Research classified by Journal of Economic Literature (JEL) codes

2019

• Philippas, Dionisis & Rjiba, Hatem & Guesmi, Khaled & Goutte, Stéphane, 2019, "Media attention and Bitcoin prices," Finance Research Letters, Elsevier, volume 30, issue C, pages 37-43, DOI: 10.1016/j.frl.2019.03.031.
• Park, Sung Jun & Park, Ki Young, 2019, "Can investors profit from security analyst recommendations?: New evidence on the value of consensus recommendations," Finance Research Letters, Elsevier, volume 30, issue C, pages 403-413, DOI: 10.1016/j.frl.2018.11.008.
• Grable, John E. & Lyons, Angela C. & Heo, Wookjae, 2019, "A test of traditional and psychometric relative risk tolerance measures on household financial risk taking," Finance Research Letters, Elsevier, volume 30, issue C, pages 8-13, DOI: 10.1016/j.frl.2019.03.012.
• Chu, Xiaojun & Gu, Zherong & Zhou, Haigang, 2019, "Intraday momentum and reversal in Chinese stock market," Finance Research Letters, Elsevier, volume 30, issue C, pages 83-88, DOI: 10.1016/j.frl.2019.04.002.
• Wang, Pengfei & Zhang, Wei & Li, Xiao & Shen, Dehua, 2019, "Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective," Finance Research Letters, Elsevier, volume 31, issue C, pages 1-18, DOI: 10.1016/j.frl.2019.04.031.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2019, "Asymmetric effect of style comovement on momentum," Finance Research Letters, Elsevier, volume 31, issue C, pages 146-154, DOI: 10.1016/j.frl.2019.03.022.
• S., Glogger & S., Heiden & D., Schneller, 2019, "Bearing the bear: Sentiment-based disagreement in multi-criteria portfolio optimization," Finance Research Letters, Elsevier, volume 31, issue C, pages 47-53, DOI: 10.1016/j.frl.2019.04.017.
• Li, Jianwen & Hu, Jinyan, 2019, "Does university reputation matter? Evidence from peer-to-peer lending," Finance Research Letters, Elsevier, volume 31, issue C, pages 66-77, DOI: 10.1016/j.frl.2019.04.004.
• Taghizadeh-Hesary, Farhad & Yoshino, Naoyuki, 2019, "The way to induce private participation in green finance and investment," Finance Research Letters, Elsevier, volume 31, issue C, pages 98-103, DOI: 10.1016/j.frl.2019.04.016.
• Kaiser, Lars, 2019, "Seasonality in cryptocurrencies," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.007.
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2019, "An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.020.
• BenSaïda, Ahmed, 2019, "Good and bad volatility spillovers: An asymmetric connectedness," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 78-95, DOI: 10.1016/j.finmar.2018.12.005.
• Yang, Xuebing & Zhang, Huilan, 2019, "Extreme absolute strength of stocks and performance of momentum strategies," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 71-90, DOI: 10.1016/j.finmar.2019.01.001.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 91-118, DOI: 10.1016/j.finmar.2019.03.001.
• Bernales, Alejandro, 2019, "Make-take decisions under high-frequency trading competition," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 1-18, DOI: 10.1016/j.finmar.2019.05.001.
• Choi, Darwin, 2019, "Disposition sales and stock market liquidity," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 19-36, DOI: 10.1016/j.finmar.2019.04.003.
• Oikonomou, Ioannis & Stancu, Andrei & Symeonidis, Lazaros & Wese Simen, Chardin, 2019, "The information content of short-term options," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.07.003.

2018

• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two horizons framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-25.
• Gaëtan Le Quang, 2018, ""Taking Diversity into Account": Real Effects of Accounting Measurement on Asset Allocation," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-28.
• Sessi Tokpavi & Christophe Boucher, 2018, "Stocks and Bonds: Flight-to-Safety for Ever?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-39.
• Pierre Bui Quang, 2018, "The effect of non-resident investments on the French sovereign spread," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-52.
• Victor Ginsburgh & Shlomo Weber, 2018, "The Economics of Language," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2018-18, Jun.
• De Santis, Roberto A. & Roos, Madelaine & Hettler, Katja & Tamburrini, Fabio, 2018, "Purchases of green bonds under the Eurosystem’s asset purchase programme," Economic Bulletin Boxes, European Central Bank, volume 7.
• Hałaj, Grzegorz, 2018, "Agent-based model of system-wide implications of funding risk," Working Paper Series, European Central Bank, number 2121, Jan.
• Gräb, Johannes & Kostka, Thomas, 2018, "Predicting risk premia in short-term interest rates and exchange rates," Working Paper Series, European Central Bank, number 2131, Feb.
• Abidi, Nordine & Miquel-Flores, Ixart, 2018, "Who benefits from the corporate QE? A regression discontinuity design approach," Working Paper Series, European Central Bank, number 2145, Apr.
• Cimadomo, Jacopo & Furtuna, Oana & Giuliodori, Massimo, 2018, "Private and public risk sharing in the euro area," Working Paper Series, European Central Bank, number 2148, May.
• Dreher, Ferdinand & Gräb, Johannes & Kostka, Thomas, 2018, "From carry trades to curvy trades," Working Paper Series, European Central Bank, number 2149, May.
