Research classified by Journal of Economic Literature (JEL) codes

2019

• Muhammad Omer & Jakob de Haan & Bert Scholtens, 2019, "Does Uncovered Interest Rate Parity Hold After All?," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 24, issue 2, pages 49-72, July-Dec.
• Myroslav Pidkuyko & Raffaele Rossi & Klaus Reiner Schenk-Hoppé, 2019, "The Resolution of Long-Run Risk," Economics Discussion Paper Series, Economics, The University of Manchester, number 1908.
• Bernd Hayo & Kai Henseler & Marc Steffen Rapp & Johannes Zahner, 2020, "Complexity of ECB Communication and Financial Market Trading," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201919.
• Joerg Schmidt, 2019, "Risk, Asset Pricing and Monetary Policy Transmission in Europe: Evidence from a Threshold-VAR approach," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201928.
• Anastasios Demertzidis, 2019, "Interbank transactions on the intraday frequency: -Different market states and the effects of the financial crisis-," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201932.
• Gregory Connor & Robert A. Korajczyk, 2019, "Semi-strong factors in asset returns," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n294-19.pdf.
• Kwaku Boafo Baidoo, 2019, "The Effects of Short Selling on Financial Markets Volatilities," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 5, issue 2, pages 218-228, DOI: 10.11118/ejobsat.v5i2.183.
• Seojin Lee & Young Min Kim, 2019, "Inflation Expectations and Risk Premiums: Implications for Korean Exchange Rates," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 55, issue 9, pages 2072-2085, July, DOI: 10.1080/1540496X.2018.1518217.
• Oi-Ping Chong & A.N. Bany-Ariffin & Annuar Md Nassir & Junaina Muhammad, 2019, "An Empirical Study of Herding Behaviour in China’s A-Share and B-Share Markets: Evidence of Bidirectional Herding Activities," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 37-57.
• Shu Ling Chiang & Ming Shann Tsai, 2019, "The Valuation of Deposit Insurance Premiums Based on a Specific Bank's Official Default Probability," Multinational Finance Journal, Multinational Finance Journal, volume 23, issue 3-4, pages 141-167, September.
• Vasiliki Athanasakou & George Athanassakos, 2019, "Earnings Quality and Book-to-Market in the Cross Section of Expected Returns," Multinational Finance Journal, Multinational Finance Journal, volume 23, issue 3-4, pages 169-210, September.
• Joshua Mitts, 2019, "What Can we Learn from Stock Prices?: Cash Flow, Risk, and Shareholder Welfare," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 175, issue 1, pages 178-195, DOI: 10.1628/jite-2019-0009.
• Lucia Alessi & Elisa, Ossola & Roberto Panzica, 2019, "The Greenium matters: greenhouse gas emissions, environmental disclosures, and stock prices," Working Papers, University of Milano-Bicocca, Department of Economics, number 418, Sep, revised Apr 2020.
• Kira Muratov-Szabó & Kata Váradi, 2019, "The Impact of Adverse Selection on Stock Exchange Specialists’ Price Quotation Strategy," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 18, issue 1, pages 88-124.
• Máté Fain & Helena Naffa, 2019, "Performance Measurement of Active Investment Strategies Using Pure Factor Portfolios," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 18, issue 2, pages 52-86.
• Stéphane Blemus & Dominique Guégan, 2019, "Initial Crypto-asset Offerings (ICOs), tokenization and corporate governance," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 19004, Feb.
• Emran Hasan & Shahanawaz Sharif, 2019, "Do Macroeconomic Variables Affect Stock Market Performance? A Case Study of DSEX and DS30 Index of Dhaka Stock Exchange," Business and Economic Research, Macrothink Institute, volume 9, issue 3, pages 182-203, September.
• John Duffy & Janet Hua Jiang & Huan Xie, 2019, "Experimental Asset Markets with an Indefinite Horizon," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 08-2019, Jul.
• Thomas Lejeune & Raf Wouters, 2019, "A macroeconomic model with heterogeneous and financially-constrained intermediaries," Working Paper Research, National Bank of Belgium, number 367, Feb.
• Marcin Dec, 2019, "Markovian and multi-curve friendly parametrisation of a HJM model used in valuation adjustment of interest rate derivatives," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 2, pages 107-148.
