Research classified by Journal of Economic Literature (JEL) codes

2019

• Philippe Mueller & Andrea Vedolin & Hao Zhou, 2019, "Short-Run Bond Risk Premia," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 03, pages 1-34, September, DOI: 10.1142/S2010139219500113.
• Willy Alanya & Gabriel Rodríguez, 2019, "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., volume 22, issue 01, pages 1-18, March, DOI: 10.1142/S0219091519500036.
• Zachary McGurk & Adam Nowak & Joshua C. Hall, 2019, "Stock Returns and Investor Sentiment: Textual Analysis and Social Media," Working Papers, Department of Economics, West Virginia University, number 19-03.
• Adam Golinski & Peter Spencer, 2019, "Estimating the term structure with linear regressions: Getting to the roots of the problem," Discussion Papers, Department of Economics, University of York, number 19/05, May.
• Alberto Caruso & Laura Coroneo, 2019, "Predicting interest rates in real-time," Discussion Papers, Department of Economics, University of York, number 19/18, Nov.
• Tihana Škrinjarić Patrik Barišić, 2019, "Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 22, issue 1, pages 13-45, May, DOI: 10.2478/zireb-2019-0010.
• Ismail Olaleke Fasanya Oluwatomisin Oyewole Taofeek Agbatogun, 2019, "Measuring Return and Volatility Spillovers among Sectoral Stocks in Nigeria," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 22, issue 2, pages 71-94, November, DOI: 10.2478/zireb-2019-0021.
• Chatterjee, Sris & Gu, Xian & Hasan, Iftekhar & Lu, Haitian, 2019, "Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 18/2019.
• Fischer, Henning & Stolper, Oscar, 2019, "The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants," Discussion Papers, Deutsche Bundesbank, number 08/2019.
• Dergunov, Ilya & Meinerding, Christoph & Schlag, Christian, 2019, "Extreme inflation and time-varying consumption growth," Discussion Papers, Deutsche Bundesbank, number 16/2019.
• Hertrich, Markus, 2019, "A novel housing price misalignment indicator for Germany," Discussion Papers, Deutsche Bundesbank, number 31/2019.
• Reitz, Stefan & Umlandt, Dennis, 2019, "Foreign exchange dealer asset pricing," Discussion Papers, Deutsche Bundesbank, number 39/2019.
• Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe, 2019, "Measuring euro area monetary policy," CFS Working Paper Series, Center for Financial Studies (CFS), number 624.
• Aubry, Mathieu & Kräussl, Roman & Manso, Gustavo & Spaenjers, Christophe, 2019, "Machine learning, human experts, and the valuation of real assets," CFS Working Paper Series, Center for Financial Studies (CFS), number 635.
• Dumitru, Ana-Maria & Holden, Thomas, 2019, "Quantifying the transmission of European sovereign default risk," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193632.
• Demir, Ishak, 2019, "Monetary Policy Autonomy and International Monetary Spillovers," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193694.
• Demir, Ishak, 2019, "International Spillovers of U.S. Monetary Policy," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 193968.
• Xiao,Tim, 2019, "An Economic Examination of Collateralization in Different Financial Markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 200503.
• Xiao,Tim, 2019, "The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 201542.
• Xiao, Tim, 2019, "The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 204279.
• Mária Bohdalová & Michal Greguš, 2019, "Price–Volume Dependence Of Bitcoin And Its Fractal Analysis," CBU International Conference Proceedings, ISE Research Institute, volume 7, issue 0, pages 35-41, September, DOI: 10.12955/cbup.v7.1338.
• Tung Dang-Thanh Nguyen & Anh The Vo & Duc Hong Vo, 2019, "The Determinants Of Systematic Risk In Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 2, pages 15-36, June.
• Monica Billio & Roberto Casarin & Michele Costola & Lorenzo Frattarolo, 2019, "Opinion Dynamics and Disagreements on Financial Networks," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 4, pages 24-51, December.
• Federico Carlini & Paolo Santucci de Magistris, 2019, "Resuscitating the co-fractional model of Granger (1986)," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-02, Jan.
• Martin Møller Andreasen & Kasper Jørgensen & Andrew Meldrum, 2019, "Bond Risk Premiums at the Zero Lower Bound," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-10, May.
