Research classified by Journal of Economic Literature (JEL) codes

2019

• Dominik Wolff & Ulrich Neugebauer, 2019, "Tree-based machine learning approaches for equity market predictions," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 4, pages 273-288, July, DOI: 10.1057/s41260-019-00125-5.
• Oh Kang Kwon & Stephen Satchell, 2019, "The analytics of momentum," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 6, pages 433-441, October, DOI: 10.1057/s41260-019-00130-8.
• Edouard Nouvellon & Hugues Pirotte, 2019, "Revisiting private equity performance computation for multi-asset investors," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 6, pages 421-432, October, DOI: 10.1057/s41260-019-00135-3.
• Charles Chevalier & Serge Darolles, 2019, "Trends everywhere? The case of hedge fund styles," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 6, pages 442-468, October, DOI: 10.1057/s41260-019-00141-5.
• Wolfgang Drobetz & Rebekka Haller & Christian Jasperneite & Tizian Otto, 2019, "Predictability and the cross section of expected returns: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 508-533, December, DOI: 10.1057/s41260-019-00138-0.
• Lukas Benz & Martin Rohleder & Janik Syryca & Marco Wilkens, 2019, "Shedding light on the exposure of mutual funds: Which investments drive mutual fund characteristics?," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 534-551, December, DOI: 10.1057/s41260-019-00144-2.
• Jesus Fernandez-Villaverde & Samuel Hurtado & Galo Nuno, 2019, "Financial Frictions and the Wealth Distribution," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 19-015, Sep.
• Thi Anh Nhu Nguyen & Jiri Polach & Iveta Voznakova, 2019, "The role of financial literacy in retirement investment choice," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 14, issue 4, pages 569-589, December, DOI: 10.24136/eq.2019.027.
• Cangoz, Mehmet Coskun & Sulla, Olga & Wang, ChunLan & Dychala, Christopher Benjamin, 2019, "A Joint Foreign Currency Risk Management Approach for Sovereign Assets and Liabilities," MPRA Paper, University Library of Munich, Germany, number 100311, Feb.
• Kabir, Mustafa & Masih, Mansur, 2019, "Portfolio diversification between exchange rates and islamic stocks: evidence from the USA, Euro area, Japan and Malaysia," MPRA Paper, University Library of Munich, Germany, number 100574, Jul.
• Nguyen, Van Phuong, 2019, "Developing, Validating, and Monitoring a PD Model for Foundation IRB Approach," MPRA Paper, University Library of Munich, Germany, number 100628, Oct.
• Nguyen, Van Phuong, 2019, "An attempt to derive the Risk Weight Function for the bank," MPRA Paper, University Library of Munich, Germany, number 100631, Dec.
• Khan, Aftab & Masih, Mansur, 2019, "Do Islamic stocks and commodity markets comove at different investment horizons ? evidence from wavelet time-frequency approach," MPRA Paper, University Library of Munich, Germany, number 100992, Nov.
• Cao, Charles & Simin, Timothy & Xiao, Han, 2019, "Predicting the equity premium with the implied volatility spread," MPRA Paper, University Library of Munich, Germany, number 103651, Dec.
• Abba AHmed, Bello & Isah I, Salamatu & Aliyu Chika, Umar, 2019, "Risk Adjusted Performances of Conventional and Islamic Indices," MPRA Paper, University Library of Munich, Germany, number 104168, Feb, revised 26 May 2019.
• Klubinski, William & Verousis, Thanos, 2019, "On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects," MPRA Paper, University Library of Munich, Germany, number 109766, Jun, revised 03 May 2021.
• Chowdhury, Ashiqul Haq & Priyo, Asad Karim Khan, 2019, "How Do Bangladeshi Investors Take Decisions? An Ethnographic Decision Tree Model of Stock Selection," MPRA Paper, University Library of Munich, Germany, number 118105, Oct.
• Georges Prat & David Le Bris, 2019, "Equity Risk Premium and Time Horizon: what do the French secular data say ?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-8.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2019, "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Department of Economics Working Papers, Durham University, Department of Economics, number 2019_04, May.
• Schmidt, Daniel, 2019, "Stock Market Rumors and Credibility," HEC Research Papers Series, HEC Paris, number 1331, Feb.
• Rosu, Ioanid & Saleh, Fahad, 2019, "Evolution of Shares in a Proof-of-Stake Cryptocurrency," HEC Research Papers Series, HEC Paris, number 1339, May, DOI: 10.2139/ssrn.3377136.
• Chambers, David & Spaenjers, Christophe & Steiner, Eva, 2019, "The Rate of Return on Real Estate: Long-Run Micro-Level Evidence," HEC Research Papers Series, HEC Paris, number 1342, Jun, DOI: 10.2139/ssrn.3407236.
• Bonnefon, Jean-Francois & Landier, Augustin & Sastry, Parinitha & Thesmar, David, 2019, "Do Investors Care About Corporate Externalities? Experimental Evidence," HEC Research Papers Series, HEC Paris, number 1350, Oct, DOI: 10.2139/ssrn.3458447.
• Boneva, Lena & Böninghausen, Benjamin & Letizia, Elisa & Rousová, Linda, 2019, "Derivatives transactions data and their use in central bank analysis," Economic Bulletin Articles, European Central Bank, volume 6.
• Chiţu, Livia & Gomes, Joaquim & Pauli, Rolf, 2019, "Trends in central banks’ foreign currency reserves and the case of the ECB," Economic Bulletin Articles, European Central Bank, volume 7.
