Research classified by Journal of Economic Literature (JEL) codes

2017

• 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.
• Xu Guo & Xuejun Jiang & Wing-Keung Wong, 2017, "Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly," Economies, MDPI, volume 5, issue 4, pages 1-16, October.
• 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," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1701, Jan.
• Peter Csoka & P. Jean-Jacques Herings, 2017, "Liability Games," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 1735, Dec.
• Grimstvedt Meling, Tom & Ødegård, Bernt Arne, 2017, "Tick Size Wars, High Frequency Trading, and Market Quality," Working Papers in Economics, University of Bergen, Department of Economics, number 5/17, Sep.
• Grimstvedt Meling, Tom, 2017, "Tick sizes in illiquid order books," Working Papers in Economics, University of Bergen, Department of Economics, number 6/17, Jun.
• Grimstvedt Meling, Tom, 2017, "Anonymous trading in equities," Working Papers in Economics, University of Bergen, Department of Economics, number 7/17, Sep.
• Tangerås, Thomas & Wolak, Frank A., 2017, "The Competitive Effects of Linking Electricity Markets Across Space and Time," Working Paper Series, Research Institute of Industrial Economics, number 1184, Oct.
• Hollifield, Burton & Sandås, Patrik & Todd, Andrew, 2017, "Latency Arbitrage When Markets Become Faster," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 338, May.
• Odegaard, Bernt Arne, 2017, "The Liquidity of the Oslo Stock Exchange -- A Source Book 1980-2016," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/1, Feb.
• Odegaard, Bernt Arne, 2017, "Empirics of the Oslo Stock Exchange. Asset Pricing results 1980-2016," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/2, Mar.
• Odegaard, Bernt Arne, 2017, "Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2016," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/3, Feb.
• Osmundsen, Kjartan Kloster, 2017, "Using Expected Shortfall for Credit Risk Regulation," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/4, Mar.
• Misund, Bard & Nygard, Rune, 2017, ""Big Fish": Valuation of the world's largest salmon farming companies ," UiS Working Papers in Economics and Finance, University of Stavanger, number 2017/11, Sep.
• Elena Chirkova & Vladislav Petrov, 2017, "Testing for Insider Trading in the Depositary Receipts and Common Shares of the Russian Public Companies," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 3, pages 482-514.
• Camelia Catalina Joldes, 2017, "The Impact of Globalization on the Capital Market in Romania," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 5, issue 1, pages 3-8, March.
• Aleksandr Baykov & Olha Pavuk, 2017, "Financial Market in the Context of Globalization: Experience of Economic and Legal Analysis," Oblik i finansi, Institute of Accounting and Finance, issue 1, pages 120-131, March.
• Olena Oliynyk-Dunn, 2017, "Development of the Financial System and Models of Financing Agricultural Enterprises: USA Experience," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 91-99, September.
• Yousef Jahmani & Hae Yeon Choi & Yonpae Park & Gavin Jiayun Wu, 2017, "The Value Relevance Of Other Comprehensive Income And Its Components," Accounting & Taxation, The Institute for Business and Finance Research, volume 9, issue 1, pages 1-11.
• Chantal Scoubeau & Laetitia Pozniak, 2017, "Information Research By Individual Investors: Evidence From Belgium," Global Journal of Business Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 79-89.
• Jia Wang, 2017, "Cross Sectional Variation In Risk Arbitrage," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 11, issue 1, pages 65-75.
• Ann Galligan Kelley, 2017, "Duration Risk: Do You Know Your Numbers?," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 8, issue 1, pages 57-66.
• Panagiotis Papadeas & Kossieri Evangelia & Katsouleas George, 2017, "The Role of Leverage to Profitability at a Time of Economic Crisis," International Business Research, Canadian Center of Science and Education, volume 10, issue 11, pages 70-78, November.