• Martin M. Andreasen, 2019, "Explaining Bond Return Predictability in an Estimated New Keynesian Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2019-11, May.
• Rojo-Ramírez, Alfonso & Palomino Rubio, César Augusto & García Pérez de Lema, Domingo & González Benítez, José Domingo & Mayorga Sanchez, Jose Zacarias & Alba Suárez, Miguel Antonio, 2019, "La tasa de descuento en el proceso de valoración de empresas: un estudio empírico en Colombia," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, volume 3, issue 1, pages 19-35, January, DOI: 10.26784/sbir.v3i1.145.
• Vladimir Asriyan & William Fuchs & Brett Green, 2019, "Liquidity Sentiments," American Economic Review, American Economic Association, volume 109, issue 11, pages 3813-3848, November.
• Hanno Lustig & Andreas Stathopoulos & Adrien Verdelhan, 2019, "The Term Structure of Currency Carry Trade Risk Premia," American Economic Review, American Economic Association, volume 109, issue 12, pages 4142-4177, December.
• Sebastian Di Tella, 2019, "Optimal Regulation of Financial Intermediaries," American Economic Review, American Economic Association, volume 109, issue 1, pages 271-313, January.
• Lukas Kremens & Ian Martin, 2019, "The Quanto Theory of Exchange Rates," American Economic Review, American Economic Association, volume 109, issue 3, pages 810-843, March.
• Jianjun Miao & Zhouxiang Shen & Pengfei Wang, 2019, "Monetary Policy and Rational Asset Price Bubbles: Comment," American Economic Review, American Economic Association, volume 109, issue 5, pages 1969-1990, May.
• Tse-Chun Lin & Qi Liu & Bo Sun, 2019, "Contractual Managerial Incentives with Stock Price Feedback," American Economic Review, American Economic Association, volume 109, issue 7, pages 2446-2468, July.
• Daniel J. Wilson, 2019, "Clearing the Fog: The Predictive Power of Weather for Employment Reports and Their Asset Price Responses," American Economic Review: Insights, American Economic Association, volume 1, issue 3, pages 373-388, December.
• Jin Yeub Kim, 2019, "Neutral Bargaining in Financial Over-The-Counter Markets," AEA Papers and Proceedings, American Economic Association, volume 109, pages 539-544, May.
• Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, , "What Moves the German Land Market? A Decomposition of the Land Rent-Price Ratio," 165th Seminar, April 4-5, 2019, Berlin, Germany, European Association of Agricultural Economists, number 288444, DOI: 10.22004/ag.econ.288444.
• Sinem ATICI & Nihan DEMİR & Mert URAL, 2019, "Arbitraj Fiyatlama Modeli İle Türkiye’de Pay Getirilerini Etkileyen Makroekonomik Göstergelerin Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 4, issue 1, pages 106-120, DOI: 10.30784/epfad.532708.
• Bekir Tamer GÖKALP, 2019, "Hisse Senedi Getirileri ile Tüketici Güven Endeksi Arasındaki İlişki: Diyagonal VECH Modeli Üzerinden Bir Değerlendirme," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 4, issue 1, pages 139-150, DOI: 10.30784/epfad.528556.
• Júlio Lobão & Luís Pacheco & Luís Alves, 2019, "Price Clustering in Bank Stocks During the Global Financial Crisis," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 66, issue 4, pages 465-486, December.
• Claudiu BoÈ›oc & Eugen Mihancea & Alin MolcuÈ›, 2019, "Football and Stock Market Performance Correlation: Evidence from Italy," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 66, issue 4, pages 525-539, December.
• Serena Fatica & Roberto Panzica & Michela Rancan, 2019, "The pricing of green bonds: are financial institutions special?," Mo.Fi.R. Working Papers, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences, number 157, Oct.
• İsmail Atacan & Erdinç Altay, 2019, "Analysis of Herd Behavior In Commodity Futures Markets," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 1, pages 37-54, June, DOI: http://doi.org/10.17093/alphanumeri.
• Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2019, "Municipal Bond Markets," Annual Review of Financial Economics, Annual Reviews, volume 11, issue 1, pages 65-84, December, DOI: 10.1146/annurev-financial-110118-12.