• Brophy, Thomas & Herrala, Niko & Jurado, Raquel & Katsalirou, Irene & Le Quéau, Léa & Lizarazo, Christian & O’Donnell, Seamus, 2019, "Role of cross currency swap markets in funding and investment decisions," Occasional Paper Series, European Central Bank, number 228, Aug.
• Bekhtiar, Karim & Fessler, Pirmin & Lindner, Peter, 2019, "Risky assets in Europe and the US: risk vulnerability, risk aversion and economic environment," Working Paper Series, European Central Bank, number 2270, Apr.
• Demiralp, Selva & Eisenschmidt, Jens & Vlassopoulos, Thomas, 2019, "Negative interest rates, excess liquidity and retail deposits: banks’ reaction to unconventional monetary policy in the euro area," Working Paper Series, European Central Bank, number 2283, May.
• Giuzio, Margherita & Rousová, Linda, 2019, "Insurers’ investment strategies: pro- or countercyclical?," Working Paper Series, European Central Bank, number 2299, Jul.
• Alogoskoufis, Spyros & Langfield, Sam, 2019, "Regulating the doom loop," Working Paper Series, European Central Bank, number 2313, Sep.
• Girshina, Anastasia & Mathä, Thomas Y. & Ziegelmeyer, Michael, 2019, "Peer effects in stock market participation: evidence from immigration," Working Paper Series, European Central Bank, number 2340, Dec.
• Ben-David, Itzhak & Palvia, Ajay A. & Stulz, Rene M., 2019, "Do Distressed Banks Really Gamble for Resurrection?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-10, Apr.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi & Stulz, Rene M., 2019, "Are Analyst Trade Ideas Valuable?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-15, Jul.
• 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, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-19, Sep.
• Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2019, "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-22, Sep.
• Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2019, "What Do Mutual Fund Investors Really Care About?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-5, Mar.
• Ge, Shan & Weisbach, Michael S., 2019, "How Financial Management Affects Institutional Investors’ Portfolio Choices: Evidence from Insurers," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-6, Mar.
• Fauzie Bustami & Jerry Heikal, 2019, "Determinants of Return Stock Company Real Estate and Property Located in Indonesia Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 79-86.
• Kalai Lamia & Kasraoui Naziha, 2019, "Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 160-168.
• Namitha K. Cheriyan & Lazar Daniel, 2019, "Relationship between Liquidity, Volatility and Trading Activity: An Intraday Analysis of Indian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 1, pages 17-22.
• Ali K k olak & Figen B y kak n & Necla Ilter Kucukcolak, 2019, "Cointegration of Equity and Gold Markets: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 2, pages 32-40.
• Mariem Talbi & Amel Ben Halima, 2019, "Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 163-174.
• Fatma Ben Moussa & Mariem Talbi, 2019, "Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 48-64.
• Chia-Cheng Chen & Yisheng Liu & Ting-Hsin Hsu, 2019, "An Analysis on Investment Performance of Machine Learning: An Empirical Examination on Taiwan Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 4, pages 1-10.
• Md Takibur Rahman, 2019, "Testing Trade-off and Pecking Order Theories of Capital Structure: Evidence and Arguments," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 5, pages 63-70.
• Chinnadurai Kathiravan & Murugesan Selvam & Balasundram Maniam & Sankaran Venkateswar, 2019, "Relationship between Crude Oil Price Changes and Airlines Stock Price: The Case of Indian Aviation Industry," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 7-13.
• Son, Nguyen Truong & Nguyen, Nhat Minh, 2019, "Prospect theory value and idiosyncratic volatility: Evidence from the Korean stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 21, issue C, pages 113-122, DOI: 10.1016/j.jbef.2018.11.006.
• Gabbi, Giampaolo & Zanotti, Giovanna, 2019, "Sex & the City. Are financial decisions driven by emotions?," Journal of Behavioral and Experimental Finance, Elsevier, volume 21, issue C, pages 50-57, DOI: 10.1016/j.jbef.2018.10.005.
• Shestakova, Natalia & Powell, Owen & Gladyrev, Dmitry, 2019, "Bubbles, experience and success," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 206-213, DOI: 10.1016/j.jbef.2019.02.011.
• Arbaa, Ofer & Varon, Eva, 2019, "The performance and fund flows of name-change funds," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 7-13, DOI: 10.1016/j.jbef.2019.01.003.
• Axén, Gustav & Cortis, Dominic, 2019, "Extending the price constraints of betting markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 23, issue C, pages 181-188, DOI: 10.1016/j.jbef.2019.07.001.
• Hasso, Tim & Pelster, Matthias & Breitmayer, Bastian, 2019, "Who trades cryptocurrencies, how do they trade it, and how do they perform? Evidence from brokerage accounts," Journal of Behavioral and Experimental Finance, Elsevier, volume 23, issue C, pages 64-74, DOI: 10.1016/j.jbef.2019.04.009.
• Sarmiento, Julio & Rendón, Jairo & Sandoval, Juan S. & Cayon, Edgardo, 2019, "The disposition effect and the relevance of the reference period: Evidence among sophisticated investors," Journal of Behavioral and Experimental Finance, Elsevier, volume 24, issue C, DOI: 10.1016/j.jbef.2019.04.004.
• Illiashenko, Pavlo, 2019, "“Tough Guy” vs. “Cushion” hypothesis: How does individualism affect risk-taking?," Journal of Behavioral and Experimental Finance, Elsevier, volume 24, issue C, DOI: 10.1016/j.jbef.2019.04.005.