• Paweł Radwański, 2019, "Polityka fiskalna i premia za ryzyko akcji na warszawskiej giełdzie," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 3, pages 265-294.
• Jordi Galí & Kenneth West, 2019, "NBER International Seminar on Macroeconomics 2018," NBER Books, National Bureau of Economic Research, Inc, number gali-2, December.
• Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2019, "Investor Experiences and International Capital Flows," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2019".
• Urban Jermann, 2019, "Negative Swap Spreads and Limited Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 25422, Jan.
• Pietro Veronesi, 2019, "Heterogeneous Households under Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 25448, Jan.
• Guanhao Feng & Stefano Giglio & Dacheng Xiu, 2019, "Taming the Factor Zoo: A Test of New Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25481, Jan.
• Ernest Liu & Atif Mian & Amir Sufi, 2019, "Low Interest Rates, Market Power, and Productivity Growth," NBER Working Papers, National Bureau of Economic Research, Inc, number 25505, Jan.
• John B. Donaldson & Rajnish Mehra, 2019, "Average Crossing Time: An Alternative Characterization of Mean Aversion and Reversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 25519, Jan.
• Josefin Meyer & Carmen M. Reinhart & Christoph Trebesch, 2019, "Sovereign Bonds since Waterloo," NBER Working Papers, National Bureau of Economic Research, Inc, number 25543, Feb.
• Sina Ehsani & Juhani T. Linnainmaa, 2019, "Factor Momentum and the Momentum Factor," NBER Working Papers, National Bureau of Economic Research, Inc, number 25551, Feb.
• John Gathergood & David Hirshleifer & David Leake & Hiroaki Sakaguchi & Neil Stewart, 2019, "Naïve *Buying* Diversification and Narrow Framing by Individual Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25567, Feb.
• Hui Chen & Scott Joslin & Sophie X. Ni, 2019, "Demand for Crash Insurance, Intermediary Constraints, and Risk Premia in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25573, Feb.
• Matti Keloharju & Juhani T. Linnainmaa & Peter Nyberg, 2019, "Long-Term Discount Rates Do Not Vary Across Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 25579, Feb.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2019, "Global Collateral and Capital Flows," NBER Working Papers, National Bureau of Economic Research, Inc, number 25583, Feb.
• Hongye Guo & Jessica A. Wachter, 2019, ""Superstitious" Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 25603, Feb.
• M. Max Croce & Tatyana Marchuk & Christian Schlag, 2019, "The Leading Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 25633, Mar.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2019, "The Total Risk Premium Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 25653, Mar.
• Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2019, "The Time Variation in Risk Appetite and Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 25673, Mar.
• Amine Ouazad & Romain Rancière, 2019, "Market Frictions, Arbitrage, and the Capitalization of Amenities," NBER Working Papers, National Bureau of Economic Research, Inc, number 25701, Mar.
• Itzhak Ben-David & Pascal Towbin & Sebastian Weber, 2019, "Inferring Expectations from Observables: Evidence from the Housing Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 25702, Mar.
• Scott R. Baker & Nicholas Bloom & Steven J. Davis & Kyle J. Kost, 2019, "Policy News and Stock Market Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 25720, Mar.
• Robert F. Engle III & Stefano Giglio & Bryan T. Kelly & Heebum Lee & Johannes Stroebel, 2019, "Hedging Climate Change News," NBER Working Papers, National Bureau of Economic Research, Inc, number 25734, Apr.
• Kelly Shue & Richard R. Townsend, 2019, "Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25751, Apr.
• Eric T. Swanson, 2019, "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 25764, Apr.
• Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson, 2019, "How the Wealth Was Won: Factor Shares as Market Fundamentals," NBER Working Papers, National Bureau of Economic Research, Inc, number 25769, Apr.
• Lubos Pastor & Robert F. Stambaugh, 2019, "Liquidity Risk After 20 Years," NBER Working Papers, National Bureau of Economic Research, Inc, number 25774, Apr.
• Aydoğan Alti & Sheridan Titman, 2019, "A Dynamic Model of Characteristic-Based Return Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 25777, Apr.
• Lars Peter Hansen & Thomas J. Sargent, 2019, "Macroeconomic Uncertainty Prices when Beliefs are Tenuous," NBER Working Papers, National Bureau of Economic Research, Inc, number 25781, Apr.
• Grace Xing Hu & Jun Pan & Jiang Wang & Haoxiang Zhu, 2019, "Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 25817, May.