• Алимбетова И.С. // Alimbetova I.S. & Мустафин Е.Т. // Mustafin E.T., 2019, "Методика Оценки Права Пополнения Банковского Депозита По Первоначальной Процентной Ставке," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 4-17.
• Dávid Kopányi & Jean Paul Rabanal & Olga A. Rud & Jan Tuinstra, 2019, "Can successful forecasters help stabilize asset prices in a learning to forecast experiment?," Working Papers, Peruvian Economic Association, number 140, Jan.
• John Duffy & Jean Paul Rabanal & Olga A. Rud, 2019, "The Impact of ETFs on Asset Markets: Experimental Evidence," Working Papers, Peruvian Economic Association, number 154, Dec.
• Victor Olkhov, 2019, "Econophysics of Asset Price, Return and Multiple Expectations," Papers, arXiv.org, number 1901.05024, Jan, revised Sep 2020.
• Abdulnasser Hatemi-J & Mohamed Ali Hajji & Youssef El-Khatib, 2019, "Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return," Papers, arXiv.org, number 1903.01082, Mar.
• Damiano Brigo, 2019, "Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility," Papers, arXiv.org, number 1904.01889, Apr, revised Aug 2021.
• Francesca Biagini & Alessandro Gnoatto & Immacolata Oliva, 2019, "A unified approach to xVA with CSA discounting and initial margin," Papers, arXiv.org, number 1905.11328, May, revised Mar 2021.
• Ruoxuan Xiong & Markus Pelger, 2019, "Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference," Papers, arXiv.org, number 1910.08273, Oct, revised Jan 2022.
• Huai-Long Shi & Wei-Xing Zhou, 2019, "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," Papers, arXiv.org, number 1910.13115, Oct, revised Oct 2022.
• Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda, 2019, "Multiple yield curve modelling with CBI processes," Papers, arXiv.org, number 1911.02906, Nov, revised Oct 2020.
• Stefano Carattini & Suphi Sen, 2019, "Carbon Taxes and Stranded Assets: Evidence from Washington State," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper1910, Aug.
• Manuela Geranio & Valter Lazzari, 2019, "Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19114.
• Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019, "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19116.
• Massimo Guidolin & Manuela Pedio & Dimos Andronoudis, 2019, "How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19117.
• Massimo Guidolin & Manuela Pedio, 2019, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19118.
• Seungmook Choi & Hongtao Yang, 2019, "Model-Free Implied Volatility under Jump-Diffusion Models," Review of Economics & Finance, Better Advances Press, Canada, volume 16, pages 1-14, May.
• Yevheniia Polishchuk & Alla Ivashchenko & Oleksandr Dyba, 2019, "SMART-Contracts via Blockchain as the Innovation Tool for SMEs Development," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 39-53.
• Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019, "Search Complementarities, Aggregate Fluctuations,and Fiscal Policy," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1905, Sep.
• Paul Wohlfarth, 2019, "Preferred Habitat, Policy, and the CIP Puzzle," BCAM Working Papers, Birkbeck Centre for Applied Macroeconomics, number 1908, Oct.
• Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019, "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports, Bank of Canada, number 115, DOI: 10.34989/tr-115.
• Klaus Adam & Dmitry Matveev & Stefan Nagel, 2019, "Do Survey Expectations of Stock Returns Reflect Risk Adjustments?," Staff Working Papers, Bank of Canada, number 19-11, Mar, DOI: 10.34989/swp-2019-11.
• Lerby Ergun, 2019, "Extreme Downside Risk in Asset Returns," Staff Working Papers, Bank of Canada, number 19-46, Dec, DOI: 10.34989/swp-2019-46.
• Jean-Sébastien Fontaine & Bruno Feunou, 2019, "The Secular Decline of Forecasted Interest Rates," Staff Analytical Notes, Bank of Canada, number 2019-1, Jan, DOI: 10.34989/san-2019-1.
• Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton, 2019, "Price Caps in Canadian Bond Borrowing Markets," Staff Analytical Notes, Bank of Canada, number 2019-2, Jan, DOI: 10.34989/san-2019-2.
• Jean-Sébastien Fontaine & Jabir Sandhu & Adrian Walton, 2019, "Relative Value of Government of Canada Bonds," Staff Analytical Notes, Bank of Canada, number 2019-23, Aug, DOI: 10.34989/san-2019-23.
