Research classified by Journal of Economic Literature (JEL) codes

2019

• Xiao, Tim, 2019, "The Valuation of Interest Rate Swap with Bilateral Counterparty Risk," SocArXiv, Center for Open Science, number cjaqv, May, DOI: 10.31219/osf.io/cjaqv.
• Xiao, Tim, 2019, "A Simple and Precise Method for Pricing Convertible Bond with Credit Risk," SocArXiv, Center for Open Science, number gxwaj, Sep, DOI: 10.31219/osf.io/gxwaj.
• Mattia Osvaldo Picarelli & Aitor Erce & Xu Jiang, 2019, "The benefits of reducing holdout risk: evidence from the Euro CAC experiment, 2013–2018," Capital Markets Law Journal, Oxford University Press, volume 14, issue 2, pages 155-177.
• Jens H E Christensen & Signe Krogstrup, 2019, "Transmission of Quantitative Easing: The Role of Central Bank Reserves," The Economic Journal, Royal Economic Society, volume 129, issue 617, pages 249-272.
• Andrea Berardi & Alberto Plazzi, 2019, "Inflation Risk Premia, Yield Volatility, and Macro Factors," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 3, pages 397-431.
• Daniela Osterrieder & Daniel Ventosa-Santaulària & J Eduardo Vera-Valdés, 2019, "The VIX, the Variance Premium, and Expected Returns," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 517-558.
• Konstantinos Metaxoglou & Davide Pettenuzzo & Aaron Smith, 2019, "Option-Implied Equity Premium Predictions via Entropic Tilting," Journal of Financial Econometrics, Oxford University Press, volume 17, issue 4, pages 559-586.
• Tarek A Hassan & Rui C Mano, 2019, "Forward and Spot Exchange Rates in a Multi-Currency World," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 134, issue 1, pages 397-450.
• Òscar Jordà & Katharina Knoll & Dmitry Kuvshinov & Moritz Schularick & Alan M Taylor, 2019, "The Rate of Return on Everything, 1870–2015," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 134, issue 3, pages 1225-1298.
• Eugene F Fama, 2019, "Interest Rates and Inflation Revisited," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 2, pages 197-209.
• Michael J Fleming & Giang Nguyen, 2019, "Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 2, pages 256-295.
• Sean Crockett & John Duffy & Yehuda Izhakian, 2019, "An Experimental Test of the Lucas Asset Pricing Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 2, pages 627-667.
• Andra C Ghent & Walter N Torous & Rossen I Valkanov, 2019, "Complexity in Structured Finance," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 2, pages 694-722.
• Johan Walden, 2019, "Trading, Profits, and Volatility in a Dynamic Information Network Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 5, pages 2248-2283.
• Michael Bailey & Eduardo Dávila & Theresa Kuchler & Johannes Stroebel, 2019, "House Price Beliefs And Mortgage Leverage Choice," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 6, pages 2403-2452.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019, "Which Factors?," Review of Finance, European Finance Association, volume 23, issue 1, pages 1-35.
• Robert Jarrow & Haitao Li & Xiaoxia Ye & May Hu, 2019, "Exploring Mispricing in the Term Structure of CDS Spreads," Review of Finance, European Finance Association, volume 23, issue 1, pages 161-198.
• Sudheer Chava & Rohan Ganduri & Chayawat Ornthanalai, 2019, "Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?," Review of Finance, European Finance Association, volume 23, issue 3, pages 471-511.
• Krista Schwarz, 2019, "Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads," Review of Finance, European Finance Association, volume 23, issue 3, pages 557-597.
• Quan Wen, 2019, "Asset Growth and Stock Market Returns: A Time-Series Analysis," Review of Finance, European Finance Association, volume 23, issue 3, pages 599-628.
• Nickolay Gantchev & Oleg R Gredil & Chotibhak Jotikasthira, 2019, "Governance under the Gun: Spillover Effects of Hedge Fund Activism," Review of Finance, European Finance Association, volume 23, issue 6, pages 1031-1068.
• Chou, Pin-Huang & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2019, "Asset growth, style investing, and momentum," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 108-124, DOI: 10.1016/j.jbankfin.2018.11.008.
• Lee, Hwang Hee & Hyun, Jung-Soon, 2019, "The asymmetric effect of equity volatility on credit default swap spreads," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 125-136, DOI: 10.1016/j.jbankfin.2018.11.001.
• Ashour, Samar & Hao, (Grace) Qing, 2019, "Do analysts really anchor? Evidence from credit risk and suppressed negative information," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 183-197, DOI: 10.1016/j.jbankfin.2018.11.006.
• Zerbib, Olivier David, 2019, "The effect of pro-environmental preferences on bond prices: Evidence from green bonds," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 39-60, DOI: 10.1016/j.jbankfin.2018.10.012.
• Zaremba, Adam, 2019, "Cross-sectional seasonalities in international government bond returns," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 80-94, DOI: 10.1016/j.jbankfin.2018.11.004.
• Barletta, Andrea & Santucci de Magistris, Paolo & Violante, Francesco, 2019, "A non-structural investigation of VIX risk neutral density," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 1-20, DOI: 10.1016/j.jbankfin.2018.11.012.