• Sigaux, Jean-David, 2018, "Trading ahead of treasury auctions," Working Paper Series, European Central Bank, number 2208, Nov.
• Valla, Natacha & Rancière, Romain & Heipertz, Jonas, 2018, "Domestic and external sectoral portfolios: network structure and balance-sheet contagion," Working Paper Series, European Central Bank, number 2215, Dec.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2018, "Why Has Idiosyncratic Risk Been Historically Low in Recent Years?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-02, Jan.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi, 2018, "Capital Market Anomalies and Quantitative Research," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-07, Mar.
• Boyer, Brian & Nadauld, Taylor D. & Vorkink, Keith P. & Weisbach, Michael S., 2018, "Private Equity Indices Based on Secondary Market Transactions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-21, Oct.
• Li, Yi & Wang, Chen, 2018, "Delegation Uncertainty," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-22, Nov.
• Ben-David, Itzhak & Fermand, Elyas & Kuhnen, Camelia M. & Li, Geng, 2018, "Expectations Uncertainty and Household Economic Behavior," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-25, Nov.
• Andonov, Aleksandar & Rauh, Joshua D., 2018, "The Return Expectations of Institutional Investors," Research Papers, Stanford University, Graduate School of Business, number 3659, Feb.
• Jha, Saumitra & Shayo, Moses, 2018, "Learning by Trading," Research Papers, Stanford University, Graduate School of Business, number 3673, Jul.
• Andonov, Aleksandar & Kraussl, Roman & Rauh, Joshua D., 2018, "The Subsidy to Infrastructure as an Asset Class," Research Papers, Stanford University, Graduate School of Business, number 3737, Sep.
• Luqman Hakim & Sugianto Sugianto, 2018, "Determinant Profitability and Implications on the Value of the Company: Empirical Study on Banking Industry in IDX," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 205-216.
• Ozkan Haykir, 2018, "Does MAX Anomaly Exist in Emerging Market: Evidence from the Turkish Stock Market?," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 148-153.
• Moez EL Gaied, 2018, "Investment-Cash Flow Sensitivity and Growth Opportunities," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 154-160.
• Khaldoun M. Al-Qaisi & Rafat M. Al-Batayneh, 2018, "Risk Factors in Financial Services Industry: Application, Threats, Theoretical and Empirical literature in Management of Risk," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 210-218.
• Andreas Mikkelsen & Frode Kj rland, 2018, "High-frequency Pairs Trading on a Small Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 78-88.
• Sabastine Mushori & Delson Chikobvu, 2018, "Investment Opportunities, Uncertain Implicit Transaction Costs and Maximum Downside Risk in Dynamic Stochastic Financial Optimization," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 256-264.
• Sayyed Sadaqat Hussain Shah & Xia Xinping & Muhammad Asif Khan & Sinan Abdullah Harjan, 2018, "Investor and Manager Overconfidence Bias and Firm Value: Micro-Level Evidence from the Pakistan Equity Market," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 5, pages 190-199.
• Rene Johannes & Dedy Dedy & Abdullah Muksin, 2018, "The Preparation of Banking Industry in Implementing IFRS 9 Financial Instruments (A Case Study of HSBC Holdings Plc Listed on London Stock Exchange of Year 2015 2017)," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 124-136.
• 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, volume 8, issue 6, pages 144-150.
• Sina Davoudi & Alireza Fazlzadeh & Firouz Fallahi & Hossein Asgharpour, 2018, "The Impact of Oil Revenue Shocks on the Volatility of Iran s Stock Market Return," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 102-110.
• Kunlapath Sukcharoen & David Leatham, 2018, "Analyzing Extreme Comovements in Agricultural and Energy Commodity Markets Using a Regular Vine Copula Method," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 193-201.
• Kamphol Panyagometh, 2018, "Valuation of Solar-Wind Power Plant Project and Impact on Stock Price," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 354-360.
• Songül Kakýllý Acaravcý & Yunus Karaömer, 2018, "The Comparative Performance Evaluation of the Fama-French Five Factor Model in Turkey," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 6, issue 3, pages 1-12.
• Seçkin Arslan & Mehmet Sinan ÇELÝK, 2018, "Türkiye’deki Emeklilik Yatýrým Fonlarýnýn Performanslarýnýn BIST-100 Endeksinin Performansý Ýle Karþýlaþtýrýlmasý," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 6, issue 4, pages 61-73.
• Kelton, Andrea Seaton & Montague, Norma R., 2018, "The unintended consequences of uncertainty disclosures made by auditors and managers on nonprofessional investor judgments," Accounting, Organizations and Society, Elsevier, volume 65, issue C, pages 44-55, DOI: 10.1016/j.aos.2017.10.001.
• Restrepo, Natalia & Uribe, Jorge M. & Manotas, Diego, 2018, "Financial risk network architecture of energy firms," Applied Energy, Elsevier, volume 215, issue C, pages 630-642, DOI: 10.1016/j.apenergy.2018.02.060.
• Kumar, Gaurav & Misra, Arun Kumar, 2018, "Commonality in liquidity: Evidence from India’s National Stock Exchange," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 1-15, DOI: 10.1016/j.asieco.2018.09.001.
• Abreu, Margarida & Mendes, Victor, 2018, "The investor in structured retail products: Advice driven or gambling oriented?," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 1-9, DOI: 10.1016/j.jbef.2017.12.001.