• Vasiliki A. Basdekidou & Artemis A. Styliadou, 2017, "Corporate Social Responsibility & Market Volatility: Relationship and Trading Opportunities," International Business Research, Canadian Center of Science and Education, volume 10, issue 5, pages 1-12, May.
• Eyup Kadioglu & Saim Kilic & Ender Aykut Yilmaz, 2017, "Testing the Relationship between Free Cash Flow and Company Performance in Borsa Istanbul," International Business Research, Canadian Center of Science and Education, volume 10, issue 5, pages 148-158, May.
• Gaglianone, Wagner Piazza & Dutra Areosa, Waldyr, 2017, "Financial Conditions Indicator for Brazil," IDB Publications (Working Papers), Inter-American Development Bank, number 8488, Aug, DOI: http://dx.doi.org/10.18235/0011805.
• Anatoly A. Peresetsky & Ruslan I. Yakubov, 2017, "Autocorrelation in an unobservable global trend: does it help to forecast market returns?," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 7, issue 1/2, pages 152-169.
• Andrew Phiri, 2017, "Long-run equilibrium adjustment between inflation and stock market returns in South Africa: a nonlinear perspective," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, volume 9, issue 1, pages 19-33.
• Marios Panayides & Barbara Rindi & Ingrid M. Werner, 2017, "Trading Fees and Intermarket Competition," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 595.
• Sangyup Choi & Ms. Yuko Hashimoto, 2017, "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," IMF Working Papers, International Monetary Fund, number 2017/074, Mar.
• Mr. Jorge A Chan-Lau & Weimin Miao & Mr. Ken Miyajima & Mr. Jongsoon Shin, 2017, "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," IMF Working Papers, International Monetary Fund, number 2017/097, Apr.
• Eugenia Andreasen & Mr. Martin Schindler & Mr. Patricio A Valenzuela, 2017, "Capital Controls and the Cost of Debt," IMF Working Papers, International Monetary Fund, number 2017/135, Jun.
• Miriam Sosa & Edgar Ortiz & Alejandra Cabello, 2017, "Crisis financiera global y su impacto en la dinámica bursátil europea y americana," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 3, pages 1-27, Julio-Sep.
• Turan G. Bali & Robert F. Engle & Yi Tang, 2017, "Dynamic Conditional Beta Is Alive and Well in the Cross Section of Daily Stock Returns," Management Science, INFORMS, volume 63, issue 11, pages 3760-3779, November, DOI: 10.1287/mnsc.2016.2536.
• Paul Ehling & Christian Heyerdahl-Larsen, 2017, "Correlations," Management Science, INFORMS, volume 63, issue 6, pages 1919-1937, June, DOI: 10.1287/mnsc.2015.2413.
• Robert A. Becker, 2017, "An Elementary Exposition of the No Strong Arbitrage Principle for Financial Markets," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2017-005, May.
• Luka Sikic & Mislav Sagovac, 2017, "An international integration history of the Zagreb Stock Exchange," Public Sector Economics, Institute of Public Finance, volume 41, issue 2, pages 227-257, DOI: 10.3326/pse.41.2.4.
• Julien Chevallier & Duc Khuong Nguyen & Jonathan Siverskog & Gazi Salah Uddin, 2017, "Market Integration and Financial Linkages among Stock Markets in Pacific Basin Countries," Working Papers, Department of Research, Ipag Business School, number 2017-005, Jan.
• Alonso-Rivera, Angélica & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2017, "Variables monetarias y formación de burbujas especulativas: un análisis de sincronización de frecuencias (1992-2013)," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 24, pages 7-24, Primer se.
• António Afonso & Mina Kazemi, 2017, "Euro area sovereign yields and the power of QE," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2017/12, Jun.
• António Afonso & João Tovar Jalles, 2017, "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/20, Dec.
• Ogechi Adeola & Olaniyi Evans, 2017, "Financial inclusion, financial development, and economic diversification in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 1-15, July-Sept.