• Liao, Yin & Anderson, Heather M., 2019, "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 252-274, DOI: 10.1016/j.jbankfin.2018.12.005.
• Da Fonseca, José & Ignatieva, Katja, 2019, "Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 45-62, DOI: 10.1016/j.jbankfin.2018.11.014.
• Gregoriou, Andros & Healy, Jerome V. & Le, Huong, 2019, "Prospect theory and stock returns: A seven factor pricing model," Journal of Business Research, Elsevier, volume 101, issue C, pages 315-322, DOI: 10.1016/j.jbusres.2019.04.038.
• Garay, Urbi & González, Maximiliano & Rosso, John, 2019, "Country and industry effects in corporate bond spreads in emerging markets," Journal of Business Research, Elsevier, volume 102, issue C, pages 191-200, DOI: 10.1016/j.jbusres.2017.09.021.
• Khalil, Samer & Mansi, Sattar & Mazboudi, Mohamad & Zhang, Andrew (Jianzhong), 2019, "Information asymmetry and the wealth appropriation effect in the bond market: Evidence from late disclosures," Journal of Business Research, Elsevier, volume 95, issue C, pages 49-61, DOI: 10.1016/j.jbusres.2018.09.022.
• Leal, Sandrine Jacob & Napoletano, Mauro, 2019, "Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading," Journal of Economic Behavior & Organization, Elsevier, volume 157, issue C, pages 15-41, DOI: 10.1016/j.jebo.2017.04.013.
• Selten, Reinhard & Neugebauer, Tibor, 2019, "Experimental stock market dynamics: Excess bids, directional learning, and adaptive style-investing in a call-auction with multiple multi-period lived assets," Journal of Economic Behavior & Organization, Elsevier, volume 157, issue C, pages 209-224, DOI: 10.1016/j.jebo.2018.04.012.
• Chaudhry, Sajid M. & Bajoori, Elnaz & Nandeibam, Shasi, 2019, "Clustered pricing in the corporate loan market: Theory and empirical evidence," Journal of Economic Behavior & Organization, Elsevier, volume 157, issue C, pages 275-296, DOI: 10.1016/j.jebo.2017.12.019.
• Wegener, Christoph & Kruse, Robinson & Basse, Tobias, 2019, "The walking debt crisis," Journal of Economic Behavior & Organization, Elsevier, volume 157, issue C, pages 382-402, DOI: 10.1016/j.jebo.2017.10.008.
• Pelster, Matthias, 2019, "Attracting attention from peers: Excitement in social trading," Journal of Economic Behavior & Organization, Elsevier, volume 161, issue C, pages 158-179, DOI: 10.1016/j.jebo.2019.03.010.
• Sun, Xiaojin & Tsang, Kwok Ping, 2019, "Large price movements in housing markets," Journal of Economic Behavior & Organization, Elsevier, volume 163, issue C, pages 1-23, DOI: 10.1016/j.jebo.2019.05.012.
• Teplova, Tamara V. & Sokolova, Tatiana V., 2019, "Surprises of corporate governance and Russian firms debt," Journal of Economics and Business, Elsevier, volume 102, issue C, pages 39-56, DOI: 10.1016/j.jeconbus.2018.10.001.
• Gollier, Christian, 2019, "Valuation of natural capital under uncertain substitutability," Journal of Environmental Economics and Management, Elsevier, volume 94, issue C, pages 54-66, DOI: 10.1016/j.jeem.2019.01.003.
• Rüdiger, Jesper & Vigier, Adrien, 2019, "Learning about analysts," Journal of Economic Theory, Elsevier, volume 180, issue C, pages 304-335, DOI: 10.1016/j.jet.2019.01.001.
• Dindo, Pietro, 2019, "Survival in speculative markets," Journal of Economic Theory, Elsevier, volume 181, issue C, pages 1-43, DOI: 10.1016/j.jet.2019.02.002.
• Herrenbrueck, Lucas, 2019, "Frictional asset markets and the liquidity channel of monetary policy," Journal of Economic Theory, Elsevier, volume 181, issue C, pages 82-120, DOI: 10.1016/j.jet.2019.02.003.
• Sihvonen, Markus, 2019, "Market selection with idiosyncratic uncertainty," Journal of Economic Theory, Elsevier, volume 182, issue C, pages 143-160, DOI: 10.1016/j.jet.2019.04.005.
• Altermatt, Lukas, 2019, "Savings, asset scarcity, and monetary policy," Journal of Economic Theory, Elsevier, volume 182, issue C, pages 329-359, DOI: 10.1016/j.jet.2019.04.004.
• Meyer-Gohde, Alexander, 2019, "Generalized entropy and model uncertainty," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 312-343, DOI: 10.1016/j.jet.2019.06.004.
• Bloise, G. & Citanna, A., 2019, "Asset shortages, liquidity and speculative bubbles," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 952-990, DOI: 10.1016/j.jet.2019.07.011.
• Cai, Zhifeng, 2019, "Dynamic information acquisition and time-varying uncertainty," Journal of Economic Theory, Elsevier, volume 184, issue C, DOI: 10.1016/j.jet.2019.104947.