• Talpsepp, Tõnn & Vaarmets, Tarvo, 2019, "The disposition effect, performance, stop loss orders and education," Journal of Behavioral and Experimental Finance, Elsevier, volume 24, issue C, DOI: 10.1016/j.jbef.2019.100240.
• Platanakis, Emmanouil & Sakkas, Athanasios & Sutcliffe, Charles, 2019, "Harmful diversification: Evidence from alternative investments," The British Accounting Review, Elsevier, volume 51, issue 1, pages 1-23, DOI: 10.1016/j.bar.2018.08.003.
• Sherif, Mohamed & Chen, Jiaqi, 2019, "The quality of governance and momentum profits: International evidence," The British Accounting Review, Elsevier, volume 51, issue 5, DOI: 10.1016/j.bar.2019.05.001.
• Block, Joern & Fisch, Christian & Vismara, Silvio & Andres, René, 2019, "Private equity investment criteria: An experimental conjoint analysis of venture capital, business angels, and family offices," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 329-352, DOI: 10.1016/j.jcorpfin.2019.05.009.
• Bhattacharya, Utpal & Wei, Kelsey D. & Xia, Han, 2019, "Follow the money: Investor trading around investor-paid credit rating changes," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 68-91, DOI: 10.1016/j.jcorpfin.2019.04.008.
• Madison, Florian, 2019, "Frictional asset reallocation under adverse selection," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 115-130, DOI: 10.1016/j.jedc.2018.09.008.
• Mazzarisi, Piero & Lillo, Fabrizio & Marmi, Stefano, 2019, "When panic makes you blind: A chaotic route to systemic risk," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 176-199, DOI: 10.1016/j.jedc.2018.12.009.
• Way, Rupert & Lafond, François & Lillo, Fabrizio & Panchenko, Valentyn & Farmer, J. Doyne, 2019, "Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves," Journal of Economic Dynamics and Control, Elsevier, volume 101, issue C, pages 211-238, DOI: 10.1016/j.jedc.2018.10.006.
• Baule, Rainer & Korn, Olaf & Kuntz, Laura-Chloé, 2019, "Markowitz with regret," Journal of Economic Dynamics and Control, Elsevier, volume 103, issue C, pages 1-24, DOI: 10.1016/j.jedc.2018.09.012.
• Zhu, Zhaobo & Duan, Xinrui & Sun, Licheng & Tu, Jun, 2019, "Momentum and reversal: The role of short selling," Journal of Economic Dynamics and Control, Elsevier, volume 104, issue C, pages 95-110, DOI: 10.1016/j.jedc.2019.05.001.
• Li, Kai, 2019, "Portfolio selection with inflation-linked bonds and indexation lags," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.103727.
• Branger, Nicole & Larsen, Linda Sandris & Munk, Claus, 2019, "Hedging recessions," Journal of Economic Dynamics and Control, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jedc.2019.07.001.
• Strub, Moris S. & Li, Duan & Cui, Xiangyu & Gao, Jianjun, 2019, "Discrete-time mean-CVaR portfolio selection and time-consistency induced term structure of the CVaR," Journal of Economic Dynamics and Control, Elsevier, volume 108, issue C, DOI: 10.1016/j.jedc.2019.103751.
• Plachel, Lukas, 2019, "A unified model for regularized and robust portfolio optimization," Journal of Economic Dynamics and Control, Elsevier, volume 109, issue C, DOI: 10.1016/j.jedc.2019.103779.
• Arouri, Mohamed & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2019, "Cojumps and asset allocation in international equity markets," Journal of Economic Dynamics and Control, Elsevier, volume 98, issue C, pages 1-22, DOI: 10.1016/j.jedc.2018.11.002.
• Kraft, Holger & Weiss, Farina, 2019, "Consumption-portfolio choice with preferences for cash," Journal of Economic Dynamics and Control, Elsevier, volume 98, issue C, pages 40-59, DOI: 10.1016/j.jedc.2018.09.006.
• Huber, Samuel & Kim, Jaehong, 2019, "The role of trading frictions in financial markets," Journal of Economic Dynamics and Control, Elsevier, volume 99, issue C, pages 1-18, DOI: 10.1016/j.jedc.2018.08.012.
• Hortay, Olivér & Rozner, Bence Péter, 2019, "Allocating renewable subsidies," Economic Analysis and Policy, Elsevier, volume 64, issue C, pages 236-247, DOI: 10.1016/j.eap.2019.09.003.
• Salisu, Afees A. & Swaray, Raymond & Oloko, Tirimisiyu F., 2019, "Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables," Economic Modelling, Elsevier, volume 76, issue C, pages 153-171, DOI: 10.1016/j.econmod.2018.07.029.
• Zhang, Yaojie & Ma, Feng & Zhu, Bo, 2019, "Intraday momentum and stock return predictability: Evidence from China," Economic Modelling, Elsevier, volume 76, issue C, pages 319-329, DOI: 10.1016/j.econmod.2018.08.009.
• Oh, Sekyung & Kee, Hyukdo & Park, Kinam, 2019, "Tail risk under price limits," Economic Modelling, Elsevier, volume 77, issue C, pages 113-123, DOI: 10.1016/j.econmod.2018.12.002.
• Zhang, Yaojie & Zeng, Qing & Ma, Feng & Shi, Benshan, 2019, "Forecasting stock returns: Do less powerful predictors help?," Economic Modelling, Elsevier, volume 78, issue C, pages 32-39, DOI: 10.1016/j.econmod.2018.09.014.
