Research classified by Journal of Economic Literature (JEL) codes

2019

• Nicole El Karoui & Caroline Hillairet & Stéphane Loisel & Yahia Salhi, 2019, "Le prix du risque de longévité," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 129-145.
• Christian Gollier, 2019, "Le prix du risque climatique et le prix du carbone," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 171-182.
• René Garcia & Nour Meddahi, 2019, "Prime de risque et prix du risque sur les actions," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 199-211.
• Émile Quinet, 2019, "Flexibilité, incertitude et optimisation des investissements : une introduction," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 213-232.
• Caroline Le Moign, 2019, "ICO françaises : un nouveau mode de financement ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 131-144.
• Simshauser, P., 2019, "On the impact of government-initiated CfD’s in Australia’s National Electricity Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1901, Jan.
• Koo, B. & La Vecchia, D. & Linton, O., 2019, "Nonparametric Recovery of the Yield Curve Evolution from Cross-Section and Time Series Information," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1916, Feb.
• Ma, S. & Linton, O. & Gao, J., 2019, "Estimation and Inference in Semiparametric Quantile Factor Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1933, Mar.
• Boneva, L. & Elliott, D. & Kaminska, I. & Linton, O. & McLaren, N. & Morley, B., 2019, "The Impact of Corporate QE on Liquidity: Evidence from the UK," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1937, Mar.
• Simshauser, P., 2019, "Lessons from Australia’s National Electricity Market 1998-2018: the strengths and weaknesses of the reform experience," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1972, Aug.
• Anagnostopoulos, A. & Atesagaoglu, O. & Faraglia, E. & Giannitsarou, C., 2019, "Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1978, Jul.
• Lloyd, S. P. & Marin, E. A., 2019, "Exchange Rate Risk and Business Cycles," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1996, Dec.
• Leon Li & Nen-Chen Richard Hwang & Gilbert V. Nartea, 2019, "Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 19/09, Aug.
• Gilbert V. Nartea & Hengyu Bai & Ji Wu, 2019, "Investor Sentiment and the Economic Policy Uncertainty Premium," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 19/14, Nov.
• Vincenzo Merella & Stephen E. Satchell, 2019, "Asset pricing with utility from external anticipation," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 589.
• Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019, "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers, University of California, Davis, Department of Economics, number 330, Mar.
• Aldrich, Eric M & Friedman, Daniel, 2019, "Order Protection through Delayed Messaging," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt4938f518, Jun.
• Mykola Babiak & Roman Kozhan, 2019, "Parameter Learning in Production Economies," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp640, Apr.
• Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva, 2019, "Does Index Arbitrage Distort the Market Reaction to Shocks?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp651, Dec.
• Guglielmo Maria Caporale & Daria Teterkina, 2019, "Volatility forecasts for the RTS stock index: option-implied volatility versus alternative methods," CESifo Working Paper Series, CESifo, number 7612.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2019, "Five facts about beliefs and portfolios," CESifo Working Paper Series, CESifo, number 7666.
• Bernd Süssmuth, 2019, "Bitcoin and web search query dynamics: is the price driving the hype or is the hype driving the price?," CESifo Working Paper Series, CESifo, number 7675.
• Carlo Altavilla & Luca Brugnolini & Refet S. Gürkaynak & Roberto Motto & Giuseppe Ragusa, 2019, "Measuring Euro Area Monetary Policy," CESifo Working Paper Series, CESifo, number 7699.
• Marc Gronwald, 2019, "Another Look at Cryptocurrency Bubbles," CESifo Working Paper Series, CESifo, number 7743.
• Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019, "Risk Pooling, Leverage, and the Business Cycle," CESifo Working Paper Series, CESifo, number 7772.
• Stefano Carattini & Suphi Sen, 2019, "Carbon Taxes and Stranded Assets: Evidence from Washington State," CESifo Working Paper Series, CESifo, number 7785.
• Guglielmo Maria Caporale & Alex Plastun, 2019, "Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns," CESifo Working Paper Series, CESifo, number 7917.
• M. Hashem Pesaran & Ron P. Smith, 2019, "The Role of Factor Strength and Pricing Errors for Estimation and Inference in Asset Pricing Models," CESifo Working Paper Series, CESifo, number 7919.
• Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas, 2019, "Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange," CESifo Working Paper Series, CESifo, number 7984.
• Thomas Gomez & Giulia Piccillo, 2019, "Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model," CESifo Working Paper Series, CESifo, number 8003.
