Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G10: General (includes Measurement and Data)

2020

• Gianluca Cassese, 2020. "Complete and Competitive Financial Markets in a Complex World," Working Papers 435, University of Milano-Bicocca, Department of Economics, revised Mar 2020.
  • Gianluca Cassese, 2020. "Complete and competitive financial markets in a complex world," Papers 2003.01055, arXiv.org.
• Christian Peitz & Yuanhua Feng & Bernard M. Gilroy & Nico Stoeckmann, 2020. "The Shanghai- Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(4), pages 427-438, April.
• Fu Qiao, 2020. "Study on Price Fluctuation of Industry Index in Chinas Stock Market Based on Empirical Mode Decomposition," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 10(5), pages 559-573, May.
• Seyed Mohammadreza Davoodalhosseini, 2020. "Optimal Taxation in Asset Markets with Adverse Selection," Staff Working Papers 20-11, Bank of Canada.
• Tibor Szendrei & Katalin Varga, 2020. "FISS – A Factor-based Index of Systemic Stress in the Financial System," Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 3-34, March.
• Paul J.J. Welfens & Kaan Celebi, 2020. "CO2 Allowance Price Dynamics and Stock Markets in EU Countries: Empirical Findings and Global CO2-Perspectives," EIIW Discussion paper disbei267, Universitätsbibliothek Wuppertal, University Library.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cyber-Attacks and Cryptocurrencies," CESifo Working Paper Series 8124, CESifo Group Munich.
• Sugata Marjit & Moushakhi Ray, 2020. "Asset Level Heterogeneity, Competition and Export Incentives: The Role of Credit Rationing," CESifo Working Paper Series 8208, CESifo Group Munich.
• Daniel Bradley & Sinan Gokkaya & Xi Liu & Roni Michaely, 2020. "Propagation of Political Information," Swiss Finance Institute Research Paper Series 20-26, Swiss Finance Institute.
• Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020. "Cross-border Investments and Uncertainty Firm-level Evidence," Working Papers 2020-03, CEPII research center.
• Maria Teresa V. D. Alves, 2020. "Do Accounting and Finance Master’s Students Apply Prospect Theory?," Revista CEA, Instituto Tecnológico Metropolitano, vol. 6(11), pages 45-69, January.
• Maria Teresa V. D. Alves, 2020. "¿Aplican los estudiantes de maestría en contabilidad y finanzas la teoría de la perspectiva?," Revista CEA, Instituto Tecnológico Metropolitano, vol. 6(11), pages 45-69, January.
• Maryam Barzegar Marvasti & Somayeh Razzaghi, 2020. "Investigating the Determinants of Financial Development in OPEC Countries: An Application of Bayesian Model Averaging Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 342-352.
• Abdul Rahman, 2020. "Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 124-131.
• Nurkhodzha Akbulaev & Etimad Rahimli, 2020. "Statistical Analysis of the Relationship between Oil Prices and Industry Index Prices," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 324-331.
• Gao, Shenghao & Brockman, Paul & Meng, Qingbin & Yan, Xuemin, 2020. "Differences of opinion, institutional bids, and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 60(C).
• Feng, Xu & Lu, Lei & Xiao, Yajun, 2020. "Shadow banks, leverage risks, and asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
• Janssen, Dirk-Jan & Li, Jiangyan & Qiu, Jianying & Weitzel, Utz, 2020. "The disposition effect and underreaction to private information," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
• Lovcha, Yuliya & Perez-Laborda, Alejandro, 2020. "Dynamic frequency connectedness between oil and natural gas volatilities," Economic Modelling, Elsevier, vol. 84(C), pages 181-189.
• Theobald, Thomas & Tober, Silke, 2020. "Euro area sovereign yield spreads as determinants of private sector borrowing costs," Economic Modelling, Elsevier, vol. 84(C), pages 27-37.
  • Thomas Theobald & Silke Tober, 2018. "Euro area sovereign yield spreads as determinants of private sector borrowing costs," IMK Working Paper 193-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Shikimi, Masayo, 2020. "Bank loan supply shocks and leverage adjustment," Economic Modelling, Elsevier, vol. 87(C), pages 447-460.
• Ramos, Sofia B. & Latoeiro, Pedro & Veiga, Helena, 2020. "Limited attention, salience of information and stock market activity," Economic Modelling, Elsevier, vol. 87(C), pages 92-108.
• Kharrat, Sabrine & Hammami, Yacine & Fatnassi, Ibrahim, 2020. "On the cross-sectional relation between exchange rates and future fundamentals," Economic Modelling, Elsevier, vol. 89(C), pages 484-501.
• Ordu-Akkaya, Beyza Mina & Soytas, Ugur, 2020. "Unconventional monetary policy and financialization of commodities," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
• Koptyug, Nikita & Persson, Lars & Tåg, Joacim, 2020. "Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  • Koptyug, Nikita & Persson, Lars & Tåg, Joacim, 2019. "Should We Worry about the Decline of the Public Corporation? A Brief Survey of the Economics and External Effects of the Stock Market," Working Paper Series 1298, Research Institute of Industrial Economics.
• Wadud, Mokhtarul & Ali Ahmed, Huson Joher & Tang, Xueli, 2020. "Factors affecting delinquency of household credit in the U.S.: Does consumer sentiment play a role?," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
• Jiang, Yonghong & Feng, Qidi & Mo, Bin & Nie, He, 2020. "Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
• Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng, 2020. "Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
• Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie, 2020. "News sentiment, credit spreads, and information asymmetry," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
• Liu, Guy & Gregoriou, Andros & Bo, Yibo, 2020. "How do markets value stock liquidity? Comparative evidence from the UK, the US, Germany and China," Economics Letters, Elsevier, vol. 186(C).
• Yun, Jaeho, 2020. "A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX," Economics Letters, Elsevier, vol. 186(C).
• Sharma, Prateek & Paul, Samit & Sharma, Swati, 2020. "What’s in a name? A lot if it has “blockchain”," Economics Letters, Elsevier, vol. 186(C).
• Kuzmina, Olga, 2020. "A model-free identification of relative risk," Economics Letters, Elsevier, vol. 190(C).
• Barone-Adesi, Giovanni & Fusari, Nicola & Mira, Antonietta & Sala, Carlo, 2020. "Option market trading activity and the estimation of the pricing kernel: A Bayesian approach," Journal of Econometrics, Elsevier, vol. 216(2), pages 430-449.
• Aït-Sahalia, Yacine & Brunetti, Celso, 2020. "High frequency traders and the price process," Journal of Econometrics, Elsevier, vol. 217(1), pages 20-45.
• Foye, James & Valentinčič, Aljoša, 2020. "Testing factor models in Indonesia," Emerging Markets Review, Elsevier, vol. 42(C).
• Tiwari, Aviral Kumar & Nasreen, Samia & Shahbaz, Muhammad & Hammoudeh, Shawkat, 2020. "Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals," Energy Economics, Elsevier, vol. 85(C).
• Nguyen, Duc Khuong & Sensoy, Ahmet & Sousa, Ricardo M. & Salah Uddin, Gazi, 2020. "U.S. equity and commodity futures markets: Hedging or financialization?," Energy Economics, Elsevier, vol. 86(C).
• Bouri, Elie & Kachacha, Imad & Roubaud, David, 2020. "Oil market conditions and sovereign risk in MENA oil exporters and importers," Energy Policy, Elsevier, vol. 137(C).
• Bose, Subir & Ladley, Daniel & Li, Xin, 2020. "The role of hormones in financial markets," International Review of Financial Analysis, Elsevier, vol. 67(C).
• Nguyen, Minh, 2020. "Collateral haircuts and bond yields in the European government bond markets," International Review of Financial Analysis, Elsevier, vol. 69(C).
• Hutchinson, Mark C. & O'Brien, John, 2020. "Time series momentum and macroeconomic risk," International Review of Financial Analysis, Elsevier, vol. 69(C).
• Xing, Kai & Yang, Xiaoguang, 2020. "Predicting default rates by capturing critical transitions in the macroeconomic system," Finance Research Letters, Elsevier, vol. 32(C).
• Takaishi, Tetsuya, 2020. "Rough volatility of Bitcoin," Finance Research Letters, Elsevier, vol. 32(C).
• Meuleman, Elien & Vander Vennet, Rudi, 2020. "Macroprudential policy and bank systemic risk," Journal of Financial Stability, Elsevier, vol. 47(C).
  • Elien Meuleman & Rudi Vander Vennet, 2019. "Macroprudential Policy And Bank Systemic Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 19/971, Ghent University, Faculty of Economics and Business Administration.
• McAdam, Chris, 2020. "Are investors compensated for their sophistication and informedness for company takeovers – An Australian study," Global Finance Journal, Elsevier, vol. 44(C).
• Goodell, John W. & Goyal, Abhinav & Hasan, Iftekhar, 2020. "Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
• Wang, Xiaodong & Han, Liang & Huang, Xing, 2020. "Bank market power and SME finance: Firm-bank evidence from European countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
• Goodell, John W. & McGee, Richard J. & McGroarty, Frank, 2020. "Election uncertainty, economic policy uncertainty and financial market uncertainty: A prediction market analysis," Journal of Banking & Finance, Elsevier, vol. 110(C).
• Rakowski, David & Shirley, Sara, 2020. "What drives the market for exchange-traded notes?," Journal of Banking & Finance, Elsevier, vol. 111(C).
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020. "Pricing individual stock options using both stock and market index information," Journal of Banking & Finance, Elsevier, vol. 111(C).
• Bats, Joost V. & Houben, Aerdt C.F.J., 2020. "Bank-based versus market-based financing: Implications for systemic risk," Journal of Banking & Finance, Elsevier, vol. 114(C).
• O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020. "On the term structure of liquidity in the European sovereign bond market," Journal of Banking & Finance, Elsevier, vol. 114(C).
• Griffith, Todd & Roseman, Brian & Shang, Danjue, 2020. "The effects of an increase in equity tick size on stock and option transaction costs," Journal of Banking & Finance, Elsevier, vol. 114(C).
• Lambert, Marie & Fays, Boris & Hübner, Georges, 2020. "Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods," Journal of Banking & Finance, Elsevier, vol. 114(C).
• Gianluca Cassese, 2020. "Complete and competitive financial markets in a complex world," Papers 2003.01055, arXiv.org.
  • Gianluca Cassese, 2020. "Complete and Competitive Financial Markets in a Complex World," Working Papers 435, University of Milano-Bicocca, Department of Economics, revised Mar 2020.
• Gyöngyi Bugár & Márta Somogyvári, 2020. "Bitcoin: Digital Illusion or a Currency of the Future?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 19(1), pages 132-153.
• Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and asset prices: an experiment," Staff Reports 548, Federal Reserve Bank of New York.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2020. "Leverage and Asset Prices: An Experiment," NBER Working Papers 26701, National Bureau of Economic Research, Inc.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2012. "Leverage and Asset Prices: An Experiment," Working Papers 1033, George Mason University, Interdisciplinary Center for Economic Science.
• Arpit Gupta & Stijn Van Nieuwerburgh & Constantine Kontokosta, 2020. "Take the Q Train: Value Capture of Public Infrastructure Projects," NBER Working Papers 26789, National Bureau of Economic Research, Inc.
• Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020. "Technological Innovation and Labor Income Risk," NBER Working Papers 26964, National Bureau of Economic Research, Inc.
• Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2020. "Is Financial Globalization in Reverse After the 2008 Global Financial Crisis? Evidence from Corporate Valuations," NBER Working Papers 27022, National Bureau of Economic Research, Inc.
• Lyubomir Georgiev & Krasimira Naydenova, 2020. "Development of the Leading Stock Markets and the Challenges to "BSE – Sofia" AD," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 223-259, May.
• Bastian von Beschwitz & Donald B Keim & Massimo Massa, 2020. "First to “Read” the News: News Analytics and Algorithmic Trading," Review of Asset Pricing Studies, Oxford University Press, vol. 10(1), pages 122-178.
• Markus Leippold & Roger Rueegg, 2020. "How Rational and Competitive Is the Market for Mutual Funds?," Review of Finance, European Finance Association, vol. 24(3), pages 579-613.
• G Andrew Karolyi & Stijn Van Nieuwerburgh, 2020. "New Methods for the Cross-Section of Returns," Review of Finance, European Finance Association, vol. 33(5), pages 1879-1890.
• Shashwat Alok & Nitin Kumar & Russ Wermers & Harrison Hong, 2020. "Do Fund Managers Misestimate Climatic Disaster Risk," Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1146-1183.
• Justin Murfin & Matthew Spiegel & Jose Scheinkman, 2020. "Is the Risk of Sea Level Rise Capitalized in Residential Real Estate?," Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1217-1255.
• G Andrew Karolyi & Stijn Van Nieuwerburgh, 2020. "New Methods for the Cross-Section of Returns," Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 1879-1890.
• Kin-Boon Tang & Shao-Jye Wong & Shih-Kuei Lin & Szu-Lang Liao, 2020. "Excess volatility and market efficiency in government bond markets: the ASEAN-5 context," Journal of Asset Management, Palgrave Macmillan, vol. 21(2), pages 154-165, March.
• Cristiano Zazzara, 2020. "The new OTC derivatives landscape: (more) transparency, liquidity, and electronic trading," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(2), pages 170-187, June.
• Aleksandra Pieloch-Babiarz, 2020. "Characteristics identifying the companies conducting different dividend policy: evidence from Poland," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 15(1), pages 63-85, March.
• Siddiqi, Hammad, 2020. "Resource allocation in the brain and the equity premium puzzle," MPRA Paper 100432, University Library of Munich, Germany.
• Dumitriu, Ramona & Stefanescu, Răzvan, 2020. "The Extended Holiday Effect on US capital market," MPRA Paper 100463, University Library of Munich, Germany, revised 17 May 2020.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2020. "Introducere în analiza anomaliilor calendaristice, Partea a doua
  [An Introduction to the Analysis of the Calendar Anomalies, Part 2]," MPRA Paper 97961, University Library of Munich, Germany.
• Tevdovski, Dragan & Stojkoski, Viktor, 2020. "What is behind extreme negative returns co-movement in the South Eastern European stock markets?," MPRA Paper 98227, University Library of Munich, Germany.
• Yashin, Pete, 2020. "Закон Сохранения Реального Богатства И Рост Неравенства
  [Law of conservation of real wealth and rising inequality]," MPRA Paper 99274, University Library of Munich, Germany.
• Yashin, Pete, 2020. "Law of conservation of real wealth and rising inequality," MPRA Paper 99308, University Library of Munich, Germany.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2020. "Efectul Turn-of-the-Year pe piaţa valutară din România
  [The Turn-of-the-Year Effect in the Romanian foreign exchange market]," MPRA Paper 99365, University Library of Munich, Germany, revised 30 Mar 2020.
• Yashin, Pete, 2020. "Virtual wealth is growing," MPRA Paper 99610, University Library of Munich, Germany.
• Dumitriu, Ramona & Stefanescu, Răzvan, 2020. "Provocări pentru Finanţele Comportamentale în contextul COVID-19
  [Some challenges for the Behavioral Finance in the Context of COVID-19]," MPRA Paper 99675, University Library of Munich, Germany, revised 16 Apr 2020.
• Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0830, Department of Economics, Tufts University.
  • Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.
• Siphumlile Mangisa & Sonali Das & Rangan Gupta, 2020. "Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets," Working Papers 202012, University of Pretoria, Department of Economics.
• Elie Bouri & Riza Demirer & David Gabauer & Rangan Gupta, 2020. "Sentiment and Financial Market Connectedness: The Role of Investor Happiness," Working Papers 202022, University of Pretoria, Department of Economics.
• Mercan Hatipoglu, 2020. "Revisiting Linkages between Stock Prices and Real Activity in OECD Countries: Does Finance Respond to Changing Situation of Economy?," Prague Economic Papers, University of Economics, Prague, vol. 2020(1), pages 105-126.
• Mohammad Enamul Hoque & Mohd Azlan Shah Zaidi, 2020. "Impacts of Global-Economic-Policy Uncertainty on Emerging Stock Market: Evidence from Linear and Non-Linear Models," Prague Economic Papers, University of Economics, Prague, vol. 2020(1), pages 53-66.
• Chen, Fan & Ramaya, Krishnan & Wu, Wei, 2020. "The wealth effects of merger and acquisition announcements on bondholders: New evidence from the over-the-counter market," Journal of Economics and Business, Elsevier, vol. 107(C).
• Wang, Xue & Yan, Xuemin (Sterling) & Zheng, Lingling, 2020. "Shorting flows, public disclosure, and market efficiency," Journal of Financial Economics, Elsevier, vol. 135(1), pages 191-212.
• Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2020. "Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns," Journal of Financial Economics, Elsevier, vol. 135(3), pages 725-753.
• Ali, Usman & Hirshleifer, David, 2020. "Shared analyst coverage: Unifying momentum spillover effects," Journal of Financial Economics, Elsevier, vol. 136(3), pages 649-675.
  • Usman Ali & David Hirshleifer, 2018. "Shared Analyst Coverage: Unifying Momentum Spillover Effects," NBER Working Papers 25201, National Bureau of Economic Research, Inc.
• Chung, Kee H. & Lee, Albert J. & Rösch, Dominik, 2020. "Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program," Journal of Financial Economics, Elsevier, vol. 136(3), pages 879-899.
• Bahmani-Oskooee, Mohsen & Ghodsi, Seyed Hesam & Hadzic, Muris, 2020. "Asymmetric causality between stock returns and usual hedges: An industry-level analysis," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2020. "Crisis transmission: Visualizing vulnerability," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
• Li, Cong-Cong & Xu, Hai-Chuan & Zhou, Wei-Xing, 2020. "News coverage and portfolio returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
• Ahmed, Walid M.A., 2020. "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
• Orrell, David, 2020. "A quantum model of supply and demand," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
• Franke, Maximilian, 2020. "Do market participants misprice lottery-type assets? Evidence from the European soccer betting market," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 1-18.
• Nourzad, Farrokh & Hunter, William & Szczesniak, Katherine, 2020. "Securitization of revolving debt and its determinants," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 240-246.
• Yun, Jaeho, 2020. "Variance risk premium in a small open economy with volatile capital flows: The case of Korea," International Review of Economics & Finance, Elsevier, vol. 65(C), pages 105-125.
• Hoang, Trang Cam & Pham, Huy & Ramiah, Vikash & Moosa, Imad & Le, Danh Vinh, 2020. "The effects of information disclosure regulation on stock markets: Evidence from Vietnam," Research in International Business and Finance, Elsevier, vol. 51(C).
• Torun, Erdost & Chang, Tzu-Pu & Chou, Ray Y., 2020. "Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test," Research in International Business and Finance, Elsevier, vol. 52(C).
• Boamah, Nicholas Addai & Akotey, Joseph Oscar & Aaawaar, Godfred, 2020. "Economic engagement and within emerging markets integration," Research in International Business and Finance, Elsevier, vol. 52(C).
• Gao, Ya & Xiong, Xiong & Feng, Xu, 2020. "Responsible investment in the Chinese stock market," Research in International Business and Finance, Elsevier, vol. 52(C).
• Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros, 2020. "Price discovery in bitcoin futures," Research in International Business and Finance, Elsevier, vol. 52(C).
• Nguyen, Cuong & Hoang, Lai & Shim, Jungwook & Truong, Phuong, 2020. "Internet search intensity, liquidity and returns in emerging markets," Research in International Business and Finance, Elsevier, vol. 52(C).
• Marta Maciejasz-Swiatkiewicz & Robert Poskart, 2020. "Cryptocurrency Perception Within Countries: A Comparative Analysis," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 186-203.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "Credit, banking fragility and economic performance," Documents de Travail de l'OFCE 2020-03, Observatoire Francais des Conjonctures Economiques (OFCE).
• Bin Wei & Vivian Z. Yue, 2020. "The Federal Reserve's Liquidity Backstops to the Municipal Bond Market during the COVID-19 Pandemic," Policy Hub 2020-5, Federal Reserve Bank of Atlanta.
• Caliskan, M. M. Tuncer & Kirer Silva Lecuna, Hale, 2020. "The Determinants of Banking Sector Profitability in Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(1), pages 161-167, January.
• Ozbey, Fela & Paksoy, Semin, 2020. "Estimation of the XU100 Index Return Volatility with the Integration of GARCH Family Models and ANN," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(2), pages 385-396, April.
• Sengul Gunes, Gulnaz & Tanrivermis, Harun, 2020. "A Research on Real Estate Investment Fund Managers in Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 11(2), pages 431-444, April.
• Choi, Gongpil, 2020. "Cross-Border Asset Pledgeability for Enhanced Financial Stability," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 24(1), pages 89-124, March.
• Salathe, Tyler & McDonald, James, 2020. "Wealth management in the age of digital assets: How financial advisors can find opportunities amongst disruption," Journal of Financial Transformation, Capco Institute, vol. 51, pages 28-33.
• Zura Kakushadze & Willie Yu, 2020. "Machine Learning Treasury Yields," Bulletin of Applied Economics, Risk Market Journals, vol. 7(1), pages 1-65.
• Conall O'Sullivan & Vassilios G. Papavassiliou, 2020. "On the term structure of liquidity in the European sovereign bond market," Open Access publications 10197/11287, Research Repository, University College Dublin.
• Baah Aye Kusi & Lydia Adzobu & Alex Kwame Abasi & Kwadjo Ansah-Adu, 2020. "Sectoral Loan Portfolio Concentration and Bank Stability: Evidence from an Emerging Economy," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(1), pages 66-99, April.
• Nima Nonejad, 2020. "Does the price of crude oil help predict the conditional distribution of aggregate equity return?," Empirical Economics, Springer, vol. 58(1), pages 313-349, January.
• Marzieh Ronaghi & Michael Reed & Sayed Saghaian, 2020. "The impact of economic factors and governance on greenhouse gas emission," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 22(2), pages 153-172, April.
• Alexander Schiller & René-Ojas Woltering & Steffen Sebastian, 2020. "Is the flow-performance relationship really convex? - The impact of data treatment and model specification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(2), pages 300-320, April.
• David Vidal-Tomás & Simone Alfarano, 2020. "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
  • David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Vidal-Tomás, David & Alfarano, Simone, 2018. "An agent based early warning indicator for financial market instability," MPRA Paper 89693, University Library of Munich, Germany.
• Sakhr Miss & Michel Charifzadeh & Tim A. Herberger, 2020. "Revisiting the monday effect: a replication study for the German stock market," Management Review Quarterly, Springer, vol. 70(2), pages 257-273, May.
• Zheng, Hannan & Schwenkler, Gustavo, 2020. "The network of firms implied by the news," ESRB Working Paper Series 108, European Systemic Risk Board.
• Aida Tatibekova & Mukhtar Bubeyev, 2020. "How regulation of bank capital adequacy and liquidity affects pricing of bonds of the banks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 7(3), pages 1708-1722, March.
• Edmunds ÄŒižo & Olga Lavrinenko & Svetlana Ignatjeva, 2020. "Determinants of financial development of the EU countries in the period 1995-2017," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, vol. 2(2), pages 505-522, June.
• Patrik Kupkovic & Martin Suster, 2020. "Identifying the Financial Cycle in Slovakia," Working and Discussion Papers WP 2/2020, Research Department, National Bank of Slovakia.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2020. "Impact of global uncertainty on the global economy and large developed and developing economies," Applied Economics, Taylor & Francis Journals, vol. 52(22), pages 2392-2407, May.
  • 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 2017-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Wensheng, Kang & Ratti, Ronald & Vespignani, Joaquin, 2017. "Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies," MPRA Paper 82188, University Library of Munich, Germany.
  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers 2017-01, University of Tasmania, Tasmanian School of Business and Economics.
  • 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 303, Federal Reserve Bank of Dallas, revised 01 Jan 2017.
• Böhm, Hannes & Schaumburg, Julia & Tonzer, Lena, 2020. "Financial linkages and sectoral business cycle synchronisation: Evidence from Europe," IWH Discussion Papers 2/2020, Halle Institute for Economic Research (IWH).
  • Hannes Boehm & Julia Schaumburg & Lena Tonzer, 2020. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," Tinbergen Institute Discussion Papers 20-008/III, Tinbergen Institute.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020. "The Big Bang: Stock Market Capitalization in the Long Run," CEPR Discussion Papers 14468, C.E.P.R. Discussion Papers.
• Koster, Hans R.A., 2020. "The Welfare Effects of Greenbelt Policy: Evidence from England," CEPR Discussion Papers 14546, C.E.P.R. Discussion Papers.
• Heath, Davidson & Ringgenberg, Matthew & Samadi, Mehrdad & Werner, Ingrid M, 2020. "Reusing Natural Experiments," CEPR Discussion Papers 14710, C.E.P.R. Discussion Papers.
• Joost Bats, 2020. "Corporates' dependence on banks: The impact of ECB corporate sector purchases," DNB Working Papers 667, Netherlands Central Bank, Research Department.
• Smith, Kevin & So, Eric C., 2020. "Measuring Risk Information," Research Papers 3857, Stanford University, Graduate School of Business.
• Michiel De Pooter & Giovanni Favara & Michele Modugno & Jason J. Wu, 2020. "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series 2020-032, Board of Governors of the Federal Reserve System (U.S.).
• Andrew Y. Chen & Mihail Velikov, 2020. "Zeroing in on the Expected Returns of Anomalies," Finance and Economics Discussion Series 2020-039, Board of Governors of the Federal Reserve System (U.S.).
• Huixin Bi & Jacob Dice & Chaitri Gulati & W. Blake Marsh, 2020. "Understanding the Recent Rise in Municipal Bond Yields," Economic Bulletin, Federal Reserve Bank of Kansas City, issue May 27, 2, pages 1-4, May.
• Oyvat, Cem, 2020. "The role of global finance in the provisioning of social infrastructure and the welfare state," Greenwich Papers in Political Economy 26750, University of Greenwich, Greenwich Political Economy Research Centre.
• Jean-Marie CARDEBAT & Philippe MASSET & Jean-Philippe WEISSKOPF, 2020. "Covid-19 and fine wines: the ‘perfect blend’ for a severe headache?," Bordeaux Economics Working Papers 2020-05, Groupe de Recherche en Economie Théorique et Appliquée (GREThA).
• Elena Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi, 2020. "Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds ," Working Papers hal-02507499, HAL.
• Sangyup Choi & Junhyeok Shin, 2020. "Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics," Working papers 2020rwp-167, Yonsei University, Yonsei Economics Research Institute.
• Hannes Boehm & Julia Schaumburg & Lena Tonzer, 2020. "Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe," Tinbergen Institute Discussion Papers 20-008/III, Tinbergen Institute.
  • Böhm, Hannes & Schaumburg, Julia & Tonzer, Lena, 2020. "Financial linkages and sectoral business cycle synchronisation: Evidence from Europe," IWH Discussion Papers 2/2020, Halle Institute for Economic Research (IWH).
• Schnabl, Gunther & Sonnenberg, Nils, 2020. "Monetary policy, financial regulation and financial stability: A comparison between the Fed and the ECB," Working Papers 166, University of Leipzig, Faculty of Economics and Management Science.
• Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto, 2020. "High-frequency trading during flash crashes: Walk of fame or hall of shame?," SAFE Working Paper Series 270, Leibniz Institute for Financial Research SAFE.
• Doh-Khul Kim & Najrin Khanom, 2020. "The Role Of Dividends In Equity Markets: Evidence From Sectoral-Level Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 14(1), pages 23-34.
• Roberto Riccò & Barbara Rindi & Duane J. Seppi, 2020. "Information, Liquidity, and Dynamic Limit Order Markets," Working Papers 660, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• João Tovar Jalles, 2020. "Financial Crises and Climate Change," Working Papers REM 2020/0131, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli, 2019. "Populism, Political Risk and the Economy: Lessons from Italy," Boston College Working Papers in Economics 989, Boston College Department of Economics, revised 28 Apr 2020.
  • Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio, 2020. "Populism, Political Risk and the Economy: Lessons from Italy," IZA Discussion Papers 12929, Institute of Labor Economics (IZA).
• Andrew Phiri, 2020. "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, vol. 53(1), pages 171-193, February.
  • Phiri, Andrew, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper 85826, University Library of Munich, Germany.
  • Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
• M. Sriram, 2020. "Do firm specific characteristics and industry classification corroborate voluntary disclosure of financial ratios: an empirical investigation of S&P CNX 500 companies," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 24(2), pages 431-448, June.
• Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020. "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 247-272, January.
  • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Oil Shocks and Volatility Jumps," Working Papers 201825, University of Pretoria, Department of Economics.
• Min Liu, 2020. "Real and accrual-based earnings management in the pre- and post- engagement partner signature requirement periods in the United Kingdom," Review of Quantitative Finance and Accounting, Springer, vol. 54(3), pages 1133-1161, April.
• Douglas W. Blackburn & Nusret Cakici, 2020. "Tangible and intangible information in emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1509-1527, May.

2019

• Ilia Kuchin & Gennady Baranovskii & Yury Dranev & Alexander Chulok, 2019. "Does Green Bonds Placement Create Value For Firms?," HSE Working papers WP BRP 101/STI/2019, National Research University Higher School of Economics.
• Konishi, Masaru & Yoshida, Takashi, 2019. "The Prewar Financial System and the Dynamics of Corporate Financing," Working Paper Series G-1-20, Hitotsubashi University Center for Financial Research.
• Lynda S. Livingston, 2019. "Skewness, Cryptocurrency, And Peer-Topeer Loans: An Asset Allocation Exercise For A Unique Student-Managed Fund," Business Education and Accreditation, The Institute for Business and Finance Research, vol. 11(1), pages 29-50.
• Gregory Arburn & Laura Harper, 2019. "Derivatives Markets And Managed Money: Implications For Price Discovery," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 13(1), pages 53-61.
• Johannes M. Gerlach & Julia K. T. Lutz, 2019. "Evidence On Usage Behavior And Future Adoption Intention Of Fintechs And Digital Finance Solutions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 13(2), pages 83-105.
• Mario Aceves Mejia & Rufina Georgina Hernandez Contreras & Luis Alejandro Louvier Hernandez & Jose Francisco Tenorio Martinez & Cesar Daniel Nolasco Perez, 2019. "Impulse-Response Relationship Between Economic Growth And Sectorial Stock Market Dynamic, Mexico 1998-2018 Relacion Impulso-Respuesta Entre Crecimiento Economico Y Dinamica Bursatil Sectorial, Mexico ," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 12(1), pages 21-40.
• Ahmad Jawad & Klein Christian, 2019. "Islamic Banking And Economic Growth: Applying The Conventional Hypothesis," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 5(1), pages 1-26, February.
• Ansari, Md Gyasuddin & Sensarma, Rudra, 2019. "US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?," Economic Analysis and Policy, Elsevier, vol. 64(C), pages 130-151.
  • Md Gyasuddin Ansari & Rudra Sensarma, 2019. "US Monetary Policy, Oil and Gold Prices: Which has a greater impact on BRICS Stock Markets?," Working papers 343, Indian Institute of Management Kozhikode.
• Jin, Dunhong & Kacperczyk, Marcin & Kahraman, Bige & Suntheim, Felix, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," CEPR Discussion Papers 13929, C.E.P.R. Discussion Papers.
  • Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," IMF Working Papers 19/227, International Monetary Fund.
• Roberto Joaquín Santillán-Salgado & Humberto Valencia-Herrera, 2019. "The Real Estate Investment Trust Industry and the Financial Crisis: Modeling Volatility (1985-2016)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(2), pages 169-188, Abril-Jun.
• Ana Lorena Jiménez Preciado & Salvador Cruz Aké & César Gurrola Ríos, 2019. "HUELUM Trading System: A Low-Frequency Algorithm Proposal," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(4), pages 651-669, Octubre -.
• Luis Ignacio Román de la Sancha & Federico Hernández Álvarez & Gabriel Rodríguez García, 2019. "Co-movimientos entre los Índices Accionarios y los Ciclos Económicos de Estados Unidos y México," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(4), pages 693-714, Octubre -.
• Francisco López-Herrera & Domingo Rodríguez Benavides & César Gurrola Ríos, 2019. "Spillovers entre el S&Poor500 y los principales EMBIG latinoamericanos," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 14(PNEA), pages 527-540, Agosto 20.
• Jorge Pérez-Rodríguez & Emilio Gómez-Déniza & Simón Sosvilla-Rivero, 2019. "“Testing for private information using trade duration models with unobserved market heterogeneity: The case of Banco Popular”," IREA Working Papers 201907, University of Barcelona, Research Institute of Applied Economics, revised Apr 2019.
• Helena Chuliá & Jorge M. Uribe, 2019. "“Expected, Unexpected, Good and Bad Uncertainty"," IREA Working Papers 201919, University of Barcelona, Research Institute of Applied Economics, revised Nov 2019.
• António Afonso & João Tovar Jalles & Mina Kazemi, 2019. "The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU," EconPol Working Paper 22, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
  • António Afonso & João Tovar Jalles & Mina Kazemi, 2019. "The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU," Working Papers REM 2019/67, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Antonio Afonso & Joao Tovar Jalles, 2019. "Sovereign Ratings and Finance Ministers' Characteristics," Economics Bulletin, AccessEcon, vol. 39(4), pages 2999-3010.
  • António Afonso & João Tovar Jalles, 2019. "Sovereign Ratings and Finance Ministers’ Characteristics," Working Papers REM 2019/72, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Seng Ratny & M. M. Fonseka & Gao-Liang Tian, 2019. "Access To External Financing And Firm Investment Efficiency: Evidence from China," Journal of Developing Areas, Tennessee State University, College of Business, vol. 53(2), pages 109-122, April-Jun.
• YaÄŸmur AKARSU & Nur DÄ°LBAZ ALACAHAN, 2019. "Exchange Rate Risk And An Evaluation In Terms Of Turkey Economy," JOURNAL OF LIFE ECONOMICS, Rating Academy, vol. 6(1), pages 79-90, January.
• Mehran Azimi & Anup Agrawal, 2019. "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning," 2019 Papers paz108, Job Market Papers.
• Dilip B. Madan & Wim Schoutens, 2019. "Conic asset pricing and the costs of price fluctuations," Annals of Finance, Springer, vol. 15(1), pages 29-58, March.
• Winston Buckley & Sandun Perera, 2019. "Optimal demand in a mispriced asymmetric Carr–Geman–Madan–Yor (CGMY) economy," Annals of Finance, Springer, vol. 15(3), pages 337-368, September.
• Tomoyuki Ichiba & Michael Ludkovski & Andrey Sarantsev, 2019. "Dynamic contagion in a banking system with births and defaults," Annals of Finance, Springer, vol. 15(4), pages 489-538, December.
• Kedar nath Mukherjee, 2019. "Demystifying Yield Spread on Corporate Bonds Trades in India," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(2), pages 253-284, June.
• Pedro Vergel Eleuterio & Lovjit Thukral, 2019. "Programming Language Choices for Algo Traders: The Case of Pairs Trading," Computational Economics, Springer;Society for Computational Economics, vol. 53(4), pages 1443-1449, April.
• Fredj Jawadi, 2019. "Introduction to Advanced Statistical Analyses for Computational Economics and Finance," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 1-3, June.
• Stelios Bekiros & Nikolaos Loukeris & Nikolaos Matsatsinis & Frank Bezzina, 2019. "Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 647-667, August.
• Niyati Bhanja & Arif Billah Dar, 2019. "Stock returns and inflation: a tale of two periods in India," Economic Change and Restructuring, Springer, vol. 52(4), pages 413-438, November.
• Dirk-Jan Janssen & Sascha Füllbrunn & Utz Weitzel, 2019. "Individual speculative behavior and overpricing in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 653-675, September.
• Gianluca Piero Maria Virgilio, 2019. "High-frequency trading: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 33(2), pages 183-208, June.
• Aida Sijamic Wahid, 2019. "The Effects and the Mechanisms of Board Gender Diversity: Evidence from Financial Manipulation," Journal of Business Ethics, Springer, vol. 159(3), pages 705-725, October.
• Shantaram Hegde & Tingyu Zhou, 2019. "Predicting Accounting Misconduct: The Role of Firm-Level Investor Optimism," Journal of Business Ethics, Springer, vol. 160(2), pages 535-562, December.
• Gerhard Sorger, 2019. "Bubbles and cycles in the Solow–Swan model," Journal of Economics, Springer, vol. 127(3), pages 193-221, August.
• Moritz Wagner & Dimitris Margaritis, 2019. "Late Trading in Mutual Fund Shares – The Sequel?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(1), pages 89-109, February.
• Christophe J. Godlewski, 2019. "Debt Renegotiation and the Design of Financial Contracts," Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 191-215, June.
  • Christophe J. GODLEWSKI, 2016. "Debt renegotiation and the design of financial contracts," Working Papers of LaRGE Research Center 2016-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Lin Tian & Liang Han, 2019. "How local is local? Evidence from bank competition and corporate innovation in U.S," Review of Quantitative Finance and Accounting, Springer, vol. 52(1), pages 289-324, January.
• Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud, 2019. "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 901-921, April.
• Zhangkai Huang & Jinyu Liu & Guangrong Ma, 2019. "Distance, transportation and the underpricing of IPOs," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 991-1009, May.
• Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019. "The Credit Default Swap market contagion during recent crises: international evidence," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 1-46, July.
  • Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print hal-01572510, HAL.
• Mei-Chen Lin & Po-Hsin Ho & Hsiang-Lin Chih, 2019. "Effects of managerial overconfidence on analyst recommendations," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 73-99, July.
• J. Douglas Hanna & Zining Li & Wayne Shaw, 2019. "Banks’ deferred tax assets during the financial crisis," Review of Quantitative Finance and Accounting, Springer, vol. 53(2), pages 527-550, August.
• Qing L. Burke & Tim V. Eaton & Mengying Wang, 2019. "Trade liberalization and conditional accounting conservatism: evidence from import competition," Review of Quantitative Finance and Accounting, Springer, vol. 53(3), pages 811-844, October.
• Reabetswe Kgoroeadira & Andrew Burke & André Stel, 2019. "Small business online loan crowdfunding: who gets funded and what determines the rate of interest?," Small Business Economics, Springer, vol. 52(1), pages 67-87, January.
• Siva Kiran & Prabhakar Rao.R, 2019. "Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 22(72), pages 60-77, June.
• Oscar Becerra & Luis Fernando Melo, 2008. "Medidas De Riesgo Financiero Usando Cópulas: Teoría Y Aplicaciones," BORRADORES DE ECONOMIA 004523, BANCO DE LA REPÚBLICA.
  • Becerra, Oscar & Melo-Velandia, Luis Fernando, 2019. "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Working papers 7, Red Investigadores de Economía.
  • Oscar Becerra & Luis Fernando Melo, 2008. "Medidas de riesgo financiero usando cópulas: teoría y aplicaciones," Borradores de Economia 489, Banco de la Republica de Colombia.
• Melo, Luis F. & Loaiza, Rubén A. & Villamizar-Villegas, Mauricio, 2016. "Bayesian combination for inflation forecasts: The effects of a prior based on central banks’ estimates," Economic Systems, Elsevier, vol. 40(3), pages 387-397.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," BORRADORES DE ECONOMIA 012323, BANCO DE LA REPÚBLICA.
  • Melo-Velandia, Luis Fernando & Loaiza, Rubén & Villamizar-Villegas, Mauricio, 2019. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Working papers 8, Red Investigadores de Economía.
  • Luis F. Melo Velandia & Rubén A. Loaiza Maya & Mauricio Villamizar-Villegas, 2014. "Bayesian Combination for Inflation Forecasts: The Effects of a Prior Based on Central Banks’ Estimates," Borradores de Economia 853, Banco de la Republica de Colombia.
• Hu, Maggie Rong & Li, Xiaoyang & Shi, Yang, 2019. "Adverse Selection and Credit Certificates: Evidence from a P2P Platform," ADBI Working Papers 942, Asian Development Bank Institute.
• Ozgul, Ali Ulvi & Kahraman, Ibrahim Korkmaz, 2019. "Short-Term Reaction of BİST Indexes to Shocks: A Macro Analysis," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 10(1), pages 55-75, January.
• Demez, Selim & Kizilkaya, Oktay & Dag, Mehmet, 2019. "Relationship Between Financial Development and Growth: Bootstrap Causality Analysis for Turkey," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 10(3), pages 617-628, May.
• Tastan, Huseyin & Gungor, Arifenur, 2019. "Macroeconomic Fundamentals of Turkey Stock Market Volatility," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 10(4), pages 823-832, July.
• Koc, Yasemin Deniz & Celik, Sibel & Celikkol, Hakan, 2019. "The Stock Price Behavior of Participation Index Firms: The Event Study on Borsa Istanbul," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 10(4), pages 845-853, July.
• Jalili, Zahra & Bishak, Mohammad Reza Salmani & Azad, Ali Motafakker & Salmani, Behzad & Haghighat, Jaafar, 2019. "Resource-Economic Growth Nexus, Role of Governance, Financial Development, Globalization, and War: A Dynamic Approach," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 34(3), pages 520-545.
• Kahf, Monzer & Al-Hajjaji, Eman Mohammed, 2019. "Analysis of Sharī‘ah Based Equity Screenings: Developing a Sharī‘ah-Compliant Index for Qatar Stock Exchange," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 26, pages 1-41.
• Marwan, Syed & Haneef, Mohamed Aslam, 2019. "Does doing good pay off?," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 27, pages 23-37.
• Al-Harbi, Ahmad, 2019. "The determinants of conventional banks profitability in developing and underdeveloped OIC countries," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 24(47), pages 4-28.
• Goforth, Carol, 2019. "U.S. Law: Crypto Is Money, Property, A Commodity, And A Security, All At The Same Time," Journal of Financial Transformation, Capco Institute, vol. 49, pages 102-109.
• Sadeghi Shahdani, Mahdi & Mohseni, Hossein, 2019. "Exchange Rate Volatility Spillovers to Iran Capital Market," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(1), pages 77-96, May.
• Miraskari, Seyed Reza & Ranji, Fariborz & Mousavini, Sayedmorteza, 2019. "Analyzing the Effect of Macroeconomic Variables on the Insolvency Risk of Iranian Bank," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 6(2), pages 29-46, August.
• BAŞCI, Esref Savaş, 2019. "Firm Valuation Concept And Discounted Cash Flow Method: A Comparison Of Stock Markets," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 19(2), pages 51-60.
• Tsoukalas Asterios & Drimpetas Evaggelos & Geronikolaou George, 2019. "Identifying Black Swans in the Athens Stock Exchange," Bulletin of Applied Economics, Risk Market Journals, vol. 6(1), pages 111-122.
• Zura Kakushadze & Willie Yu, 2019. "Altcoin-Bitcoin Arbitrage," Bulletin of Applied Economics, Risk Market Journals, vol. 6(1), pages 87-110.
• Zura Kakushadze, 2019. "Healthy. . .Distress. . . Default," Journal of Risk & Control, Risk Market Journals, vol. 6(1), pages 113-119.
• Zura Kakushadze & Willie Yu, 2019. "Machine Learning Risk Models," Journal of Risk & Control, Risk Market Journals, vol. 6(1), pages 37-64.
• Kinateder, Harald & Papavassiliou, Vassilios G., 2019. "Sovereign bond return prediction with realized higher moments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 53-73.
  • Harald Kinateder & Vassilios G. Papavassiliou, 2019. "Sovereign bond return prediction with realized higher moments," Open Access publications 10197/11286, Research Repository, University College Dublin.
• N. Red’kin M. & Н. Редькин М., 2019. "Оптимизация инвестиционного портфеля на российском фондовом рынке в контексте поведенческой теории // Investment Portfolio Optimization on Russian Stock Market in Context of behavioral theory," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 23(4), pages 99-116.
• Takayasu Ito, 2019. "Monetary Policy Expectations and Money Market in Japan : Analysis of Non-traditional Monetary Policy Regimes," Proceedings of International Academic Conferences 8710640, International Institute of Social and Economic Sciences.
• Youngsoo Kim & Jung Chul Park, 2019. "Presidential Power and Stock Returns," Proceedings of International Academic Conferences 8710820, International Institute of Social and Economic Sciences.
• SATISH KUMAR & Nisha Goyal, 2019. "Exploring Behavioural Biases among Indian Investors: A Qualitative Inquiry," Proceedings of International Academic Conferences 9010790, International Institute of Social and Economic Sciences.
• Dorika Jeremiah Mwamtambulo, 2019. "Herding Behaviours in Poland and Tanzania," Proceedings of International Academic Conferences 9011210, International Institute of Social and Economic Sciences.
• Ek-anong Tangrukwaraskul & Kiriya Kulchanarat, 2019. "Comparative Analysis of Financial Performance of Healthcare Firms in the Stock Exchange of Thailand using TOPSIS Technique," Proceedings of International Academic Conferences 9711727, International Institute of Social and Economic Sciences.
• Krzysztof Echaust, 2019. "How do market movements affect options prices?," Proceedings of International Academic Conferences 9912275, International Institute of Social and Economic Sciences.
• Rodríguez Benavides, Domingo & Venegas Martínez, Francisco & Hoyos Reyes, Luis Fernando, 2019. "Impacto de la volatilidad del precio internacional del petróleo en los rendimientos accionarios de los principales mercados de América Latina / Impact of International Oil Price Volatility on the Main," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, vol. 9(2), pages 129-161, julio-dic.
• Daniel Sales Casula & Rodrigo De-Losso, 2019. "Short Selling, the supply side: are lenders price makers?," Working Papers, Department of Economics 2019_53, University of São Paulo (FEA-USP).
• Necla Ilter Kucukcolak & Figen Buyukakin & Recep Ali Kucukcolak, 2019. "Liquidity Risk Management in Islamic Banking: Comparative Analysis with SUR Methodology for Turkey," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, vol. 8(4), pages 54-71, December.
• Edward W. Sun & Timm Kruse & Yi-Ting Chen, 2019. "Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity," Annals of Operations Research, Springer, vol. 281(1), pages 315-347, October.
• Giulia Livieri & Maria Elvira Mancino & Stefano Marmi, 2019. "Asymptotic results for the Fourier estimator of the integrated quarticity," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(2), pages 471-502, December.
• Dilip B. Madan & Sofie Reyners & Wim Schoutens, 2019. "Advanced model calibration on bitcoin options," Digital Finance, Springer, vol. 1(1), pages 117-137, November.
• Bahar Şen Doğan & Murat Midiliç, 2019. "Forecasting Turkish real GDP growth in a data-rich environment," Empirical Economics, Springer, vol. 56(1), pages 367-395, January.
• Sercan Demiralay & Selcuk Bayraci & H. Gaye Gencer, 2019. "Time-varying diversification benefits of commodity futures," Empirical Economics, Springer, vol. 56(6), pages 1823-1853, June.
• William J. Hippler & Shadiya Hossain & M. Kabir Hassan, 2019. "Financial crisis spillover from Wall Street to Main Street: further evidence," Empirical Economics, Springer, vol. 56(6), pages 1893-1938, June.
• Anoop S Kumar & Taufeeq Ajaz, 2019. "Co-movement in crypto-currency markets: evidences from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-17, December.
• Huma Nawaz, 2019. "An investigation into factors that determine the growth rate in the Islamic banking and finance," Future Business Journal, Springer, vol. 5(1), pages 1-15, December.
• Somayeh Madadpour & Mohsen Asgari, 2019. "The puzzling relationship between stocks return and inflation: a review article," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 66(2), pages 115-145, June.
• Miroslav Mateev & Elena Marinova, 2019. "Relation between Credit Default Swap Spreads and Stock Prices: A Non-linear Perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 1-26, January.
• Nassar S. Al-Nassar & Razzaque H. Bhatti, 2019. "Are common stocks a hedge against inflation in emerging markets?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 421-455, July.
• Miroslav Mateev, 2019. "Volatility relation between credit default swap and stock market: new empirical tests," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(4), pages 681-712, October.
• Mohsen Bahmani-Oskooee & Sujata Saha, 2019. "On the effects of policy uncertainty on stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(4), pages 764-778, October.
• Liyun Zhou & Chunpeng Yang, 2019. "Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 14(4), pages 859-890, December.
• Yangyang Chen & Rui Ge & Henock Louis & Leon Zolotoy, 2019. "Stock liquidity and corporate tax avoidance," Review of Accounting Studies, Springer, vol. 24(1), pages 309-340, March.
• Thomas Johann & Stefan Scharnowski & Erik Theissen & Christian Westheide & Lukas Zimmermann, 2019. "Liquidity in the German Stock Market," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 71(4), pages 443-473, October.
  • Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019. "Liquidity in the German stock market," CFR Working Papers 19-02, University of Cologne, Centre for Financial Research (CFR).
• Smile Dube, 2019. "GARCH Modelling of Conditional Correlations and Volatility of Exchange rates in BRICS Countries," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(1), pages 1-7.
• Guagliano, Claudia & Mazzacurati, Julien & Kenny, Oisin & Braunsteffer, Achim, 2019. "Use of credit default swaps by UCITS funds: evidence from EU regulatory data," ESRB Working Paper Series 95, European Systemic Risk Board.
• Araujo, Aloisio & Gama, Juan Pablo & Novinski, Rodrigo & Pascoa, Mario R., 2019. "Endogenous discounting, wariness, and efficient capital taxation," Journal of Economic Theory, Elsevier, vol. 183(C), pages 520-545.
  • Aloisio Araujo & Juan Pablo Gamay & Rodrigo Novinskiz & Mario R. Pascoa, 2019. "Endogenous Discounting, Wariness, and Effcient Capital Taxation," School of Economics Discussion Papers 0619, School of Economics, University of Surrey.
• Araujo, Aloisio & Gama, Juan Pablo & Pascoa, Mario Rui, 2019. "Crashing of efficient stochastic bubbles," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 136-143.
  • Aloisio Araujo & Juan Pablo Gama & Mario R. Pascoa, 2019. "Crashing of Efficient Stochastic Bubbles," School of Economics Discussion Papers 0819, School of Economics, University of Surrey.
• Dilesha Nawadali Rathnayake & Diby Francois Kassi & Pierre Axel Louembé & Gang Sun & Ding Ning, 2019. "Does Corporate Ownership matter for Firm Performance? Evidence from Chinese Stock Exchanges," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 96-107.
• Necla Ilter Kucukcolak, 2019. "Evaluation of Commodity Market Experiences: More Than a Design Issue," International Journal of Economics and Financial Issues, Econjournals, vol. 9(1), pages 66-78.
• Ali Küçükçolak & Figen Büyükakýn & Necla Ilter Kucukcolak, 2019. "Cointegration of Equity and Gold Markets: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 9(2), pages 32-40.
• Kashema Bahago & Gylych Jelilov & Bilal Celik, 2019. "Impact of Banking Supervision on Liquidity Risk and Credit Risk: Evidence from Nigeria," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 200-204.
• Yassin Eltahir & Fethi Klabi & Osama Azmi Sallam & Hussien Omer Osman, 2019. "Interrelations in Saudi Stocks Market," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 91-97.
• Meskat Ibne Sharif, 2019. "Fundamental Drivers of Capital Structure: Evidence from Publicly Traded Non-financial U.S. Firms," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 113-122.
• Adedoyin Isola Lawal & Adeniyi Olayanju & Afeez Adebare Salisu & Abiola John Asaleye & Olatunde Dahunsi & Oluwasogo Dada & Oluwasola Emmanel Omoju & Olabisi Rasheedat Popoola, 2019. "Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 166-173.
• Roberto J. Santillán-Salgado & Alí Aali-Bujari & Francisco Venegas-Martínez, 2019. "Is There a “Reverse Causality” from Nominal Financial Variables to Energy Prices?," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 229-243.
• Mohsin Ali & Wajahat Azmi & Aftab Parvez Khan, 2019. "Portfolio Diversification and Oil Price Shocks: A Sector Wide Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 251-260.
• Shabbir Ahmad, 2019. "The Impact of Oil Price Uncertainty on Stock Returns in Gulf Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 9(6), pages 447-452.
• Grzegorz Zimon, 2019. "An Assessment of the Strategy of Working Capital Management in Polish Energy Companies," International Journal of Energy Economics and Policy, Econjournals, vol. 9(6), pages 552-556.
• Park, Keehwan & Fang, Zhongzheng & Ho Ha, Young, 2019. "Stock and bond returns correlation in Korea: Local versus global risk during crisis periods," Journal of Asian Economics, Elsevier, vol. 65(C).
• Frank, Murray Z. & Nezafat, Mahdi, 2019. "Testing the credit-market-timing hypothesis using counterfactual issuing dates," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 187-207.
• Yang, Minxian, 2019. "The risk return relationship: Evidence from index returns and realised variances," Journal of Economic Dynamics and Control, Elsevier, vol. 107(C), pages 1-1.
• Dillschneider, Yannick & Maurer, Raimond, 2019. "Functional Ross recovery: Theoretical results and empirical tests," Journal of Economic Dynamics and Control, Elsevier, vol. 108(C).
• Bahmani-Oskooee, Mohsen & Ghodsi, Seyed Hesam & Hadzic, Muris, 2019. "Asymmetric causality between oil price and stock returns:A sectoral analysis," Economic Analysis and Policy, Elsevier, vol. 63(C), pages 165-174.
• Ansari, Md Gyasuddin & Sensarma, Rudra, 2019. "US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?," Economic Analysis and Policy, Elsevier, vol. 64(C), pages 130-151.
  • Md Gyasuddin Ansari & Rudra Sensarma, 2019. "US Monetary Policy, Oil and Gold Prices: Which has a greater impact on BRICS Stock Markets?," Working papers 343, Indian Institute of Management Kozhikode.
• Peng, Wei & Zeng, Yufeng, 2019. "Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models," Economic Modelling, Elsevier, vol. 80(C), pages 392-399.
• Bu, Hui & Tang, Wenjin & Wu, Junjie, 2019. "Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method," Economic Modelling, Elsevier, vol. 81(C), pages 181-204.
• Hu, May & Park, Jason, 2019. "Valuation of collateralized debt obligations: An equilibrium model," Economic Modelling, Elsevier, vol. 82(C), pages 119-135.
• Si, Deng-Kui & Liu, Xi-Hua & Kong, Xianli, 2019. "The comovement and causality between stock market cycle and business cycle in China: Evidence from a wavelet analysis," Economic Modelling, Elsevier, vol. 83(C), pages 17-30.
• Rao, Lanlan & Zhou, Liyun, 2019. "The role of stock price synchronicity on the return-sentiment relation," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 119-131.
• Liu, Qiang & Xiang, Yun & Zhao, Yonghong, 2019. "An outperforming investment strategy under fractional Brownian motion," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 505-515.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019. "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 516-536.
  • Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018. "Network-based asset allocation strategies," EconStor Preprints 180063, ZBW - Leibniz Information Centre for Economics.
• Das, Debojyoti & Kannadhasan, M. & Bhattacharyya, Malay, 2019. "Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 1-19.
• Chu, Shan-Ying & Chan, Lin Kun & Yeh, Jin-Huei, 2019. "The stabilizing effects of price limits: New evidence from jump contributed price variations," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 529-539.
• Gomes, Matheus da Costa & Magnani, Vinícius Medeiros & Albanez, Tatiana & Valle, Mauricio Ribeiro do, 2019. "Effects of market timing on primary share issues in the Brazilian capital market," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 361-377.
• He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai-Leung, 2019. "The effects of trading suspensions in China," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  • He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai Leung, 2018. "The Effects of Trading Suspensions in China," MPRA Paper 92037, University Library of Munich, Germany.
• Rao, Lanlan & Zhou, Liyun, 2019. "Crash risk, institutional investors and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
• Miglietta, Arianna & Picillo, Cristina & Pietrunti, Mario, 2019. "The impact of margin policies on the Italian repo market," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
• Kenourgios, Dimitris & Drakonaki, Emmanouela & Dimitriou, Dimitrios, 2019. "ECB’s unconventional monetary policy and cross-financial-market correlation dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
• Li, Zhe & Zhang, Weiguo & Zhang, Yue & Yi, Zhigao, 2019. "An analytical approximation approach for pricing European options in a two-price economy," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
• Arango, Ignacio & Agudelo, Diego A., 2019. "How does information disclosure affect liquidity? Evidence from an emerging market," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
• Nonejad, Nima, 2019. "Forecasting aggregate equity return volatility using crude oil price volatility: The role of nonlinearities and asymmetries," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
• Jain, Archana & Jain, Chinmay, 2019. "Blockchain hysteria: Adding “blockchain” to company’s name," Economics Letters, Elsevier, vol. 181(C), pages 178-181.
• Gebka, Bartosz, 2019. "Asymmetric price reactions to dividend announcements: Always irrational?," Economics Letters, Elsevier, vol. 185(C).
• Smith, Simon C. & Timmermann, Allan & Zhu, Yinchu, 2019. "Variable selection in panel models with breaks," Journal of Econometrics, Elsevier, vol. 212(1), pages 323-344.
• Li, Shaoyu & Zhang, Teng & Li, Yingxiang, 2019. "Flight-to-liquidity: Evidence from China's stock market," Emerging Markets Review, Elsevier, vol. 38(C), pages 159-181.
• Ali, Heba, 2019. "Does downside risk matter more in asset pricing? Evidence from China," Emerging Markets Review, Elsevier, vol. 39(C), pages 154-174.
• Gholampour, Vahid, 2019. "Daily expectations of returns index," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 236-252.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019. "Liquidity, surprise volume and return premia in the oil market," Energy Economics, Elsevier, vol. 77(C), pages 93-104.
• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2019. "Are alternative energies a real alternative for investors?," Energy Economics, Elsevier, vol. 78(C), pages 535-545.
• Jawadi, Fredj & Ftiti, Zied, 2019. "Oil price collapse and challenges to economic transformation of Saudi Arabia: A time-series analysis," Energy Economics, Elsevier, vol. 80(C), pages 12-19.
• Uddin, Gazi Salah & Rahman, Md Lutfur & Hedström, Axel & Ahmed, Ali, 2019. "Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes," Energy Economics, Elsevier, vol. 80(C), pages 743-759.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2019. "Time-varying energy and stock market integration in Asia," Energy Economics, Elsevier, vol. 80(C), pages 777-792.
• Jiménez-Rodríguez, Rebeca, 2019. "What happens to the relationship between EU allowances prices and stock market indices in Europe?," Energy Economics, Elsevier, vol. 81(C), pages 13-24.
• Clements, Adam & Shield, Cody & Thiele, Stephen, 2019. "Which oil shocks really matter in equity markets?," Energy Economics, Elsevier, vol. 81(C), pages 134-141.
• Yin, Libo & Feng, Jiabao, 2019. "Oil market uncertainty and international business cycle dynamics," Energy Economics, Elsevier, vol. 81(C), pages 728-740.
• Carnero, M. Angeles & Pérez, Ana, 2019. "Leverage effect in energy futures revisited," Energy Economics, Elsevier, vol. 82(C), pages 237-252.
• Algieri, Bernardina & Leccadito, Arturo, 2019. "Ask CARL: Forecasting tail probabilities for energy commodities," Energy Economics, Elsevier, vol. 84(C).
• Kocaarslan, Baris & Soytas, Ugur, 2019. "Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar)," Energy Economics, Elsevier, vol. 84(C).
• Jiang, Yonghong & Jiang, Cheng & Nie, He & Mo, Bin, 2019. "The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses," Energy, Elsevier, vol. 166(C), pages 577-586.
• Mo, Bin & Chen, Cuiqiong & Nie, He & Jiang, Yonghong, 2019. "Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests," Energy, Elsevier, vol. 178(C), pages 234-251.
• Elie, Bouri & Naji, Jalkh & Dutta, Anupam & Uddin, Gazi Salah, 2019. "Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach," Energy, Elsevier, vol. 178(C), pages 544-553.
• Goodell, John W., 2019. "Comparing normative institutionalism with intended rationality in cultural-finance research," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 124-134.
• Qadan, Mahmoud & Aharon, David Y., 2019. "Can investor sentiment predict the size premium?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 10-26.
• Zhang, Hanyu & Dufour, Alfonso, 2019. "Modeling intraday volatility of European bond markets: A data filtering application," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 131-146.