• Yukun Liu & Aleh Tsyvinski & Xi Wu, 2019, "Common Risk Factors in Cryptocurrency," NBER Working Papers, National Bureau of Economic Research, Inc, number 25882, May.
• Jack Favilukis & Pierre Mabille & Stijn Van Nieuwerburgh, 2019, "Affordable Housing and City Welfare," NBER Working Papers, National Bureau of Economic Research, Inc, number 25906, May.
• Andra C. Ghent, 2019, "What's Wrong with Pittsburgh? Delegated Investors and Liquidity Concentration," NBER Working Papers, National Bureau of Economic Research, Inc, number 25966, Jun.
• Sida Li & Xin Wang & Mao Ye, 2019, "Who Provides Liquidity, and When?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25972, Jun.
• Jennie Bai & Turan G. Bali & Quan Wen, 2019, "Is There a Risk-Return Tradeoff in the Corporate Bond Market? Time-Series and Cross-Sectional Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 25995, Jun.
• Wenxin Du & Benjamin M. Hébert & Amy Wang Huber, 2019, "Are Intermediary Constraints Priced?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26009, Jun.
• Robert F. Stambaugh, 2019, "Skill and Profit in Active Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 26027, Jun.
• Jonas Heipertz & Amine Ouazad & Romain Rancière, 2019, "The Transmission of Shocks in Endogenous Financial Networks: A Structural Approach," NBER Working Papers, National Bureau of Economic Research, Inc, number 26049, Jul.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019, "Security Analysis: An Investment Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 26060, Jul.
• Justin Birru & Sinan Gokkaya & Xi Liu & René M. Stulz, 2019, "Are Analyst Trade Ideas Valuable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26062, Jul.
• John H. Cochrane, 2019, "The Value of Government Debt," NBER Working Papers, National Bureau of Economic Research, Inc, number 26090, Jul.
• Moritz Lenel & Monika Piazzesi & Martin Schneider, 2019, "The Short Rate Disconnect in a Monetary Economy," NBER Working Papers, National Bureau of Economic Research, Inc, number 26102, Jul.
• Frederico Belo & Vito Gala & Juliana Salomao & Maria Ana Vitorino, 2019, "Decomposing Firm Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 26112, Jul.
• Jules H. van Binsbergen & William F. Diamond & Marco Grotteria, 2019, "Risk-Free Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 26138, Aug.
• Ralph S. J. Koijen & Francois Koulischer & Benoit Nguyen & Motohiro Yogo, 2019, "Inspecting the Mechanism of Quantitative Easing in the Euro Area," NBER Working Papers, National Bureau of Economic Research, Inc, number 26152, Aug.
• Lucian A. Bebchuk & Alon Brav & Wei Jiang & Thomas Keusch, 2019, "Dancing With Activists," NBER Working Papers, National Bureau of Economic Research, Inc, number 26171, Aug.
• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019, "Predicting Returns With Text Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26186, Aug.
• Jessica A. Wachter & Michael Jacob Kahana, 2019, "A Retrieved-Context Theory Of Financial Decisions," NBER Working Papers, National Bureau of Economic Research, Inc, number 26200, Aug.
• Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 26210, Aug.
• Pierpaolo Benigno & Linda M. Schilling & Harald Uhlig, 2019, "Cryptocurrencies, Currency Competition, and the Impossible Trinity," NBER Working Papers, National Bureau of Economic Research, Inc, number 26214, Aug.
• Stefan Nagel & Zhengyang Xu, 2019, "Asset Pricing with Fading Memory," NBER Working Papers, National Bureau of Economic Research, Inc, number 26255, Sep.
• Philippe Bacchetta & Eric van Wincoop, 2019, "Puzzling Exchange Rate Dynamics and Delayed Portfolio Adjustment," NBER Working Papers, National Bureau of Economic Research, Inc, number 26259, Sep.
• Richard Holden & Anup Malani, 2019, "The ICO Paradox: Transactions Costs, Token Velocity, and Token Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 26265, Sep.
• Carolin Pflueger & Emil Siriwardane & Adi Sunderam, 2019, "Financial Market Risk Perceptions and the Macroeconomy," NBER Working Papers, National Bureau of Economic Research, Inc, number 26290, Sep.
• Riccardo Colacito & Steven J. Riddiough & Lucio Sarno, 2019, "Business Cycles and Currency Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 26299, Sep.