• Ian Martin & Stefan Nagel, 2019, "Market Efficiency in the Age of Big Data," CESifo Working Paper Series, CESifo, number 8015.
• Ulrich Hege & Pierre Mella-Barral, 2019, "Bond Exchange Offers or Collective Action Clauses?," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 32.
• Alexios Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019, "Foreign Direct Investment as a Determinant of Cross-Country Stock Market Comovement," Discussion Papers, Centre for Macroeconomics (CFM), number 1912, Jul.
• Viral V. Acharya & Arvind Krishnamurthy, 2019, "Capital Flow Management with Multiple Instruments," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 6, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia, "Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications".
• Kjell G. Nyborg, 2019, "Repo Rates and the Collateral Spread Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-04, Feb.
• Kjell G. Nyborg & Cornelia Rösler, 2019, "Repo Rates and the Collateral Spread: Evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-05, Feb, revised Feb 2019.
• Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew Ringgenberg, 2019, "Do Index Funds Monitor?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-08, May.
• Marco Ceccarelli & Stefano Ramelli & Alexander F. Wagner, 2019, "When Investors Call for Climate Responsibility, How Do Mutual Funds Respond?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-13, Mar, revised Apr 2019.
• Piotr Orłowski & Andras Sali & Fabio Trojani, 2019, "Arbitrage Free Dispersion," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-20, Jan, revised Apr 2019.
• Eric Jondeau & Qunzi Zhang & Xiaoneng Zhu, 2019, "Crude Awakening: Oil Prices and Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-24, Apr, revised May 2019.
• Piotr Orłowski & Paul Schneider & Fabio Trojani, 2019, "On the Nature of Jump Risk Premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-31, Jun, revised Jun 2019.
• Philippe Bacchetta & Eric van Wincoop, 2019, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-35, Jul.
• Roman Goncharenko & Steven Ongena & Asad Rauf, 2019, "The Agency of CoCos: Why Contingent Convertible Bonds Aren't for Everyone," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-43, Jun.
• Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019, "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-46, Aug.
• Hasan Fallahgoul & Julien Hugonnier & Loriano Mancini, 2019, "Risk Premia and Lévy Jumps: Theory and Evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-49, Feb.
• Paul Schneider & Christian Wagner & Josef Zechner, 2019, "Low Risk Anomalies?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-50, Sep.
• Andrea Berardi & Michael Markovich & Alberto Plazzi & Andrea Tamoni, 2019, "Mind the (Convergence) Gap: Bond Predictability Strikes Back!," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-52, Sep.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-56, Oct.
• Altan Pazarbasi & Paul Schneider & Grigory Vilkov, 2019, "Sentimental Recovery," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-57, Oct.
• Laurent Barras & O. Scaillet & Russ Wermers, 2019, "Reassessing False Discoveries in Mutual Fund Performance: Skill, Luck, or Lack of Power? A Reply," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-61, Aug.
• Artem Dyachenko & Walter Farkas & Marc Oliver Rieger, 2019, "Volatility Dependent Structured Products," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-64, Dec.
• Patrick Gagliardini & Hao Ma, 2019, "Extracting Statistical Factors When Betas are Time-Varying," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-65, Jul.
• Vincent Bogousslavsky & Pierre Collin-Dufresne, 2019, "Liquidity, Volume, and Order Imbalance Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-69, Mar.
• Andrea Berardi & Alberto Plazzi, 2019, "Dissecting the Yield Curve: The International Evidence," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-73, Jun.
• Jie Cao & Amit Goyal & Sai Ke & Xintong Zhan, 2019, "Option Trading and Stock Price Informativeness," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-74, Jun.
• Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2019, "Implied Volatility Changes and Corporate Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-75, Jun.
• Giovanni Barone-Adesi & Carlo Sala, 2019, "Testing Market Efficiency With the Pricing Kernel," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-77, Aug.
• Cary Deck & Maroš Servátka & Steven Tucker, 2019, "Designing Call Auction Institutions to Eliminate Price Bubbles: Is English Dutch the Best?," Working Papers, Chapman University, Economic Science Institute, number 19-06.
• Gideon Boako & Aviral Kumar Tiwari & David Roubaud, 2019, "Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market," International Economics, CEPII research center, issue 158, pages 77-90.
• John Duffy & Janet Hua Jiang & Huan Xie, 2019, "Experimental Asset Markets with An Indefinite Horizon," CIRANO Working Papers, CIRANO, number 2019s-15, Jul.
• Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, , "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1001, revised 12 Feb 2020.