• Dias, Rui & da Silva, Jacinto Vidigal & Dionísio, Andreia, 2019. "Financial markets of the LAC region: Does the crisis influence the financial integration?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 160-173.
• Baker, H. Kent & Ni, Yang & Saadi, Samir & Zhu, Hui, 2019. "Competitive earnings news and post-earnings announcement drift," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 331-343.
• Urquhart, Andrew & Zhang, Hanxiong, 2019. "Is Bitcoin a hedge or safe haven for currencies? An intraday analysis," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 49-57.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019. "The changing network of financial market linkages: The Asian experience," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
  • Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers id:12924, eSocialSciences.
  • Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series 558, Asian Development Bank.
  • Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The changing network of financial market linkages: the Asian experience," Working Papers 2018-05, University of Tasmania, Tasmanian School of Business and Economics.
• Focardi, Sergio M. & Fabozzi, Frank J. & Mazza, Davide, 2019. "Modeling local trends with regime shifting models with time-varying probabilities," International Review of Financial Analysis, Elsevier, vol. 66(C).
• Vo, Xuan Vinh, 2019. "Leverage and corporate investment – Evidence from Vietnam," Finance Research Letters, Elsevier, vol. 28(C), pages 1-5.
• Butt, Hilal Anwar & Virk, Nader Shahzad, 2019. "Market downturns, zero investment strategies and systematic liquidity risk," Finance Research Letters, Elsevier, vol. 28(C), pages 246-253.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019. "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, vol. 28(C), pages 398-411.
  • Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018. "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers 201824, University of Pretoria, Department of Economics.
• Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim, 2019. "Price clustering and sentiment in bitcoin," Finance Research Letters, Elsevier, vol. 29(C), pages 111-116.
• Cesarone, Francesco & Lampariello, Lorenzo & Sagratella, Simone, 2019. "A risk-gain dominance maximization approach to enhanced index tracking," Finance Research Letters, Elsevier, vol. 29(C), pages 231-238.
• Graef, Frank & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian, 2019. "Cash holdings and the performance of European mutual funds," Finance Research Letters, Elsevier, vol. 29(C), pages 285-291.
• Li, Yueting & Wang, Jianling & Wu, Xuan, 2019. "Distracted institutional shareholders and managerial myopia: Evidence from R&D expenses," Finance Research Letters, Elsevier, vol. 29(C), pages 30-40.
• Gao, Ya & Xiong, Xiong & Feng, Xu & Li, Youwei & Vigne, Samuel A., 2019. "A new attention proxy and order imbalance: Evidence from China," Finance Research Letters, Elsevier, vol. 29(C), pages 411-417.
• Qadan, Mahmoud & Aharon, David Y., 2019. "How much happiness can we find in the U.S. fear Index?," Finance Research Letters, Elsevier, vol. 30(C), pages 246-258.
• Ryu, Doojin & Yang, Heejin, 2019. "Who has volatility information in the index options market?," Finance Research Letters, Elsevier, vol. 30(C), pages 266-270.
• Zhang, Ying & Zhai, Ling & Sun, Haijia, 2019. "Does the level of financial leasing matter in the impact of bank lending on economic growth: Evidence from the global market (2006–2016)," Finance Research Letters, Elsevier, vol. 30(C), pages 352-359.
• Karlsson, Sune & Österholm, Pär, 2019. "Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia," Finance Research Letters, Elsevier, vol. 30(C), pages 378-384.
• Wang, Lan & Chen, Langnan & Chen, Jieni, 2019. "Announcement effect and its determinants of exchangeable bonds," Finance Research Letters, Elsevier, vol. 30(C), pages 76-82.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2019. "Asymmetric effect of style comovement on momentum," Finance Research Letters, Elsevier, vol. 31(C), pages 146-154.
• Wu, Yu & Zhang, Tong, 2019. "Effects of change in commission fees on China futures market," Finance Research Letters, Elsevier, vol. 31(C), pages 54-65.
• Dorfleitner, Gregor & Nguyen, Quynh Anh & Röhe, Michaela, 2019. "Microfinance institutions and the provision of mobile financial services: First empirical evidence," Finance Research Letters, Elsevier, vol. 31(C).
• Baltakys, Kȩstutis & Baltakienė, Margarita & Kärkkäinen, Hannu & Kanniainen, Juho, 2019. "Neighbors matter: Geographical distance and trade timing in the stock market," Finance Research Letters, Elsevier, vol. 31(C).
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2014. "Who trades on momentum?," Discussion Papers 42/2014, Deutsche Bundesbank.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112872, Verein für Socialpolitik / German Economic Association.
  • Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," CFR Working Papers 15-01, University of Cologne, Centre for Financial Research (CFR).
• Chang, Sanders S. & Albert Wang, F., 2019. "Informed contrarian trades and stock returns," Journal of Financial Markets, Elsevier, vol. 42(C), pages 75-93.
• Ackert, Lucy F. & Kluger, Brian D. & Qi, Li, 2019. "Implied volatility and investor beliefs in experimental asset markets," Journal of Financial Markets, Elsevier, vol. 43(C), pages 121-136.
• Bartlett, Robert P. & McCrary, Justin, 2019. "How rigged are stock markets? Evidence from microsecond timestamps," Journal of Financial Markets, Elsevier, vol. 45(C), pages 37-60.
• Kapetanios, George & Konstantinidi, Eirini & Neumann, Michael & Skiadopoulos, George, 2019. "Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market," Journal of Financial Markets, Elsevier, vol. 46(C).
• Balashov, Vadim S. & Nikiforov, Andrei, 2019. "How much do investors trade because of name/ticker confusion?," Journal of Financial Markets, Elsevier, vol. 46(C).
• Rud, Olga A. & Rabanal, Jean Paul & Sharifova, Manizha, 2019. "An experiment on the efficiency of bilateral exchange under incomplete markets," Games and Economic Behavior, Elsevier, vol. 114(C), pages 253-267.
  • Olga A. Rud & Jean Paul Rabanal & Manizha Sharifova, 2018. "An experiment on the efficiency of bilateral exchange under incomplete markets," Working Papers 123, Peruvian Economic Association.
• Csóka, Péter & Jean-Jacques Herings, P., 2019. "Liability games," Games and Economic Behavior, Elsevier, vol. 116(C), pages 260-268.
  • Peter Csoka & P. Jean-Jacques Herings, 2017. "Liability Games," IEHAS Discussion Papers 1735, Institute of Economics, Centre for Economic and Regional Studies.
  • Csoka, Péter & Herings, P. Jean-Jacques, 2017. "Liability Games," Research Memorandum 031, Maastricht University, Graduate School of Business and Economics (GSBE).
• Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019. "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, vol. 42(C).
• Ling, Chengxiu, 2019. "Asymptotics of multivariate conditional risk measures for Gaussian risks," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 205-215.
• Elie Bouri & Naji Jalkh, 2019. "Conditional quantiles and tail dependence in the volatilities of gold and silver," International Economics, CEPII research center, issue 157, pages 117-133.
  • Bouri, Elie & Jalkh, Naji, 2019. "Conditional quantiles and tail dependence in the volatilities of gold and silver," International Economics, Elsevier, vol. 157(C), pages 117-133.
• Amélie Charles & Olivier Darné, 2019. "Volatility estimation for Bitcoin: Replication and robustness," International Economics, CEPII research center, issue 157, pages 23-32.
  • Charles, Amélie & Darné, Olivier, 2019. "Volatility estimation for Bitcoin: Replication and robustness," International Economics, Elsevier, vol. 157(C), pages 23-32.
• Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2019. "The evolving nature of Japanese corporate governance: Guaranteed bonds vs. rated bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 162-183.
• Afonso, António & Tovar Jalles, João, 2019. "Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 208-224.
  • António Afonso & João Tovar Jalles, 2017. "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM 2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Smales, L.A. & Lucey, B.M., 2019. "The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 60(C), pages 19-38.
• Chmura, Thorsten & Bai, Ye & Bauder, David, 2019. "The impact of an insider and short-selling on bubble formation in experimental financial market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 60(C), pages 211-230.
• Hung, Pi-Hsia & Lien, Donald, 2019. "Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 60(C), pages 231-251.
• Harris, Richard D.F. & Nguyen, Linh H. & Stoja, Evarist, 2019. "Systematic extreme downside risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 128-142.
• Bu, Ruijun & Fu, Xi & Jawadi, Fredj, 2019. "Does the volatility of volatility risk forecast future stock returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 61(C), pages 16-36.
• Kinateder, Harald & Papavassiliou, Vassilios G., 2019. "Sovereign bond return prediction with realized higher moments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 53-73.
  • Harald Kinateder & Vassilios G. Papavassiliou, 2019. "Sovereign bond return prediction with realized higher moments," Open Access publications 10197/11286, Research Repository, University College Dublin.
• Fu, Xi & Zhang, Zhifang, 2019. "CFO cultural background and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 74-93.
• Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas, 2019. "Short-term momentum (almost) everywhere," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
• Gong, Guojin & Li, Laura Yue & Yin, Huifang, 2019. "Relative performance evaluation and the timing of earnings release," Journal of Accounting and Economics, Elsevier, vol. 67(2), pages 358-386.
• Kanno, Masayasu, 2019. "Network structures and credit risk in cross-shareholdings among listed Japanese companies," Japan and the World Economy, Elsevier, vol. 49(C), pages 17-31.
• Griffith, Todd G. & Roseman, Brian S., 2019. "Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 104-121.
• Kıvanç Karaman, K. & Yıldırım-Karaman, Seçil, 2019. "How does financial development alter the impact of uncertainty?," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 33-42.
• Kenchington, David & Wan, Chi & Yüksel, H. Zafer, 2019. "Gross profitability and mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 104(C), pages 31-49.
• Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019. "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 151-165.
  • Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019. "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Discussion Papers 12/2019, Deutsche Bundesbank.
• Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2019. "Asset prices and “the devil(s) you know”," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 20-35.
• Li, Yubin & Zhao, Chen & Zhong, Zhaodong, 2019. "Price discrimination against retail Investors: Evidence from mini options," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 50-64.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Taamouti, Abderrahim, 2019. "The information content of forward moments," Journal of Banking & Finance, Elsevier, vol. 106(C), pages 527-541.
• Faff, Robert W. & Parwada, Jerry T. & Tan, Eric K.M., 2019. "Did connected hedge funds benefit from bank bailouts during the financial crisis?," Journal of Banking & Finance, Elsevier, vol. 107(C), pages 1-1.
• Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019. "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, vol. 108(C).
  • Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019. "Implied volatility surface predictability: the case of commodity markets," Papers 1909.11009, arXiv.org.
• Huber, Christoph & Huber, Jürgen & Hueber, Laura, 2019. "The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts," Journal of Banking & Finance, Elsevier, vol. 109(C).
  • Huber, Christoph & Huber, Juergen & Hueber, Laura, 2019. "The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts," OSF Preprints 57m6g, Center for Open Science.
• Viktor Barkhatov & Ekaterina Lymar & Ivan Koptelov, 2019. "The Interrelation And Interaction Of Financial Markets With Financial Cycles Of The National Economy Of Russia," CBU International Conference Proceedings, ISE Research Institute, vol. 7(0), pages 15-20, September.
• Tung Dang-Thanh Nguyen & Anh The Vo & Duc Hong Vo, 2019. "The Determinants Of Systematic Risk In Vietnam," Advances in Decision Sciences, Asia University, Taiwan, vol. 23(2), pages 15-36, June.
• Oludele Folarin, 2019. "Does bank competition spur economic growth? Evidence from west african countries," Review of Development Finance Journal, Chartered Institute of Development Finance, vol. 9(2), pages 28-40.
• Lord Mensah & Charles Andoh & Saint Kuttu & Baah Aye Kusi, 2019. "Do Banking Institutions Respond to Incentives? Banking Awards and Stability Evidence from an Emerging Economy," The African Finance Journal, Africagrowth Institute, vol. 21(1), pages 23-49.
• Ryan Kruger & Chun-Sung Huang & Kanshukan Rajaratnam & Chun-Kai Huang, 2019. "A Comparative Analysis of Aggregational Gaussianity Across Different Market Capitalisations for JSE-listed Shares and Indices," The African Finance Journal, Africagrowth Institute, vol. 21(2), pages 24-35.
• Dumitru BELDIMAN & Tatiana PÄ‚UN ZAMFIROIU, 2019. "Impact Assessment of Allocated European Funds on Economic Growth in Romania," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(21), pages 13-26, November.
• Grace Ofori-Abebrese & Samuel Tawiah Baidoo & Peter Yaw Osei, 2019. "The Effect of Exchange Rate and Interest Rate Volatilities on Stock Prices: Further Empirical Evidence from Ghana," Economics Literature, WERI-World Economic Research Institute, vol. 1(2), pages 117-132, December.
• Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019. "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, vol. 108(C).
  • Fearghal Kearney & Han Lin Shang & Lisa Sheenan, 2019. "Implied volatility surface predictability: the case of commodity markets," Papers 1909.11009, arXiv.org.
• Salawati Sahari & Santy Mayda Batubara, 2019. "The Identification of Indonesia and Malaysia Company Performance Based on Intellectual Capital," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(10), pages 1171-1183, October.
• Haizhen Yang & Xiangjuan Cheng & Qiubin Huang & Qiao Wang, 2019. "Systemic Risk in the Chinese Stock Market Under Different Regimes: A Sector-Level Perspective," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 9(6), pages 665-679, June.
• Nataliia Zachosova, 2019. "Innovative Approach In The Estimatology Of Financial Institutions Economic Security: Possibilities Of Use In Management And Regulatory Activity Within The Means Of Provision Of The State Financial Sec," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 5(2).
• Xiao-Lin Li & Yi-Na Li & Lu Bai, 2019. "Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach," Review of Economics & Finance, Better Advances Press, Canada, vol. 17, pages 35-50, August.
• Jordan Jordanov, 2019. "Key Characteristics and Scope of the Bulgarian Corporate Bond Market," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 138-160.
• Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," NBER Working Papers 25122, National Bureau of Economic Research, Inc.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
  • Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018. "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series 600, Center for Financial Studies (CFS).
  • Adam, Klaus & Maatvev, Dmitry & Nagel, Stefan, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers 13213, C.E.P.R. Discussion Papers.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series 7285, CESifo Group Munich.
• Radoslav Raykov, 2019. "Systemic Risk and Collateral Adequacy," Staff Working Papers 19-23, Bank of Canada.
• Beers, David & de Leon-Manlagnit, Patrisha, 2019. "The BoC-BoE sovereign default database: what’s new in 2019?," Bank of England working papers 829, Bank of England.
  • David Beers & Patrisha de Leon-Manlagnit, 2019. "The BoC-BoE Sovereign Default Database: What’s New in 2019?," Staff Working Papers 19-39, Bank of Canada.
• Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton, 2019. "Price Caps in Canadian Bond Borrowing Markets," Staff Analytical Notes 2019-2, Bank of Canada.
• Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton, 2019. "Prix plafonds sur les marchés canadiens des emprunts d’obligations," Staff Analytical Notes 2019-2-fr, Bank of Canada.
• Jean-Sébastien Fontaine & Jabir Sandhu & Adrian Walton, 2019. "Relative Value of Government of Canada Bonds," Staff Analytical Notes 2019-23, Bank of Canada.
• Jessica Lee & Jabir Sandhu & Adrian Walton, 2019. "Borrowing Costs for Government of Canada Treasury Bills," Staff Analytical Notes 2019-28, Bank of Canada.
• Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton, 2019. "Prix plafonds sur les marchés canadiens des emprunts d’obligations," Staff Analytical Notes 2019-2-fr, Bank of Canada.
• Arianna Miglietta & Fabrizio Venditti, 2019. "An indicator of macro-financial stress for Italy," Questioni di Economia e Finanza (Occasional Papers) 497, Bank of Italy, Economic Research and International Relations Area.
• Raffaele Gallo, 2019. "The loan cost advantage of public firms and financial market conditions: evidence from the European syndicated loan market," Temi di discussione (Economic working papers) 1255, Bank of Italy, Economic Research and International Relations Area.
• Dražen Cvijanović, 2019. "The Structure Of Financial Networks, And Western Balkan Banking Systems," Economic Annals, Faculty of Economics, University of Belgrade, vol. 64(221), pages 7-32, April – J.
• Ludovic GAUVIN & lorian LALANNE & Irena PERESA & Sophie RIVAUD, 2019. "Investissements de portefeuille et fragilisation des pays émergents : des outils de détection," Bulletin de la Banque de France, Banque de France, issue 226, pages 1-16.
• Mihabad Abdulkareem Haji Al Habash & Yavuz Turkan, 2019. "The Impact of Marketing Deception In Building A Mental Image of The Consumer in The Services Market," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, vol. 3(1), pages 49-73, August.
• Claudio Impenna & Paola Paiardini, 2019. "Informed trading in a two-tier market structure under financial distress," Discussion Papers 19-06, Department of Economics, University of Birmingham.
• Sirio Aramonte & Wenqian Huang, 2019. "OTC derivatives: euro exposures rise and central clearing advances," BIS Quarterly Review, Bank for International Settlements, December.
• Benos, Evangelos & Huang, Wenqian & Menkveld, Albert & Vasios, Michalis, 2019. "The cost of clearing fragmentation," Bank of England working papers 800, Bank of England, revised 22 Nov 2019.
  • Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019. "The cost of clearing fragmentation," BIS Working Papers 826, Bank for International Settlements.
• Eli M Remolona & James Yetman, 2019. "De jure benchmark bonds," BIS Working Papers 830, Bank for International Settlements.
• Wenqian Huang & Albert Menkveld & Shihao Yu, 2019. "Central counterparty exposure in stressed markets," BIS Working Papers 833, Bank for International Settlements.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019. "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., vol. 19(4), pages 851-862, December.
  • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers 201742, University of Pretoria, Department of Economics.
  • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers 2017-10, University of Connecticut, Department of Economics.
• Ravi Jagannathan & Binying Liu, 2019. "Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, vol. 74(1), pages 401-448, February.
  • Ravi Jagannathan & Binying Liu, 2015. "Dividend Dynamics, Learning, and Expected Stock Index Returns," NBER Working Papers 21557, National Bureau of Economic Research, Inc.
• Vincent Van Kervel & Albert J. Menkveld, 2019. "High‐Frequency Trading around Large Institutional Orders," Journal of Finance, American Finance Association, vol. 74(3), pages 1091-1137, June.
  • Vincent van Kervel & Albert J. Menkveld, 2017. "High-Frequency Trading around Large Institutional Orders," Tinbergen Institute Discussion Papers 17-092/IV, Tinbergen Institute.
• Ian W. R. Martin & Christian Wagner, 2019. "What Is the Expected Return on a Stock?," Journal of Finance, American Finance Association, vol. 74(4), pages 1887-1929, August.
  • Martin, Ian & Wagner, Christian, 2016. "What is the Expected Return on a Stock?," CEPR Discussion Papers 11608, C.E.P.R. Discussion Papers.
  • Christian Wagner & Ian Martin, 2017. "What Is the Expected Return on a Stock?," 2017 Meeting Papers 146, Society for Economic Dynamics.
• Edward Halim & Yohanes E. Riyanto & Nilanjan Roy, 2019. "Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence," Journal of Finance, American Finance Association, vol. 74(4), pages 1975-2010, August.
  • Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2017. "Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence," MPRA Paper 80658, University Library of Munich, Germany.
• Stavros Degiannakis & George Filis, 2019. "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 94-114, February.
  • Stavros Degiannakis & George Filis, 2018. "Forecasting European Economic Policy Uncertainty," BAFES Working Papers BAFES15, Department of Accounting, Finance & Economic, Bournemouth University.
  • Degiannakis, Stavros & Filis, George, 2019. "Forecasting European Economic Policy Uncertainty," MPRA Paper 96268, University Library of Munich, Germany.
• Julia Darby & Graeme Roy, 2019. "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(2), pages 314-330, May.
  • Julia Darby & Graeme Roy, 2017. "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Working Papers 1706, University of Strathclyde Business School, Department of Economics.
• BALTEŞ Nicolae & DRAGOE Alexandra-Gabriela-Maria & COZMA Maria-Daciana, 2019. "Study Regarding The Influence Of The Endogenous Variables On The Change Of The Financial Performance Of The Economic Entity," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 71(1), pages 8-17, March.
• VASIU Diana Elena & ILIE Livia, 2019. "The Performance Of "Blue Chip" Companies Traded On The Bucharest Stock Exchange And The Rotx Index," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 71(3), pages 116-123, November.
• VASIU Diana Elena, 2019. "A 360 Degree Look On The Concept Of Financial Performance," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 71(4), pages 124-132, December.
• Pierluigi Balduzzi & Emanuele Brancati & Marco Brianti & Fabio Schiantarelli, 2019. "Populism, Political Risk and the Economy: Lessons from Italy," Boston College Working Papers in Economics 989, Boston College Department of Economics, revised 28 Apr 2020.
  • Balduzzi, Pierluigi & Brancati, Emanuele & Brianti, Marco & Schiantarelli, Fabio, 2020. "Populism, Political Risk and the Economy: Lessons from Italy," IZA Discussion Papers 12929, Institute of Labor Economics (IZA).
• Kaminska, Iryna & Zinna, Gabriele, 2019. "Official demand for US debt: implications for US real rates," Bank of England working papers 796, Bank of England.
• Noss, Joseph & Patel, Rupal, 2019. "Decomposing changes in the functioning of the sterling repo market," Bank of England working papers 797, Bank of England.
• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019. "The cost of clearing fragmentation," BIS Working Papers 826, Bank for International Settlements.
  • Benos, Evangelos & Huang, Wenqian & Menkveld, Albert & Vasios, Michalis, 2019. "The cost of clearing fragmentation," Bank of England working papers 800, Bank of England, revised 22 Nov 2019.
• Baranova, Yuliya & Douglas, Graeme & Silvestri, Laura, 2019. "Simulating stress in the UK corporate bond market: investor behaviour and asset fire-sales," Bank of England working papers 803, Bank of England.
• Mallaburn, David & Roberts-Sklar, Matt & Silvestri, Laura, 2019. "Resilience of trading networks: evidence from the sterling corporate bond market," Bank of England working papers 813, Bank of England.
• David Beers & Patrisha de Leon-Manlagnit, 2019. "The BoC-BoE Sovereign Default Database: What’s New in 2019?," Staff Working Papers 19-39, Bank of Canada.
  • Beers, David & de Leon-Manlagnit, Patrisha, 2019. "The BoC-BoE sovereign default database: what’s new in 2019?," Bank of England working papers 829, Bank of England.
• Jieun Lee & Doojin Ryu, 2019. "The Impacts of Macroeconomic News Announcements on Intraday Implied Volatility," Working Papers 2019-2, Economic Research Institute, Bank of Korea.
• Paul J.J. Welfens, 2019. "Financial Markets and Oil Prices in a Schumpeterian Context of CO2-Allowance Markets," EIIW Discussion paper disbei265, Universitätsbibliothek Wuppertal, University Library.
• Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019. "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," Working Papers 201913, University of Pretoria, Department of Economics.
  • Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019. "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," BEMPS - Bozen Economics & Management Paper Series BEMPS61, Faculty of Economics and Management at the Free University of Bozen.
• Caroline Granier & Valérie Revest & Alessandro Sapio, 2019. "SMEs and Junior Stock Markets: A Comparison between European and Japanese Markets," Journal of Innovation Economics, De Boeck Université, vol. 0(2), pages 43-67.
• Gurvan Branellec & Ji-Yong Lee, 2019. "Le choix du modèle de régulation des Fintech : entre sandbox et soundbox," Revue d'économie financière, Association d'économie financière, vol. 0(4), pages 387-410.
• Dinh Tran Ngoc Huy, 2019. "Using External Financing in a One Factor Model Measuring the Volatility of Market Risk of Vietnam`s Banking Industry During and After the Global Crisis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 8(2), pages 173-187.
• Congressional Budget Office, 2019. "The Role of the Federal Housing Administration in the Reverse-Mortgage Market," Reports 55247, Congressional Budget Office.
• Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2019. "Sovereign Bonds since Waterloo," CESifo Working Paper Series 7506, CESifo Group Munich.
• Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The seniority structure of sovereign debt," CESifo Working Paper Series 7632, CESifo Group Munich.
• Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo, 2019. "Non-Linearities, Cyber Attacks and Cryptocurrencies," CESifo Working Paper Series 7692, CESifo Group Munich.
• Markus K. Brunnermeier & Dirk Niepelt, 2019. "On the Equivalence of Private and Public Money," CESifo Working Paper Series 7741, CESifo Group Munich.
• Christoph Görtz & Mallory Yeromonahos, 2019. "Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles," CESifo Working Paper Series 7959, CESifo Group Munich.
• Antonios Antypas & Guglielmo Maria Caporale & Nikolaos Kourogenis & Nikitas Pittis, 2019. "Estimation of Conditional Asset Pricing Models with Integrated Variables in the Beta Specification," CESifo Working Paper Series 7969, CESifo Group Munich.
• António Afonso & João Tovar Jalles & Mina Kazemi, 2019. "The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU," Working Papers REM 2019/67, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
  • António Afonso & João Tovar Jalles & Mina Kazemi, 2019. "The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU," EconPol Working Paper 22, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Roni Michaely & Amir Rubin & Dan Segal & Alexander Vedrashko, 2019. "Lured by the Consensus," Swiss Finance Institute Research Paper Series 19-06, Swiss Finance Institute, revised Mar 2019.
• Didier Sornette & Spencer Wheatley & Peter Cauwels, 2019. "The Fair Reward Problem: The Illusion of Success and How to Solve It," Swiss Finance Institute Research Paper Series 19-25, Swiss Finance Institute, revised Apr 2019.
• Kjell G. Nyborg & Zexi Wang, 2019. "Corporate Cash Holdings: Stock Liquidity and the Repurchase Motive," Swiss Finance Institute Research Paper Series 19-30, Swiss Finance Institute.
• Piotr Orłowski & Paul Schneider & Fabio Trojani, 2019. "On the Nature of Jump Risk Premia," Swiss Finance Institute Research Paper Series 19-31, Swiss Finance Institute, revised Jun 2019.
• Jean-Christophe Delfim & Martin Hoesli, 2019. "Robust Desmoothed Real Estate Returns," Swiss Finance Institute Research Paper Series 19-32, Swiss Finance Institute.
• Jean-Christophe Delfim & Martin Hoesli, 2019. "Real Estate Performance, the Macroeconomy and Leverage," Swiss Finance Institute Research Paper Series 19-33, Swiss Finance Institute.
• Dániel Ágoston Bálint & Martin Schweizer, 2019. "Properly Discounted Asset Prices Are Semimartingales," Swiss Finance Institute Research Paper Series 19-53, Swiss Finance Institute.
• Vincent Bogousslavsky & Pierre Collin-Dufresne, 2019. "Liquidity, Volume, and Volatility," Swiss Finance Institute Research Paper Series 19-69, Swiss Finance Institute.
• Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2019. "Implied Volatility Changes and Corporate Bond Returns," Swiss Finance Institute Research Paper Series 19-75, Swiss Finance Institute.
• Charles, Amélie & Darné, Olivier, 2019. "Volatility estimation for Bitcoin: Replication and robustness," International Economics, Elsevier, vol. 157(C), pages 23-32.
  • Amélie Charles & Olivier Darné, 2019. "Volatility estimation for Bitcoin: Replication and robustness," International Economics, CEPII research center, issue 157, pages 23-32.
• Bouri, Elie & Jalkh, Naji, 2019. "Conditional quantiles and tail dependence in the volatilities of gold and silver," International Economics, Elsevier, vol. 157(C), pages 117-133.
  • Elie Bouri & Naji Jalkh, 2019. "Conditional quantiles and tail dependence in the volatilities of gold and silver," International Economics, CEPII research center, issue 157, pages 117-133.
• Luis Melo Velandia & Luis Fernando Melo Velandia, 2019. "Regresión cuantílica dinámica para la medición del valor en riesgo: Una aplicación a datos colombianos," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, vol. 38(76), pages 23-50, January.
  • Daniel Mariño Ustacara & Luis Fernando Melo Velandia, 2016. "Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos," Borradores de Economia 939, Banco de la Republica de Colombia.
• Leonardo Gerardo Santana Viloria, 2019. "Arte como inversión: Construcción de un índice hedónico para medir la valorización de arte colombiano en el período 1989- 2015," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, vol. 39(79), pages 167-190, December.
• Sandoval Paucar Giovanny, 2019. "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo - CIDSE 017401, Universidad del Valle - CIDSE.
  • Sandoval Paucar Giovanny, 2019. "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo - CIDSE 017281, Universidad del Valle - CIDSE.
• Sandoval Paucar Giovanny, 2019. "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo - CIDSE 017281, Universidad del Valle - CIDSE.
  • Sandoval Paucar Giovanny, 2019. "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo - CIDSE 017401, Universidad del Valle - CIDSE.
• Freddy Benjamin Naula Sigua & Jorge Arturo Campoverde Campoverde & Pedro Fabian Mora Pacheco & Diego Mauricio Loyola Ochoa, 2019. "Liquidez de los mercados accionarios latinoamericanos y su impacto en el crecimiento económico per-cápita," Revista de Economía del Rosario, Universidad del Rosario, vol. 22(2), pages 371-392, December.
• Miller Rivera Lozano & Nicolás Rivera Garzón, 2019. "Crisis financieras: esta vez no es distinto," Revista Finanzas y Política Económica, Universidad Católica de Colombia, vol. 11(1), pages 129-147, February.
• Marcin Wisniewski & Jakub Zielinski, 2019. "Green bonds as an innovative sovereign financial instrument," Ekonomia i Prawo, Uniwersytet Mikolaja Kopernika, vol. 18(1), pages 83-96, March.
• Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O., 2019. "Upside potential of hedge funds as a predictor of future performance," Journal of Banking & Finance, Elsevier, vol. 98(C), pages 212-229.
• Huang, Alan G. & Kalimipalli, Madhu & Nayak, Subhankar & Ramchand, Latha, 2019. "Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market," Journal of Banking & Finance, Elsevier, vol. 99(C), pages 202-221.
• Gregoriou, Andros & Healy, Jerome V. & Le, Huong, 2019. "Prospect theory and stock returns: A seven factor pricing model," Journal of Business Research, Elsevier, vol. 101(C), pages 315-322.
• Engineer, Merwan H. & Schure, Paul & Vo, Dan H., 2019. "Hide and seek search: Why angels hide and entrepreneurs seek," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 523-540.
• Ghosal, Vivek & Ye, Yang, 2019. "The impact of uncertainty on the number of businesses," Journal of Economics and Business, Elsevier, vol. 105(C).
• Siemroth, Christoph, 2019. "The informational content of prices when policy makers react to financial markets," Journal of Economic Theory, Elsevier, vol. 179(C), pages 240-274.
• Araujo, Aloisio & Gama, Juan Pablo & Novinski, Rodrigo & Pascoa, Mario R., 2019. "Endogenous discounting, wariness, and efficient capital taxation," Journal of Economic Theory, Elsevier, vol. 183(C), pages 520-545.
  • Aloisio Araujo & Juan Pablo Gamay & Rodrigo Novinskiz & Mario R. Pascoa, 2019. "Endogenous Discounting, Wariness, and Effcient Capital Taxation," School of Economics Discussion Papers 0619, School of Economics, University of Surrey.
• Davoodalhosseini, Seyed Mohammadreza, 2019. "Constrained efficiency with adverse selection and directed search," Journal of Economic Theory, Elsevier, vol. 183(C), pages 568-593.
  • Mohammad Davoodalhosseini, 2017. "Constrained Efficiency with Adverse Selection and Directed Search," Staff Working Papers 17-15, Bank of Canada.
• Kondor, Péter & Zawadowski, Adam, 2019. "Learning in crowded markets," Journal of Economic Theory, Elsevier, vol. 184(C).
• Hautsch, Nikolaus & Horvath, Akos, 2019. "How effective are trading pauses?," Journal of Financial Economics, Elsevier, vol. 131(2), pages 378-403.
  • Hautsch, Nikolaus & Horvath, Akos, 2017. "How effective are trading pauses?," CFS Working Paper Series 571, Center for Financial Studies (CFS).
• Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019. "Technological links and predictable returns," Journal of Financial Economics, Elsevier, vol. 132(3), pages 76-96.
  • Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017. "Technological Links and Predictable Returns," Research Papers repec:ecl:stabus:3605, Stanford University, Graduate School of Business.
• Hanselaar, Rogier M. & Stulz, René M. & van Dijk, Mathijs A., 2019. "Do firms issue more equity when markets become more liquid?," Journal of Financial Economics, Elsevier, vol. 133(1), pages 64-82.
  • Hanselaar, Rogier & Stulz, Rene M. & Van Dijk, Mathijs A., 2017. "Do Firms Issue More Equity When Markets Become More Liquid?," Working Paper Series 2016-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Ma, Zhiming & Stice, Derrald & Williams, Christopher, 2019. "The effect of bank monitoring on public bond terms," Journal of Financial Economics, Elsevier, vol. 133(2), pages 379-396.
• Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019. "Interconnectedness in the interbank market," Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.
  • Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015. "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series 2015-90, Board of Governors of the Federal Reserve System (U.S.).
• Easley, David & O'Hara, Maureen & Basu, Soumya, 2019. "From mining to markets: The evolution of bitcoin transaction fees," Journal of Financial Economics, Elsevier, vol. 134(1), pages 91-109.
• Ha, Yeonjeong & Ko, Kwangsoo, 2019. "Misspecifications in the fund flow-performance relationship," Journal of Financial Intermediation, Elsevier, vol. 38(C), pages 69-81.
• Khalifa, Maha & Zouaoui, Haykel & Ben Othman, Hakim & Hussainey, Khaled, 2019. "Exploring the nonlinear effect of conditional conservatism on the cost of equity capital: Evidence from emerging markets," Journal of International Accounting, Auditing and Taxation, Elsevier, vol. 36(C), pages 1-1.
• Yun, Jaeho, 2019. "Bond risk premia in a small open economy with volatile capital flows: The case of Korea," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 223-243.
• Chiu, Junmao & Chung, Huimin, 2019. "Legal institutions and fragile financial markets," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 277-298.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019. "The risk premium of gold," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 140-159.
  • Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "The Risk Premium of Gold," Hannover Economic Papers (HEP) dp-616, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Pownall, Rachel A.J. & Satchell, Stephen & Srivastava, Nandini, 2019. "A random walk through Mayfair: Art as a luxury good and evidence from dynamic models," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 112-127.
• Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2019. "Global downside risk and equity returns," Journal of International Money and Finance, Elsevier, vol. 98(C), pages 1-1.
• Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2019. "Uncovered equity “disparity” in emerging markets," Journal of International Money and Finance, Elsevier, vol. 98(C), pages 1-1.
• Crowley, Meredith A. & Meng, Ning & Song, Huasheng, 2019. "Policy shocks and stock market returns: Evidence from Chinese solar panels," Journal of the Japanese and International Economies, Elsevier, vol. 51(C), pages 148-169.
  • Meredith Crowley & Ning Meng & Huasheng Song, 2018. "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," NBER Chapters, in: Globalization and Welfare Impacts of International Trade, National Bureau of Economic Research, Inc.
  • Meredith A. Crowley & Ning Meng & Huasheng Song, 2015. "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," Cambridge Working Papers in Economics 1529, Faculty of Economics, University of Cambridge.
• Nikkinen, Jussi & Rothovius, Timo, 2019. "Market specific seasonal trading behavior in NASDAQ OMX electricity options," Journal of Commodity Markets, Elsevier, vol. 13(C), pages 16-29.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2019. "Jumps in commodity markets," Journal of Commodity Markets, Elsevier, vol. 13(C), pages 55-70.
  • Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2017. "Jumps in Commodity Markets," Hannover Economic Papers (HEP) dp-615, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Aymo, Mahmoud, 2019. "The dynamics of institutional trading: Evidence from transaction data," The Journal of Economic Asymmetries, Elsevier, vol. 19(C), pages 1-1.
• Singhal, Shelly & Choudhary, Sangita & Biswal, Pratap Chandra, 2019. "Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico," Resources Policy, Elsevier, vol. 60(C), pages 255-261.
• Bouri, Elie & Jalkh, Naji & Roubaud, David, 2019. "Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach," Resources Policy, Elsevier, vol. 61(C), pages 385-392.
• Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Kang, Sang Hoon, 2019. "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Resources Policy, Elsevier, vol. 62(C), pages 588-601.
  • Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Gazi Salah Uddin & Sang Hoon Kang, 2019. "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Post-Print hal-02159274, HAL.
• Qadan, Mahmoud & Aharon, David Y. & Eichel, Ron, 2019. "Seasonal patterns and calendar anomalies in the commodity market for natural resources," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
• Araujo, Aloisio & Gama, Juan Pablo & Pascoa, Mario Rui, 2019. "Crashing of efficient stochastic bubbles," Journal of Mathematical Economics, Elsevier, vol. 84(C), pages 136-143.
  • Aloisio Araujo & Juan Pablo Gama & Mario R. Pascoa, 2019. "Crashing of Efficient Stochastic Bubbles," School of Economics Discussion Papers 0819, School of Economics, University of Surrey.
• Baig, Ahmed S. & Blau, Benjamin M. & Whitby, Ryan J., 2019. "Price clustering and economic freedom: The case of cross-listed securities," Journal of Multinational Financial Management, Elsevier, vol. 50(C), pages 1-12.
• Ikizlerli, Deniz & Holmes, Phil & Anderson, Keith, 2019. "The response of different investor types to macroeconomic news," Journal of Multinational Financial Management, Elsevier, vol. 50(C), pages 13-28.
• Vo, Xuan Vinh & Phan, Dang Bao Anh, 2019. "Herd behavior and idiosyncratic volatility in a frontier market," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 321-330.
• Rumokoy, Lawren J. & Neupane, Suman & Chung, Richard Y. & Vithanage, Kulunu, 2019. "Underwriter network structure and political connections in the Chinese IPO market," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 199-214.
• Mimouni, Karim & Smaoui, Houcem & Temimi, Akram & Al-Azzam, Moh'd, 2019. "The impact of Sukuk on the performance of conventional and Islamic banks," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 42-54.
• Li, Michelle & Liu, Chelsea & Scott, Tom, 2019. "Share pledges and firm value," Pacific-Basin Finance Journal, Elsevier, vol. 55(C), pages 192-205.
• Aman, Hiroyuki & Beekes, Wendy & Berkman, Henk & Bohmann, Marc & Bradbury, Michael & Chapple, Larelle & Chang, Millicent & Clout, Victoria & Faff, Robert & Han, Jianlei & Hillier, David & Hodgson, All, 2019. "Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 129-150.
• Long, Huaigang & Zhu, Yanjian & Chen, Lifang & Jiang, Yuexiang, 2019. "Tail risk and expected stock returns around the world," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 162-178.
• Wang, Steven Shuye & Xu, Kuan & Zhang, Hao, 2019. "A microstructure study of circuit breakers in the Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  • Steven Shuye Wang & Kuan Xu & Hao Zhang, 2019. "A Microstructure Study of Circuit Breakers in the Chinese Stock Markets," Working Papers daleconwp2019-02, Dalhousie University, Department of Economics.
• Chen, Chin-Ho, 2019. "Downside jump risk and the levels of futures-cash basis," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
• Yang, Zhenyi & Yu, Yiwei & Zhang, Yubing & Zhou, Sili, 2019. "Policy uncertainty exposure and market value: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
• Le, Anh & Yin, Xiangkang & Zhao, Jing, 2019. "Informed trading around earnings announcements in Australia," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
• Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019. "Latent factor models for credit scoring in P2P systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 112-121.
  • Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2018. "Latent Factor Models for Credit Scoring in P2P Systems," MPRA Paper 92636, University Library of Munich, Germany, revised 11 Oct 2018.
• Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Kang, Sang Hoon, 2019. "Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
• Ramli, Nur Ainna & Latan, Hengky & Solovida, Grace T., 2019. "Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 148-160.
• Mokni, Khaled & Youssef, Manel, 2019. "Measuring persistence of dependence between crude oil prices and GCC stock markets: A copula approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 14-33.
• Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoukarim, 2019. "A statistical analysis of uncertainty for conventional and ethical stock indexes," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 9-17.
• Aggarwal, Divya, 2019. "Do bitcoins follow a random walk model?," Research in Economics, Elsevier, vol. 73(1), pages 15-22.
• Maskus, Keith E. & Milani, Sahar & Neumann, Rebecca, 2019. "The impact of patent protection and financial development on industrial R&D," Research Policy, Elsevier, vol. 48(1), pages 355-370.
• Hussinger, Katrin & Pacher, Sebastian, 2019. "Information ambiguity, patents and the market value of innovative assets," Research Policy, Elsevier, vol. 48(3), pages 665-675.
• Peng, Wei & Hu, Shichao & Chen, Wang & Zeng, Yu-feng & Yang, Lu, 2019. "Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 137-149.
• Smales, L.A., 2019. "Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 234-252.
• Ding, David K. & Ferreira, Christo & Wongchoti, Udomsak, 2019. "The geography of CSR," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 265-288.
• Fassas, Athanasios P. & Siriopoulos, Costas, 2019. "Intraday price discovery and volatility spillovers in an emerging market," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 333-346.
• Li, Zhe & Zhang, Wei-Guo & Liu, Yong-Jun & Zhang, Yue, 2019. "Pricing discrete barrier options under jump-diffusion model with liquidity risk," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 347-368.
• Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian, 2019. "Predicting stock market movements with a time-varying consumption-aggregate wealth ratio," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 458-467.
  • Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017. "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers 201756, University of Pretoria, Department of Economics.
• Zhang, Ruixin & Ben Naceur, Sami, 2019. "Financial development, inequality, and poverty: Some international evidence," International Review of Economics & Finance, Elsevier, vol. 61(C), pages 1-16.
  • Sami Ben Naceur & RuiXin Zhang, 2016. "Financial Development, Inequality and Poverty; Some International Evidence," IMF Working Papers 16/32, International Monetary Fund.
• Muñoz, Fernando, 2019. "The ‘smart money effect’ among socially responsible mutual fund investors," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 160-179.
• Zhao, Yujie & Zhou, Donghua & Zhao, Kangsheng & Zhou, Ping, 2019. "Is the squeaky wheel getting the grease? Earnings management and government subsidies," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 297-312.
• Yang, Heejin & Kutan, Ali M. & Ryu, Doojin, 2019. "Volatility information trading in the index options market: An intraday analysis," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 412-426.
• Chen, Zhigang & Lv, Bingyang & Liu, Yongzheng, 2019. "Financial development and the composition of government expenditure: Theory and cross-country evidence," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 600-611.
• Poshakwale, Sunil S. & Chandorkar, Pankaj & Agarwal, Vineet, 2019. "Implied volatility and the cross section of stock returns in the UK," Research in International Business and Finance, Elsevier, vol. 48(C), pages 271-286.
• Nguyen, Thai Vu Hong & Nguyen, Binh Thanh & Nguyen, Kien Son & Pham, Huy, 2019. "Asymmetric monetary policy effects on cryptocurrency markets," Research in International Business and Finance, Elsevier, vol. 48(C), pages 335-339.
• Kusen, Alex & Rudolf, Markus, 2019. "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, vol. 48(C), pages 438-463.
• Oet, Mikhail V. & Ong, Stephen J., 2019. "From organization to activity in the US collateralized interbank market," Research in International Business and Finance, Elsevier, vol. 50(C), pages 472-485.
  • Mikhail V. Oet & Stephen J. Ong, 2015. "From Organization to Activity in the US Collateralized Interbank Market," Working Papers (Old Series) 1529, Federal Reserve Bank of Cleveland, revised 14 Dec 2015.
• Qadan, Mahmoud & Zoua’bi, Maher, 2019. "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 82(C).
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019. "Absolute momentum, sustainable withdrawal rates and glidepath investing in US retirement portfolios from 1925," CAMA Working Papers 2019-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Demekas, Dimitri G., 2019. "Building an effective financial stability policy framework: lessons from the post-crisis decade," LSE Research Online Documents on Economics 100483, London School of Economics and Political Science, LSE Library.
• Neil Lee & Davide Luca, 2019. "The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries," Journal of Economic Geography, Oxford University Press, vol. 19(1), pages 199-224.
  • Lee, Neil & Luca, Davide, 2019. "The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries," LSE Research Online Documents on Economics 86419, London School of Economics and Political Science, LSE Library.
• Duc Hong Vo & Ngoc Phu Tran & Tam Nguyen-Thanh Duong & Michael McAleer, 2019. "Risk analysis of energy in Vietnam," Documentos de Trabajo del ICAE 2019-14, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  • Vo, D.H. & Tran, N.P. & Duong, T.N.-T. & McAleer, M.J., 2019. "Risk Analysis of Energy in Vietnam," Econometric Institute Research Papers EI2019-18, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
• Agata Kliber & Katarzyna Wlosik, 2019. "Isolated Islands or Communicating Vessels? – Bitcoin Price and Volume Spillovers Across Cryptocurrency Platforms," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(4), pages 324-341, August.
• Tanweer Akram & Huiqing Li, 2019. "The Impact of the Bank of Japan's Monetary Policy on Japanese Government Bonds' Low Nominal Yields," Economics Working Paper Archive wp_938, Levy Economics Institute.
• Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong, 2019. "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Journal of Reviews on Global Economics, Lifescience Global, vol. 8, pages 239-257.
  • Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong, 2017. "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Working Papers 201773, University of Pretoria, Department of Economics.
• Meng-Wai Lee & Kim-Leng Goh & Michael Meow-Chung Yap, 2019. "The Malaysian Domestic Bond Market: Growing into its Rightful Role," Capital Markets Review, Malaysian Finance Association, vol. 27(1), pages 34-52.
• Chiara Pederzoli & Costanza Torricelli, 2019. "The impact of the Fundamental Review of the Trading Book: A preliminary assessment on a stylized portfolio," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0075, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Miki Hamada, 2019. "International Capital Flows and Vulnerabilities of the Indonesian Economy," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 15(1), pages 99-120, July.
• Emran Hasan & Shahanawaz Sharif, 2019. "Do Macroeconomic Variables Affect Stock Market Performance? A Case Study of DSEX and DS30 Index of Dhaka Stock Exchange," Business and Economic Research, Macrothink Institute, vol. 9(3), pages 182-203, September.
• Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019. "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers 25481, National Bureau of Economic Research, Inc.
• Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2019. "The Time Variation in Risk Appetite and Uncertainty," NBER Working Papers 25673, National Bureau of Economic Research, Inc.
• Jennie Bai & Turan G. Bali & Quan Wen, 2019. "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers 25995, National Bureau of Economic Research, Inc.
• Ivo Welch, 2019. "Simpler Better Market Betas," NBER Working Papers 26105, National Bureau of Economic Research, Inc.
• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019. "Predicting Returns With Text Data," NBER Working Papers 26186, National Bureau of Economic Research, Inc.
• Marco Cipriani & Ana Fostel & Daniel Houser, 2019. "Endogenous Leverage and Default in the Laboratory," Staff Reports 900, Federal Reserve Bank of New York.
  • Marco Cipriani & Ana Fostel & Daniel Houser, 2019. "Endogenous Leverage and Default in the Laboratory," NBER Working Papers 26469, National Bureau of Economic Research, Inc.
• Zhe Geng & Jun Pan, 2019. "Price Discovery and Market Segmentation in China's Credit Market," NBER Working Papers 26575, National Bureau of Economic Research, Inc.
• Claire Yurong Hong & Xiaomeng Lu & Jun Pan, 2019. "The Economic Impact of Distributing Financial Products on Third-Party Online Platforms," NBER Working Papers 26576, National Bureau of Economic Research, Inc.
• George Abuselidze, 2019. "Features Of Functioning And Regulation Of The Securities Market In Georgia," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 7(1), pages 48-56.
• Daniel Yordanov, 2019. "Possibilities For Financing Of Small And Medium Enterprises Through The "Growth Market" -"Beam" Of Bse-Sofia," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 7(1), pages 64-74.
• Harris, Larry & Amato, Andrea, 2019. "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, vol. 8(1-2), pages 173-202, December.
• Amihud, Yakov, 2019. "Illiquidity and Stock Returns: A Revisit," Critical Finance Review, now publishers, vol. 8(1-2), pages 203-221, December.
• Harvey, Campbell R., 2019. "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, vol. 8(1-2), pages 1-9, December.
• Bartlett III, Robert P. & McCrary, Justin, 2019. "Dark Trading at the Midpoint: Does SEC Enforcement Policy Encourage Direct Feed Arbitrage?," Journal of Law, Finance, and Accounting, now publishers, vol. 4(2), pages 291-342, December.
• Vesela Todorova, 2019. "Is the End of the Dollar as a Reserve Currency Near?," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 107-123, June.
• Lilas Demmou & Irina Stefanescu & Axelle Arquie, 2019. "Productivity growth and finance: The role of intangible assets - a sector level analysis," OECD Economics Department Working Papers 1547, OECD Publishing.
• Huber, Christoph & Huber, Jürgen & Hueber, Laura, 2019. "The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts," Journal of Banking & Finance, Elsevier, vol. 109(C).
  • Huber, Christoph & Huber, Juergen & Hueber, Laura, 2019. "The effect of experts’ and laypeople’s forecasts on others’ stock market forecasts," OSF Preprints 57m6g, Center for Open Science.
• Neil Lee & Davide Luca, 2019. "The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries," Journal of Economic Geography, Oxford University Press, vol. 19(1), pages 199-224.
  • Lee, Neil & Luca, Davide, 2019. "The big-city bias in access to finance: evidence from firm perceptions in almost 100 countries," LSE Research Online Documents on Economics 86419, London School of Economics and Political Science, LSE Library.
• Dirk G Baur & Thomas Dimpfl, 2019. "A Quantile Regression Approach to Estimate the Variance of Financial Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 17(4), pages 616-644.
• Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M Taylor, 2019. "The Rate of Return on Everything, 1870–2015," The Quarterly Journal of Economics, Oxford University Press, vol. 134(3), pages 1225-1298.
  • Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2017. "The Rate of Return on Everything, 1870–2015," Working Paper Series 2017-25, Federal Reserve Bank of San Francisco, revised 20 Dec 2017.
  • Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2018. "The Rate of Return on Everything, 1870-2015," CESifo Working Paper Series 6899, CESifo Group Munich.
  • Jord�, �scar & Knoll, Katharina & Kuvshinov, Dmitry & Schularick, Moritz & Taylor, Alan M., 2017. "The Rate of Return on Everything, 1870-2015," CEPR Discussion Papers 12509, C.E.P.R. Discussion Papers.
  • Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2017. "The Rate of Return on Everything, 1870–2015," NBER Working Papers 24112, National Bureau of Economic Research, Inc.
• Zhuo Chen & Andrea Lu, 2019. "A Market-Based Funding Liquidity Measure," Review of Asset Pricing Studies, Oxford University Press, vol. 9(2), pages 356-393.
• Marcel Fratzscher & Malte Rieth, 2019. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Review of Finance, European Finance Association, vol. 23(4), pages 745-775.
  • Rieth, Malte & Fratzscher, Marcel, 2014. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100277, Verein für Socialpolitik / German Economic Association.
  • Fratzscher, Marcel & Rieth, Malte, 2015. "Monetary policy, bank bailouts and the sovereign-bank risk nexus in the euro area," CEPR Discussion Papers 10370, C.E.P.R. Discussion Papers.
  • Marcel Fratzscher & Malte Rieth, 2015. "Monetary Policy, Bank Bailouts and the Sovereign-Bank Risk Nexus in the Euro Area," Discussion Papers of DIW Berlin 1448, DIW Berlin, German Institute for Economic Research.
• Nina Boyarchenko & Andreas Fuster & David O Lucca, 2019. "Understanding Mortgage Spreads," Review of Financial Studies, Society for Financial Studies, vol. 32(10), pages 3799-3850.
  • Nina Boyarchenko & Andreas Fuster & David O. Lucca, 2014. "Understanding mortgage spreads," Staff Reports 674, Federal Reserve Bank of New York, revised 01 Apr 2017.
• Martin C Schmalz & Sergey Zhuk, 2019. "Revealing Downturns," Review of Financial Studies, Society for Financial Studies, vol. 32(1), pages 338-373.
  • Schmalz, Martin & Zhuk, Sergey, 2018. "Revealing Downturns," CEPR Discussion Papers 12597, C.E.P.R. Discussion Papers.
  • Martin C. Schmalz & Sergey Zhuk, 2018. "Revealing Downturns," CESifo Working Paper Series 6879, CESifo Group Munich.
• Mitică Pepi, 2019. "Operational Risk Management in a Financial Institution," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 840-849, December.
• Chris M. Lawrey & Brandon C. L. Morris, 2019. "Corporate diversification and abnormal returns," Journal of Asset Management, Palgrave Macmillan, vol. 20(1), pages 31-37, February.
• Andrew Clare & Mariana Clare, 2019. "An examination of ex ante fund performance: identifying indicators of future performance," Journal of Asset Management, Palgrave Macmillan, vol. 20(3), pages 175-195, May.
• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2019. "Capital Controls and the Cost of Debt," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(2), pages 288-314, June.
  • Andreasen, Eugenia & Schindler, Martin & Valenzuela, Patricio, 2015. "Capital Controls and the Cost of Debt," Working Papers 15-02, University of Pennsylvania, Wharton School, Weiss Center.
  • Eugenia Andreasen & Martin Schindler & Patricio A Valenzuela, 2017. "Capital Controls and the Cost of Debt," IMF Working Papers 17/135, International Monetary Fund.
  • Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2015. "Capital Controls and the Cost of Debt," Documentos de Trabajo 307, Centro de Economía Aplicada, Universidad de Chile.
• Geert Bekaert & Alexander Popov, 2019. "On the Link Between the Volatility and Skewness of Growth," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(4), pages 746-790, December.
  • Geert Bekaert & Alexander Popov, 2012. "On the Link Between the Volatility and Skewness of Growth," NBER Working Papers 18556, National Bureau of Economic Research, Inc.
• Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer, 2019. "A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities," Working Papers in Economics & Finance 2019-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
• Benjamin Hippert & André Uhde & Sascha Tobias Wengerek, 2019. "Determinants of CDS trading on major banks," Working Papers Dissertations 51, Paderborn University, Faculty of Business Administration and Economics.
• Joanna Olbrys, 2019. "Intra-market commonality in liquidity: new evidence from the Polish stock exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 14(2), pages 251-275, June.
• István Magas, 2019. "Ten Years after The Global Economic Crisis," Public Finance Quarterly, State Audit Office of Hungary, vol. 64(1), pages 93-109.
• Victor Manuel Isidro Luna, 2019. "Development banking, state of confidence and sustainable growth," Working Papers PKWP1917, Post Keynesian Economics Society (PKES).
• Nguyen, Van Phuong, 2019. "Developing, Validating, and Monitoring a PD Model for Foundation IRB Approach," MPRA Paper 100628, University Library of Munich, Germany.
• Nguyen, Van Phuong, 2019. "An attempt to derive the Risk Weight Function for the bank," MPRA Paper 100631, University Library of Munich, Germany.
• Bulut, Levent & Rizvanoghlu, Islam, 2019. "Is Gold a Safe Haven? International Evidence revisited," MPRA Paper 91957, University Library of Munich, Germany.
• Zvezdin, Nikolay, 2019. "Tranched Value Securities," MPRA Paper 92302, University Library of Munich, Germany.
• Sandoval Paucar, Giovanny, 2019. "Modelación de la correlación condicional para el mercado bursátil colombiano: una aplicación de DCC – MGARCH
  [Modeling of the conditional correlation for the Colombian stock market: a DCC applicati," MPRA Paper 92534, University Library of Munich, Germany, revised 04 Mar 2019.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2019. "Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models," MPRA Paper 93048, University Library of Munich, Germany.
• Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva, 2019. "Price distortions and public information: theory, experiments and simulations," MPRA Paper 93288, University Library of Munich, Germany.
• Kang, Kee-Youn, 2019. "Cryptocurrency, Delivery Lag, and Double Spending History," MPRA Paper 93598, University Library of Munich, Germany.
• Guo, Danqiao & Boyle, Phelim & Weng, Chengguo & Wirjanto, Tony, 2019. "Age matters," MPRA Paper 93653, University Library of Munich, Germany, revised 01 May 2019.
• Gunawan, Andrew, 2019. "Pengaruh Kinerja Keuangan Terhadap Kualitas Informasi Internet Financial Reporting Dengan Kepemilikan Saham Publik Sebagai Variabel Moderasi
  [The Effect Of Financial Performance On Quality Of Inter," MPRA Paper 93960, University Library of Munich, Germany, revised 13 Feb 2019.
• Fitri Amalia, Rizki, 2019. "Analisis Perbandingan Financial Distresspada Perusahaan Konstruksi Di Bursa Efek Indonesia Tahun 2014 –2018
  [Comparative Analysis Of Financial Distress In Construction Companies In Indonesia Stock ," MPRA Paper 93962, University Library of Munich, Germany, revised 03 Feb 2019.
• suhardi, suhardi & Afrizal, Afrizal, 2019. "Bagaimanapecking-Order Theory Menjelaskan Struktur Permodalan Bank Di Indonesia?
  [How Does The Pecking-Order Theory Explain The Bank'S Capital Structure In Indonesia?]," MPRA Paper 93963, University Library of Munich, Germany, revised 14 Jan 2019.
• Khazaei, Ehsan & Jamaledini, Ashkan, 2019. "Optimal Operation of Islanded Microgrid Operation Based on the JAYA Optimization Algorithm," MPRA Paper 94279, University Library of Munich, Germany.
• Li, Yiting & Wang, Chien-Chiang, 2019. "Cryptocurrency, Imperfect Information, and Fraud," MPRA Paper 94309, University Library of Munich, Germany.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 96563, University Library of Munich, Germany.
  • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 94473, University Library of Munich, Germany.
• Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
• Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019. "Do stock markets lead or lag macroeconomic variables? Evidence from select European countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
  • Silvio John, Camilleri & Nicolanne, Scicluna & Ye, Bai, 2019. "Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries," MPRA Paper 95299, University Library of Munich, Germany.
• Rodrigues, David & Seruca, Manuel, 2019. "A Novel Practical and Fast Economic Method Based on Nonconvex Quadratic Programming," MPRA Paper 95392, University Library of Munich, Germany.
• Gu, Tao, 2019. "Wage determination and fixed capital investment in an imperfect financial market: the case of China," MPRA Paper 95986, University Library of Munich, Germany.
• Mansur, Alfan & Nizar, Muhammad Afdi, 2019. "Mengukur Perkembangan Sektor Keuangan di Indonesia dan Faktor – Faktor yang Mempengaruhi
  [Assessing the Measurement and Determinants of Financial Sector Development in Indonesia]," MPRA Paper 96265, University Library of Munich, Germany, revised 30 Sep 2019.
• Stavros Degiannakis & George Filis, 2019. "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 94-114, February.
  • Stavros Degiannakis & George Filis, 2018. "Forecasting European Economic Policy Uncertainty," BAFES Working Papers BAFES15, Department of Accounting, Finance & Economic, Bournemouth University.
  • Degiannakis, Stavros & Filis, George, 2019. "Forecasting European Economic Policy Uncertainty," MPRA Paper 96268, University Library of Munich, Germany.
• Nwaobi, Godwin, 2019. "Emerging African Economies:Digital Structures, Disruptive Responses and Demographic Implications," MPRA Paper 96317, University Library of Munich, Germany.
• Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 94473, University Library of Munich, Germany.
  • Degiannakis, Stavros & Filis, George & Siourounis, Grigorios & Trapani, Lorenzo, 2019. "Superkurtosis," MPRA Paper 96563, University Library of Munich, Germany.
• Thong, Lik Hong, 2019. "A discussion on performance risk of Dunkin's Brand," MPRA Paper 97266, University Library of Munich, Germany, revised 30 Nov 2019.
• Barbosa, António, 2019. "The Role of Information in the Discrepancy Between Average Prices and Expectations," MPRA Paper 97416, University Library of Munich, Germany.