• Cai, Fang & Han, Song & Li, Dan & Li, Yi, 2019, "Institutional herding and its price impact: Evidence from the corporate bond market," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 139-167, DOI: 10.1016/j.jfineco.2018.07.012.
• Aragon, George O. & Li, Lei & Qian, Jun ‘QJ’, 2019, "The use of credit default swaps by bond mutual funds: Liquidity provision and counterparty risk," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 168-185, DOI: 10.1016/j.jfineco.2018.07.014.
• Greenwood, Robin & Shleifer, Andrei & You, Yang, 2019, "Bubbles for Fama," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 20-43, DOI: 10.1016/j.jfineco.2018.09.002.
• Sun, Lin & Teo, Melvyn, 2019, "Public hedge funds," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 44-60, DOI: 10.1016/j.jfineco.2018.09.004.
• Bai, Hang & Hou, Kewei & Kung, Howard & Li, Erica X.N. & Zhang, Lu, 2019, "The CAPM strikes back? An equilibrium model with disasters," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 269-298, DOI: 10.1016/j.jfineco.2018.08.009.
• Aragon, George O. & Martin, J. Spencer & Shi, Zhen, 2019, "Who benefits in a crisis? Evidence from hedge fund stock and option holdings," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 345-361, DOI: 10.1016/j.jfineco.2017.09.008.
• Bardgett, Chris & Gourier, Elise & Leippold, Markus, 2019, "Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 593-618, DOI: 10.1016/j.jfineco.2018.09.008.
• Bai, Jennie & Bali, Turan G. & Wen, Quan, 2019, "Common risk factors in the cross-section of corporate bond returns," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 619-642, DOI: 10.1016/j.jfineco.2018.08.002.
• Kapadia, Nishad & Zekhnini, Morad, 2019, "Do idiosyncratic jumps matter?," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 666-692, DOI: 10.1016/j.jfineco.2018.08.014.
• Lu, Zhongjin & Murray, Scott, 2019, "Bear beta," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 736-760, DOI: 10.1016/j.jfineco.2018.09.006.
• Hameed, Allaudeen & Xie, Jing, 2019, "Preference for dividends and return comovement," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 103-125, DOI: 10.1016/j.jfineco.2018.09.012.
• Jiang, Fuwei & Lee, Joshua & Martin, Xiumin & Zhou, Guofu, 2019, "Manager sentiment and stock returns," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 126-149, DOI: 10.1016/j.jfineco.2018.10.001.
• Pyun, Sungjune, 2019, "Variance risk in aggregate stock returns and time-varying return predictability," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 150-174, DOI: 10.1016/j.jfineco.2018.10.002.
• Jang, Jeewon & Kang, Jangkoo, 2019, "Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 222-247, DOI: 10.1016/j.jfineco.2018.10.005.
• le Bris, David & Goetzmann, William N. & Pouget, Sébastien, 2019, "The present value relation over six centuries: The case of the Bazacle company," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 248-265, DOI: 10.1016/j.jfineco.2017.03.011.
• Baltussen, Guido & van Bekkum, Sjoerd & Da, Zhi, 2019, "Indexing and stock market serial dependence around the world," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 26-48, DOI: 10.1016/j.jfineco.2018.07.016.
• Schneider, Paul, 2019, "An anatomy of the market return," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 325-350, DOI: 10.1016/j.jfineco.2018.10.015.
• Huang, Shiyang & Huang, Yulin & Lin, Tse-Chun, 2019, "Attention allocation and return co-movement: Evidence from repeated natural experiments," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 369-383, DOI: 10.1016/j.jfineco.2018.10.006.
• Pandolfi, Lorenzo & Williams, Tomas, 2019, "Capital flows and sovereign debt markets: Evidence from index rebalancings," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 384-403, DOI: 10.1016/j.jfineco.2018.10.008.
• Gao, Pengjie & Lee, Chang & Murphy, Dermot, 2019, "Municipal borrowing costs and state policies for distressed municipalities," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 404-426, DOI: 10.1016/j.jfineco.2018.10.009.
• Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2019, "Too good to be true? Fallacies in evaluating risk factor models," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 451-471, DOI: 10.1016/j.jfineco.2018.10.012.
• Donangelo, Andres & Gourio, François & Kehrig, Matthias & Palacios, Miguel, 2019, "The cross-section of labor leverage and equity returns," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 497-518, DOI: 10.1016/j.jfineco.2018.10.016.
• Heimer, Rawley & Simsek, Alp, 2019, "Should retail investors’ leverage be limited?," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 1-21, DOI: 10.1016/j.jfineco.2018.10.017.
• Scanlon, Paul, 2019, "New goods and asset prices," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 140-157, DOI: 10.1016/j.jfineco.2018.11.006.
• Hasler, Michael & Khapko, Mariana & Marfè, Roberto, 2019, "Should investors learn about the timing of equity risk?," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 182-204, DOI: 10.1016/j.jfineco.2018.11.011.
• Huang, Darien & Kilic, Mete, 2019, "Gold, platinum, and expected stock returns," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 50-75, DOI: 10.1016/j.jfineco.2018.11.004.