• Niu, Huawei & Hua, Wei, 2019, "An endogenous structural credit risk model incorporating with moral hazard and rollover risk," Economic Modelling, Elsevier, volume 78, issue C, pages 47-59, DOI: 10.1016/j.econmod.2018.09.012.
• Racicot, François-Éric & Théoret, Raymond, 2019, "Hedge fund return higher moments over the business cycle," Economic Modelling, Elsevier, volume 78, issue C, pages 73-97, DOI: 10.1016/j.econmod.2018.08.016.
• Jiang, Chonghui & Du, Jiangze & An, Yunbi, 2019, "Combining the minimum-variance and equally-weighted portfolios: Can portfolio performance be improved?," Economic Modelling, Elsevier, volume 80, issue C, pages 260-274, DOI: 10.1016/j.econmod.2018.11.012.
• Wang, Xuting & Huang, Xiaoxia, 2019, "A risk index to model uncertain portfolio investment with options," Economic Modelling, Elsevier, volume 80, issue C, pages 284-293, DOI: 10.1016/j.econmod.2018.11.014.
• Morana, Claudio & Sbrana, Giacomo, 2019, "Climate change implications for the catastrophe bonds market: An empirical analysis," Economic Modelling, Elsevier, volume 81, issue C, pages 274-294, DOI: 10.1016/j.econmod.2019.04.020.
• Rannou, Yves, 2019, "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Economic Modelling, Elsevier, volume 81, issue C, pages 387-410, DOI: 10.1016/j.econmod.2019.07.009.
• Gang, Jianhua & Qian, Zongxin & Xu, Tiange, 2019, "Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market," Economic Modelling, Elsevier, volume 83, issue C, pages 364-371, DOI: 10.1016/j.econmod.2019.08.021.
• Yang, Yang & Zhang, Cheng & Yan, Yu, 2019, "Does religious faith affect household financial market participation? Evidence from China," Economic Modelling, Elsevier, volume 83, issue C, pages 42-50, DOI: 10.1016/j.econmod.2019.10.023.
• Chen, An-Sing & Chang, Hung-Chou & Cheng, Lee-Young, 2019, "Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 1-12, DOI: 10.1016/j.najef.2018.11.007.
• Umutlu, Mehmet, 2019, "Does idiosyncratic volatility matter at the global level?," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 252-268, DOI: 10.1016/j.najef.2018.12.015.
• Qadan, Mahmoud & Kliger, Doron & Chen, Nir, 2019, "Idiosyncratic volatility, the VIX and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 431-441, DOI: 10.1016/j.najef.2018.06.003.
• Liu, Qiang & Xiang, Yun & Zhao, Yonghong, 2019, "An outperforming investment strategy under fractional Brownian motion," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 505-515, DOI: 10.1016/j.najef.2018.06.009.
• Výrost, Tomas & Lyócsa, Štefan & Baumöhl, Eduard, 2019, "Network-based asset allocation strategies," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 516-536, DOI: 10.1016/j.najef.2018.06.008.
• Abdul Aziz, Nor Syahilla & Vrontos, Spyridon & M. Hasim, Haslifah, 2019, "Evaluation of multivariate GARCH models in an optimal asset allocation framework," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 568-596, DOI: 10.1016/j.najef.2018.06.012.
• Tissaoui, Kais & Azibi, Jamel, 2019, "International implied volatility risk indexes and Saudi stock return-volatility predictabilities," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 65-84, DOI: 10.1016/j.najef.2018.11.016.
• Bhuiyan, Rubaiyat Ahsan & Rahman, Maya Puspa & Saiti, Buerhan & Ghani, Gairuzazmi Bin Mat, 2019, "Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 675-687, DOI: 10.1016/j.najef.2018.07.008.
• Campani, Carlos Heitor & Garcia, René, 2019, "Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 364-384, DOI: 10.1016/j.najef.2019.03.005.
• Ni, Yensen & Huang, Paoyu & Chen, Yuhsin, 2019, "Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 514-528, DOI: 10.1016/j.najef.2018.07.007.
• Liu, Yu-Hong & Jiang, I-Ming, 2019, "Optimal proportion decision-making for two stages investment," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 776-785, DOI: 10.1016/j.najef.2018.08.002.
• Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O., 2019, "Improving the predictability of stock returns with Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 857-867, DOI: 10.1016/j.najef.2018.08.010.
• Park, Donghyun & Taniguchi, Kiyoshi & Tian, Shu, 2019, "Determinants of foreign and domestic investment bias in global bond markets: Some empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 287-303, DOI: 10.1016/j.najef.2019.04.012.
• Ayadi, Mohamed A. & Cao, Xu & Lazrak, Skander & Wang, Yan, 2019, "Do idiosyncratic skewness and kurtosis really matter?," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101008.
• Bruzda, Joanna, 2019, "Complex analytic wavelets in the measurement of macroeconomic risks," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100988.
• Wu, Zhen-Xing & Chen, Tsung-Yu, 2019, "Information asymmetry, market state, and implementation risk," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101007.
• Chen, Cathy W.S. & Dong, Manh Cuong & Liu, Nathan & Sriboonchitta, Songsak, 2019, "Inferences of default risk and borrower characteristics on P2P lending," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101013.
• Cardak, Buly A. & Martin, Vance L. & McAllister, Richard, 2019, "The effects of the Global Financial Crisis on the stock holding decisions of Australian households," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.04.026.
• Boermans, Martijn A. & Galema, Rients, 2019, "Are pension funds actively decarbonizing their portfolios?," Ecological Economics, Elsevier, volume 161, issue C, pages 50-60, DOI: 10.1016/j.ecolecon.2019.03.008.
