Research classified by Journal of Economic Literature (JEL) codes

2019

• V. Minasyan B. & D. Ivko G. & В. Минасян Б. & Д. Ивко Г., 2019, "Анализ модельного риска использования технологии мультипликаторов при оценке акций российских компаний // Model Risk Analysis of Multiplier Technology Applied at Stock Valuation of Russian Companies," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 6, pages 91-116.
• Spyridon Spyrou, 2019, "Valuation Ratio Style Investing and Economic Sentiment in Eurozone Markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710715, Jul.
• Dorika Jeremiah Mwamtambulo, 2019, "Herding Behaviours in Poland and Tanzania," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9011210, Jun.
• Andy Cheng, 2019, "Pairs Trading with Crypto: Evidence from Bitcoin," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9211529, Jul.
• Victoria Dobrynskaya, 2019, "Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9912063, Oct.
• Sierra Juárez, Guillermo & Gualajara Estrada, Víctor Hugo & Casillas Gonzále, Juan Martín, 2019, "Valuación de opciones financieras con arbitraje por medio de la ecuación de Black Scholes mediante un esquema de diferencias finitas / Financial Option Valuation with Arbitrage by means of the Black Scholes Equation using a Finite Differences Scheme," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 9, issue 1, pages 5-32, enero-jun.
• Leyla Jianyu Han & Kenneth Kasa, 2019, "Ambiguity and Information Processing in a Model of Intermediary Asset Pricing," Discussion Papers, Department of Economics, Simon Fraser University, number dp19-04, Jul.
• Paweł Niedziółka, 2019, "Ryzyko systemowe oraz reputacyjne w działalności agencji ratingowych," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 127-148.
• Ali Bendob & Naima Bentouir, 2019, "Options Pricing by Monte Carlo Simulation, Binomial Tree and BMS Model: a comparative study of Nifty50 options index," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 11, pages 79-95, January.
• Athanasios Geromichalos & Kuk Mo Jung, 2019, "Monetary Policy and Efficiency in Over-the-Counter Financial Trade," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1903.
• Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019, "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 1905.
• Benjamin Anderegg & Didier Sornette & Florian Ulmann, 2019, "Quantification of feedback effects in FX options markets," Working Papers, Swiss National Bank, number 2019-03.
• Daniel Kohler & Benjamin Müller, 2019, "Covered interest rate parity, relative funding liquidity and cross-currency repos," Working Papers, Swiss National Bank, number 2019-05.
• Elias Cavalcante-Filho, Fernando Chague, Rodrigo De Losso, Bruno Giovannetti, 2019, "US Risk Premia under Emerging Markets Constraints," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_28, Jul.
• Fernando Chague & Rodrigo De-Losso, Bruno Giovannetti, 2019, "Day trading for a living? Fernando," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_47, Dec.
• Justin Birru & Fernando Chague, Rodrigo De-Losso, Bruno Giovannetti, 2019, "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_48, Dec.
• Rodrigo De-Losso & Elias Cavalcante Filho, José Carlos de Souza Santos, 2019, "What are the risk factors relevant to investors? Evidence from the Brazilian Funds Market," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_52, Dec.
• Daniel Sales Casula & Rodrigo De-Losso, 2019, "Short Selling, the supply side: are lenders price makers?," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2019_53, Dec.
• Javier Vidal-García & Marta Vidal & Sabri Boubaker & Riadh Manita, 2019, "Idiosyncratic risk and mutual fund performance," Annals of Operations Research, Springer, volume 281, issue 1, pages 349-372, October, DOI: 10.1007/s10479-018-2794-2.
• Ahmet Sensoy & Duc Khuong Nguyen & Ahmed Rostom & Erk Hacihasanoglu, 2019, "Dynamic integration and network structure of the EMU sovereign bond markets," Annals of Operations Research, Springer, volume 281, issue 1, pages 297-314, October, DOI: 10.1007/s10479-018-2831-1.
• Yingyi Hu, 2019, "Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market," Annals of Operations Research, Springer, volume 281, issue 1, pages 253-274, October, DOI: 10.1007/s10479-018-2849-4.
• Mondher Bellalah & Yaosheng Xu & Detao Zhang, 2019, "Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales," Annals of Operations Research, Springer, volume 281, issue 1, pages 397-422, October, DOI: 10.1007/s10479-018-2901-4.