• Nizar, Muhammad Afdi, 2019. "Baik-Buruk Inovasi Keuangan
  [Financial Innovation : The Good and the Bad Sides]," MPRA Paper 97921, University Library of Munich, Germany.
• Ghouse, Ghulam & Khan, Saud Ahmed & Habeeb, Kashif, 2019. "Information Transmission Among Equity Markets: A Comparison Between ARDL and GARCH Model," MPRA Paper 97925, University Library of Munich, Germany.
• Pham, Ngoc-Sang & Pham, Hien, 2019. "Effects of credit limit on efficiency and welfare in a simple general equilibrium model," MPRA Paper 97927, University Library of Munich, Germany, revised 05 Aug 2019.
• Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019. "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," BEMPS - Bozen Economics & Management Paper Series BEMPS61, Faculty of Economics and Management at the Free University of Bozen.
  • Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019. "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," Working Papers 201913, University of Pretoria, Department of Economics.
• Elie Bouri & Rangan Gupta & Shixuan Wang, 2019. "Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach," Working Papers 201917, University of Pretoria, Department of Economics.
• Elie Bouri & Rangan Gupta & Chi Keung Marco Lau & David Roubaud, 2019. "Risk Aversion and Bitcoin Returns in Normal, Bull, and Bear Markets," Working Papers 201927, University of Pretoria, Department of Economics.
• Samrat Goswami & Rangan Gupta & Mark E. Wohar, 2019. "Historical Volatility of Advanced Equity Markets: The Role of Local and Global Crises," Working Papers 201931, University of Pretoria, Department of Economics.
• Elie Bouri & Riza Demirer & Rangan Gupta & Xiaojin Sun, 2019. "The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles," Working Papers 201938, University of Pretoria, Department of Economics.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Clement Kyei, 2019. "Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets," Working Papers 201939, University of Pretoria, Department of Economics.
• Rangan Gupta & Hardik A. Marfatia & Eric Olson, 2019. "Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data," Working Papers 201942, University of Pretoria, Department of Economics.
• Aviral Kumar Tiwari & Christophe Andre & Rangan Gupta, 2019. "Spillovers between US Real Estate and Financial Assets in Time and Frequency Domains," Working Papers 201947, University of Pretoria, Department of Economics.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta, 2019. "Trade Uncertainties and the Hedging Abilities of Bitcoin," Working Papers 201948, University of Pretoria, Department of Economics.
• Abdulnasser Hatemi-J & Mohamed A. Hajji & Elie Bouri & Rangan Gupta, 2019. "The Benefits of Diversification between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction," Working Papers 201959, University of Pretoria, Department of Economics.
• Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019. "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers 201965, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
• Juraj Čurpek, 2019. "Time Evolution of Hurst Exponent: Czech Wholesale Electricity Market Study," European Financial and Accounting Journal, University of Economics, Prague, vol. 2019(3), pages 25-44.
• Sercan Demiralay, 2019. "Global Risk Factors and Stock Returns during Bull and Bear Market Conditions: Evidence from Emerging Economies in Europe," Prague Economic Papers, University of Economics, Prague, vol. 2019(4), pages 402-415.
• Marc Goergen & Dimitrios Gounopoulos & Panagiotis Koutroumpis, 2019. "Do Multiple Credit Ratings Reduce Money Left on the Table? Evidence from US. IPOs," Working Papers 884, Queen Mary University of London, School of Economics and Finance.
• Belinda Cheung & Sebastien Printant, 2019. "Australian Money Market Divergence: Arbitrage Opportunity or Illusion?," RBA Research Discussion Papers rdp2019-09, Reserve Bank of Australia.
• Nivín, Rafael & Pérez, Fernando, 2019. "Estimación de un Índice de Condiciones Financieras para el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 37, pages 49-64.
  • Nivín, Rafael & Pérez, Fernando, 2019. "Estimación de un Índice de Condiciones Financieras para el Perú," Working Papers 2019-006, Banco Central de Reserva del Perú.
• Nivín, Rafael & Pérez, Fernando, 2019. "Estimación de un Índice de Condiciones Financieras para el Perú," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 37, pages 49-64.
  • Nivín, Rafael & Pérez, Fernando, 2019. "Estimación de un Índice de Condiciones Financieras para el Perú," Working Papers 2019-006, Banco Central de Reserva del Perú.
• Adam, Klaus & Maatvev, Dmitry & Nagel, Stefan, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers 13213, C.E.P.R. Discussion Papers.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
  • Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018. "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series 600, Center for Financial Studies (CFS).
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series 7285, CESifo Group Munich.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," NBER Working Papers 25122, National Bureau of Economic Research, Inc.
• Sangyup Choi & Chansik Yoon, 2019. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," GRU Working Paper Series GRU_2019_020, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  • Sangyup Choi & Chansik Yoon, 2019. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," Working papers 2019rwp-142, Yonsei University, Yonsei Economics Research Institute.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2019. "The Rehabilitation of Glidepath Investing," Discussion Papers 19/17, Department of Economics, University of York.
• Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019. "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 151-165.
  • Fecht, Falko & Thum, Stefan & Weber, Patrick, 2019. "Fear, deposit insurance schemes, and deposit reallocation in the German banking system," Discussion Papers 12/2019, Deutsche Bundesbank.
• Thomas Johann & Stefan Scharnowski & Erik Theissen & Christian Westheide & Lukas Zimmermann, 2019. "Liquidity in the German Stock Market," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 71(4), pages 443-473, October.
  • Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019. "Liquidity in the German stock market," CFR Working Papers 19-02, University of Cologne, Centre for Financial Research (CFR).
• Greppmair, Stefan & Theissen, Erik, 2019. "Small is beautiful? How the introduction of mini futures contracts affects the regular contract," CFR Working Papers 19-06, University of Cologne, Centre for Financial Research (CFR).
• Cebiroglu, Gökhan & Hautsch, Nikolaus & Walsh, Christopher, 2019. "Revisiting the stealth trading hypothesis: Does time-varying liquidity explain the size-effect?," CFS Working Paper Series 625, Center for Financial Studies (CFS).
• Campbell, Gareth & Grossman, Richard & Turner, John, 2019. "Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929," CEPR Discussion Papers 13717, C.E.P.R. Discussion Papers.
  • Campbell, Gareth & Grossman, Richard S. & Turner, John D., 2019. "Before the cult of equity: New monthly indices of the British share market, 1829-1929," QUCEH Working Paper Series 2019-01, Queen's University Belfast, Queen's University Centre for Economic History.
  • Gareth Campbell & Richard S.Grossman & John D. Turner, 2019. "Before the Cult of Equity:New Monthly Indices of the British Share Market, 1829-1929," Wesleyan Economics Working Papers 2019-003, Wesleyan University, Department of Economics.
• Gider, Jasmin & Schmickler, Simon & Westheide, Christian, 2019. "High-frequency trading and price informativeness," SAFE Working Paper Series 248, Leibniz Institute for Financial Research SAFE.
• Johann, Thomas & Putnins, Talis & Sagade, Satchit & Westheide, Christian, 2019. "Quasi-dark trading: The effects of banning dark pools in a world of many alternatives," SAFE Working Paper Series 253, Leibniz Institute for Financial Research SAFE.
• Gao, Can & Martin, Ian, 2019. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers 13454, C.E.P.R. Discussion Papers.
• Schmeling, Maik & Wagner, Christian, 2019. "Does Central Bank Tone Move Asset Prices?," CEPR Discussion Papers 13490, C.E.P.R. Discussion Papers.
• Nina Boyarchenko & Anna M. Costello & Or Shachar, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," Staff Reports 879, Federal Reserve Bank of New York, revised 01 Aug 2019.
  • Boyarchenko, Nina & Costello, Anna & Shachar, Or, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," CEPR Discussion Papers 13535, C.E.P.R. Discussion Papers.
• Gareth Campbell & Richard S.Grossman & John D. Turner, 2019. "Before the Cult of Equity:New Monthly Indices of the British Share Market, 1829-1929," Wesleyan Economics Working Papers 2019-003, Wesleyan University, Department of Economics.
  • Campbell, Gareth & Grossman, Richard & Turner, John, 2019. "Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929," CEPR Discussion Papers 13717, C.E.P.R. Discussion Papers.
  • Campbell, Gareth & Grossman, Richard S. & Turner, John D., 2019. "Before the cult of equity: New monthly indices of the British share market, 1829-1929," QUCEH Working Paper Series 2019-01, Queen's University Belfast, Queen's University Centre for Economic History.
• Nyborg, Kjell G & Wang,, 2019. "Corporate cash holdings: Stock liquidity and the repurchase motive," CEPR Discussion Papers 13791, C.E.P.R. Discussion Papers.
• Dunhong Jin & Marcin Kacperczyk & Bige Kahraman & Felix Suntheim, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," IMF Working Papers 19/227, International Monetary Fund.
  • Jin, Dunhong & Kacperczyk, Marcin & Kahraman, Bige & Suntheim, Felix, 2019. "Swing Pricing and Fragility in Open-end Mutual Funds," CEPR Discussion Papers 13929, C.E.P.R. Discussion Papers.
• De Haas, Ralph & Popov, Alexander, 2019. "Finance and carbon emissions," Working Paper Series 2318, European Central Bank.
  • de Haas, Ralph & Popov, Alexander, 2019. "Finance and Carbon Emissions," CEPR Discussion Papers 14012, C.E.P.R. Discussion Papers.
• Kroencke, Tim & Schmeling, Maik & Schrimpf, Andreas, 2019. "The FOMC Risk Shift," CEPR Discussion Papers 14037, C.E.P.R. Discussion Papers.
• Greenwald, Daniel L. & Lettau, Martin & Ludvigson, Sydney, 2019. "How the Wealth Was Won: Factor Shares as Market Fundamentals," CEPR Discussion Papers 14200, C.E.P.R. Discussion Papers.
• Martin, Ian & Nagel, Stefan, 2019. "Market Efficiency in the Age of Big Data," CEPR Discussion Papers 14235, C.E.P.R. Discussion Papers.
• Sangyup Choi & Chansik Yoon, 2019. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," Working papers 2019rwp-142, Yonsei University, Yonsei Economics Research Institute.
  • Sangyup Choi & Chansik Yoon, 2019. "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," GRU Working Paper Series GRU_2019_020, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Baron, Matthew & Brogaard, Jonathan & Hagströmer, Björn & Kirilenko, Andrei, 2019. "Risk and Return in High-Frequency Trading," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(3), pages 993-1024, June.
  • Matthew Baron & Björn Hagströmer & Andrei Kirilenko, 2017. "Risk and Return in High-Frequency Trading," GRU Working Paper Series GRU_2017_018, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
• Miller, Stephen M. & Martins, Luis Filipe & Gupta, Rangan, 2019. "A Time-Varying Approach Of The Us Welfare Cost Of Inflation," Macroeconomic Dynamics, Cambridge University Press, vol. 23(2), pages 775-797, March.
  • Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014. "A Time-Varying Approach of the US Welfare Cost of Inflation," Working papers 2014-11, University of Connecticut, Department of Economics.
  • Stephen M. Miller & Luis F. Martins & Rangan Gupta, 2014. "A Time-Varying Approach of the US Welfare Cost of Inflation," Working Papers 201419, University of Pretoria, Department of Economics.
• Wang, Steven Shuye & Xu, Kuan & Zhang, Hao, 2019. "A microstructure study of circuit breakers in the Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
  • Steven Shuye Wang & Kuan Xu & Hao Zhang, 2019. "A Microstructure Study of Circuit Breakers in the Chinese Stock Markets," Working Papers daleconwp2019-02, Dalhousie University, Department of Economics.
• Heiner Flassbeck, 2019. "Die Schulden und die ökonomische Logik," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 88(4), pages 9-22.
• Gilles de Truchis & Elena Ivona Dumitrescu, 2019. "Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems," EconomiX Working Papers 2019-14, University of Paris Nanterre, EconomiX.
• Gilles de Truchis & Elena Ivona Dumitrescu & Florent Dubois, 2019. "Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems," EconomiX Working Papers 2019-15, University of Paris Nanterre, EconomiX.
• Boneva, Lena & Böninghausen, Benjamin & Fache Rousová, Linda & Letizia, Elisa, 2019. "Derivatives transactions data and their use in central bank analysis," Economic Bulletin Articles, European Central Bank, vol. 6.
• Cominetta, Matteo & Grill, Michael & Jukonis, Audrius, 2019. "Investigating initial margin procyclicality and corrective tools using EMIR data," Macroprudential Bulletin, European Central Bank, vol. 9.
• De Fiore, Fiorella & Hoerova, Marie & Uhlig, Harald, 2019. "What is the macroeconomic impact of changing money market conditions?," Research Bulletin, European Central Bank, vol. 57.
• De Haas, Ralph & Popov, Alexander, 2019. "Finance and decarbonisation: why equity markets do it better," Research Bulletin, European Central Bank, vol. 64.
• De Fiore, Fiorella & Hoerova, Marie & Uhlig, Harald, 2018. "Money Markets, Collateral and Monetary Policy," CEPR Discussion Papers 13335, C.E.P.R. Discussion Papers.
  • De Fiore, Fiorella & Hoerova, Marie & Uhlig, Harald, 2019. "Money markets, collateral and monetary policy," Working Paper Series 2239, European Central Bank.
  • Fiorella De Fiore & Marie Hoerova & Harald Uhlig, 2018. "Money Markets, Collateral and Monetary Policy," NBER Working Papers 25319, National Bureau of Economic Research, Inc.
• Weistroffer, Christian & Opricǎ, Silviu, 2019. "Institutional presence in secondary bank bond markets: how does it affect liquidity and volatility?," Working Paper Series 2276, European Central Bank.
• Ojea Ferreiro, Javier, 2019. "Disentangling the role of the exchange rate in oil-related scenarios for the European stock market," Working Paper Series 2296, European Central Bank.
• de Haas, Ralph & Popov, Alexander, 2019. "Finance and Carbon Emissions," CEPR Discussion Papers 14012, C.E.P.R. Discussion Papers.
  • De Haas, Ralph & Popov, Alexander, 2019. "Finance and carbon emissions," Working Paper Series 2318, European Central Bank.
• Werner, Ingrid M. & Wen, Yuanji & Rindi, Barbara & Buti, Sabrina, 2019. "Tick Size, Trading Strategies and Market Quality," Working Paper Series 2019-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2019. "Why is There a Secular Decline in Idiosyncratic Risk in the 2000s?," Working Paper Series 2019-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Heath, Davidson & Ringgenberg, Matthew C. & Samadi, Mehrdad & Werner, Ingrid M., 2019. "Reusing Natural Experiments," Working Paper Series 2019-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Fabian Hollstein & Marcel Prokopczuk & Björn Tharann & Chardin Wese Simen, 2019. "Predicting the equity market with option-implied variables," The European Journal of Finance, Taylor & Francis Journals, vol. 25(10), pages 937-965, July.
  • Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2017. "Predicting the Equity Market with Option Implied Variables," Hannover Economic Papers (HEP) dp-619, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Majid Haghani Rizi & N. Kundan Kishor & Hardik A. Marfatia, 2019. "The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market," The European Journal of Finance, Taylor & Francis Journals, vol. 25(5), pages 395-414, March.
  • Haghani Rizi, Majid & Kishor, N. Kundan, 2017. "The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market," MPRA Paper 83471, University Library of Munich, Germany.
• Dungey, Mardi & Islam, Raisul & Volkov, Vladimir, 2019. "Crisis transmission: visualizing vulnerability," Working Papers 2019-07, University of Tasmania, Tasmanian School of Business and Economics.
• Abdullah Kazdal & Halil Ibrahim Korkmaz & Muhammed Hasan Yilmaz, 2019. "Composing High-Frequency Financial Conditions Index and Implications for Economic Activity," Working Papers 1926, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Halil Ibrahim Aydin & Ozgur Ozel, 2019. "Term Premium in Turkish Lira Interest Rates," Working Papers 1933, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Nevin Cavusoglu & Michael D. Goldberg & Joshua Stillwagon, 2019. "New Evidence on the Portfolio Balance Approach to Currency Returns," Working Papers Series 89, Institute for New Economic Thinking.
• Tanweer Akram & Anupam Das, 2019. "The Long-Run Determinants of Indian Government Bond Yields," Asian Development Review, MIT Press, vol. 36(1), pages 168-205, March.
• Mustafa Ozturk & Yavuz Agan, 2017. "Determinants of Industrial Production in Turkey," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 1(2), pages 1-16.
• Muhammad Surajo Sanusi & Farooq Ahmad, 2019. "Measuring Predictability of Oil and Gas Stock Returns and Performance of Moving Average Trading Rules," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 3(1), pages 47-70.
• Marcelo Bianconi & Federico Esposito & Marco Sammon, 2019. "Trade Policy Uncertainty and Stock Returns," Discussion Papers Series, Department of Economics, Tufts University 0830, Department of Economics, Tufts University.
  • Esposito, Federico & Bianconi, Marcelo & Sammon, Marco, 2020. "Trade Policy Uncertainty and Stock Returns," MPRA Paper 99874, University Library of Munich, Germany.
• John Cotter & Stuart Gabriel & Richard Roll, 2016. "Nowhere to run, nowhere to hide: asset diversification in a flat world," Working Papers 201612, Geary Institute, University College Dublin.
  • John Cotter & Stuart Gabriel & Richard Roll, 2019. "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers 201909, Geary Institute, University College Dublin.
• Thomas Conlon & John Cotter & Chenglu Jin, 2019. "Co-skewness across Return Horizons," Working Papers 201910, Geary Institute, University College Dublin.
• Abhinav Anand & John Cotter, 2019. "Integration Among US Banks," Working Papers 201913, Geary Institute, University College Dublin.
• Huma Nawaz & Maira Abrar & Asma Salman & Syed Muhammad Hassan Bukhar, 2019. "Beyond Finance: Impact Of Islamic Finance On Economic Growth In Pakistan," Economic Journal of Emerging Markets, Universitas Islam Indonesia, Department of Economics, vol. 11(1), pages 8-18, April.
• Yassin Ibrahim Eltahir & Osama Azmi Sallam & Hussien Omer Osman & Fethi Klabi, 2019. "Volatility Interdependences In The Saudi Stocks Market," Economic Journal of Emerging Markets, Universitas Islam Indonesia, Department of Economics, vol. 11(1), pages 81-88, April.
• Leli Sumarni, 2019. "Financial Development And Economic Growth In Indonesia: An Ardl-Bounds Testing Approach," Economic Journal of Emerging Markets, Universitas Islam Indonesia, Department of Economics, vol. 11(1), pages 89-96, April.
• Syajarul Imna Mohd Amin & Aisyah Abdul-Rahman & Hawati Janor & Khairi Mohd Asri, 2019. "Financial development and performance of palm oil industry in Malaysia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, Department of Economics, vol. 11(2), pages 135-151, October.
• Manuel Ammann & Alexander Feser, 2019. "Robust Estimation of Risk-Neutral Moments," Working Papers on Finance 1902, University of St. Gallen, School of Finance.
• Benedikt Ballensiefen & Angelo Ranaldo, 2019. "Safe Asset Carry Trade," Working Papers on Finance 1909, University of St. Gallen, School of Finance, revised Oct 2019.
• Jin Sun & Eckhard Platen, 2019. "Benchmarked Risk Minimizing Hedging Strategies for Life Insurance Policies," Research Paper Series 399, Quantitative Finance Research Centre, University of Technology, Sydney.
• Gerhard Sorger, 2019. "Endogenous credit constraints: the role of informational non-uniqueness," Vienna Economics Papers 1903, University of Vienna, Department of Economics.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019. "The Adaptive Market Hypothesis and the Day-of-the-Week Effect in African Stock Markets: the Markov Switching Model," Comparative Economic Research, Sciendo, vol. 22(3), pages 145-162, September.
• Rydzewski Rafał, 2019. "Market-to-Book Ratio and Creative Industries– Example of Polish Video Games Developers," Economics and Culture, Sciendo, vol. 16(1), pages 137-147, June.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019. "Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets," Journal of Management and Business Administration. Central Europe, Sciendo, vol. 27(4), pages 71-94, December.
• Lambrev Dimitar, 2019. "Infrastructure Indices: Comparative Analysis of Performance, Risk and Representation of Global Listed Proxies," Naše gospodarstvo/Our economy, Sciendo, vol. 65(3), pages 23-39, September.
• Campbell, Gareth & Grossman, Richard & Turner, John, 2019. "Before the Cult of Equity: New Monthly Indices of the British Share Market, 1829-1929," CEPR Discussion Papers 13717, C.E.P.R. Discussion Papers.
  • Gareth Campbell & Richard S.Grossman & John D. Turner, 2019. "Before the Cult of Equity:New Monthly Indices of the British Share Market, 1829-1929," Wesleyan Economics Working Papers 2019-003, Wesleyan University, Department of Economics.
  • Campbell, Gareth & Grossman, Richard S. & Turner, John D., 2019. "Before the cult of equity: New monthly indices of the British share market, 1829-1929," QUCEH Working Paper Series 2019-01, Queen's University Belfast, Queen's University Centre for Economic History.
• Maarten van Oordt & Chen Zhou, 2019. "Systemic risk and bank business models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 365-384, April.
  • Maarten van Oordt & Chen Zhou, 2014. "Systemic risk and bank business models," DNB Working Papers 442, Netherlands Central Bank, Research Department.
• Giovanni Angelini & Luca Fanelli, 2019. "Exogenous uncertainty and the identification of structural vector autoregressions with external instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 951-971, September.
  • Angelini, Giovanni & Fanelli, Luca, 2018. "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper 93864, University Library of Munich, Germany, revised May 2019.
• Olaf Korn & Paolo Krischak & Erik Theissen, 2019. "Illiquidity transmission from spot to futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1228-1249, October.
  • Korn, Olaf & Krischak, Paolo & Theissen, Erik, 2017. "Illiquidity transmission from spot to futures markets," CFR Working Papers 14-10, University of Cologne, Centre for Financial Research (CFR).
• Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2019. "Effective Macroprudential Policy: Cross‐Sector Substitution from Price and Quantity Measures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1209-1235, August.
  • Janko Cizel & Jon Frost & Aerdt G. F. J. Houben & Peter Wierts, 2016. "Effective Macroprudential Policy; Cross-Sector Substitution from Price and Quantity Measures," IMF Working Papers 16/94, International Monetary Fund.
  • Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2016. "Effective macroprudential policy: Cross-sector substitution from price and quantity measures," DNB Working Papers 498, Netherlands Central Bank, Research Department.
• Milan Nedeljkovic & Christian Saborowski, 2019. "The Relative Effectiveness of Spot and Derivatives‐Based Intervention," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1455-1490, September.
  • Milan Nedeljkovic & Christian Saborowski, 2018. "The Relative Effectiveness of Spot and Derivatives Based Intervention," CESifo Working Paper Series 7127, CESifo Group Munich.
• Robert Jarrow & Arkadev Chatterjea, 2019. "An Introduction to Derivative Securities, Financial Markets, and Risk Management," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number y0018, May.
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Derivatives and Risk Management," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 1, pages 2-21, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Interest Rates," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 2, pages 22-52, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Stocks," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 3, pages 53-71, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Forwards and Futures," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 4, pages 72-91, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Options," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 5, pages 92-111, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Arbitrage and Trading," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 6, pages 112-128, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Financial Engineering and Swaps," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 7, pages 129-151, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Forwards and Futures Markets," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 8, pages 154-171, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Futures Trading," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 9, pages 172-191, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Futures Regulations," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 10, pages 192-208, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Cost-of-Carry Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 11, pages 209-228, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Extended Cost-of-Carry Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 12, pages 229-255, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Futures Hedging," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 13, pages 256-285, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Options Markets and Trading," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 14, pages 288-309, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Option Trading Strategies," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 15, pages 310-335, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Option Relations," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 16, pages 336-366, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Single-Period Binomial Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 17, pages 367-391, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Multiperiod Binomial Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 18, pages 392-421, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Black–Scholes–Merton Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 19, pages 422-461, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Using the Black–Scholes–Merton Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 20, pages 462-493, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Yields and Forward Rates," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 21, pages 496-537, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Interest Rate Swaps," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 22, pages 538-557, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Single-Period Binomial Heath–Jarrow–Morton Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 23, pages 558-591, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Multiperiod Binomial HJM Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 24, pages 592-617, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "The Heath–Jarrow–Morton Libor Model," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 25, pages 618-654, World Scientific Publishing Co. Pte. Ltd..
• Robert A. Jarrow & Arkadev Chatterjea, 2019. "Risk Management Models," World Scientific Book Chapters, in: An Introduction to Derivative Securities, Financial Markets, and Risk Management, chapter 26, pages 655-683, World Scientific Publishing Co. Pte. Ltd..
• Andrew Y. Chen, 2019. "The Limits of p-Hacking : A Thought Experiment," Finance and Economics Discussion Series 2019-016, Board of Governors of the Federal Reserve System (U.S.).
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2019. "Transparency and Collateral: The Design of CCPs' Loss Allocation Rules," Finance and Economics Discussion Series 2019-058, Board of Governors of the Federal Reserve System (U.S.).
• Chang-Jin Kim, 2019. "Collateralized Debt Networks with Lender Default," Finance and Economics Discussion Series 2019-083, Board of Governors of the Federal Reserve System (U.S.).
• Brent Bundick, 2019. "The Persistent Effects of the Temporary Tightening in Financial Conditions," Economic Bulletin, Federal Reserve Bank of Kansas City, April.
• Willem Van Zandweghe, 2019. "Do Changes in the Stock Market Affect Consumer and Business Confidence?," Macro Bulletin, Federal Reserve Bank of Kansas City, pages 1-3, January.
• Kevin L. Kliesen & Brian Levine & Christopher J. Waller, 2019. "Gauging Market Responses to Monetary Policy Communication," Review, Federal Reserve Bank of St. Louis, vol. 101(2), pages 69-91.
• Mark Wright, 2018. "The Seniority Structure of Sovereign Debt," 2018 Meeting Papers 928, Society for Economic Dynamics.
  • Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The Seniority Structure of Sovereign Debt," Working Papers 759, Federal Reserve Bank of Minneapolis.
  • Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019. "The Seniority Structure of Sovereign Debt," CEPR Discussion Papers 13692, C.E.P.R. Discussion Papers.
  • Matthias Schlegl & Christoph Trebesch & Mark L.J. Wright, 2019. "The Seniority Structure of Sovereign Debt," NBER Working Papers 25793, National Bureau of Economic Research, Inc.
  • Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019. "The seniority structure of sovereign debt," Kiel Working Papers 2129, Kiel Institute for the World Economy (IfW).
• Boyarchenko, Nina & Costello, Anna & Shachar, Or, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," CEPR Discussion Papers 13535, C.E.P.R. Discussion Papers.
  • Nina Boyarchenko & Anna M. Costello & Or Shachar, 2019. "The Long and Short of It: The Post-Crisis Corporate CDS Market," Staff Reports 879, Federal Reserve Bank of New York, revised 01 Aug 2019.
• Richard K. Crump & Nikolay Gospodinov, 2019. "Deconstructing the yield curve," Staff Reports 884, Federal Reserve Bank of New York, revised 01 May 2019.
• Elizaveta V. Anufrieva, 2019. "Influence of Macroeconomic Factors on the Return of Russian Stock Exchange Indices," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 127006, Russia, issue 4, pages 75-87, August.
• Mario Cerrato & Zhekai Zhang, 2019. "Can we predict currency momentum crashes?," Working Papers 2019-12, Business School - Economics, University of Glasgow.
• Mario Cerrato & Zhekai Zhang, 2019. "Can we predict currency momentum crashes?," Working Papers 2019_12, Business School - Economics, University of Glasgow.
• Norasmah Othman, 2019. "Entrepreneurial Behavior and Intentions among Bumiputera's Students," GATR Journals gjbssr550, Global Academy of Training and Research (GATR) Enterprise.
• Khairiah Salwa Mokhtar, 2020. "Complying with the United Nations' Sustainable Development Goals: A case of the Malaysian ageing population," GATR Journals gjbssr551, Global Academy of Training and Research (GATR) Enterprise.
• Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Uddin, Gazi Salah & Kang, Sang Hoon, 2019. "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Resources Policy, Elsevier, vol. 62(C), pages 588-601.
  • Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Gazi Salah Uddin & Sang Hoon Kang, 2019. "Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach," Post-Print hal-02159274, HAL.
• Monika Matušovičová & Denis Matušovič, 2019. "Recovery Of The European Asset Management Ten Years After The Financial Crisis," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 70(5), pages 782-801.
• Farago, Adam & Hjalmarsson, Erik, 2019. "Compound Returns," Working Papers in Economics 767, University of Gothenburg, Department of Economics.
• Koptyug, Nikita & Persson, Lars & Tåg, Joacim, 2020. "Should we worry about the decline of the public corporation? A brief survey of the economics and external effects of the stock market," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  • Koptyug, Nikita & Persson, Lars & Tåg, Joacim, 2019. "Should We Worry about the Decline of the Public Corporation? A Brief Survey of the Economics and External Effects of the Stock Market," Working Paper Series 1298, Research Institute of Industrial Economics.
• Wilhelmsson, Mats, 2019. "What is the impact of macroprudential regulations on the Swedish housing market?," Working Paper Series 19/6, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
• Stockhammer, Engelbert & Bengtsson, Erik, 2019. "Financial effects in historic consumption and investment functions," Lund Papers in Economic History 188, Lund University, Department of Economic History.
• Asgharian, Hossein & Krygier, Dominika & Vilhelmsson, Anders, 2019. "Systemic Risk and Centrality Revisited:The Role of Interactions," Knut Wicksell Working Paper Series 2019/1, Lund University, Knut Wicksell Centre for Financial Studies.
• Aase, Knut K. & Bjerksund, Petter, 2019. "The optimal extraction rate versus the expected real return of a sovereign wealth fund," Discussion Papers 2019/7, Norwegian School of Economics, Department of Business and Management Science.
• Bjerksund, Petter & Schjelderup, Guttorm, 2019. "Does a Wealth Tax Discriminate against Domestic Investors?," Discussion Papers 2019/16, Norwegian School of Economics, Department of Business and Management Science.
• Knezevic, David & Nordström, Martin & Österholm, Pär, 2019. "The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy," Working Papers 2019:6, Örebro University, School of Business.

2018

• Shen, Ji & Wei, Bin & Yan, Hongjun, 2016. "Financial Intermediation Chains in an OTC Market," MPRA Paper 74925, University Library of Munich, Germany.
  • Ji Shen & Bin Wei & Hongjun Yan, 2018. "Financial Intermediation Chains in an OTC Market," FRB Atlanta Working Paper 2018-15, Federal Reserve Bank of Atlanta.
• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela & Chae Hee Shin, 2018. "The Shift from Active to Passive Investing: Potential Risks to Financial Stability?," Supervisory Research and Analysis Working Papers RPA 18-4, Federal Reserve Bank of Boston, revised 27 Aug 2018.
• Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  • Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas, revised 01 May 2018.
  • Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018. "Macro Aspects of Housing," ISER Discussion Paper 1030, Institute of Social and Economic Research, Osaka University.
  • Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018. "Macro Aspects of Housing," MPRA Paper 93512, University Library of Munich, Germany.
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018. "Transparency and Collateral : Central versus Bilateral Clearing," Finance and Economics Discussion Series 2018-017, Board of Governors of the Federal Reserve System (U.S.).
• Engin L. Altinoglu, 2018. "The Origins of Aggregate Fluctuations in a Credit Network Economy," Finance and Economics Discussion Series 2018-031, Board of Governors of the Federal Reserve System (U.S.).
• Andrew Y. Chen & Thomas Zimmermann, 2018. "Publication Bias and the Cross-Section of Stock Returns," Finance and Economics Discussion Series 2018-033, Board of Governors of the Federal Reserve System (U.S.).
• Kenechukwu E. Anadu & Mathias S. Kruttli & Patrick E. McCabe & Emilio Osambela & Chae Hee Shin, 2018. "The Shift from Active to Passive Investing : Potential Risks to Financial Stability?," Finance and Economics Discussion Series 2018-060, Board of Governors of the Federal Reserve System (U.S.), revised 28 Aug 2018.
• Scott Mixon & Tugkan Tuzun, 2018. "Price Pressure and Price Discovery in the Term Structure of Interest Rates," Finance and Economics Discussion Series 2018-065, Board of Governors of the Federal Reserve System (U.S.), revised 28 Sep 2018.
• Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018. "First to "Read" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers 1233, Board of Governors of the Federal Reserve System (U.S.).
• Luca Benzoni & Olena Chyruk & David Kelley, 2018. "Why Does the Yield-Curve Slope Predict Recessions?," Chicago Fed Letter, Federal Reserve Bank of Chicago.
  • Luca Benzoni & Olena Chyruk & David Kelley, 2018. "Why Does the Yield-Curve Slope Predict Recessions?," Working Paper Series WP-2018-15, Federal Reserve Bank of Chicago, revised 28 Sep 2018.
• Luca Benzoni & Olena Chyruk & David Kelley, 2018. "Why Does the Yield-Curve Slope Predict Recessions?," Chicago Fed Letter, Federal Reserve Bank of Chicago.
  • Luca Benzoni & Olena Chyruk & David Kelley, 2018. "Why Does the Yield-Curve Slope Predict Recessions?," Working Paper Series WP-2018-15, Federal Reserve Bank of Chicago, revised 28 Sep 2018.
• David Finkelstein & Andreas Strzodka & James Vickery, 2018. "Credit risk transfer and de facto GSE reform," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 88-116.
  • David Finkelstein & Andreas Strzodka & James Vickery, 2018. "Credit risk transfer and de facto GSE reform," Staff Reports 838, Federal Reserve Bank of New York.
• David Finkelstein & Andreas Strzodka & James Vickery, 2018. "Credit risk transfer and de facto GSE reform," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 88-116.
  • David Finkelstein & Andreas Strzodka & James Vickery, 2018. "Credit risk transfer and de facto GSE reform," Staff Reports 838, Federal Reserve Bank of New York.
• Gözde YILDIRIM, Zafer ADALI, 2018. "Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• İsmail CANÖZ, 2018. "Borsa İstanbul 100 Endeksi ile Tüketici Güven Endeksleri Arasındaki Nedensellik İlişkisi: Türkiye Örneği," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• Mustafa UYSAL, Zafer ADALI, 2018. "Performance Measurement of Pension Investment Funds in Turkey: Comparing Performance of Traditional and Islamic Pension Investment Funds," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Alexander V. Murychev & Petr N. Novikov & Rim K. Nurmukhametov, 2018. "Professional Standards of the Activities of the Financial Market Specialists in the Context of the Digital Economy Development," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 127006, Russia, issue 2, pages 73-83, April.
• Elena V. Krasova, 2018. "Professional Intermediaries in the Russian Stock Market: Conditions and Trends of Development," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 127006, Russia, issue 2, pages 94-105, April.
• Razvan-Gabriel Hapau, 2018. "The influence of capital structure on financial performance of microfinance institutions," Scientific Papers 0015, Institute of Financial Studies.
• Mestel, Roland & Murg, Michael & Theissen, Erik, 2018. "Algorithmic trading and liquidity: Long term evidence from Austria," Finance Research Letters, Elsevier, vol. 26(C), pages 198-203.
  • Roland Mestel & Michael Murg & Erik Theissen, 2018. "Algorithmic Trading and Liquidity: Long Term Evidence from Austria," Working Paper Series, Social and Economic Sciences 2018-03, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
• Hafinaz Hasniyanti Hassan, 2018. "Conceptual Framework for the Determinants of Mutual Fund Performance in Malaysia," GATR Journals jfbr146, Global Academy of Training and Research (GATR) Enterprise.
• Chong Choy Yoke, 2018. "Non-linear Effect of Debt on the Economic Performance of Trans-Pacific Partnership Countries," GATR Journals jfbr147, Global Academy of Training and Research (GATR) Enterprise.
• Prince T. Medina, 2018. "Equity Analysis in Buying Company Shares on the Philippine Stock Exchange," GATR Journals jfbr148, Global Academy of Training and Research (GATR) Enterprise.
• Riko Hendrawan, 2018. "Assessing Banking Profit Efficiency Using Stochastic Frontier Analysis," GATR Journals jfbr149, Global Academy of Training and Research (GATR) Enterprise.
• Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019. "The Credit Default Swap market contagion during recent crises: international evidence," Review of Quantitative Finance and Accounting, Springer, vol. 53(1), pages 1-46, July.
  • Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2018. "The Credit Default Swap market contagion during recent crises: International evidence," Post-Print hal-01572510, HAL.
• Jamal Bouoiyour, Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
  • Jamal Bouoiyour & Refk Selmi, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers hal-01880322, HAL.
  • Jamal Bouoiyour & Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print hal-01736632, HAL.
  • Jamal BOUOIYOUR & Refk SELMI, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers 2016-2017_3, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Oct 2016.
• Bouoiyour, Jamal & Selmi, Refk, 2018. "Are BRICS Markets Equally Exposed to Trump’s Agenda?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(2), pages 1203-1233.
  • Jamal Bouoiyour & Refk Selmi, 2018. "Are BRICs Markets equally exposed to Trump’s agenda," Post-Print hal-01879666, HAL.
• Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Hedström, Axel, 2018. "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Energy Economics, Elsevier, vol. 71(C), pages 35-46.
  • Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Axel Hedström, 2018. "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Post-Print hal-01996386, HAL.
• Bertoni, Fabio & Lugo, Stefano, 2018. "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 146-158.
  • Fabio Bertoni & Stefano Lugo, 2018. "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Post-Print hal-02312138, HAL.
• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-01223969, HAL.
  • Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper 84905, University Library of Munich, Germany, revised 11 Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
• Oriol, Nathalie & Rufini, Alexandra & Torre, Dominique, 2018. "Fifty-shades of grey: Competition between dark and lit pools in stock exchanges," Information Economics and Policy, Elsevier, vol. 45(C), pages 68-85.
  • Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2018. "Fifty-shades of grey: competition between dark and lit pools in stock exchanges," Post-Print halshs-01860709, HAL.
• Damette Olivier & Jawadi Fredj & Parent Antoine, 2018. "Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-18, December.
  • Olivier Damette & Fredj Jawadi & Antoine Parent, 2018. "Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis," Post-Print halshs-02122974, HAL.
• Jamal Bouoiyour, Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
  • Jamal BOUOIYOUR & Refk SELMI, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers 2016-2017_3, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Oct 2016.
  • Jamal Bouoiyour & Refk Selmi, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers hal-01880322, HAL.
  • Jamal Bouoiyour & Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print hal-01736632, HAL.
• Aljoša Šestanović & Đuro Horvat & Bojan Tomić, 2018. "The Existence Of The Pecking Order Theory Of Capital Structure On Croatian Capital Market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 69(1), pages 58-72.
• Dmitry Kuvshinov & Kaspar Zimmermann, 2018. "The Big Bang: Stock Market Capitalization in the Long Run," Working Papers 0136, European Historical Economics Society (EHES).
• Feng, Xunan & Johansson, Anders C., 2018. "Firm Ownership, Political Participation, and Access to Finance through Public Bond Offerings in China," Stockholm School of Economics Asia Working Paper Series 2018-50, Stockholm School of Economics, Stockholm China Economic Research Institute.
• Byström, Hans & Krygier, Dominika, 2018. "What Drives Bitcoin Volatility?," Working Papers 2018:24, Lund University, Department of Economics.
• Ma, Lin, 2018. "Importance of Demand and Supply Shocks for Oil Price Variations," Working Paper Series 10-2018, Norwegian University of Life Sciences, School of Economics and Business.
• Tepper, Alexander & Borowiecki, Karol Jan, 2014. "A Leverage-Based Measure of Financial Instability," Discussion Papers of Business and Economics 14/2014, University of Southern Denmark, Department of Business and Economics.
  • Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander, 2018. "A Leverage-Based Measure of Financial Stability," Discussion Papers of Business and Economics 1/2018, University of Southern Denmark, Department of Business and Economics.
  • Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander, 2018. "A Leverage-Based Measure of Financial Stability," CEPR Discussion Papers 12676, C.E.P.R. Discussion Papers.
• de Oliveira Souza, Thiago, 2018. "Red tape asset pricing," Discussion Papers of Business and Economics 8/2018, University of Southern Denmark, Department of Business and Economics.
• Dahlquist, Magnus & Odegaard, Bernt Arne, 2018. "A Review of Norges Bank's Active Management of the Government Pension Fund Global," UiS Working Papers in Economics and Finance 2018/1, University of Stavanger.
• Klova, Valeriia & Odegaard, Bernt Arne, 2018. "Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators," UiS Working Papers in Economics and Finance 2018/4, University of Stavanger, revised 20 Aug 2018.
• Tanweer Akram & Huiqing Li, 2018. "The Dynamics of Japanese Government Bonds' Nominal Yields," Economics Working Paper Archive wp_906, Levy Economics Institute.
• Tanweer Akram & Anupam Das, 2018. "Australian Government Bonds' Nominal Yields: An Empirical Analysis," Economics Working Paper Archive wp_910, Levy Economics Institute.
• Jamal Bouoiyour, Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 15(2), pages 277-292, December.
  • Jamal Bouoiyour & Refk Selmi, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers hal-01880322, HAL.
  • Jamal Bouoiyour & Refk Selmi, 2018. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Post-Print hal-01736632, HAL.
  • Jamal BOUOIYOUR & Refk SELMI, 2016. "Are UK industries resilient in dealing with uncertainty? The case of Brexit," Working Papers 2016-2017_3, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Oct 2016.
• Arnaud Bourgain & Luisito Bertinelli & Florian Leon, 2018. "Corruption and tax compliance: Evidence from small retailers in Bamako, Mali," CREA Discussion Paper Series 18-18, Center for Research in Economic Analysis, University of Luxembourg.
• Lixin Sun, 2018. "Quantifying the Effects of Financialization and Leverage in China," Chinese Economy, Taylor & Francis Journals, vol. 51(3), pages 209-226, May.
  • Sun, Lixin, 2015. "Quantifying the Effects of Financialisation and Leverage in China," MPRA Paper 69938, University Library of Munich, Germany.
• Mohsen Jafarian & Fauzias Mat Nor & Izani Ibrahim, 2018. "The Relative Importance of Cash Flow News and Discount Rate News at Driving Stock Price Change," Capital Markets Review, Malaysian Finance Association, vol. 26(1), pages 56-72.
• Dolores Moreno-Herrero & Manuel Salas-Velasco & José Sánchez-Campillo, 2018. "The Knowledge and Skills That Are Essential to Make Financial Decisions: First Results From PISA 2012," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 74(3), pages 293-339, September.
• Andrew Phiri, 2020. "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, vol. 53(1), pages 171-193, February.
  • Phiri, Andrew, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper 85826, University Library of Munich, Germany.
  • Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
• Crowley, Meredith A. & Meng, Ning & Song, Huasheng, 2019. "Policy shocks and stock market returns: Evidence from Chinese solar panels," Journal of the Japanese and International Economies, Elsevier, vol. 51(C), pages 148-169.
  • Meredith Crowley & Ning Meng & Huasheng Song, 2018. "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," NBER Chapters, in: Globalization and Welfare Impacts of International Trade, National Bureau of Economic Research, Inc.
  • Meredith A. Crowley & Ning Meng & Huasheng Song, 2015. "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," Cambridge Working Papers in Economics 1529, Faculty of Economics, University of Cambridge.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2018. "Why Has Idiosyncratic Risk Been Historically Low in Recent Years?," Working Paper Series 2018-02, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2018. "Why has Idiosyncratic Risk been Historically Low in Recent Years?," NBER Working Papers 24270, National Bureau of Economic Research, Inc.
• Jose Pizarro & Eduardo S. Schwartz, 2018. "The Valuation of Fisheries Rights: A Real Options Approach," NBER Working Papers 25140, National Bureau of Economic Research, Inc.
• Aleksandra Stankovska & Savica Dimitrieska & Vasko Stamevski, 2018. "Securities Market Regulation On Global Level," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 14(1), pages 115-124.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2018. "Conditional Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: What Do the Outliers in the Data Tell Us?," Critical Finance Review, now publishers, vol. 7(2), pages 273-329, December.
• Hong, Harrison & Jiang, Wenxi, 2018. "Diseconomies of Scale in the Actively-Managed Mutual Fund Industry: Fund Industry: What Do the Outliers in the Data Tell Us?: A Response," Critical Finance Review, now publishers, vol. 7(2), pages 373-377, December.
• Jianhua Ding & Turen Guo & Bin Guo, 2018. "Fat Tails, Value at Risk, and the Palladium Returns," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 7(2), pages 95-103, May.
• Timur Kuran & Jared Rubin, 2018. "The Financial Power of the Powerless: Socio‐Economic Status and Interest Rates Under Partial Rule of Law," Economic Journal, Royal Economic Society, vol. 128(609), pages 758-796.
  • Timur Kuran & Jared Rubin, 2014. "The Financial Power of the Powerless: Socio-Economic Status and Interest Rates under Partial Rule of Law," Working Papers 14-22, Chapman University, Economic Science Institute.
• Ivan Jaccard, 2018. "Asset Pricing and the Propagation of Macroeconomic Shocks," Journal of the European Economic Association, European Economic Association, vol. 16(2), pages 436-486.
• Antonio F Galvao & Ted Juhl & Gabriel Montes-Rojas & Jose Olmo, 2018. "Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 16(2), pages 211-243.
• Jozef Baruník & Tomáš Křehlík, 2018. "Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 16(2), pages 271-296.
  • Jozef Barunik & Tomas Krehlik, 2015. "Measuring the frequency dynamics of financial connectedness and systemic risk," Papers 1507.01729, arXiv.org, revised Dec 2017.
• Stefano Giglio & Bryan Kelly, 2018. "Excess Volatility: Beyond Discount Rates," The Quarterly Journal of Economics, Oxford University Press, vol. 133(1), pages 71-127.
  • Stefano Giglio & Bryan Kelly, 2016. "Excess Volatility: Beyond Discount Rates," NBER Working Papers 22045, National Bureau of Economic Research, Inc.
• Paul Ehling & Alessandro Graniero & Christian Heyerdahl-Larsen, 2018. "Asset Prices and Portfolio Choice with Learning from Experience," Review of Economic Studies, Oxford University Press, vol. 85(3), pages 1752-1780.
• Peter Christoffersen & Mathieu Fournier & Kris Jacobs, 2018. "The Factor Structure in Equity Options," Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 595-637.
  • Peter Christoffersen & Mathieu Fournier & Kris Jacobs, 2013. "The Factor Structure in Equity Options," CREATES Research Papers 2013-47, Department of Economics and Business Economics, Aarhus University.
• Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018. "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," Review of Financial Studies, Society for Financial Studies, vol. 31(2), pages 678-714.
  • Eric Ghysels & Casidhe Horan & Emanuel Moench, 2012. "Forecasting through the rear-view mirror: data revisions and bond return predictability," Staff Reports 581, Federal Reserve Bank of New York.
• Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2018. "Learning from History: Volatility and Financial Crises," Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2774-2805.
  • Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2016. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 66046, London School of Economics and Political Science, LSE Library.
  • Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2016. "Learning from History : Volatility and Financial Crises," Finance and Economics Discussion Series 2016-093, Board of Governors of the Federal Reserve System (U.S.).
• Iftekhar Hasan & Roman Horvath & Jan Mares, 2018. "What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence," World Bank Economic Review, World Bank Group, vol. 32(2), pages 383-409.
  • Hasan, Iftekhar & Horvath, Roman & Mares, Jan, 2015. "What type of finance matters for growth? Bayesian model averaging evidence," Research Discussion Papers 17/2015, Bank of Finland.
  • Hasan,Iftekhar & Horvath,Roman & Mares,Jan, 2016. "What type of finance matters for growth ? Bayesian model averaging evidence," Policy Research Working Paper Series 7645, The World Bank.
• MiloÈ™ Marius Cristian & MiloÈ™ Laura Raisa, 2018. "Short-Selling Regulation and the Development of the Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 470-475, July.
• Szász Erzsébet, 2018. "About the Similarities and Common Roots of Two Consecutive Financial Crises," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 64-69, December.
• MiloÅŸ Laura Raisa & MiloÅŸ Marius Cristian, 2018. "Accounting Disclosure and Stock Market Reaction. Empirical Analysis on Bucharest Stock Exchange," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 643-648, December.
• Wai Mun Fong, 2018. "“Safe” stocks," Journal of Asset Management, Palgrave Macmillan, vol. 19(2), pages 93-98, March.
• Golam Sarwar & Cesario Mateus & Natasa Todorovic, 2018. "US sector rotation with five-factor Fama–French alphas," Journal of Asset Management, Palgrave Macmillan, vol. 19(2), pages 116-132, March.
• Kyre Dane Lahtinen & Chris M. Lawrey & Kenneth J. Hunsader, 2018. "Beta dispersion and portfolio returns," Journal of Asset Management, Palgrave Macmillan, vol. 19(3), pages 156-161, May.
• Ugo Panizza, 2018. "Nonlinearities in the Relationship Between Finance and Growth," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(1), pages 44-53, March.
  • Ugo Panizza, 2017. "Non-linearities in the Relationship between Finance and Growth," IHEID Working Papers 12-2017, Economics Section, The Graduate Institute of International Studies.
• Henry I. Penikas & Mikhail A. Surkov, 2018. "History of the World Largest Financial Losses in 1972-2018," DEM Working Papers Series 166, University of Pavia, Department of Economics and Management.
• Takanori Hisada, 2018. "The Effect of Investor Sentiment toward an Exchange Merger on Liquidity," International Journal of Economics and Financial Issues, Econjournals, vol. 8(2), pages 315-318.
• Charles O. Manasseh & Jonathan E. Ogbuabor & Charles N. Anumudu & Felicia C. Abada & Martins A. Okolie & Okoro E. Okoro, 2018. "The Causal Effect of Stock Market Development, Financial Sector Reforms and Economic Growth: The Application of Vector Autoregressive and Error Correction Model," International Journal of Economics and Financial Issues, Econjournals, vol. 8(2), pages 357-369.
• Ritika Jaiswal & Rashmi Uchil, 2018. "An Analysis of Gold Futures as an Alternative Asset: Evidence from India," International Journal of Economics and Financial Issues, Econjournals, vol. 8(6), pages 144-150.
• Mustafa Kemal Yilmaz & Necla I. Kucukcolak & R. Ali Kucukcolak, 2018. "Market Efficiency and Risk Premium in the Turkish Wholesale Electricity Market," International Journal of Energy Economics and Policy, Econjournals, vol. 8(5), pages 76-88.
• Alí Aali-Bujari & Francisco Venegas-Martínez & Roberto J. Santillán-Salgado, 2018. "On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 148-154.
• Bünyamin Er & Yusuf Guneysu & Hüseyin Ünal, 2018. "Financing Renewable Energy Projects: An Empirical Analysis for Turkey," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 180-185.
• Adedoyin Isola Lawal & Abiola A. Babajide & Tony Ikechukwu Nwanji & Damilola Eluyela, 2018. "Are Oil Prices Mean Reverting? Evidence from Unit Root Tests with Sharp and Smooth Breaks," International Journal of Energy Economics and Policy, Econjournals, vol. 8(6), pages 292-298.
• Gounopoulos, Dimitrios & Pham, Hang, 2018. "Financial Expert CEOs and Earnings Management Around Initial Public Offerings," The International Journal of Accounting, Elsevier, vol. 53(2), pages 102-117.
• Banerji, Sanjay & Duygun, Meryem & Shaban, Mohamed, 2018. "Political connections, bailout in financial markets and firm value," Journal of Corporate Finance, Elsevier, vol. 50(C), pages 388-401.
• Gupta, Kartick & Krishnamurti, Chandrasekhar, 2018. "Do macroeconomic conditions and oil prices influence corporate risk-taking?," Journal of Corporate Finance, Elsevier, vol. 53(C), pages 65-86.
• Jawadi, Fredj & Namouri, Hela & Ftiti, Zied, 2018. "An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 469-484.
• Huang, Jinbo & Li, Yong & Yao, Haixiang, 2018. "Index tracking model, downside risk and non-parametric kernel estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 92(C), pages 103-128.
• McNevin, Bruce D. & Nix, Joan, 2018. "The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors," Economic Modelling, Elsevier, vol. 68(C), pages 570-585.
• Chen, Xiao & Huang, Bihong & Ye, Dezhu, 2018. "The role of punctuation in P2P lending: Evidence from China," Economic Modelling, Elsevier, vol. 68(C), pages 634-643.
• Pan, Lei & Mishra, Vinod, 2018. "Stock market development and economic growth: Empirical evidence from China," Economic Modelling, Elsevier, vol. 68(C), pages 661-673.
• Wang, Guocheng & Wang, Yanyi, 2018. "Herding, social network and volatility," Economic Modelling, Elsevier, vol. 68(C), pages 74-81.
• Zhang, Wei & Wang, Guanying & Wang, Xingchun & Xiong, Xiong & Lei, Xuan, 2018. "Profitability of reversal strategies: A modified version of the Carhart model in China," Economic Modelling, Elsevier, vol. 69(C), pages 26-37.
• Dungey, Mardi & Luciani, Matteo & Veredas, David, 2018. "Systemic risk in the US: Interconnectedness as a circuit breaker," Economic Modelling, Elsevier, vol. 71(C), pages 305-315.
• Aysun, Uluc & Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018. "Is the credit channel alive? Firm-level evidence on the sensitivity of borrowing spreads to monetary policy," Economic Modelling, Elsevier, vol. 75(C), pages 305-319.
• Jian, Zhihong & Deng, Pingjun & Zhu, Zhican, 2018. "High-dimensional covariance forecasting based on principal component analysis of high-frequency data," Economic Modelling, Elsevier, vol. 75(C), pages 422-431.
• Degenhardt, Thomas & Auer, Benjamin R., 2018. "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 169-205.
• Kim, Hyeongwoo & Kim, Jintae, 2018. "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
  • Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2017. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2017-05, Department of Economics, Auburn University.
• Liu, Qiang & Liu, Yiqi & Liu, Zhi & Wang, Li, 2018. "Estimation of spot volatility with superposed noisy data," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 62-79.
• Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2018. "Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 161-181.
• Jeong, Giho & Kang, Jangkoo & Kwon, Kyung Yoon, 2018. "Liquidity skewness premium," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 130-150.
• Jeong, Minsoo, 2018. "Consistent estimator of nonparametric structural spurious regression model for high frequency data," Economics Letters, Elsevier, vol. 162(C), pages 18-21.
• Demirer, Riza & Gupta, Rangan, 2018. "Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data," Economics Letters, Elsevier, vol. 167(C), pages 36-39.
• Marks, Joseph M. & Nam, Kiseok, 2018. "Intertemporal risk-return tradeoff in the short-run," Economics Letters, Elsevier, vol. 172(C), pages 81-84.
• Demirer, Riza & Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2018. "Global risk aversion and emerging market return comovements," Economics Letters, Elsevier, vol. 173(C), pages 118-121.
• Wohlfarth, Paul, 2018. "Measuring the impact of monetary policy attention on global asset volatility using search data," Economics Letters, Elsevier, vol. 173(C), pages 15-18.
• Grammig, Joachim & Küchlin, Eva-Maria, 2018. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," Journal of Econometrics, Elsevier, vol. 205(1), pages 6-33.
• Cortina, Juan J. & Ismail, Soha & Schmukler, Sergio L., 2018. "Firm financing and growth in the Arab region," Economic Systems, Elsevier, vol. 42(2), pages 361-383.
  • Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L., 2016. "Firm financing and growth in the Arab region," Policy Research Working Paper Series 7756, The World Bank.
  • Soha Ismail & Juan Jose Cortina Lorente & Sergio L. Schmukler, 2017. "Firm Financing and Growth in the Arab Region," Working Papers 1092, Economic Research Forum, revised 05 Nov 2017.
• Ratha, Dilip & De, Supriyo & Kurlat, Sergio, 2018. "Does governing law affect bond spreads?," Emerging Markets Review, Elsevier, vol. 36(C), pages 60-78.
  • Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres & Ratha,Dilip K. & De,Supriyo & Kurlat,Sergio Andres, 2016. "Does governing law affect bond spreads ?," Policy Research Working Paper Series 7863, The World Bank.
• Tran, Ly Thi Hai & Hoang, Thao Thi Phuong & Tran, Hoa Xuan, 2018. "Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market," Emerging Markets Review, Elsevier, vol. 37(C), pages 114-133.
• Badshah, Ihsan & Bekiros, Stelios & Lucey, Brian M. & Uddin, Gazi Salah, 2018. "Asymmetric linkages among the fear index and emerging market volatility indices," Emerging Markets Review, Elsevier, vol. 37(C), pages 17-31.
• Jian, Zhihong & Wu, Shuai & Zhu, Zhican, 2018. "Asymmetric extreme risk spillovers between the Chinese stock market and index futures market: An MV-CAViaR based intraday CoVaR approach," Emerging Markets Review, Elsevier, vol. 37(C), pages 98-113.
• Chevallier, Julien & Nguyen, Duc Khuong & Siverskog, Jonathan & Uddin, Gazi Salah, 2018. "Market integration and financial linkages among stock markets in Pacific Basin countries," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 77-92.
• Sherrill, D. Eli & Stark, Jeffrey R., 2018. "ETF liquidation determinants," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 357-373.
• Trimborn, Simon & Härdle, Wolfgang Karl, 2018. "CRIX an Index for cryptocurrencies," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 107-122.
• Badeeb, Ramez Abubakr & Lean, Hooi Hooi, 2018. "Asymmetric impact of oil price on Islamic sectoral stocks," Energy Economics, Elsevier, vol. 71(C), pages 128-139.
• Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Hedström, Axel, 2018. "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Energy Economics, Elsevier, vol. 71(C), pages 35-46.
  • Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Axel Hedström, 2018. "Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets," Post-Print hal-01996386, HAL.
• Ewing, Bradley T. & Kang, Wensheng & Ratti, Ronald A., 2018. "The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies," Energy Economics, Elsevier, vol. 72(C), pages 505-516.
• Reboredo, Juan C., 2018. "Green bond and financial markets: Co-movement, diversification and price spillover effects," Energy Economics, Elsevier, vol. 74(C), pages 38-50.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2018. "Addressing COP21 using a stock and oil market integration index," Energy Policy, Elsevier, vol. 116(C), pages 127-136.
• Dutta, Anupam & Bouri, Elie & Noor, Md Hasib, 2018. "Return and volatility linkages between CO2 emission and clean energy stock prices," Energy, Elsevier, vol. 164(C), pages 803-810.
• Bekiros, Stelios & Avdoulas, Christos & Hassapis, Christis, 2018. "Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 140-155.
• Hanna, Alan J., 2018. "A top-down approach to identifying bull and bear market states," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 93-110.
• Pae, Yuntaek & Bae, Sung C. & Lee, Namhoon, 2018. "Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 127-135.
• Ichev, Riste & Marinč, Matej, 2018. "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 153-166.
• Byström, Hans, 2018. "Stock return expectations in the credit market," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 85-92.
  • Byström, Hans, 2016. "Stock Return Expectations in the Credit Market," Working Papers 2016:26, Lund University, Department of Economics.
• Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Pérez-Pico, Ada María & Ribeiro-Navarrete, Belén, 2018. "Does social network sentiment influence the relationship between the S&P 500 and gold returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 57-64.
• Brawn, Derek A. & Šević, Aleksandar, 2018. "“Firm size matters: Industry sector, firm age and volatility do too in determining which publicly-listed US firms pay a dividend”," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 132-152.
• Chen, Zhongdong & Daves, Phillip R., 2018. "The January sentiment effect in the U.S. stock market," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 94-104.
• Dodd, Olga & Frijns, Bart, 2018. "NYSE closure and global equity trading: The case of cross-listed stocks," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 138-150.
• Righi, Marcelo Brutti & Borenstein, Denis, 2018. "A simulation comparison of risk measures for portfolio optimization," Finance Research Letters, Elsevier, vol. 24(C), pages 105-112.
• Fang, Libing & Chen, Baizhu & Yu, Honghai & Qian, Yichuo, 2018. "Identifying systemic important markets from a global perspective: Using the ADCC ΔCoVaR approach with skewed-t distribution," Finance Research Letters, Elsevier, vol. 24(C), pages 137-144.