• Staveley-O’Carroll, James & Staveley-O’Carroll, Olena M., 2019, "International risk sharing in overlapping generations models," Economics Letters, Elsevier, volume 174, issue C, pages 157-160, DOI: 10.1016/j.econlet.2018.10.030.
• Platanakis, Emmanouil & Urquhart, Andrew, 2019, "Portfolio management with cryptocurrencies: The role of estimation risk," Economics Letters, Elsevier, volume 177, issue C, pages 76-80, DOI: 10.1016/j.econlet.2019.01.019.
• Braouezec, Yann & Joliet, Robert, 2019, "Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: From Knightian uncertainty to risk," Economics Letters, Elsevier, volume 178, issue C, pages 111-115, DOI: 10.1016/j.econlet.2019.03.007.
• Muzere, Mark L., 2019, "Share repurchases and short sales under ambiguity," Economics Letters, Elsevier, volume 180, issue C, pages 67-70, DOI: 10.1016/j.econlet.2019.04.011.
• Gao, Ming, 2019, "No pain, no gain? Household beliefs and stock market participation," Economics Letters, Elsevier, volume 181, issue C, pages 81-84, DOI: 10.1016/j.econlet.2019.05.001.
• Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2019, "Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data," Economics Letters, Elsevier, volume 181, issue C, pages 90-94, DOI: 10.1016/j.econlet.2019.05.002.
• Hanke, Bernd & Keswani, Aneel & Quigley, Garrett & Stolin, David & Zagonov, Maxim, 2019, "The equal-weight tilt in managed portfolios," Economics Letters, Elsevier, volume 182, issue C, pages 59-63, DOI: 10.1016/j.econlet.2019.06.003.
• Lin, Qi & Lin, Xi, 2019, "Expected profitability and the cross-section of stock returns," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.108547.
• Chen, Yu & Wang, Zhicheng & Zhang, Zhengjun, 2019, "Mark to market value at risk," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 299-321, DOI: 10.1016/j.jeconom.2018.09.017.
• Fisher, Mark & Jensen, Mark J., 2019, "Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 187-202, DOI: 10.1016/j.jeconom.2018.11.012.
• Kastner, Gregor, 2019, "Sparse Bayesian time-varying covariance estimation in many dimensions," Journal of Econometrics, Elsevier, volume 210, issue 1, pages 98-115, DOI: 10.1016/j.jeconom.2018.11.007.
• Chen, Jia & Li, Degui & Linton, Oliver, 2019, "A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 155-176, DOI: 10.1016/j.jeconom.2019.04.025.
• Hautsch, Nikolaus & Voigt, Stefan, 2019, "Large-scale portfolio allocation under transaction costs and model uncertainty," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 221-240, DOI: 10.1016/j.jeconom.2019.04.028.
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2019, "Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns," Journal of Econometrics, Elsevier, volume 213, issue 2, pages 493-515, DOI: 10.1016/j.jeconom.2019.07.002.
• Wu, Fei & Zhang, Dayong & Zhang, Zhiwei, 2019, "Connectedness and risk spillovers in China’s stock market: A sectoral analysis," Economic Systems, Elsevier, volume 43, issue 3, DOI: 10.1016/j.ecosys.2019.100718.
• Gortner, Paul J. & van der Weele, Joël J., 2019, "Peer effects and risk sharing in experimental asset markets," European Economic Review, Elsevier, volume 116, issue C, pages 129-147, DOI: 10.1016/j.euroecorev.2019.04.001.
• Angelini, Viola & Bertoni, Marco & Stella, Luca & Weiss, Christoph T., 2019, "The ant or the grasshopper? The long-term consequences of Unilateral Divorce Laws on savings of European households," European Economic Review, Elsevier, volume 119, issue C, pages 97-113, DOI: 10.1016/j.euroecorev.2019.07.002.
• Li, Shaoyu & Zhang, Teng & Li, Yingxiang, 2019, "Flight-to-liquidity: Evidence from China's stock market," Emerging Markets Review, Elsevier, volume 38, issue C, pages 159-181, DOI: 10.1016/j.ememar.2019.01.001.
• Zaremba, Adam & Maydybura, Alina, 2019, "The cross-section of returns in frontier equity markets: Integrated or segmented pricing?," Emerging Markets Review, Elsevier, volume 38, issue C, pages 219-238, DOI: 10.1016/j.ememar.2019.02.003.
• Wei, Shang-Jin & Wu, Weixing & Zhang, Linwan, 2019, "Portfolio choices, Asset returns and wealth inequality: evidence from China," Emerging Markets Review, Elsevier, volume 38, issue C, pages 423-437, DOI: 10.1016/j.ememar.2018.11.011.
• Figlioli, Bruno & Lima, Fabiano Guasti, 2019, "Stock pricing in Latin America: The synchronicity effect," Emerging Markets Review, Elsevier, volume 39, issue C, pages 1-17, DOI: 10.1016/j.ememar.2019.03.002.
• Vaarmets, Tarvo & Liivamägi, Kristjan & Talpsepp, Tõnn, 2019, "From academic abilities to occupation: What drives stock market participation?," Emerging Markets Review, Elsevier, volume 39, issue C, pages 83-100, DOI: 10.1016/j.ememar.2019.04.004.
• Borri, Nicola, 2019, "Conditional tail-risk in cryptocurrency markets," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2018.11.002.