• Julián A. Parra & Carlos Arango - Joaqu�n Bernal & Jos� E. G�mez - Javier G�mez & Carlos Le�n - Clara Machado & Daniel Osorio - Daniel Rojas & Nicol�s Su�rez - Eduardo Yanquen, 2019, "Criptoactivos: análisis y revisión de literatura," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 92, pages 1-37.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17281, Apr.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17401, Apr.
• José Ignacio López Gaviria, 2019, "Predictibilidad del mercado accionario colombiano," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 91, pages 117-150.
• Miguel Angel Laverde Sarmiento & Jorge Fernando Garcia Carrillo & Juan Carlos Lezama Palomino & Alejandra Pati�o Jacinto, 2019, "The importance of information upon applying IFRS in financial entities that trade at the Colombian stock market," Revista CIFE, Universidad Santo Tomás, volume 21, issue 34, pages 137-152.
• BEREAU Sophie, & GNABO Jean-Yves, & VANHOMWEGEN Henri,, 2019, "Making a difference: European mutual funds distinctiveness and peers’ performance," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019015, Jul.
• Moinak Maiti, 2019, "Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence?," Future Business Journal, Springer, volume 5, issue 1, pages 1-12, December, DOI: 10.1186/s43093-019-0004-6.
• Lixing Mei & Yulei Rao & Mei Wang & Jianxin Wang, 2019, "Do investors post messages differently from mobile devices? The correlation between mobile Internet messages posting and stock returns," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 66, issue 4, pages 423-452, December, DOI: 10.1007/s12232-019-00329-6.
• Christina Bannier & Thomas Pauls & Andreas Walter, 2019, "Content analysis of business communication: introducing a German dictionary," Journal of Business Economics, Springer, volume 89, issue 1, pages 79-123, February, DOI: 10.1007/s11573-018-0914-8.
• 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, volume 43, issue 1, pages 1-26, January, DOI: 10.1007/s12197-017-9423-9.
• Glenn Pettengill & George Chang, 2019, "Validating empirically identified risk factors," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 162-179, January, DOI: 10.1007/s12197-018-9438-x.
• Cristiana Cardi & Camilla Mazzoli & Sabrina Severini, 2019, "People have the power: post IPO effects of intellectual capital disclosure," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 228-255, April, DOI: 10.1007/s12197-018-9439-9.
• Arianna Agosto & Alessandra Mainini & Enrico Moretto, 2019, "Stochastic dividend discount model: covariance of random stock prices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 3, pages 552-568, July, DOI: 10.1007/s12197-018-9455-9.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2019, "Long-term price overreactions: are markets inefficient?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 657-680, October, DOI: 10.1007/s12197-018-9464-8.
• 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, volume 43, issue 4, pages 681-712, October, DOI: 10.1007/s12197-018-9467-5.
• Jan Polach & Jiri Kukacka, 2019, "Prospect Theory in the Heterogeneous Agent Model," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 1, pages 147-174, March, DOI: 10.1007/s11403-018-0219-6.
• Pengfei Wang & Wei Zhang & Xiao Li & Dehua Shen, 2019, "Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 2, pages 377-418, June, DOI: 10.1007/s11403-019-00250-9.
• Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2019, "The term structure of cross-sectional dispersion of expectations in a Learning-to-Forecast Experiment," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 3, pages 491-520, September, DOI: 10.1007/s11403-019-00245-6.
• Chi-Wei Su & Xiao-Cui Yin & Hsu-Ling Chang & Hai-Gang Zhou, 2019, "Are the stock and real estate markets integrated in China?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 4, pages 741-760, December, DOI: 10.1007/s11403-018-0215-x.
• 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, volume 14, issue 4, pages 859-890, December, DOI: 10.1007/s11403-019-00264-3.
• Christoph Huber & Parampreet C. Bindra & Daniel Kleinlercher, 2019, "Design-features of bubble-prone experimental asset markets with a constant FV," Journal of the Economic Science Association, Springer;Economic Science Association, volume 5, issue 2, pages 197-209, December, DOI: 10.1007/s40881-019-00061-5.
• Abdelkader Derbali & Lamia Jamel, 2019, "Dependence of Default Probability and Recovery Rate in Structural Credit Risk Models: Case of Greek Banks," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 10, issue 2, pages 711-733, June, DOI: 10.1007/s13132-017-0473-1.
• Claudia Ravanelli & Gregor Svindland, 2019, "Ambiguity sensitive preferences in Ellsberg frameworks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 67, issue 1, pages 53-89, February, DOI: 10.1007/s00199-017-1095-3.