• Radoc, Benjamin, 2018, "Case-based investing: Stock selection under uncertainty," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 53-59, DOI: 10.1016/j.jbef.2017.12.007.
• Fajardo, José & Dantas, Manuela, 2018, "Understanding the impact of severe hyperinflation experience on current household investment behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 60-67, DOI: 10.1016/j.jbef.2017.12.008.
• Afego, Pyemo N., 2018, "Index shocks, investor action and long-run stock performance in Japan: A case of cultural behaviouralism?," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 54-66, DOI: 10.1016/j.jbef.2018.01.006.
• König-Kersting, Christian & Trautmann, Stefan T., 2018, "Countercyclical risk aversion: Beyond financial professionals," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 94-101, DOI: 10.1016/j.jbef.2018.03.001.
• Papadovasilaki, Dimitra & Guerrero, Federico & Sundali, James, 2018, "The effect of early and salient investment experiences on subsequent asset allocations—An experimental study," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 1-19, DOI: 10.1016/j.jbef.2018.03.002.
• Phan, Thuy Chung & Rieger, Marc Oliver & Wang, Mei, 2018, "What leads to overtrading and under-diversification? Survey evidence from retail investors in an emerging market," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 39-55, DOI: 10.1016/j.jbef.2018.04.001.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2018, "Timing of advertising and the MAX effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 105-114, DOI: 10.1016/j.jbef.2018.09.001.
• Corneille, Olivier & De Winne, Rudy & D’Hondt, Catherine, 2018, "The disposition effect does not survive disclosure of expected price trends," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 80-91, DOI: 10.1016/j.jbef.2018.08.003.
• Imisiker, Serkan & Tas, Bedri Kamil Onur, 2018, "Wash trades as a stock market manipulation tool," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 92-98, DOI: 10.1016/j.jbef.2018.08.004.
• Ilomäki, Jukka & Laurila, Hannu, 2018, "Animal spirits in financial markets: Experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 99-104, DOI: 10.1016/j.jbef.2018.08.005.
• Oikonomou, Ioannis & Platanakis, Emmanouil & Sutcliffe, Charles, 2018, "Socially responsible investment portfolios: Does the optimization process matter?," The British Accounting Review, Elsevier, volume 50, issue 4, pages 379-401, DOI: 10.1016/j.bar.2017.10.003.
• Chang, Yuk Ying & Anderson, Hamish & Shi, Song, 2018, "China and international housing price growth," China Economic Review, Elsevier, volume 50, issue C, pages 294-312, DOI: 10.1016/j.chieco.2018.04.013.
• Huang, Winifred & Mazouz, Khelifa, 2018, "Excess cash, trading continuity, and liquidity risk," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 275-291, DOI: 10.1016/j.jcorpfin.2017.11.005.
• Feng, Xunan & Johansson, Anders C., 2018, "Living through the Great Chinese Famine: Early-life experiences and managerial decisions," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 638-657, DOI: 10.1016/j.jcorpfin.2017.11.012.
• Banerji, Sanjay & Duygun, Meryem & Shaban, Mohamed, 2018, "Political connections, bailout in financial markets and firm value," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 388-401, DOI: 10.1016/j.jcorpfin.2016.12.001.
• Hornuf, Lars & Schwienbacher, Armin, 2018, "Market mechanisms and funding dynamics in equity crowdfunding," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 556-574, DOI: 10.1016/j.jcorpfin.2017.08.009.
• He, Wen & Li, Chao Kevin, 2018, "The effects of a comply-or-explain dividend regulation in China," Journal of Corporate Finance, Elsevier, volume 52, issue C, pages 53-72, DOI: 10.1016/j.jcorpfin.2018.07.002.
• Gupta, Kartick & Krishnamurti, Chandrasekhar, 2018, "Do macroeconomic conditions and oil prices influence corporate risk-taking?," Journal of Corporate Finance, Elsevier, volume 53, issue C, pages 65-86, DOI: 10.1016/j.jcorpfin.2018.10.003.
• Escobar, Marcos & Ferrando, Sebastian & Rubtsov, Alexey, 2018, "Dynamic derivative strategies with stochastic interest rates and model uncertainty," Journal of Economic Dynamics and Control, Elsevier, volume 86, issue C, pages 49-71, DOI: 10.1016/j.jedc.2017.09.007.
• Zeng, Yan & Li, Danping & Chen, Zheng & Yang, Zhou, 2018, "Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility," Journal of Economic Dynamics and Control, Elsevier, volume 88, issue C, pages 70-103, DOI: 10.1016/j.jedc.2018.01.023.
• Suzuki, Masataka, 2018, "Continuous-time smooth ambiguity preferences," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 30-44, DOI: 10.1016/j.jedc.2018.01.042.
• Huang, Jinbo & Li, Yong & Yao, Haixiang, 2018, "Index tracking model, downside risk and non-parametric kernel estimation," Journal of Economic Dynamics and Control, Elsevier, volume 92, issue C, pages 103-128, DOI: 10.1016/j.jedc.2018.04.008.
• Jeon, Junkee & Koo, Hyeng Keun & Shin, Yong Hyun, 2018, "Portfolio selection with consumption ratcheting," Journal of Economic Dynamics and Control, Elsevier, volume 92, issue C, pages 153-182, DOI: 10.1016/j.jedc.2018.05.003.