• Mondher Bellalah & Detao Zhang, 2019, "An intertemporal capital asset pricing model under incomplete information and short sales," Annals of Operations Research, Springer, volume 281, issue 1, pages 143-159, October, DOI: 10.1007/s10479-018-2909-9.
• Marko Volker Krause, 2019, "De and re-levering betas with risky debt," Business Research, Springer;German Academic Association for Business Research, volume 12, issue 2, pages 703-720, December, DOI: 10.1007/s40685-018-0066-2.
• José Manuel Corcuera & Giulia Nunno & José Fajardo, 2019, "Kyle equilibrium under random price pressure," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 77-101, June, DOI: 10.1007/s10203-019-00231-4.
• Dario Alitab & Giacomo Bormetti & Fulvio Corsi & Adam A. Majewski, 2019, "A realized volatility approach to option pricing with continuous and jump variance components," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 639-664, December, DOI: 10.1007/s10203-019-00241-2.
• Sergio Albeverio & Francesco Cordoni & Luca Persio & Gregorio Pellegrini, 2019, "Asymptotic expansion for some local volatility models arising in finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 2, pages 527-573, December, DOI: 10.1007/s10203-019-00247-w.
• Stefano Bistarelli & Alessandra Cretarola & Gianna Figà-Talamanca & Marco Patacca, 2019, "Model-based arbitrage in multi-exchange models for Bitcoin price dynamics," Digital Finance, Springer, volume 1, issue 1, pages 23-46, November, DOI: 10.1007/s42521-019-00001-2.
• Takanobu Mizuta & Sadayuki Horie, 2019, "Mechanism by which active funds make market efficient investigated with agent-based model," Evolutionary and Institutional Economics Review, Springer, volume 16, issue 1, pages 43-63, June, DOI: 10.1007/s40844-018-0102-0.
• Qing He & Zongxin Qian & Zhe Fei & Terence Tai-Leung Chong, 2019, "Do speculative bubbles migrate in the Chinese stock market?," Empirical Economics, Springer, volume 56, issue 2, pages 735-754, February, DOI: 10.1007/s00181-017-1369-4.
• Massimo Ferrari & Stéphanie Stolz & Michael Wedow, 2019, "Do primary dealer funding constraints impact sovereign bond liquidity and yields: evidence for nine Euro area countries," Empirical Economics, Springer, volume 56, issue 6, pages 1855-1891, June, DOI: 10.1007/s00181-018-1451-6.
• Masato Ubukata, 2019, "Jump tail risk premium and predicting US and Japanese credit spreads," Empirical Economics, Springer, volume 57, issue 1, pages 79-104, July, DOI: 10.1007/s00181-018-1431-x.
• Roi D. Taussig & Dror Tobi & Moti Zwilling, 2019, "The importance of timing in estimating beta," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 1, pages 61-70, March, DOI: 10.1007/s40822-018-0103-7.
• Thorsten Lehnert, 2019, "Big moves of mutual funds," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 1, pages 1-27, March, DOI: 10.1007/s40822-018-0104-6.
• Patra, Sudip, 2019, "A quantum framework for economic science: New directions," Economics Discussion Papers, Kiel Institute for the World Economy, number 2019-20.
• Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2019, "The difference in the intraday return-volume relationships of spot and futures: A quantile regression approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-38, DOI: 10.5018/economics-ejournal.ja.2019-.
• Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2019, "Media-expressed tone, Option Characteristics, and Stock Return Predictability," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-015.
• Chen, Cathy Yi-Hsuan & Després, Roméo & Guo, Li & Renault, Thomas, 2019, "What makes cryptocurrencies special? Investor sentiment and return predictability during the bubble," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-016.
• Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019, "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-020.
• Böhm, Hannes & Eichler, Stefan & Gießler, Stefan, 2019, "What drives the commodity-sovereign-risk-dependence in emerging market economies?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 23/2019.
• Demary, Markus, 2019, "IW Financial Expert Survey: Second Quarter 2019," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 15/2019.
• Voigtländer, Michael & Schuster, Florian, 2019, "European office markets, user costs and speculative bubbles," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 31/2019.
• Demary, Markus, 2019, "IW Financial Expert Survey: Fourth Quarter 2019," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 37/2019.
• Demary, Markus, 2019, "IW Financial Expert Survey: First Quarter 2019," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 4/2019.