• Sabine Elmiger, 2019, "CAPM-anomalies: quantitative puzzles," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 68, issue 3, pages 643-667, October, DOI: 10.1007/s00199-018-1137-5.
• Marek Weretka, 2019, "Normative inference in efficient markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 68, issue 4, pages 787-810, November, DOI: 10.1007/s00199-018-1144-6.
• Huanhuan Zheng & Haiqiang Chen, 2019, "Price informativeness and adaptive trading," Journal of Evolutionary Economics, Springer, volume 29, issue 4, pages 1315-1342, September, DOI: 10.1007/s00191-018-0586-0.
• Andrew Grant & Steve Satchell, 2019, "Endogenous divorce risk and investment," Journal of Population Economics, Springer;European Society for Population Economics, volume 32, issue 3, pages 845-876, July, DOI: 10.1007/s00148-018-0719-7.
• Muneer Shaik & S. Maheswaran, 2019, "Robust Volatility Estimation with and Without the Drift Parameter," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 1, pages 57-91, March, DOI: 10.1007/s40953-018-0129-4.
• Zheng-Zheng Li & Ran Tao & Chi-Wei Su & Oana-Ramona Lobonţ, 2019, "Does Bitcoin bubble burst?," Quality & Quantity: International Journal of Methodology, Springer, volume 53, issue 1, pages 91-105, January, DOI: 10.1007/s11135-018-0728-3.
• Clifford S. Asness & Andrea Frazzini & Lasse Heje Pedersen, 2019, "Quality minus junk," Review of Accounting Studies, Springer, volume 24, issue 1, pages 34-112, March, DOI: 10.1007/s11142-018-9470-2.
• Matthew C. Cedergren & Changling Chen & Kai Chen, 2019, "The implication of unrecognized asset value on the relation between market valuation and debt valuation adjustment," Review of Accounting Studies, Springer, volume 24, issue 2, pages 426-455, June, DOI: 10.1007/s11142-019-9486-2.
• David G. Kenchington, 2019, "Does a change in dividend tax rates in the U.S. affect equity prices of non-U.S. stocks?," Review of Accounting Studies, Springer, volume 24, issue 2, pages 593-628, June, DOI: 10.1007/s11142-019-9489-z.
• Eddy Cardinaels & Stephan Hollander & Brian J. White, 2019, "Automatic summarization of earnings releases: attributes and effects on investors’ judgments," Review of Accounting Studies, Springer, volume 24, issue 3, pages 860-890, September, DOI: 10.1007/s11142-019-9488-0.
• Felix Thielemann & Tami Dinh & Helen Kang, 2019, "Non-GAAP Reporting and Debt Market Outcomes: Evidence from Regulation G," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 71, issue 2, pages 169-203, May, DOI: 10.1007/s41464-019-00074-x.
• Adrian Jäggi & Martin Schlegel & Attilio Zanetti, 2019, "Macroeconomic surprises, market environment, and safe-haven currencies," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 155, issue 1, pages 1-21, December, DOI: 10.1186/s41937-019-0031-9.
• Pei-wen Chen & Han-Ching Huang & Yung-chern Su, 2019, "The Imbalance-Based Trading Strategies on Taiwan Exchange Rate Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 4, pages 1-8.
• Huadong Chang & Guozhi An, 2019, "Will History Repeat Itself? Empirical Research on A-Share Candlesticks in China Based on Matching Method," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 5, pages 1-8.
• Yuan Zhang, 2019, "Information in excess analyst coverage: Evidence from China’s stock market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 6, pages 1-12.
• Weiwei Liu, 2019, "An empirical study of the risk-free rate and the expected consumption growth," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 6, pages 1-5.
• Huaibing Yu, 2019, "Long-run Cointegration and Market Equilibrium in Large Cap Stocks," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-2.
• Johan Knif & Dimitrios Koutmos & Gregory Koutmos, 2019, "Modeling the Risk Dynamics of Hedge Funds," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-3.
• Huaibing Yu, 2019, "An Econometric Analysis on Influential Power Across Global Stock Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 3, pages 1-1.
• Ebrahimy, Ehsan, 2019, "Fire-sales in frozen markets," ESRB Working Paper Series, European Systemic Risk Board, number 100, Sep.
• Omar Masood & Manuela TvaronaviÄ ienÄ— & Kiran Javaria, 2019, "Impact of oil prices on stock return: evidence from G7 countries," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, volume 1, issue 2, pages 129-137, June, DOI: 10.9770/ird.2019.1.2(4).