• Nazliben, K. Korhan & Rodríguez, Juan Carlos, 2018, "Permanent shocks, signal extraction, and portfolio selection," Journal of Economic Dynamics and Control, Elsevier, volume 92, issue C, pages 47-68, DOI: 10.1016/j.jedc.2018.04.005.
• Kwon, Oh Kang & Satchell, Stephen, 2018, "The distribution of cross sectional momentum returns," Journal of Economic Dynamics and Control, Elsevier, volume 94, issue C, pages 225-241, DOI: 10.1016/j.jedc.2018.06.002.
• Oliva, I. & Renò, R., 2018, "Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like," Journal of Economic Dynamics and Control, Elsevier, volume 94, issue C, pages 242-256, DOI: 10.1016/j.jedc.2018.05.004.
• Chen, Yuanyuan & Gao, Xuefeng & Li, Duan, 2018, "Optimal order execution using hidden orders," Journal of Economic Dynamics and Control, Elsevier, volume 94, issue C, pages 89-116, DOI: 10.1016/j.jedc.2018.07.006.
• Dindo, Pietro & Staccioli, Jacopo, 2018, "Asset prices and wealth dynamics in a financial market with random demand shocks," Journal of Economic Dynamics and Control, Elsevier, volume 95, issue C, pages 187-210, DOI: 10.1016/j.jedc.2018.08.009.
• Marmer, Vadim & Slade, Margaret E., 2018, "Investment and uncertainty with time to build: Evidence from entry into U.S. copper mining," Journal of Economic Dynamics and Control, Elsevier, volume 95, issue C, pages 233-254, DOI: 10.1016/j.jedc.2018.09.001.
• Mukherjee, Raja & Paul, Satya & Shankar, Sriram, 2018, "Equity home bias—A global perspective from the shrunk frontier," Economic Analysis and Policy, Elsevier, volume 57, issue C, pages 9-21, DOI: 10.1016/j.eap.2017.10.003.
• Masset, Philippe & Weisskopf, Jean-Philippe, 2018, "Wine indices in practice: Nicely labeled but slightly corked," Economic Modelling, Elsevier, volume 68, issue C, pages 555-569, DOI: 10.1016/j.econmod.2017.03.025.
• Zhao, Li & Huang, Wenli & Ba, Shusong, 2018, "Optimal effort under high-water mark contracts," Economic Modelling, Elsevier, volume 68, issue C, pages 599-610, DOI: 10.1016/j.econmod.2017.03.029.
• Chen, Xiao & Huang, Bihong & Ye, Dezhu, 2018, "The role of punctuation in P2P lending: Evidence from China," Economic Modelling, Elsevier, volume 68, issue C, pages 634-643, DOI: 10.1016/j.econmod.2017.05.007.
• Ahmad, Wasim & Sadorsky, Perry & Sharma, Amit, 2018, "Optimal hedge ratios for clean energy equities," Economic Modelling, Elsevier, volume 72, issue C, pages 278-295, DOI: 10.1016/j.econmod.2018.02.008.
• BenSaïda, Ahmed & Litimi, Houda & Abdallah, Oussama, 2018, "Volatility spillover shifts in global financial markets," Economic Modelling, Elsevier, volume 73, issue C, pages 343-353, DOI: 10.1016/j.econmod.2018.04.011.
• Salisu, Afees A. & Ndako, Umar B., 2018, "Modelling stock price–exchange rate nexus in OECD countries: A new perspective," Economic Modelling, Elsevier, volume 74, issue C, pages 105-123, DOI: 10.1016/j.econmod.2018.05.010.
• Tsuji, Chikashi, 2018, "Return transmission and asymmetric volatility spillovers between oil futures and oil equities: New DCC-MEGARCH analyses," Economic Modelling, Elsevier, volume 74, issue C, pages 167-185, DOI: 10.1016/j.econmod.2018.05.007.
• Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Measuring the response of gold prices to uncertainty: An analysis beyond the mean," Economic Modelling, Elsevier, volume 75, issue C, pages 105-116, DOI: 10.1016/j.econmod.2018.06.010.
• Franjo, Luis, 2018, "International interest rates, the current account and housing markets," Economic Modelling, Elsevier, volume 75, issue C, pages 268-280, DOI: 10.1016/j.econmod.2018.07.003.
• Jian, Zhihong & Deng, Pingjun & Zhu, Zhican, 2018, "High-dimensional covariance forecasting based on principal component analysis of high-frequency data," Economic Modelling, Elsevier, volume 75, issue C, pages 422-431, DOI: 10.1016/j.econmod.2018.07.015.
• Du, Jiangze & Wang, Jying-Nan & Hsu, Yuan-Teng & Lai, Kin Keung, 2018, "The importance of hedging currency risk: Evidence from CNY and CNH," Economic Modelling, Elsevier, volume 75, issue C, pages 81-92, DOI: 10.1016/j.econmod.2018.06.007.
• Laborda, Ricardo, 2018, "Optimal combination of currency strategies," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 129-140, DOI: 10.1016/j.najef.2017.10.010.