• Branger, Nicole & Lučivjanská, Katarína & Weissensteiner, Alex, 2019, "Optimal granularity for portfolio choice," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 125-146, DOI: 10.1016/j.jempfin.2019.01.005.
• Yan, Cheng & Cheng, Tingting, 2019, "In search of the optimal number of fund subgroups," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 78-92, DOI: 10.1016/j.jempfin.2018.12.002.
• Fulkerson, Jon A. & Riley, Timothy B., 2019, "Portfolio concentration and mutual fund performance," Journal of Empirical Finance, Elsevier, volume 51, issue C, pages 1-16, DOI: 10.1016/j.jempfin.2019.01.006.
• Horvath, Jaroslav, 2019, "Isolating the disaster risk premium with equity options," Journal of Empirical Finance, Elsevier, volume 51, issue C, pages 138-148, DOI: 10.1016/j.jempfin.2019.02.005.
• Zhu, Zhaobo & Sun, Licheng & Chen, Min, 2019, "Fundamental strength and short-term return reversal," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 22-39, DOI: 10.1016/j.jempfin.2019.02.006.
• Stark, Jeffrey R., 2019, "Decomposing mutual fund alpha into security selection and security weighting," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 76-91, DOI: 10.1016/j.jempfin.2019.03.001.
• Jin, Miao & Liu, Yu-Jane & Meng, Juanjuan, 2019, "Fat-finger event and risk-taking behavior," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 126-143, DOI: 10.1016/j.jempfin.2019.06.004.
• Golosnoy, Vasyl & Gribisch, Bastian & Seifert, Miriam Isabel, 2019, "Exponential smoothing of realized portfolio weights," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 222-237, DOI: 10.1016/j.jempfin.2019.07.006.
• Forman, John & Horton, Joanne, 2019, "Overconfidence, position size, and the link to performance," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 291-309, DOI: 10.1016/j.jempfin.2019.08.001.
• Wu, Ying, 2019, "Asset pricing with extreme liquidity risk," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 143-165, DOI: 10.1016/j.jempfin.2019.09.002.
• Chung, Y. Peter & Hong, Hyun A. & Kim, S. Thomas, 2019, "What causes the asymmetric correlation in stock returns?," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 190-212, DOI: 10.1016/j.jempfin.2019.10.001.
• Chung, Chune Young & DeVault, Luke & Wang, Kainan, 2019, "Perceived information, short interest, and institutional demand," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 22-38, DOI: 10.1016/j.jempfin.2019.08.006.
• Huang, Shiyang & Liu, Xin & Yin, Chengxi, 2019, "Investor target prices," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 39-57, DOI: 10.1016/j.jempfin.2019.07.009.
• Sarwar, Suleman & Shahbaz, Muhammad & Anwar, Awais & Tiwari, Aviral Kumar, 2019, "The importance of oil assets for portfolio optimization: The analysis of firm level stocks," Energy Economics, Elsevier, volume 78, issue C, pages 217-234, DOI: 10.1016/j.eneco.2018.11.021.
• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2019, "Are alternative energies a real alternative for investors?," Energy Economics, Elsevier, volume 78, issue C, pages 535-545, DOI: 10.1016/j.eneco.2018.12.008.
• Christensen, Troels Sønderby & Pircalabu, Anca & Høg, Esben, 2019, "A seasonal copula mixture for hedging the clean spark spread with wind power futures," Energy Economics, Elsevier, volume 78, issue C, pages 64-80, DOI: 10.1016/j.eneco.2018.11.002.
• Baviera, Roberto & Santagostino Baldi, Tommaso, 2019, "Stop-loss and leverage in optimal statistical arbitrage with an application to energy market," Energy Economics, Elsevier, volume 79, issue C, pages 130-143, DOI: 10.1016/j.eneco.2018.03.024.
• Cerqueti, Roy & Fanelli, Viviana & Rotundo, Giulia, 2019, "Long run analysis of crude oil portfolios," Energy Economics, Elsevier, volume 79, issue C, pages 183-205, DOI: 10.1016/j.eneco.2017.12.005.
• Allevi, E. & Basso, A. & Bonenti, F. & Oggioni, G. & Riccardi, R., 2019, "Measuring the environmental performance of green SRI funds: A DEA approach," Energy Economics, Elsevier, volume 79, issue C, pages 32-44, DOI: 10.1016/j.eneco.2018.07.023.
• Gatfaoui, Hayette, 2019, "Diversifying portfolios of U.S. stocks with crude oil and natural gas: A regime-dependent optimization with several risk measures," Energy Economics, Elsevier, volume 80, issue C, pages 132-152, DOI: 10.1016/j.eneco.2018.12.013.
• Singh, Vipul Kumar & Kumar, Pawan & Nishant, Shreyank, 2019, "Feedback spillover dynamics of crude oil and global assets indicators: A system-wide network perspective," Energy Economics, Elsevier, volume 80, issue C, pages 321-335, DOI: 10.1016/j.eneco.2019.01.005.
• Zhang, Yaojie & Wei, Yu & Zhang, Yi & Jin, Daxiang, 2019, "Forecasting oil price volatility: Forecast combination versus shrinkage method," Energy Economics, Elsevier, volume 80, issue C, pages 423-433, DOI: 10.1016/j.eneco.2019.01.010.
• Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2019, "Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis," Energy Economics, Elsevier, volume 80, issue C, pages 950-969, DOI: 10.1016/j.eneco.2019.02.016.