• Ian Dew-Becker & Stefano Giglio & Bryan T. Kelly, 2019, "Hedging Macroeconomic and Financial Uncertainty and Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 26323, Sep.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2019, "Cross-Sectional Dispersion of Risk in Trading Time," NBER Working Papers, National Bureau of Economic Research, Inc, number 26329, Sep.
• Ravi Jagannathan, 2019, "On Frequent Batch Auctions for Stocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 26341, Oct.
• Valentin Haddad & David A. Sraer, 2019, "The Banking View of Bond Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 26369, Oct.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," NBER Working Papers, National Bureau of Economic Research, Inc, number 26370, Oct.
• Hang Bai & Erica X.N. Li & Chen Xue & Lu Zhang, 2019, "Firm-level Irreversibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 26372, Oct.
• Hui Chen & Winston Wei Dou & Leonid Kogan, 2019, "Measuring “Dark Matter” in Asset Pricing Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 26418, Nov.
• Huaizhi Chen & Lauren Cohen & Umit Gurun, 2019, "Don’t Take Their Word For It: The Misclassification of Bond Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 26423, Nov.
• Patrick Augustin & Mikhail Chernov & Lukas Schmid & Dongho Song, 2019, "Benchmark Interest Rates When the Government is Risky," NBER Working Papers, National Bureau of Economic Research, Inc, number 26429, Nov.
• Josh Davis & Alan M. Taylor, 2019, "The Leverage Factor: Credit Cycles and Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 26435, Nov.
• Zhiguo He & Paymon Khorrami & Zhaogang Song, 2019, "Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress," NBER Working Papers, National Bureau of Economic Research, Inc, number 26494, Nov.
• Christina Atanasova & Eduardo S. Schwartz, 2019, "Stranded Fossil Fuel Reserves and Firm Value," NBER Working Papers, National Bureau of Economic Research, Inc, number 26497, Nov.
• Arpit Gupta & Stijn Van Nieuwerburgh, 2019, "Valuing Private Equity Strip by Strip," NBER Working Papers, National Bureau of Economic Research, Inc, number 26514, Nov.
• Bryan T. Kelly & Asaf Manela & Alan Moreira, 2019, "Text Selection," NBER Working Papers, National Bureau of Economic Research, Inc, number 26517, Nov.
• Hui Chen & Zhuo Chen & Zhiguo He & Jinyu Liu & Rengming Xie, 2019, "Pledgeability and Asset Prices: Evidence from the Chinese Corporate Bond Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26520, Nov.
• John H. Cochrane, 2019, "Rethinking Production Under Uncertainty," NBER Working Papers, National Bureau of Economic Research, Inc, number 26535, Dec.
• Lu Zhang, 2019, "Q-factors and Investment CAPM," NBER Working Papers, National Bureau of Economic Research, Inc, number 26538, Dec.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2019, "Sustainable Investing in Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 26549, Dec.
• Josh Davis & Cristian Fuenzalida & Alan M. Taylor, 2019, "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," NBER Working Papers, National Bureau of Economic Research, Inc, number 26560, Dec.
• Zhe Geng & Jun Pan, 2019, "The SOE Premium and Government Support in China's Credit Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 26575, Dec.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2019, "The U.S. Public Debt Valuation Puzzle," NBER Working Papers, National Bureau of Economic Research, Inc, number 26583, Dec.
• Ian Martin & Stefan Nagel, 2019, "Market Efficiency in the Age of Big Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26586, Dec.
• Brychykova, A., 2019, "Capital Asset Pricing Model Using Fuzzy Data and Application for the Russian Stock Market," Journal of the New Economic Association, New Economic Association, volume 43, issue 3, pages 58-77, DOI: 10.31737/2221-2264-2019-43-3-3.
• Drienko, Jozef & Smith, Tom & von Reibnitz, Anna, 2019, "A Review of the Return—Illiquidity Relationship," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 127-171, December, DOI: 10.1561/104.00000052.
• Harris, Larry & Amato, Andrea, 2019, "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 173-202, December, DOI: 10.1561/104.00000058.
• Holden, Craig W. & Nam, Jayoung, 2019, "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 29-71, December, DOI: 10.1561/104.00000071.
• Kazumori, Eiichiro & Sharman, Raj & Takeda, Fumiko & Yu, Hong, 2019, "Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 73-110, December, DOI: 10.1561/104.00000072.