• Österholm, Pär, 2018. "The relation between treasury yields and corporate bond yield spreads in Australia: Evidence from VARs," Finance Research Letters, Elsevier, vol. 24(C), pages 186-192.
• Sakemoto, Ryuta, 2018. "Do precious and industrial metals act as hedges and safe havens for currency portfolios?," Finance Research Letters, Elsevier, vol. 24(C), pages 256-262.
• Feldman, Todd, 2018. "Unwinding ZIRP: A simulation analysis," Finance Research Letters, Elsevier, vol. 24(C), pages 278-288.
• Auer, Benjamin R., 2018. "A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio," Finance Research Letters, Elsevier, vol. 24(C), pages 289-290.
• Ekinci, Cumhur & Ersan, Oguz, 2018. "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, vol. 24(C), pages 313-320.
• Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018. "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, vol. 24(C), pages 42-48.
• Lee, Chia-Hao & Chou, Pei-I, 2018. "Financial openness and market liquidity in emerging markets," Finance Research Letters, Elsevier, vol. 25(C), pages 124-130.
• Blau, Benjamin M. & Whitby, Ryan J., 2018. "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, vol. 25(C), pages 244-250.
• Choi, Hae Mi, 2018. "Short selling and the rounding of analysts’ forecasts," Finance Research Letters, Elsevier, vol. 25(C), pages 47-54.
• Bernales, Alejandro & Cañón, Carlos & Verousis, Thanos, 2018. "Bid–ask spread and liquidity searching behaviour of informed investors in option markets," Finance Research Letters, Elsevier, vol. 25(C), pages 96-102.
• Mestel, Roland & Murg, Michael & Theissen, Erik, 2018. "Algorithmic trading and liquidity: Long term evidence from Austria," Finance Research Letters, Elsevier, vol. 26(C), pages 198-203.
  • Roland Mestel & Michael Murg & Erik Theissen, 2018. "Algorithmic Trading and Liquidity: Long Term Evidence from Austria," Working Paper Series, Social and Economic Sciences 2018-03, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
• Dash, Saumya Ranjan & Maitra, Debasish, 2018. "Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach," Finance Research Letters, Elsevier, vol. 26(C), pages 32-39.
• Feng, Wenjun & Wang, Yiming & Zhang, Zhengjun, 2018. "Informed trading in the Bitcoin market," Finance Research Letters, Elsevier, vol. 26(C), pages 63-70.
• Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa, 2018. "Datestamping the Bitcoin and Ethereum bubbles," Finance Research Letters, Elsevier, vol. 26(C), pages 81-88.
• Siikanen, Milla & Baltakys, Kęstutis & Kanniainen, Juho & Vatrapu, Ravi & Mukkamala, Raghava & Hussain, Abid, 2018. "Facebook drives behavior of passive households in stock markets," Finance Research Letters, Elsevier, vol. 27(C), pages 208-213.
• Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, vol. 27(C), pages 247-258.
  • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Volatility Jumps: The Role of Geopolitical Risks," Working Papers 201805, University of Pretoria, Department of Economics.
• Bouri, Elie & Lien, Donald & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018. "Directional predictability of implied volatility: From crude oil to developed and emerging stock markets," Finance Research Letters, Elsevier, vol. 27(C), pages 65-79.
• Gupta, Suman & Das, Debojyoti & Hasim, Haslifah & Tiwari, Aviral Kumar, 2018. "The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach," Finance Research Letters, Elsevier, vol. 27(C), pages 91-98.
• Jørgensen, Kjell & Skjeltorp, Johannes & Ødegaard, Bernt Arne, 2018. "Throttling hyperactive robots – Order-to-trade ratios at the Oslo Stock Exchange," Journal of Financial Markets, Elsevier, vol. 37(C), pages 1-16.
• Chung, Kee H. & Chuwonganant, Chairat, 2018. "Market volatility and stock returns: The role of liquidity providers," Journal of Financial Markets, Elsevier, vol. 37(C), pages 17-34.
• Ho, Hwai-Chung & Wang, Hsiao-Chuan, 2018. "Momentum lost and found in corporate bond returns," Journal of Financial Markets, Elsevier, vol. 38(C), pages 60-82.
• Benos, Evangelos & Žikeš, Filip, 2018. "Funding constraints and liquidity in two-tiered OTC markets," Journal of Financial Markets, Elsevier, vol. 39(C), pages 24-43.
• Borochin, Paul A. & Cicon, James E. & DeLisle, R. Jared & Price, S. McKay, 2018. "The effects of conference call tones on market perceptions of value uncertainty," Journal of Financial Markets, Elsevier, vol. 40(C), pages 75-91.
• Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2018. "The maximum bid-ask spread," Journal of Financial Markets, Elsevier, vol. 41(C), pages 1-16.
• Dang, Viet Anh & Michayluk, David & Pham, Thu Phuong, 2018. "The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ," Journal of Financial Markets, Elsevier, vol. 41(C), pages 17-35.
• D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin, 2018. "How does risk flow in the credit default swap market?," Journal of Financial Stability, Elsevier, vol. 35(C), pages 53-74.
  • Marco D'Errico & Stefano Battiston & Tuomas Peltonen & Martin Scheicher, 2016. "How does risk flow in the credit default swap market?," ESRB Working Paper Series 33, European Systemic Risk Board.
  • Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
• Kariv, Shachar & Kotowski, Maciej H. & Leister, C. Matthew, 2018. "Liquidity risk in sequential trading networks," Games and Economic Behavior, Elsevier, vol. 109(C), pages 565-581.
  • Kariv, Shachar & Kotowski, Maciej H. & Leister, C. Matthew, 2016. "Liquidity Risk in Sequential Trading Networks," Working Paper Series 16-039, Harvard University, John F. Kennedy School of Government.
• da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Motta, Luiz Felipe Jacques, 2018. "R&D investment and risk in Brazil," Global Finance Journal, Elsevier, vol. 35(C), pages 106-114.
• Oriol, Nathalie & Rufini, Alexandra & Torre, Dominique, 2018. "Fifty-shades of grey: Competition between dark and lit pools in stock exchanges," Information Economics and Policy, Elsevier, vol. 45(C), pages 68-85.
  • Nathalie Oriol & Alexandra Rufini & Dominique Torre, 2018. "Fifty-shades of grey: competition between dark and lit pools in stock exchanges," Post-Print halshs-01860709, HAL.
• Atanasova, Christina & Li, Mingxin, 2018. "Multi-market trading and liquidity: Evidence from cross-listed companies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 117-138.
• Kanas, Angelos & Molyneux, Philip, 2018. "Macro stress testing the U.S. banking system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 54(C), pages 204-227.
• Alkan, Ulas & Guner, Biliana, 2018. "Preferences for lottery stocks at Borsa Istanbul," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 211-223.
• Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018. "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 1-16.
• Murphy, Austin, 2018. "Bond pricing in the biggest city bankruptcy in history: The effects of state emergency management laws on default risk," International Review of Law and Economics, Elsevier, vol. 54(C), pages 106-117.
• Chapman, Kimball, 2018. "Earnings notifications, investor attention, and the earnings announcement premium," Journal of Accounting and Economics, Elsevier, vol. 66(1), pages 222-243.
• HANNAH, Leslie, 2018. "Corporate Governance, Accounting Transparency and Stock Exchange Sizes in Germany, Japan and “Anglo-Saxon” Economies, 1870-1950," Discussion paper series HIAS-E-77, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Oleksiy Kalivoshko, 2018. "Methodological Bases of Research the Infrastructure of Financial and Credit Market," Accounting and Finance, Institute of Accounting and Finance, issue 4, pages 124-130, December.
• James L. Kuhle & Eric C. Lin, 2018. "Evaluating Real Estate Mutual Fund Performance Using The Morningstar Upside/Downside Capture Ratio," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 12(1), pages 15-22.
• Lan Liu, 2018. "Seasonal Variations In Two-Year Treasury Note Yields," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 12(2), pages 27-37.
• James L. Kuhle & Eric C. Lin, 2018. "An Evaluation Of Risk And Return Performance Measure Alternatives: Evidence From Real Estate Mutual Funds," Review of Business and Finance Studies, The Institute for Business and Finance Research, vol. 9(1), pages 1-11.
• Mohamed Yassine Khouildi & Salina Hj. Kassim, 2018. "An Innovative Financing Instrument To Promote The Development Of Islamic Microfinance Through Socially Responsible Investment Sukuk," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 4(2), pages 1-14, November.
• Irma Asyatun, 2018. "Regional And Accessibility Analysis Of The Banking System And Their Impacts Toward Regional Financial Inclusion In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, vol. 4(2), pages 1-22, November.
• Ali Yavuz Polat, 2018. "Subprime Mortgages And Lending Bubbles," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(2), pages 1-26, October.
• Vaneesha Boney & Christos Giannikos & Hany Guirguis, 2018. "Pricing Dynamics between Single Stock Futures and the Underlying Spot Security," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 17(2), pages 179-191, September.
• John Kandrac, 2018. "The Cost of Quantitative Easing: Liquidity and Market Functioning Effects of Federal Reserve MBS Purchases," International Journal of Central Banking, International Journal of Central Banking, vol. 14(5), pages 259-304, December.
• Theobald, Thomas & Tober, Silke, 2020. "Euro area sovereign yield spreads as determinants of private sector borrowing costs," Economic Modelling, Elsevier, vol. 84(C), pages 27-37.
  • Thomas Theobald & Silke Tober, 2018. "Euro area sovereign yield spreads as determinants of private sector borrowing costs," IMK Working Paper 193-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Pablo Cotler & Rodrigo Carrillo, 2018. "El Mercado de Préstamos Prendarios en México: Quién lo usa, cuánto cuesta y qué tanta competencia hay," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 13(2), pages 247-272, Abril-Jun.
• António Afonso & Mina Kazemi, 2018. "Sovereign Bond Yields Spreads Spillovers in the EMU," Working Papers REM 2018/52, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• M. Angeles Carnero Fernández & Ana Pérez Espartero, 2018. "Outliers and misleading leverage effect in asymmetric GARCH-type models," Working Papers. Serie AD 2018-01, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
• David Vidal-Tomás & Simone Alfarano, 2020. "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
  • Vidal-Tomás, David & Alfarano, Simone, 2018. "An agent based early warning indicator for financial market instability," MPRA Paper 89693, University Library of Munich, Germany.
  • David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).
• Jugurnath Bhavish & Elahee A & Fauzel Sheereen & Soondram Hema, 2018. "Financial Structures And Economic Development: Empirical Evidence From Brics Countries And Mauritius," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(1), pages 131-155, January-M.
• Yi-Hao Lai & Yi-Chiuan Wang & Wei-Shih Chung, 2018. "Initial Jump and Recovering Jump in the S&P 500 Index Returns: A Jump-Recovering-Switching Approach," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 14(1), pages 51-66, February.
• Schiereck, D. & Freytag, A. & Grimm, M. & Bretschneider, W. H., 2018. "Public Corporations in Africa – A Continental Survey on Stock Exchanges and Capital Market Performance," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 109715, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
  • Dirk Schiereck & Andreas Freytag & Maximilian Grimm & Wolfgang H. Bretschneider, 2018. "Public Corporations in Africa - A Continental Survey on Stock Exchanges and Capital Markets Performance," Jena Economic Research Papers 2018-013, Friedrich-Schiller-University Jena.
• Dilip B. Madan, 2018. "Financial equilibrium with non-linear valuations," Annals of Finance, Springer, vol. 14(2), pages 211-221, May.
• Trin Sittisawad & Pariyada Sukcharoensin, 2018. "Success Factors of Financial Derivatives Markets in Asia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(2), pages 71-86, June.
• Paul C. Noller, 2018. "Evaluating the Credibility of the European Bank Bail-In Commitment," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 46(4), pages 471-472, December.
• Paulo Pereira Silva, 2018. "Fragmentation and Market Quality: The Case of European Markets," De Economist, Springer, vol. 166(2), pages 179-206, June.
• Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2018. "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 29-47, February.
  • Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2014. "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test," Working Papers 201471, University of Pretoria, Department of Economics.
• Alessandra Bettocchi & Elena Giarda & Cristiana Moriconi & Federica Orsini & Rita Romeo, 2018. "Assessing and predicting financial vulnerability of Italian households: a micro-macro approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(3), pages 587-605, August.
• Mohamed Douch, 2018. "Asset Returns and Economic Conditions," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 24(2), pages 201-202, May.
• Ludwig O. Dittrich & Pavel Srbek, 2018. "Long-Range Dependence in Daily Return Stock Market Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 24(3), pages 285-286, August.
• Percy Venegas & Tomáš Krabec & Romana Čižinská, 2018. "Factoring Attention Price into Investment Decisions," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 24(4), pages 379-380, November.
• Ryan L. Davis & Stephen N. Jurich & Brian S. Roseman & Ethan D. Watson, 2018. "Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(3), pages 345-367, December.
• Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, 2018. "What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 57(3), pages 431-475, October.
  • Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, "undated". "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," GRU Working Paper Series GRU_2016_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  • Huang, Daisy J. & Leung, Charles Ka Yui & Tse, Chung-Yi, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," MPRA Paper 76864, University Library of Munich, Germany.
  • Daisy J. HUANG & Charles Ka Yui LEUNG & Chung-Yi TSE, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," ISER Discussion Paper 0990, Institute of Social and Economic Research, Osaka University.
• Ge Bao & Guoliang Feng, 2018. "Testing the Dividend Discount Model in Housing Markets: the Role of Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 677-701, November.
• Sangyup Choi, 2018. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Open Economies Review, Springer, vol. 29(1), pages 89-118, February.
  • Sangyup Choi, 2017. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Working papers 2017rwp-113, Yonsei University, Yonsei Economics Research Institute.
• Yoshihiko Kadoya & Mostafa Saidur Rahim Khan & Tomomi Hamada & Alvaro Dominguez, 2018. "Financial literacy and anxiety about life in old age: evidence from the USA," Review of Economics of the Household, Springer, vol. 16(3), pages 859-878, September.
• Fathi Abid & Bilel Kaffel, 2018. "The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 561-590, February.
• Benjamin Mögel & Benjamin R. Auer, 2018. "How accurate are modern Value-at-Risk estimators derived from extreme value theory?," Review of Quantitative Finance and Accounting, Springer, vol. 50(4), pages 979-1030, May.
• Federica Salvadè, 2018. "Is less information better information? Evidence from the credit rating withdrawal," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 139-157, July.
• Jinghua Wang & Geoffrey Ngene, 2018. "Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors," Review of Quantitative Finance and Accounting, Springer, vol. 51(1), pages 199-218, July.
• Thomas Conlon & Brian M. Lucey & Gazi Salah Uddin, 2018. "Is gold a hedge against inflation? A wavelet time-scale perspective," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 317-345, August.
• Hardy Johnson & Ansley Chua & Tianming Zhang, 2018. "Odd lot trading and earnings announcements," Review of Quantitative Finance and Accounting, Springer, vol. 51(2), pages 529-551, August.
• Sunil K. Mohanty & Joseph Onochie & Abdulrahman F. Alshehri, 2018. "Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 595-619, October.
• Hsiu-Lang Chen, 2018. "Information diffusion of upstream and downstream industry-wide earnings surprises and its implications," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 751-784, October.
• Arie Harel & Jack Clark Francis & Giora Harpaz, 2018. "Alternative utility functions: review, analysis and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 785-811, October.
• Erhan Uluceviz & Kamil Yilmaz, 2018. "Measuring Real-Financial Connectedness in the U.S. Economy," Koç University-TUSIAD Economic Research Forum Working Papers 1812, Koc University-TUSIAD Economic Research Forum.
• Csóka, Péter, 2018. "Az adósságelengedés modellezése kooperatív játékelmélettel
  [Modelling debt relief using cooperative game theory]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 768-779.
• Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018. "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, KSP Journals, vol. 5(1), pages 103-117, March.
• Hyun, Suk & Park, Donghyun & Tian, Shu, 2018. "Determinants of Public–Private Partnerships in Infrastructure in Asia: Implications for Capital Market Development," ADB Economics Working Paper Series 552, Asian Development Bank.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019. "The changing network of financial market linkages: The Asian experience," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
  • Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers id:12924, eSocialSciences.
  • Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series 558, Asian Development Bank.
  • Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The changing network of financial market linkages: the Asian experience," Working Papers 2018-05, University of Tasmania, Tasmanian School of Business and Economics.
• Galvani, Valentina & Li, Lifang, 2018. "Asymmetric Information, Predictability and Momentum in the Corporate Bond Market," Working Papers 2018-17, University of Alberta, Department of Economics.
• Varlı, Yusuf, 2018. "Who Are the Market Beaters: Lucky Investors, Insiders or Who Else?," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(1), pages 87-107, January.
• Koy, Ayben, 2018. "Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(2), pages 291-299, April.
• Sahin, Serkan, 2018. "Foreign Direct Investment, International Trade and Financial Development in BRICS-T Countries: A Bootstrap Panel Causality Analysis," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(2), pages 301-316, April.
• Tasci, Hazal & Korkmaz, Turhan, 2018. "Effects of 2008 Financial Crisis on Dividend Payout Policies of Istanbul 100 Index Listed Companies," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 9(3), pages 605-618, July.
• Anténor-Habazac, Cassandre & Dionne, Georges & Guesmi, Sahar, 2018. "Cyclical variations in liquidity risk of corporate bonds," Working Papers 18-3, HEC Montreal, Canada Research Chair in Risk Management.
• Ejaz, Maham & Tashfeen, Rubeena & Younas, Kinza & Naeem, Abubaker, 2018. "Economic Value Added or Earnings per Share? An Incremental Content Analysis," Empirical Economic Review, University of Management and Technology, Lahore, vol. 1(2), pages 63-90.
• Bouoiyour, Jamal & Selmi, Refk, 2018. "Are BRICS Markets Equally Exposed to Trump’s Agenda?," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 33(2), pages 1203-1233.
  • Jamal Bouoiyour & Refk Selmi, 2018. "Are BRICs Markets equally exposed to Trump’s agenda," Post-Print hal-01879666, HAL.
• Khaled, Shafi A., 2018. "Risk, Return, and Profit-Loss Shared Lending under a Zero-Interest Financial System," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 26, pages 1-30.
• Fegheh Majidi, Ali & Shahidi, Fariba, 2018. "The Impacts of Industrial Index, Financial Index and Macroeconomic Variables on Tehran Stock Exchange: Markov-Switching Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 5(2), pages 1-26, August.
• Heidari , Hassan & Refah-Kahriz, Arash & Hashemi Berenjabadi, Nayyer, 2018. "Dynamic Relationship between Macroeconomic Variables and Stock Return Volatility in Tehran Stock Exchange: Multivariate MS ARMA GARCH Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 5(2), pages 223-250, August.
• Baskot, Bojan & Orsag, Silvije & Mikerevic, Dejan, 2018. "Yield Curve In Bosnia And Herzegovina: Financial And Macroeconomic Framework," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 9(1), pages 1-15.
• Mircea BAHNA & Cosmin-Octavian CEPOI & Bogdan Andrei DUMITRESCU & Virgil DAMIAN, 2018. "Estimating the Price Impact of Market Orders on the Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 120-133, December.
• Zintle Twala & Riza Demirer & Rangan Gupta, 2018. "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Journal of Economics and Behavioral Studies, AMH International, vol. 10(2), pages 120-132.
  • Zintle Twala & Riza Demirer & Rangan Gupta, 2018. "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Working Papers 201808, University of Pretoria, Department of Economics.
• Georgiana NITA & Alexandru BADIU, 2018. "The need for cash and its role in society," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 66(1), pages 82-89, January.
• I-Chun Tsai, 2018. "Investigating Gender Differences in Real Estate Trading Sentiments," The American Economist, Sage Publications, vol. 63(2), pages 187-214, October.
• Charilaos Mertzanis & Noha Allam, 2018. "Political Instability and Herding Behaviour: Evidence from Egypt’s Stock Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1), pages 29-59, April.
• Ender BAYKUT & Veysel KULA, 2018. "Determining the Regime Structure of BIST-100 Index: Markov Regime Switching Approach," Proceedings of International Academic Conferences 6408963, International Institute of Social and Economic Sciences.
• Przemyslaw Grobelny & Maciej Stradomski & Piotr Stobiecki, 2018. "Determinants of merger and acquisition activity in Poland," Proceedings of International Academic Conferences 6409376, International Institute of Social and Economic Sciences.
• Erkan POYRAZ & Bilge TÜRKÜN KAYA, 2018. "Effects of Sovereign Credit Rate Announcements on Turkey Stock Exchange Market," Proceedings of International Academic Conferences 6508957, International Institute of Social and Economic Sciences.
• Pi-Hsia Yen, 2018. "Selling Losers and Winners: A Test of the Disposition and House Money Effect," Proceedings of Economics and Finance Conferences 6910161, International Institute of Social and Economic Sciences.
• Abdul Haque & Adeel Nasir, 2018. "The application of Value at Risk and Expected Shortfall as Controlling Mechanism of Systematic Risk of Pakistani Stock Market," Proceedings of Economics and Finance Conferences 7108551, International Institute of Social and Economic Sciences.
• Leslaw Pietrewicz, 2018. "The Role of Capital Markets in Stimulating the Fourth Industrial Revolution (Rola rynkow kapitalowych w stymulowaniu czwartej rewolucji przemyslowej)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 16(72), pages 89-102.
• Edyta Mioduchowska-Jaroszewicz, 2018. "Information Asymmetry and Financial Statement (Asymetria informacji a sprawozdanie finansowe)," Research Reports, University of Warsaw, Faculty of Management, vol. 1(27), pages 45-53.
• Marie Briere & Ariane Szafarz, 2018. "Factors and Sectors in Asset Allocation: Stronger Together?," Working Papers CEB 18-016, ULB -- Universite Libre de Bruxelles.
• Semen SON-TURAN, 2018. "Türkiye’de Yükseköğrenim Finansmanının Özelleştirilmesi," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(35).
• Brian Muyambiri & Nicholas M. Odhiambo, 2018. "Financial Development and Investment Dynamics in Mauritius: A Trivariate Granger-Causality Analysis," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(2-3), pages 62-73, April-Sep.
  • Muyambiri, Brian & Odhiambo, Nicholas Mbaya, 2016. "Financial development and investment dynamics in Mauritius: A trivariate granger-casuality analysis," Working Papers 21161, University of South Africa, Department of Economics.
• Christos Avdoulas & Stelios Bekiros & Sabri Boubaker, 2018. "Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 307-333, March.
• Hachmi Ben Ameur & Fredj Jawadi & Abdoulkarim Idi Cheffou & Wael Louhichi, 2018. "Measurement errors in stock markets," Annals of Operations Research, Springer, vol. 262(2), pages 287-306, March.
• Mariya Gubareva & Maria Rosa Borges, 2018. "Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk," Annals of Operations Research, Springer, vol. 266(1), pages 71-100, July.
• Dimitrios Koutmos, 2018. "Interdependencies between CDS spreads in the European Union: Is Greece the black sheep or black swan?," Annals of Operations Research, Springer, vol. 266(1), pages 441-498, July.
• Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018. "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, vol. 15(1), pages 1-32, January.
  • Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based On Penalized Quantile Regression," "Marco Fanno" Working Papers 0199, Dipartimento di Scienze Economiche "Marco Fanno".
  • Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015. "Asset Allocation Strategies Based on Penalized Quantile Regression," Papers 1507.00250, arXiv.org.
• Jun-ichi Maskawa & Koji Kuroda & Joshin Murai, 2018. "Multiplicative random cascades with additional stochastic process in financial markets," Evolutionary and Institutional Economics Review, Springer, vol. 15(2), pages 515-529, December.
• Diego Winkelried & Luis A. Iberico, 2018. "Calendar effects in Latin American stock markets," Empirical Economics, Springer, vol. 54(3), pages 1215-1235, May.
  • Iberico, Luis Antonio & Winkelried, Diego, 2015. "Calendar Effects in Latin American Stock Markets," Working Papers 2015-008, Banco Central de Reserva del Perú.
• Merve Tuncay, 2018. "Do political risks matter in the financial markets?: evidence from Turkey," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(2), pages 209-227, June.
• Tiantian Mao & Jun Cai, 2018. "Risk measures based on behavioural economics theory," Finance and Stochastics, Springer, vol. 22(2), pages 367-393, April.
• Omar Euch & Masaaki Fukasawa & Mathieu Rosenbaum, 2018. "The microstructural foundations of leverage effect and rough volatility," Finance and Stochastics, Springer, vol. 22(2), pages 241-280, April.
• Ulrich Horst & Dörte Kreher, 2018. "Second order approximations for limit order books," Finance and Stochastics, Springer, vol. 22(4), pages 827-877, October.
• Ludger Schuknecht, 2018. "The Supply of Safe Assets and Fiscal Policy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 53(2), pages 94-100, March.
  • Schuknecht, Ludger, 2016. "The supply of 'safe' assets and fiscal policy," CFS Working Paper Series 532, Center for Financial Studies (CFS).
• Benjamin Rainer Auer, 2018. "Are standard asset pricing factors long-range dependent?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(1), pages 66-88, January.
• Yu Zhang & Weihong Huang, 2018. "Impact of strategy switching on wealth accumulation," Journal of Evolutionary Economics, Springer, vol. 28(4), pages 961-983, September.
• Sarveshwar Kumar Inani, 2018. "Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 129-154, March.
• Avishek Bhandari & Kamaiah Bandi, 2018. "On the Dynamics of Inflation-Stock Returns in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(1), pages 89-99, March.
• Dilip Kumar, 2018. "Modeling and Forecasting Unbiased Extreme Value Volatility Estimator in Presence of Leverage Effect," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 313-335, June.
• Muhammad Ali Nasir & Min Du, 2018. "Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 363-388, June.
• Martin Angerer & Georg Peter & Sebastian Stoeckl & Thomas Wachter & Matthias Bank & Marco Menichetti, 2018. "Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 70(3), pages 209-230, July.
• Martin Hellwig & Jochen Zimmermann & Mechthild Schrooten & Hans-Peter Burghof & Stephan Schulmeister, 2018. "Zehn Jahre nach der Lehman-Pleite — Finanzmärkte stabil?
  [Ten Years after the Lehman-Bankruptcy — Have Financial Markets Stabilized?]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 98(8), pages 539-557, August.
• Alfranseder, Emanuel & Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia & Sobolewski, Paweł, 2018. "Indicators for the monitoring of central counterparties in the EU," ESRB Occasional Paper Series 14, European Systemic Risk Board.
• Brinkhoff, Jeroen & Langfield, Sam & Weeken, Olaf, 2018. "From the horse’s mouth: surveying responses to stress by banks and insurers," ESRB Occasional Paper Series 15, European Systemic Risk Board.
• Abad, David & Massot, Magdalena & Pascual, Roberto, 2018. "Evaluating VPIN as a trigger for single-stock circuit breakers," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 21-36.
• Bayar, Tumennasan & Cornett, Marcia Millon & Erhemjamts, Otgontsetseg & Leverty, Ty & Tehranian, Hassan, 2018. "An examination of the relation between strategic interaction among industry firms and firm performance," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 248-263.
• Baxamusa, Mufaddal & Jalal, Abu, 2018. "Industry networks and IPO waves," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 129-146.
• Maio, Paulo & Philip, Dennis, 2018. "Economic activity and momentum profits: Further evidence," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 466-482.
• Podstawski, Maximilian & Velinov, Anton, 2018. "The state dependent impact of bank exposure on sovereign risk," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 63-75.
  • Maximilian Podstawski & Anton Velinov, 2016. "The State Dependent Impact of Bank Exposure on Sovereign Risk," Discussion Papers of DIW Berlin 1550, DIW Berlin, German Institute for Economic Research.
• Du, Qianqian & Shen, Rui, 2018. "Peer performance and earnings management," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 125-137.
• Bertoni, Fabio & Lugo, Stefano, 2018. "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 146-158.
  • Fabio Bertoni & Stefano Lugo, 2018. "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Post-Print hal-02312138, HAL.
• Avramov, Doron & Kaplanski, Guy & Levy, Haim, 2018. "Talking Numbers: Technical versus fundamental investment recommendations," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 100-114.
• Caglayan, Mustafa Onur & Celiker, Umut & Sonaer, Gokhan, 2018. "Hedge fund vs. non-hedge fund institutional demand and the book-to-market effect," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 51-66.
• Choi, Hae Mi, 2018. "A tale of two uncertainties," Journal of Banking & Finance, Elsevier, vol. 92(C), pages 81-99.
• Narayanan, Rajesh & Uzmanoglu, Cihan, 2018. "How do firms respond to empty creditor holdout in distressed exchanges?," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 251-266.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan, 2018. "Differences in options investors’ expectations and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 315-336.
• ElFayoumi, Khalid, 2018. "The balance sheet effects of oil market shocks: An industry level analysis," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 112-127.
• Hain, Martin & Uhrig-Homburg, Marliese & Unger, Nils, 2018. "Risk factors and their associated risk premia: An empirical analysis of the crude oil market," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 44-63.
• Ordu, Beyza Mina & Oran, Adil & Soytas, Ugur, 2018. "Is food financialized? Yes, but only when liquidity is abundant," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 82-96.
• Hain, Martin & Schermeyer, Hans & Uhrig-Homburg, Marliese & Fichtner, Wolf, 2018. "Managing renewable energy production risk," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 1-19.
• Kobayashi, Teruyoshi & Takaguchi, Taro, 2018. "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
  • Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
• Eickholt, Mathias & Entrop, Oliver & Wilkens, Marco, 2018. "What makes individual investors exercise early? Empirical evidence from non-tradable fixed-income products," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 318-334.
• Huber, Juergen & Shubik, Martin & Sunder, Shyam, 2018. "Financing of public goods through taxation in a general equilibrium economy: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 148(C), pages 171-188.
  • Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2013.
  • Juergen Huber & Martin Shubik & Shyam Sunder, 2011. "Financing of Public Goods through Taxation in a General Equilibrium Economy: Experimental Evidence," Cowles Foundation Discussion Papers 1830R3, Cowles Foundation for Research in Economics, Yale University, revised Jun 2017.
• Bizzozero, Paolo & Flepp, Raphael & Franck, Egon, 2018. "The effect of fast trading on price discovery and efficiency: Evidence from a betting exchange," Journal of Economic Behavior & Organization, Elsevier, vol. 156(C), pages 126-143.
• Baig, Ahmed & Winters, Drew B., 2018. "A preferred habitat for liquidity in term repos: Before, during and after the financial crisis," Journal of Economics and Business, Elsevier, vol. 99(C), pages 1-14.
• Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2018. "Dynamic directed random matching," Journal of Economic Theory, Elsevier, vol. 174(C), pages 124-183.
  • Darrell Duffie & Lei Qiao & Yeneng Sun, 2015. "Dynamic Directed Random Matching," NBER Working Papers 21731, National Bureau of Economic Research, Inc.
  • Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2017. "Dynamic Directed Random Matching," Research Papers repec:ecl:stabus:3359, Stanford University, Graduate School of Business.
• Koijen, Ralph S.J. & Moskowitz, Tobias J. & Pedersen, Lasse Heje & Vrugt, Evert B., 2018. "Carry," Journal of Financial Economics, Elsevier, vol. 127(2), pages 197-225.
• Rossi, Alberto G. & Blake, David & Timmermann, Allan & Tonks, Ian & Wermers, Russ, 2018. "Network centrality and delegated investment performance," Journal of Financial Economics, Elsevier, vol. 128(1), pages 183-206.
• Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018. "High frequency trading and extreme price movements," Journal of Financial Economics, Elsevier, vol. 128(2), pages 253-265.
• Davies, Shaun William & Van Wesep, Edward Dickersin, 2018. "The unintended consequences of divestment," Journal of Financial Economics, Elsevier, vol. 128(3), pages 558-575.
• O’ Hara, Maureen & Wang, Yihui & (Alex) Zhou, Xing, 2018. "The execution quality of corporate bonds," Journal of Financial Economics, Elsevier, vol. 130(2), pages 308-326.
• Nitschka, Thomas, 2018. "Bond market evidence of time variation in exposures to global risk factors and the role of US monetary policy," Journal of International Money and Finance, Elsevier, vol. 83(C), pages 44-54.
• Doukas, John A. & Mandal, Sonik, 2018. "CEO risk preferences and hedging decisions: A multiyear analysis," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 131-153.
• Choi, Sangyup & Hashimoto, Yuko, 2018. "Does transparency pay? Evidence from IMF data transparency policy reforms and emerging market sovereign bond spreads," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 171-190.
• Borsi, Mihály Tamás, 2018. "Fiscal multipliers across the credit cycle," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 135-151.
  • Mihály Tamás Borsi, 2016. "Fiscal multipliers across the credit cycle," Working Papers 1618, Banco de España;Working Papers Homepage.
• Cavanaugh, Grant & Penick, Michael, 2018. "The lifecycle of exchange-traded derivatives," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 47-68.
• Gousgounis, Eleni & Onur, Esen, 2018. "The effect of pit closure on futures trading," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 69-90.
• Lyons, Angela C. & Grable, John E. & Joo, So-Hyun, 2018. "A cross-country analysis of population aging and financial security," The Journal of the Economics of Ageing, Elsevier, vol. 12(C), pages 96-117.
• Corbet, Shaen & McMullan, Caroline, 2018. "Stock market reaction to irregular supermarket chain behaviour: An investigation in the retail sectors of Ireland and the United Kingdom," Journal of Retailing and Consumer Services, Elsevier, vol. 43(C), pages 20-29.
• Qureshi, Saba & Rehman, Ijaz Ur & Qureshi, Fiza, 2018. "Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 685-708.
• Carrillo-Tudela, Carlos & Graber, Michael & Waelde, Klaus, 2018. "Unemployment and vacancy dynamics with imperfect financial markets," Labour Economics, Elsevier, vol. 50(C), pages 128-143.
  • Carrillo-Tudela, Carlos & Graber, Michael & Wälde, Klaus, 2015. "Unemployment and Vacancy Dynamics with Imperfect Financial Markets," IZA Discussion Papers 9525, Institute of Labor Economics (IZA).
• Bosi, Stefano & Van, Cuong Le & Pham, Ngoc-Sang, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Journal of Mathematical Economics, Elsevier, vol. 76(C), pages 1-20.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067rr, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Mar 2018.
  • Pham, Ngoc-Sang & Le Van, Cuong & Bosi, Stefano, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," MPRA Paper 84905, University Library of Munich, Germany, revised 11 Mar 2018.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Documents de travail du Centre d'Economie de la Sorbonne 15067r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2017.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Post-Print halshs-01223969, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2018. "Intertemporal equilibrium with heterogeneous agents, endogenous dividends and collateral constraints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01223969, HAL.
• Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018. "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, vol. 47, pages 76-90.
  • Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017. "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers 201730, University of Pretoria, Department of Economics.
• Humayun Kabir, M. & Shakur, Shamim, 2018. "Regime-dependent herding behavior in Asian and Latin American stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 60-78.
• Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018. "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 171-183.
  • Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017. "Is Wine a Good Choice for Investment?," Working Papers 201781, University of Pretoria, Department of Economics.
• Ferrer, Román & Jammazi, Rania & Bolós, Vicente J. & Benítez, Rafael, 2018. "Interactions between financial stress and economic activity for the U.S.: A time- and frequency-varying analysis using wavelets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 492(C), pages 446-462.
• Lebedinsky, Alex & Wilmes, Nicholas, 2018. "A re-examination of firm, industry and market volatilities," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 113-120.
• Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 194-202.
  • Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017. "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers 201780, University of Pretoria, Department of Economics.
• Wang, Jai-Jen & Lee, Jin-Ping & Zhao, Yang, 2018. "Pair-trading profitability and short-selling restriction: Evidence from the Taiwan stock market," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 173-184.
• Chiu, Junmao & Chung, Huimin & Ho, Keng-Yu & Wu, Chih-Chiang, 2018. "Investor sentiment and evaporating liquidity during the financial crisis," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 21-36.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2018. "Retrieving aggregate information from option volume," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 220-232.
• Weng, Pei-Shih & Tsai, Wei-Che, 2018. "Do foreign institutional traders have private information for the market index? The aspect of market microstructure," International Review of Economics & Finance, Elsevier, vol. 55(C), pages 308-323.
• Barbi, Massimiliano & Romagnoli, Silvia, 2018. "Skewness, basis risk, and optimal futures demand," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 14-29.
• Blau, Benjamin M., 2018. "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 299-311.
• Borsi, Mihály Tamás, 2018. "Credit contractions and unemployment," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 573-593.
  • Mihály Tamás Borsi, 2016. "Credit contractions and unemployment," Working Papers 1617, Banco de España;Working Papers Homepage.
• Khalifa, Maha & Othman, Hakim Ben & Hussainey, Khaled, 2018. "The effect of ex ante and ex post conservatism on the cost of equity capital: A quantile regression approach for MENA countries," Research in International Business and Finance, Elsevier, vol. 44(C), pages 239-255.
• Ghulam, Yaseen & Doering, Jana, 2018. "Spillover effects among financial institutions within Germany and the United Kingdom," Research in International Business and Finance, Elsevier, vol. 44(C), pages 49-63.
• Fufa, Tolina & Kim, Jaebeom, 2018. "Stock markets, banks, and economic growth: Evidence from more homogeneous panels," Research in International Business and Finance, Elsevier, vol. 44(C), pages 504-517.
• Ahmad, Wasim & Sharma, Sumit Kumar, 2018. "Testing output gap and economic uncertainty as an explicator of stock market returns," Research in International Business and Finance, Elsevier, vol. 45(C), pages 293-306.
• Angelini, Eliana & Foglia, Matteo & Ortolano, Alessandra & Leone, Maria, 2018. "The “Donald” and the market: Is there a cointegration?," Research in International Business and Finance, Elsevier, vol. 45(C), pages 30-37.
• Mensah, Jones Odei & Premaratne, Gamini, 2018. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 45(C), pages 357-388.
  • Mensah, Jones Odei & Premaratne, Gamini, 2017. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 41(C), pages 516-546.
• Boako, Gideon & Alagidede, Paul, 2018. "African stock markets in the midst of the global financial crisis: Recoupling or decoupling?," Research in International Business and Finance, Elsevier, vol. 46(C), pages 166-180.
• Yang, Xiaolan & Gao, Mei & Wu, Yun & Jin, Xuejun, 2018. "Performance evaluation and herd behavior in a laboratory financial market," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 75(C), pages 45-54.
• Marszk, Adam & Lechman, Ewa, 2018. "Tracing financial innovation diffusion and substitution trajectories. Recent evidence on exchange-traded funds in Japan and South Korea," Technological Forecasting and Social Change, Elsevier, vol. 133(C), pages 51-71.
  • Adam Marszk & Ewa Lechman, 2016. "Tracing Financial Innovations Diffusion And Substitution Trajectories. Recent Evidence On Exchange Traded Funds In Japan And South Korea," GUT FME Working Paper Series A 32, Faculty of Management and Economics, Gdansk University of Technology.
• Alexandridis, George & Kavussanos, Manolis G. & Kim, Chi Y. & Tsouknidis, Dimitris A. & Visvikis, Ilias D., 2018. "A survey of shipping finance research: Setting the future research agenda," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 115(C), pages 164-212.
• Hearn, Bruce & Oxelheim, Lars & Randøy, Trond, 2018. "The institutional determinants of private equity involvement in business groups—The case of Africa," Journal of World Business, Elsevier, vol. 53(2), pages 118-133.
  • Hearn, Bruce & Oxelheim, Lars & Randøy, Trond, 2015. "The Institutional Determinants of Private Equity Involvement in Business Groups: The Case of Africa," Working Paper Series 1082, Research Institute of Industrial Economics.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2018. "Financial and non-financial global stock market volatility shocks," Working Papers 2018-07, University of Tasmania, Tasmanian School of Business and Economics.
  • Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2018. "Financial and non-financial global stock market volatility shocks," CAMA Working Papers 2018-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2018. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 91136, London School of Economics and Political Science, LSE Library.
• de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Discussion Paper 2018-024, Tilburg University, Center for Economic Research.
  • De Haas, Ralph & Popov, Alexander, 2018. "Financial development and industrial pollution," LSE Research Online Documents on Economics 91310, London School of Economics and Political Science, LSE Library.
• Filippo Di Mauro & Fadi Hassan & Gianmarco I. P. Ottaviano, 2018. "Financial Markets and the Allocation of Capital: The Role of Productivity," CEP Discussion Papers dp1555, Centre for Economic Performance, LSE.
  • Di Mauro, Filippo & Hassan, Fadi & Ottaviano, Gianmarco I. P., 2018. "Financial markets and the allocation of capital: the role of productivity," LSE Research Online Documents on Economics 91676, London School of Economics and Political Science, LSE Library.
• Hans R. A. Koster & Edward W. Pinchbeck, 2018. "How do Households Value the Future? Evidence from Property Taxes," CEP Discussion Papers dp1571, Centre for Economic Performance, LSE.
  • Koster, Hans R. A. & Pinchbeck, Edward W., 2018. "How do households value the future? Evidence from property taxes," LSE Research Online Documents on Economics 91693, London School of Economics and Political Science, LSE Library.
  • Pinchbeck, E. & Koster, H. R. A., 2018. "How do Households Value the Future? Evidence from Property Taxes," Working Papers (18/06), Department of Economics, City University London.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018. "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers 15-46, Eastern Mediterranean University, Department of Economics.
• Eugenio Cerutti & Sylvester Eijffinger & Serafín Frache & Javier García-Cicco & Ernest Gnan & David Martinez-Miera & Donato Masciandaro & Athanasios Orphanides & Jorge Ponce & Paola Profeta & Davide R, 2017. "New Challenges in Central Banking:Monetary Policy Governance and Macroprudential Issues," SUERF Studies, SUERF - The European Money and Finance Forum, number 2017/2 edited by Ernest Gnan and Donato Masciandaro.
• Tobias Adrian & Edouard Chrétien & Michael Chui & Saskia de Vries-van Ewijk & Christoph Fricke & Daniel Fricke & Seppo Honkapohja & Jiasun Li & Victor Lyonnet & Stan Maes & Patrizio Morganti & Daniéle, 2018. "Shadow Banking: Financial Intermediation beyond Banks," SUERF Studies, SUERF - The European Money and Finance Forum, number 2018/1 edited by Esa Jokivuolle.
• S. Wahyudi & I.R.D. Pangestuti & R.D. Laksana & Hersugondo & Robiyanto, 2018. "Corporate Social Responsibility on SKI KEHATI Index Corporate Performance: A Case Study," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 93-104.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019. "The changing network of financial market linkages: The Asian experience," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
  • Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The changing network of financial market linkages: the Asian experience," Working Papers 2018-05, University of Tasmania, Tasmanian School of Business and Economics.
  • Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers id:12924, eSocialSciences.
  • Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series 558, Asian Development Bank.
• Marina Yurievna Malkina, 2018. "Instability of Financial Return of Regional Economies and Its Determinants," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 3, pages 88-114.
• Antonio Afonso & Mina Kazemi, 2018. "Euro Area Sovereign Yields and the Power of Unconventional Monetary Policy," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 68(2), pages 100-119, April.
• Mária Barteková & Ľudomír Šlahor, 2018. "The Role Of Student Loans Subsidized By The State In The Slovak Banking Sector," CBU International Conference Proceedings, ISE Research Institute, vol. 6(0), pages 40-45, September.
• S.A. Bond & Q. Chang & J. Knight & S.E. Satchell, 2018. "Joint Distribution Of Forecasts And Outcomes: Impact Of Non-Normality On The Measurement Of Forecasting Skill, With Applications To Analysts’ Target Prices," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 420-459, December.
• Kim Christensen & Roel Oomen & Roberto Renò, 2018. "The drift burst hypothesis," CREATES Research Papers 2018-21, Department of Economics and Business Economics, Aarhus University.
• Kim, Hyeongwoo & Kim, Jintae, 2018. "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
  • Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2017. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2017-05, Department of Economics, Auburn University.
• Dingaan Jack Khoza & J.W. Muteba Mwamba, 2018. "Modelling Aggregate Risk of the South African Banking Industry: An Application to Pillar II Economic Capital," The African Finance Journal, Africagrowth Institute, vol. 20(1), pages 39-65.
• Dumitru BELDIMAN, 2018. "Banking and European Funds: Funding Mechanisms Accessible to the Romanian Industry?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 114-126, November.
• Sebastian George PERPELEA & Mihai Octavian PERPELEA, 2018. "The „Carousel†Tax Fraud," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 131-137, November.
• Dumitru BELDIMAN & Jenica POPESCU, 2018. "The Implication of the Public Budget in Financing the Regional Development," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 138-148, November.
• Mihai Octavian PERPELEA & Sebastian George PERPELEA, 2018. "The Consequences of Tax Evasion: New Approaches," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 149-155, November.
• Anca BUZIERNESCU, 2018. "Personal Income Tax in Romania: Where to?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 168-174, November.
• Philip Z. MAYMIN, 2018. "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(20), pages 74-84, November.
• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2016. "Corporate borrowing and debt maturity : the effects of market access and crises," Policy Research Working Paper Series 7815, The World Bank.
  • Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises," Mo.Fi.R. Working Papers 149, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  • Cortina, Juan José & Didier, Tatiana & Schmukler, Sergio, 2018. "Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises," CEPR Discussion Papers 13008, C.E.P.R. Discussion Papers.
• Rud, Olga A. & Rabanal, Jean Paul & Sharifova, Manizha, 2019. "An experiment on the efficiency of bilateral exchange under incomplete markets," Games and Economic Behavior, Elsevier, vol. 114(C), pages 253-267.
  • Olga A. Rud & Jean Paul Rabanal & Manizha Sharifova, 2018. "An experiment on the efficiency of bilateral exchange under incomplete markets," Working Papers 123, Peruvian Economic Association.
• Nikolaus Hautsch & Christoph Scheuch & Stefan Voigt, 2018. "Building Trust Takes Time: Limits to Arbitrage in Blockchain-Based Markets," Papers 1812.00595, arXiv.org, revised Mar 2020.
• Bin Wang & Wen Long & Xianhua Wei, 2018. "Investor Attention, Market Liquidity and Stock Return: A New Perspective," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(3), pages 341-352, March.
• Yunpeng Sun & Xueying Wang, 2018. "Asymmetric Effects of Chinas Monetary Policy on the Stock Market: Evidence from a Nonlinear VAR Mode," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(6), pages 745-761, June.
• Riyashad Ahmed & Md Delowar Hossain, 2018. "Testing Weak form Market Efficiency: Empirical Evidence from Selected Asian Stock Markets," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(6), pages 790-798, June.
• Tsung-Yu Hsieh & Huai-I Lee & Ying-Ru Tsai, 2018. "Idiosyncratic Risk, Stock Returns and Investor Sentiment," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 8(7), pages 914-924, July.
• Paul Ndubuisi & Kingsley Okere, 2018. "Stock Returns Predictability and the Adaptive Market Hypothesis in Emerging Markets: Evidence from the Nigerian Capital Market. (1986-2016)," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 6(2), pages 147-156, June.
• Rafaqat Ali & Rana Ejaz Ali Khan, 2018. "Socioeconomic Stability and Variability in Stock Market Prices: A Case Study of Karachi Stock Exchange," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 6(4), pages 428-440, December.
• Otilia MANTA, 2018. "Financial Networks And Global Financial Risk," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 49(1), pages 35-44, March.
• Liudmyla Zakharkina & Maryna Abramchuk, 2018. "The Correctness Of The Capm-Model Application In The Ukrainian Reality In Terms Of Investors Financial Security," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(1).
• Ruslana Pikus & Nataliia Prykaziuk & Nataliia Kudryavska, 2018. "Prospects Of Development Of Insurance Mediation In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(2).
• Nataliia Zachosova & Nataliia Babina, 2018. "Diagnostics By Financial Regulators Of Financial Institutions Preparedness To The Implementation Of Economic Security Management," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 4(4).
• Stavros Degiannakis & George Filis, 2019. "Forecasting European economic policy uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 94-114, February.
  • Stavros Degiannakis & George Filis, 2018. "Forecasting European Economic Policy Uncertainty," BAFES Working Papers BAFES15, Department of Accounting, Finance & Economic, Bournemouth University.
  • Degiannakis, Stavros & Filis, George, 2019. "Forecasting European Economic Policy Uncertainty," MPRA Paper 96268, University Library of Munich, Germany.
• Hong Thai Le & Marta Disegna, 2018. "Responses of macroeconomy and stock markets to structural oil price shocks: New evidence from Asian oil refinery," BAFES Working Papers BAFES25, Department of Accounting, Finance & Economic, Bournemouth University.
• Roberto Ruozi, 2018. "Factoring trends and technology," BANCARIA, Bancaria Editrice, vol. 11, pages 40-51, November.
• Massimo Caratelli & Lucrezia Fattobene, 2018. "Smes alternative financing: the role of mini-bonds and business lending platforms," BANCARIA, Bancaria Editrice, vol. 11, pages 60-71, November.
• Neveen Ahmed & Aliaa Bassiouny, 2018. "The Effects of Index Changes on Stock Trading: Evidence from the EGX," Review of Economics & Finance, Better Advances Press, Canada, vol. 11, pages 55-66, February.
• Hsiu-lang Chen & Rodrigo F. Malaquias, 2018. "Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 1-15, May.
• Humaira Husain & Khairul Alom & Kazi Md. Tarique, 2018. "Nexus between Firm Level Investment and Financing Constraint Measures: A Critical Review," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 88-101, May.
• Ditimi Amassoma & O. Adeleke, 2018. "Testing for the Causality between Interest Rate and Stock Market Performance in Nigeria," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 109-124.
• Krassimira Naydenova, 2018. "Built-In Problems in the New European Regulations for the Bulgarian Capital Market," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 106-134.
• Paul Wohlfarth & Xiaohong Chen, 2018. "The Effect of Monetary Policy on Global Fixed Income Covariances," Birkbeck Working Papers in Economics and Finance 1801, Birkbeck, Department of Economics, Mathematics & Statistics.
• Paul Wohlfarth, 2018. "Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data," Birkbeck Working Papers in Economics and Finance 1803, Birkbeck, Department of Economics, Mathematics & Statistics.
• Léanne Berger-Soucy & Corey Garriott & André Usche, 2018. "Government of Canada Fixed-Income Market Ecology," Discussion Papers 18-10, Bank of Canada.
• Jeffrey Gao & Francisco Rivadeneyra & Gabriel Rodriguez Rondon, 2018. "The Government of Canada Debt Securities Data Set," Technical Reports 112, Bank of Canada.
• Beers, David & Mavalwalla, Jamshid, 2018. "The BoC-BoE sovereign default database revisited: what’s new in 2018?," Bank of England working papers 739, Bank of England.
  • David Beers & Jamshid Mavalwalla, 2018. "The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?," Staff Working Papers 18-30, Bank of Canada.
• Maarten van Oordt, 2018. "Calibrating the Magnitude of the Countercyclical Capital Buffer Using Market-Based Stress Tests," Staff Working Papers 18-54, Bank of Canada.
• Mohammad Davoodalhosseini, 2018. "Adverse Selection with Heterogeneously Informed Agents," Staff Working Papers 18-7, Bank of Canada.
• Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018. "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes 2018-39, Bank of Canada.
• 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, vol. 41(3), pages 433-444.
  • Sergio Henrique Rodrigues da Silva & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Dimas Mateus Fazio, 2018. "Economic Growth, Volatility and Their Interaction: What’s the role of finance?," Working Papers Series 474, Central Bank of Brazil, Research Department.
• Omer ISKENDEROGLU & Asuman BALAT, 2018. "The Impact of Sovereign Ratings on the CDS Premiums: An Application on BRICS Countries and Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 12(2), pages 47-64.
• Matteo Accornero & Paolo Finaldi Russo & Giovanni Guazzarotti & Valentina Nigro, 2018. "Missing Investors in the Italian Corporate Bond Market," Questioni di Economia e Finanza (Occasional Papers) 450, Bank of Italy, Economic Research and International Relations Area.
• Hernández Vega Marco A., 2018. "Does Monetary Policy in Advanced Economies Have Differentiated Effects on Portfolio Flows to Emerging Economies?," Working Papers 2018-26, Banco de México.
• Viviana Alejandra Alfonso Corredor, 2018. "El uso de forwards peso dólar en las empresas colombianas del sector real," Borradores de Economia 1058, Banco de la Republica de Colombia.
• J. Barthélemy & V. Bignon & B. Nguyen, 2018. "Monetary Policy and Collateral Constraints since the European Debt Crisis," Working papers 669, Banque de France.
• Anne-Sophie CAVALLO, 2018. "L’évaluation de l’impact des réformes financières internationales," Bulletin de la Banque de France, Banque de France, issue 215, pages 5-14.
• Anne-Sophie Cavallo, 2018. "Evaluating the impact of international financial reforms," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 49, pages 5-14, Spring.
• Sven Klingler & Suresh Sundaresan, 2018. "An explanation of negative swap spreads: demand for duration from underfunded pension plans," BIS Working Papers 705, Bank for International Settlements.
• Iñaki Aldasoro & Kyounghoon Park, 2018. "Bank solvency risk and funding cost interactions in a small open economy: evidence from Korea," BIS Working Papers 738, Bank for International Settlements.
• Brei, Michael & Ferri, Giovanni & Gambacorta, Leonardo, 2018. "Financial structure and income inequality," CEPR Discussion Papers 13330, C.E.P.R. Discussion Papers.
  • Michael Brei & Giovanni Ferri & Leonardo Gambacorta, 2018. "Financial structure and income inequality," BIS Working Papers 756, Bank for International Settlements.
• Fredj Jawadi & Bruce McGough, 2018. "Introduction To The Symposium On Inequality, Uncertainty, And Macro‐Financial Dynamics," Economic Inquiry, Western Economic Association International, vol. 56(1), pages 545-546, January.
• Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018. "Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 495-506, September.
  • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017. "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers 201731, University of Pretoria, Department of Economics.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate debt maturity in developing countries: Sources of long and short‐termism," The World Economy, Wiley Blackwell, vol. 41(12), pages 3288-3316, December.
  • Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017. "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series 8222, The World Bank.
  • Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2017. "Corporate Debt Maturity in Developing Countries: Sources of Long- and Short-Termism," Mo.Fi.R. Working Papers 142, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• Aikman, David & Bridges, Jonathan & Burgess, Stephen & Galletly, Richard & Levina, Iren & O'Neill, Cian & Varadi, Alexandra, 2018. "Measuring risks to UK financial stability," Bank of England working papers 738, Bank of England.
• David Beers & Jamshid Mavalwalla, 2018. "The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?," Staff Working Papers 18-30, Bank of Canada.
  • Beers, David & Mavalwalla, Jamshid, 2018. "The BoC-BoE sovereign default database revisited: what’s new in 2018?," Bank of England working papers 739, Bank of England.
• Fullwood, Jonathan & Massacci, Daniele, 2018. "Liquidity resilience in the UK gilt futures market: evidence from the order book," Bank of England working papers 744, Bank of England.
• Kotidis, Antonis & Van Horen, Neeltje, 2018. "Repo market functioning: The role of capital regulation," CEPR Discussion Papers 13090, C.E.P.R. Discussion Papers.
  • Van Horen, Neeltje & Kotidis, Antonis, 2018. "Repo market functioning: the role of capital regulation," Bank of England working papers 746, Bank of England.
• Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018. "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers 2018.10, Bank of Israel.
• Jieun Lee, 2018. "Who Improves or Worsens Liquidity in the Korean Treasury Bond Market?," Working Papers 2018-3, Economic Research Institute, Bank of Korea.
• G. Angelini & L. Fanelli, 2018. "Identification and estimation issues in Structural Vector Autoregressions with external instruments," Working Papers wp1122, Dipartimento Scienze Economiche, Universita' di Bologna.
• Giannikos Christos & Gousgounis Eleni, 2018. "Short Sale Constraints, Correlation and Market Efficiency," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(2), pages 1-18, July.
• Hirth Hans & Walther Martin, 2018. "Strategic Effects between Price-takers and Non-price-takers," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 18(2), pages 1-18, July.
• Chow Sheung-Chi & Cunado Juncal & Gupta Rangan & Wong Wing-Keung, 2018. "Causal relationships between economic policy uncertainty and housing market returns in China and India: evidence from linear and nonlinear panel and time series models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(2), pages 1-15, April.
  • Sheung-Chi Chow & Juncal Cunado & Rangan Gupta & Wing-Keung Wong, 2016. "Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models," Working Papers 201674, University of Pretoria, Department of Economics.
• Damette Olivier & Jawadi Fredj & Parent Antoine, 2018. "Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-18, December.
  • Olivier Damette & Fredj Jawadi & Antoine Parent, 2018. "Can a Taylor rule better explain the Fed’s monetary policy through the 1920s and 1930s? A nonlinear cliometric analysis," Post-Print halshs-02122974, HAL.
• Mazur Błażej & Pipień Mateusz, 2018. "Time-varying asymmetry and tail thickness in long series of daily financial returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 22(5), pages 1-21, December.
• Jean-Édouard Colliard, 2018. "Les taxes sur les transactions financières : un outil dépassé ?," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 135-150.
• Hong, S-Y. & Linton, O., 2018. "Nonparametric estimation of infinite order regression and its application to the risk-return tradeoff," Cambridge Working Papers in Economics 1877, Faculty of Economics, University of Cambridge.
• Brian Muyambiri & NM Odhiambo, 2018. "South Africa’s Financial Development and its Role in Investment," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(1), pages 101-120.
  • Muyambiri, Brian & Odhiambo, Nicholas Mbaya, 2017. "South Africa's financial development and its role in investment," Working Papers 22084, University of South Africa, Department of Economics.
• Di Mauro, Filippo & Hassan, Fadi & Ottaviano, Gianmarco I. P., 2018. "Financial markets and the allocation of capital: the role of productivity," LSE Research Online Documents on Economics 91676, London School of Economics and Political Science, LSE Library.
  • Filippo Di Mauro & Fadi Hassan & Gianmarco I. P. Ottaviano, 2018. "Financial Markets and the Allocation of Capital: The Role of Productivity," CEP Discussion Papers dp1555, Centre for Economic Performance, LSE.
• Pinchbeck, E. & Koster, H. R. A., 2018. "How do Households Value the Future? Evidence from Property Taxes," Working Papers (18/06), Department of Economics, City University London.
  • Hans R. A. Koster & Edward W. Pinchbeck, 2018. "How do Households Value the Future? Evidence from Property Taxes," CEP Discussion Papers dp1571, Centre for Economic Performance, LSE.
  • Koster, Hans R. A. & Pinchbeck, Edward W., 2018. "How do households value the future? Evidence from property taxes," LSE Research Online Documents on Economics 91693, London School of Economics and Political Science, LSE Library.
• Martin C. Schmalz & Sergey Zhuk, 2018. "Revealing Downturns," CESifo Working Paper Series 6879, CESifo Group Munich.
• Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2018. "The Rate of Return on Everything, 1870-2015," CESifo Working Paper Series 6899, CESifo Group Munich.
• Martin C. Schmalz, 2018. "Common-Ownership Concentration and Corporate Conduct," CESifo Working Paper Series 6908, CESifo Group Munich.
• Milan Nedeljkovic & Christian Saborowski, 2018. "The Relative Effectiveness of Spot and Derivatives Based Intervention," CESifo Working Paper Series 7127, CESifo Group Munich.
• Giovanni Cespa & Xavier Vives, 2018. "Exchange Competition, Entry, and Welfare," CESifo Working Paper Series 7432, CESifo Group Munich.
• Matteo Burzoni & Frank Riedel & H. Mete Soner, 2017. "Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets," Swiss Finance Institute Research Paper Series 17-48, Swiss Finance Institute.
• Dániel Ágoston Bálint & Martin Schweizer, 2018. "Making No-Arbitrage Discounting-Invariant: A New FTAP Beyond NFLVR and NUPBR," Swiss Finance Institute Research Paper Series 18-23, Swiss Finance Institute, revised Mar 2018.