• Julia Darby & Hai Zhang & Jinkai Zhang, 2019, "Institutional trading in volatile markets: evidence from Chinese stock markets," Working Papers, University of Strathclyde Business School, Department of Economics, number 1912, Sep.
• Julia Darby & Jun Gao & Siobhan Lucey & Sheng Zhu, 2019, "Is heightened political uncertainty priced in stock returns? Evidence from the 2014 Scottish independence referendum," Working Papers, University of Strathclyde Business School, Department of Economics, number 1913, Sep.
• Eo, Yunjong & Kang, Kyu Ho, 2019, "The Effects of Conventional and Unconventional Monetary Policy on Forecasting the Yield Curve," Working Papers, University of Sydney, School of Economics, number 2019-08, Apr, revised Nov 2019.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2019, "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, volume 51, issue 30, pages 3212-3235, June, DOI: 10.1080/00036846.2018.1564115.
• Stanislav Anatolyev & Nikolay Gospodinov, 2019, "Multivariate Return Decomposition: Theory and Implications," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 5, pages 487-508, May, DOI: 10.1080/07474938.2017.1348677.
• Stephan Smeekes & Joakim Westerlund, 2019, "Robust block bootstrap panel predictability tests," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 9, pages 1089-1107, October, DOI: 10.1080/07474938.2018.1536102.
• Luiz Félix & Roman Kräussl & Philip Stork, 2019, "Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, volume 20, issue 4, pages 385-407, October, DOI: 10.1080/15427560.2018.1511792.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Time-Varying Periodicity in Intraday Volatility," Journal of the American Statistical Association, Taylor & Francis Journals, volume 114, issue 528, pages 1695-1707, October, DOI: 10.1080/01621459.2018.1512864.
• Dirk Schoenmaker & Willem Schramade, 2019, "Investing for long-term value creation," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, volume 9, issue 4, pages 356-377, October, DOI: 10.1080/20430795.2019.1625012.
• Eric C. Engstrom & Steven A. Sharpe, 2019, "The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror," Financial Analysts Journal, Taylor & Francis Journals, volume 75, issue 4, pages 37-49, October, DOI: 10.1080/0015198X.2019.1625617.
• Chowdhury, Biplob & Jeyasreedharan, Nagaratnam, 2019, "An empirical examination of the jump and diffusion aspects of asset pricing: Japanese evidence," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2019-02.
• Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019, "An analysis to detect exuberance and implosion in regional house prices in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 19, issue 2, pages 67-82.
• Evren Ceritoglu & Seyit Mumin Cilasun & Ufuk Demiroglu & Aytul Ganioglu, 2019, "An Analysis to Detect Exuberance and Implosion in Regional House Prices in Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1919.
• Suleyman Serdengecti & Ahmet Sensoy, 2019, "Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1928.
• Halil Ibrahim Aydin & Ozgur Ozel, 2019, "Term Premium in Turkish Lira Interest Rates," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 1933.
• Richard Keely & Ronan C Lyons, 2019, "Debt and Taxes: The Sale-Rent Housing Price Ratio in Dublin since 1945," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0419, Mar.
• Yasushi Asako & Yukihiko Funaki & Kozo Ueda & Nobuyuki Uto, 2019, "(A)symmetric Information Bubbles: Experimental Evidence," Working Papers, Tokyo Center for Economic Research, number e133, May.
• Stan Olijslagers & Sweder van Wijnbergen, 2019, "Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 19-030/VI, Apr.
• Antonio Amendola & Dennis M. Montagna & Mario Maggi, 2019, "Analysis of Equity Beta Components: New Results and Prospectives in a Low Beta Framework," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 1-26, DOI: http://dx.doi.org/10.1991/jefa.v3i1.
• 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, volume 3, issue 1, pages 47-70, DOI: 10.1991/jefa.v3i1.a23.
• Akhilesh Maewal & Joel R. Bock, 2019, "A Modified Risk Parity Method for Asset Allocation," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 71-85, DOI: 10.1991/jefa.v3i1.a24.
• Tekilu Tadesse & Jemal Abafia, 2019, "The causality between Financial Development and Economic Growth in Ethiopia: Supply Leading vs Demand Following Hypothesis," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 87-115, DOI: 10.1991/jefa.v3i1.a25.
• Nicholas BURGESS, 2019, "Convexity Adjustments Made Easy: An Overview of Convexity Adjustment Methodologies in Interest Rate Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 2, pages 41-83, DOI: 10.1991/jefa.v3i2.a28.