• Muhammad Ishfaq Ahmad & Wang Guohui & Muhammad Yasir Rafiq & Mudassar Hasan & Ata-Ul-Haq Chohan & Anika Sattar, 2017, "Assesing Performance of Moving Average Investment Timing Strategy Over the UK Stock Market," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 3, pages 349-362, July-Sept.
• Emmanuel Numapau Gyamfi & Kwabena A. Kyei & Ryan Gill, 2017, "Market efficiency of African stock markets: A Meta-Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 69-80, October-D.
• Chiara Pederzoli & Costanza Torricelli, 2017, "Systemic risk measures and macroprudential stress tests: an assessment over the 2014 EBA exercise," Annals of Finance, Springer, volume 13, issue 3, pages 237-251, August, DOI: 10.1007/s10436-017-0294-z.
• Aziz Issaka & Indranil SenGupta, 2017, "Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index," Annals of Finance, Springer, volume 13, issue 4, pages 401-434, November, DOI: 10.1007/s10436-017-0302-3.
• Muhammad Fayyaz Sheikh & Syed Zulfiqar Ali Shah & Shahid Mahmood, 2017, "Weather Effects on Stock Returns and Volatility in South Asian Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 2, pages 75-107, June, DOI: 10.1007/s10690-017-9225-2.
• Ken Miyajima & Jorge A. Chan-Lau & Weimin Miao & Jongsoon Shin, 2017, "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 4, pages 269-289, December, DOI: 10.1007/s10690-017-9233-2.
• Wei Zhou, 2017, "Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 2, pages 207-230, August, DOI: 10.1007/s10614-016-9606-z.
• Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017, "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 1, pages 121-146, February, DOI: 10.1007/s10663-015-9313-3.
• Thomas Poufinas & Dimitrios Zygiotis, 2017, "How transparency affects investment-linked insurance products," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 23, issue 4, pages 405-418, November, DOI: 10.1007/s11294-017-9661-9.
• María del Mar Miralles-Quirós & José Luis Miralles-Quirós, 2017, "Improving Diversification Opportunities for Socially Responsible Investors," Journal of Business Ethics, Springer, volume 140, issue 2, pages 339-351, January, DOI: 10.1007/s10551-015-2691-4.
• S. McKay Price & Michael J. Seiler & Jiancheng Shen, 2017, "Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 515-557, May, DOI: 10.1007/s11146-016-9557-0.
• Dogan Tirtiroglu & Thu Ha Nguyen & Ercan Tirtiroglu & Tan Cheng Wee, 2017, "REITs, Growth Options and Beta," The Journal of Real Estate Finance and Economics, Springer, volume 55, issue 3, pages 370-394, October, DOI: 10.1007/s11146-016-9590-z.
• Rangan Gupta & Anandamayee Majumdar & Mark E. Wohar, 2017, "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach," Open Economies Review, Springer, volume 28, issue 1, pages 47-59, February, DOI: 10.1007/s11079-016-9408-x.
• Ali Nejadmalayeri & Subramanian Rama Iyer & Manohar Singh, 2017, "Is there an optimally diversified conglomerate? Gleaning answers from capital markets," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 117-158, July, DOI: 10.1007/s11156-016-0585-x.
• Ali Nejadmalayeri & Sheri Faircloth & Jeanne Wendel & Surya Chelikani, 2017, "GASB mandatory disclosure rules and municipal bond yield spreads," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 2, pages 379-405, August, DOI: 10.1007/s11156-016-0594-9.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1718, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1719, Dec.
• Ewa Siemińska, 2017, "Selected Approaches to Property Valuation for the Securing Bank Debt," World of Real Estate Journal (Swiat Nieruchomosci), Fundacja Uniwersytetu Ekonomicznego w Krakowie, issue 99, pages 9-14, March, DOI: 10.14659/worej.2017.99.02.
• Csóka, Péter, 2017, "Az arányos csődszabály karakterizációja körbetartozások esetén
  [The characterization of the proportional rule in the case of circular liabilities]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 930-942, DOI: 10.18414/KSZ.2017.9.930.