• J-C Gerlach & Guilherme Demos & Didier Sornette, 2018. "Dissection of Bitcoin's Multiscale Bubble History," Swiss Finance Institute Research Paper Series 18-30, Swiss Finance Institute.
• Roberto Steri, 2018. "A Corporate Financing-Based Asset Pricing Model," Swiss Finance Institute Research Paper Series 18-46, Swiss Finance Institute.
• Michael Schatz & Didier Sornette, 2018. "Inefficient Bubbles and Efficient Drawdowns in Financial Markets," Swiss Finance Institute Research Paper Series 18-49, Swiss Finance Institute.
• Dániel Ágoston Bálint & Martin Schweizer, 2018. "Large Financial Markets, Discounting, and No Asymptotic Arbitrage," Swiss Finance Institute Research Paper Series 18-70, Swiss Finance Institute.
• Daria Kalyaeva, 2018. "Participants' Reputation in the Syndicated Lending Market," Swiss Finance Institute Research Paper Series 18-77, Swiss Finance Institute.
• Maria Camila De-La-Hoz & Carlos Pombo & Rodrigo Taborda, 2018. "Does board diversity affect institutional investor preferences? Evidence from Latin America," Documentos CEDE 015991, Universidad de los Andes - CEDE.
• Alvarez Caro Diego Alejandro, 2018. "Riesgo De Crédito Y Ciclos Del Crecimiento Económico," Documentos de Trabajo - CIDSE 016339, Universidad del Valle - CIDSE.
• Daniel Elifonso Cardona Ruiz & María Camila Hoyos Alzate & Fabiola Saavedra-Caballero, 2018. "Género e inclusión financiera en Colombia," Revista Ecos de Economía, Universidad EAFIT, vol. 22(46), pages 60-90, June.
• Sonia Janneth Limas Suárez & Jhon Anderson Franco Ávila, 2018. "El riesgo país para Colombia: interpretación e implicaciones para la economía y la inversión extranjera, 2012-2017," Revista Finanzas y Política Económica, Universidad Católica de Colombia, vol. 10(1), pages 153-171, February.
• Erdwin Fernando García Martínez, 2018. "Concentración de la propiedad y su efecto sobre la liquidez de las acciones del mercado bursátil colombiano, periodo 2010-2016," Revista Finanzas y Política Económica, Universidad Católica de Colombia, vol. 10(2), pages 327-348, November.
• Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018. "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
  • Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015. "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers 201595, University of Pretoria, Department of Economics.
• Michiel Bijlsma & Clemens Kool & Marielle Non, 2018. "The effect of financial development on economic growth: a meta-analysis," Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6128-6148, December.
  • Michiel Bijlsma & Clemens Kool & Marielle Non, 2017. "The effect of financial development on economic growth: a meta-analysis," CPB Discussion Paper 340.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • M. Bijlsma & C.J.M. Kool & Marielle Non, 2017. "The effect of financial development on economic growth : a meta-analysis," Working Papers 17-01, Utrecht School of Economics.
• Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018. "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, vol. 24(4), pages 333-346, March.
  • Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers 201608, University of Pretoria, Department of Economics.
• Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2019. "The changing network of financial market linkages: The Asian experience," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 71-92.
  • Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," Working Papers id:12924, eSocialSciences.
  • Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The changing network of financial market linkages: the Asian experience," Working Papers 2018-05, University of Tasmania, Tasmanian School of Business and Economics.
  • Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir, 2018. "The Changing Network of Financial Market Linkages: The Asian Experience," ADB Economics Working Paper Series 558, Asian Development Bank.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2018. "Financial and non-financial global stock market volatility shocks," CAMA Working Papers 2018-58, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2018. "Financial and non-financial global stock market volatility shocks," Working Papers 2018-07, University of Tasmania, Tasmanian School of Business and Economics.
• Rogelio Mercado Jr., 2018. "Bilateral Capital Flows: Gravity, Push, and Pull," Trinity Economics Papers tep0818, Trinity College Dublin, Department of Economics.
• Francisco (F.) Blasques & Siem Jan (S.J.) Koopman & Marc Nientker, 2018. "A Time-Varying Parameter Model for Local Explosions," Tinbergen Institute Discussion Papers 18-088/III, Tinbergen Institute.
• De Haas, Ralph & Popov, Alexander, 2018. "Financial development and industrial pollution," LSE Research Online Documents on Economics 91310, London School of Economics and Political Science, LSE Library.
  • de Haas, Ralph & Popov, A., 2018. "Financial Development and Industrial Pollution," Discussion Paper 2018-024, Tilburg University, Center for Economic Research.
• Fabio C. Bagliano & Raffaele Corvino & Carolina Fugazza & Giovanna Nicodano, 2018. "Hedging Labor Income Risk over the Life-Cycle," Working papers 058, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
• John Cotter & Niall McGeever, 2018. "Are equity market anomalies disappearing? Evidence from the U.K," Working Papers 201804, Geary Institute, University College Dublin.
• Mesakh Prihanto Surya Putra & Apriani Dorkas Rambu Atahau & Robiyanto Robiyanto, 2018. "Cross–asset class portfolio between gold and stocks in Indonesia," Economic Journal of Emerging Markets, Universitas Islam Indonesia, Department of Economics, vol. 10(1), pages 69-81, April.
• Frank Graef & Pascal Vogt & Volker Vonhoff & Florian Weigert, 2018. "Cash Holdings and the Performance of European Mutual Funds," Working Papers on Finance 1807, University of St. Gallen, School of Finance.
• Farshid Abdi & Botao Wu, 2018. "Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements," Working Papers on Finance 1828, University of St. Gallen, School of Finance.
• Farshid Abdi, 2018. "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance 1829, University of St. Gallen, School of Finance.
• Gerhard Sorger, 2018. "Capital price bubbles and dynamic inefficiency," Vienna Economics Papers 1802, University of Vienna, Department of Economics.
• Gerhard Sorger, 2018. "On the dynamics of stock price bubbles: comments on a model by Miao and Wang," Vienna Economics Papers 1803, University of Vienna, Department of Economics.
• Krasimira Kostadinova Naydenova, 2018. "The Problem of Administratively Forced Process Going Public," Izvestiya, Varna University of Economics, issue 2, pages 83-102.
• Karanovic Goran & Karanovic Bisera, 2018. "The Day-of-the-Week Effect: Evidence from Selected Balkan Markets," Scientific Annals of Economics and Business, Sciendo, vol. 65(1), pages 1-11, March.
• Nyasha Sheilla & Odhiambo Nicholas M., 2018. "Finance-Growth Nexus Revisited: Empirical Evidence from Six Countries," Scientific Annals of Economics and Business, Sciendo, vol. 65(3), pages 247-268, September.
• Vunjak Nenad & Vitomir Jelena & Antonijević Tamara & Stojanović Petra, 2018. "Investment Management Strategy in Financial Markets," Economics, Sciendo, vol. 6(2), pages 49-56, December.
• Muyambiri Brian & Odhiambo Nicholas M., 2018. "Financial Development and Investment in Botswana: A Multivariate Causality Test," Folia Oeconomica Stetinensia, Sciendo, vol. 18(2), pages 72-89, December.
• Olarewaju Odunayo Magret, 2018. "Income Diversification in Low Income Sub-Saharan African Countries’ Commercial Banks: A “Blessing” or “Curse”?," Folia Oeconomica Stetinensia, Sciendo, vol. 18(2), pages 90-105, December.
• Liu Lu, 2018. "Is There Relationship between Renewable Electrical Consumption and Economic Growth in Romania?," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 9(3), pages 137-144, December.
• Zhihong Jian & Zhican Zhu & Jie Zhou & Shuai Wu, 2018. "The Magnet Effect of Circuit Breakers: A role of price jumps and market liquidity," Departmental Working Papers 2018-01, The University of Winnipeg, Department of Economics.
• Martin T. Bohl, Badye Essid, Pierre Siklos, 2018. "Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?," LCERPA Working Papers 0112, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
• Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2018. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," Economic Journal, Royal Economic Society, vol. 128(611), pages 1433-1475, June.
  • Degryse, Hans & Lambert, Thomas & Schwienbacher, Armin, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CEPR Discussion Papers 9621, C.E.P.R. Discussion Papers.
  • Hans Degryse & Thomas Lambert & Armin Schwienbacher, 2013. "The Political Economy of Financial Systems: Evidence from Suffrage Reforms in the Last Two Centuries," CESifo Working Paper Series 4527, CESifo Group Munich.
  • Degryse, H.A. & Lambert, T. & Schwienbacher, A., 2013. "The Political Economy of Financial Systems : Evidence from Suffrage Reforms in the Last Two Centuries," Discussion Paper 2013-046, Tilburg University, Center for Economic Research.
• Philippe Bracke & Edward W. Pinchbeck & James Wyatt, 2018. "The Time Value of Housing: Historical Evidence on Discount Rates," Economic Journal, Royal Economic Society, vol. 128(613), pages 1820-1843, August.
  • Bracke, Philippe & Pinchbeck, Edward & Wyatt, James, 2016. "The time value of housing: historical evidence on discount rates," Bank of England working papers 621, Bank of England.
  • Bracke, Philippe & Pinchbeck, Edward W. & Wyatt, James, 2017. "The time value of housing: historical evidence on discount rates," LSE Research Online Documents on Economics 86393, London School of Economics and Political Science, LSE Library.
• Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018. "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1262-1281, October.
  • Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang, 2016. "Price Discovery in the Chinese Gold Market," MPRA Paper 71135, University Library of Munich, Germany.
• Pietro Reichlin, 2018. "Money Creation: Tax or Public Liquidity?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(5), pages 1073-1094, August.
  • Reichlin, Pietro, 2015. "Money Creation: Tax or Public Liquidity?," CEPR Discussion Papers 10819, C.E.P.R. Discussion Papers.
• Margareta Gardijan & Vedran Kojić & Marina Slišković, 2018. "Farkaseva lema: elementarni dokaz i ekonomske primjene," EFZG Working Papers Series 1801, Faculty of Economics and Business, University of Zagreb.
• Klein, Arne C. & Pliszka, Kamil, 2018. "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers 14/2018, Deutsche Bundesbank.
• Unger, Robert, 2018. "Revisiting the finance and growth nexus: A deeper look at sectors and instruments," Discussion Papers 55/2018, Deutsche Bundesbank.
• Kräussl, Roman & Pollet, Joshua & Stefanova, Denitsa, 2018. "Signaling or marketing? The role of discount control mechanisms in closed-end funds," CFS Working Paper Series 597, Center for Financial Studies (CFS).
• Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," NBER Working Papers 25122, National Bureau of Economic Research, Inc.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
  • Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018. "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series 600, Center for Financial Studies (CFS).
  • Adam, Klaus & Maatvev, Dmitry & Nagel, Stefan, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers 13213, C.E.P.R. Discussion Papers.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series 7285, CESifo Group Munich.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
• Méndez, Lizethe & Ongena, Steven, 2018. ""Finance and growth" re-loaded," CFS Working Paper Series 604, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018. "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series 616, Center for Financial Studies (CFS).
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019. "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 516-536.
  • Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2018. "Network-based asset allocation strategies," EconStor Preprints 180063, ZBW - Leibniz Information Centre for Economics.
• Singh, Ritvik & Gangwar, Rachna, 2018. "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," EconStor Preprints 183471, ZBW - Leibniz Information Centre for Economics.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018. "The big bang: Stock market capitalization in the long run," IBF Paper Series 02-18, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main.
• Ma, Jason Z. & Deng, Xiang & Ho, Kung-Cheng & Tsai, Sang-Bing, 2018. "Regime-switching determinants of emerging markets sovereign credit risk swaps spread," Economics Discussion Papers 2018-52, Kiel Institute for the World Economy (IfW).
• Acheson, Graeme G. & Campbell, Gareth & Gallagher, Áine & Turner, John D., 2018. "Independent women: Shareholders in the age of the suffragettes," QUCEH Working Paper Series 2018-09, Queen's University Belfast, Queen's University Centre for Economic History.
• Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016. "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers 2016:03, Department of Economics, University of Venice "Ca' Foscari".
  • Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2018. "Networks in risk spillovers: A multivariate GARCH perspective," SAFE Working Paper Series 225, Leibniz Institute for Financial Research SAFE.
• Panzica, Roberto Calogero, 2018. "Idiosyncratic volatility puzzle: The role of assets' interconnections," SAFE Working Paper Series 228, Leibniz Institute for Financial Research SAFE.
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2018. "Liquidity provider incentives in fragmented securities markets," SAFE Working Paper Series 231, Leibniz Institute for Financial Research SAFE.
• Bernales, Alejandro & Garrido, Nicolás & Sagade, Satchit & Valenzuela, Marcela & Westheide, Christian, 2018. "A tale of one exchange and two order books: Effects of fragmentation in the absence of competition," SAFE Working Paper Series 234, Leibniz Institute for Financial Research SAFE.
• Baumann, Michael Heinrich & Herz, Bernhard & Baumann, Michaela, 2018. "Exchange-traded Funds, Investment Strategies, and Financial Stability," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181542, Verein für Socialpolitik / German Economic Association.
• Thaler, Dominik, 2018. "A Large Central Bank Balance Sheet? The Role of Interbank Market Frictions," Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181632, Verein für Socialpolitik / German Economic Association.
• Blau, Benjamin, 2018. "Does Religiosity Affect Liquidity in Financial Markets?," MPRA Paper 100698, University Library of Munich, Germany.
• Andrew Phiri, 2020. "Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform," Economic Change and Restructuring, Springer, vol. 53(1), pages 171-193, February.
  • Andrew Phiri, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," Working Papers 1816, Department of Economics, Nelson Mandela University, revised Apr 2018.
  • Phiri, Andrew, 2018. "Structural changes in exchange rate-stock returns dynamics in South Africa: Examining the role of crisis and new trading platform," MPRA Paper 85826, University Library of Munich, Germany.
• Takaoka, Sumiko, 2018. "Is there a safety premium in the design of corporate bond contracts?," MPRA Paper 86422, University Library of Munich, Germany.
• Sonntag, Dominik, 2018. "Die Theorie der fairen geometrischen Rendite
  [The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
• Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018. "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper 87837, University Library of Munich, Germany.
• Glavas, Dejan & Bancel, Franck, 2018. "Are Agency Problems a Determinant of Green Bond Issuance?," MPRA Paper 88377, University Library of Munich, Germany.
• Pan, Wei-Fong, 2018. "Evidence of Investor Sentiment Contagion across Asset Markets," MPRA Paper 88561, University Library of Munich, Germany.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2018. "The Big Bang: Stock Market Capitalization in the Long Run," MPRA Paper 88581, University Library of Munich, Germany.
• Tahiri, Noor Rahman, 2018. "Financial Analysis of Afghanistan International Bank," MPRA Paper 88663, University Library of Munich, Germany, revised 26 Aug 2018.
• Ibhagui, Oyakhilome, 2018. "Interrelations among cross-currency basis swap spreads: Pre-and post-crisis analysis," MPRA Paper 89024, University Library of Munich, Germany.
• Jiranyakul, Komain, 2018. "Regime Changes in the Relationship between Stock Market Return and the Growth Rates of Output and Money Supply in Thailand," MPRA Paper 89271, University Library of Munich, Germany.
• Drivas, Kyriakos & Gounopoulos, Dimitrios & Konstantios, Dimitrios & Tsiritakis, Emmanuel, 2018. "Trademarks, Firm Longevity and IPO Underpricing," MPRA Paper 89430, University Library of Munich, Germany.
• Roy Trivedi, Smita, 2018. "Technical Analysis Strategies: Development of Heiken Ashi Stochastic," MPRA Paper 89594, University Library of Munich, Germany.
• Obregón, Carlos, 2018. "Beyond behavioral economics: who is the economic man," MPRA Paper 89653, University Library of Munich, Germany.
• Singh, Ritvik & Gangwar, Rachna, 2018. "A Temporal Analysis of Intraday Volatility of Nifty Futures on the National Stock Exchange," MPRA Paper 89689, University Library of Munich, Germany.
• David Vidal-Tomás & Simone Alfarano, 2020. "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
  • David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Vidal-Tomás, David & Alfarano, Simone, 2018. "An agent based early warning indicator for financial market instability," MPRA Paper 89693, University Library of Munich, Germany.
• Condorelli, Stefano, 2018. "Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets," MPRA Paper 89888, University Library of Munich, Germany.
• Tumasyan, Hovik, 2018. "A Second Look at Post Crisis Pricing of Derivatives - Part I: A Note on Money Accounts and Collateral," MPRA Paper 90806, University Library of Munich, Germany.
• Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019. "Latent factor models for credit scoring in P2P systems," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 112-121.
  • Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2018. "Latent Factor Models for Credit Scoring in P2P Systems," MPRA Paper 92636, University Library of Munich, Germany, revised 11 Oct 2018.
• Kore Marc Guei, 2019. "Does financial structure matter for economic growth: evidence from South Africa," Economics Bulletin, AccessEcon, vol. 39(3), pages 1941-1957.
  • Guei, Kore Marc Antoine, 2018. "Does financial structure matter for economic growth: An evidence from South Africa," MPRA Paper 92823, University Library of Munich, Germany.
• Moradia, Abha & Mehta, Ashish C., 2018. "Analyzing gold returns: Indian perspective," MPRA Paper 92989, University Library of Munich, Germany.
• Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," GRU Working Paper Series GRU_2018_016, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  • Leung, Charles Ka Yui & Ng, Joe Cho Yiu, 2018. "Macro Aspects of Housing," MPRA Paper 93512, University Library of Munich, Germany.
  • Charles Ka Yui Leung & Joe Cho Yiu Ng, 2018. "Macro Aspects of Housing," Globalization Institute Working Papers 340, Federal Reserve Bank of Dallas, revised 01 May 2018.
  • Charles Ka Yui LEUNG & Joe Cho Yiu NG, 2018. "Macro Aspects of Housing," ISER Discussion Paper 1030, Institute of Social and Economic Research, Osaka University.
• Giovanni Angelini & Luca Fanelli, 2019. "Exogenous uncertainty and the identification of structural vector autoregressions with external instruments," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 951-971, September.
  • Angelini, Giovanni & Fanelli, Luca, 2018. "Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments," MPRA Paper 93864, University Library of Munich, Germany, revised May 2019.
• Gkillas, Konstantinos & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility jumps: The role of geopolitical risks," Finance Research Letters, Elsevier, vol. 27(C), pages 247-258.
  • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Volatility Jumps: The Role of Geopolitical Risks," Working Papers 201805, University of Pretoria, Department of Economics.
• Zintle Twala & Riza Demirer & Rangan Gupta, 2018. "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Journal of Economics and Behavioral Studies, AMH International, vol. 10(2), pages 120-132.
  • Zintle Twala & Riza Demirer & Rangan Gupta, 2018. "Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities," Working Papers 201808, University of Pretoria, Department of Economics.
• Riza Demirer & Rangan Gupta, 2018. "Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data," Working Papers 201811, University of Pretoria, Department of Economics.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019. "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, vol. 28(C), pages 398-411.
  • Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018. "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers 201824, University of Pretoria, Department of Economics.
• Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2020. "Oil shocks and volatility jumps," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 247-272, January.
  • Konstantinos Gkillas & Rangan Gupta & Mark E. Wohar, 2018. "Oil Shocks and Volatility Jumps," Working Papers 201825, University of Pretoria, Department of Economics.
• Rangan Gupta & Florian Huber & Philipp Piribauer, 2018. "Predicting International Equity Returns: Evidence from Time-Varying Parameter Vector Autoregressive Models," Working Papers 201826, University of Pretoria, Department of Economics.
• Goodness Aye, 2018. "Causality between Economic Policy Uncertainty and Real Housing Returns in Emerging Economies: A Cross-Sample Validation Approach," Working Papers 201827, University of Pretoria, Department of Economics.
• Rangan Gupta & Patrick Kanda & Mark E. Wohar, 2018. "Predicting Stock Market Movements in the United States: The Role of Presidential Approval Ratings," Working Papers 201830, University of Pretoria, Department of Economics.
• Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2019. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Sustainability, MDPI, Open Access Journal, vol. 11(2), pages 1-15, January.
  • Riza Demirer & Rangan Gupta & Zhihui Lv & Wing-Keung Wong, 2018. "Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests," Working Papers 201846, University of Pretoria, Department of Economics.
• Akhona Myataza & Rangan Gupta, 2018. "Political Cycles in the United States and Stock Market Volatility in other Advanced Economies: An EGARCH Approach," Working Papers 201878, University of Pretoria, Department of Economics.
• Dušan Staniek, 2018. "The Expectations Hypothesis in the Theory and Practice of Current Interest Rate Instruments
  [Hypotéza očekávání v teorii a praxi současných úrokových instrumentů]," Český finanční a účetní časopis, University of Economics, Prague, vol. 2018(2), pages 61-79.
• Jan Bastin, 2018. "Risk-Based Investing in the German Stock Market," Prague Economic Papers, University of Economics, Prague, vol. 2018(1), pages 55-72.
• Sinem Guler Kangalli Uyar & Umut Uyar, 2018. "Quantile Parameter Heterogeneity in the Finance-Growth Relation: The Case of OECD Countries," Prague Economic Papers, University of Economics, Prague, vol. 2018(1), pages 92-112.
• Ashoka Mody & Milan Nedeljkovic, 2018. "Central Bank Policies and Financial Markets: Lessons from the Euro Crisis," Working Papers 253, Princeton University, Department of Economics, Center for Economic Policy Studies..
• Ayhan KAPUSUZOGLU & Nildag Basak CEYLAN, 2018. "Multidimensional Scaling For Credit Default Swap (Cds): Evidence From Oecd Countries," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 17(3), pages 3-8.
• Anthony Brassil & Gabriela Nodari, 2018. "A Density-based Estimator of Core/Periphery Network Structures: Analysing the Australian Interbank Market," RBA Research Discussion Papers rdp2018-01, Reserve Bank of Australia.
• Nicholas Garvin, 2018. "Identifying Repo Market Microstructure from Securities Transactions Data," RBA Research Discussion Papers rdp2018-09, Reserve Bank of Australia.
• Mark Wright, 2018. "The Seniority Structure of Sovereign Debt," 2018 Meeting Papers 928, Society for Economic Dynamics.
  • Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019. "The Seniority Structure of Sovereign Debt," CEPR Discussion Papers 13692, C.E.P.R. Discussion Papers.
  • Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The Seniority Structure of Sovereign Debt," Working Papers 759, Federal Reserve Bank of Minneapolis.
  • Matthias Schlegl & Christoph Trebesch & Mark L. J. Wright, 2019. "The seniority structure of sovereign debt," CESifo Working Paper Series 7632, CESifo Group Munich.
  • Matthias Schlegl & Christoph Trebesch & Mark L.J. Wright, 2019. "The Seniority Structure of Sovereign Debt," NBER Working Papers 25793, National Bureau of Economic Research, Inc.
  • Schlegl, Matthias & Trebesch, Christoph & Wright, Mark L. J., 2019. "The seniority structure of sovereign debt," Kiel Working Papers 2129, Kiel Institute for the World Economy (IfW).
• Schwandt, Hannes, 2014. "Wealth shocks and health outcomes: evidence from stock market fluctuations," LSE Research Online Documents on Economics 60352, London School of Economics and Political Science, LSE Library.
  • Schwandt, Hannes, 2018. "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," CEPR Discussion Papers 12562, C.E.P.R. Discussion Papers.
  • Hannes Schwandt, 2014. "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," CEP Discussion Papers dp1281, Centre for Economic Performance, LSE.
  • Schwandt, Hannes, 2014. "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," IZA Discussion Papers 8298, Institute of Labor Economics (IZA).
• Martin C Schmalz & Sergey Zhuk, 2019. "Revealing Downturns," Review of Financial Studies, Society for Financial Studies, vol. 32(1), pages 338-373.
  • Martin C. Schmalz & Sergey Zhuk, 2018. "Revealing Downturns," CESifo Working Paper Series 6879, CESifo Group Munich.
  • Schmalz, Martin & Zhuk, Sergey, 2018. "Revealing Downturns," CEPR Discussion Papers 12597, C.E.P.R. Discussion Papers.
• Martin C. Schmalz, 2018. "Common-Ownership Concentration and Corporate Conduct," CESifo Working Paper Series 6908, CESifo Group Munich.
  • Schmalz, Martin, 2018. "Common Ownership Concentration and Corporate Conduct," CEPR Discussion Papers 12598, C.E.P.R. Discussion Papers.
• Croce, Mariano Massimiliano & Marchuk, Tatyana & Schlag, Christian, 2018. "The Leading Premium," CEPR Discussion Papers 12631, C.E.P.R. Discussion Papers.
• Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2018. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12671, C.E.P.R. Discussion Papers.
• Tepper, Alexander & Borowiecki, Karol Jan, 2014. "A Leverage-Based Measure of Financial Instability," Discussion Papers of Business and Economics 14/2014, University of Southern Denmark, Department of Business and Economics.
  • Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander, 2018. "A Leverage-Based Measure of Financial Stability," CEPR Discussion Papers 12676, C.E.P.R. Discussion Papers.
  • Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander, 2018. "A Leverage-Based Measure of Financial Stability," Discussion Papers of Business and Economics 1/2018, University of Southern Denmark, Department of Business and Economics.
  • Karol Jan Borowiecki & Alexander Tepper, 2014. "A leverage-based measure of financial instability," Staff Reports 688, Federal Reserve Bank of New York.
• Tobias Adrian & Fernando M. Duarte, 2016. "Financial vulnerability and monetary policy," Staff Reports 804, Federal Reserve Bank of New York, revised 01 Feb 2017.
  • Adrian, Tobias & Duarte, Fernando, 2018. "Financial Vulnerability and Monetary Policy," CEPR Discussion Papers 12680, C.E.P.R. Discussion Papers.
  • Fernando Duarte & Tobias Adrian, 2017. "Financial Vulnerability and Monetary Policy," 2017 Meeting Papers 391, Society for Economic Dynamics.
• Martin, Ian, 2018. "Options and the Gamma Knife," LSE Research Online Documents on Economics 88077, London School of Economics and Political Science, LSE Library.
  • Martin, Ian, 2018. "Options and the Gamma Knife," CEPR Discussion Papers 12883, C.E.P.R. Discussion Papers.
• Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2016. "Corporate borrowing and debt maturity : the effects of market access and crises," Policy Research Working Paper Series 7815, The World Bank.
  • Cortina, Juan José & Didier, Tatiana & Schmukler, Sergio, 2018. "Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises," CEPR Discussion Papers 13008, C.E.P.R. Discussion Papers.
  • Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate Borrowing and Debt Maturity: The Effects of Market Access and Crises," Mo.Fi.R. Working Papers 149, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2018. "Dynamic Liquidity-Based Security Design," CEPR Discussion Papers 13069, C.E.P.R. Discussion Papers.
• Van Horen, Neeltje & Kotidis, Antonis, 2018. "Repo market functioning: the role of capital regulation," Bank of England working papers 746, Bank of England.
  • Kotidis, Antonis & Van Horen, Neeltje, 2018. "Repo market functioning: The role of capital regulation," CEPR Discussion Papers 13090, C.E.P.R. Discussion Papers.
• Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," NBER Working Papers 25122, National Bureau of Economic Research, Inc.
  • Adam, Klaus & Maatvev, Dmitry & Nagel, Stefan, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CEPR Discussion Papers 13213, C.E.P.R. Discussion Papers.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," 2019 Meeting Papers 641, Society for Economic Dynamics.
  • Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018. "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series 600, Center for Financial Studies (CFS).
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018. "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series 7285, CESifo Group Munich.
  • Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019. "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers 19-11, Bank of Canada.
• Michael Brei & Giovanni Ferri & Leonardo Gambacorta, 2018. "Financial structure and income inequality," BIS Working Papers 756, Bank for International Settlements.
  • Brei, Michael & Ferri, Giovanni & Gambacorta, Leonardo, 2018. "Financial structure and income inequality," CEPR Discussion Papers 13330, C.E.P.R. Discussion Papers.
• Friewald, Nils & Nagler, Florian, 2018. "Over-the-Counter Market Frictions and Yield Spread Changes," CEPR Discussion Papers 13345, C.E.P.R. Discussion Papers.
• Giovanni Cespa & Xavier Vives, 2018. "Exchange Competition, Entry, and Welfare," CESifo Working Paper Series 7432, CESifo Group Munich.
  • Cespa, Giovanni & Vives, Xavier, 2018. "Exchange Competition, Entry, and Welfare," CEPR Discussion Papers 13415, C.E.P.R. Discussion Papers.
• Hans R. A. Koster & Edward W. Pinchbeck, 2018. "How do Households Value the Future? Evidence from Property Taxes," CEP Discussion Papers dp1571, Centre for Economic Performance, LSE.
  • Pinchbeck, E. & Koster, H. R. A., 2018. "How do Households Value the Future? Evidence from Property Taxes," Working Papers (18/06), Department of Economics, City University London.
  • Koster, Hans R. A. & Pinchbeck, Edward W., 2018. "How do households value the future? Evidence from property taxes," LSE Research Online Documents on Economics 91693, London School of Economics and Political Science, LSE Library.
• Eliana Angelini & Matteo Foglia, 2018. "The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 319-336, May.
• Man Xu & Qing Shi, 2018. "A Theoretic Approach to China's Housing Market Boom and Down Payment Loans," Annals of Economics and Finance, Society for AEF, vol. 19(1), pages 265-278, May.
• Martins-Filho, Carlos & Yao, Feng & Torero, Maximo, 2018. "Nonparametric Estimation Of Conditional Value-At-Risk And Expected Shortfall Based On Extreme Value Theory," Econometric Theory, Cambridge University Press, vol. 34(1), pages 23-67, February.
  • Carlos Martins-Filho & Feng Yao & Maximo Torero, 2012. "Nonparametric estimation of conditional value-at-risk and expected shortfall based on extreme value theory," Working Papers 13-05, Department of Economics, West Virginia University.
• Geraci, Marco Valerio & Gnabo, Jean-Yves, 2018. "Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying Vector Autoregressions," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 53(3), pages 1371-1390, June.
  • Marco Valerio Geraci & Jean-Yves Gnabo, 2015. "Measuring interconnectedness between financial institutions with Bayesian time-varying vector autoregressions," Working Papers ECARES 2015-51, ULB -- Universite Libre de Bruxelles.
• Dirk Schiereck & Andreas Freytag & Maximilian Grimm & Wolfgang H. Bretschneider, 2018. "Public Corporations in Africa - A Continental Survey on Stock Exchanges and Capital Markets Performance," Jena Economic Research Papers 2018-013, Friedrich-Schiller-University Jena.
  • Schiereck, D. & Freytag, A. & Grimm, M. & Bretschneider, W. H., 2018. "Public Corporations in Africa – A Continental Survey on Stock Exchanges and Capital Market Performance," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 109715, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Krasimira NAYDENOVA, 2018. "Some Consequences Of Bulgaria’S Non-Membership In The Euro Area," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 166-180.
• Красимира Найденова, 2018. "Някои Ефекти На Българското Не-Членство В Еврозоната," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 177-192.
• Sebastiaan Pool, 2018. "Mortgage debt and shadow banks," DNB Working Papers 588, Netherlands Central Bank, Research Department.
• Iman van Lelyveld & Sinziana Kroon, 2018. "Counterparty credit risk and the effectiveness of banking regulation," DNB Working Papers 599, Netherlands Central Bank, Research Department.
• Christopher E.S. WARBURTON, 2018. "Covered Interest Parity And Frictions In Currency And Money Markets: Analysis Of British Pound And Dollar For The Period 1999-2006," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 18(1), pages 55-72.
• ROBINSON, C. Justin & BANGWAYO-SKEETE, Prosper, F., 2018. "The Information Content Of Dividend Announcements: Evidence From Frontier Markets With Varying Tax Regimes In Jamaica And Trinidad And Tobago, 2001-2017," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 18(2), pages 73-86.
• Fache Rousová, Linda & Caloca, Antonio Rodríguez, 2018. "Disentangling euro area portfolios: new evidence on cross-border securities holdings," Statistics Paper Series 28, European Central Bank.
• Jaccard, Ivan, 2018. "Asset pricing and the propagation of financial shocks," Working Paper Series 2150, European Central Bank.
• Söhnke M. Bartram & Gregory W. Brown & René M. Stulz, 2018. "Why has Idiosyncratic Risk been Historically Low in Recent Years?," NBER Working Papers 24270, National Bureau of Economic Research, Inc.
  • Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2018. "Why Has Idiosyncratic Risk Been Historically Low in Recent Years?," Working Paper Series 2018-02, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

2017

• Bongini, Paola & Ferrando, Annalisa & Rossi, Emanuele & Rossolini, Monica, 2017. "Suitable or non-suitable? An investigation of Eurozone SME access to market-based finance," CEPR Discussion Papers 12006, C.E.P.R. Discussion Papers.
• Richard S.Grossman, 2017. "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," Wesleyan Economics Working Papers 2017-003, Wesleyan University, Department of Economics.
  • Grossman, Richard, 2017. "Beresford's Revenge: British equity holdings in Latin America, 1869-1929," CEPR Discussion Papers 12042, C.E.P.R. Discussion Papers.
• Richard S.Grossman, 2017. "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," Wesleyan Economics Working Papers 2017-004, Wesleyan University, Department of Economics.
  • Grossman, Richard, 2017. "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," CEPR Discussion Papers 12121, C.E.P.R. Discussion Papers.
• Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The Shifting Drivers of Global Liquidity," NBER Working Papers 23565, National Bureau of Economic Research, Inc.
  • Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2017. "The shifting drivers of global liquidity," CEPR Discussion Papers 12127, C.E.P.R. Discussion Papers.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," BIS Working Papers 644, Bank for International Settlements.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," Staff Reports 819, Federal Reserve Bank of New York.
• Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2016. "Monetary Policy and Asset Valuation," NBER Working Papers 22572, National Bureau of Economic Research, Inc.
  • Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2017. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12275, C.E.P.R. Discussion Papers.
  • Francesco Bianchi, 2017. "Monetary Policy and Asset Valuation," 2017 Meeting Papers 500, Society for Economic Dynamics.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
• Albuquerque, Rui & Song, Shiyun & Yao, Chen, 2017. "The Price Effects of Liquidity Shocks: A Study of SEC's Tick-Size Experiment," CEPR Discussion Papers 12486, C.E.P.R. Discussion Papers.
• Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M Taylor, 2019. "The Rate of Return on Everything, 1870–2015," The Quarterly Journal of Economics, Oxford University Press, vol. 134(3), pages 1225-1298.
  • Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2017. "The Rate of Return on Everything, 1870–2015," NBER Working Papers 24112, National Bureau of Economic Research, Inc.
  • Jord�, �scar & Knoll, Katharina & Kuvshinov, Dmitry & Schularick, Moritz & Taylor, Alan M., 2017. "The Rate of Return on Everything, 1870-2015," CEPR Discussion Papers 12509, C.E.P.R. Discussion Papers.
  • Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2018. "The Rate of Return on Everything, 1870-2015," CESifo Working Paper Series 6899, CESifo Group Munich.
  • Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2017. "The Rate of Return on Everything, 1870–2015," Working Paper Series 2017-25, Federal Reserve Bank of San Francisco, revised 20 Dec 2017.
• Martina Danielova Zaharieva & Mark Trede & Bernd Wilfling, 2017. "Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements," CQE Working Papers 6217, Center for Quantitative Economics (CQE), University of Muenster.
• Afees A. Salisu & Kazeem Isah, 2017. "Modeling the spillovers between stock market and money market in Nigeria," Working Papers 023, Centre for Econometric and Allied Research, University of Ibadan.
• George Bogdan STAN & Ioan Codruţ TURLEA, 2017. "Risk Estimation of Romanian Large Taxpayers Based on Transfer Pricing Analysis," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 51(3), pages 281-298.
• Andrey Zahariev, 2017. "Financial Science In Changing Europe – Challenges And Perspectives," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 16-26.
• Андрей Захариев, 2017. "Финансовата Наука В Променяща Се Европа – Предизвикателства И Перспективи," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 2 Year 20, pages 18-29.
• Evelyne Poincelot & Dominique Poincelot, 2017. "La gestion managériale du flottant ou du prix d’offre : un enjeu de réussite de l’introduction en bourse sur Euronext Paris? - Is there a Management of the Float and the Offer Price during an Initial ," Revue Finance Contrôle Stratégie, revues.org, vol. 20(1), pages 1-15., March.
• Michael Thiel, 2017. "A Methodological Perspective on the Capital Markets Union: Using Economics to Derive Effective Policy Measures," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 86(1), pages 9-27.
• Joost Bats & Aerdt Houben, 2017. "Bank-based versus market-based financing: implications for systemic risk," DNB Working Papers 577, Netherlands Central Bank, Research Department.
• Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, 2018. "What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 57(3), pages 431-475, October.
  • Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, "undated". "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," GRU Working Paper Series GRU_2016_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  • Daisy J. HUANG & Charles Ka Yui LEUNG & Chung-Yi TSE, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," ISER Discussion Paper 0990, Institute of Social and Economic Research, Osaka University.
  • Huang, Daisy J. & Leung, Charles Ka Yui & Tse, Chung-Yi, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," MPRA Paper 76864, University Library of Munich, Germany.
• Lauren Stagnol, 2017. "Introducing global term structure in a risk parity framework," EconomiX Working Papers 2017-23, University of Paris Nanterre, EconomiX.
• Honkanen, Pekka & Schmidt, Daniel, 2017. "Price and Liquidity Spillovers during Fire Sale Episodes," HEC Research Papers Series 1214, HEC Paris, revised 07 Jul 2017.
• Cespa, Giovanni & Vives, Xavier, 2016. "High Frequency Trading and Fragility," CEPR Discussion Papers 11732, C.E.P.R. Discussion Papers.
  • Cespa, Giovanni & Vives, Xavier, 2017. "High Frequency Trading and Fragility," IESE Research Papers D/1161, IESE Business School.
  • Cespa, Giovanni & Vives, Xavier, 2017. "High frequency trading and fragility," Working Paper Series 2020, European Central Bank.
• Petrescu, Monica & Wedow, Michael, 2017. "Dark pools in European equity markets: emergence, competition and implications," Occasional Paper Series 193, European Central Bank.
• di Mauro, Filippo & Ottaviano, Gianmarco I.P. & Hassan, Fadi, 2017. "Banks credit and productivity growth," Working Paper Series 2008, European Central Bank.
• Cespa, Giovanni & Vives, Xavier, 2016. "High Frequency Trading and Fragility," CEPR Discussion Papers 11732, C.E.P.R. Discussion Papers.
  • Cespa, Giovanni & Vives, Xavier, 2017. "High frequency trading and fragility," Working Paper Series 2020, European Central Bank.
  • Cespa, Giovanni & Vives, Xavier, 2017. "High Frequency Trading and Fragility," IESE Research Papers D/1161, IESE Business School.
• Jean†Edouard Colliard & Peter Hoffmann, 2017. "Financial Transaction Taxes, Market Composition, and Liquidity," Journal of Finance, American Finance Association, vol. 72(6), pages 2685-2716, December.
  • Hoffmann, Peter & Colliard, Jean-Edouard, 2017. "Financial transaction taxes, market composition, and liquidity," Working Paper Series 2030, European Central Bank.
• D’Errico, Marco & Battiston, Stefano & Peltonen, Tuomas & Scheicher, Martin, 2018. "How does risk flow in the credit default swap market?," Journal of Financial Stability, Elsevier, vol. 35(C), pages 53-74.
  • Marco D'Errico & Stefano Battiston & Tuomas Peltonen & Martin Scheicher, 2016. "How does risk flow in the credit default swap market?," ESRB Working Paper Series 33, European Systemic Risk Board.
  • Scheicher, Martin & Peltonen, Tuomas A. & D'Errico, Marco & Battiston, Stefano, 2017. "How does risk flow in the credit default swap market?," Working Paper Series 2041, European Central Bank.
• Panayides, Marios A. & Rindi, Barbara & Werner, Ingrid M., 2017. "Trading Fees and Intermarket Competition," Working Paper Series 2017-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C., 2017. "Mutual Funds and Short-Sellers: Why Does Short-Sale Volume Predict Stock Returns?," Research Papers 3162, Stanford University, Graduate School of Business.
• Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y., 2017. "Evaluating Firm-Level Expected-Return Proxies," Research Papers 3188, Stanford University, Graduate School of Business.
• Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2018. "Dynamic directed random matching," Journal of Economic Theory, Elsevier, vol. 174(C), pages 124-183.
  • Darrell Duffie & Lei Qiao & Yeneng Sun, 2015. "Dynamic Directed Random Matching," NBER Working Papers 21731, National Bureau of Economic Research, Inc.
  • Duffie, Darrell & Qiao, Lei & Sun, Yeneng, 2017. "Dynamic Directed Random Matching," Research Papers repec:ecl:stabus:3359, Stanford University, Graduate School of Business.
• Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019. "Technological links and predictable returns," Journal of Financial Economics, Elsevier, vol. 132(3), pages 76-96.
  • Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017. "Technological Links and Predictable Returns," Research Papers repec:ecl:stabus:3605, Stanford University, Graduate School of Business.
• Nurasyikin Jamaludin & Shahnaz Ismail & Syamimi Ab Manaf, 2017. "Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 37-45.
• Abdulazeez Y. H. Saif-Alyousf & Asish Saha & Rohani Md-Rus, 2017. "Shareholders’ Value of Saudi Commercial Banks: A Comparative Evaluation between Islamic and Conventional Banks using CAMEL Parameters," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 97-105.
• Hooman Abdollahi & Seyed Babak Ebrahimi & Hamed Tayebi, 2017. "The Effect of Investor Sentiment on Betting Against Beta: A Structural Equations Modeling Approach Towards Beta Anomaly," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 201-206.
• Shahin Javadi & Mahmood Motevaseli & Shahin Javadi & Jahangir Yadolahi Farsi, 2017. "Oil Rent and Financial Environment: A Cross-country Examination," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 298-302.
• Shashitha Gimhani Jayakody, 2017. "The Impact of the Sri Lankan Civil War on the Stock Market Performances," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 394-402.
• Hussein A. Abdoh, 2017. "Correlation Based Clustering of the Amman Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 259-265.
• Nera Marinda Machdar & Adler Haymans Manurung D. R. M & Etty Murwaningsari, 2017. "The Effects of Earnings Quality, Conservatism, and Real Earnings Management on the Company’s Performance and Information Asymmetry as a Moderating Variable," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 309-318.
• Iqbal Thonse Hawaldar & B. Shakila & Prakash Pinto, 2017. "Empirical Testing of Month of the Year Effect on Selected Commercial Banks and Services Sector Companies Listed on Bahrain Bourse," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 426-436.
• Mohamed Aydi & Abdelkader Aguir, 2017. "Financial Development and Economic Growth: The Empirical Evidence of the Southern Mediterranean Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 196-209.
• Le Minh Tai, 2017. "Impact of the Financial Markets Development on Capital Structure of Firms Listed on Ho Chi Minh Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 510-515.
• 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, vol. 7(3), pages 676-683.
• Abdelkarim Ahmed Guendouz, 2017. "Islamic Financial Engineering: A Bundling and Unbundling Process Approach الهندسة المالية الإسلامية: مقاربة الفك والتركيب," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(3), pages 143-165, October.
• Abdelkarim Ahmed Guendouz عبدالكريم أحمد موسى قندوز, 2017. "Islamic Financial Engineering: A Bundling and Unbundling Process Approach الهندسة المالية الإسلامية: مقاربة الفك والتركيب," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(3), pages 143-165, January.
• Husnu Tekin & Burak Sencer Atasoy & Hasan Murat Ertugrul, 2017. "The Relationship between Conventional Deposit and Islamic Profit Share Rates: An Analysis of the Turkish Banking Sector العلاقة بين الإيداعات التقليدية ومعدلات الأرباح الإسلامية: تحليل للقطاع المصرفي ," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 30(SI), pages 103-117, April.
• Kim, Hyeongwoo & Kim, Jintae, 2018. "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
  • Hyeongwoo Kim & Jintae Kim, 2014. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2014-13, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2018. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2018-01, Department of Economics, Auburn University.
  • Hyeongwoo Kim & Jintae Kim, 2017. "London Calling: Nonlinear Mean Reversion across National Stock Markets," Auburn Economics Working Paper Series auwp2017-05, Department of Economics, Auburn University.
• Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki, 2017. "Coarse Competitive Equilibrium and Extreme Prices," American Economic Review, American Economic Association, vol. 107(1), pages 109-137, January.
  • Faruk Gul & Wolfgang Pesendorfer & Tomasz Strzalecki, "undated". "Coarse Competitive Equilibrium and Extreme Prices," Working Paper 8365, Harvard University OpenScholar.
  • Wolfgang Pesendorfer & Tomasz Strzalecki & Faruk Gul, 2014. "Coarse Competitive Equilibrium and Extreme Prices," 2014 Meeting Papers 1412, Society for Economic Dynamics.
• Ricardo Lagos & Guillaume Rocheteau & Randall Wright, 2017. "Liquidity: A New Monetarist Perspective," Journal of Economic Literature, American Economic Association, vol. 55(2), pages 371-440, June.
• 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, vol. 32(C), pages 115-123.
  • Georgios Bertsatos & Plutarchos Sakellaris, 2017. "Did the Financial Crisis affect the Market Valuation of Large Systemic U.S. Banks?," Working Papers 201709, Athens University Of Economics and Business, Department of Economics.
• Baah Aye Kusi & Agyapomaa Gyeke-Dako & Elikplimi Komla Agbloyor, 2017. "Bank Profitability Determination in Income Brackets in Africa: A Shareholder versus Stakeholder Perspective," The African Finance Journal, Africagrowth Institute, vol. 19(2), pages 29-46.
• Marin OPRIÈšESCU & Dumitru BELDIMAN, 2017. "Romania’s regional development strategy between 2014-2020," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(19), pages 7-18, November.
• Octavian Mihai PERPELEA & Dumitru BELDIMAN, 2017. "Romania on the threshold of EU accession, from the perspective of a decade of Europeanism," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(19), pages 88-96, November.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate debt maturity in developing countries: Sources of long and short‐termism," The World Economy, Wiley Blackwell, vol. 41(12), pages 3288-3316, December.
  • Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017. "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series 8222, The World Bank.
  • Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2017. "Corporate Debt Maturity in Developing Countries: Sources of Long- and Short-Termism," Mo.Fi.R. Working Papers 142, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
• John E. Parsons, 2017. "The Fundamentals Underlying Oil and Natural Gas Derivative Markets," Annual Review of Financial Economics, Annual Reviews, vol. 9(1), pages 283-300, November.
• Gary Gorton, 2017. "The History and Economics of Safe Assets," Annual Review of Economics, Annual Reviews, vol. 9(1), pages 547-586, September.
• Md. Mohibul Islam & Anisul M. Islam, 2017. "Impact of Index Options on Emerging Market Volatility: The Case of the Malaysian Equity Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, vol. 3(9), pages 157-15-172, 09-2017.
• Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series 386, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and Growth Optimal Portfolio," Papers 1706.06832, arXiv.org.
• Kobayashi, Teruyoshi & Takaguchi, Taro, 2018. "Identifying relationship lending in the interbank market: A network approach," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 20-36.
  • Teruyoshi Kobayashi & Taro Takaguchi, 2017. "Identifying relationship lending in the interbank market: A network approach," Papers 1708.08594, arXiv.org, revised Apr 2018.
• Marios Panayides & Barbara Rindi & Ingrid M.Werner, 2017. "Trading Fees and Intermarket Competition," BAFFI CAREFIN Working Papers 1751, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
• Violetta Kharabara, 2017. "Analysis Of Mortgage Lending In Banks In Ukraine," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 3(3).
• Maria Cristina Arcuri & Marina Brogi & Gino Gandolfi, 2017. "Cyber risk in the financial industry, the market reactions," BANCARIA, Bancaria Editrice, vol. 4, pages 35-49, April.
• Alberto Banfi & Fiorenzo Di Pasquali, 2017. "Ecb policies and 10 years of liquidity management: the road to Qe exit," BANCARIA, Bancaria Editrice, vol. 7, pages 37-46, July.
• Andrea Paltrinieri & Enrico Geretto & Maurizio Polato, 2017. "Volatility Exchange Traded Notes: a case study," BANCARIA, Bancaria Editrice, vol. 12, pages 64-72, December.
• Piyadasa Edirisuriya, 2017. "Financial Deepening, Economic Growth and Corruption: The Case of Islamic Banking," Review of Economics & Finance, Better Advances Press, Canada, vol. 8, pages 1-16, May.
• Ibrahim M. Awad & Abdel-Rahman Al-Ewesat, 2017. "Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data," Review of Economics & Finance, Better Advances Press, Canada, vol. 9, pages 83-97, August.
• Jean-Sébastien Fontaine & James Hately & Adrian Walton, 2017. "Repo Market Functioning when the Interest Rate Is Low or Negative," Discussion Papers 17-3, Bank of Canada.
• Guillaume Ouellet Leblanc & Maarten van Oordt, 2017. "Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators," Staff Analytical Notes 17-15, Bank of Canada.
• Edoardo Rainone, 2017. "Pairwise trading in the money market during the European sovereign debt crisis," Temi di discussione (Economic working papers) 1160, Bank of Italy, Economic Research and International Relations Area.
• Hernández Vega Marco A., 2017. "Portfolio Investment Response to U.S. Monetary Policy Announcements: An Event," Working Papers 2017-02, Banco de México.
• Martha López, 2017. "Economic Sectors and the Risk-taking Channel of Monetary Policy," Borradores de Economia 1029, Banco de la Republica de Colombia.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017. "Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 1-35, September.
• Fatima Syed & Naimat U. Khan, 2017. "Islamic Calendar Anomalies: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 104-122, September.
• Muhammad Suhail Rizwan & Asifa Obaid & Dawood Ashraf, 2017. "The Impact of Corporate Social Responsibility on Default Risk: Empirical evidence from US Firms," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 36-70, September.
• Saddiqa & Ayaz ul Haq, 2017. "Firm Characteristics and Cash-Cash Flow Sensitivity of the Manufacturing Sector of Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 71-103, September.
• Shahzad Hussain & Syed Muhammad Amir Shah, 2017. "Corporate Governance and Downside Systematic Risk with a Moderating Role of Socio-Political in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(4), pages 233-258, December.
• Yilmaz Bayar, 2017. "Public Governance And Financial Development In Central And Eastern European Countries," Ekonomske ideje i praksa, Faculty of Economics, University of Belgrade, issue 24, pages 53-65, March.
• W. Arrata & B. Nguyen & I. Rahmouni-Rousseau & M. Vari, 2017. "Eurosystem’s asset purchases and money market rates," Working papers 652, Banque de France.
• Arrata, W. & Gautier, A. & Lopez, P. & Rahmouni-Rousseau, I. & Girotti, M. & Mojon, B. & Szczerbowicz, U. & Vari, M. & Foucault, T., 2017. "12e atelier annuel de banque centrale sur la microstructure des marchés financiers - 29-30 septembre 2016, Banque de France," Bulletin de la Banque de France, Banque de France, issue 210, pages 35-43.
• W. Arrata & A. Gautier & P. Lopez & I. Rahmouni-Rousseau & M. Girotti & B. Mojon & U. Szczerbowicz & M. Vari & T. Foucault, 2017. "12th Annual Central Bank Workshop on the Microstructure of Financial Markets 29-30 September 2016, Banque de France (Non-technical summary)," Quarterly selection of articles - Bulletin de la Banque de France, Banque de France, issue 45, pages 23-30, Spring.
• Bogumila Brycz & Tadeusz Dudycz & Michal J. Kowalski, 2017. "Is the success of an issuer an investor success? Evidence from Polish IPOs," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 17(1), pages 57-77.
• Codruta Boar & Leonardo Gambacorta & Giovanni Lombardo & Luiz Awazu Pereira da Silva, 2017. "What are the effects of macroprudential policies on macroeconomic performance?," BIS Quarterly Review, Bank for International Settlements, September.
• Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The Shifting Drivers of Global Liquidity," NBER Working Papers 23565, National Bureau of Economic Research, Inc.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," BIS Working Papers 644, Bank for International Settlements.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," Staff Reports 819, Federal Reserve Bank of New York.
  • Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2017. "The shifting drivers of global liquidity," CEPR Discussion Papers 12127, C.E.P.R. Discussion Papers.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
• Dmitry Kreptsev & Sergei Seleznev, 2017. "DSGE Model of the Russian Economy with the Banking Sector," Bank of Russia Working Paper Series wps27, Bank of Russia.
• Mario Bergara & Jorge Ponce, 2017. "How disruptive are Fintechs?," Documentos de trabajo 2017012, Banco Central del Uruguay.
• Peter Gomber & Satchit Sagade & Erik Theissen & Moritz Christian Weber & Christian Westheide, 2017. "Competition Between Equity Markets: A Review Of The Consolidation Versus Fragmentation Debate," Journal of Economic Surveys, Wiley Blackwell, vol. 31(3), pages 792-814, July.
  • Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Competition between equity markets: A review of the consolidation versus fragmentation debate," SAFE Working Paper Series 35, Leibniz Institute for Financial Research SAFE.
• Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Do Funds Make More When They Trade More?," Journal of Finance, American Finance Association, vol. 72(4), pages 1483-1528, August.
  • Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2014. "Do Funds Make More When They Trade More?," NBER Working Papers 20700, National Bureau of Economic Research, Inc.
  • Pastor, Lubos & Stambaugh, Robert F. & Taylor, Lucian, 2014. "Do Funds Make More When They Trade More?," CEPR Discussion Papers 10261, C.E.P.R. Discussion Papers.
• Jean†Edouard Colliard & Peter Hoffmann, 2017. "Financial Transaction Taxes, Market Composition, and Liquidity," Journal of Finance, American Finance Association, vol. 72(6), pages 2685-2716, December.
  • Hoffmann, Peter & Colliard, Jean-Edouard, 2017. "Financial transaction taxes, market composition, and liquidity," Working Paper Series 2030, European Central Bank.
• 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, vol. 7(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, vol. 7(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, vol. 7(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, vol. 7(4), pages 507-514.
• Johannes Stübinger & Jens Bredthauer, 2017. "Statistical Arbitrage Pairs Trading with High-frequency Data," International Journal of Economics and Financial Issues, Econjournals, vol. 7(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, vol. 7(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, vol. 7(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, vol. 7(5), pages 312-322.
• Georgios Bampinas & Theodore Panagiotidis, 2017. "Oil and stock markets before and after financial crises: A local Gaussian correlation approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(12), pages 1179-1204, December.
  • Georgios Bampinas & Theodore Panagiotidis, 2017. "Oil and stock markets before and after financial crises : a local Gaussian correlation approach," Bank of Estonia Working Papers wp2016-11, Bank of Estonia, revised 06 Feb 2017.
• 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, vol. 13(C), pages 33-41.
• 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, vol. 45(C), pages 62-77.
• Gounopoulos, Dimitrios & Kallias, Antonios & Kallias, Konstantinos & Tzeremes, Panayiotis G., 2017. "Political money contributions of U.S. IPOs," Journal of Corporate Finance, Elsevier, vol. 43(C), pages 19-38.
• 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, vol. 43(C), pages 480-499.
• Sila, Vathunyoo & Gonzalez, Angelica & Hagendorff, Jens, 2017. "Independent director reputation incentives and stock price informativeness," Journal of Corporate Finance, Elsevier, vol. 47(C), pages 219-235.
• Huber, Samuel & Kim, Jaehong, 2017. "On the optimal quantity of liquid bonds," Journal of Economic Dynamics and Control, Elsevier, vol. 79(C), pages 184-200.
  • Samuel Huber & Jaehong Kim, 2015. "On the optimal quantity of liquid bonds," ECON - Working Papers 193, Department of Economics - University of Zurich, revised Apr 2017.
• Mensah, Jones Odei & Alagidede, Paul, 2017. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Economic Modelling, Elsevier, vol. 60(C), pages 1-10.
  • Jones Odei Mensah & Paul Alagidede, 2016. "How are Africa's emerging stock markets related to advanced markets? Evidence from copulas," Working Papers 624, Economic Research Southern Africa.
• Akram, Tanweer & Li, Huiqing, 2017. "What keeps long-term U.S. interest rates so low?," Economic Modelling, Elsevier, vol. 60(C), pages 380-390.
• Kim, Jong-Min & Jung, Hojin, 2017. "Can asymmetric conditional volatility imply asymmetric tail dependence?," Economic Modelling, Elsevier, vol. 64(C), pages 409-418.
• Liu, Zhangxin (Frank) & Faff, Robert, 2017. "Hitting SKEW for SIX," Economic Modelling, Elsevier, vol. 64(C), pages 449-464.
• Lahet, Delphine & Vaubourg, Anne-Gaël, 2017. "Bank ownership of multilateral trading facilities and implications for historical exchanges: An industrial economics approach," Economic Modelling, Elsevier, vol. 65(C), pages 9-17.
• 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, vol. 66(C), pages 139-145.
• 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, vol. 66(C), pages 233-243.
• 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, vol. 39(C), pages 182-196.
• 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, vol. 42(C), pages 654-667.
• Todorova, Neda, 2017. "The asymmetric volatility in the gold market revisited," Economics Letters, Elsevier, vol. 150(C), pages 138-141.
• Diallo, Boubacar & Zhang, Qi, 2017. "Bank concentration and sectoral growth: Evidence from Chinese provinces," Economics Letters, Elsevier, vol. 154(C), pages 77-80.
• Gächter, Martin & Gkrintzalis, Ioannis, 2017. "The finance–trade nexus revisited: Is the global trade slowdown also a financial story?," Economics Letters, Elsevier, vol. 158(C), pages 21-25.
• Siikanen, Milla & Kanniainen, Juho & Luoma, Arto, 2017. "What drives the sensitivity of limit order books to company announcement arrivals?," Economics Letters, Elsevier, vol. 159(C), pages 65-68.
• Smaoui, Houcem & Mimouni, Karim & Temimi, Akram, 2017. "Sukuk, banking system, and financial markets: Rivals or complements?," Economics Letters, Elsevier, vol. 161(C), pages 62-65.
• Massacci, Daniele, 2017. "Least squares estimation of large dimensional threshold factor models," Journal of Econometrics, Elsevier, vol. 197(1), pages 101-129.
• Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo, 2017. "Chasing volatility," Journal of Econometrics, Elsevier, vol. 198(1), pages 122-145.
• 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, vol. 4(C), pages 70-90.
• 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, vol. 41(3), pages 433-444.
  • Sergio Henrique Rodrigues da Silva & Benjamin Miranda Tabak & Daniel Oliveira Cajueiro & Dimas Mateus Fazio, 2018. "Economic Growth, Volatility and Their Interaction: What’s the role of finance?," Working Papers Series 474, Central Bank of Brazil, Research Department.
• Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017. "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, vol. 92(C), pages 359-384.
• Lin, Qi, 2017. "Noisy prices and the Fama–French five-factor asset pricing model in China," Emerging Markets Review, Elsevier, vol. 31(C), pages 141-163.
• 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, vol. 32(C), pages 38-51.
• Bernales, Alejandro, 2017. "The success of option listings," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 139-161.
• 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, vol. 40(C), pages 39-58.
• Mihov, Atanas & Naranjo, Andy, 2017. "Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 73-100.
• Huszár, Zsuzsa R. & Tan, Ruth S.K. & Zhang, Weina, 2017. "Do short sellers exploit industry information?," Journal of Empirical Finance, Elsevier, vol. 41(C), pages 118-139.
• Blackburn, Douglas W. & Cakici, Nusret, 2017. "Overreaction and the cross-section of returns: International evidence," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 1-14.
• Hwang, Inchang & Xu, Simon & In, Francis & Kim, Tong Suk, 2017. "Systemic risk and cross-sectional hedge fund returns," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 109-130.
• Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas, 2017. "Diversification benefits of commodities: A stochastic dominance efficiency approach," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 250-269.
  • Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016. "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers 797, Queen Mary University of London, School of Economics and Finance.
  • Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou, 2016. "Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach," Working Papers 797, Queen Mary University of London, School of Economics and Finance.