• Rohan Arora & Guillaume Ouellet Leblanc & Jabir Sandhu & Jun Yang, 2019, "Using Exchange-Traded Funds to Measure Liquidity in the Canadian Corporate Bond Market," Staff Analytical Notes, Bank of Canada, number 2019-25, Aug, DOI: 10.34989/san-2019-25.
• Guillaume Ouellet Leblanc & Maxime Leboeuf, 2019, "Bridging Canadian Business Lending and Market-Based Risk Measures," Staff Analytical Notes, Bank of Canada, number 2019-26, Aug, DOI: 10.34989/san-2019-26.
• Jessica Lee & Jabir Sandhu & Adrian Walton, 2019, "Borrowing Costs for Government of Canada Treasury Bills," Staff Analytical Notes, Bank of Canada, number 2019-28, Oct, DOI: 10.34989/san-2019-28.
• Léanne Berger-Soucy & Jean-Sébastien Fontaine & Adrian Walton, 2019, "Prix plafonds sur les marchés canadiens des emprunts d’obligations," Staff Analytical Notes, Bank of Canada, number 2019-2-fr, Jan, DOI: 10.34989/san-2019-2.
• Giuseppe Grande & Adriana Grasso & Gabriele Zinna, 2019, "The effectiveness of the ECB’s asset purchases at the lower bound," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 541, Dec.
• Marcello Pericoli, 2019, "An assessment of recent trends in market-based expected iflation in the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 542, Dec.
• Cóndor Richard, 2019, "Measuring the cost of U.S. housing policy," Working Papers, Banco de México, number 2019-08, Jun.
• Julián A. Parra & Carlos Arango & Joaquín Bernal & José E. Gómez & Javier Gómez & Carlos León & Clara Machado & Daniel Osorio & Daniel Rojas & Nicolás Suárez & Eduardo Yanquen, 2019, "Criptoactivos: análisis y revisión de literatura," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 92, pages 1-37, November.
• Jelena Kočović & Marija Koprivica, 2019, "Izvođenje Krive Prinosa Za Vrednovanje Obaveza Iz Osiguranja U Regulatornom Okviru Solventnost Ii (Izvođenje Krive Prinosa Za Vrednovanje Obaveza Iz Osiguranja U Regulatornom Okviru Solventnost Ii)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 32, pages 7-24, March.
• Lain-Tze Tee & Si-Roei Kew & Soo-Wah Low, 2019, "Do Momentum Strategies Perform Better For Islamic Stocks Than For Conventional Stocks Across Market States?," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 221, pages 107-130, April – J.
• Virginie Coudert & Dilyara Salakhova, 2019, "Price effect of mutual fund flows on the corporate bond market. The French case," Working papers, Banque de France, number 706.
• Klodiana Istrefi, 2019, "In Fed Watchers Eyes: Hawks, Doves and Monetary Policy," Working papers, Banque de France, number 725.
• Pierre BUI QUANG & Jean-Brieux DELBOS & Simon PERILLAUD & Clément BOURGEY, 2019, "The green bond market is expanding rapidly but needs to be measured more accurately
  [En plein essor, le marché des obligations vertes nécessite d’être mieux mesuré]," Bulletin de la Banque de France, Banque de France, issue 226.
• Victoria Vanasco, 2020, "Investor Experiences and International Capital Flows," Working Papers, Barcelona School of Economics, number 1163, Mar.
• Pei Kuang & Renbin Zhang & Tongbin Zhang, 2019, "New Tests of Expectation Formation with Applications to Asset Pricing Models," Discussion Papers, Department of Economics, University of Birmingham, number 19-05, May.
• Claudio Impenna & Paola Paiardini, 2019, "Informed trading in a two-tier market structure under financial distress," Discussion Papers, Department of Economics, University of Birmingham, number 19-06, Jun.
• Mustafa Caglayan & Tho Pham & Oleksandr Talavera & Xiong Xiong, 2019, "Asset mispricing in loan secondary markets," Discussion Papers, Department of Economics, University of Birmingham, number 19-07, Jul.
• Andreas Schrimpf & Vladyslav Sushko, 2019, "Sizing up global foreign exchange markets," BIS Quarterly Review, Bank for International Settlements, December.