• Baybars KARACAOVALI, 2017, "Access to Finance in Turkey," Turkish Economic Review, KSP Journals, volume 4, issue 1, pages 1-18, March.
• Md. Abu HASAN, 2017, "Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis," Turkish Economic Review, KSP Journals, volume 4, issue 2, pages 239-249, June.
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• mirzadeh, fatemeh, 2017, "Check the Efficiency of Futures Gold Coin: The Role of Maturity and Open Commitment Position," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 32, pages 227-246, July.
• Hedayati Zafarghandi, Shirin & Soloukdar, Alireza & Sedighi, Alireza, 2017, "Dynamic Analysis Of the Relationship Between Monetary And Banking Variables And Life Insurance Demand in Iran," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 32, pages 293-318, July.
• Botshekan, Mohamad Hashem & Mohseni, Hosein, 2017, "Volatility Spillover among Industries in the Capital Market in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 12, issue 2, pages 213-233, April.
• Cyn-Young Park, 2017, "Developing Local Currency Bond Markets in Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 53, issue 12, pages 2826-2844, December, DOI: 10.1080/1540496X.2017.1321539.
• Abdolhossein Zameni & Othman Yong, 2017, "Substantial Shareholders and Their Trading Behaviour around Lock-Up Expiry: Evidence from Emerging Markets," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 1-18.
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• Sheilla Nyasha & Nicholas M. Odhiambo, 2017, "Are Banks and Stock Markets Complements Or Substitutes? Empirical Evidence from Three Countries," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 15, issue 1 (Spring, pages 81-101, DOI: 10.26493/1854-6935.15.81-101.
• Alex R. Horenstein, 2017, "Betting Against Alpha," Working Papers, University of Miami, Department of Economics, number 2017-13, Oct.
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• László Békési & Lorant Kaszab & Szabolcs Szentmihályi, 2017, "The EAGLE model for Hungary - a global perspective," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2017/7.
• Tibor Szendrei & Katalin Varga, 2017, "FISS - A Factor Based Index of Systemic Stress in the Financial System," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2017/9.
• Sinazo Guduza & Andrew Phiri, 2017, "Efficient market hypothesis: Evidence from the JSE equity and bond markets," Working Papers, Department of Economics, Nelson Mandela University, number 1718, Dec, revised Dec 2017.
• Naji Massad & Jørgen Vitting Andersen, 2017, "Three different ways synchronization can cause contagion in financial markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 17059, Dec, DOI: 10.3390/risks6040104.
• Xiao CHEN & Bihong HUANG & Dezhu YE, 2017, "The Role of Punctuation in P2P Lending: Evidence from China," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1707, Jul.
• Michał Fronc & Piotr Mielus, 2017, "Financial convergence on emerging markets: the case of CEE countries," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 2, pages 149-172.
• Marcin Flotyński, 2017, "Basel III long-term liquidity standard in the context of the profitability of banks and volatility of their stock prices – quantitative analysis for the euro area," NBP Working Papers, Narodowy Bank Polski, number 274.
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• Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017, "The Shifting Drivers of Global Liquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 23565, Jun.
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• Bradshaw, Mark & Ertimur, Yonca & O'Brien, Patricia, 2017, "Financial Analysts and Their Contribution to Well-Functioning Capital Markets," Foundations and Trends(R) in Accounting, now publishers, volume 11, issue 3, pages 119-191, December, DOI: 10.1561/1400000042.
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• Ekrem Gjokaj & Kapllan Halimi & Muje Gjonbalaj & Stephen Leeds, 2017, "Agricultural Finance in Kosovo," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 79-88, March.
• Albulena Mustafa Zatriqi & Safet Merovci & Rahmije Topxhiu, 2017, "Trends and Characteristics of the Securities Issued by the Government of Kosovo," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 251-264, June.
• Eva Darabos & Tünde Orsolya Nagy & Attila Rozsa, 2017, "Characteristics Of The Hungarian Leasing Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 275-286, July.