• Rinne, Kalle & Suominen, Matti, 2017. "How some bankers made a million by trading just two securities?," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 304-315.
• 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, vol. 61(C), pages 241-252.
• Gupta, Rangan & Wohar, Mark, 2017. "Forecasting oil and stock returns with a Qual VAR using over 150years off data," Energy Economics, Elsevier, vol. 62(C), pages 181-186.
  • Rangan Gupta & Mark E. Wohar, 2015. "Forecasting Oil and Stock Returns with a Qual VAR using over 150 Years of Data," Working Papers 201589, University of Pretoria, Department of Economics.
• Kiesel, Rüdiger & Paraschiv, Florentina, 2017. "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, vol. 64(C), pages 77-90.
  • Kiesel, Ruediger & Paraschiv, Florentina, 2015. "Econometric Analysis of 15-minute Intraday Electricity Prices," Working Papers on Finance 1521, University of St. Gallen, School of Finance.
• Křehlík, Tomáš & Baruník, Jozef, 2017. "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Energy Economics, Elsevier, vol. 65(C), pages 208-218.
  • Tomas Krehlik & Jozef Barunik, 2016. "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Papers 1603.07020, arXiv.org, revised Jan 2017.
• 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, vol. 66(C), pages 559-570.
• Ernstsen, Rune Ramsdal & Boomsma, Trine Krogh & Tegnér, Martin & Skajaa, Anders, 2017. "Hedging local volume risk using forward markets: Nordic case," Energy Economics, Elsevier, vol. 68(C), pages 490-514.
• Wei, Yanfeng & Guo, Xiaoying, 2017. "Oil price shocks and China's stock market," Energy, Elsevier, vol. 140(P1), pages 185-197.
• 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, vol. 49(C), pages 83-97.
• 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, vol. 50(C), pages 52-66.
• Afego, Pyemo N., 2017. "Effects of changes in stock index compositions: A literature survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 228-239.
• 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, vol. 52(C), pages 252-259.
• Fernandez, Viviana, 2017. "Some facts on the platinum-group elements," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 333-347.
• Smith, Simon C., 2017. "Equity premium estimates from economic fundamentals under structural breaks," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 49-61.
• 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, vol. 52(C), pages 77-87.
• Vo, Xuan Vinh, 2017. "Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 88-93.
• 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, vol. 20(C), pages 109-117.
• Kryzanowski, Lawrence & Zhang, Jie & Zhong, Rui, 2017. "Cross-financial-market correlations and quantitative easing," Finance Research Letters, Elsevier, vol. 20(C), pages 13-21.
• 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, vol. 20(C), pages 22-28.
• Butt, Hilal Anwar & Virk, Nader Shahzad, 2017. "Momentum profits and time varying illiquidity effect," Finance Research Letters, Elsevier, vol. 20(C), pages 253-259.
• Diaz, Elena Maria & de Gracia, Fernando Perez, 2017. "Oil price shocks and stock returns of oil and gas corporations," Finance Research Letters, Elsevier, vol. 20(C), pages 75-80.
• Narayan, Paresh Kumar & Thuraisamy, Kannan S. & Wagner, Niklas F., 2017. "How do bond, equity and commodity cycles interact?," Finance Research Letters, Elsevier, vol. 21(C), pages 151-156.
• Zhang, Yu, 2017. "Asset price risk, banks and markets," Finance Research Letters, Elsevier, vol. 21(C), pages 21-25.
• 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, vol. 21(C), pages 214-221.
• Csóka, Péter, 2017. "Fair risk allocation in illiquid markets," Finance Research Letters, Elsevier, vol. 21(C), pages 228-234.
  • Peter Csoka, 2015. "Fair risk allocation in illiquid markets," IEHAS Discussion Papers 1509, Institute of Economics, Centre for Economic and Regional Studies.
• 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, vol. 21(C), pages 264-271.
• Hudson, Robert & McGroarty, Frank & Urquhart, Andrew, 2017. "Sampling frequency and the performance of different types of technical trading rules," Finance Research Letters, Elsevier, vol. 22(C), pages 136-139.
• Madan, Dilip B. & Smith, Robert H. & Wang, King, 2017. "Laplacian risk management," Finance Research Letters, Elsevier, vol. 22(C), pages 202-210.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, vol. 23(C), pages 152-164.
  • Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," MPRA Paper 76915, University Library of Munich, Germany.
• Madan, Dilip B., 2017. "Efficient estimation of expected stock price returns," Finance Research Letters, Elsevier, vol. 23(C), pages 31-38.
• Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2017. "Price discovery in equity and CDS markets," Journal of Financial Markets, Elsevier, vol. 35(C), pages 21-46.
• 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, vol. 28(C), pages 240-257.
  • Borek Vašícek & Diana Žigraiová & Marco Hoeberichts & Robert Vermeulen & Katerina Šmídková & Jakob de Haan, 2015. "Leading indicators of financial stress: New evidence," DNB Working Papers 476, Netherlands Central Bank, Research Department.
• 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, vol. 30(C), pages 229-239.
• 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, vol. 31(C), pages 167-185.
• 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, vol. 32(C), pages 115-123.
  • Georgios Bertsatos & Plutarchos Sakellaris, 2017. "Did the Financial Crisis affect the Market Valuation of Large Systemic U.S. Banks?," Working Papers 201709, Athens University Of Economics and Business, Department of Economics.
• Cai, Charlie X. & Mobarek, Asma & Zhang, Qi, 2017. "International stock market leadership and its determinants," Journal of Financial Stability, Elsevier, vol. 33(C), pages 150-162.
• Page, Lionel & Siemroth, Christoph, 2017. "An experimental analysis of information acquisition in prediction markets," Games and Economic Behavior, Elsevier, vol. 101(C), pages 354-378.
• Sogo, Takeharu, 2017. "Effects of seller’s information disclosure in equity auctions requiring post-auction investment," International Journal of Industrial Organization, Elsevier, vol. 55(C), pages 166-181.
• 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, vol. 47(C), pages 114-130.
• 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, vol. 48(C), pages 178-191.
  • Helena Chuliá & Rangan Gupta & Jorge M. Uribe & Mark E. Wohar, 2016. "Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach," Working Papers 201656, University of Pretoria, Department of Economics.
• 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, vol. 50(C), pages 1-12.
• 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, vol. 51(C), pages 171-189.
• Caskey, Judson & Ozel, N. Bugra, 2017. "Earnings expectations and employee safety," Journal of Accounting and Economics, Elsevier, vol. 63(1), pages 121-141.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2020. "Impact of global uncertainty on the global economy and large developed and developing economies," Applied Economics, Taylor & Francis Journals, vol. 52(22), pages 2392-2407, May.
  • 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 2017-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • 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 303, Federal Reserve Bank of Dallas, revised 01 Jan 2017.
  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers 2017-01, University of Tasmania, Tasmanian School of Business and Economics.
  • Wensheng, Kang & Ratti, Ronald & Vespignani, Joaquin, 2017. "Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies," MPRA Paper 82188, University Library of Munich, Germany.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "Global commodity prices and global stock volatility shocks: effects across countries," Working Papers 2017-05, University of Tasmania, Tasmanian School of Business and Economics.
  • Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries," Globalization Institute Working Papers 311, Federal Reserve Bank of Dallas, revised 01 Apr 2017.
  • Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2017. "Global commodity prices and global stock volatility shocks: Effects across countries," CAMA Working Papers 2017-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Jesse Bricker & Geng Li, 2017. "Credit Scores, Social Capital, and Stock Market Participation," Finance and Economics Discussion Series 2017-008, Board of Governors of the Federal Reserve System (U.S.), revised Feb 2017.
• Elliot Anenberg & Aurel Hizmo & Edward Kung & Raven S. Molloy, 2017. "Measuring Mortgage Credit Availability : A Frontier Estimation Approach," Finance and Economics Discussion Series 2017-101, Board of Governors of the Federal Reserve System (U.S.).
• Esen Onur & John S. Roberts & Tugkan Tuzun, 2017. "Trader Positions and Marketwide Liquidity Demand," Finance and Economics Discussion Series 2017-103, Board of Governors of the Federal Reserve System (U.S.).
• Jaewon Choi & Yesol Huh, 2017. "Customer Liquidity Provision : Implications for Corporate Bond Transaction Costs," Finance and Economics Discussion Series 2017-116, Board of Governors of the Federal Reserve System (U.S.).
• Nathan Swem, 2017. "Information in Financial Markets : Who Gets It First?," Finance and Economics Discussion Series 2017-023, Board of Governors of the Federal Reserve System (U.S.).
• Andrew Y. Chen & Rebecca Wasyk & Fabian Winkler, 2017. "A Likelihood-Based Comparison of Macro Asset Pricing Models," Finance and Economics Discussion Series 2017-024, Board of Governors of the Federal Reserve System (U.S.).
• John W. Schindler, 2017. "FinTech and Financial Innovation : Drivers and Depth," Finance and Economics Discussion Series 2017-081, Board of Governors of the Federal Reserve System (U.S.).
• Feng Dong & Yi Wen, 2017. "Flight to What? — Dissecting Liquidity Shortages in the Financial Crisis," Working Papers 2017-25, Federal Reserve Bank of St. Louis, revised 10 Oct 2017.
• Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," BIS Working Papers 644, Bank for International Settlements.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," Staff Reports 819, Federal Reserve Bank of New York.
  • Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2017. "The shifting drivers of global liquidity," CEPR Discussion Papers 12127, C.E.P.R. Discussion Papers.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The Shifting Drivers of Global Liquidity," NBER Working Papers 23565, National Bureau of Economic Research, Inc.
• Adelina-Monica Moraru, 2017. "Risk management on the capital market and use of multi-factorial models for estimating the stocks return," Scientific Papers 0005, Institute of Financial Studies.
• Ugo Panizza, 2018. "Nonlinearities in the Relationship Between Finance and Growth," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(1), pages 44-53, March.
  • Ugo Panizza, 2017. "Non-linearities in the Relationship between Finance and Growth," IHEID Working Papers 12-2017, Economics Section, The Graduate Institute of International Studies.
• Christiyaningsih Budiwati, 2017. "The Effects of the Days of the Week on the Indonesian Stock Exchange," GATR Journals jfbr136, Global Academy of Training and Research (GATR) Enterprise.
• Mariana Khapko & Marius Andrei Zoican, 2017. ""Smart" Settlement," Post-Print hal-01491563, HAL.
• Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2017. "Volatility of aggregate volatility and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 125(3), pages 491-510.
  • Vikas Agarwal & Eser Arisoy & Narayan Y Naik, 2015. "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print hal-01412976, HAL.
  • Vikas Agarwal & Eser Arisoy & Narayan Y. Naik, 2017. "Volatility of Aggregate Volatility and Hedge Fund Returns," Post-Print hal-01634155, HAL.
  • Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03, University of Cologne, Centre for Financial Research (CFR).
  • Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03 [rev.], University of Cologne, Centre for Financial Research (CFR).
• Chauvet, Lisa & Jacolin, Luc, 2017. "Financial Inclusion, Bank Concentration, and Firm Performance," World Development, Elsevier, vol. 97(C), pages 1-13.
  • L. Chauvet & L. Jacolin, 2016. "Financial Inclusion, Bank Concentration and Firm Performance," Working papers 615, Banque de France.
  • Lisa Chauvet & Luc Jacolin, 2017. "Financial inclusion, bank concentration, and firm performance," Post-Print hal-02277478, HAL.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2019. "Jumps in commodity markets," Journal of Commodity Markets, Elsevier, vol. 13(C), pages 55-70.
  • Nguyen, Duc Binh Benno & Prokopczuk, Marcel, 2017. "Jumps in Commodity Markets," Hannover Economic Papers (HEP) dp-615, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019. "The risk premium of gold," Journal of International Money and Finance, Elsevier, vol. 94(C), pages 140-159.
  • Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "The Risk Premium of Gold," Hannover Economic Papers (HEP) dp-616, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Fabian Hollstein & Marcel Prokopczuk & Björn Tharann & Chardin Wese Simen, 2019. "Predicting the equity market with option-implied variables," The European Journal of Finance, Taylor & Francis Journals, vol. 25(10), pages 937-965, July.
  • Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2017. "Predicting the Equity Market with Option Implied Variables," Hannover Economic Papers (HEP) dp-619, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Csoka, Péter & Herings, P. Jean-Jacques, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Peter Csoka & P. Jean-Jacques Herings, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," IEHAS Discussion Papers 1701, Institute of Economics, Centre for Economic and Regional Studies.
• Csóka, Péter & Jean-Jacques Herings, P., 2019. "Liability games," Games and Economic Behavior, Elsevier, vol. 116(C), pages 260-268.
  • Csoka, Péter & Herings, P. Jean-Jacques, 2017. "Liability Games," Research Memorandum 031, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Peter Csoka & P. Jean-Jacques Herings, 2017. "Liability Games," IEHAS Discussion Papers 1735, Institute of Economics, Centre for Economic and Regional Studies.
• Grimstvedt Meling, Tom & Ødegård, Bernt Arne, 2017. "Tick Size Wars, High Frequency Trading, and Market Quality," Working Papers in Economics 5/17, University of Bergen, Department of Economics.
• Grimstvedt Meling, Tom, 2017. "Tick sizes in illiquid order books," Working Papers in Economics 6/17, University of Bergen, Department of Economics.
• Grimstvedt Meling, Tom, 2017. "Anonymous trading in equities," Working Papers in Economics 7/17, University of Bergen, Department of Economics.
• Tangerås, Thomas & Wolak, Frank A., 2017. "The Competitive Effects of Linking Electricity Markets Across Space and Time," Working Paper Series 1184, Research Institute of Industrial Economics.
• Hollifield, Burton & Sandås, Patrik & Todd, Andrew, 2017. "Latency Arbitrage When Markets Become Faster," Working Paper Series 338, Sveriges Riksbank (Central Bank of Sweden).
• Odegaard, Bernt Arne, 2017. "The Liquidity of the Oslo Stock Exchange -- A Source Book 1980-2016," UiS Working Papers in Economics and Finance 2017/1, University of Stavanger.
• Odegaard, Bernt Arne, 2017. "Empirics of the Oslo Stock Exchange. Asset Pricing results 1980-2016," UiS Working Papers in Economics and Finance 2017/2, University of Stavanger.
• Odegaard, Bernt Arne, 2017. "Empirics of the Oslo Stock Exchange. Basic, descriptive, results 1980-2016," UiS Working Papers in Economics and Finance 2017/3, University of Stavanger.
• Osmundsen, Kjartan Kloster, 2017. "Using Expected Shortfall for Credit Risk Regulation," UiS Working Papers in Economics and Finance 2017/4, University of Stavanger.
• Misund, Bard & Nygard, Rune, 2017. ""Big Fish": Valuation of the world's largest salmon farming companies ," UiS Working Papers in Economics and Finance 2017/11, University of Stavanger.
• Tanweer Akram & Anupam Das, 2017. "The Dynamics of Government Bond Yields in the Eurozone," Economics Working Paper Archive wp_889, Levy Economics Institute.
• Tanweer Akram & Huiqing Li, 2017. "An Inquiry Concerning Long-term US Interest Rates Using Monthly Data," Economics Working Paper Archive wp_894, Levy Economics Institute.
• 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, vol. 12(2), pages 213-233, April.
• Cyn-Young Park, 2017. "Developing Local Currency Bond Markets in Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(12), pages 2826-2844, December.
  • Park, Cyn-Young, 2016. "Developing Local Currency Bond Markets in Asia," ADB Economics Working Paper Series 495, Asian Development Bank.
• 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, vol. 25(1), pages 1-18.
• Samit Paul & Madhusudan Karmakar, 2017. "Relative Efficiency of Component GARCH-EVT Approach in Managing Intraday Market Risk," Multinational Finance Journal, Multinational Finance Journal, vol. 21(4), pages 247-283, December.
• Sheilla Nyasha & Nicholas M. Odhiambo, 2017. "Are Banks and Stock Markets Complements Or Substitutes? Empirical Evidence from Three Countries," Managing Global Transitions, University of Primorska, Faculty of Management Koper, vol. 15(1 (Spring), pages 81-101.
  • Nyasha, Sheilla & Odhiambo, Nicholas M., 2015. "Are banks and stock markets complements or substitutes? Empirical evidence from three countries," Working Papers 18926, University of South Africa, Department of Economics.
• Alex R. Horenstein, 2017. "Betting Against Alpha," Working Papers 2017-13, University of Miami, Department of Economics.
• Gergely Lakos & Tibor Szendrei, 2017. "Explanations of Asset Price Bubbles," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(4), pages 122-150.
• László Békési & Lorant Kaszab & Szabolcs Szentmihályi, 2017. "The EAGLE model for Hungary - a global perspective," MNB Working Papers 2017/7, Magyar Nemzeti Bank (Central Bank of Hungary).
• Tibor Szendrei & Katalin Varga, 2017. "FISS - A Factor Based Index of Systemic Stress in the Financial System," MNB Working Papers 2017/9, Magyar Nemzeti Bank (Central Bank of Hungary).
• Guduza, Sinazo & Phiri, Andrew, 2017. "Efficient Market Hypothesis: Evidence from the JSE equity and bond markets," MPRA Paper 83487, University Library of Munich, Germany.
  • Sinazo Guduza & Andrew Phiri, 2017. "Efficient market hypothesis: Evidence from the JSE equity and bond markets," Working Papers 1718, Department of Economics, Nelson Mandela University, 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 17059, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Xiao CHEN & Bihong HUANG & Dezhu YE, 2017. "The Role of Punctuation in P2P Lending: Evidence from China," Economic Growth Centre Working Paper Series 1707, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
• Michał Fronc & Piotr Mielus, 2017. "Financial convergence on emerging markets: the case of CEE countries," Bank i Kredyt, Narodowy Bank Polski, vol. 48(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 274, Narodowy Bank Polski, Economic Research Department.
• Briana Chang & Harrison Hong, 2017. "Assignment of Stock Market Coverage," NBER Working Papers 23115, National Bureau of Economic Research, Inc.
• Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2017. "China's Gradualistic Economic Approach and Financial Markets," American Economic Review, American Economic Association, vol. 107(5), pages 608-613, May.
  • Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2017. "China's Gradualistic Economic Approach and Financial Markets," NBER Working Papers 23194, National Bureau of Economic Research, Inc.
• Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," Staff Reports 819, Federal Reserve Bank of New York.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda S. Goldberg & Stefano Schiaffi, 2017. "The Shifting Drivers of Global Liquidity," NBER Working Papers 23565, National Bureau of Economic Research, Inc.
  • Avdjiev, Stefan & Gambacorta, Leonardo & Goldberg, Linda S. & Schiaffi, Stefano, 2017. "The shifting drivers of global liquidity," CEPR Discussion Papers 12127, C.E.P.R. Discussion Papers.
  • Stefan Avdjiev & Leonardo Gambacorta & Linda Goldberg & Stefano Schiaffi, 2017. "The shifting drivers of global liquidity," BIS Working Papers 644, Bank for International Settlements.
• George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017. "Mispriced Index Option Portfolios," NBER Working Papers 23708, National Bureau of Economic Research, Inc.
• Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M Taylor, 2019. "The Rate of Return on Everything, 1870–2015," The Quarterly Journal of Economics, Oxford University Press, vol. 134(3), pages 1225-1298.
  • Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2017. "The Rate of Return on Everything, 1870–2015," Working Paper Series 2017-25, Federal Reserve Bank of San Francisco, revised 20 Dec 2017.
  • Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2017. "The Rate of Return on Everything, 1870–2015," NBER Working Papers 24112, National Bureau of Economic Research, Inc.
  • Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M. Taylor, 2018. "The Rate of Return on Everything, 1870-2015," CESifo Working Paper Series 6899, CESifo Group Munich.
  • Jord�, �scar & Knoll, Katharina & Kuvshinov, Dmitry & Schularick, Moritz & Taylor, Alan M., 2017. "The Rate of Return on Everything, 1870-2015," CEPR Discussion Papers 12509, C.E.P.R. Discussion Papers.
• 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, vol. 11(3), pages 119-191, December.
• Bekiros, Stelios & Loukeris, Nikolaos & Eleftheriadis, Iordanis, 2017. "Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach," Review of Behavioral Economics, now publishers, vol. 4(2), pages 83-106, September.
• 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, vol. 1(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, vol. 1(1), pages 315-324, July.
• Horvath, Roman & Horvatova, Eva & Siranova, Maria, 2017. "Financial development, rule of law and wealth inequality : Bayesian model averaging evidence," BOFIT Discussion Papers 12/2017, Bank of Finland, Institute for Economies in Transition.
  • Roman Horvath & Eva Horvatova & Maria Siranova, 2017. "Financial Development, Rule of Law and Wealth Inequality: Bayesian Model Averaging Evidence," Working Papers 368, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
• Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, vol. 127(607), pages 2665-2701, December.
  • Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, vol. 127(607), pages 2665-2701.
  • Kim Oosterlinck, 2013. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Working Papers CEB 13-039, ULB -- Universite Libre de Bruxelles.
  • Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," ULB Institutional Repository 2013/232458, ULB -- Universite Libre de Bruxelles.
• 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, Society for Financial Econometrics, vol. 15(2), pages 173-222.
• Sheen Liu & Chunchi Wu, 2017. "Repo Counterparty Risk and On-/Off-the-Run Treasury Spreads," Review of Asset Pricing Studies, Oxford University Press, vol. 7(1), pages 81-143.
• Falk Bräuning & Falko Fecht, 2017. "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
  • Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank.
  • Falk Bräuning & Falko Fecht, 2016. "Relationship lending in the interbank market and the price of liquidity," Working Papers 16-7, Federal Reserve Bank of Boston, revised 14 Jul 2016.
• Jennifer Conrad & M. Deniz Yavuzm, 2017. "Momentum and Reversal: Does What Goes Up Always Come Down?," Review of Finance, European Finance Association, vol. 21(2), pages 555-581.
• Qing He & Chang Xue & Chenqi Zhu, 2017. "Financial Development and Patterns of Industrial Specialization: Evidence from China," Review of Finance, European Finance Association, vol. 21(4), pages 1593-1638.
• Frans de Roon & Paul Karehnke, 2017. "A Simple Skewed Distribution with Asset Pricing Applications," Review of Finance, European Finance Association, vol. 21(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, vol. 21(6), pages 2353-2377.
• Pascal Busch & Stefan Obernberger, 2017. "Actual Share Repurchases, Price Efficiency, and the Information Content of Stock Prices," Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 324-362.
• Martin Oehmke & Adam Zawadowski, 2017. "The Anatomy of the CDS Market," Review of Financial Studies, Society for Financial Studies, vol. 30(1), pages 80-119.
• Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2017. "Toxic Arbitrage," Review of Financial Studies, Society for Financial Studies, vol. 30(4), pages 1053-1094.
  • Foucault , Thierry & Kozhan , Roman, 2014. "Toxic Arbitrage," HEC Research Papers Series 1040, HEC Paris.
  • Foucault, Thierry & Kozhan, Roman & Tham, Wing Wah, 2014. "Toxic Arbitrage," CEPR Discussion Papers 9925, C.E.P.R. Discussion Papers.
  • Thierry Foucault & Roman Kozhan & Wing Wah Tham, 2014. "Toxic Arbitrage," Working Papers hal-02058262, HAL.
• Dominik M. Rösch & Avanidhar Subrahmanyam & Mathijs A. van Dijk, 2017. "The Dynamics of Market Efficiency," Review of Financial Studies, Society for Financial Studies, vol. 30(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, vol. 0(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, vol. 18(3), pages 222-242, May.
• 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, vol. 18(5), pages 388-404, September.
• Greg Orosi, 2017. "Information content of right option tails: Evidence from S&P 500 index options," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 516-526, December.
• Bonginkosi Keith Zwane, & Celani John Nyide, 2017. "SMME attitudes towards financial bootstrapping: A perspective from a developing economy," Business and Economic Horizons (BEH), Prague Development Center, vol. 13(3), pages 347-356, July.
• 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, vol. 12(2), pages 229-243, June.
• Aleksandra Pieloch-Babiarz, 2017. "Determinants of payout policy and investment attractiveness of companies listed on the Warsaw Stock Exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 12(4), pages 675-691, December.
• Katarzyna Kubiszewska, 2017. "Banking Concentration In The Baltic And Western Balkan States — Selected Issues," Oeconomia Copernicana, Institute of Economic Research, vol. 8(1), pages 65-82, March.
• Agnieszka Hajduk, 2017. "Analiza Sektorowego Zroznicowania Struktury Kapitalu Przedsiebiorstwa na Przykladzie Gieldy Papierow Wartosciowych w Warszawie S.A," Working Papers 34/2017, Institute of Economic Research, revised May 2017.
• Aleksandra Pieloch-Babiarz, 2017. "Determinants of Payout Policy and Investment Attractiveness of Companies Listed on the Warsaw Stock Exchange," Working Papers 91/2017, Institute of Economic Research, revised May 2017.
• Fuhrer, Lucas Marc & Müller, Benjamin & Steiner, Luzian, 2017. "The Liquidity Coverage Ratio and security prices," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 292-311.
  • Lucas Marc Fuhrer & Benjamin Müller & Luzian Steiner, 2016. "The Liquidity Coverage Ratio and Security Prices," Working Papers 2016-11, Swiss National Bank.
• Chen, Zhuo & Lu, Andrea, 2017. "Slow diffusion of information and price momentum in stocks: Evidence from options markets," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 98-108.
• Nyborg, Kjell G., 2017. "Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 76(C), pages 198-214.
  • Nyborg, Kjell G, 2015. "Central Bank Collateral Frameworks," CEPR Discussion Papers 10663, C.E.P.R. Discussion Papers.
  • Kjell G. NYBORG, 2015. "Central Bank Collateral Frameworks," Swiss Finance Institute Research Paper Series 15-10, Swiss Finance Institute.
• Ha, Yeonjeong & Ko, Kwangsoo, 2017. "Why do fund managers increase risk?," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 108-116.
• Kaul, Aditya & Kayacetin, Nuri Volkan, 2017. "Flight-to-quality, economic fundamentals, and stock returns," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 162-175.
• Smales, L.A. & Apergis, N., 2017. "Understanding the impact of monetary policy announcements: The importance of language and surprises," Journal of Banking & Finance, Elsevier, vol. 80(C), pages 33-50.
• 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, vol. 83(C), pages 135-152.
  • James J. McAndrews & Asani Sarkar & Zhenyu Wang, 2008. "The effect of the Term Auction Facility on the London inter-bank offered rate," Staff Reports 335, Federal Reserve Bank of New York, revised 01 Sep 2015.
• Nyborg, Kjell G., 2017. "Reprint of: Central bank collateral frameworks," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 232-248.
• 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, vol. 83(C), pages 70-84.
• Dotsis, George, 2017. "The market price of risk of the variance term structure," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 41-52.
• Ou-Yang, Hui & Wu, Weili, 2017. "Net trade and market efficiency in Grossman and Stiglitz (1980)," Journal of Economic Theory, Elsevier, vol. 167(C), pages 75-85.
• Bhamra, Harjoat S. & Shim, Kyung Hwan, 2017. "Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns," Journal of Economic Theory, Elsevier, vol. 168(C), pages 400-431.
• Doidge, Craig & Karolyi, G. Andrew & Stulz, René M., 2017. "The U.S. listing gap," Journal of Financial Economics, Elsevier, vol. 123(3), pages 464-487.
  • Craig Doidge & G. Andrew Karolyi & René M. Stulz, 2015. "The U.S. listing gap," NBER Working Papers 21181, National Bureau of Economic Research, Inc.
  • Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M., 2015. "The U.S. Listing Gap," Working Paper Series 2015-07, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Barber, Brad M. & Yasuda, Ayako, 2017. "Interim fund performance and fundraising in private equity," Journal of Financial Economics, Elsevier, vol. 124(1), pages 172-194.
  • Barber, Brad M. & Yasuda, Ayako, 2014. "Interim Fund Performand and Fundraising in Private Equity," Working Papers 14-18, University of Pennsylvania, Wharton School, Weiss Center.
• Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2017. "Dark pool trading strategies, market quality and welfare," Journal of Financial Economics, Elsevier, vol. 124(2), pages 244-265.
• Lee, Charles M.C. & So, Eric C., 2017. "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, vol. 124(2), pages 331-348.
  • Lee, Charles M. C. & So, Eric C., 2016. "Uncovering Expected Returns: Information in Analyst Coverage Proxies," Research Papers 3367, Stanford University, Graduate School of Business.
• 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, vol. 124(3), pages 614-631.
• Brown, James R. & Martinsson, Gustav & Petersen, Bruce C., 2017. "Stock markets, credit markets, and technology-led growth," Journal of Financial Intermediation, Elsevier, vol. 32(C), pages 45-59.
• 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, vol. 72(C), pages 48-74.
• 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, vol. 74(C), pages 137-146.
• 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, vol. 74(C), pages 53-68.
• Choi, Sangyup, 2017. "Variability in the effects of uncertainty shocks: New stylized facts from OECD countries," Journal of Macroeconomics, Elsevier, vol. 53(C), pages 127-144.
• Clancy, Daragh & Merola, Rossana, 2017. "Countercyclical capital rules for small open economies," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 332-351.
  • Daragh Clancy & Rossana Merola, 2016. "Countercyclical capital rules for small open economies," Working Papers 10, European Stability Mechanism.
• 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, vol. 7(C), pages 1-14.
• Smales, L.A., 2017. "Commodity market volatility in the presence of U.S. and Chinese macroeconomic news," Journal of Commodity Markets, Elsevier, vol. 7(C), pages 15-27.
• Durusu-Ciftci, Dilek & Ispir, M. Serdar & Yetkiner, Hakan, 2017. "Financial development and economic growth: Some theory and more evidence," Journal of Policy Modeling, Elsevier, vol. 39(2), pages 290-306.
• Su, Chi-Wei & Wang, Kai-Hua & Chang, Hsu-Ling & Dumitrescu–Peculea, Adelina, 2017. "Do iron ore price bubbles occur?," Resources Policy, Elsevier, vol. 53(C), pages 340-346.
• Reboredo, Juan C. & Ugolini, Andrea, 2017. "Quantile causality between gold commodity and gold stock prices," Resources Policy, Elsevier, vol. 53(C), pages 56-63.
• Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, vol. 88(C), pages 37-48.
  • Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de recherche 16-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01316876, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de travail du Centre d'Economie de la Sorbonne 16029, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• 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, vol. 40(C), pages 92-102.
  • Christina Christou & Juncal Cunado & Rangan Gupta & Christis Hassapis, 2016. "Economic Policy Uncertainty and Stock Market Returns in Pacific-Rim Countries: Evidence based on a Bayesian Panel VAR Model," Working Papers 201661, University of Pretoria, Department of Economics.
• 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, vol. 42, pages 152-163.
• Lo, Danny, 2017. "On the limit order behaviour of retail and non-retail investors," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 1-12.
• Liao, Li & Zhang, Xueyong & Zhang, Yeqing, 2017. "Mutual fund managers' timing abilities," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 80-96.
• 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, vol. 472(C), pages 188-202.
• Zhang, Lei, 2017. "Local equity market participation and stock liquidity," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 101-121.
• Kaplanski, Guy & Levy, Haim, 2017. "Analysts and sentiment: A causality study," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 315-327.
• 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, vol. 64(C), pages 196-214.
• Wu, Manhwa & Huang, Paoyu & Ni, Yensen, 2017. "Capital liberalization and various financial markets: Evidence from Taiwan," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 265-274.
• 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, vol. 67(C), pages 437-449.
• Tsai, I-Chun, 2017. "Diffusion of optimistic and pessimistic investor sentiment: An empirical study of an emerging market," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 22-34.
• Chuliá, Helena & Guillén, Montserrat & Uribe, Jorge M., 2017. "Measuring uncertainty in the stock market," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 18-33.
  • Helena Chuliá & Montserrat Guillén & Jorge M. Uribe, 2015. "“Measuaring Uncertainty in the Stock Market”," IREA Working Papers 201524, University of Barcelona, Research Institute of Applied Economics, revised Nov 2015.
• 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, vol. 49(C), pages 1-16.
• 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, vol. 50(C), pages 106-121.
  • Chen, Nan-Kuang & Chen, Shiu-Sheng & Chou, Yu-Hsi, 2013. "Further evidence on bear market predictability: The role of the external finance premium," MPRA Paper 49093, University Library of Munich, Germany.
• Zheng, Xinwei & Su, Dan, 2017. "Impacts of oil price shocks on Chinese stock market liquidity," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 136-174.
• Wang, Yaping & Ko, Kwangsoo, 2017. "Implications of fund manager turnover in China," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 99-106.
• Switzer, Lorne N. & Tahaoglu, Cagdas & Zhao, Yun, 2017. "Volatility measures as predictors of extreme returns," Review of Financial Economics, Elsevier, vol. 35(C), pages 1-10.
• Nam, Kiseok & Khaksari, Shahriar & Kang, Moonsoo, 2017. "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, Elsevier, vol. 35(C), pages 11-28.
• Chevallier, Julien & Ielpo, Florian, 2017. "Investigating the leverage effect in commodity markets with a recursive estimation approach," Research in International Business and Finance, Elsevier, vol. 39(PB), pages 763-778.
• Vo, Xuan Vinh, 2017. "Determinants of capital structure in emerging markets: Evidence from Vietnam," Research in International Business and Finance, Elsevier, vol. 40(C), pages 105-113.
• Apergis, Nicholas & Gupta, Rangan, 2017. "Can (unusual) weather conditions in New York predict South African stock returns?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 377-386.
• Smimou, K., 2017. "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 461-479.
• Mensah, Jones Odei & Premaratne, Gamini, 2018. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 45(C), pages 357-388.
  • Mensah, Jones Odei & Premaratne, Gamini, 2017. "Dependence patterns among Asian banking sector stocks: A copula approach," Research in International Business and Finance, Elsevier, vol. 41(C), pages 516-546.
• 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, vol. 41(C), pages 547-555.
• Babalos, Vassilios & Stavroyiannis, Stavros, 2017. "Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1021-1029.
• 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, vol. 42(C), pages 1173-1195.
  • Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016. "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers 201675, University of Pretoria, Department of Economics.
• Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2017. "Do commodities make effective hedges for equity investors?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1274-1288.
• 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, vol. 42(C), pages 572-582.
• 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, vol. 42(C), pages 986-991.
• Chauvet, Lisa & Jacolin, Luc, 2017. "Financial Inclusion, Bank Concentration, and Firm Performance," World Development, Elsevier, vol. 97(C), pages 1-13.
  • L. Chauvet & L. Jacolin, 2016. "Financial Inclusion, Bank Concentration and Firm Performance," Working papers 615, Banque de France.
  • Lisa Chauvet & Luc Jacolin, 2017. "Financial inclusion, bank concentration, and firm performance," Post-Print hal-02277478, HAL.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2020. "Impact of global uncertainty on the global economy and large developed and developing economies," Applied Economics, Taylor & Francis Journals, vol. 52(22), pages 2392-2407, May.
  • 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 303, Federal Reserve Bank of Dallas, revised 01 Jan 2017.
  • 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 2017-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers 2017-01, University of Tasmania, Tasmanian School of Business and Economics.
  • Wensheng, Kang & Ratti, Ronald & Vespignani, Joaquin, 2017. "Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies," MPRA Paper 82188, University Library of Munich, Germany.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "Global commodity prices and global stock volatility shocks: effects across countries," Working Papers 2017-05, University of Tasmania, Tasmanian School of Business and Economics.
  • Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2017. "Global commodity prices and global stock volatility shocks: Effects across countries," CAMA Working Papers 2017-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries," Globalization Institute Working Papers 311, Federal Reserve Bank of Dallas, revised 01 Apr 2017.
• Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017. "Signed spillover effects building on historical decompositions," Working Papers 2017-11, University of Tasmania, Tasmanian School of Business and Economics.
  • Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017. "Signed spillover effects building on historical decompositions," CAMA Working Papers 2017-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
• Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
• Eppinger, Peter S. & Neugebauer, Katja, 2017. "External financial dependence and firms' crisis performance across Europe," LSE Research Online Documents on Economics 70763, London School of Economics and Political Science, LSE Library.
• Lleo, Sebastien & Ziemba, William T., 2017. "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics 85131, London School of Economics and Political Science, LSE Library.
• Philippe Bracke & Edward W. Pinchbeck & James Wyatt, 2018. "The Time Value of Housing: Historical Evidence on Discount Rates," Economic Journal, Royal Economic Society, vol. 128(613), pages 1820-1843, August.
  • Bracke, Philippe & Pinchbeck, Edward & Wyatt, James, 2016. "The time value of housing: historical evidence on discount rates," Bank of England working papers 621, Bank of England.
  • Bracke, Philippe & Pinchbeck, Edward W. & Wyatt, James, 2017. "The time value of housing: historical evidence on discount rates," LSE Research Online Documents on Economics 86393, London School of Economics and Political Science, LSE Library.
• Gerald P. Dwyer, 2017. "Blockchain: a primer," Chapters, in: Benton E. Gup (ed.), The Most Important Concepts in Finance, chapter 2, pages 12-27, Edward Elgar Publishing.
  • Dwyer, Gerald P, 2016. "Blockchain: A Primer," MPRA Paper 76562, University Library of Munich, Germany.
• Armendáriz, Thelma & Ramírez, Claudia, 2017. "Estimación de un índice de condiciones financieras para México," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(336), pages .899-946, octubre-d.
• Worawuth Kongsilp & Cesario Mateus, 2017. "Volatility risk and stock return predictability on global financial crises," China Finance Review International, Emerald Group Publishing, vol. 7(1), pages 33-66, February.
• Fakarudin Kamarudin & Chiun Zack Hue & Fadzlan Sufian & Nazratul Aina Mohamad Anwar, 2017. "Does productivity of Islamic banks endure progress or regress?: Empirical evidence using data envelopment analysis based Malmquist Productivity Index," Humanomics: The International Journal of Systems and Ethics, Emerald Group Publishing, vol. 33(1), pages 84-118, February.
• Sudip Datta & Mai Iskandar-Datta & Vivek Singh, 2017. "The impact of idiosyncratic risk on accrual management," International Journal of Managerial Finance, Emerald Group Publishing, vol. 13(1), pages 70-90, February.
• 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, vol. 44(11), pages 1402-1420, November.
• 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, vol. 44(2), pages 206-213, May.
• 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, vol. 9(1), pages 2-19, April.
• Neha Seth & Monica Sighania, 2017. "Financial market contagion: selective review of reviews," Qualitative Research in Financial Markets, Emerald Group Publishing, vol. 9(4), pages 391-408, November.
• Qiuhong Zhao, 2017. "Do managers manipulate earnings to influence credit rating agencies’ decisions?: Evidence from Watchlist," Review of Accounting and Finance, Emerald Group Publishing, vol. 16(3), pages 366-384, August.
• 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, vol. 34(2), pages 238-259, June.
• Cortina, Juan J. & Ismail, Soha & Schmukler, Sergio L., 2018. "Firm financing and growth in the Arab region," Economic Systems, Elsevier, vol. 42(2), pages 361-383.
  • Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Ismail,Soha Ismail Ahmed Aly & Schmukler,Sergio L., 2016. "Firm financing and growth in the Arab region," Policy Research Working Paper Series 7756, The World Bank.
  • Soha Ismail & Juan Jose Cortina Lorente & Sergio L. Schmukler, 2017. "Firm Financing and Growth in the Arab Region," Working Papers 1092, Economic Research Forum, 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, vol. 0(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, vol. 0(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, vol. 0(2B), pages 111-122.
• Alexandros Kontonikas & Paulo Maio & Zivile Zekaite, 2016. "Monetary Policy and Corporate Bond Returns," Working Papers 2016_05, Business School - Economics, University of Glasgow.
  • Kontonikas, A & Maio, P & Zekaite, Z, 2017. "Monetary Policy and Corporate Bond Returns," Essex Finance Centre Working Papers 20571, University of Essex, Essex Business School.
• Bogdan Bogdanov & Giulia Filippeschi, 2017. "Financial Integration and Valuation Effects: Globalisation or Americanization?," European Economy - Discussion Papers 2015 - 045, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
• Piero Gottardi & Vincent Maurin & Cyril Monnet, 2019. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 33, pages 30-56, July.
  • Vincent Maurin & Cyril Monnet & Piero Gottardi, 2016. "A Theory of Repurchase Agreement, Collateral Re-use, and Repo Intermediation," 2016 Meeting Papers 417, Society for Economic Dynamics.
  • GOTTARDI, Piero; MAURIN, Vincent; MONNET, Cyril, 2017. "A theory of repurchase agreements, collateral re-use, and repo intermediation," Economics Working Papers ECO2017/03, European University Institute.
  • Piero Gottardi & Vincent Maurin & Cyril Monnet, 2017. "A Theory of Repurchase Agreements, Collateral Re-use, and Repo Intermediation," CESifo Working Paper Series 6579, CESifo Group Munich.
• Loredana CULTRERA & Guillaume VERMEYLEN, 2017. "Distortion between Economic and Financial Performance. Does the Human Capital Matter?," Expert Journal of Economics, Sprint Investify, vol. 5(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, vol. 5(3), pages 81-87.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Financialisation risks and economic performance," Sciences Po publications 21, Sciences Po.
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Financialisation Risks and Econmic Performance," Documents de Travail de l'OFCE 2017-21, Observatoire Francais des Conjonctures Economiques (OFCE).
• 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, vol. 21(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, vol. 5(1), pages 3-8, March.
• Aleksandr Baykov & Olha Pavuk, 2017. "Financial Market in the Context of Globalization: Experience of Economic and Legal Analysis," Accounting and Finance, 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," Accounting and Finance, 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, vol. 9(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, vol. 11(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, vol. 11(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, vol. 8(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, vol. 10(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, vol. 10(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, vol. 10(5), pages 148-158, May.
• Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016. "Financial Conditions Indicators for Brazil," Working Papers Series 435, Central Bank of Brazil, Research Department.
  • Gaglianone, Wagner Piazza & Dutra Areosa, Waldyr, 2017. "Financial Conditions Indicator for Brazil," IDB Publications (Working Papers) 8488, Inter-American Development Bank.
• 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, vol. 7(1/2), pages 152-169.
  • Peresetsky, Anatoly & Yakubov, Ruslan, 2015. "Autocorrelation in an unobservable global trend: Does it help to forecast market returns?," MPRA Paper 64579, University Library of Munich, Germany.
• 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, vol. 9(1), pages 19-33.
  • Phiri, Andrew, 2016. "Long run equilibrium adjustment between inflation and stock market returns in South Africa: A nonlinear perspective," MPRA Paper 70260, University Library of Munich, Germany.
• Marios Panayides & Barbara Rindi & Ingrid M. Werner, 2017. "Trading Fees and Intermarket Competition," Working Papers 595, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2019. "Capital Controls and the Cost of Debt," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(2), pages 288-314, June.
  • Andreasen, Eugenia & Schindler, Martin & Valenzuela, Patricio, 2015. "Capital Controls and the Cost of Debt," Working Papers 15-02, University of Pennsylvania, Wharton School, Weiss Center.
  • Eugenia Andreasen & Martin Schindler & Patricio A Valenzuela, 2017. "Capital Controls and the Cost of Debt," IMF Working Papers 17/135, International Monetary Fund.
  • Eugenia Andreasen & Martin Schindler & Patricio Valenzuela, 2015. "Capital Controls and the Cost of Debt," Documentos de Trabajo 307, Centro de Economía Aplicada, Universidad de Chile.
• Sangyup Choi & Yuko Hashimoto, 2017. "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," Working papers 2017rwp-112, Yonsei University, Yonsei Economics Research Institute.
  • Sangyup Choi & Yuko Hashimoto, 2017. "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," IMF Working Papers 17/74, International Monetary Fund.
• 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, vol. 24(4), pages 269-289, December.
  • Jorge A Chan-Lau & Weimin Miao & Ken Miyajima & Jongsoon Shin, 2017. "Assessing Corporate Vulnerabilities in Indonesia; A Bottom-Up Default Analysis," IMF Working Papers 17/97, International Monetary Fund.
• 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, vol. 12(3), pages 1-27, Julio-Sep.
• Robert A. Becker, 2017. "An Elementary Exposition of the No Strong Arbitrage Principle for Financial Markets," CAEPR Working Papers 2017-005, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Luka Sikic & Mislav Sagovac, 2017. "An international integration history of the Zagreb Stock Exchange," Public Sector Economics, Institute of Public Finance, vol. 41(2), pages 227-257.
• 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, vol. 12(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 2017/12, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
• Afonso, António & Tovar Jalles, João, 2019. "Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 208-224.
  • António Afonso & João Tovar Jalles, 2017. "Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence," Working Papers REM 2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Ogechi Adeola & Olaniyi Evans, 2017. "Financial inclusion, financial development, and economic diversification in Nigeria," Journal of Developing Areas, Tennessee State University, College of Business, vol. 51(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, vol. 51(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, vol. 51(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, vol. 13(3), pages 237-251, August.
  • Chiara Pederzoli & Costanza Torricelli, 2015. "Systemic risk measures and macroprudential stress tests. An assessment over the 2014 EBA exercise," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0054, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Aziz Issaka & Indranil SenGupta, 2017. "Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index," Annals of Finance, Springer, vol. 13(4), pages 401-434, November.
• 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, vol. 24(2), pages 75-107, June.
• 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, vol. 24(4), pages 269-289, December.
  • Jorge A Chan-Lau & Weimin Miao & Ken Miyajima & Jongsoon Shin, 2017. "Assessing Corporate Vulnerabilities in Indonesia; A Bottom-Up Default Analysis," IMF Working Papers 17/97, International Monetary Fund.
• Wei Zhou, 2017. "Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis," Computational Economics, Springer;Society for Computational Economics, vol. 50(2), pages 207-230, August.
• 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, vol. 44(1), pages 121-146, February.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 201524, University of Pretoria, Department of Economics.
  • Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 15-07, Eastern Mediterranean University, Department of Economics.
• Thomas Poufinas & Dimitrios Zygiotis, 2017. "How transparency affects investment-linked insurance products," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 23(4), pages 405-418, November.
• María del Mar Miralles-Quirós & José Luis Miralles-Quirós, 2017. "Improving Diversification Opportunities for Socially Responsible Investors," Journal of Business Ethics, Springer, vol. 140(2), pages 339-351, January.
• 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, vol. 54(4), pages 515-557, May.
• 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, vol. 55(3), pages 370-394, October.
• 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, vol. 28(1), pages 47-59, February.
  • Rangan Gupta & Anandamayee Majumdar & Mark Wohar, 2016. "The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach," Working Papers 201612, University of Pretoria, Department of Economics.
• 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, vol. 49(1), pages 117-158, July.
• 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, vol. 49(2), pages 379-405, August.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
• Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
• 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.
• 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), vol. 0(9), pages 930-942.
• Baybars KARACAOVALI, 2017. "Access to Finance in Turkey," Turkish Economic Review, KSP Journals, vol. 4(1), pages 1-18, March.
  • Baybars Karacaovali, 2016. "Access to Finance in Turkey," Working Papers 201618, University of Hawaii at Manoa, Department of Economics.
• Md. Abu HASAN, 2017. "Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis," Turkish Economic Review, KSP Journals, vol. 4(2), pages 239-249, June.
• Gül YEÞÝLÇELEBÝ, 2017. "The 18th Annual Conference on Finance and Accounting," Journal of Economics Library, KSP Journals, vol. 4(4), pages 572-573, December.
• Gökhan ÖZER & Ali Korhan ÖZEN, 2017. "Ownership structure in BIST - Capital structure relation Granger causality test a comparative application between BIST industrial index and service index," Journal of Economics Bibliography, KSP Journals, vol. 4(4), pages 357-374, December.
• Nikolaos Mitinanoudis & Theologos Dergiades, 2017. "Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain," Credit and Capital Markets, Credit and Capital Markets, vol. 50(1), pages 37-61.
  • Nikolaos Mitianoudis & Theologos Dergiades, 2016. "Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain," Discussion Paper Series 2016_04, Department of Economics, University of Macedonia, revised Dec 2016.
• Tanweer Akram & Anupam Das, 2017. "The Long-run Determinants of Indian Government Bond Yields," Economics Working Paper Archive wp_881, Levy Economics Institute.
• Hafiz Muhammad Abubakar Siddique, 2017. "Impact of Financial Development and Energy Consumption on CO2 Emissions: Evidence from Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 6(2), pages 68-73, June.
• Yetgin, Rabia & Ekşi, İbrahim Halil, 2017. "Bank Lending Attitude to SMEs: An Application in Turkish Banking Sector," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 8(3), pages 487-500, July.
• Uyar, Umut & Küçükşahin, Habib, 2017. "Expected Maximum Drawdown Approach on Portfolio Selection: An Examination on BIST100 – S&P500," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 8(4), pages 727-748, October.
• Pyo, Dong-Jin, 2017. "Can Big Data Help Predict Financial Market Dynamics?: Evidence from the Korean Stock Market," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 21(2), pages 147-165, June.
• Kim , Jongheuk, 2017. "The Effect of Heterogeneous Wage Contracts on Macroeconomic Volatility in a Financially Fragile Economy," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 21(2), pages 167-197, June.
• MUYAMBIRI, Brian & ODHIAMBO, Nicholas M., 2017. "The Impact of Financial Development on Investment in Botswana: an ARDL-Bounds Testing Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(2), pages 193-216.
  • Muyambiri, Brian & Odhiambo, Nicholas M, 2016. "The Impact of financial development on investment in Botswana: an ARDL-Bounds testing approach," Working Papers 20164, University of South Africa, Department of Economics.
• Khaled, Shafi A. & Khandker, A.Wahhab, 2017. "Determination of Mark-Up Rate under Zero-Interest Financial System: A Microeconomic Approach," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 25, pages 15-34.
• Miralles-Quiros, Maria del Mar & Miralles-Quiros, Jose Luis & Oliveira, Célia, 2017. "The Role of Liquidity in Asset Pricing: The Special Case of the Portuguese Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 22(43), pages 191-206.
• Lopez, Claude, 2017. "The Asset Management Industry, Systemic Risk, and Macroprudential Policy," Journal of Financial Transformation, Capco Institute, vol. 45, pages 121-128.
  • Lopez, Claude, 2017. "The Asset Management Industry, Systemic Risk, and Macroprudential Policy," Journal of Financial Transformation, Capco Institute, vol. 45, pages 121-128.
• Lopez, Claude, 2017. "The Asset Management Industry, Systemic Risk, and Macroprudential Policy," Journal of Financial Transformation, Capco Institute, vol. 45, pages 121-128.
  • Lopez, Claude, 2017. "The Asset Management Industry, Systemic Risk, and Macroprudential Policy," Journal of Financial Transformation, Capco Institute, vol. 45, pages 121-128.
• Saha, Atanu & Rinaudo, Alex, 2017. "Downside risk protection of Retirement Assets: A new approach," Journal of Financial Transformation, Capco Institute, vol. 45, pages 111-120.
• Ewa Karwowski & Mimoza Shabani & Engelbert Stockhammer, 2016. "Financialisation: Dimensions and determinants. A cross-country study," Working Papers PKWP1619, Post Keynesian Economics Society (PKES).
  • Karwowski, Ewa & Shabani, Mimoza & Stockhammer, Engelbert, 2017. "Financialization: Dimensions and determinants. A cross-country study," Economics Discussion Papers 2017-1, School of Economics, Kingston University London.
• Naumoski, Aleksandar & Gaber, Stevan & Gaber-Naumoska, Vasilka, 2017. "Empirical Distribution Of Stock Returns Of Southeast European Emerging Markets," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 8(2), pages 67-77.
• Ivanovski, Zoran & Ivanovska, Nadica & Narasanov, Zoran, 2017. "Technical Analysis Accuracy At Macedonian Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 8(2), pages 105-118.
• Zi-Yi Guo, 2017. "Heavy-tailed Distributions and Risk Management of Equity Market Tail Events," Journal of Risk & Control, Risk Market Journals, vol. 4(1), pages 31-41.
• Priviledge Cheteni, 2017. "Stock Market Volatility Using GARCH Models: Evidence from South Africa and China Stock Markets," Journal of Economics and Behavioral Studies, AMH International, vol. 8(6), pages 237-245.
  • Cheteni, Priviledge, 2016. "Stock market volatility using GARCH models: Evidence from South Africa and China stock markets," MPRA Paper 77355, University Library of Munich, Germany.
• M. Ishikura, S. Jeong, and M. Li (ed.), 2017. "Return Of Marxian Macro-Dynamics In East Asia," RESEARCH IN POLITICAL ECONOMY, Paul Zarembka, volume 32, number volm32, June.
• Madalina-Gabriela ANGHEL & Mirela Panait & Alexandru MANOLE & Marius POPOVICI, 2017. "Theoretical Aspects of the Dynamic Portfolio Management," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(2), pages 47-55, February.
• Constantin ANGHELACHE & Radu Titus MARINESCU & Diana Valentina DUMITRESCU, 2017. "Time Diversification In Consumption And Saving," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 65(2), pages 64-70, February.
• Cyril May & Greg Farrell, 2017. "Modelling exchange rate volatility dynamics: Empirical evidence from South Africa," Working Papers 705, Economic Research Southern Africa.
• Ron Bird & Xiaojun Gao & Danny Yeung, 2017. "Time-series and cross-sectional momentum strategies under alternative implementation strategies," Australian Journal of Management, Australian School of Business, vol. 42(2), pages 230-251, May.
• B.B. Chakrabarti & Vivek Rajvanshi, 2017. "Intraday Periodicity and Volatility Forecasting: Evidence from Indian Crude Oil Futures Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 16(1), pages 1-28, April.
• Samet Günay, 2017. "Risk Configuration of S&P 500 Industries: Sigma-risk and Alpha-risk Approximation," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 11(2), pages 196-221, May.
• Sabahat, 2017. "Estimating Liquidity Created by Banks in Pakistan," SBP Working Paper Series 86, State Bank of Pakistan, Research Department.
• WAHBEEAH MOHTI & Andreia Dionísio & Isabel Vieira & Paulo Ferreira, 2017. "Equity Markets Integration in Asia," Proceedings of International Academic Conferences 5007107, International Institute of Social and Economic Sciences.
• Faruk Dayi & Yusuf Esmer, 2017. "Measuring Financial Performance of Airline Passenger Transport Company in European," Proceedings of International Academic Conferences 5808033, International Institute of Social and Economic Sciences.
• Jongoh Kim, 2017. "Racetrack Punters Overpay the Lottery-type Stocks?," Proceedings of International Academic Conferences 5808237, International Institute of Social and Economic Sciences.
• David Yechiam Aharon & Mahmoud Qadan, 2017. "How Much Happiness can we find in the fear Index?," Proceedings of International Academic Conferences 5908141, International Institute of Social and Economic Sciences.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017. "Anomalous Returns, Risk Premiums and Diversification: Evidence from Emerging Market," Proceedings of Economics and Finance Conferences 4807461, International Institute of Social and Economic Sciences.
• Bruce Budd, 2017. "Canaries in the coal mine. The tale of two signals: the VIX and the MOVE Indexes," Proceedings of Economics and Finance Conferences 4807778, International Institute of Social and Economic Sciences.
• Josef Koke?, 2017. "Control strategy to trade cryptocurrencies," International Journal of Business and Management, International Institute of Social and Economic Sciences, vol. 5(1), pages 62-69, May.
• Ayben Koy, 2017. "Modelling Nonlinear Dynamics of Oil Futures Market," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 2(1), pages 23-42, June.
• Thierno Thioune, 2017. "Financial Instability and Inequality Dynamics in the WAEMU," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 2(1), pages 43-62, June.
• Karolina Ludzinska, 2017. "Spo³eczna odpowiedzialnosc a wartosc przedsiebiorstw na rynku kapitalowym," Problemy Zarzadzania, University of Warsaw, Faculty of Management, vol. 15(66), pages 193-206.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Financialisation Risks and Econmic Performance," Documents de Travail de l'OFCE 2017-21, Observatoire Francais des Conjonctures Economiques (OFCE).
  • Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Financialisation risks and economic performance," Sciences Po publications 21, Sciences Po.
• G. Geoffrey Booth & Sanders S. Chang, 2017. "Domestic exchange rate determination in Renaissance Florence," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(3), pages 405-445, September.
• Anna Battauz & Marzia Donno & Alessandro Sbuelz, 2017. "Reaching nirvana with a defaultable asset?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 40(1), pages 31-52, November.
• Can Cui, 2017. "Cash-on-hand and demand for credit," Empirical Economics, Springer, vol. 52(3), pages 1007-1039, May.
• Omid Sabbaghi & Navid Sabbaghi, 2017. "The Chicago Climate Exchange and market efficiency: an empirical analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, vol. 19(4), pages 711-734, October.
• B. Prasanna Kumar, 2017. "Derived signals for S & P CNX nifty index futures," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-22, December.
• Daniel C. Schwarz, 2017. "Market completion with derivative securities," Finance and Stochastics, Springer, vol. 21(1), pages 263-284, January.
• R. Warren Anderson, 2017. "Marijuana Prohibition and Rent Seeking," Homo Oeconomicus: Journal of Behavioral and Institutional Economics, Springer, vol. 34(1), pages 33-46, April.
• Peter Gomber & Jascha-Alexander Koch & Michael Siering, 2017. "Digital Finance and FinTech: current research and future research directions," Journal of Business Economics, Springer, vol. 87(5), pages 537-580, July.
• Frederick Adjei & Mavis Adjei, 2017. "Market share, firm innovation, and idiosyncratic volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(3), pages 569-580, July.
• Bonnie F. Van Ness & Robert A. Van Ness & Serhat Yildiz, 2017. "The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs’ liquidity provisions," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 739-762, October.
• Gang-Jin Wang & Chi Xie & Shou Chen, 2017. "Multiscale correlation networks analysis of the US stock market: a wavelet analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 561-594, October.
• Patrick Beissner, 2017. "Equilibrium prices and trade under ambiguous volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(2), pages 213-238, August.
• Michail Chronopoulos & Verena Hagspiel & Stein-Erik Fleten, 2017. "Stepwise investment and capacity sizing under uncertainty," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(2), pages 447-472, March.
  • Chronopoulos, Michail & Hagspiel, Verena & Fleten, Stein–Erik, 2015. "Stepwise Investment and Capacity Sizing under Uncertainty," Discussion Papers 2015/10, Norwegian School of Economics, Department of Business and Management Science.
• Dan Givoly & Carla Hayn & Sharon Katz, 2017. "The changing relevance of accounting information to debt holders over time," Review of Accounting Studies, Springer, vol. 22(1), pages 64-108, March.
• Thomas Bourveau & Jordan Schoenfeld, 2017. "Shareholder activism and voluntary disclosure," Review of Accounting Studies, Springer, vol. 22(3), pages 1307-1339, September.
• André Schmidt, 2017. "Determinants of Corporate Voting – Evidence from a Large Survey of German Retail Investors," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 18(1), pages 71-103, February.
• Volker Brühl, 2017. "Bitcoins, Blockchain und Distributed Ledgers
  [Bitcoins, Blockchain, and Distributed Ledgers]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 97(2), pages 135-142, February.
• John Francis Diaz & Jo-Hui Chen, 2017. "Testing for Long-memory and Chaos in the Returns of Currency Exchange-traded Notes (ETNs)," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(4), pages 1-2.
• Vasilios Sogiakas, 2017. "On the implementation of asymmetric VaR models for managing and forecasting market risk," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 7(6), pages 1-2.
• Christos Christodoulou-Volos & Andreas Hadjixenophontos, 2017. "Empirical Determinants of the Non-Performing Loans in the Cypriot Banking System," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 6(4), pages 1-1.
• D'Errico, Marco & Roukny, Tarik, 2017. "Compressing over-the-counter markets," ESRB Working Paper Series 44, European Systemic Risk Board.
• Pawe³ Fiedor & Sarah Lapschies & Lucia Országhová, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," Working and Discussion Papers WP 7/2017, Research Department, National Bank of Slovakia.
  • Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series 54, European Systemic Risk Board.
• Andrea BUCCI, 2017. "Forecasting Realized Volatility A Review," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 8(2), pages 94-138.