• Ma, Chaoqun & Wang, Hailong & Cheng, Fengchao & Hu, Duni, 2018, "How money illusions and heterogeneous beliefs affect asset prices," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 167-192, DOI: 10.1016/j.najef.2018.01.003.
• Jeong, Giho & Kang, Jangkoo & Kwon, Kyung Yoon, 2018, "Liquidity skewness premium," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 130-150, DOI: 10.1016/j.najef.2018.04.015.
• Trinks, Arjan & Scholtens, Bert & Mulder, Machiel & Dam, Lammertjan, 2018, "Fossil Fuel Divestment and Portfolio Performance," Ecological Economics, Elsevier, volume 146, issue C, pages 740-748, DOI: 10.1016/j.ecolecon.2017.11.036.
• Mietzner, Mark & Molterer, Manuel, 2018, "You might not get what you need: The discrepancy between financial advice and commissions in Germany," Economics Letters, Elsevier, volume 162, issue C, pages 167-170, DOI: 10.1016/j.econlet.2017.11.004.
• Kartashova, Katya, 2018, "Improving public equity markets? No pain, no gain," Economics Letters, Elsevier, volume 162, issue C, pages 69-72, DOI: 10.1016/j.econlet.2017.10.005.
• Shorrer, Ran I., 2018, "Entropy and the value of information for investors: The prior-free implications," Economics Letters, Elsevier, volume 164, issue C, pages 62-64, DOI: 10.1016/j.econlet.2018.01.001.
• Ruenzi, Stefan & Weigert, Florian, 2018, "Momentum and crash sensitivity," Economics Letters, Elsevier, volume 165, issue C, pages 77-81, DOI: 10.1016/j.econlet.2018.01.031.
• Burghart, Daniel R., 2018, "Maximum probabilities, information, and choice under uncertainty," Economics Letters, Elsevier, volume 167, issue C, pages 43-47, DOI: 10.1016/j.econlet.2018.03.010.
• Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa & Silgoner, Maria, 2018, "Decomposing gender gaps in financial literacy: New international evidence," Economics Letters, Elsevier, volume 168, issue C, pages 102-106, DOI: 10.1016/j.econlet.2018.04.004.
• Symitsi, Efthymia & Chalvatzis, Konstantinos J., 2018, "Return, volatility and shock spillovers of Bitcoin with energy and technology companies," Economics Letters, Elsevier, volume 170, issue C, pages 127-130, DOI: 10.1016/j.econlet.2018.06.012.
• Park, Seyoung, 2018, "A generalization of Ramsey rule on discount rate with regime switching," Economics Letters, Elsevier, volume 170, issue C, pages 147-150, DOI: 10.1016/j.econlet.2018.06.011.
• Hedlund, Aaron, 2018, "Credit constraints, house prices, and the impact of life cycle dynamics," Economics Letters, Elsevier, volume 171, issue C, pages 202-207, DOI: 10.1016/j.econlet.2018.07.028.
• Lin, Qi & Lin, Xi, 2018, "Expected investment and the cross-section of stock returns," Economics Letters, Elsevier, volume 172, issue C, pages 43-49, DOI: 10.1016/j.econlet.2018.08.012.
• Suen, Richard M.H., 2018, "Standard risk aversion and efficient risk sharing," Economics Letters, Elsevier, volume 173, issue C, pages 23-26, DOI: 10.1016/j.econlet.2018.09.005.
• Post, Thierry & Karabatı, Selçuk & Arvanitis, Stelios, 2018, "Portfolio optimization based on stochastic dominance and empirical likelihood," Journal of Econometrics, Elsevier, volume 206, issue 1, pages 167-186, DOI: 10.1016/j.jeconom.2018.01.011.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2018, "Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 71-91, DOI: 10.1016/j.jeconom.2018.05.004.
• Erragragui, Elias & Hassan, M. Kabir & Peillex, Jonathan & Khan, Abu Nahian Faisal, 2018, "Does ethics improve stock market resilience in times of instability?," Economic Systems, Elsevier, volume 42, issue 3, pages 450-469, DOI: 10.1016/j.ecosys.2017.09.003.
• Nofsinger, John R. & Patterson, Fernando M. & Shank, Corey A., 2018, "Decision-making, financial risk aversion, and behavioral biases: The role of testosterone and stress," Economics & Human Biology, Elsevier, volume 29, issue C, pages 1-16, DOI: 10.1016/j.ehb.2018.01.003.
• Borri, Nicola, 2018, "Local currency systemic risk," Emerging Markets Review, Elsevier, volume 34, issue C, pages 111-123, DOI: 10.1016/j.ememar.2017.11.003.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Yahyaee, Khamis H., 2018, "Extreme dependence and risk spillovers between oil and Islamic stock markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 42-63, DOI: 10.1016/j.ememar.2017.10.003.
• Wen, Xiaoqian & Cheng, Hua, 2018, "Which is the safe haven for emerging stock markets, gold or the US dollar?," Emerging Markets Review, Elsevier, volume 35, issue C, pages 69-90, DOI: 10.1016/j.ememar.2017.12.006.
• Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul, 2018, "Limits to arbitrage and the MAX anomaly in advanced emerging markets," Emerging Markets Review, Elsevier, volume 36, issue C, pages 95-109, DOI: 10.1016/j.ememar.2018.03.004.
• Stivers, Adam, 2018, "Equity premium predictions with many predictors: A risk-based explanation of the size and value factors," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 126-140, DOI: 10.1016/j.jempfin.2017.10.004.
• Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi, 2018, "Momentum of return predictability," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 141-156, DOI: 10.1016/j.jempfin.2017.11.003.
• Muñoz, Fernando & Vicente, Ruth, 2018, "Hindsight effect: What are the actual cash flow timing skills of mutual fund investors?," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 181-193, DOI: 10.1016/j.jempfin.2017.11.004.
• Faria, Gonçalo & Verona, Fabio, 2018, "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 228-242, DOI: 10.1016/j.jempfin.2017.11.009.
• Dzieliński, Michał & Rieger, Marc Oliver & Talpsepp, Tõnn, 2018, "Asymmetric attention and volatility asymmetry," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 59-67, DOI: 10.1016/j.jempfin.2017.09.010.
• Li, Yuming, 2018, "Investment and profitability versus value and momentum: The price of residual risk," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 1-10, DOI: 10.1016/j.jempfin.2017.12.001.
• Sander, Magnus, 2018, "Market timing over the business cycle," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 130-145, DOI: 10.1016/j.jempfin.2017.12.002.
• Che, Limei, 2018, "Investor types and stock return volatility," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 139-161, DOI: 10.1016/j.jempfin.2018.03.005.
• Bruno, Salvatore & Chincarini, Ludwig B. & Ohara, Frank, 2018, "Portfolio construction and crowding," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 190-206, DOI: 10.1016/j.jempfin.2018.02.003.
• Xiao, Xiao & Zhou, Chen, 2018, "The decomposition of jump risks in individual stock returns," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 207-228, DOI: 10.1016/j.jempfin.2018.04.002.
• Dark, Jonathan, 2018, "Multivariate models with long memory dependence in conditional correlation and volatility," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 162-180, DOI: 10.1016/j.jempfin.2018.06.011.
• Fletcher, Jonathan, 2018, "Bayesian tests of global factor models," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 279-289, DOI: 10.1016/j.jempfin.2018.07.006.
• Chen, Jia & Jiang, Jiajun & Liu, Yu-jane, 2018, "Financial literacy and gender difference in loan performance," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 307-320, DOI: 10.1016/j.jempfin.2018.06.004.
• Sherrill, D. Eli & Stark, Jeffrey R., 2018, "ETF liquidation determinants," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 357-373, DOI: 10.1016/j.jempfin.2018.07.007.
• Chan, Kalok & Yang, Jian & Zhou, Yinggang, 2018, "Conditional co-skewness and safe-haven currencies: A regime switching approach," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 58-80, DOI: 10.1016/j.jempfin.2018.06.001.
• Chen, Qinhua & Chi, Yeguang, 2018, "Smart beta, smart money," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 19-38, DOI: 10.1016/j.jempfin.2018.08.002.
• Ng, Alex & Zheng, Di, 2018, "Let's agree to disagree! On payoffs and green tastes in green energy investments," Energy Economics, Elsevier, volume 69, issue C, pages 155-169, DOI: 10.1016/j.eneco.2017.10.023.
• Chen, Siyuan & Zhang, Qi & Wang, Ge & Zhu, Lijing & Li, Yan, 2018, "Investment strategy for underground gas storage facilities based on real option model considering gas market reform in China," Energy Economics, Elsevier, volume 70, issue C, pages 132-142, DOI: 10.1016/j.eneco.2017.12.034.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Raza, Naveed & Roubaud, David, 2018, "Oil volatility and sovereign risk of BRICS," Energy Economics, Elsevier, volume 70, issue C, pages 258-269, DOI: 10.1016/j.eneco.2017.12.018.
• Zhang, Yaojie & Ma, Feng & Shi, Benshan & Huang, Dengshi, 2018, "Forecasting the prices of crude oil: An iterated combination approach," Energy Economics, Elsevier, volume 70, issue C, pages 472-483, DOI: 10.1016/j.eneco.2018.01.027.
• Oliveira, Sydnei Marssal de & Ribeiro, Celma de Oliveira & Cicogna, Maria Paula Vieira, 2018, "Uncertainty effects on production mix and on hedging decisions: The case of Brazilian ethanol and sugar," Energy Economics, Elsevier, volume 70, issue C, pages 516-524, DOI: 10.1016/j.eneco.2018.01.025.
• Sephton, Peter & Mann, Janelle, 2018, "Gold and crude oil prices after the great moderation," Energy Economics, Elsevier, volume 71, issue C, pages 273-281, DOI: 10.1016/j.eneco.2018.02.022.
• 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, volume 71, issue C, pages 35-46, DOI: 10.1016/j.eneco.2018.01.035.
• Tiwari, Aviral Kumar & Jena, Sangram Keshari & Mitra, Amarnath & Yoon, Seong-Min, 2018, "Impact of oil price risk on sectoral equity markets: Implications on portfolio management," Energy Economics, Elsevier, volume 72, issue C, pages 120-134, DOI: 10.1016/j.eneco.2018.03.031.
• López, Raquel, 2018, "The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investments," Energy Economics, Elsevier, volume 72, issue C, pages 356-364, DOI: 10.1016/j.eneco.2018.04.040.