• Hwang, Sunjoo, 2019, "Is Bail-in Debt Bail-inable?," KDI Journal of Economic Policy, Korea Development Institute (KDI), volume 41, issue 4, pages 1-44, DOI: 10.23895/kdijep.2019.41.4.1.
• Conrad, Christian & Schienle, Melanie, 2019, "Testing for an omitted multiplicative long-term component in GARCH models," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 121, DOI: 10.5445/IR/1000090371.
• Demir, Ishak, 2019, "Monetary Policy Autonomy and International Monetary Spillovers," LEAF Working Paper Series, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), number 19-01.
• Demir, Ishak, 2019, "International Spillovers of U.S. Monetary Policy," LEAF Working Paper Series, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), number 19-02.
• Demir, Ishak & Eroglu, Burak A. & Yildirim-Karaman, Secil, 2021, "Heterogeneous effects of unconventional monetary policy on bond yields across the euro area," LEAF Working Paper Series, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), number 19-06, revised 2021.
• Meyer, Josefin & Reinhart, Carmen M. & Trebesch, Christoph, 2019, "Sovereign Bonds since Waterloo," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 12, DOI: 10.18452/20586.
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2019, "Return Signal Momentum," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2019/04, DOI: 10.2139/ssrn.2971444.
• Belke, Ansgar & Gros, Daniel, 2019, "QE in the euro area: Has the PSPP benefited peripheral bonds?," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 803, DOI: 10.4419/86788931.
• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Yuferova, Darya, 2020, "Designated Market Makers: Competition and Incentives," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 247, revised 2020, DOI: 10.2139/ssrn.3354400.
• Branger, Nicole & Konermann, Patrick & Schlag, Christian, 2019, "Optimists and pessimists in (in)complete markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 252, DOI: 10.2139/ssrn.2356502.
• Schlag, Christian & Zeng, Kailin, 2019, "Horizontal industry relationships and return predictability," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 256, DOI: 10.2139/ssrn.3436006.
• Ai, Hengjie & Li, Jun E. & Li, Kai & Schlag, Christian, 2019, "The collateralizability premium," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 264, DOI: 10.2139/ssrn.3474975.
• Entrop, Oliver & Fischer, Georg, 2019, "Hedging costs and joint determinants of premiums and spreads in structured financial products," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-34-19.
• Fischer, Georg, 2019, "How dynamic hedging affects stock price movements: Evidence from German option and certificate markets," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe, University of Passau, Faculty of Business and Economics, number B-35-19.
• Neugebauer, Frederik, 2019, "ECB Announcements and Stock Market Volatility," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203554.
• Süssmuth, Bernd, 2019, "Bitcoin and Web Search Query Dynamics: Is the price driving the hype or is the hype driving the price?," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203566.
• Denis Belomestny & Tobias Hübner & Volker Krätschmer & Sascha Nolte, 2019, "Minimax theorems for American options without time-consistency," Finance and Stochastics, Springer, volume 23, issue 1, pages 209-238, January, DOI: 10.1007/s00780-018-0378-2.
• Delia Coculescu & Monique Jeanblanc, 2019, "Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices," Finance and Stochastics, Springer, volume 23, issue 2, pages 397-421, April, DOI: 10.1007/s00780-019-00386-3.
• Kristian Buchardt & Christian Furrer & Mogens Steffensen, 2019, "Forward transition rates," Finance and Stochastics, Springer, volume 23, issue 4, pages 975-999, October, DOI: 10.1007/s00780-019-00397-0.
• Felix-Benedikt Liebrich & Gregor Svindland, 2019, "Risk sharing for capital requirements with multidimensional security markets," Finance and Stochastics, Springer, volume 23, issue 4, pages 925-973, October, DOI: 10.1007/s00780-019-00402-6.
• Christoph Kühn & Alexander Molitor, 2019, "Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs," Finance and Stochastics, Springer, volume 23, issue 4, pages 1049-1077, October, DOI: 10.1007/s00780-019-00403-5.
• Paolo Pigato, 2019, "Extreme at-the-money skew in a local volatility model," Finance and Stochastics, Springer, volume 23, issue 4, pages 827-859, October, DOI: 10.1007/s00780-019-00406-2.
• 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.
• John Cotter & Stuart Gabriel & Richard Roll, 2019, "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers, Geary Institute, University College Dublin, number 201909, May.
• 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.