  • Bucci, Andrea, 2017. "Forecasting realized volatility: a review," MPRA Paper 83232, University Library of Munich, Germany.
• Marek Kordík & Lucia Kurilovská, 2017. "Protection of the national financial system from the money laundering and terrorism financing," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 5(2), pages 243-262, December.
• Julia Darby & Graeme Roy, 2019. "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(2), pages 314-330, May.
  • Julia Darby & Graeme Roy, 2017. "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Working Papers 1706, University of Strathclyde Business School, Department of Economics.
• Fiedor, Paweł & Lapschies, Sarah & Orszaghova, Lucia, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," ESRB Working Paper Series 54, European Systemic Risk Board.
  • Pawe³ Fiedor & Sarah Lapschies & Lucia Országhová, 2017. "Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market," Working and Discussion Papers WP 7/2017, Research Department, National Bank of Slovakia.
• Maria Angelina Valadares Silva & António Melo Cerqueira & Elísio Brandão, 2017. "The Determinants of Capital Structure: Evidence from Non-financial Listed German Companies," FEP Working Papers 588, Universidade do Porto, Faculdade de Economia do Porto.
• Niu, Cuizhen & Wong, Wing-Keung & Xu, Qunfang, 2017. "Higher-Order Risk Measure and (Higher-Order) Stochastic Dominance," MPRA Paper 75948, University Library of Munich, Germany.
• Phiri, Andrew, 2017. "Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach," MPRA Paper 76542, University Library of Munich, Germany.
• Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, 2018. "What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 57(3), pages 431-475, October.
  • Daisy J. Huang & Charles Ka Yui Leung & Chung-Yi Tse, "undated". "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," GRU Working Paper Series GRU_2016_019, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  • Huang, Daisy J. & Leung, Charles Ka Yui & Tse, Chung-Yi, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," MPRA Paper 76864, University Library of Munich, Germany.
  • Daisy J. HUANG & Charles Ka Yui LEUNG & Chung-Yi TSE, 2017. "What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach," ISER Discussion Paper 0990, Institute of Social and Economic Research, Osaka University.
• Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," Finance Research Letters, Elsevier, vol. 23(C), pages 152-164.
  • Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," MPRA Paper 76915, University Library of Munich, Germany.
• Egorova, Yana, 2017. "Инвестирование Денежных Средств В Условиях Экономического Кризиса В 2017 Году," MPRA Paper 77648, University Library of Munich, Germany.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2017. "Ajustarea seriilor de timp financiare,Partea întâi
  [Smoothing of financial time series, Part 1]," MPRA Paper 78329, University Library of Munich, Germany, revised 15 Apr 2017.
• Rosli, Aini Rafiqah, 2017. "The Relationship Between Hong Leong Bank’s Performance with Leverage and Inflation," MPRA Paper 78500, University Library of Munich, Germany.
• Bell, Peter, 2017. "Introducing the Net Present Value Profile," MPRA Paper 79764, University Library of Munich, Germany.
• Berkhouch, Mohammed & Lakhnati, Ghizlane, 2017. "Extended Gini-type measures of risk and variability," MPRA Paper 80329, University Library of Munich, Germany.
• Pham, Ngoc-Sang, 2017. "Dividend taxation in an infinite-horizon general equilibrium model," MPRA Paper 80580, University Library of Munich, Germany.
• Edward Halim & Yohanes E. Riyanto & Nilanjan Roy, 2019. "Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence," Journal of Finance, American Finance Association, vol. 74(4), pages 1975-2010, August.
  • Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2017. "Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence," MPRA Paper 80658, University Library of Munich, Germany.
• Muhammad Kamran Khan & Jian-Zhou Teng & Javed Pervaiz & Sunil Kumar Chaudhary, 2017. "Nexuses between Economic Factors and Stock Returns in China," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(9), pages 182-191, September.
  • Khan, Muhammad Kamran & Teng, Jian -Zhou & Parviaz, Javed & Chaudhary, Sunil Kumar, 2017. "Nexuses between economic factors and stock returns in China," MPRA Paper 81017, University Library of Munich, Germany, revised 21 Aug 2017.
• Xu Guo & Cuizhen Niu & Wing-Keung Wong, 2019. "Farinelli and Tibiletti ratio and stochastic dominance," Risk Management, Palgrave Macmillan, vol. 21(3), pages 201-213, September.
  • Niu, Cuizhen & Wong, Wing-Keung & Zhu, Lixing, 2017. "Farinelli and Tibiletti ratio and Stochastic Dominance," MPRA Paper 82737, University Library of Munich, Germany.
• Withanage, Yeshan & Jayasinghe, Prabhath, 2017. "Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan," MPRA Paper 82782, University Library of Munich, Germany, revised Nov 2017.
• Andrea BUCCI, 2017. "Forecasting Realized Volatility A Review," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 8(2), pages 94-138.
  • Bucci, Andrea, 2017. "Forecasting realized volatility: a review," MPRA Paper 83232, University Library of Munich, Germany.
• Bloznelis, Daumantas, 2017. "Hedging under square loss," MPRA Paper 83442, University Library of Munich, Germany.
• Majid Haghani Rizi & N. Kundan Kishor & Hardik A. Marfatia, 2019. "The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market," The European Journal of Finance, Taylor & Francis Journals, vol. 25(5), pages 395-414, March.
  • Haghani Rizi, Majid & Kishor, N. Kundan, 2017. "The Dynamic Relationship Among the Money Market Mutual Funds, the Commercial Paper Market and the Repo Market," MPRA Paper 83471, University Library of Munich, Germany.
• Kishor, N. Kundan, 2017. "Understanding the Relationship between Public and Private Commercial Real Estate Markets," MPRA Paper 83475, University Library of Munich, Germany.
• Sinazo Guduza & Andrew Phiri, 2017. "Efficient market hypothesis: Evidence from the JSE equity and bond markets," Working Papers 1718, Department of Economics, Nelson Mandela University, revised Dec 2017.
  • Guduza, Sinazo & Phiri, Andrew, 2017. "Efficient Market Hypothesis: Evidence from the JSE equity and bond markets," MPRA Paper 83487, University Library of Munich, Germany.
• LEGOUGUI, Fateh & CHIKHI, Mohamed, 2017. "استخدام نماذج Arch لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية –
  [Modelling Saudi Stock Market Volatility Using ARCH Models –Case Study : Etihad Etisala," MPRA Paper 84263, University Library of Munich, Germany, revised Oct 2017.
• Mansur, Alfan, 2017. "Memantau Risiko Makro Finansial di dalam Perekonomian Indonesia
  [Surveillance on the Macro-financial Risks of Indonesia's Economy]," MPRA Paper 93752, University Library of Munich, Germany, revised 23 May 2018.
• Mansur, Alfan & Al Arif, Munafsin, 2017. "Dampak Kepemilikan Asing terhadap Pasar Surat Berharga Negara (SBN) Indonesia
  [The Impact of Foreign Ownership on the Indonesian Government Bonds Market]," MPRA Paper 93944, University Library of Munich, Germany, revised 14 Jun 2017.
• Gupta, Rangan & Kollias, Christos & Papadamou, Stephanos & Wohar, Mark E., 2018. "News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets," Journal of Multinational Financial Management, Elsevier, vol. 47, pages 76-90.
  • Rangan Gupta & Christos Kollias & Stephanos Papadamou & Mark E. Wohar, 2017. "News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets," Working Papers 201730, University of Pretoria, Department of Economics.
• Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018. "Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 495-506, September.
  • Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017. "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers 201731, University of Pretoria, Department of Economics.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019. "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., vol. 19(4), pages 851-862, December.
  • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers 2017-10, University of Connecticut, Department of Economics.
  • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers 201742, University of Pretoria, Department of Economics.
• Chang, Tsangyao & Gupta, Rangan & Majumdar, Anandamayee & Pierdzioch, Christian, 2019. "Predicting stock market movements with a time-varying consumption-aggregate wealth ratio," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 458-467.
  • Tsangyao Chang & Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch, 2017. "Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio," Working Papers 201756, University of Pretoria, Department of Economics.
• Rangan Gupta & Sheung-Chi Chow & Tahir Suleman & Wing-Keung Wong, 2019. "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Journal of Reviews on Global Economics, Lifescience Global, vol. 8, pages 239-257.
  • Sheung-Chi Chow & Rangan Gupta & Tahir Suleman & Wing-Keung Wong, 2017. "Long-Run Movement and Predictability of Bond Spread for BRICS and PIIGS: The Role of Economic, Financial and Political Risks," Working Papers 201773, University of Pretoria, Department of Economics.
• Tiwari, Aviral Kumar & Cunado, Juncal & Gupta, Rangan & Wohar, Mark E., 2018. "Volatility spillovers across global asset classes: Evidence from time and frequency domains," The Quarterly Review of Economics and Finance, Elsevier, vol. 70(C), pages 194-202.
  • Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017. "Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains," Working Papers 201780, University of Pretoria, Department of Economics.
• Bouri, Elie & Gupta, Rangan & Wong, Wing-Keung & Zhu, Zhenzhen, 2018. "Is wine a good choice for investment?," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 171-183.
  • Elie Bouri & Rangan Gupta & Wing-Keung Wong & Zhenzhen Zhu, 2017. "Is Wine a Good Choice for Investment?," Working Papers 201781, University of Pretoria, Department of Economics.
• Jitka Veselá & Martin Chalupa, 2017. "Is it an investment in hedge funds actually linked to a higher rate of return and risk compared to alternative investments?
  [Je s investicí do hedgeových fondů skutečně spojena vyšší výnosnost a ri," Český finanční a účetní časopis, University of Economics, Prague, vol. 2017(2), pages 23-45.
• Jan Bastin, 2017. "Minimum Variance Portfolios in the German Stock Market," Prague Economic Papers, University of Economics, Prague, vol. 2017(1), pages 103-120.
• Claudiu Boţoc, 2017. "Univariate and Bivariate Volatility in Central European Stock Markets," Prague Economic Papers, University of Economics, Prague, vol. 2017(2), pages 127-141.
• Bohumil Stádník & Václav Žďárek, 2017. "Volatility Strangeness of Bonds - How to Define and What Does it Bring?," Prague Economic Papers, University of Economics, Prague, vol. 2017(5), pages 602-629.
• Nasha Ananchotikul & Vorada Limjaroenrat, 2017. "Bank Supply Shocks and Firm Investment: A Granular View from the Thai Credit Registry Data," PIER Discussion Papers 67, Puey Ungphakorn Institute for Economic Research, revised Aug 2017.
• Voraprapa Nakavachara & Nuarpear Warn Lekfuangfu, 2017. "Predicting the Present Revisited: The Case of Thailand," PIER Discussion Papers 70, Puey Ungphakorn Institute for Economic Research, revised Oct 2017.
• John Hartwick, 2017. "Daily Share Price-changes For Eleven D-j Companies Over Five Three-month Periods And Short-term Pro?t-seeking," Working Paper 1395, Economics Department, Queen's University.
• Anthony Newell & Lionel Page, 2017. "Countercyclical risk aversion and self-reinforcing feedback loops in experimental asset markets," QuBE Working Papers 050, QUT Business School.
• Cebiroglu, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2014. "Order exposure and liquidity coordination: Does hidden liquidity harm price efficiency?," CFS Working Paper Series 468, Center for Financial Studies (CFS).
  • Cebirogly, Gökhan & Hautsch, Nikolaus & Horst, Ulrich, 2017. "Order Exposure and Liquidity Coordination: Does Hidden Liquidity Harm Price Efficiency?," Rationality and Competition Discussion Paper Series 28, CRC TRR 190 Rationality and Competition.
• Ian W. R. Martin & Christian Wagner, 2019. "What Is the Expected Return on a Stock?," Journal of Finance, American Finance Association, vol. 74(4), pages 1887-1929, August.
  • Martin, Ian & Wagner, Christian, 2016. "What is the Expected Return on a Stock?," CEPR Discussion Papers 11608, C.E.P.R. Discussion Papers.
  • Christian Wagner & Ian Martin, 2017. "What Is the Expected Return on a Stock?," 2017 Meeting Papers 146, Society for Economic Dynamics.
• Fernando Duarte & Tobias Adrian, 2017. "Financial Vulnerability and Monetary Policy," 2017 Meeting Papers 391, Society for Economic Dynamics.
  • Adrian, Tobias & Duarte, Fernando, 2018. "Financial Vulnerability and Monetary Policy," CEPR Discussion Papers 12680, C.E.P.R. Discussion Papers.
• Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2016. "Monetary Policy and Asset Valuation," NBER Working Papers 22572, National Bureau of Economic Research, Inc.
  • Francesco Bianchi, 2017. "Monetary Policy and Asset Valuation," 2017 Meeting Papers 500, Society for Economic Dynamics.
  • Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2017. "Monetary Policy and Asset Valuation," CEPR Discussion Papers 12275, C.E.P.R. Discussion Papers.
• Vuslat Us, 2017. "A dynamic approach to analysing the effect of the global crisis on nonperforming loans: evidence from the Turkish banking sector," Applied Economics Letters, Taylor & Francis Journals, vol. 24(3), pages 186-192, February.
  • Vuslat Us, 2016. "A Dynamic Approach to Analyzing the Effect of the Global Crisis on Non-Performing Loans : Evidence from the Turkish Banking Sector," Working Papers 1612, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Sofiane Aboura & Y. Eser Arisoy, 2017. "Does aggregate uncertainty explain size and value anomalies?," Applied Economics, Taylor & Francis Journals, vol. 49(32), pages 3214-3230, July.
• Krzysztof Jackowicz & Oskar Kowalewski & Å ukasz KozÅ‚owski & Paulina Roszkowska, 2017. "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Communist Economies, Taylor & Francis Journals, vol. 29(1), pages 1-26, January.
  • Jackowicz, Krzszof & Kowalewski, Oskar & Kozłowski, Łukasz & Roszkowska, Paulina, 2014. "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," MPRA Paper 58212, University Library of Munich, Germany, revised 31 Aug 2014.
  • Krzysztof Jackowicz & Oskar Kowalewski & Łukasz Kozłowski & Paulina Roszkowska, 2016. "Issuing bonds, shares or staying private? Determinants of going public in an emerging economy," Post-Print hal-01744583, HAL.
  • Jackowicz, Krzystof & Kowalewski, Oskar & Kozlowski, Lukasz & Roszkowska, Paulina, 2014. "Issuing Bonds, Shares or Staying Private? Determinants of Going Public in an Emerging Economy," Working Papers 14-15, University of Pennsylvania, Wharton School, Weiss Center.
• Kul B. Luintel & Yongdeng Xu, 2017. "Testing weak exogeneity in multiplicative error models," Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1617-1630, October.
  • Luintel, Kul B & Xu, Yongdeng, 2013. "Testing weak exogeneity in multiplicative error models," Cardiff Economics Working Papers E2013/6, Cardiff University, Cardiff Business School, Economics Section.
• Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2020. "Impact of global uncertainty on the global economy and large developed and developing economies," Applied Economics, Taylor & Francis Journals, vol. 52(22), pages 2392-2407, May.
  • 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 2017-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "The impact of global uncertainty on the global economy, and large developed and developing economies," Working Papers 2017-01, University of Tasmania, Tasmanian School of Business and Economics.
  • Wensheng, Kang & Ratti, Ronald & Vespignani, Joaquin, 2017. "Impact of Global Uncertainty on the Global Economy and Large Developed and Developing Economies," MPRA Paper 82188, University Library of Munich, Germany.
  • 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 303, Federal Reserve Bank of Dallas, revised 01 Jan 2017.
• Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017. "Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries," Globalization Institute Working Papers 311, Federal Reserve Bank of Dallas, revised 01 Apr 2017.
  • Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017. "Global commodity prices and global stock volatility shocks: effects across countries," Working Papers 2017-05, University of Tasmania, Tasmanian School of Business and Economics.
  • Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2017. "Global commodity prices and global stock volatility shocks: Effects across countries," CAMA Working Papers 2017-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V, 2017. "A semi-parametric point process model of the interactions between equity markets," Working Papers 2017-06, University of Tasmania, Tasmanian School of Business and Economics.
• Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov, 2017. "Signed spillover effects building on historical decompositions," CAMA Working Papers 2017-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir, 2017. "Signed spillover effects building on historical decompositions," Working Papers 2017-11, University of Tasmania, Tasmanian School of Business and Economics.
• Dungey, Mardi & Volkov, Vladimir, 2018. "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Economics Letters, Elsevier, vol. 162(C), pages 81-85.
  • Dungey, Mardi & Volkov, Vladimir, 2017. "R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks," Working Papers 2017-12, University of Tasmania, Tasmanian School of Business and Economics.
• Derya Ezgi Kayalar & Irem Talasli & Ibrahim Unalmis, 2017. "Interdependencies across Sovereign Bond Credit Default Swap Markets," Working Papers 1707, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016. "The relative valuation of gold," Ruhr Economic Papers 604, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Dirk G. Baur & Joscha Beckmann & Robert Czudaj, 2017. "The Relative Valuation of Gold," Chemnitz Economic Papers 005, Department of Economics, Chemnitz University of Technology, revised May 2017.
• Vincent Van Kervel & Albert J. Menkveld, 2019. "High‐Frequency Trading around Large Institutional Orders," Journal of Finance, American Finance Association, vol. 74(3), pages 1091-1137, June.
  • Vincent van Kervel & Albert J. Menkveld, 2017. "High-Frequency Trading around Large Institutional Orders," Tinbergen Institute Discussion Papers 17-092/IV, Tinbergen Institute.
• Luz Patricia Pardo Martínez & María Victoria Huertas de Mora, 2017. "Modelos influyentes en las cooperativas de ahorro y crédito en Colombia
  [Influential models in the cooperatives of savings and credits in Colombia]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 125, pages 109-133.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019. "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., vol. 19(4), pages 851-862, December.
  • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working Papers 201742, University of Pretoria, Department of Economics.
  • Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2017. "U.S. Fiscal Policy and Asset Prices: The Role of Partisan Conflict," Working papers 2017-10, University of Connecticut, Department of Economics.
• Sergio Salas, 2017. "Asset prices and wealth inequality in a simple model with idiosyncratic shocks," Estudios de Economia, University of Chile, Department of Economics, vol. 44(1 Year 20), pages 105-119, June.
• Lesia Tyshchenko & Attila Csajbok, 2017. "A Financial Stress Index for Ukraine," Visnyk of the National Bank of Ukraine, National Bank of Ukraine, issue 240, pages 5-13.
• Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, vol. 127(607), pages 2665-2701.
  • Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, vol. 127(607), pages 2665-2701, December.
  • Kim Oosterlinck, 2013. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Working Papers CEB 13-039, ULB -- Universite Libre de Bruxelles.
  • Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," ULB Institutional Repository 2013/232458, ULB -- Universite Libre de Bruxelles.
• Peter Csoka & P. Jean-Jacques Herings, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," IEHAS Discussion Papers 1701, Institute of Economics, Centre for Economic and Regional Studies.
  • Csoka, Péter & Herings, P. Jean-Jacques, 2017. "An Axiomatization of the Proportional Rule in Financial Networks," Research Memorandum 001, Maastricht University, Graduate School of Business and Economics (GSBE).
• Csóka, Péter & Jean-Jacques Herings, P., 2019. "Liability games," Games and Economic Behavior, Elsevier, vol. 116(C), pages 260-268.
  • Peter Csoka & P. Jean-Jacques Herings, 2017. "Liability Games," IEHAS Discussion Papers 1735, Institute of Economics, Centre for Economic and Regional Studies.
  • Csoka, Péter & Herings, P. Jean-Jacques, 2017. "Liability Games," Research Memorandum 031, Maastricht University, Graduate School of Business and Economics (GSBE).
• Luigi Mersico, 2017. "Systemic Financial Stress: a composite indicator for BRIC area," Argomenti, University of Urbino Carlo Bo, Department of Economics, Society & Politics, vol. 6(6), pages 1-30, January-A.
• Michiel Bijlsma & Clemens Kool & Marielle Non, 2017. "The effect of financial development on economic growth: a meta-analysis," CPB Discussion Paper 340.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
  • M. Bijlsma & C.J.M. Kool & Marielle Non, 2017. "The effect of financial development on economic growth : a meta-analysis," Working Papers 17-01, Utrecht School of Economics.
• Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and Growth Optimal Portfolio," Papers 1706.06832, arXiv.org.
  • Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and the Growth Optimal Portfolio," Research Paper Series 386, Quantitative Finance Research Centre, University of Technology, Sydney.
• Brian Muyambiri & NM Odhiambo, 2018. "South Africa’s Financial Development and its Role in Investment," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 7(1), pages 101-120.
  • Muyambiri, Brian & Odhiambo, Nicholas Mbaya, 2017. "South Africa's financial development and its role in investment," Working Papers 22084, University of South Africa, Department of Economics.
• Brian Muyambiri & Nicholas Odhiambo, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(3), pages 1-10, August.
  • Muyambiri Brian & Odhiambo Nicholas, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal, De Gruyter, vol. 17(3), pages 1-10, September.
  • Muyambiri, Brian & Odhiambo, Nicholas M, 2017. "Financial development,savings and investment in South Africa: A dynamic causality test," Working Papers 22657, University of South Africa, Department of Economics.
• Sorin PETRE - PricewaterhouseCoopers & Romania, 2017. "Valuation Multiples in the Context of Bucharest Stock Exchange and Local M&A Market," The Valuation Journal, National Association of Romanian Valuers, vol. 12(2), pages 4-51.
• Carlo Bellavite Pellegrini & Raul Caruso, 2017. "Is Corruption Detrimental For Stock Returns? Evidence From A Panel Of Latin American Firms (2004-2013): A Note," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, vol. 135(1), pages 3-12.
• David E. Giles & Qinlu Chen, 2014. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1402, Department of Economics, University of Victoria.
  • Qinlu Chen & David E. Giles, 2017. "Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory," Econometrics Working Papers 1704, Department of Economics, University of Victoria.
• KORKMAZ, Özge, 2017. "Is Minsky’S Instability Hypothesis Acceptable For The Relation Between Borrowing Rate And Profitability?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 21(1), pages 6-27.
• ŞENOL, Zekai & KARACA, Süleyman Serdar, 2017. "The Effect Of Enterprise Risk Management On Firm Performance: A Case Study On Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 21(2), pages 6-30.
• Krasimira Naydenova, 2017. "Receivables Investment Trusts as an Alternative for the Participation of Institutional Investors in Infrastructure Projects," Izvestiya, Varna University of Economics, issue 3, pages 291-302.
• Nyasha Sheilla & Odhiambo Nicholas M., 2017. "Bank Versus Stock Market Development in Brazil: An ARDL Bounds Testing Approach," South East European Journal of Economics and Business, Sciendo, vol. 12(1), pages 7-21, April.
• Ibrahima Diallo & Isatou Mendy, 2017. "Impact Of Financial Development On Economic Growth In The Wamz: A Heterogeneous Panel Data Approach," West African Journal of Monetary and Economic Integration, West African Monetary Institute, vol. 17(1), pages 1-18, June.
• Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2018. "Corporate debt maturity in developing countries: Sources of long and short‐termism," The World Economy, Wiley Blackwell, vol. 41(12), pages 3288-3316, December.
  • Juan J. Cortina & Tatiana Didier & Sergio L. Schmukler, 2017. "Corporate Debt Maturity in Developing Countries: Sources of Long- and Short-Termism," Mo.Fi.R. Working Papers 142, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  • Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L. & Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2017. "Corporate debt maturity in developing countries : sources of long- and short-termism," Policy Research Working Paper Series 8222, The World Bank.
• Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers 12460, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
• Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1719, Koc University-TUSIAD Economic Research Forum.
  • Claessens ,Stijn & Kose,Ayhan, 2017. "Macroeconomic implications of financial imperfections : a survey," Policy Research Working Paper Series 8260, The World Bank.
  • Stijn Claessens & M. Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: A survey," CAMA Working Papers 2017-75, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Claessens, Stijn & Kose, Ayhan, 2017. "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers 12461, C.E.P.R. Discussion Papers.
  • Stijn Claessens & M Ayhan Kose, 2017. "Macroeconomic implications of financial imperfections: a survey," BIS Working Papers 677, Bank for International Settlements.
• Grossman, Richard, 2017. "Beresford's Revenge: British equity holdings in Latin America, 1869-1929," CEPR Discussion Papers 12042, C.E.P.R. Discussion Papers.
  • Richard S.Grossman, 2017. "Beresford’s Revenge: British equity holdings in Latin America, 1869-1929," Wesleyan Economics Working Papers 2017-003, Wesleyan University, Department of Economics.
• Grossman, Richard, 2017. "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," CEPR Discussion Papers 12121, C.E.P.R. Discussion Papers.
  • Richard S.Grossman, 2017. "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," Wesleyan Economics Working Papers 2017-004, Wesleyan University, Department of Economics.
• Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, vol. 127(607), pages 2665-2701.
  • Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Economic Journal, Royal Economic Society, vol. 127(607), pages 2665-2701, December.
  • Kim Oosterlinck, 2013. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," Working Papers CEB 13-039, ULB -- Universite Libre de Bruxelles.
  • Kim Oosterlinck, 2017. "Art as a Wartime Investment: Conspicuous Consumption and Discretion," ULB Institutional Repository 2013/232458, ULB -- Universite Libre de Bruxelles.
• Felix Kübler & Herakles Polemarchakis, 2017. "The Identification of Beliefs From Asset Demand," Econometrica, Econometric Society, vol. 85, pages 1219-1238, July.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," Economic Research Papers 270007, University of Warwick - Department of Economics.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," The Warwick Economics Research Paper Series (TWERPS) 1087, University of Warwick, Department of Economics.
  • Kubler, Felix & Polemarchakis, Herakles, 2015. "The identification of beliefs from asset demand," CRETA Online Discussion Paper Series 01, Centre for Research in Economic Theory and its Applications CRETA.
• Georgios Bampinas & Theodore Panagiotidis, 2017. "Oil and stock markets before and after financial crises: A local Gaussian correlation approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 37(12), pages 1179-1204, December.
  • Georgios Bampinas & Theodore Panagiotidis, 2017. "Oil and stock markets before and after financial crises : a local Gaussian correlation approach," Bank of Estonia Working Papers wp2016-11, Bank of Estonia, revised 06 Feb 2017.
• Muyambiri Brian & Odhiambo Nicholas, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal, De Gruyter, vol. 17(3), pages 1-10, September.
  • Brian Muyambiri & Nicholas Odhiambo, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(3), pages 1-10, August.
  • Muyambiri, Brian & Odhiambo, Nicholas M, 2017. "Financial development,savings and investment in South Africa: A dynamic causality test," Working Papers 22657, University of South Africa, Department of Economics.
• Donald J Smith, 2017. "Valuation in a World of CVA, DVA, and FVA:A Tutorial on Debt Securities and Interest Rate Derivatives," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10511, May.
• Edward E Williams & John A Dobelman, 2017. "Quantitative Financial Analytics:The Path to Investment Profits," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10555, May.
• Wai-Sum Chan & Yiu-Kuen Tse, 2017. "Financial Mathematics for Actuaries," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10564, May.
• Roman Horvath & Eva Horvatova & Maria Siranova, 2017. "Financial Development, Rule of Law and Wealth Inequality: Bayesian Model Averaging Evidence," Working Papers 368, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
  • Horvath, Roman & Horvatova, Eva & Siranova, Maria, 2017. "Financial development, rule of law and wealth inequality : Bayesian model averaging evidence," BOFIT Discussion Papers 12/2017, Bank of Finland, Institute for Economies in Transition.
• Jieun Lee & KeeH.Chung, 2017. "The Effect of Market Volatility on Liquidity and Stock Returns in the Korean Stock Market," Working Papers 2017-18, Economic Research Institute, Bank of Korea.
• Se-Hyung Jo & Yong-Min Lee & Jeong-Hoon Kim, 2017. "Impacts of Aging on Households Assets and Liabilities (in Korean)," Working Papers 2017-27, Economic Research Institute, Bank of Korea.
• M. Kabir Hassan & Selim Kayhan & Tayfur Bayatb, 2017. "Does credit default swap spread affect the value of the Turkish LIRA against the U.S. dollar?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(1), pages 1-9, March.
• Slah Bahloul & Mourad Mroua & Nader Naifar, 2017. "The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(1), pages 62-74, March.
• Eyup Kadioglu & Ender Aykut Yilmaz, 2017. "Is the free cash flow hypothesis valid in Turkey?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(2), pages 111-116, June.
• Brian Muyambiri & Nicholas Odhiambo, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal (GEJ), World Scientific Publishing Co. Pte. Ltd., vol. 17(3), pages 1-10, August.
  • Muyambiri Brian & Odhiambo Nicholas, 2017. "Financial Development, Savings and Investment in South Africa: A Dynamic Causality Test," Global Economy Journal, De Gruyter, vol. 17(3), pages 1-10, September.
  • Muyambiri, Brian & Odhiambo, Nicholas M, 2017. "Financial development,savings and investment in South Africa: A dynamic causality test," Working Papers 22657, University of South Africa, Department of Economics.
• Kim Dukpa & Kim Yunjung & Bak Yuhyeon, 2017. "Multi-level factor analysis of bond risk premia," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 21(5), pages 1-19, December.
• Rabah Arezki & Bertrand Candelon & Amadou N. R. Sy, 2017. "Contagion sur le marché des obligations municipales américaines : une leçon pour l’Europe ?," Revue économique, Presses de Sciences-Po, vol. 68(HS2), pages 211-227.
• Gunther Capelle-Blancard, 2017. "À quoi servent les (centaines de milliers de milliards de) transactions boursières ?," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 37-58.
• Ugo Panizza, 2017. "Non-linéarités dans la relation entre finance et croissance," Revue d'économie financière, Association d'économie financière, vol. 0(3), pages 83-94.
• Bas Bonekamp & Tom van Veen, 2017. "Terrorist Attacks and Financial Markets," CESifo Working Paper Series 6324, CESifo Group Munich.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2017. "Why Does Idiosyncratic Risk Increase with Market Risk?," CESifo Working Paper Series 6560, CESifo Group Munich.
• Michael Schatz & Didier Sornette, 2017. "Uniform Integrability of a Single Jump Local Martingale with State-Dependent Characteristics," Swiss Finance Institute Research Paper Series 17-21, Swiss Finance Institute.
• Tarun Chordia & Amit Goyal & Alessio Saretto, 2017. "p-Hacking: Evidence from Two Million Trading Strategies," Swiss Finance Institute Research Paper Series 17-37, Swiss Finance Institute, revised Apr 2018.
• Magdalena Tywoniuk, 2017. "CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?," Swiss Finance Institute Research Paper Series 17-45, Swiss Finance Institute.
• Alejandro Jara & Eduardo Olaberría, 2017. "¿Todos los flujos de capitales están asociados a auges de los precios de las viviendas? Evaluación empírica," Investigación Conjunta-Joint Research, in: Gerardo Licandro & Jorge Ponce (ed.), Precios de activos internos, fundamentos globales y estabilidad financiera, edition 1, volume 1, chapter 3, pages 79-116, Centro de Estudios Monetarios Latinoamericanos, CEMLA.
• Mario Bergara & Jorge Ponce, 2017. "How Disruptive are Fintechs?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 203-241, July-Dece.
• Adrian Robles & Bennett Sutton & Svetlana Vtyurina, 2017. "Patterns and Drivers of Corporate Bonds in Latin America," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 271-320, July-Dece.
• Mario Bergara & Jorge Ponce, 2017. "¿Qué tan perturbadoras son las tecnologías financieras?," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 219-262, julio-dic.
• Adrian Robles & Bennett Sutton & Svetlana Vtyurina, 2017. "Patrones e impulsores de los bonos corporativos en América Latina," Monetaria, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 295-348, julio-dic.
• María Isabel Cambón Murcia & José Luis Cano Coello & Jesús González Redondo, 2017. "Measuring liquidity of Spanish debt," CNMV Working Papers CNMV Working Papers no. 6, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
• Diego A. Agudelo & Ignacio Arango, 2017. "How does information disclosure affect liquidity? Evidence from an Emerging Market," Documentos de Trabajo CIEF 016944, Universidad EAFIT.
• Barrera Montoya, Carlos Andrés & Gutiérrez Castañeda, Belky Esperanza, 2017. "Riesgo idiosincrático y retornos en el mercado accionario de Colombia," Borradores Departamento de Economía 017495, Universidad de Antioquia - CIE.
• Sonia Janneth Limas Suárez & Jhon Anderson Franco Ávila, 2017. "El riesgo país para Colombia: interpretación e implicaciones para la economía y la inversión extranjera, 2012-2017," Revista Finanzas y Política Económica, Universidad Católica de Colombia, vol. 10(1), pages 153-171, October.
• Sonia Janneth Limas Suárez & Jhon Anderson Franco Ávila, 2017. "El riesgo país para Colombia: interpretación e implicaciones para la economía y la inversión extranjera, 2012-2017," Revista Finanzas y Política Económica, Universidad Católica de Colombia, vol. 10(1), pages 153-171, October.
• Michiel Bijlsma & Clemens Kool & Marielle Non, 2018. "The effect of financial development on economic growth: a meta-analysis," Applied Economics, Taylor & Francis Journals, vol. 50(57), pages 6128-6148, December.
  • M. Bijlsma & C.J.M. Kool & Marielle Non, 2017. "The effect of financial development on economic growth : a meta-analysis," Working Papers 17-01, Utrecht School of Economics.
  • Michiel Bijlsma & Clemens Kool & Marielle Non, 2017. "The effect of financial development on economic growth: a meta-analysis," CPB Discussion Paper 340, CPB Netherlands Bureau for Economic Policy Analysis.
• M. Bijlsma & C.J.M. Kool & Marielle Non, 2017. "The effect of financial development on economic growth : a meta-analysis," Working Papers 17-01, Utrecht School of Economics.
  • Michiel Bijlsma & Clemens Kool & Marielle Non, 2017. "The effect of financial development on economic growth: a meta-analysis," CPB Discussion Paper 340.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
• Tomasz Schabek & Henrique Castro, 2017. "“Sell not only in May”. Seasonal Effects on Stock Markets," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 17, pages 5-18.
• Edward E. Williams & John A. Dobelman, 2017. "The Challenge: Can You Attain Wealth in Today’s Investment Environment?," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 1, pages 1-36, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Financial Mathematics," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 2, pages 37-58, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "The Securities Markets and Macroeconomics," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 3, pages 59-107, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Financial Statement Analysis," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 4, pages 109-169, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Forecasting Techniques," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 5, pages 171-194, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Analysis of Fixed Income Securities," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 6, pages 195-259, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Analysis of Common Stocks," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 7, pages 261-358, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Futures and Options," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 8, pages 359-395, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Risk, Uncertainty, Utility and Portfolio Theory," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 9, pages 397-444, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Capital Market Theory, Efficiency, and Imperfections," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 10, pages 445-510, World Scientific Publishing Co. Pte. Ltd..
• Edward E. Williams & John A. Dobelman, 2017. "Appendices," World Scientific Book Chapters, in: Quantitative Financial Analytics The Path to Investment Profits, chapter 11, pages 511-592, World Scientific Publishing Co. Pte. Ltd..
• Sangyup Choi & Yuko Hashimoto, 2017. "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," IMF Working Papers 17/74, International Monetary Fund.
  • Sangyup Choi & Yuko Hashimoto, 2017. "The Effects of Data Transparency Policy Reforms on Emerging Market Sovereign Bond Spreads," Working papers 2017rwp-112, Yonsei University, Yonsei Economics Research Institute.
• Sangyup Choi, 2018. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Open Economies Review, Springer, vol. 29(1), pages 89-118, February.
  • Sangyup Choi, 2017. "The Impact of US Financial Uncertainty Shocks on Emerging Market Economies: An International Credit Channel," Working papers 2017rwp-113, Yonsei University, Yonsei Economics Research Institute.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2017. "Decumulation, Sequencing Risk and the Safe Withdrawal Rate: Why the 4% Withdrawal Rule leaves Money on the Table," Discussion Papers 17/06, Department of Economics, University of York.
• Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable asset management? The case of mutual funds," Discussion Papers 32/2017, Deutsche Bundesbank.
• Olaf Korn & Paolo Krischak & Erik Theissen, 2019. "Illiquidity transmission from spot to futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(10), pages 1228-1249, October.
  • Korn, Olaf & Krischak, Paolo & Theissen, Erik, 2017. "Illiquidity transmission from spot to futures markets," CFR Working Papers 14-10, University of Cologne, Centre for Financial Research (CFR).
• Theissen, Erik & Westheide, Christian, 2019. "Call of duty: Designated market maker participation in call auctions," CFR Working Papers 16-05, University of Cologne, Centre for Financial Research (CFR).
• Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers 17-01, University of Cologne, Centre for Financial Research (CFR).
• Hautsch, Nikolaus & Horvath, Akos, 2019. "How effective are trading pauses?," Journal of Financial Economics, Elsevier, vol. 131(2), pages 378-403.
  • Hautsch, Nikolaus & Horvath, Akos, 2017. "How effective are trading pauses?," CFS Working Paper Series 571, Center for Financial Studies (CFS).
• Grammig, Joachim & Küchlin, Eva-Maria, 2017. "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFS Working Paper Series 572, Center for Financial Studies (CFS).
• Hautsch, Nikolaus & Noé, Michael & Zhang, S. Sarah, 2017. "The ambivalent role of high-frequency trading in turbulent market periods," CFS Working Paper Series 580, Center for Financial Studies (CFS).
• Turner, John D., 2017. "The development of English company law before 1900," QUCEH Working Paper Series 2017-01, Queen's University Belfast, Queen's University Centre for Economic History.
• Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017. "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series 166, Leibniz Institute for Financial Research SAFE.
• Fricke, Christoph & Fricke, Daniel, 2017. "Vulnerable Funds?," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168209, Verein für Socialpolitik / German Economic Association.
• Flore, Raphael, 2017. "Costless Capital Requirements," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168226, Verein für Socialpolitik / German Economic Association.

2016

• Aurora MURGEA, 2016. "Mercury retrograde effect in capital markets: truth or illusion?," Timisoara Journal of Economics and Business, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 9(1), pages 49-61, June.
• Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2016. "Reducing sequence risk using trend following investment strategies and the CAPE," Discussion Papers 16/11, Department of Economics, University of York.
• Schlepper, Kathi, 2016. "High-frequency trading in the Bund futures market," Discussion Papers 15/2016, Deutsche Bundesbank.
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Spoilt for choice: Order routing decisions in fragmented equity markets," SAFE Working Paper Series 143, Leibniz Institute for Financial Research SAFE.
  • Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Spoilt for choice: Order routing decisions in fragmented equity markets," CFR Working Papers 16-04, University of Cologne, Centre for Financial Research (CFR).
• Ludger Schuknecht, 2018. "The Supply of Safe Assets and Fiscal Policy," Intereconomics: Review of European Economic Policy, Springer;ZBW - Leibniz Information Centre for Economics;Centre for European Policy Studies (CEPS), vol. 53(2), pages 94-100, March.
  • Schuknecht, Ludger, 2016. "The supply of 'safe' assets and fiscal policy," CFS Working Paper Series 532, Center for Financial Studies (CFS).
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2016. "Why Does Idiosyncratic Risk Increase with Market Risk?," Working Paper Series 2016-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2016. "Why does idiosyncratic risk increase with market risk?," CFS Working Paper Series 533, Center for Financial Studies (CFS).
  • Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2016. "Why Does Idiosyncratic Risk Increase with Market Risk?," NBER Working Papers 22492, National Bureau of Economic Research, Inc.
  • Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2017. "Why Does Idiosyncratic Risk Increase with Market Risk?," CESifo Working Paper Series 6560, CESifo Group Munich.
• Brühl, Volker, 2016. "How to define a Systemically Important Financial Institution (SIFI): A new perspective," CFS Working Paper Series 538, Center for Financial Studies (CFS).
• Hassan, Fadi & Di Mauro, Filippo & Ottaviano, Gianmarco I. P., 2016. "Banks credit and productivity growth in the EU," EIB Working Papers 2016/05, European Investment Bank (EIB).
• Naqvi, Syed Muhammad Waqar Azeem & Rizvi, Syed Kumail Abbas & Orangzab & Ali, Muhammad, 2016. "Value at Risk at Asian Emerging Stock Markets," EconStor Open Access Articles, ZBW - Leibniz Information Centre for Economics, pages 311-319.
• Punzi, Maria Teresa, 2016. "Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises," FinMaP-Working Papers 61, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
• Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 10, pages 1-15.
  • Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta, 2015. "A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015," Working Papers 201588, University of Pretoria, Department of Economics.
  • Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers 2016-9, Kiel Institute for the World Economy (IfW).
• Ben-Haim, Yakov & Demertzis, Maria, 2016. "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 10, pages 1-30.
  • Ben-Haim, Yakov & Demertzis, Maria, 2015. "Decision making in times of Knightian uncertainty: An info-gap perspective," Economics Discussion Papers 2015-42, Kiel Institute for the World Economy (IfW).
• Tiwari, Aviral K. & Dar, Arif B. & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy (IfW), vol. 10, pages 1-15.
  • Aviral K. Tiwari & Arif B. Dar & Niyati Bhanja & Rangan Gupta, 2015. "A Historical Analysis of the US Stock Price Index using Empirical Mode Decomposition over 1791-2015," Working Papers 201588, University of Pretoria, Department of Economics.
  • Tiwari, Aviral Kumar & Dar, Arif Billah & Bhanja, Niyati & Gupta, Rangan, 2016. "A historical analysis of the US stock price index using empirical mode decomposition over 1791-2015," Economics Discussion Papers 2016-9, Kiel Institute for the World Economy (IfW).
• Nuzzo, Simone & Morone, Andrea, 2017. "Asset markets in the lab: A literature review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 13(C), pages 42-50.
  • Andrea Morone & Simone Nuzzo, 2016. "Asset markets in the lab: A literature review," Working Papers 2016/10, Economics Department, Universitat Jaume I, Castellón (Spain).
  • Morone, Andrea & Nuzzo, Simone, 2016. "Asset markets in the lab: A literature review," Kiel Working Papers 2060, Kiel Institute for the World Economy (IfW).
  • Morone, Andrea & Nuzzo, Simone, 2016. "Asset Markets in the Lab: a literature review," MPRA Paper 70461, University Library of Munich, Germany.
• Campbell, Gareth & Rogers, Meeghan & Turner, John D., 2016. "The rise and decline of the UK's provincial stock markets, 1869-1929," QUCEH Working Paper Series 2016-03, Queen's University Belfast, Queen's University Centre for Economic History.
• Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016. "The relative valuation of gold," Ruhr Economic Papers 604, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
  • Dirk G. Baur & Joscha Beckmann & Robert Czudaj, 2017. "The Relative Valuation of Gold," Chemnitz Economic Papers 005, Department of Economics, Chemnitz University of Technology, revised May 2017.
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Spoilt for choice: Order routing decisions in fragmented equity markets," CFR Working Papers 16-04, University of Cologne, Centre for Financial Research (CFR).
  • Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Spoilt for choice: Order routing decisions in fragmented equity markets," SAFE Working Paper Series 143, Leibniz Institute for Financial Research SAFE.
• Alexander Porshnev & Valeria Lakshina & Ilya Redkin, 2016. "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model," HSE Working papers WP BRP 54/FE/2016, National Research University Higher School of Economics.
• BHATTACHARYA, Debarati & LI, Wei-Hsien & RHEE, S. Ghon, 2016. "Does Better Corporate Governance Encourage Higher Payout? : Risk, Agency Cost, and Dividend Policy," Discussion paper series HIAS-E-20, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
• Simon Trimborn & Wolfgang Karl Härdle, 2015. "CRIX or evaluating Blockchain based currencies," SFB 649 Discussion Papers SFB649DP2015-048, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  • Simon Trimborn & Wolfgang Karl Härdle, 2016. "CRIX or evaluating blockchain based currencies," SFB 649 Discussion Papers SFB649DP2016-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Shi Chen & Cathy Yi-Hsuan Chen & Wolfgang Karl Härdle & TM Lee & Bobby Ong, 2016. "A first econometric analysis of the CRIX family," SFB 649 Discussion Papers SFB649DP2016-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Hermann Elendner & Simon Trimborn & Bobby Ong & Teik Ming Lee, 2016. "The Cross-Section of Crypto-Currencies as Financial Assets: An Overview," SFB 649 Discussion Papers SFB649DP2016-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Marco Linton & Wolfgang K. Härdle & Ernie Gin Swee Teo & Elisabeth Bommes & Cathy Yi-Hsuan Chen, 2016. "Dynamic Topic Modelling for Cryptocurrency Community Forums," SFB 649 Discussion Papers SFB649DP2016-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
• Svitlana Denga & Akansha Jain, 2016. "Definition, Classification and Use of Derivative Financial Instruments," Accounting and Finance, Institute of Accounting and Finance, issue 1, pages 90-99, March.
• Jeffry Haber, 2016. "Spliced Correlation: Theory Development," Global Journal of Business Research, The Institute for Business and Finance Research, vol. 10(1), pages 65-69.
• Mohamad Jais & Chandana Gunathilaka, 2016. "Illiquidity Exposure Of Size And Value In Malaysian Equity Returns," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(2), pages 81-90.
• Yang-Chao Wang & Jui-Jung Tsai & Yi Lin, 2016. "The Influence Of Shanghai-Hong Kong Stock Connect On The Mainland China And Hong Kong Stock Markets," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 10(3), pages 1-10.
• Renato Balbontín, 2016. "Minimum Return Constrain, Its Impact On Chilean Pension Funds 2003-2014, Restriccion De Retorno Minimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, vol. 9(1), pages 1-13.
• Philipp Kallerhoff, 2016. "Style Investing with Machine Learning," International Business Research, Canadian Center of Science and Education, vol. 9(12), pages 13-22, December.
• Frances N. Obafemi & Chukwuedo S. Oburota & Chukwunonso V. Amoke, 2016. "Financial Deepening and Domestic Investment in Nigeria," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(3), pages 40-54, March.
• Ozge KORKMAZ & Esref Savas BASCI & SuleymanSerdar KARACA, 2016. "Macroeconomic Variables Affecting Bist30 Index Value in Turkey," International Conference on Economic Sciences and Business Administration, Spiru Haret University, vol. 3(1), pages 201-207, October.
• Chrysovalantis Gaganis, 2016. "Assessing the overall performance of microfinance institutions," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 7(1), pages 52-83.
  • Chrysovalantis Gaganis, 2016. "Assessing the Overall Performance of Microfinance Institutions," Working Papers 1603, University of Crete, Department of Economics.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cambridge Working Papers in Economics 1620, Faculty of Economics, University of Cambridge.
  • Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers CWP12/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  • Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cowles Foundation Discussion Papers 2033, Cowles Foundation for Research in Economics, Yale University.
• Irum Saba & Kausar Abbas, 2016. "Human Capital, Trade and Economic Growth: A Comparative Study of OIC Countries," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), vol. 4(7), pages 348-354, July.
• Alejandro Jara & Nestor Romero, 2016. "International Synchronicity of Housing Prices," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, vol. 31(2), pages 115-134, October.
• Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016. "How do experts forecast sovereign spreads?," European Economic Review, Elsevier, vol. 87(C), pages 216-235.
  • Jacopo Cimadomo & Peter Claeys & Marcos Poplawski Ribeiro, 2016. "How do Experts Forecast Sovereign Spreads?," IMF Working Papers 16/100, International Monetary Fund.
• Zhang, Ruixin & Ben Naceur, Sami, 2019. "Financial development, inequality, and poverty: Some international evidence," International Review of Economics & Finance, Elsevier, vol. 61(C), pages 1-16.
  • Sami Ben Naceur & RuiXin Zhang, 2016. "Financial Development, Inequality and Poverty; Some International Evidence," IMF Working Papers 16/32, International Monetary Fund.
• Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2019. "Effective Macroprudential Policy: Cross‐Sector Substitution from Price and Quantity Measures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1209-1235, August.
  • Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2016. "Effective macroprudential policy: Cross-sector substitution from price and quantity measures," DNB Working Papers 498, Netherlands Central Bank, Research Department.
  • Janko Cizel & Jon Frost & Aerdt G. F. J. Houben & Peter Wierts, 2016. "Effective Macroprudential Policy; Cross-Sector Substitution from Price and Quantity Measures," IMF Working Papers 16/94, International Monetary Fund.
• Guillermo Benavides Perales, 2016. "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 11(1), pages 55-77, Enero-Jun.
• Michael Razen & Jürgen Huber & Michael Kirchler, 2016. "Cash Inflow and Trading Horizon in Asset Markets," Working Papers 2016-06, Faculty of Economics and Statistics, University of Innsbruck.
• Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2012. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," CAEPR Working Papers 2012-001, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, efficiency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 2013-4, Department of Research, Ipag Business School.
  • Robert Becker & Stefano Bosi & Cuong Le Van & Thomas Seegmuller, 2013. "On existence, effciency and bubbles of Ramsey equilibrium with borrowing constraints," Working Papers 15, Development and Policies Research Center (DEPOCEN), Vietnam.
• Ikechukwu Kelikume, 2016. "New evidence from the efficient market hypothesis for the Nigerian stock index using the wavelet unit root test approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(5), pages 185-197, Special I.
• Dilip B. Madan, 2016. "Benchmarking in two price financial markets," Annals of Finance, Springer, vol. 12(2), pages 201-219, May.
• Dilip B. Madan, 2016. "Adapted hedging," Annals of Finance, Springer, vol. 12(3), pages 305-334, December.
• Rudra P. Pradhan & Mak B. Arvin & Sara E. Bennett & Mahendhiran Nair & John H. Hall, 2016. "Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(2), pages 175-201, June.
• Virginia Magda Luisa Minni, 2016. "Can Greater Bank Capital Lead to Less Bank Lending?," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(1), pages 135-137, March.
• Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2016. "Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 44(3), pages 377-386, September.
  • Nikolaos Antonakakis & Rangan Gupta & John W. Muteba Mwamba, 2015. "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note," Working Papers 201579, University of Pretoria, Department of Economics.
• Jürgen Huber & Michael Kirchler & Thomas Stöckl, 2016. "The influence of investment experience on market prices: laboratory evidence," Experimental Economics, Springer;Economic Science Association, vol. 19(2), pages 394-411, June.
• Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
  • Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
• Nicholas Apergis & Alexandros Gabrielsen & Lee A. Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
  • Nicholas Apergis & Alexandros Gabrielsen & Lee Smales, 2016. "(Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(1), pages 63-94, February.
• Isaac Otchere & Sana Mohsni, 2016. "Changing organizational form in the stock exchange industry and risk-taking," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 30(4), pages 427-451, November.
• Laetitia Pozniak & Sabrina Bellanca & Francesco Vullo, 2016. "Determinants of Internet Financial Communication: Evidence from AIM Italia," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(1), pages 111-112, February.
• Michael P. Hughes & Karl Rogers, 2016. "Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 22(2), pages 151-170, May.
• Christos Kollias & Stephanos Papadamou, 2016. "Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis," Journal of Business Ethics, Springer, vol. 138(3), pages 493-505, October.
• Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016. "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, vol. 117(1), pages 1-36, January.
  • Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016. "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, vol. 117(1), pages 1-36, January.
• Matthew Hoelle & Marina Pireddu & Antonio Villanacci, 2016. "Incomplete financial markets with real assets and wealth-dependent credit limits," Journal of Economics, Springer, vol. 117(1), pages 1-36, January.
• Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 226-243, April.
• Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 226-243, April.
  • Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2014. "Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns," Working Papers 1405, University of Nevada, Las Vegas , Department of Economics.
• Heng An & Qun Wu & Zhonghua Wu, 2016. "REIT Crash Risk and Institutional Investors," The Journal of Real Estate Finance and Economics, Springer, vol. 53(4), pages 527-558, November.
• Tsung-Wu Ho & Wan-Shin Mo, 2016. "Testing the Persistence of the Forward Premium: Structural Changes or Misspecification?," Open Economies Review, Springer, vol. 27(1), pages 119-138, February.
• Tsung-Wu Ho & Wan-Shin Mo, 2016. "Testing the Persistence of the Forward Premium: Structural Changes or Misspecification?," Open Economies Review, Springer, vol. 27(1), pages 119-138, February.
• Yubin Li & Chen Zhao & Zhaodong Zhong, 2016. "Migrate or not? The effects of regulation SHO on options trading activities," Review of Derivatives Research, Springer, vol. 19(2), pages 113-146, July.
• Paul B. McGuinness, 2016. "Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 291-333, February.
• Paul McGuinness, 2016. "Post-IPO performance and its association with subscription cascades and issuers’ strategic-political importance," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 291-333, February.
• Nianhang Xu & Kam C. Chan & Chih-Hsiang Chang, 2016. "A quality-based global assessment of financial research," Review of Quantitative Finance and Accounting, Springer, vol. 46(3), pages 605-631, April.
• Jesse Y. Chan & Kam C. Chan & Jamie Y. Tong & Feida (Frank) Zhang, 2016. "Using Google Scholar citations to rank accounting programs: a global perspective," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 29-55, July.
• Jinliang Li, 2016. "When noise trading fades, volatility rises," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 475-512, October.
• Cheng-Few Lee & Woan-lih Liang & Fu-Lai Lin & Yating Yang, 2016. "Applications of simultaneous equations in finance research: methods and empirical results," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 943-971, November.
• Chung Baek, 2016. "Stock prices, dividends, earnings, and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1043-1061, November.
• Charlie Charoenwong & David K. Ding & Tiong Yang Thong, 2016. "Decimalization, IPO aftermath, and liquidity," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 1303-1344, November.
• Gokhan Sahin Gunes & Sumru Oz, 2016. "Response of Turkish Financial Markets to Negative Interest Rate Announcements of the ECB," Koç University-TUSIAD Economic Research Forum Working Papers 1614, Koc University-TUSIAD Economic Research Forum.
• Masahito Kato, 2016. "Analyst Recommendation Bias and Brokerage House Shareholding," Discussion Papers 1635, Graduate School of Economics, Kobe University.
• Havran, Dániel & Váradi, Kata, 2016. "A limitáras ajánlatok szerkezete és dinamikája a Budapesti Értéktőzsdén. Az OTP- és a Mol-részvények esete
  [The structure and dynamics of limit orders on the Budapest stock exchange: The cases of O," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 966-992.
• Gül YEÞÝLÇELEBÝ, 2016. "IX. European Conference on Social and Behavioral Sciences," Journal of Economics Library, KSP Journals, vol. 3(1), pages 163-164, March.
• Leroi RAPUTSOANE, 2016. "Financial Stress Indicator Variables and Monetary Policy in South Africa," Journal of Economics Bibliography, KSP Journals, vol. 3(2), pages 203-214, June.
  • Leroi Raputsoane, 2014. "Financial Stress Indicator Variables and Monetary Policy in South Africa," Working Papers 443, Economic Research Southern Africa.
• M. Akýn DOÐANAY, 2016. "The Twentieth Symposium of Finance," Journal of Economics Bibliography, KSP Journals, vol. 3(4), pages 644-645, December.
• Masahiko Egami & Yuki Shigeta & Katsutoshi Wakai, 2016. "An Irreversible Change of Correlations in the US Equities Market and Difficulties in Using the Information," Discussion papers e-15-013, Graduate School of Economics , Kyoto University.
• Christophe J. Godlewski, 2019. "Debt Renegotiation and the Design of Financial Contracts," Journal of Financial Services Research, Springer;Western Finance Association, vol. 55(2), pages 191-215, June.
  • Christophe J. GODLEWSKI, 2016. "Debt renegotiation and the design of financial contracts," Working Papers of LaRGE Research Center 2016-03, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Stephanía Mosquera & Natalia Restrepo & Jorge Uribe, 2016. "Effects of Stock Indices of Developed and Emerging Markets on Economic Activity in Colombia: a FAVAR Approach," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 85, pages 155-178, Julio - D.
• Subir Bose & Daniel Ladley & Xin Li, 2016. "The Role of Hormones in Financial Markets," Discussion Papers in Economics 16/01, Division of Economics, School of Business, University of Leicester.
• Öykü YÜCEL, 2016. "BÝST Endekslerinin Risk Temelli Performans Karþýlaþtýrmasý," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 4(4), pages 151-164.
• Öykü YÜCEL, 2016. "BÝST Endekslerinin Risk Temelli Performans Karþýlaþtýrmasý," Isletme ve Iktisat Calismalari Dergisi, Econjournals, vol. 4(4), pages 151-164.
• Galindo, Arturo & Micco, Alejandro, 2016. "Protección de los acreedores, intercambio de información y crédito para pequeñas y medianas empresas: datos comparativos entre países," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Galindo, Arturo & Micco, Alejandro, 2016. "Creditor protection, information sharing and credit for small and medium-sized enterprises: cross-country evidence," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), December.
• Walker, Clive B., 2016. "The direction of media influence: Real-estate news and the stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 10(C), pages 20-31.
• Giusti, Giovanni & Jiang, Janet Hua & Xu, Yiping, 2016. "Interest on cash, fundamental value process and bubble formation: An experimental study," Journal of Behavioral and Experimental Finance, Elsevier, vol. 11(C), pages 44-51.
• Lawal, Tolulola, 2016. "Clustering of annual general meetings and stock returns: UK evidence," Journal of Behavioral and Experimental Finance, Elsevier, vol. 11(C), pages 9-12.
• Yang, Xiaolan & Zhu, Li, 2016. "Ambiguity vs risk: An experimental study of overconfidence, gender and trading activity," Journal of Behavioral and Experimental Finance, Elsevier, vol. 9(C), pages 125-131.
• Clare, Andrew & Seaton, James & Smith, Peter N. & Thomas, Stephen, 2016. "The trend is our friend: Risk parity, momentum and trend following in global asset allocation," Journal of Behavioral and Experimental Finance, Elsevier, vol. 9(C), pages 63-80.
  • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2012. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," Discussion Papers 12/25, Department of Economics, University of York.
  • Andrew Clare & James Seaton & Peter N. Smith & Stephen Thomas, 2013. "The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation," CAMA Working Papers 2013-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Kallunki, Juha-Pekka & Mikkonen, Jenni & Nilsson, Henrik & Setterberg, Hanna, 2016. "Tax noncompliance and insider trading," Journal of Corporate Finance, Elsevier, vol. 36(C), pages 157-173.
• Sila, Vathunyoo & Gonzalez, Angelica & Hagendorff, Jens, 2016. "Women on board: Does boardroom gender diversity affect firm risk?," Journal of Corporate Finance, Elsevier, vol. 36(C), pages 26-53.
• Ebrahim, M. Shahid & Jaafar, Aziz & Omar, Fatma A. & Salleh, Murizah Osman, 2016. "Can Islamic injunctions indemnify the structural flaws of securitized debt?," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 271-286.
• Nielsson, Ulf & Wójcik, Dariusz, 2016. "Proximity and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 38(C), pages 92-105.
• Switzer, Lorne N. & Picard, Alan, 2016. "Stock market liquidity and economic cycles: A non-linear approach," Economic Modelling, Elsevier, vol. 57(C), pages 106-119.
• Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd, 2016. "Short selling constraints and stock returns volatility: Empirical evidence from the German stock market," Economic Modelling, Elsevier, vol. 58(C), pages 159-166.
  • Martin T. Bohl & Gerrit Reher & Bernd Wilfling, 2016. "Short selling constraints and stock returns volatility: empirical evidence from the German stock market," CQE Working Papers 4516, Center for Quantitative Economics (CQE), University of Muenster.
• Chatterjee, Ujjal K., 2016. "Do stock market trading activities forecast recessions?," Economic Modelling, Elsevier, vol. 59(C), pages 370-386.
• Li, Mingsheng & Zhao, Xin, 2016. "Neighborhood effect on stock price comovement," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 1-22.
• Lin, William T. & Tsai, Shih-Chuan & Chiu, Peter, 2016. "Do foreign institutions outperform in the Taiwan options market?," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 101-115.
• Chen, Chen & Lee, Hsiu-Chuan & Liao, Tzu-Hsiang, 2016. "Risk-neutral skewness and market returns: The role of institutional investor sentiment in the futures market," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 203-225.