• Zhang, Yaojie & Ma, Feng & Wei, Yu, 2019, "Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches," Energy Economics, Elsevier, volume 81, issue C, pages 1109-1120, DOI: 10.1016/j.eneco.2019.05.018.
• Chun, Dohyun & Cho, Hoon & Kim, Jihun, 2019, "Crude oil price shocks and hedging performance: A comparison of volatility models," Energy Economics, Elsevier, volume 81, issue C, pages 1132-1147, DOI: 10.1016/j.eneco.2019.06.002.
• Ma, Yan-Ran & Zhang, Dayong & Ji, Qiang & Pan, Jiaofeng, 2019, "Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?," Energy Economics, Elsevier, volume 81, issue C, pages 536-544, DOI: 10.1016/j.eneco.2019.05.003.
• Liu, Jingzhen & Kemp, Alexander, 2019, "Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables," Energy Economics, Elsevier, volume 81, issue C, pages 672-686, DOI: 10.1016/j.eneco.2019.04.023.
• Singh, Vipul Kumar & Kumar, Pawan & Nishant, Shreyank, 2019, "Global connectedness of MSCI energy equity indices: A system-wide network approach," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104477.
• Bouoiyour, Jamal & Selmi, Refk & Hammoudeh, Shawkat & Wohar, Mark E., 2019, "What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104523.
• Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2019, "Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104543.
• Baldoni, Edoardo & Coderoni, Silvia & D'Orazio, Marco & Di Giuseppe, Elisa & Esposti, Roberto, 2019, "The role of economic and policy variables in energy-efficient retrofitting assessment. A stochastic Life Cycle Costing methodology," Energy Policy, Elsevier, volume 129, issue C, pages 1207-1219, DOI: 10.1016/j.enpol.2019.03.018.
• Boroumand, Raphaël-Homayoun & Goutte, Stéphane & Guesmi, Khaled & Porcher, Thomas, 2019, "Potential benefits of optimal intra-day electricity hedging for the environment: The perspective of electricity retailers," Energy Policy, Elsevier, volume 132, issue C, pages 1120-1129, DOI: 10.1016/j.enpol.2019.06.046.
• 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, volume 166, issue C, pages 577-586, DOI: 10.1016/j.energy.2018.10.116.
• Maghyereh, Aktham I. & Awartani, Basel & Abdoh, Hussein, 2019, "The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations," Energy, Elsevier, volume 169, issue C, pages 895-913, DOI: 10.1016/j.energy.2018.12.039.
• Clare, Andrew & O'Sullivan, Niall & Sherman, Meadhbh & Zhu, Sheng, 2019, "The performance of US bond mutual funds," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 1-8, DOI: 10.1016/j.irfa.2018.12.001.
• Kajtazi, Anton & Moro, Andrea, 2019, "The role of bitcoin in well diversified portfolios: A comparative global study," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 143-157, DOI: 10.1016/j.irfa.2018.10.003.
• Fang, Libing & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2019, "Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 29-36, DOI: 10.1016/j.irfa.2018.12.010.
• Cao, Viet Nga & Gray, Philip & Zhong, Angel, 2019, "Investment-related anomalies in Australia: Evidence and explanations," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 97-109, DOI: 10.1016/j.irfa.2018.10.007.
• Zhang, Yaojie & Wei, Yu & Ma, Feng & Yi, Yongsheng, 2019, "Economic constraints and stock return predictability: A new approach," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 1-9, DOI: 10.1016/j.irfa.2019.02.007.
• 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, volume 63, issue C, pages 160-173, DOI: 10.1016/j.irfa.2019.02.008.
• Ji, Qiang & Bouri, Elie & Lau, Chi Keung Marco & Roubaud, David, 2019, "Dynamic connectedness and integration in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 257-272, DOI: 10.1016/j.irfa.2018.12.002.
• Kumar, Satish & Tiwari, Aviral Kumar & Chauhan, Yogesh & Ji, Qiang, 2019, "Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 273-284, DOI: 10.1016/j.irfa.2018.12.011.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2019, "Is Bitcoin a better safe-haven investment than gold and commodities?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 322-330, DOI: 10.1016/j.irfa.2019.01.002.
• Urquhart, Andrew & Zhang, Hanxiong, 2019, "Is Bitcoin a hedge or safe haven for currencies? An intraday analysis," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 49-57, DOI: 10.1016/j.irfa.2019.02.009.
• Korkeamäki, Timo & Virk, Nader & Wang, Haizhi & Wang, Peng, 2019, "Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 190-203, DOI: 10.1016/j.irfa.2019.05.011.
• Yin, Anwen, 2019, "Out-of-sample equity premium prediction in the presence of structural breaks," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101385.
• Caporale, Guglielmo Maria & You, Kefei & Chen, Lei, 2019, "Global and regional stock market integration in Asia: A panel convergence approach," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101381.
• Liu, Guo-Dong & Su, Chi-Wei, 2019, "The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 101-106, DOI: 10.1016/j.frl.2018.04.007.
• Fabozzi, Frank J. & Lamba, Asjeet S. & Nishikawa, Takeshi & Rao, Ramesh P. & Ma, K.C., 2019, "Does the corporate bond market overvalue bonds of sin companies?," Finance Research Letters, Elsevier, volume 28, issue C, pages 165-170, DOI: 10.1016/j.frl.2018.04.018.
• Jin, Xuejun & Zhu, Yu & Huang, Ying Sophie, 2019, "Losing by learning? A study of social trading platform," Finance Research Letters, Elsevier, volume 28, issue C, pages 171-179, DOI: 10.1016/j.frl.2018.04.017.