• Schultz, Paul & Song, Zhaogang, 2019, "Transparency and dealer networks: Evidence from the initiation of post-trade reporting in the mortgage backed security market," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 113-133, DOI: 10.1016/j.jfineco.2019.01.007.
• Jensen, Christian Skov & Lando, David & Pedersen, Lasse Heje, 2019, "Generalized recovery," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 154-174, DOI: 10.1016/j.jfineco.2018.12.003.
• Chen, Zhanhui & Yang, Bowen, 2019, "In search of preference shock risks: Evidence from longevity risks and momentum profits," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 225-249, DOI: 10.1016/j.jfineco.2019.01.004.
• Jegadeesh, Narasimhan & Noh, Joonki & Pukthuanthong, Kuntara & Roll, Richard & Wang, Junbo, 2019, "Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 273-298, DOI: 10.1016/j.jfineco.2019.02.010.
• Calomiris, Charles W. & Mamaysky, Harry, 2019, "How news and its context drive risk and returns around the world," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 299-336, DOI: 10.1016/j.jfineco.2018.11.009.
• Chung, Kee H. & Wang, Junbo & Wu, Chunchi, 2019, "Volatility and the cross-section of corporate bond returns," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 397-417, DOI: 10.1016/j.jfineco.2019.02.002.
• Wang, Baolian, 2019, "The cash conversion cycle spread," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 472-497, DOI: 10.1016/j.jfineco.2019.02.008.
• Atmaz, Adem & Basak, Suleyman, 2019, "Option prices and costly short-selling," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2019.04.004.
• Segal, Gill, 2019, "A tale of two volatilities: Sectoral uncertainty, growth, and asset prices," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 110-140, DOI: 10.1016/j.jfineco.2019.03.002.
• Lou, Dong & Polk, Christopher & Skouras, Spyros, 2019, "A tug of war: Overnight versus intraday expected returns," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 192-213, DOI: 10.1016/j.jfineco.2019.03.011.
• Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2019, "Average skewness matters," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 29-47, DOI: 10.1016/j.jfineco.2019.03.003.
• Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2019, "Size and value in China," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 48-69, DOI: 10.1016/j.jfineco.2019.03.008.
• Rehse, Dominik & Riordan, Ryan & Rottke, Nico & Zietz, Joachim, 2019, "The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 318-332, DOI: 10.1016/j.jfineco.2019.04.006.
• Malceniece, Laura & Malcenieks, Kārlis & Putniņš, Tālis J., 2019, "High frequency trading and comovement in financial markets," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 381-399, DOI: 10.1016/j.jfineco.2018.02.015.
• Maggio, Marco Di & Franzoni, Francesco & Kermani, Amir & Sommavilla, Carlo, 2019, "The relevance of broker networks for information diffusion in the stock market," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 419-446, DOI: 10.1016/j.jfineco.2019.04.002.
• Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2019, "Channels of US monetary policy spillovers to international bond markets," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 447-473, DOI: 10.1016/j.jfineco.2019.04.007.
• Kelly, Bryan T. & Pruitt, Seth & Su, Yinan, 2019, "Characteristics are covariances: A unified model of risk and return," Journal of Financial Economics, Elsevier, volume 134, issue 3, pages 501-524, DOI: 10.1016/j.jfineco.2019.05.001.
• Barras, Laurent, 2019, "A large-scale approach for evaluating asset pricing models," Journal of Financial Economics, Elsevier, volume 134, issue 3, pages 549-569, DOI: 10.1016/j.jfineco.2019.05.007.
• Shi, Zhan, 2019, "Time-varying ambiguity, credit spreads, and the levered equity premium," Journal of Financial Economics, Elsevier, volume 134, issue 3, pages 617-646, DOI: 10.1016/j.jfineco.2019.04.013.
• Martin, Ian W. R. & Ross, Stephen A., 2019, "Notes on the yield curve," Journal of Financial Economics, Elsevier, volume 134, issue 3, pages 689-702, DOI: 10.1016/j.jfineco.2019.04.014.
• King, Thomas B., 2019, "Expectation and duration at the effective lower bound," Journal of Financial Economics, Elsevier, volume 134, issue 3, pages 736-760, DOI: 10.1016/j.jfineco.2019.05.009.
• Hadhri, Sinda & Ftiti, Zied, 2019, "Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 187-200, DOI: 10.1016/j.jimonfin.2019.01.002.
• Yun, Jaeho, 2019, "Bond risk premia in a small open economy with volatile capital flows: The case of Korea," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 223-243, DOI: 10.1016/j.jimonfin.2019.01.007.
• Hollstein, Fabian & Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019, "International tail risk and World Fear," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 244-259, DOI: 10.1016/j.jimonfin.2019.01.004.
• Broeders, Dirk W.G.A. & van Oord, Arco & Rijsbergen, David R., 2019, "Does it pay to pay performance fees? Empirical evidence from Dutch pension funds," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 299-312, DOI: 10.1016/j.jimonfin.2019.02.010.
• Mirkov, Nikola & Pozdeev, Igor & Söderlind, Paul, 2019, "Verbal interventions and exchange rate policies: The case of Swiss franc cap," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 42-54, DOI: 10.1016/j.jimonfin.2018.12.010.