• Alexopoulos, Thomas A., 2018, "To trust or not to trust? A comparative study of conventional and clean energy exchange-traded funds," Energy Economics, Elsevier, volume 72, issue C, pages 97-107, DOI: 10.1016/j.eneco.2018.03.013.
• Ji, Qiang & Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2018, "Risk spillover between energy and agricultural commodity markets: A dependence-switching CoVaR-copula model," Energy Economics, Elsevier, volume 75, issue C, pages 14-27, DOI: 10.1016/j.eneco.2018.08.015.
• Liu, Li & Wang, Yudong & Yang, Li, 2018, "Predictability of crude oil prices: An investor perspective," Energy Economics, Elsevier, volume 75, issue C, pages 193-205, DOI: 10.1016/j.eneco.2018.08.010.
• Martínez, Beatriz & Torró, Hipòlit, 2018, "Hedging spark spread risk with futures," Energy Policy, Elsevier, volume 113, issue C, pages 731-746, DOI: 10.1016/j.enpol.2017.11.038.
• Zhang, Guofu & Liu, Wei, 2018, "Analysis of the international propagation of contagion between oil and stock markets," Energy, Elsevier, volume 165, issue PA, pages 469-486, DOI: 10.1016/j.energy.2018.09.024.
• Wang, Jianshen & Taylor, Nick, 2018, "A comparison of static and dynamic portfolio policies," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 111-127, DOI: 10.1016/j.irfa.2017.09.007.
• Fletcher, Jonathan, 2018, "An empirical examination of the diversification benefits of U.K. international equity closed-end funds," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 23-34, DOI: 10.1016/j.irfa.2017.10.010.
• Tian, Shu & Wu, Eliza & Wu, Qiongbing, 2018, "Who exacerbates the extreme swings in the Chinese stock market?," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 50-59, DOI: 10.1016/j.irfa.2017.10.009.
• Ichev, Riste & Marinč, Matej, 2018, "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 153-166, DOI: 10.1016/j.irfa.2017.12.004.
• Healy, J.V. & Gregoriou, A. & Hudson, R., 2018, "Test of recent advances in extracting information from option prices," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 292-302, DOI: 10.1016/j.irfa.2017.09.011.
• Brooks, Chris & Sangiorgi, Ivan & Hillenbrand, Carola & Money, Kevin, 2018, "Why are older investors less willing to take financial risks?," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 52-72, DOI: 10.1016/j.irfa.2017.12.008.
• Hao, Ying & Chou, Robin K. & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2018, "The 52-week high, momentum, and investor sentiment," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 167-183, DOI: 10.1016/j.irfa.2018.01.014.
• 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, volume 58, issue C, pages 132-152, DOI: 10.1016/j.irfa.2018.05.002.
• Kim, Byungoh & Suh, Sangwon, 2018, "Sentiment-based momentum strategy," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 52-68, DOI: 10.1016/j.irfa.2018.04.004.
• Casavecchia, Lorenzo & Hulley, Hardy, 2018, "Are mutual fund investors paying for noise?," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 8-23, DOI: 10.1016/j.irfa.2018.04.002.
• Klein, Tony & Pham Thu, Hien & Walther, Thomas, 2018, "Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 105-116, DOI: 10.1016/j.irfa.2018.07.010.
• Chen, Zhongdong & Daves, Phillip R., 2018, "The January sentiment effect in the U.S. stock market," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 94-104, DOI: 10.1016/j.irfa.2018.07.008.
• Kwabi, Frank O. & Boateng, Agyenim & Adegbite, Emmanuel, 2018, "The impact of stringent insider trading laws and institutional quality on cost of capital," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 127-137, DOI: 10.1016/j.irfa.2018.07.011.
• Tawil, Dima, 2018, "Risk-adjusted performance of portfolio insurance and investors’ preferences," Finance Research Letters, Elsevier, volume 24, issue C, pages 10-18, DOI: 10.1016/j.frl.2017.05.004.
• Righi, Marcelo Brutti & Borenstein, Denis, 2018, "A simulation comparison of risk measures for portfolio optimization," Finance Research Letters, Elsevier, volume 24, issue C, pages 105-112, DOI: 10.1016/j.frl.2017.07.013.
• Won, Dong Chul, 2018, "One-fund separation in incomplete markets with two assets," Finance Research Letters, Elsevier, volume 24, issue C, pages 168-174, DOI: 10.1016/j.frl.2017.09.003.
• Bednarek, Ziemowit & Patel, Pratish, 2018, "Understanding the outperformance of the minimum variance portfolio," Finance Research Letters, Elsevier, volume 24, issue C, pages 175-178, DOI: 10.1016/j.frl.2017.09.005.
• Hodoshima, Jiro & Misawa, Tetsuya & Miyahara, Yoshio, 2018, "Comparison of utility indifference pricing and mean-variance approach under normal mixture," Finance Research Letters, Elsevier, volume 24, issue C, pages 221-229, DOI: 10.1016/j.frl.2017.09.008.
• Jena, Sangram Keshari & Tiwari, Aviral Kumar & Roubaud, David & Shahbaz, Muhammad, 2018, "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Finance Research Letters, Elsevier, volume 24, issue C, pages 247-255, DOI: 10.1016/j.frl.2017.09.012.
• Sakemoto, Ryuta, 2018, "Do precious and industrial metals act as hedges and safe havens for currency portfolios?," Finance Research Letters, Elsevier, volume 24, issue C, pages 256-262, DOI: 10.1016/j.frl.2017.09.011.
