 31, issue C, pages 141-163, DOI: 10.1016/j.ememar.2017.04.002.
• Yang, Heejin & Ahn, Hee-Joon & Kim, Maria H. & Ryu, Doojin, 2017, "Information asymmetry and investor trading behavior around bond rating change announcements," Emerging Markets Review, Elsevier, volume 32, issue C, pages 38-51, DOI: 10.1016/j.ememar.2017.05.004.
• Bernales, Alejandro, 2017, "The success of option listings," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 139-161, DOI: 10.1016/j.jempfin.2016.10.004.
• Jiang, George J. & Yuksel, H. Zafer, 2017, "What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 39-58, DOI: 10.1016/j.jempfin.2016.11.005.
• Mihov, Atanas & Naranjo, Andy, 2017, "Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 73-100, DOI: 10.1016/j.jempfin.2016.11.006.
• Huszár, Zsuzsa R. & Tan, Ruth S.K. & Zhang, Weina, 2017, "Do short sellers exploit industry information?," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 118-139, DOI: 10.1016/j.jempfin.2016.10.001.
• Blackburn, Douglas W. & Cakici, Nusret, 2017, "Overreaction and the cross-section of returns: International evidence," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 1-14, DOI: 10.1016/j.jempfin.2017.02.001.
• Hwang, Inchang & Xu, Simon & In, Francis & Kim, Tong Suk, 2017, "Systemic risk and cross-sectional hedge fund returns," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 109-130, DOI: 10.1016/j.jempfin.2017.03.002.
• Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017, "Diversification benefits of commodities: A stochastic dominance efficiency approach," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 250-269, DOI: 10.1016/j.jempfin.2017.07.004.
• Rinne, Kalle & Suominen, Matti, 2017, "How some bankers made a million by trading just two securities?," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 304-315, DOI: 10.1016/j.jempfin.2016.12.001.
• 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.
• Furman, Edward & Wang, Ruodu & Zitikis, Ričardas, 2017, "Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 70-84, DOI: 10.1016/j.jbankfin.2017.06.013.
• 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.
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