• Brauneis, Alexander & Mestel, Roland, 2019, "Cryptocurrency-portfolios in a mean-variance framework," Finance Research Letters, Elsevier, volume 28, issue C, pages 259-264, DOI: 10.1016/j.frl.2018.05.008.
• Fletcher, Jonathan, 2019, "Model comparison tests of linear factor models in U.K. stock returns," Finance Research Letters, Elsevier, volume 28, issue C, pages 281-291, DOI: 10.1016/j.frl.2018.05.005.
• Qiao, Zhuo & Pukthuanthong, Kuntara, 2019, "Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?," Finance Research Letters, Elsevier, volume 28, issue C, pages 39-44, DOI: 10.1016/j.frl.2018.03.022.
• Hodoshima, Jiro & Yamawake, Toshiyuki, 2019, "Comparison of utility indifference pricing and mean-variance approach under a normal mixture distribution with time-varying volatility," Finance Research Letters, Elsevier, volume 28, issue C, pages 74-81, DOI: 10.1016/j.frl.2018.04.006.
• Heyman, Dries & Lescrauwaet, Michiel & Stieperaere, Hannes, 2019, "Investor attention and short-term return reversals," Finance Research Letters, Elsevier, volume 29, issue C, pages 1-6, DOI: 10.1016/j.frl.2019.03.003.
• Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Hkiri, Besma & Hamed Al Yahyaee, Khamis, 2019, "Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach," Finance Research Letters, Elsevier, volume 29, issue C, pages 101-110, DOI: 10.1016/j.frl.2019.03.007.
• Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim, 2019, "Price clustering and sentiment in bitcoin," Finance Research Letters, Elsevier, volume 29, issue C, pages 111-116, DOI: 10.1016/j.frl.2019.03.013.
• He, Liang, 2019, "The seed of a crisis: Investor sentiment and bank liquidity," Finance Research Letters, Elsevier, volume 29, issue C, pages 152-155, DOI: 10.1016/j.frl.2018.06.014.
• Liu, Weiyi, 2019, "Portfolio diversification across cryptocurrencies," Finance Research Letters, Elsevier, volume 29, issue C, pages 200-205, DOI: 10.1016/j.frl.2018.07.010.
• Cesarone, Francesco & Lampariello, Lorenzo & Sagratella, Simone, 2019, "A risk-gain dominance maximization approach to enhanced index tracking," Finance Research Letters, Elsevier, volume 29, issue C, pages 231-238, DOI: 10.1016/j.frl.2018.08.001.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2019, "Could crowdsourced financial analysis replace the equity research by investment banks?," Finance Research Letters, Elsevier, volume 29, issue C, pages 280-284, DOI: 10.1016/j.frl.2018.08.007.
• Graef, Frank & Vogt, Pascal & Vonhoff, Volker & Weigert, Florian, 2019, "Cash holdings and the performance of European mutual funds," Finance Research Letters, Elsevier, volume 29, issue C, pages 285-291, DOI: 10.1016/j.frl.2018.08.006.
• Bank, Matthias & Insam, Franz, 2019, "Risk premium contributions of the Fama and French mimicking factors," Finance Research Letters, Elsevier, volume 29, issue C, pages 347-356, DOI: 10.1016/j.frl.2018.08.017.
• Holub, Mark & Johnson, Jackie, 2019, "The impact of the Bitcoin bubble of 2017 on Bitcoin's P2P market," Finance Research Letters, Elsevier, volume 29, issue C, pages 357-362, DOI: 10.1016/j.frl.2018.09.001.
• Baumöhl, Eduard, 2019, "Are cryptocurrencies connected to forex? A quantile cross-spectral approach," Finance Research Letters, Elsevier, volume 29, issue C, pages 363-372, DOI: 10.1016/j.frl.2018.09.002.
• Gozgor, Giray & Tiwari, Aviral Kumar & Demir, Ender & Akron, Sagi, 2019, "The relationship between Bitcoin returns and trade policy uncertainty," Finance Research Letters, Elsevier, volume 29, issue C, pages 75-82, DOI: 10.1016/j.frl.2019.03.016.
• Castañeda, Pablo & Reus, Lorenzo, 2019, "Suboptimal investment behavior and welfare costs: A simulation based approach," Finance Research Letters, Elsevier, volume 30, issue C, pages 170-180, DOI: 10.1016/j.frl.2018.09.009.
• Ahn, Jung-Hyun & Six, Pierre, 2019, "A study of first generation commodity indices: Indices based on financial diversification," Finance Research Letters, Elsevier, volume 30, issue C, pages 194-200, DOI: 10.1016/j.frl.2018.09.013.
• Chunhachinda, Pornchai & de Boyrie, Maria E. & Pavlova, Ivelina, 2019, "Measuring the hedging effectiveness of commodities," Finance Research Letters, Elsevier, volume 30, issue C, pages 201-207, DOI: 10.1016/j.frl.2018.09.012.
• Ding, Jie & Huang, Jinbo & Li, Yong & Meng, Meichen, 2019, "Is there an effective reputation mechanism in peer-to-peer lending? Evidence from China," Finance Research Letters, Elsevier, volume 30, issue C, pages 208-215, DOI: 10.1016/j.frl.2018.09.015.
• Lei, Likun & Shang, Yue & Chen, Yongfei & Wei, Yu, 2019, "Does the financial crisis change the economic risk perception of crude oil traders? A MIDAS quantile regression approach," Finance Research Letters, Elsevier, volume 30, issue C, pages 341-351, DOI: 10.1016/j.frl.2018.10.016.