• Auer, Benjamin R., 2018, "A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio," Finance Research Letters, Elsevier, volume 24, issue C, pages 289-290, DOI: 10.1016/j.frl.2017.09.023.
• Lim, Byung Hwa & Lee, Ho-Seok & Shin, Yong Hyun, 2018, "The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement," Finance Research Letters, Elsevier, volume 25, issue C, pages 213-221, DOI: 10.1016/j.frl.2017.10.029.
• Dey, Shubhasis & Sampath, Aravind, 2018, "Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies," Finance Research Letters, Elsevier, volume 25, issue C, pages 41-46, DOI: 10.1016/j.frl.2017.10.002.
• Debata, Byomakesh & Dash, Saumya Ranjan & Mahakud, Jitendra, 2018, "Investor sentiment and emerging stock market liquidity," Finance Research Letters, Elsevier, volume 26, issue C, pages 15-31, DOI: 10.1016/j.frl.2017.11.006.
• Jacoby, Gady & Li, Shi & Wang, Yan, 2018, "Mean-variance theory with imprecise accounting information," Finance Research Letters, Elsevier, volume 26, issue C, pages 156-161, DOI: 10.1016/j.frl.2017.12.018.
• Kong, Dongmin & Liu, Shasha & Wang, Yanan, 2018, "Learning from outsiders: Do managers benefit from communication with market participants?," Finance Research Letters, Elsevier, volume 26, issue C, pages 192-197, DOI: 10.1016/j.frl.2018.01.007.
• Kaiser, Lars & Fleisch, Michael & Salcher, Lukas, 2018, "Bias and misrepresentation revisited: Perspective on major equity indices," Finance Research Letters, Elsevier, volume 26, issue C, pages 223-229, DOI: 10.1016/j.frl.2017.12.019.
• Csóka, Péter & Hevér, Judit, 2018, "Portfolio valuation under liquidity constraints with permanent price impact," Finance Research Letters, Elsevier, volume 26, issue C, pages 235-241, DOI: 10.1016/j.frl.2018.02.019.
• Eom, Yunsung, 2018, "The opposite disposition effect: Evidence from the Korean stock index futures market," Finance Research Letters, Elsevier, volume 26, issue C, pages 261-265, DOI: 10.1016/j.frl.2018.02.004.
• Gan, Christopher & Nartea, Gilbert V. & Wu, Ji (George), 2018, "Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 40-46, DOI: 10.1016/j.frl.2017.11.007.
• Zhu, Zongyuan, 2018, "Safety promise, moral hazard and financial supervision: Evidence from peer-to-peer lending," Finance Research Letters, Elsevier, volume 27, issue C, pages 1-5, DOI: 10.1016/j.frl.2018.07.002.
• Xu, Hai-Chuan & Zhou, Wei-Xing, 2018, "A weekly sentiment index and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 27, issue C, pages 135-139, DOI: 10.1016/j.frl.2018.02.009.
• Das, Debojyoti & Kumar, Surya Bhushan & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Hasim, Haslifah M., 2018, "On the relationship of gold, crude oil, stocks with financial stress: A causality-in-quantiles approach," Finance Research Letters, Elsevier, volume 27, issue C, pages 169-174, DOI: 10.1016/j.frl.2018.02.030.
• 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, volume 27, issue C, pages 208-213, DOI: 10.1016/j.frl.2018.03.020.
• Dai, Zhifeng & Wen, Fenghua, 2018, "Some improved sparse and stable portfolio optimization problems," Finance Research Letters, Elsevier, volume 27, issue C, pages 46-52, DOI: 10.1016/j.frl.2018.02.026.
• Uhl, Matthias W. & Rohner, Philippe, 2018, "The compensation portfolio," Finance Research Letters, Elsevier, volume 27, issue C, pages 60-64, DOI: 10.1016/j.frl.2018.02.023.
• Elaut, Gert & Frömmel, Michael & Lampaert, Kevin, 2018, "Intraday momentum in FX markets: Disentangling informed trading from liquidity provision," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 35-51, DOI: 10.1016/j.finmar.2016.09.002.
• Krishnamurthy, Srinivasan & Pelletier, Denis & Warr, Richard S., 2018, "Inflation and equity mutual fund flows," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 52-69, DOI: 10.1016/j.finmar.2017.12.001.
• Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018, "Politics and liquidity," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 1-13, DOI: 10.1016/j.finmar.2017.07.004.
• Lin, Qi, 2018, "Technical analysis and stock return predictability: An aligned approach," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 103-123, DOI: 10.1016/j.finmar.2017.09.003.
• Kim, Soonho & Na, Haejung, 2018, "Higher-moment liquidity risks and the cross-section of stock returns," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 39-59, DOI: 10.1016/j.finmar.2017.10.001.
• Baltas, Nick & Karyampas, Dimitrios, 2018, "Forecasting the equity risk premium: The importance of regime-dependent evaluation," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 83-102, DOI: 10.1016/j.finmar.2017.11.002.
• Hauser, Shmuel & Kedar-Levy, Haim, 2018, "Liquidity might come at cost: The role of heterogeneous preferences," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 1-23, DOI: 10.1016/j.finmar.2018.03.001.