• Bekiros, Stelios & Gupta, Rangan & Kyei, Clement, 2016. "On economic uncertainty, stock market predictability and nonlinear spillover effects," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 184-191.
  • Stelios Bekiros & Rangan Gupta & Clement Kyei, 2015. "On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects," Working Papers 201508, University of Pretoria, Department of Economics.
• Tsai, I-Chun, 2016. "Wealth effect and investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 111-123.
• Yang, Chunpeng & Zhou, Liyun, 2016. "Individual stock crowded trades, individual stock investor sentiment and excess returns," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 39-53.
• Wu, Jilin, 2016. "A test for changing trends with monotonic power," Economics Letters, Elsevier, vol. 141(C), pages 15-19.
• Chen, Binbin & Liu, Shancun & Zhang, Qiang, 2016. "Can public information promote market stability?," Economics Letters, Elsevier, vol. 143(C), pages 103-106.
• Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016. "Contagion in Eurozone sovereign bond markets? The good, the bad and the ugly," Economics Letters, Elsevier, vol. 143(C), pages 5-8.
  • Thomas Flavin & David Cronin & Lisa Sheenan, 2016. "Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly," Economics, Finance and Accounting Department Working Paper Series n267-16.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
  • Cronin, David & Flavin, Thomas J. & Sheenan, Lisa, 2016. "Contagion in Eurozone Sovereign Bond Markets? The Good, the Bad and the Ugly," Research Technical Papers 03/RT/16, Central Bank of Ireland.
• Gogolin, Fabian & Kearney, Fearghal, 2016. "Does speculation impact what factors determine oil futures prices?," Economics Letters, Elsevier, vol. 144(C), pages 119-122.
• Mallick, Sushanta & Matousek, Roman & Tzeremes, Nickolaos G., 2016. "Financial development and productive inefficiency: A robust conditional directional distance function approach," Economics Letters, Elsevier, vol. 145(C), pages 196-201.
• Kim, Jong-Min & Jung, Hojin, 2016. "Linear time-varying regression with Copula–DCC–GARCH models for volatility," Economics Letters, Elsevier, vol. 145(C), pages 262-265.
• Wu, Jilin, 2016. "Detecting structural changes under nonstationary volatility," Economics Letters, Elsevier, vol. 146(C), pages 151-154.
• Pinter, Julien & Boissel, Charles, 2016. "The Eurozone deposit rates’ puzzle: Choosing the right benchmark," Economics Letters, Elsevier, vol. 148(C), pages 33-36.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01379284, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Documents de travail du Centre d'Economie de la Sorbonne 16053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01388502, HAL.
• Jang, Woon Wook & Eom, Young Ho & Kang, Yong Joo, 2016. "Corporate bond pricing model with stochastically volatile firm value process," Economics Letters, Elsevier, vol. 148(C), pages 41-44.
• He, Jing & Chen, Song Xi, 2016. "Testing super-diagonal structure in high dimensional covariance matrices," Journal of Econometrics, Elsevier, vol. 194(2), pages 283-297.
• Song, Joonhyuk & Ryu, Doojin, 2016. "Credit cycle and balancing the capital gap: Evidence from Korea," Economic Systems, Elsevier, vol. 40(4), pages 595-611.
• Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2016. "The extent and cyclicality of career changes: Evidence for the U.K," European Economic Review, Elsevier, vol. 84(C), pages 18-41.
  • Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the U.K," IZA Discussion Papers 8430, Institute of Labor Economics (IZA).
  • Carillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the UK," SIRE Discussion Papers 2015-40, Scottish Institute for Research in Economics (SIRE).
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015. "The Extent and Cyclicality of Career Changes: Evidence for the U.K.," Working Papers 2015-43, Peruvian Economic Association.
  • Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2015. "The Extent and Cyclicality of Career Changes: Evidence for the UK," SIRE Discussion Papers 2015-52, Scottish Institute for Research in Economics (SIRE).
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2014. "The Extent and Cyclicality of Career Changes: Evidence for the U.K," Working Paper Series 2014-21, Federal Reserve Bank of San Francisco, revised 27 Aug 2014.
  • Carlos Carrillo-Tudela & Bart Hobijn & Powen She & Ludo Visschers, 2015. "The Extent and Cyclicality of Career Changes: Evidence for the UK," ESE Discussion Papers 258, Edinburgh School of Economics, University of Edinburgh.
• Cui, Wei, 2016. "Monetary–fiscal interactions with endogenous liquidity frictions," European Economic Review, Elsevier, vol. 87(C), pages 1-25.
• Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016. "How do experts forecast sovereign spreads?," European Economic Review, Elsevier, vol. 87(C), pages 216-235.
  • Jacopo Cimadomo & Peter Claeys & Marcos Poplawski Ribeiro, 2016. "How do Experts Forecast Sovereign Spreads?," IMF Working Papers 16/100, International Monetary Fund.
• Webb, Robert I. & Ryu, Doojin & Ryu, Doowon & Han, Joongho, 2016. "The price impact of futures trades and their intraday seasonality," Emerging Markets Review, Elsevier, vol. 26(C), pages 80-98.
• Auer, Benjamin R., 2016. "On time-varying predictability of emerging stock market returns," Emerging Markets Review, Elsevier, vol. 27(C), pages 1-13.
• Fakhfekh, Mohamed & Hachicha, Nejib & Jawadi, Fredj & Selmi, Nadhem & Idi Cheffou, Abdoulkarim, 2016. "Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach," Emerging Markets Review, Elsevier, vol. 27(C), pages 84-99.
• Karagiannidis, Iordanis & Vozlyublennaia, Nadia, 2016. "Limits to mutual funds' ability to rely on mean/variance optimization," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 282-292.
• Hu, Shing-yang & Lin, Yueh-Hsiang & Lai, Christine W., 2016. "The effect of overvaluation on investment and accruals: The role of information," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 181-201.
• Kim, Gi H. & Li, Haitao & Zhang, Weina, 2016. "CDS-bond basis and bond return predictability," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 307-337.
• Smales, Lee A., 2016. "News sentiment and bank credit risk," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 37-61.
• Qadan, Mahmoud & Kliger, Doron, 2016. "The short trading day anomaly," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 62-80.
• Tsvetanov, Daniel & Coakley, Jerry & Kellard, Neil, 2016. "Bubbling over! The behaviour of oil futures along the yield curve," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 516-533.
• Lee, Ji Hyung & Phillips, Peter C.B., 2016. "Asset pricing with financial bubble risk," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 590-622.
• Linton, Oliver & Smetanina, Ekaterina, 2016. "Testing the martingale hypothesis for gross returns," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 664-689.
• Ghosh, Sajal & Kanjilal, Kakali, 2016. "Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests," Energy Economics, Elsevier, vol. 53(C), pages 111-117.
• Shalini, Velappan & Prasanna, Krishna, 2016. "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, vol. 53(C), pages 40-57.
• Kyrtsou, Catherine & Mikropoulou, Christina & Papana, Angeliki, 2016. "Does the S&P500 index lead the crude oil dynamics? A complexity-based approach," Energy Economics, Elsevier, vol. 56(C), pages 239-246.
• 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, vol. 43(C), pages 1-14.
• 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, vol. 44(C), pages 111-122.
• Ghadhab, Imen & Hellara, Slaheddine, 2016. "Price discovery of cross-listed firms," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 177-188.
• Boako, Gideon & Alagidede, Paul, 2016. "Global commodities and African stocks: A ‘market of one?’," International Review of Financial Analysis, Elsevier, vol. 44(C), pages 226-237.
• Vo, Xuan Vinh, 2016. "Does institutional ownership increase stock return volatility? Evidence from Vietnam," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 54-61.
• Lambe, Brendan J., 2016. "An unreliable canary: Insider trading, the cash flow hypothesis and the financial crisis," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 151-158.
• Manahov, Viktor, 2016. "A note on the relationship between high-frequency trading and latency arbitrage," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 281-296.
• 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, vol. 47(C), pages 86-98.
• Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios, 2016. "Does investor sentiment really matter?," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 221-232.
• 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, vol. 48(C), pages 233-246.
• 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, vol. 48(C), pages 282-291.
• Smimou, K. & Khallouli, W., 2016. "On the intensity of liquidity spillovers in the Eurozone," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 388-405.
• Byström, Hans, 2016. "Credit-implied forward volatility and volatility expectations," Finance Research Letters, Elsevier, vol. 16(C), pages 132-138.
  • Byström, Hans, 2015. "Credit-Implied Forward Volatility and Volatility Expectations," Working Papers 2015:34, Lund University, Department of Economics.
• Park, Heungju & Sohn, Bumjean, 2016. "Long-term perspective on the stock market matters in asset pricing," Finance Research Letters, Elsevier, vol. 16(C), pages 162-170.
• Carr, Peter & Worah, Pratik, 2016. "Optimal rates from eigenvalues," Finance Research Letters, Elsevier, vol. 16(C), pages 230-238.
• Kleine, Jens & Wagner, Niklas & Weller, Tim, 2016. "Openness endangers your wealth: Noise trading and the big five," Finance Research Letters, Elsevier, vol. 16(C), pages 239-247.
• Guo, Biao & Xiao, Yugu, 2016. "A note on why doesn't the choice of performance measure matter?," Finance Research Letters, Elsevier, vol. 16(C), pages 248-254.
• 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, vol. 16(C), pages 255-267.
• de Paulo, Wanderlei Lima & de Oliveira, Estela Mara & do Valle Costa, Oswaldo Luiz, 2016. "Enhanced index tracking optimal portfolio selection," Finance Research Letters, Elsevier, vol. 16(C), pages 93-102.
• Madan, Dilip B. & Wang, King, 2016. "Nonrandom price movements," Finance Research Letters, Elsevier, vol. 17(C), pages 103-109.
• Smales, L.A., 2016. "Risk-on/Risk-off: Financial market response to investor fear," Finance Research Letters, Elsevier, vol. 17(C), pages 125-134.
• Gurdgiev, Constantin & Harte, Gerard, 2016. "Tsallis entropy: Do the market size and liquidity matter?," Finance Research Letters, Elsevier, vol. 17(C), pages 151-157.
• 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, vol. 17(C), pages 186-192.
• Grobys, Klaus & Haga, Jesper, 2016. "Identifying portfolio-based systematic risk factors in equity markets," Finance Research Letters, Elsevier, vol. 17(C), pages 88-92.
• Alkhareif, Ryadh, 2016. "Are there significant premiums in the Saudi stock market?," Finance Research Letters, Elsevier, vol. 18(C), pages 108-115.
• Kayacetin, Volkan & Lekpek, Senad, 2016. "Turn-of-the-month effect: New evidence from an emerging stock market," Finance Research Letters, Elsevier, vol. 18(C), pages 142-157.
• Bekiros, Stelios & Gupta, Rangan & Majumdar, Anandamayee, 2016. "Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 291-296.
  • Stelios Bekiros & Rangan Gupta & Anandamayee Majumdar, 2015. "Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis," Working Papers 201545, University of Pretoria, Department of Economics.
• 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, vol. 18(C), pages 306-310.
• Boako, Gideon & Alagidede, Paul, 2016. "African stock markets convergence: Regional and global analysis," Finance Research Letters, Elsevier, vol. 18(C), pages 317-321.
• Economou, Fotini & Katsikas, Epameinondas & Vickers, Gregory, 2016. "Testing for herding in the Athens Stock Exchange during the crisis period," Finance Research Letters, Elsevier, vol. 18(C), pages 334-341.
• Banerjee, Suman & Humphery-Jenner, Mark, 2016. "Directors’ duties of care and the value of auditing," Finance Research Letters, Elsevier, vol. 19(C), pages 1-14.
• 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, vol. 19(C), pages 130-138.
• 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, vol. 19(C), pages 217-221.
• Chen, Haiwei, 2016. "A Tobin tax only on sellers," Finance Research Letters, Elsevier, vol. 19(C), pages 83-89.
• Hao, (Grace) Qing, 2016. "Is there information leakage prior to share repurchase announcements? Evidence from daily options trading," Journal of Financial Markets, Elsevier, vol. 27(C), pages 79-101.
• Lasser, Dennis J. & Spizman, Joshua D., 2016. "The value of the wildcard option in cash-settled American index options," Journal of Financial Markets, Elsevier, vol. 28(C), pages 116-131.
• Broman, Markus S., 2016. "Liquidity, style investing and excess comovement of exchange-traded fund returns," Journal of Financial Markets, Elsevier, vol. 30(C), pages 27-53.
• Benos, Evangelos & Sagade, Satchit, 2016. "Price discovery and the cross-section of high-frequency trading," Journal of Financial Markets, Elsevier, vol. 30(C), pages 54-77.
• Rydqvist, Kristian & Wu, Mark, 2016. "Pre-auction inventory and bidding behavior: Evidence from Canadian Treasury auctions," Journal of Financial Markets, Elsevier, vol. 30(C), pages 78-102.
• Daskalaki, Charoula & Skiadopoulos, George, 2016. "The effects of margin changes on commodity futures markets," Journal of Financial Stability, Elsevier, vol. 22(C), pages 129-152.
  • Charoula Daskalaki & George Skiadopoulos, 2014. "The Effects of Margin Changes on Commodity Futures Markets," Working Papers 736, Queen Mary University of London, School of Economics and Finance.
  • Charoula Daskalaki & George Skiadopoulos, 2014. "The Effects of Margin Changes on Commodity Futures Markets," Working Papers 736, Queen Mary University of London, School of Economics and Finance.
• Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016. "Model risk of risk models," Journal of Financial Stability, Elsevier, vol. 23(C), pages 79-91.
  • Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2014. "Model risk of risk models," LSE Research Online Documents on Economics 59296, London School of Economics and Political Science, LSE Library.
  • Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016. "Model risk of risk models," LSE Research Online Documents on Economics 66365, London School of Economics and Political Science, LSE Library.
  • Jon Danielsson & Kevin James & Marcela Valenzuela & Ilknur Zer, 2014. "Model Risk of Risk Models," Finance and Economics Discussion Series 2014-34, Board of Governors of the Federal Reserve System (U.S.), revised 16 Apr 2014.
• 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, vol. 27(C), pages 74-94.
• Slim, Skander & Dahmene, Meriam, 2016. "Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks," Global Finance Journal, Elsevier, vol. 29(C), pages 70-84.
• Knispel, Thomas & Laeven, Roger J.A. & Svindland, Gregor, 2016. "Robust optimal risk sharing and risk premia in expanding pools," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 182-195.
  • Thomas Knispel & Roger J. A. Laeven & Gregor Svindland, 2016. "Robust Optimal Risk Sharing and Risk Premia in Expanding Pools," Papers 1601.06979, arXiv.org.
• Biagini, Francesca & Zhang, Yinglin, 2016. "Polynomial diffusion models for life insurance liabilities," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 114-129.
• Byström, Hans, 2016. "Language, news and volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 42(C), pages 139-154.
  • Byström, Hans, 2014. "Language, News and Volatility," Working Papers 2014:41, Lund University, Department of Economics.
• García Lara, Juan Manuel & García Osma, Beatriz & Penalva, Fernando, 2016. "Accounting conservatism and firm investment efficiency," Journal of Accounting and Economics, Elsevier, vol. 61(1), pages 221-238.
• Zuo, Luo, 2016. "The informational feedback effect of stock prices on management forecasts," Journal of Accounting and Economics, Elsevier, vol. 61(2), pages 391-413.
• 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, vol. 62(1), pages 139-156.
• Tobias Adrian & Emanuel Moench & Hyun Song Shin, 2013. "Dynamic Leverage Asset Pricing," Staff Reports 625, Federal Reserve Bank of New York, revised 01 Dec 2014.
  • Adrian, Tobias & Moench, Emanuel & Shin, Hyun Song, 2016. "Dynamic Leverage Asset Pricing," CEPR Discussion Papers 11466, C.E.P.R. Discussion Papers.
• Malamud, Semyon, 2016. "A Dynamic Equilibrium Model of ETFs," CEPR Discussion Papers 11469, C.E.P.R. Discussion Papers.
• Albuquerque de Sousa, J.A. & Beck, T. & van Bergeijk, P.A.G. & van Dijk, M.A., 2016. "Nascent markets: Understanding the success and failure of new stock markets," ISS Working Papers - General Series 623, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
  • Albuquerque de Sousa, Jose & Beck, Thorsten & van Bergeijk, Peter & Van Dijk, Mathijs A, 2016. "Nascent markets: Understanding the success and failure of new stock markets," CEPR Discussion Papers 11604, C.E.P.R. Discussion Papers.
• Ian W. R. Martin & Christian Wagner, 2019. "What Is the Expected Return on a Stock?," Journal of Finance, American Finance Association, vol. 74(4), pages 1887-1929, August.
  • Martin, Ian & Wagner, Christian, 2016. "What is the Expected Return on a Stock?," CEPR Discussion Papers 11608, C.E.P.R. Discussion Papers.
  • Christian Wagner & Ian Martin, 2017. "What Is the Expected Return on a Stock?," 2017 Meeting Papers 146, Society for Economic Dynamics.
• Cespa, Giovanni & Colla, Paolo, 2016. "Market Fragmentation, Dissimulation, and the Disclosure of Insider Trades," CEPR Discussion Papers 11690, C.E.P.R. Discussion Papers.
• Cespa, Giovanni & Vives, Xavier, 2016. "High Frequency Trading and Fragility," CEPR Discussion Papers 11732, C.E.P.R. Discussion Papers.
  • Cespa, Giovanni & Vives, Xavier, 2017. "High Frequency Trading and Fragility," IESE Research Papers D/1161, IESE Business School.
  • Cespa, Giovanni & Vives, Xavier, 2017. "High frequency trading and fragility," Working Paper Series 2020, European Central Bank.
• Bohl, Martin T. & Reher, Gerrit & Wilfling, Bernd, 2016. "Short selling constraints and stock returns volatility: Empirical evidence from the German stock market," Economic Modelling, Elsevier, vol. 58(C), pages 159-166.
  • Martin T. Bohl & Gerrit Reher & Bernd Wilfling, 2016. "Short selling constraints and stock returns volatility: empirical evidence from the German stock market," CQE Working Papers 4516, Center for Quantitative Economics (CQE), University of Muenster.
• Mathurin FOUNANOU & Zaka RATSIMALAHELO, 2016. "Regulation of Microfinance Institutions in Developing countries: an incentives theory approach," Working Papers 2016-03, CRESE.
• Michael Doumpos & Chrysovalantis Gaganis & Fotios Pasiouras, 2016. "Bank Diversification and Overall Financial Strength: International Evidence," Working Papers 1602, University of Crete, Department of Economics.
• Chrysovalantis Gaganis, 2016. "Assessing the overall performance of microfinance institutions," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 7(1), pages 52-83.
  • Chrysovalantis Gaganis, 2016. "Assessing the Overall Performance of Microfinance Institutions," Working Papers 1603, University of Crete, Department of Economics.
• Pedro V. Piffaut & Damià Rey Miró, 2016. "Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 39(111), pages 138-147, Septiembr.
• Chordia, Tarun & Goyal, Amit & Jegadeesh, Narasimhan, 2016. "Buyers versus Sellers: Who Initiates Trades, and When?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(5), pages 1467-1490, October.
  • Tarun CHORDIA & Amit GOYAL & Narasimhan JEGADEESH, 2011. "Buyers Versus Sellers: Who Initiates Trades And When?," Swiss Finance Institute Research Paper Series 11-43, Swiss Finance Institute.
• Csóka, P. & Herings, P.J.J., 2016. "Decentralized clearing in financial networks," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
  • Csóka, Péter & Herings, Jean-Jacques P., 2016. "Decentralized Clearing in Financial Networks," Corvinus Economics Working Papers (CEWP) 2016/14, Corvinus University of Budapest.
  • Peter Csoka & P. Jean-Jacques Herings, 2016. "Decentralized Clearing in Financial Networks," IEHAS Discussion Papers 1603, Institute of Economics, Centre for Economic and Regional Studies.
• Xiaohong Chen & Oliver Linton & Stefan Schneeberger, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cambridge Working Papers in Economics 1620, Faculty of Economics, University of Cambridge.
  • Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," Cowles Foundation Discussion Papers 2033, Cowles Foundation for Research in Economics, Yale University.
  • Xiaohong Chen & Oliver Linton & Stefan Schneeberger & Yanping Yi, 2016. "Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model," CeMMAP working papers CWP12/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
• Virgil DAMIAN & Cosmin – Octavian CEPOI, 2016. "Volatility Estimators With High-Frequency Data From Bucharest Stock Exchange," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(3), pages 247-264.
• Rafał SIEDLECKI & Daniel PAPLA, 2016. "Conditional Correlation Coefficient As A Tool For Analysis Of Contagion In Financial Markets And Real Economy Indexes Based On The Synthetic Ratio," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, vol. 50(4), pages 287-299.
• Jesus Ancizar Gomez Daza & Luis Ferruz Agudo, 2016. "Are pension funds determinants of financial market stability? A dynamic analysis of OECD countries," Working Papers 20, Faculty of Economics and Management, Pontificia Universidad Javeriana Cali.
• Podstawski, Maximilian & Velinov, Anton, 2018. "The state dependent impact of bank exposure on sovereign risk," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 63-75.
  • Maximilian Podstawski & Anton Velinov, 2016. "The State Dependent Impact of Bank Exposure on Sovereign Risk," Discussion Papers of DIW Berlin 1550, DIW Berlin, German Institute for Economic Research.
• Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2019. "Effective Macroprudential Policy: Cross‐Sector Substitution from Price and Quantity Measures," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(5), pages 1209-1235, August.
  • Janko Cizel & Jon Frost & Aerdt G. F. J. Houben & Peter Wierts, 2016. "Effective Macroprudential Policy; Cross-Sector Substitution from Price and Quantity Measures," IMF Working Papers 16/94, International Monetary Fund.
  • Janko Cizel & Jon Frost & Aerdt Houben & Peter Wierts, 2016. "Effective macroprudential policy: Cross-sector substitution from price and quantity measures," DNB Working Papers 498, Netherlands Central Bank, Research Department.
• Carl Grekou, 2016. "Does the exchange rate regime shape currency misalignments in emerging and developing countries?," EconomiX Working Papers 2016-26, University of Paris Nanterre, EconomiX.
• Lauren Stagnol, 2016. "The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread," EconomiX Working Papers 2016-27, University of Paris Nanterre, EconomiX.
• Kariv, Shachar & Kotowski, Maciej H. & Leister, C. Matthew, 2018. "Liquidity risk in sequential trading networks," Games and Economic Behavior, Elsevier, vol. 109(C), pages 565-581.
  • Kariv, Shachar & Kotowski, Maciej H. & Leister, C. Matthew, 2016. "Liquidity Risk in Sequential Trading Networks," Working Paper Series 16-039, Harvard University, John F. Kennedy School of Government.
• Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2016. "Why Does Idiosyncratic Risk Increase with Market Risk?," NBER Working Papers 22492, National Bureau of Economic Research, Inc.
  • Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2016. "Why Does Idiosyncratic Risk Increase with Market Risk?," Working Paper Series 2016-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Bartram, Söhnke M. & Brown, Gregory W. & Stulz, René M., 2016. "Why does idiosyncratic risk increase with market risk?," CFS Working Paper Series 533, Center for Financial Studies (CFS).
  • Söhnke M. Bartram & Gregory Brown & René M. Stulz, 2017. "Why Does Idiosyncratic Risk Increase with Market Risk?," CESifo Working Paper Series 6560, CESifo Group Munich.
• Hou, Kewei & Kim, Sehoon & Werner, Ingrid M., 2016. "(Priced) Frictions," Working Paper Series 2016-19, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Lee, Charles M.C. & So, Eric C., 2017. "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, vol. 124(2), pages 331-348.
  • Lee, Charles M. C. & So, Eric C., 2016. "Uncovering Expected Returns: Information in Analyst Coverage Proxies," Research Papers 3367, Stanford University, Graduate School of Business.
• Melody Nyangara & Davis Nyangara & Godfrey Ndlovu & Takawira Tyavambiza, 2016. "An Empirical Test of the Validity of the Capital Asset Pricing Model on the Zimbabwe Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 365-379.
• Omar Durrah & Abdul Aziz Abdul Rahman & Syed Ahsan Jamil & Nour Aldeen Ghafeer, 2016. "Exploring the Relationship between Liquidity Ratios and Indicators of Financial Performance: An Analytical Study on Food Industrial Companies Listed in Amman Bursa," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 435-441.
• Faisal Khan & Saif-Ur-Rehman Khan & Hashim Khan, 2016. "Pricing of Risk, Various Volatility Dynamics and Macroeconomic Exposure of Firm Returns: New Evidence on Age Effect," International Journal of Economics and Financial Issues, Econjournals, vol. 6(2), pages 551-561.
• Mohammad Tayeh, 2016. "Commonality in Liquidity in the Context of Different Trading Systems: Evidence from an Emerging Market," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1344-1353.
• Charles O. Manasseh & Chukwuka Kenneth Ozuzu & Jonathan E. Ogbuabor, 2016. "Semi Strong Form Efficiency Test of the Nigerian Stock Market: Evidence from Event Study Analysis of Bonus Issues," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1474-1490.
• Charles O. Manasseh & Ambrose N. Omeje, 2016. "Application of Generalized Autoregressive Conditional Heteroschedasticity Model on Inflation and Share Price Movement in Nigeria," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1491-1501.
• Modebe Nwanneka Judith & Ezeaku Hillary Chijindu, 2016. "Relationship between Financial Development and Economic Growth in Nigeria: A Triangulation Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1842-1850.
• Azam Mohammadzadeh & Mohammad Nabi Shahiki Tash & Reza Roshan, 2016. "Investigating and Comparing Some Consumption-based Asset Pricing Models: The Case of Iran," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1884-1894.
• Faisal Faisal & Peshraw Majid Muhamad & Turgut Tursoy, 2016. "Impact of Economic Growth, Foreign Direct Investment and Financial Development on Stock Prices in China: Empirical Evidence from Time Series Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1998-2006.
• Kim Christensen & Roel Oomen & Roberto Renò, 2016. "The Drift Burst Hypothesis," CREATES Research Papers 2016-28, Department of Economics and Business Economics, Aarhus University.
• Abdelhalim Ammar Gherbi, 2016. "Purification of Shariah: Compliant Stocks: Problems and Solutions التطهير المالي للأسهم المتوافقة مع الشريعة: إشكالات وحلول," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 29(3), pages 57-101, October.
• Simplice Asongu & Jacinta C. Nwachukwu, 2016. "Political Regimes and Stock Market Performance in Africa," Working Papers of the African Governance and Development Institute. 16/012, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2016. "Political Regimes and Stock Market Performance in Africa," Research Africa Network Working Papers 16/012, Research Africa Network (RAN).
  • Asongu, Simplice & Nwachukwu, Jacinta C., 2016. "Political Regimes and Stock Market Performance in Africa," MPRA Paper 73686, University Library of Munich, Germany.
• Albert S. Kyle & Anna Obizhaeva & Tugkan Tuzun, 2016. "Microstructure Invariance in U.S. Stock Market Trades," Working Papers w0230, New Economic School (NES).
• Bernard Njindan Iyke & Theodore O. Antwi-Asare & Augustine F. Gockel & Emmanuel Nii Abbey, 2016. "The Linkages Between Financial Deepening, Trade Openness, and Economic Growth in the West African Economic and Monetary Union (WAEMU)," The African Finance Journal, Africagrowth Institute, vol. 18(2), pages 93-116.
• Asongu, Simplice & Nwachukwu, Jacinta C., 2016. "Political Regimes and Stock Market Performance in Africa," MPRA Paper 73686, University Library of Munich, Germany.
  • Simplice Asongu & Jacinta C. Nwachukwu, 2016. "Political Regimes and Stock Market Performance in Africa," Working Papers of the African Governance and Development Institute. 16/012, African Governance and Development Institute..
  • Simplice A. Asongu & Jacinta C. Nwachukwu, 2016. "Political Regimes and Stock Market Performance in Africa," Research Africa Network Working Papers 16/012, Research Africa Network (RAN).
• Chen, Sihong & Wu, Ximing, 2016. "Comovements and Volatility Spillover in Commodity Markets," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235686, Agricultural and Applied Economics Association.
• Adamowicz, Mieczyslaw, 2016. "Review Of The Book Entitled “The Euro Zone. Between Scepticism And Realism” By Ryszard Kata, Magdalena Cyrek, Małgorzata Wosiek, Tomasz Potocki And Władysława Jastrzębska, Cedewu, Warszawa 2015, Pp. 2," Economic and Regional Studies (Studia Ekonomiczne i Regionalne), Pope John Paul II State School of Higher Education in Biala Podlaska, vol. 9(3), July.
• Ioana Anghel & Mariana Man, 2016. "Stock Performance Analysis Of Listed Entities At The Bucharest Stock Exchange. Case Study On The Energy And Related Utilities Sector Companies," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(44), pages 147-159.
• Lauren?iu Radu, 2016. "The importance and role of International financial andmonetary system architecture in global economy," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 1(44), pages 322-326.
• Dumitru Beldiman & Sebastian George Perpelea, 2016. "European Funds: The Involvement of Banks, Where To?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(18), pages 141-149, November.
• Iulia-Oana Stefan, 2016. "Study on the Stock Market Evolution of Companies Listed on Bucharest Stock Exchange," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, vol. 1(18), pages 94-102, November.
• Rui Xue, 2016. "Study of the Contagion Mechanism for Opening Risk of Emerging Equity Markets in BRICS Countries: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 15(1), pages 154-159, March.
• Hossein Rad, 2016. "Pairs Trading and Market Efficiency Using an Adaptive Market Hypothesis Framework: A Pitch," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, vol. 15(1), pages 178-185, March.
• Adam Marszk, 2016. "Impact of Innovative Financial Products on Financial Systems: Exchange Traded Products and the Polish Financial System," International Economics, University of Lodz, Faculty of Economics and Sociology, issue 14, pages 114-132, June.
• Albert J. Menkveld, 2016. "The Economics of High-Frequency Trading: Taking Stock," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 1-24, October.
• S.P. Kothari & Eric So & Rodrigo Verdi, 2016. "Analysts’ Forecasts and Asset Pricing: A Survey," Annual Review of Financial Economics, Annual Reviews, vol. 8(1), pages 197-219, October.
• Saki Bigio, 2013. "Financial Frictions in Production Networks," 2013 Meeting Papers 121, Society for Economic Dynamics.
  • Saki Bigio & Jennifer La’O, 2016. "Financial Frictions in Production Networks," Working Papers 2016-67, Peruvian Economic Association.
• Knispel, Thomas & Laeven, Roger J.A. & Svindland, Gregor, 2016. "Robust optimal risk sharing and risk premia in expanding pools," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 182-195.
  • Thomas Knispel & Roger J. A. Laeven & Gregor Svindland, 2016. "Robust Optimal Risk Sharing and Risk Premia in Expanding Pools," Papers 1601.06979, arXiv.org.
• Křehlík, Tomáš & Baruník, Jozef, 2017. "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Energy Economics, Elsevier, vol. 65(C), pages 208-218.
  • Tomas Krehlik & Jozef Barunik, 2016. "Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets," Papers 1603.07020, arXiv.org, revised Jan 2017.
• Eckhard Platen & David Taylor, 2016. "Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts," Research Paper Series 379, Quantitative Finance Research Centre, University of Technology, Sydney.
  • Eckhard Platen & David Taylor, 2016. "Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts," Papers 1610.09875, arXiv.org.
• Yurii Gudz & Tetyana Zadnipranna, 2016. "Research Methodology Fundamentals Of The Ukrainian Processing And Manufacturing Enterprises Economic Potential," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(1).
• Vitaliy Semenyuk, 2016. "Pragmatics Of Using A Modified Capm Model For Estimating Cost Of Equity On Emerging Markets," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(2).
• Iryna Didenko & Serhii Bohma, 2016. "Research Of Competition In Deposit Market Of Ukraine Based On The Panzar-Rosse Model," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", vol. 2(2).
• Fabio Scacciavillani, 2016. "The risk of pro-cyclicality," BANCARIA, Bancaria Editrice, vol. 11, pages 88-90, November.
• Matt Davison & Darrell Leadbetter & Bin Lu & Jane Voll, 2016. "Are Counterparty Arrangements in Reinsurance a Threat to Financial Stability?," Staff Working Papers 16-39, Bank of Canada.
• Cameron MacDonald & Maarten van Oordt & Robin Scott, 2016. "Implementing Market-Based Indicators to Monitor Vulnerabilities of Financial Institutions," Staff Analytical Notes 16-5, Bank of Canada.
• Wagner Piazza Gaglianone & Waldyr Dutra Areosa, 2016. "Financial Conditions Indicators for Brazil," Working Papers Series 435, Central Bank of Brazil, Research Department.
  • Gaglianone, Wagner Piazza & Dutra Areosa, Waldyr, 2017. "Financial Conditions Indicator for Brazil," IDB Publications (Working Papers) 8488, Inter-American Development Bank.
• Ozge KORKMAZ & Deniz ERER & Elif ERER, 2016. "Do the Bubbles in Alternative Financial Instruments Affect the Turkish Stock Market? An Application to BIST100," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 10(2), pages 29-61.
• Carmen Broto & Matías Lamas, 2016. "Measuring market liquidity in us fixed income markets: a new synthetic indicator," Working Papers 1608, Banco de España;Working Papers Homepage.
• Borsi, Mihály Tamás, 2018. "Credit contractions and unemployment," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 573-593.
  • Mihály Tamás Borsi, 2016. "Credit contractions and unemployment," Working Papers 1617, Banco de España;Working Papers Homepage.
• Borsi, Mihály Tamás, 2018. "Fiscal multipliers across the credit cycle," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 135-151.
  • Mihály Tamás Borsi, 2016. "Fiscal multipliers across the credit cycle," Working Papers 1618, Banco de España;Working Papers Homepage.
• Valerio Della Corte & Stefano Federico, 2016. "Foreign holders of Italian government debt securities: new evidence," Questioni di Economia e Finanza (Occasional Papers) 363, Bank of Italy, Economic Research and International Relations Area.
• Benavides Guillermo, 2016. "Exchange Rate Risk Premium: An Analysis of its Determinants for the Mexican Peso-USD," Working Papers 2016-11, Banco de México.
• Cañón Salazar Carlos Iván;Gallón Santiago;Olivar Santiago, 2016. "Functional Systemic Risk, Complementarities and Early Warnings," Working Papers 2016-12, Banco de México.
• Luis Melo Velandia & Luis Fernando Melo Velandia, 2019. "Regresión cuantílica dinámica para la medición del valor en riesgo: Una aplicación a datos colombianos," Revista Cuadernos de Economía, Universidad Nacional de Colombia -FCE - CID, vol. 38(76), pages 23-50, January.
  • Daniel Mariño Ustacara & Luis Fernando Melo Velandia, 2016. "Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos," Borradores de Economia 939, Banco de la Republica de Colombia.
• Daniel Mariño-Ustacara & Luis Fernando Melo-Velandia, 2016. "Relación entre los valores en riesgo de los principales mercados financieros colombianos: un enfoque a través de modelos multivariados de regresión cuantílica," Borradores de Economia 975, Banco de la Republica de Colombia.
• Imran Riaz Malik & Attaullah Shah, 2016. "Resumption of Single Stock Futures (SSFs) with Stringent Regulations and their Impact on the Risk Characteristics of the Underlying Stocks," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 8(2), pages 1-22, October.
• Naimat U Khan & Sajjad Khan, 2016. "Weak Form of Efficient Market Hypothesis: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 8(SE), pages 1-18, March.
• Chauvet, Lisa & Jacolin, Luc, 2017. "Financial Inclusion, Bank Concentration, and Firm Performance," World Development, Elsevier, vol. 97(C), pages 1-13.
  • L. Chauvet & L. Jacolin, 2016. "Financial Inclusion, Bank Concentration and Firm Performance," Working papers 615, Banque de France.
  • Lisa Chauvet & Luc Jacolin, 2017. "Financial inclusion, bank concentration, and firm performance," Post-Print hal-02277478, HAL.
• François Ortalo-Magné & Andrea Prat, 2016. "Spatial Asset Pricing: A First Step," Economica, London School of Economics and Political Science, vol. 83(329), pages 130-171, January.
  • Francois Ortalo-Magne & Andrea Prat, 2010. "Spatial Asset Pricing: A First Step," STICERD - Theoretical Economics Paper Series 546, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  • Ortalo-Magné, François & Prat, Andrea, 2010. "Spatial Asset Pricing: A First Step," CEPR Discussion Papers 7842, C.E.P.R. Discussion Papers.
• Thomas Dimpfl & Stephan Jank, 2016. "Can Internet Search Queries Help to Predict Stock Market Volatility?," European Financial Management, European Financial Management Association, vol. 22(2), pages 171-192, March.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can Internet search queries help to predict stock market volatility?," University of Tübingen Working Papers in Business and Economics 18, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics.
  • Dimpfl, Thomas & Jank, Stephan, 2011. "Can internet search queries help to predict stock market volatility?," CFR Working Papers 11-15, University of Cologne, Centre for Financial Research (CFR).
• Thomas Nitschka, 2016. "Is There a Too-Big-to-Fail Discount in Excess Returns on German Banks’ Stocks?," International Finance, Wiley Blackwell, vol. 19(3), pages 292-310, December.
  • Thomas Nitschka, 2015. "Is there a too-big-to-fail discount in excess returns on German banks' stocks?," Working Papers 2015-08, Swiss National Bank.
• Sanjay Banerji & Rajesh S. N. Raj & Kunal Sen, 2016. "Monitoring Costs, Credit Constraints and Entrepreneurship," Manchester School, University of Manchester, vol. 84(5), pages 573-599, September.
  • Banerji, Sanjay & Raj, Rajesh S.N. & Sen, Kunal, 2012. "Monitoring Costs, Credit Constraints and Entrepreneurship," IZA Discussion Papers 6594, Institute of Labor Economics (IZA).
• Sourafel Girma & Sandra Lancheros & Alejandro Riaño, 2016. "Global Engagement and Returns Volatility," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 78(6), pages 814-833, December.
  • Sourafel Girma & Sandra Lancheros & Alejandro Riano, 2015. "Global Engagement and Returns Volatility," Discussion Papers 2015/12, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
• Berger, Dave & Pukthuanthong, Kuntara, 2016. "Fragility, stress, and market returns," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 152-163.
• 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, vol. 62(C), pages 191-212.
• Caglio, Cecilia & Mayhew, Stewart, 2016. "Equity trading and the allocation of market data revenue," Journal of Banking & Finance, Elsevier, vol. 62(C), pages 97-111.
• Norden, Lars & Roosenboom, Peter & Wang, Teng, 2016. "The effects of corporate bond granularity," Journal of Banking & Finance, Elsevier, vol. 63(C), pages 25-34.
• Hoffmann, Peter, 2016. "Adverse selection, market access, and inter-market competition," Journal of Banking & Finance, Elsevier, vol. 65(C), pages 108-119.
• 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, vol. 66(C), pages 89-101.
• Malik, Sheheryar & Meldrum, Andrew, 2016. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Journal of Banking & Finance, Elsevier, vol. 67(C), pages 85-102.
  • Malik, Sheheryar & Meldrum, Andrew, 2014. "Evaluating the robustness of UK term structure decompositions using linear regression methods," Bank of England working papers 518, Bank of England.
• Garvey, Ryan & Huang, Tao & Wu, Fei, 2016. "Why do traders choose dark markets?," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 12-28.
• Chacko, George & Das, Sanjiv & Fan, Rong, 2016. "An index-based measure of liquidity," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 162-178.
• 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, vol. 72(C), pages 151-174.
• Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale, 2016. "Credible reforms and stock return volatility: Evidence from privatization," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 99-120.
• 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, vol. 72(S), pages 119-131.
• Kim, Gi H., 2016. "Credit derivatives as a commitment device: Evidence from the cost of corporate debt," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 67-83.
• Kaplanski, Guy & Levy, Haim & Veld, Chris & Veld-Merkoulova, Yulia, 2016. "Past returns and the perceived Sharpe ratio," Journal of Economic Behavior & Organization, Elsevier, vol. 123(C), pages 149-167.
• Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Tsalavoutas, Ioannis, 2016. "Investor mood, herding and the Ramadan effect," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 23-38.
• Hillert, Alexander & Maug, Ernst & Obernberger, Stefan, 2016. "Stock repurchases and liquidity," Journal of Financial Economics, Elsevier, vol. 119(1), pages 186-209.
• Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.
  • Stefano Giglio & Bryan T. Kelly & Seth Pruitt, 2015. "Systemic Risk and the Macroeconomy: An Empirical Evaluation," NBER Working Papers 20963, National Bureau of Economic Research, Inc.
• Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2016. "Common trends in global volatility," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 194-214.
• Gu, Xian & Kowalewski, Oskar, 2016. "Creditor rights and the corporate bond market," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 215-238.
  • Gu, Xian & Kowalewski, Oskar, 2015. "Creditor rights and corporate bond market," MPRA Paper 67022, University Library of Munich, Germany.
• Charlot, Philippe & Darné, Olivier & Moussa, Zakaria, 2016. "Commodity returns co-movements: Fundamentals or “style” effect?," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 130-160.
  • Philippe Charlot & Olivier Darné & Zakaria Moussa, 2014. "Commodity returns co-movements: Fundamentals or "style" effect?," Working Papers hal-01093631, HAL.
• Takino, Kazuhiro, 2016. "An equilibrium model for the OTC derivatives market with a collateral agreement," Journal of Commodity Markets, Elsevier, vol. 4(1), pages 41-55.
• Stakić, Nikola & Jovancai, Ana & Kapor, Predrag, 2016. "The efficiency of the stock market in Serbia," Journal of Policy Modeling, Elsevier, vol. 38(1), pages 156-165.
• Abid, Fathi & Bahloul, Slah & Mroua, Mourad, 2016. "Financial development and economic growth in MENA countries," Journal of Policy Modeling, Elsevier, vol. 38(6), pages 1099-1117.
• Reboredo, Juan C. & Ugolini, Andrea, 2016. "The impact of downward/upward oil price movements on metal prices," Resources Policy, Elsevier, vol. 49(C), pages 129-141.
• Singhal, Shelly & Ghosh, Sajal, 2016. "Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models," Resources Policy, Elsevier, vol. 50(C), pages 276-288.
• Linnenluecke, Martina K. & Chen, Xiaoyan & Ling, Xin & Smith, Tom & Zhu, Yushu, 2016. "Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda," Pacific-Basin Finance Journal, Elsevier, vol. 36(C), pages 66-76.
• Gerlach, Jeffrey R. & Yook, Youngsuk, 2016. "Political conflict and foreign portfolio investment: Evidence from North Korean attacks," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 178-196.
• Smales, Lee A., 2016. "Order aggressiveness of different broker-types in response to monetary policy news," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 367-383.
• Sharma, Prateek & Vipul,, 2016. "Forecasting stock market volatility using Realized GARCH model: International evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 222-230.
• Arnold, Eva A. & Größl, Ingrid & Koziol, Philipp, 2016. "Market discipline across bank governance models: Empirical evidence from German depositors," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 126-138.
  • Arnold, Eva A. & Größl, Ingrid & Koziol, Philipp, 2015. "Market discipline across bank governance models: Empirical evidence from German depositors," Discussion Papers 13/2015, Deutsche Bundesbank.
  • Eva A. Arnold & Ingrid Größl & Philipp Koziol, 2015. "Market Discipline Across Bank Governance Models. Empirical Evidence from German Depositors," Macroeconomics and Finance Series 201502, University of Hamburg, Department of Socioeconomics.
• Auer, Benjamin R. & Hoffmann, Andreas, 2016. "Do carry trade returns show signs of long memory?," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 201-208.
• Kiesel, Florian & Kolaric, Sascha & Schiereck, Dirk, 2016. "Market integration and efficiency of CDS and equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 209-229.
• Le, Van & Zurbruegg, Ralf, 2016. "The impact of short sale restrictions on informed trading in the stock and options markets," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 262-273.
• Atilgan, Yigit & Demirtas, K. Ozgur & Simsek, Koray D., 2016. "Derivative markets in emerging economies: A survey," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 88-102.
• Feng, Shih-Ping & Hung, Mao-Wei & Wang, Yaw-Huei, 2016. "The importance of stock liquidity on option pricing," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 457-467.
• Chung, Kee H. & Park, Seongkyu “Gilbert” & Ryu, Doojin, 2016. "Trade duration, informed trading, and option moneyness," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 395-411.
• Liu, Hsiang-Hsi & Chuang, Wen-I & Huang, Jih-Jeng & Chen, Yu-Hao, 2016. "The overconfident trading behavior of individual versus institutional investors," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 518-539.
• Smales, Lee A., 2016. "Trading behavior in S&P 500 index futures," Review of Financial Economics, Elsevier, vol. 28(C), pages 46-55.
• Atanasov, Victoria, 2016. "Conditional interest rate risk and the cross-section of excess stock returns," Review of Financial Economics, Elsevier, vol. 30(C), pages 23-32.
• Li, Bob & Ee, Mong Shan & Rashid, Mamunur, 2016. "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, Elsevier, vol. 31(C), pages 56-63.
• Urquhart, Andrew & Hudson, Robert, 2016. "Investor sentiment and local bias in extreme circumstances: The case of the Blitz," Research in International Business and Finance, Elsevier, vol. 36(C), pages 340-350.
• Drakos, Anastassios A., 2016. "Does the relationship between small and large portfolios’ returns confirm the lead–lag effect? Evidence from the Athens Stock Exchange," Research in International Business and Finance, Elsevier, vol. 36(C), pages 546-561.
• Ben Omrane, Walid & Welch, Robert, 2016. "Tick test accuracy in foreign exchange ECN markets," Research in International Business and Finance, Elsevier, vol. 37(C), pages 135-152.
• Alhassan, Abdul Latif & Biekpe, Nicholas, 2016. "Determinants of life insurance consumption in Africa," Research in International Business and Finance, Elsevier, vol. 37(C), pages 17-27.
• Tissaoui, Kais & Ftiti, Zied, 2016. "Liquidity, liquidity risk, and information flow: Lessons from an emerging market," Research in International Business and Finance, Elsevier, vol. 37(C), pages 28-48.
• Carrazedo, Tiago & Curto, José Dias & Oliveira, Luís, 2016. "The Halloween effect in European sectors," Research in International Business and Finance, Elsevier, vol. 37(C), pages 489-500.
• Chkili, Walid, 2016. "Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, vol. 38(C), pages 22-34.
• Mathias Hoffmann & Iryna Stewen, 2014. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," ECON - Working Papers 183, Department of Economics - University of Zurich.
  • Mathias Hoffmann & Iryna Stewen, 2016. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," CAMA Working Papers 2016-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  • Stewen, Iryna & Hoffmann, Mathias, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112834, Verein für Socialpolitik / German Economic Association.
  • Mathias Hoffmann & Iryna Stewen, 2015. "Holes in the Dike: The Global Savings Glut, U.S. House Prices and the Long Shadow of Banking Deregulation," CESifo Working Paper Series 5332, CESifo Group Munich.
  • Hoffmann, Mathias & Stewen, Iryna, 2015. "Holes in the Dike: the global savings glut, U.S. house prices and the long shadow of banking deregulation," HIT-REFINED Working Paper Series 27, Institute of Economic Research, Hitotsubashi University.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2016. "Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks," Working Papers 2016-01, University of Tasmania, Tasmanian School of Business and Economics.
  • Wensheng Kang & Ronald A. Ratti & Joaquin Vespignani, 2016. "Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks," CAMA Working Papers 2016-39, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2016. "Factor Models of Stock Returns: GARCH Errors versus Time‐Varying Betas," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(5), pages 445-461, August.
  • Phoebe Koundouri & Nikolaos Kourogenis & Nikitas Pittis & Panagiotis Samartzis, 2014. "Factor Models of Stock Returns: GARCH Errors versus Time - Varying Betas," DEOS Working Papers 1409, Athens University of Economics and Business.
  • Koundouri, Phoebe & Kourogenis, Nikolaos & Pittis, Nikitas & Samartzis, Panagiotis, 2016. "Factor models of stock returns: GARCH errors versus time-varying betas," LSE Research Online Documents on Economics 65548, London School of Economics and Political Science, LSE Library.
• Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016. "Model risk of risk models," Journal of Financial Stability, Elsevier, vol. 23(C), pages 79-91.
  • Jon Danielsson & Kevin James & Marcela Valenzuela & Ilknur Zer, 2014. "Model Risk of Risk Models," Finance and Economics Discussion Series 2014-34, Board of Governors of the Federal Reserve System (U.S.), revised 16 Apr 2014.
  • Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2016. "Model risk of risk models," LSE Research Online Documents on Economics 66365, London School of Economics and Political Science, LSE Library.
  • Danielsson, Jon & James, Kevin R. & Valenzuela, Marcela & Zer, Ilknur, 2014. "Model risk of risk models," LSE Research Online Documents on Economics 59296, London School of Economics and Political Science, LSE Library.
• Chen, Huaizhi & Cohen, Lauren & Lou, Dong, 2016. "Industry window dressing," LSE Research Online Documents on Economics 70650, London School of Economics and Political Science, LSE Library.
• Nadeem Aftab & Tehreem Husain, 2016. "The Great War and evolution of Central Bank in India," Working Papers 16012, Economic History Society.
• Sainan Huang & Songlin Zeng, 2016. "Information updating and the bounce-back effect of stock market returns," China Finance Review International, Emerald Group Publishing, vol. 6(1), pages 96-107, February.
• null Narain & Narander Kumar Nigam & Piyush Pandey, 2016. "Behaviour and determinants of implied volatility in Indian market," Journal of Advances in Management Research, Emerald Group Publishing, vol. 13(3), pages 271-291, November.
• Richard J. Cebula & Fabrizio Rossi & Fiorentina Dajci & Maggie Foley, 2016. "Financial market determinants of the real cost of funds to public corporations in the US: 2SLS and GMM findings," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 8(1), pages 2-12, April.
• Michael Jacobs Jr & Ahmet K. Karagozoglu & Dina Naples Layish, 2016. "Credit risk signals in CDS market vs agency ratings," Journal of Risk Finance, Emerald Group Publishing, vol. 17(2), pages 194-217, March.
• Pramod Kumar Naik & Puja Padhi, 2016. "On the linkage between stock market development and economic growth in emerging market economies," Review of Accounting and Finance, Emerald Group Publishing, vol. 14(4), pages 363-381, January.
• Farley Grubb, 2016. "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," Research in Economic History, in: Christopher Hanes & Susan Wolcott (ed.), Research in Economic History, volume 32, pages 147-224, Emerald Publishing Ltd.
  • Farley Grubb, 2012. "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," NBER Working Papers 17997, National Bureau of Economic Research, Inc.
  • Farley Grubb, 2015. "Is Paper Money Just Paper Money? Experimentation and Variation in the Paper Monies Issued by the American Colonies from 1690 to 1775," Working Papers 15-07, University of Delaware, Department of Economics.
• Georges Hübner, 2016. "Option replication and the performance of a market timer," Studies in Economics and Finance, Emerald Group Publishing, vol. 33(1), pages 2-25, March.
• Stoyu I. Ivanov, 2016. "Analysis of the factors impacting ETFs net fund flow changes," Studies in Economics and Finance, Emerald Group Publishing, vol. 33(2), pages 244-261, June.
• Albuquerque de Sousa, Jose & Beck, Thorsten & van Bergeijk, Peter & Van Dijk, Mathijs A, 2016. "Nascent markets: Understanding the success and failure of new stock markets," CEPR Discussion Papers 11604, C.E.P.R. Discussion Papers.
  • Albuquerque de Sousa, J.A. & Beck, T. & van Bergeijk, P.A.G. & van Dijk, M.A., 2016. "Nascent markets: Understanding the success and failure of new stock markets," ISS Working Papers - General Series 623, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
• Janusz Brzeszczynski & Binam Ghimire & Tooraj Jamasb & Graham McIntosh, 2016. "Socially Responsible Investment and Market Performance: The Case of Energy and Resource Firms," Working Papers EPRG 1605, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
• Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, vol. 88(C), pages 37-48.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de travail du Centre d'Economie de la Sorbonne 16029, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de recherche 16-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01316876, HAL.
• Bing XIAO, 2016. "Conditional Relationship Between Beta and Return in the US Stock Market," Expert Journal of Business and Management, Sprint Investify, vol. 4(1), pages 46-55.
• Cosmin Octavian Cepoi & Filip Mihai Toma, 2016. "Estimating Probability of Informed Trading on the Bucharest Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(2), pages 140-160, April.
• Ana C. Santos & Claudia Lopes & Vânia Costa, 2016. "FESSUD Finance and Well-being Survey; Report," Working papers wpaper130, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
• I. Anthopoulos & C. Pitelis & C. Liakou, 2016. "The Nature, Performance and Economic Impact of Sovereign Wealth Funds," Working papers wpaper135, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
• Jesus Ferreiro, 2016. "Macroeconomic and financial sector policies to better serve the economy and society," Working papers wpaper165, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
• Falk Bräuning & Falko Fecht, 2017. "Relationship Lending in the Interbank Market and the Price of Liquidity," Review of Finance, European Finance Association, vol. 21(1), pages 33-75.
  • Bräuning, Falk & Fecht, Falko, 2012. "Relationship lending in the interbank market and the price of liquidity," Discussion Papers 22/2012, Deutsche Bundesbank.
  • Falk Bräuning & Falko Fecht, 2016. "Relationship lending in the interbank market and the price of liquidity," Working Papers 16-7, Federal Reserve Bank of Boston, revised 14 Jul 2016.
• Andra C. Ghent & Marianna Kudlyak, 2015. "Intergenerational Linkages in Household Credit," Working Paper 15-14, Federal Reserve Bank of Richmond, revised 05 Nov 2015.
  • Andra C. Ghent & Marianna Kudlyak, 2016. "Intergenerational Linkages in Household Credit," Working Paper Series 2016-31, Federal Reserve Bank of San Francisco, revised 21 Dec 2016.
• Zheng Sun & Ashley W. Wang & Lu Zheng, 2016. "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Finance and Economics Discussion Series 2016-030, Board of Governors of the Federal Reserve System (U.S.).
• Albert S. Kyle & Anna Obizhaeva & Tugkan Tuzun, 2016. "Microstructure Invariance in U.S. Stock Market Trades," Working Papers w0230, Center for Economic and Financial Research (CEFIR).
  • Albert S. Kyle & Anna A. Obizhaeva & Tugkan Tuzun, 2016. "Microstructure Invariance in U.S. Stock Market Trades," Finance and Economics Discussion Series 2016-034, Board of Governors of the Federal Reserve System (U.S.).
• R. Matthew Darst & Ehraz Refayet, 2016. "Credit Default Swaps in General Equilibrium: Spillovers, Credit Spreads, and Endogenous Default," Finance and Economics Discussion Series 2016-042, Board of Governors of the Federal Reserve System (U.S.), revised 13 Jun 2016.
• Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2018. "Learning from History: Volatility and Financial Crises," Review of Financial Studies, Society for Financial Studies, vol. 31(7), pages 2774-2805.
  • Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2016. "Learning from history: volatility and financial crises," LSE Research Online Documents on Economics 66046, London School of Economics and Political Science, LSE Library.
  • Jon Danielsson & Marcela Valenzuela & Ilknur Zer, 2016. "Learning from History : Volatility and Financial Crises," Finance and Economics Discussion Series 2016-093, Board of Governors of the Federal Reserve System (U.S.).
• Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen, 2016. "Trends in credit market arbitrage," Staff Reports 784, Federal Reserve Bank of New York, revised 04 Jul 2016.
• Viktoria Baklanova & Cecilia Caglio & Frank Keane & Burt Porter, 2016. "A Pilot Survey of Agent Securities Lending Activity," Working Papers 16-08, Office of Financial Research, US Department of the Treasury.
  • Viktoria Baklanova & Cecilia Caglio & Frank M. Keane & Burt Porter, 2016. "A pilot survey of agent securities lending activity," Staff Reports 790, Federal Reserve Bank of New York.
• Tobias Adrian & Fernando M. Duarte, 2016. "Financial vulnerability and monetary policy," Staff Reports 804, Federal Reserve Bank of New York, revised 01 Feb 2017.
  • Fernando Duarte & Tobias Adrian, 2017. "Financial Vulnerability and Monetary Policy," 2017 Meeting Papers 391, Society for Economic Dynamics.
  • Adrian, Tobias & Duarte, Fernando, 2018. "Financial Vulnerability and Monetary Policy," CEPR Discussion Papers 12680, C.E.P.R. Discussion Papers.
• Yuliya S. Evlakhova, 2016. "Research of Network Interactions of Financial Institutions in the Russian Financial Market," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 127006, Russia, issue 6, pages 110-120, December.
• Marszk, Adam & Lechman, Ewa, 2018. "Tracing financial innovation diffusion and substitution trajectories. Recent evidence on exchange-traded funds in Japan and South Korea," Technological Forecasting and Social Change, Elsevier, vol. 133(C), pages 51-71.
  • Adam Marszk & Ewa Lechman, 2016. "Tracing Financial Innovations Diffusion And Substitution Trajectories. Recent Evidence On Exchange Traded Funds In Japan And South Korea," GUT FME Working Paper Series A 32, Faculty of Management and Economics, Gdansk University of Technology.
• Alexandros Kontonikas & Paulo Maio & Zivile Zekaite, 2016. "Monetary Policy and Corporate Bond Returns," Working Papers 2016_05, Business School - Economics, University of Glasgow.
  • Kontonikas, A & Maio, P & Zekaite, Z, 2017. "Monetary Policy and Corporate Bond Returns," Essex Finance Centre Working Papers 20571, University of Essex, Essex Business School.
• Tracey West & Andrew C Worthington, 2016. "The impact of major life events on Australian household financial decision-making and portfolio rebalancing," Discussion Papers in Finance finance:201602, Griffith University, Department of Accounting, Finance and Economics.
• Baybars KARACAOVALI, 2017. "Access to Finance in Turkey," Turkish Economic Review, KSP Journals, vol. 4(1), pages 1-18, March.
  • Baybars Karacaovali, 2016. "Access to Finance in Turkey," Working Papers 201618, University of Hawaii at Manoa, Department of Economics.
• Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," PSE-Ecole d'économie de Paris (Postprint) hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2015. "Intertemporal equilibrium with financial asset and physical capital," Documents de recherche 15-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Post-Print halshs-01147470, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01147470, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01302382, HAL.
  • Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Post-Print hal-01302382, HAL.
• Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2017. "Asset bubbles and efficiency in a generalized two-sector model," Mathematical Social Sciences, Elsevier, vol. 88(C), pages 37-48.
  • Stefano BOSI & Cuong LE VAN & Ngoc-Sang PHAM, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de recherche 16-04, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01316876, HAL.
  • Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2016. "Asset bubbles and efficiency in a generalized two-sector model," Documents de travail du Centre d'Economie de la Sorbonne 16029, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Pinter, Julien & Boissel, Charles, 2016. "The Eurozone deposit rates’ puzzle: Choosing the right benchmark," Economics Letters, Elsevier, vol. 148(C), pages 33-36.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01388502, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01379284, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Documents de travail du Centre d'Economie de la Sorbonne 16053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Pinter, Julien & Boissel, Charles, 2016. "The Eurozone deposit rates’ puzzle: Choosing the right benchmark," Economics Letters, Elsevier, vol. 148(C), pages 33-36.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01379284, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: Choosing the right benchmark," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01388502, HAL.
  • Julien Pinter & Charles Boissel, 2016. "The Eurozone deposit rates' puzzle: choosing the right benchmark," Documents de travail du Centre d'Economie de la Sorbonne 16053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Cuong Le Van & Ngoc-Sang Pham, 2016. "Intertemporal equilibrium with financial asset and physical capital," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 62(1), pages 155-199, June.
  • Cuong Le Van & Ngoc-Sang Pham, 2014. "Intertemporal equilibrium with financial asset and physical capital," Documents de travail du Centre d'Economie de la Sorbonne 14085r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Feb 2015.