• Reyes-Heroles, Ricardo & Tenorio, Gabriel, 2019, "Regime-switching in emerging market business cycles: Interest rate volatility and sudden stops," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 81-100, DOI: 10.1016/j.jimonfin.2018.12.012.
• Boucher, Christophe & Tokpavi, Sessi, 2019, "Stocks and bonds: Flight-to-safety for ever?," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 27-43, DOI: 10.1016/j.jimonfin.2019.03.002.
• Berg, Kimberly A. & Mark, Nelson C., 2019, "Where’s the Risk? The Forward Premium Bias, the Carry-Trade Premium, and Risk-Reversals in General Equilibrium," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 297-316, DOI: 10.1016/j.jimonfin.2018.03.011.
• Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2019, "Carry trades and commodity risk factors," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 121-129, DOI: 10.1016/j.jimonfin.2019.04.004.
• Mselmi, Nada & Hamza, Taher & Lahiani, Amine & Shahbaz, Muhammad, 2019, "Pricing corporate financial distress: Empirical evidence from the French stock market," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 13-27, DOI: 10.1016/j.jimonfin.2019.04.008.
• Chen, Jian & Jiang, Fuwei & Xue, Shuyu & Yao, Jiaquan, 2019, "The world predictive power of U.S. equity market skewness risk," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 210-227, DOI: 10.1016/j.jimonfin.2019.05.003.
• Cronin, David & Dunne, Peter G., 2019, "How effective are sovereign bond-backed securities as a spillover prevention device?," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 49-66, DOI: 10.1016/j.jimonfin.2019.05.001.
• Geranio, Manuela & Lazzari, Valter, 2019, "Stress testing the equity home bias: A turnover analysis of Eurozone markets," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 70-85, DOI: 10.1016/j.jimonfin.2019.06.002.
• Gronwald, Marc, 2019, "Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 86-92, DOI: 10.1016/j.jimonfin.2019.06.006.
• Xu, Zhongxiang & Chevapatrakul, Thanaset & Li, Xiafei, 2019, "Return asymmetry and the cross section of stock returns," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 93-110, DOI: 10.1016/j.jimonfin.2019.06.005.
• Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2019, "Global downside risk and equity returns," Journal of International Money and Finance, Elsevier, volume 98, issue C, pages 1-1, DOI: 10.1016/j.jimonfin.2019.102065.
• Prokopczuk, Marcel & Stancu, Andrei & Symeonidis, Lazaros, 2019, "The economic drivers of commodity market volatility," Journal of International Money and Finance, Elsevier, volume 98, issue C, pages 1-1, DOI: 10.1016/j.jimonfin.2019.102063.
• Stotz, Olaf, 2019, "The response of equity prices to monetary policy announcements: Decomposing the announcement day return into cash-flow news, interest rate news, and risk premium news," Journal of International Money and Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jimonfin.2019.102069.
• Ciccarone, Giuseppe & Giuli, Francesco & Marchetti, Enrico, 2019, "Should central banks lean against the bubble? The monetary policy conundrum under credit frictions and capital accumulation," Journal of Macroeconomics, Elsevier, volume 59, issue C, pages 195-216, DOI: 10.1016/j.jmacro.2018.12.003.
• Marszk, Adam & Lechman, Ewa, 2019, "New technologies and diffusion of innovative financial products: Evidence on exchange-traded funds in selected emerging and developed economies," Journal of Macroeconomics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jmacro.2018.10.001.
• Chung, Dennis Y. & Hrazdil, Karel & Novak, Jiri & Suwanyangyuan, Nattavut, 2019, "Does the large amount of information in corporate disclosures hinder or enhance price discovery in the capital market?," Journal of Contemporary Accounting and Economics, Elsevier, volume 15, issue 1, pages 36-52, DOI: 10.1016/j.jcae.2018.12.001.
• Nikkinen, Jussi & Rothovius, Timo, 2019, "Market specific seasonal trading behavior in NASDAQ OMX electricity options," Journal of Commodity Markets, Elsevier, volume 13, issue C, pages 16-29, DOI: 10.1016/j.jcomm.2018.05.002.
• Schroeder, Ted C. & Tonsor, Glynn T. & Coffey, Brian K., 2019, "Commodity futures with thinly traded cash markets: The case of live cattle," Journal of Commodity Markets, Elsevier, volume 15, issue C, pages 1-1, DOI: 10.1016/j.jcomm.2018.09.005.
• Dimitrios, Kousenidis & Eirini, Lazaridou & Trifon, Papapanagiotou, 2019, "The asymmetric performance of industry concentrated funds," The Journal of Economic Asymmetries, Elsevier, volume 20, issue C, DOI: 10.1016/j.jeca.2019.e00124.
• Ordu-Akkaya, Beyza Mina & Ugurlu-Yildirim, Ecenur & Soytas, Ugur, 2019, "The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets," Resources Policy, Elsevier, volume 61, issue C, pages 410-422, DOI: 10.1016/j.resourpol.2018.02.005.
• Ludwig, Michael, 2019, "Speculation and its impact on liquidity in commodity markets," Resources Policy, Elsevier, volume 61, issue C, pages 532-547, DOI: 10.1016/j.resourpol.2018.05.005.