• Ji Cao & Marc Oliver Rieger & Lei Zhao, 2019, "Safety First, Loss Probability, and the Cross Section of Expected Stock Returns," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-02.
• Stefan Reitz & Dennis Umlandt, 2019, "Foreign Exchange Dealer Asset Pricing," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-08.
• Hege, Ulrich & Mella-Barral, Pierre, 2019, "Bond Exchange Offers or Collective Action Clauses?," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1016, Jun.
• Almeida, Caio & Ardison, Kim & Garcia, René, 2019, "Nonparametric Assessment of Hedge Fund Performance," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1024, Jul.
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• Thomas Conlon & John Cotter & Chenglu Jin, 2019, "Co-skewness across Return Horizons," Working Papers, Geary Institute, University College Dublin, number 201910, Jul.
• Álvaro Chamizo & Alfonso Novales, 2019, "Market risk when hedging a global credit portfolio," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-28, Sep.
• Enoch Cheng & Clemens C. Struck, 2019, "Time-Series Momentum: A Monte-Carlo Approach," Working Papers, School of Economics, University College Dublin, number 201906, Mar.
• Ralph S. J. Koijen & Motohiro Yogo, 2019, "A Demand System Approach to Asset Pricing," Journal of Political Economy, University of Chicago Press, volume 127, issue 4, pages 1475-1515, DOI: 10.1086/701683.
• Alexander W. Blocker & Laurence J. Kotlikoff & Stephen A. Ross & Sergio Villar Vallenas, 2019, "The True Cost of Social Security," Tax Policy and the Economy, University of Chicago Press, volume 33, issue 1, pages 131-163, DOI: 10.1086/703231.
• Lily Shen & Stephen L. Ross, 2019, "Information Value of Property Description: A Machine Learning Approach," Working papers, University of Connecticut, Department of Economics, number 2019-20, Dec, revised Sep 2020.
• Stéphanie Collet & Kim Oosterlinck, 2019, "Denouncing Odious Debts," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/296946, Nov.
• Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2019, "Investor experiences and international capital flows," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1710, Dec.
• Viktor P. Ivanitsky & Vasily A. Tatyannikov, 2019, "Rational and irrational approaches to investors’ transactions in financial markets," Journal of New Economy, Ural State University of Economics, volume 20, issue 5, pages 61-74, December, DOI: 10.29141/2073-1019-2019-20-5-4.
• Carattini, Stefano & Sen, Suphi, 2019, "Carbon taxes and stranded assets: Evidence from Washington state," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1909, Aug.
• Fousseni Chabi-Yo & Markus Huggenberger & Florian Weigert, 2019, "Multivariate Crash Risk," Working Papers on Finance, University of St. Gallen, School of Finance, number 1901, Feb.
• Alexander Bechtel & Angelo Ranaldo & Jan Wrampelmeyer, 2019, "Liquidity Risk and Funding Cost," Working Papers on Finance, University of St. Gallen, School of Finance, number 1903, May, revised Aug 2020.
• Manuel Ammann & Mathis Mörke, 2019, "Credit Variance Risk Premiums," Working Papers on Finance, University of St. Gallen, School of Finance, number 1908, Jun.
• Roland Füss & Massimo Guidolin & Christian Koeppel, 2019, "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1913, Aug, revised May 2020.
• Wolfgang Schadner, 2019, "Risk-Neutral Momentum and Market Fear," Working Papers on Finance, University of St. Gallen, School of Finance, number 1915, Nov.
• Anna Pirogova & Antonio Roma, 2019, "Performance of Value and Size based Strategies in the Italian Stock Market," Department of Economics University of Siena, Department of Economics, University of Siena, number 814, Oct.
• Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2019, "Hedge Fund Strategies: A non-Parametric Analysis," Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin, number 201902, Jan.
• Alex Backwell & Andrea Macrina & Erik Schlogl & David Skovmand, 2019, "Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: A Roll-Over Risk Approach," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 400, Jun.
• Boda Kang & Christina Sklibosios Nikitopoulos & Marcel Prokopczuk, 2019, "Economic Determinants of Oil Futures Volatility: A Term Structure Perspective," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 401, Jul.
• Zijian Wang, 2019, "Trading Motives in Asset Markets," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20191.
• Florin TURCAS, 2019, "Paradoxes In Valuation," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 14, issue 1, pages 5-29.
• Michael Donadelli & Marcus Jüppner & Antonio Paradiso & Christian Schlag, 2019, "Temperature Volatility Risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019:05.