• Andreas Schrimpf & Vladyslav Sushko, 2019, "FX trade execution: complex and highly fragmented," BIS Quarterly Review, Bank for International Settlements, December.
• Nikhil Patel & Dora Xia, 2019, "Offshore markets drive trading of emerging market currencies," BIS Quarterly Review, Bank for International Settlements, December.
• Raphael Auer, 2019, "Beyond the doomsday economics of "proof-of-work" in cryptocurrencies," BIS Working Papers, Bank for International Settlements, number 765, Jan.
• Wenqian Huang, 2019, "Central counterparty capitalization and misaligned incentives," BIS Working Papers, Bank for International Settlements, number 767, Feb.
• Nathan Foley-Fisher & Stefan Gissler & Stéphane Verani, 2019, "Over-the-counter market liquidity and securities lending," BIS Working Papers, Bank for International Settlements, number 768, Feb.
• Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019, "Bond risk premia and the exchange rate," BIS Working Papers, Bank for International Settlements, number 775, Mar.
• Raphael Auer, 2019, "Embedded supervision: how to build regulation into blockchain finance," BIS Working Papers, Bank for International Settlements, number 811, Sep.
• Stijn Claessens, 2019, "Fragmentation in global financial markets: good or bad for financial stability?," BIS Working Papers, Bank for International Settlements, number 815, Oct.
• Andrew Filardo & Paul Hubert & Phurichai Rungcharoenkitkul Author-X-Name_First: Phurichai, 2019, "The reaction function channel of monetary policy and the financial cycle," BIS Working Papers, Bank for International Settlements, number 816, Oct.
• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019, "The cost of clearing fragmentation," BIS Working Papers, Bank for International Settlements, number 826, Dec.
• Eli M Remolona & James Yetman, 2019, "De jure benchmark bonds," BIS Working Papers, Bank for International Settlements, number 830, Dec.
• Sabit Khakimzhanov & Yerulan Mustafin & Olzhas Kubenbayev & Dulat Atabek, 2019, "Constructing a Yield Curve in a Market with Low Liquidity," Russian Journal of Money and Finance, Bank of Russia, volume 78, issue 4, pages 71-98, December, DOI: 10.31477/rjmf.201904.71.
• Domenico Lombardi & Pierre L. Siklos & Samantha St. Amand, 2019, "Government Bond Yields At The Effective Lower Bound: International Evidence," Contemporary Economic Policy, Western Economic Association International, volume 37, issue 1, pages 102-120, January, DOI: 10.1111/coep.12238.
• Markus Hertrich, 2019, "A Novel Housing Price Misalignment Indicator for Germany," German Economic Review, Verein für Socialpolitik, volume 20, issue 4, pages 759-794, November, DOI: 10.1111/geer.12185.
• Leif Andersen & Darrell Duffie & Yang Song, 2019, "Funding Value Adjustments," Journal of Finance, American Finance Association, volume 74, issue 1, pages 145-192, February, DOI: 10.1111/jofi.12739.
• Gian Luca Clementi & Berardino Palazzo, 2019, "Investment and the Cross‐Section of Equity Returns," Journal of Finance, American Finance Association, volume 74, issue 1, pages 281-321, February, DOI: 10.1111/jofi.12730.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019, "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, volume 74, issue 1, pages 371-399, February, DOI: 10.1111/jofi.12729.
• Ravi Jagannathan & Binying Liu, 2019, "Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 1, pages 401-448, February, DOI: 10.1111/jofi.12731.
• Dan Li & Norman Schürhoff, 2019, "Dealer Networks," Journal of Finance, American Finance Association, volume 74, issue 1, pages 91-144, February, DOI: 10.1111/jofi.12728.
• Adrian Buss & Bernard Dumas, 2019, "The Dynamic Properties of Financial‐Market Equilibrium with Trading Fees," Journal of Finance, American Finance Association, volume 74, issue 2, pages 795-844, April, DOI: 10.1111/jofi.12744.
• Péter Kondor & Dimitri Vayanos, 2019, "Liquidity Risk and the Dynamics of Arbitrage Capital," Journal of Finance, American Finance Association, volume 74, issue 3, pages 1139-1173, June, DOI: 10.1111/jofi.12757.
• Martin Lettau & Sydney C. Ludvigson & Sai Ma, 2019, "Capital Share Risk in U.S. Asset Pricing," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1753-1792, August, DOI: 10.1111/jofi.12772.