• Paul, Manas & Bhanja, Niyati & Dar, Arif Billah, 2019, "Gold, gold mining stocks and equities- partial wavelet coherence evidence from developed countries," Resources Policy, Elsevier, volume 62, issue C, pages 378-384, DOI: 10.1016/j.resourpol.2019.04.012.
• Huang, Xiaoyong & Jia, Fei & Xu, Xiangyun & Yu shi,, 2019, "The threshold effect of market sentiment and inflation expectations on gold price," Resources Policy, Elsevier, volume 62, issue C, pages 77-83, DOI: 10.1016/j.resourpol.2019.03.014.
• Kacperczyk, Marcin & Nosal, Jaromir & Stevens, Luminita, 2019, "Investor sophistication and capital income inequality," Journal of Monetary Economics, Elsevier, volume 107, issue C, pages 18-31, DOI: 10.1016/j.jmoneco.2018.11.002.
• Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe, 2019, "Measuring euro area monetary policy," Journal of Monetary Economics, Elsevier, volume 108, issue C, pages 162-179, DOI: 10.1016/j.jmoneco.2019.08.016.
• Baig, Ahmed S. & Blau, Benjamin M. & Whitby, Ryan J., 2019, "Price clustering and economic freedom: The case of cross-listed securities," Journal of Multinational Financial Management, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.mulfin.2019.04.002.
• Biswal, P.C. & Jain, Anshul, 2019, "Should central banks use the currency futures market to manage spot volatility? Evidence from India," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100596.
• Uddin, Gazi Salah & Arreola Hernandez, Jose & Labidi, Chiraz & Troster, Victor & Yoon, Seong-Min, 2019, "The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100607.
• Zhou, Hao & Kalev, Petko S., 2019, "Algorithmic and high frequency trading in Asia-Pacific, now and the future," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 186-207, DOI: 10.1016/j.pacfin.2018.10.006.
• Vo, Xuan Vinh & Phan, Dang Bao Anh, 2019, "Herd behavior and idiosyncratic volatility in a frontier market," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 321-330, DOI: 10.1016/j.pacfin.2018.10.005.
• Eom, Yunsung & Hahn, Jaehoon & Sohn, Wook, 2019, "Individual investors and post-earnings-announcement drift: Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 379-398, DOI: 10.1016/j.pacfin.2018.12.002.
• Yao, Shouyu & Wang, Chunfeng & Cui, Xin & Fang, Zhenming, 2019, "Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 464-483, DOI: 10.1016/j.pacfin.2019.01.002.
• Jacoby, Gady & Lee, Gemma & Paseka, Alexander & Wang, Yan, 2019, "Asset pricing with an imprecise information set," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 82-93, DOI: 10.1016/j.pacfin.2018.10.001.
• Kim, Dongcheol & Lee, Inro & Na, Haejung, 2019, "Financial distress, short sale constraints, and mispricing," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 94-111, DOI: 10.1016/j.pacfin.2018.10.008.
• Sun, Sophia Li & Habib, Ahsan & Huang, Hedy Jiaying, 2019, "Tournament incentives and stock price crash risk: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 54, issue C, pages 93-117, DOI: 10.1016/j.pacfin.2019.02.005.
• Gong, Yujing & Wang, Mei & Dlugosch, Dennis, 2019, "Impacts of ambiguity aversion and information uncertainty on momentum: An international study," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 1-28, DOI: 10.1016/j.pacfin.2019.01.011.
• Bahrami, Afsaneh & Shamsuddin, Abul & Uylangco, Katherine, 2019, "Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 142-160, DOI: 10.1016/j.pacfin.2019.02.003.
• Chai, Daniel & Chiah, Mardy & Gharghori, Philip, 2019, "Which model best explains the returns of large Australian stocks?," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 182-191, DOI: 10.1016/j.pacfin.2019.04.002.
• Rahman, Md Lutfur & Shamsuddin, Abul, 2019, "Investor sentiment and the price-earnings ratio in the G7 stock markets," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 46-62, DOI: 10.1016/j.pacfin.2019.03.003.
• Hong, Xin & Zhuang, Zhuang & Kang, Di & Wang, Zhibin, 2019, "Do corporate site visits impact hedge fund performance?," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 113-128, DOI: 10.1016/j.pacfin.2019.06.002.
• Long, Huaigang & Zhu, Yanjian & Chen, Lifang & Jiang, Yuexiang, 2019, "Tail risk and expected stock returns around the world," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 162-178, DOI: 10.1016/j.pacfin.2019.06.001.
• Lv, Dayong & Wu, Wenfeng, 2019, "Margin-trading volatility and stock price crash risk," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 179-196, DOI: 10.1016/j.pacfin.2019.06.005.
• Zhao, Yang & Yu, Min-Teh, 2019, "Measuring the liquidity impact on catastrophe bond spreads," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 197-210, DOI: 10.1016/j.pacfin.2019.06.006.
• Chen, Yangyang & Hu, Gang & Yu, Danlei Bonnie & Zhao, Jingran, 2019, "Catastrophic risk and institutional investors: Evidence from institutional trading around 9/11," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 211-233, DOI: 10.1016/j.pacfin.2019.06.004.