• Pietro Dindo & Andrea Modena & Loriana Pelizzon, 2019, "Risk Pooling, Leverage, and the Business Cycle," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019: 21.
• Francesca Biagini & Alessandro Gnoatto & Immacolata Oliva, 2019, "Pricing of counterparty risk and funding with CSA discounting, portfolio effects and initial margin," Working Papers, University of Verona, Department of Economics, number 04/2019, May.
• Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2019, "Multiple Yield Curve Modelling with CBI Processes," Working Papers, University of Verona, Department of Economics, number 19/2019, Nov.
• Erasmus Kersting & Christopher Kilby, 2019, "Does the World Bank Move Markets?," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 42, Aug.
• ZEREN, Feyyaz & YILMAZ, Tayfun & BELKE, Murat, 2019, "Testing The Validity Of Fama French Five Factor Asset Pricing Model: Evidence From Turkey," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 2, pages 97-113, June.
• Kareem A. Arikewuyo & Richard O. Akingunola, 2019, "Impact of Interest Rate Deregulation on Fund Mobilisation of Deposit Money Banks in Nigeria," Business & Management Compass, University of Economics Varna, issue 2, pages 89-103.
• Zalewska Justyna & Nehrebecka Natalia, 2019, "Liquidity and solvency of a company and the rate of return – an analysis of the Warsaw Stock Exchange," Central European Economic Journal, Sciendo, volume 6, issue 53, pages 199-220, January, DOI: 10.2478/ceej-2019-0013.
• Zalewska Justyna & Nehrebecka Natalia, 2019, "Liquidity and solvency of a company and the rate of return – an analysis of the Warsaw Stock Exchange," Central European Economic Journal, Sciendo, volume 6, issue 53, pages 199-220, January, DOI: 10.2478/ceej-2019-0013.
• Šimáková Jana & Rusková Nikola, 2019, "The Role of Exchange Rates in the Stock Price Development of Chemical Companies in the Visegrad Four Countries," Comparative Economic Research, Sciendo, volume 22, issue 3, pages 117-129, September, DOI: 10.2478/cer-2019-0026.
• Škrinjarić Tihana, 2019, "Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 5, issue 1, pages 43-54, May, DOI: 10.2478/crebss-2019-0005.
• Dolinar Denis & Zoričić Davor & Golubić Zrinka Lovretin, 2019, "Application of semi-deviation as a proxy for the expected return estimation in the Croatian equity market," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 5, issue 1, pages 9-20, May, DOI: 10.2478/crebss-2019-0002.
• Szyszka Adrianna & Białowąs Sylwester, 2019, "Prices of works of art by living and deceased artists auctioned in Poland from 1989 to 2012," Economics and Business Review, Sciendo, volume 5, issue 4, pages 112-127, December, DOI: 10.18559/ebr.2019.4.6.
• Kaczmarczyk Wojciech, 2019, "The Impact of Acquisition on Stock Value in Case of Warsaw Stock Exchange," Economics and Culture, Sciendo, volume 16, issue 1, pages 70-79, June, DOI: 10.2478/jec-2019-0008.
• Urbański Stanisław, 2019, "The Cost of Equity Capital in Stock Portfolios Listed on the Warsaw Stock Exchange Using the Classic CAPM," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 2, pages 48-62, June, DOI: 10.2478/fiqf-2019-0011.
• Hadro Dominika & Pauka Marek, 2019, "Underpricing on the Selected European Alternative Investment Markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 2, pages 87-94, June, DOI: 10.2478/fiqf-2019-0014.
• Senarathne Chamil W. & Šoja Tijana, 2019, "Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. Garch Effects," Financial Sciences. Nauki o Finansach, Sciendo, volume 24, issue 3, pages 35-45, September, DOI: 10.15611/fins.2019.3.04.
• Lizińska Joanna & Czapiewski Leszek, 2019, "Long-Term Equity Performance in Poland – Searching for Answers with the Calendar-Time Portfolio Approach," Folia Oeconomica Stetinensia, Sciendo, volume 19, issue 1, pages 43-55, June, DOI: 10.2478/foli-2019-0004.
• Karime Sleiman & Sayilir Özlem, 2019, "Political news and stock market reactions: evidence from Turkey over the period 2008–2017," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 55, issue 2, pages 83-98, June, DOI: 10.2478/ijme-2019-0013.
• Senarathne Chamil W. & Long Wei, 2019, "Industry Competition and Common Stock Returns," Management Sciences. Nauki o Zarządzaniu, Sciendo, volume 24, issue 3, pages 24-35, September, DOI: 10.15611/ms.2019.3.04.