• Amihud, Yakov, 2019, "Illiquidity and Stock Returns: A Revisit," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 203-221, December, DOI: 10.1561/104.00000073.
• Pástor, LuboÅ¡ & Stambaugh, Robert F., 2019, "Liquidity Risk After 20 Years," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 277-299, December, DOI: 10.1561/104.00000074.
• Li, Hongtao & Novy-Marx, Robert & Velikov, Mihail, 2019, "Liquidity Risk and Asset Pricing," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 223-255, December, DOI: 10.1561/104.00000076.
• Harvey, Campbell R., 2019, "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 1-9, December, DOI: 10.1561/104.00000080.
• Acharya, Viral V. & Pedersen, Lasse Heje, 2019, "Economics with Market Liquidity Risk," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 111-125, December, DOI: 10.1561/104.00000083.
• Shashi Kant Chaudhary, PhD & Kiran Raj Pandit, 2019, "Price Elasticity of Sectoral Lending in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 31, issue 2, pages 1-24, October.
• Bozhidar Nedev & Boryana Bogdanova, 2019, "Analyzing the Cyclical Components of the S&P 500 Stock Index through Wavelet Transformation," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 95-110, December.
• Alexis Anagnostopoulos & Orhan Erem Atesagaoglu & Elisa Faraglia & Chryssi Giannitsarou, 2019, "Foreign Direct Investment as a Determinant of Cross-Country Stock~Market Comovement," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 19-03.
• Stephan Barisitz, 2019, "Nonperforming loans in CESEE – a brief update on their definitions and recent developments," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/19, pages 61-74.
• Xiao, Tim, 2019, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," arabixiv.org, Center for Open Science, number 86xhw, Nov, DOI: 10.31219/osf.io/86xhw.
• Xiao, Tim, 2019, "The Valuation of Interest Rate Swap with Bilateral Counterparty Risk," arabixiv.org, Center for Open Science, number rb6md, May, DOI: 10.31219/osf.io/rb6md.
• Xiao, Tim, 2019, "The Valuation of Interest Rate Swap with Bilateral Counterparty Risk," FrenXiv, Center for Open Science, number 8b9p4, May, DOI: 10.31219/osf.io/8b9p4.
• Xiao, Tim, 2019, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," FrenXiv, Center for Open Science, number ej7nz, Nov, DOI: 10.31219/osf.io/ej7nz.
• Xiao, Tim, 2019, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," SocArXiv, Center for Open Science, number 84xjn, Nov, DOI: 10.31219/osf.io/84xjn.
• 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.
• Gabriele Foà & Leonardo Gambacorta & Luigi Guiso & Paolo Emilio Mistrulli, 2019, "The Supply Side of Household Finance," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 10, pages 3762-3798.
• Nina Boyarchenko & Andreas Fuster & David O Lucca, 2019, "Understanding Mortgage Spreads," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 10, pages 3799-3850.
• Suleyman Basak & Georgy Chabakauri & M Deniz Yavuz, 2019, "Investor Protection and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 12, pages 4905-4946.
• Martin C Schmalz & Sergey Zhuk, 2019, "Revealing Downturns," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 1, pages 338-373.
• João F Gomes & Marco Grotteria & Jessica A Wachter, 2019, "Cyclical Dispersion in Expected Defaults," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 4, pages 1275-1308.
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• Aitoutouhen, Latifa & Hamza, Faris, 2019, "Strategic Allocation of Pension Reserve Funds: Application of ALM Model and LDI Technique || Asignación Estratégica de Fondos de Reserva de Pensiones: Aplicación del Modelo ALM y LDI Técnica," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 28, issue 1, pages 381-425, December.
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• Bingxin Li & Natalia Piqueira, 2019, "State-dependent size and value premium: evidence from a regime-switching asset pricing model," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 3, pages 229-249, May, DOI: 10.1057/s41260-019-00113-9.
• Irina Bezhentseva Mateus & Cesario Mateus & Natasa Todorovic, 2019, "Correction to: Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 3, pages 250-250, May, DOI: 10.1057/s41260-019-00114-8.
• Niall O’Sullivan & Sheng Zhu & Jason Foran, 2019, "Sentiment versus liquidity pricing effects in the cross-section of UK stock returns," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 4, pages 317-329, July, DOI: 10.1057/s41260-019-00119-3.
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• 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.
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• 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.
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