• Su, Xuan-Qi & Lin, Yung-Chieh & Chen, Chin-Ming & Lowe, Alpha, 2019, "Are educational managers credible or overconfident? Evidence from share repurchases in Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 93-112, DOI: 10.1016/j.pacfin.2019.05.008.
• Huang, Alan Guoming & Sun, Kevin Jialin, 2019, "Equity financing restrictions and the asset growth effect: International vs. Asian evidence," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2018.08.007.
• Chen, Zhijuan & Lin, William T. & Ma, Changfeng, 2019, "Do individual investors demand or provide liquidity? New evidence from dividend announcements," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101179.
• Hoang, Khoa & Cannavan, Damien & Gaunt, Clive & Huang, Ronghong, 2019, "Is that factor just lucky? Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101191.
• Cai, Wenwu & Lu, Jing, 2019, "Investors’ financial attention frequency and trading activity," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101239.
• Dhole, Sandip & Mishra, Sagarika & Pal, Ananda Mohan, 2019, "Efficient working capital management, financial constraints and firm value: A text-based analysis," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101212.
• Xu, Liao & Yin, Xiangkang & Zhao, Jing, 2019, "The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101217.
• Liu, Shengnan & Kong, Ao & Gu, Rongbao & Guo, Wenjing, 2019, "Does idiosyncratic volatility matter? — Evidence from Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 516, issue C, pages 393-401, DOI: 10.1016/j.physa.2018.09.184.
• Kosc, Krzysztof & Sakowski, Paweł & Ślepaczuk, Robert, 2019, "Momentum and contrarian effects on the cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 523, issue C, pages 691-701, DOI: 10.1016/j.physa.2019.02.057.
• Xing, Kai & Yang, Xiaoguang, 2019, "How to detect crashes before they burst: Evidence from Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 528, issue C, DOI: 10.1016/j.physa.2019.121392.
• Zhao, Ruwei, 2019, "Inferring private information from online news and searches: Correlation and prediction in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 528, issue C, DOI: 10.1016/j.physa.2019.121450.
• Zhao, Ruwei, 2019, "Quantifying the correlation and prediction of daily happiness sentiment and stock return: The Case of Singapore," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 533, issue C, DOI: 10.1016/j.physa.2019.122020.
• González-Pla, Francisco & Lovreta, Lidija, 2019, "Persistence in firm’s asset and equity volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122265.
• Kashyap, Ravi, 2019, "The perfect marriage and much more: Combining dimension reduction, distance measures and covariance," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.174.
• Aramonte, Sirio & Jahan-Parvar, Mohammad R. & Shugarman, Justin K., 2019, "Institutions and return predictability in oil-exporting countries," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 14-26, DOI: 10.1016/j.qref.2018.09.002.
• González, María de la O & Jareño, Francisco, 2019, "Testing extensions of Fama & French models: A quantile regression approach," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 188-204, DOI: 10.1016/j.qref.2018.08.004.
• Kruschwitz, Lutz & Löffler, Andreas & Lorenz, Daniela, 2019, "Divergent interest rates in the theory of financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 48-55, DOI: 10.1016/j.qref.2018.09.003.
• Žukauskas, Vytautas & Hülsmann, Jörg Guido, 2019, "Financial asset valuations: The total demand approach," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 123-131, DOI: 10.1016/j.qref.2018.11.004.
• Inaba, Kei-Ichiro, 2019, "The behaviour of bidders in quantitative-easing auctions of sovereign bonds in Japan: Determinants of the popularity of the 9 to 10-year maturity segment," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 206-214, DOI: 10.1016/j.qref.2018.12.008.
• Lee, Chia-Hao & Chou, Pei-I, 2019, "Information dissemination and investors’ sensitivity," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 242-250, DOI: 10.1016/j.qref.2019.01.009.
• Pati, Pratap Chandra & Rajib, Prabina & Barai, Parama, 2019, "The role of the volatility index in asset pricing: The case of the Indian stock market," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 336-346, DOI: 10.1016/j.qref.2019.04.010.
• Chang, Chia-Lin & Mai, Te-Ke & McAleer, Michael, 2019, "Establishing national carbon emission prices for China," Renewable and Sustainable Energy Reviews, Elsevier, volume 106, issue C, pages 1-16, DOI: 10.1016/j.rser.2019.01.063.
• Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019, "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 150-163, DOI: 10.1016/j.iref.2018.08.016.
• Chevapatrakul, Thanaset & Xu, Zhongxiang & Yao, Kai, 2019, "The impact of tail risk on stock market returns: The role of market sentiment," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 289-301, DOI: 10.1016/j.iref.2018.09.005.
• Dar, Arif Billah & Bhanja, Niyati & Paul, Manas, 2019, "Do gold mining stocks behave like gold or equities? Evidence from the UK and the US," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 369-384, DOI: 10.1016/j.iref.2018.10.003.
• Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael, 2019, "Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 50-70, DOI: 10.1016/j.iref.2018.08.003.
• Zhang, Jian & Kong, Dongmin & Liu, Hening & Wu, Ji, 2019, "Asset pricing with time varying pessimism and rare disasters," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 165-175, DOI: 10.1016/j.iref.2018.11.005.