• Senarathne Chamil W., 2019, "The Impact of Internet Information Flow Regarding ‘Innovation’ on Common Stock Returns: Volume vs Google Search Quarries," Management of Sustainable Development, Sciendo, volume 11, issue 1, pages 43-49, June.
• Coletta Cuono Massimo & Busato Francesco, 2019, "U.S. REITs: A Financial Economics Review as of 2018," Real Estate Management and Valuation, Sciendo, volume 27, issue 2, pages 20-32, June, DOI: 10.2478/remav-2019-0012.
• Cary Deck & Maroš Servátka & Steven Tucker, 2019, "Designing Call Auction Institutions to Eliminate Price Bubbles: Is English Dutch the Best?," Working Papers in Economics, University of Waikato, number 19/04, Apr.
• Yang Hu & Les Oxley & Chunlin Lang, 2019, "Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests," Working Papers in Economics, University of Waikato, number 19/12, Jul.
• Yang Hu & Yang (Greg) Hou & Les Oxley, 2019, "Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective," Working Papers in Economics, University of Waikato, number 19/13, Aug.
• Shehu U.R. Aliyu, 2019, "Do Presidential Elections Affect Stock Market Returns In Nigeria?," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 19, issue 1, pages 40-56, June.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2019, "Global Collateral and Capital Flows," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-01, Feb.
• Matthew Gibson & Jamie T. Mullins & Alison Hill, 2019, "Climate Risk and Beliefs: Evidence from New York Floodplains," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-02, Mar.
• Jason Delaney & Sarah Jacobson & Thorsten Moenig, 2019, "Preference Discovery," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-08, Jul, revised Jul 2019.
• Feixue Gong & Gregory Phelan, 2019, "Debt Collateralization, Structured Finance, and the CDS Basis," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-18, Sep.
• Kate Ambler & Alan de Brauw & Susan Godlonton, 2019, "Lump-sum Transfers for Agriculture and Household Decision Making," Department of Economics Working Papers, Department of Economics, Williams College, number 2019-19, Sep.
• Semih Üslü, 2019, "Pricing and Liquidity in Decentralized Asset Markets," Econometrica, Econometric Society, volume 87, issue 6, pages 2079-2140, November, DOI: 10.3982/ECTA14713.
• Robert Czech & Matt Roberts‐Sklar, 2019, "Investor behaviour and reaching for yield: Evidence from the sterling corporate bond market," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 28, issue 5, pages 347-379, December, DOI: 10.1111/fmii.12122.
• Daniel Harenberg & Alexander Ludwig, 2019, "Idiosyncratic Risk, Aggregate Risk, And The Welfare Effects Of Social Security," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 60, issue 2, pages 661-692, May, DOI: 10.1111/iere.12365.
• Nidhi Aggarwal & Susan Thomas, 2019, "When stock futures dominate price discovery," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 39, issue 3, pages 263-278, March, DOI: 10.1002/fut.21973.
• Fabian Hollstein & Marcel Prokopczuk & Chardin Wese Simen, 2019, "The term structure of systematic and idiosyncratic risk," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 39, issue 4, pages 435-460, April, DOI: 10.1002/fut.21985.
• Denis Pelletier & Cengiz Tunc, 2019, "Endogenous Life‐Cycle Housing Investment and Portfolio Allocation," Journal of Money, Credit and Banking, Blackwell Publishing, volume 51, issue 4, pages 991-1019, June, DOI: 10.1111/jmcb.12521.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "The role of time‐varying rare disaster risks in predicting bond returns and volatility," Review of Financial Economics, John Wiley & Sons, volume 37, issue 3, pages 327-340, July, DOI: 10.1002/rfe.1051.
• Barardehi, Yashar H. & Bernhardt, Dan & Ruchti, Thomas G. & Weidenmier, Marc, 2019, "The Night and Day of Amihud’s (2002) Liquidity Measure," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1211.
• Jianjun Miao & Bin Wei & Hao Zhou, 2019, "Ambiguity Aversion and the Variance Premium," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-36, June, DOI: 10.1142/S2010139219500034.
• Santiago García-Verdú & Manuel Ramos-Francia & Manuel Sánchez-Martínez, 2019, "TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 02, pages 1-23, June, DOI: 10.1142/S2010139219500046.
• Philippe Mueller & Andrea Vedolin & Hao Zhou, 2019, "Short-Run Bond Risk Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 1-34, September, DOI: 10.1142/S2010139219500113.