• Adrian Enciu & Sorin-Iulian Cioaca, 2017, "Is The Capital Market Important For The Economic Growth In The Eu?," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 1, pages 315-324, July.
• Roman Horvath & Eva Horvatova & Maria Siranova, 2017, "Financial Development, Rule of Law and Wealth Inequality: Bayesian Model Averaging Evidence," Working Papers, Leibniz Institut für Ost- und Südosteuropaforschung (Leibniz Institute for East and Southeast European Studies), number 368, Sep.
• Seok Young Hong & Oliver Lintono & Hui Jun Zhang, 2017, "An Investigation into Multivariate Variance Ratio Statistics and their Application to Stock Market Predictability," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 173-222.
• Sheen Liu & Chunchi Wu, 2017, "Repo Counterparty Risk and On-/Off-the-Run Treasury Spreads," The Review of Asset Pricing Studies, Society for Financial Studies, volume 7, issue 1, pages 81-143.
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• Jennifer Conrad & M. Deniz Yavuzm, 2017, "Momentum and Reversal: Does What Goes Up Always Come Down?," Review of Finance, European Finance Association, volume 21, issue 2, pages 555-581.
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• Frans de Roon & Paul Karehnke, 2017, "A Simple Skewed Distribution with Asset Pricing Applications," Review of Finance, European Finance Association, volume 21, issue 6, pages 2169-2197.
• Truong X Duong & Zsuzsa R Huszár & Ruth S K Tan & Weina Zhang, 2017, "The Information Value of Stock Lending Fees: Are Lenders Price Takers?," Review of Finance, European Finance Association, volume 21, issue 6, pages 2353-2377.
• Pascal Busch & Stefan Obernberger, 2017, "Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 324-362.
• Martin Oehmke & Adam Zawadowski, 2017, "The Anatomy of the CDS Market," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 80-119.
• Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2017, "Toxic Arbitrage," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1053-1094.
• Dominik M. Rösch & Avanidhar Subrahmanyam & Mathijs A. van Dijk, 2017, "The Dynamics of Market Efficiency," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1151-1187.
• Avram Costin Daniel, 2017, "Some Considerations on The Role of Financial Communication Within Corporate Governance," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 398-402, June.
• Michael Ludwig & Herbert G. Mayer & Andreas W. Rathgeber & Christina Spriegel & Florian Vogg, 2017, "A truly market-value weighted commodity index," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 222-242, May, DOI: 10.1057/s41260-016-0038-z.
• Xiaoli Wang, 2017, "Will firm quality determine the relationship between stock return and idiosyncratic volatility? A new investigation of idiosyncratic volatility," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 5, pages 388-404, September, DOI: 10.1057/s41260-017-0044-9.
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• Salman Syed Ali, 2017, "Ṣukūk Default and Issues in Their Resolution: The Case of Villamar Ṣukūk," Palgrave CIBFR Studies in Islamic Finance, Palgrave Macmillan, in: Syed Aun R. Rizvi & Irum Saba, "Developments in Islamic Finance", DOI: 10.1007/978-3-319-59342-5_4.
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• Anna Wawryszuk-Misztal, 2017, "Earnings Forecasts Errors In Prospectuses: Evidence From Initial Public Offerings On The Warsaw Stock Exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 2, pages 229-243, June, DOI: 10.24136/eq.v12i2.12.
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• Darlington Osaremwinda Ogbeide & Osazee Frank Ogieva, 2017, "Modelling Share Price Behaviour in Nigeria," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 1, pages 169-186.
• Alexandru Cristian Dobre & Tatiana Ioana Stanese & Cătălin Florin Zeti & Mihai Aristotel Ungureanu, 2017, "Considerations on Investing in Index Funds," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 1, pages 67-74.
• Alexandru Cristian Dobre, 2017, "Opinions Regarding Online Investing on the US Stock Market," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 2, pages 25-30.