• Bohl, Martin T. & Gross, Christian & Souza, Waldemar, 2019, "The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 203-215, DOI: 10.1016/j.iref.2018.11.002.
• Chen, Chunhua & Li, Tianze & Shao, Ruiqing & Zheng, Steven Xiaofan, 2019, "Dynamics of deterioration in internal control reported under SOX 404," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 228-240, DOI: 10.1016/j.iref.2019.02.009.
• Bagirov, Miramir & Mateus, Cesario, 2019, "Oil prices, stock markets and firm performance: Evidence from Europe," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 270-288, DOI: 10.1016/j.iref.2019.02.007.
• Barbopoulos, Leonidas G. & Cheng, Louis T.W. & Cheng, Yi & Marshall, Andrew, 2019, "The role of real options in the takeover premia in mergers and acquisitions," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 91-107, DOI: 10.1016/j.iref.2019.01.006.
• Muñoz, Fernando, 2019, "The ‘smart money effect’ among socially responsible mutual fund investors," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 160-179, DOI: 10.1016/j.iref.2019.03.010.
• Yen, Yu-Min, 2019, "Forward-looking information on growth and uncertainty implied by derivative securities: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 240-266, DOI: 10.1016/j.iref.2019.03.008.
• Rahman, Md Lutfur & Shamsuddin, Abul & Lee, Doowon, 2019, "Predictive power of dividend yields and interest rates for stock returns in South Asia: Evidence from a bias-corrected estimator," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 267-286, DOI: 10.1016/j.iref.2019.04.010.
• Pedraza, Alvaro & Pulga, Fredy, 2019, "Asset price effects of peer benchmarking: Evidence from a natural experiment," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 53-65, DOI: 10.1016/j.iref.2019.02.012.
• Yu, Lin & Fung, Hung-Gay & Leung, Wai Kin, 2019, "Momentum or contrarian trading strategy: Which one works better in the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 87-105, DOI: 10.1016/j.iref.2019.03.006.
• Gao, Shenghao & Cao, Feng & Fok, Robert (Chi-Wing), 2019, "The anchoring effect of underwriters' proposed price ranges on institutional investors' bid prices in IPO auctions: Evidence from China," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 111-127, DOI: 10.1016/j.iref.2018.08.013.
• Huang, Guan-Ying & Huang, Henry H. & Lee, Chun I, 2019, "Is CEO pay disparity relevant to seasoned bondholders?," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 271-289, DOI: 10.1016/j.iref.2019.05.014.
• Lee, Eunhee, 2019, "Asset prices with stochastic volatilities and a UIP puzzle," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 41-61, DOI: 10.1016/j.iref.2019.05.004.
• Chuan ‘Chewie’ Ang, Tze & Lam, F.Y. Eric C. & Ma, Tai & Wang, Shujing & Wei, K.C. John, 2019, "What is the real relationship between cash holdings and stock returns?," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 513-528, DOI: 10.1016/j.iref.2019.09.003.
• Claeys, Peter & Vašíček, Bořek, 2019, "Transmission of uncertainty shocks: Learning from heterogeneous responses on a panel of EU countries," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 62-83, DOI: 10.1016/j.iref.2019.05.012.
• Abreu, Margarida, 2019, "How biased is the behavior of the individual investor in warrants?," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 139-149, DOI: 10.1016/j.ribaf.2018.07.006.
• Chiang, Thomas C., 2019, "Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 264-278, DOI: 10.1016/j.ribaf.2018.08.003.
• Othieno, Ferdinand & Biekpe, Nicholas, 2019, "Estimating the conditional equity risk premium in African frontier markets," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 538-551, DOI: 10.1016/j.ribaf.2018.09.015.
• Zaremba, Adam & Okoń, Szymon & Asyngier, Roman & Schroeter, Lucia, 2019, "Reverse splits in international stock markets: Reconciling the evidence on long-term returns," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 552-562, DOI: 10.1016/j.ribaf.2018.10.001.
• Caporale, Guglielmo Maria & Zekokh, Timur, 2019, "Modelling volatility of cryptocurrencies using Markov-Switching GARCH models," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 143-155, DOI: 10.1016/j.ribaf.2018.12.009.
• Mili, Mehdi, 2019, "The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 187-200, DOI: 10.1016/j.ribaf.2018.12.013.
• McMillan, David G., 2019, "Stock return predictability: Using the cyclical component of the price ratio," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 228-242, DOI: 10.1016/j.ribaf.2018.12.014.
• Liu, Jingzhen, 2019, "Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 243-257, DOI: 10.1016/j.ribaf.2019.01.002.
• Poshakwale, Sunil S. & Chandorkar, Pankaj & Agarwal, Vineet, 2019, "Implied volatility and the cross section of stock returns in the UK," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 271-286, DOI: 10.1016/j.ribaf.2019.01.006.
• Kusen, Alex & Rudolf, Markus, 2019, "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 438-463, DOI: 10.1016/j.ribaf.2019.01.013.
• Swamy, Vighneswara & Dharani, M. & Takeda, Fumiko, 2019, "Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 1-17, DOI: 10.1016/j.ribaf.2019.04.010.