• Ian W. R. Martin & Christian Wagner, 2019, "What Is the Expected Return on a Stock?," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1887-1929, August, DOI: 10.1111/jofi.12778.
• Tobias Adrian & Richard K. Crump & Erik Vogt, 2019, "Nonlinearity and Flight‐to‐Safety in the Risk‐Return Trade‐Off for Stocks and Bonds," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1931-1973, August, DOI: 10.1111/jofi.12776.
• Edward Halim & Yohanes E. Riyanto & Nilanjan Roy, 2019, "Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1975-2010, August, DOI: 10.1111/jofi.12768.
• Ravi Jagannathan & Binying Liu & Jiaqi Zhang, 2019, "Corrigendum for Dividend Dynamics, Learning, and Expected Stock Index Returns," Journal of Finance, American Finance Association, volume 74, issue 4, pages 2107-2116, August, DOI: 10.1111/jofi.12786.
• Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2019, "Brokers and Order Flow Leakage: Evidence from Fire Sales," Journal of Finance, American Finance Association, volume 74, issue 6, pages 2707-2749, December, DOI: 10.1111/jofi.12840.
• Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2019, "Diagnostic Expectations and Stock Returns," Journal of Finance, American Finance Association, volume 74, issue 6, pages 2839-2874, December, DOI: 10.1111/jofi.12833.
• Jean‐Sébastien Fontaine & Guillaume Nolin, 2019, "Measuring Limits Of Arbitrage In Fixed‐Income Markets," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 42, issue 3, pages 525-552, September, DOI: 10.1111/jfir.12187.
• Stijn Van Nieuwerburgh, 2019, "Why are REITS Currently So Expensive?," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 1, pages 18-65, March, DOI: 10.1111/1540-6229.12238.
• Steven C. Bourassa & Martin Hoesli & Elias Oikarinen, 2019, "Measuring House Price Bubbles," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 2, pages 534-563, June, DOI: 10.1111/1540-6229.12154.
• 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, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 11, issue 1, pages 43-49, June.
• Sven Klingler & Olav Syrstad, 2019, "Burying Libor," Working Paper, Norges Bank, number 2019/13, Aug.
• Gino Cenedese & Pasquale Della Corte & Tianyu Wang, 2019, "Currency mispricing and dealer balance sheets," Bank of England Staff Working Paper series, Bank of England, number 779, Feb.
• Lena Boneva & David Elliott & Iryna Kaminska & Oliver Linton & Nick McLaren & Ben Morley, 2019, "The impact of corporate QE on liquidity: evidence from the UK," Bank of England Staff Working Paper series, Bank of England, number 782, Mar.
• Joseph Noss & Rupal Patel, 2019, "Decomposing changes in the functioning of the sterling repo market," Bank of England Staff Working Paper series, Bank of England, number 797, May.
• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019, "The cost of clearing fragmentation," Bank of England Staff Working Paper series, Bank of England, number 800, May.
• Kristina Bluwstein & Julieta Yung, 2019, "Back to the real economy: the effects of risk perception shocks on the term premium and bank lending," Bank of England Staff Working Paper series, Bank of England, number 806, Jun.
• Robert Czech, 2019, "Credit default swaps and corporate bond trading," Bank of England Staff Working Paper series, Bank of England, number 810, Jul.
• Francisco Buera & Sudipto Karmakar, 2019, "Real effects of financial distress: the role of heterogeneity," Bank of England Staff Working Paper series, Bank of England, number 814, Aug.
• Stefania D’Amico & Iryna Kaminska, 2019, "Credit easing versus quantitative easing: evidence from corporate and government bond purchase programs," Bank of England Staff Working Paper series, Bank of England, number 825, Sep.
• Eftichios S. Sartzetakis, 2019, "Green Bonds as an instrument to finance low carbon transition," Working Papers, Bank of Greece, number 258, Mar.
• Sun-Joong Yoon, 2019, "Determinants of Variance Risk Premium (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 25, issue 1, pages 1-33, March.
• Nam Gang Lee, 2019, "Trend Growth Shocks and Asset Prices," Working Papers, Economic Research Institute, Bank of Korea, number 2019-4, Jan.
• Jungu Yang, 2019, "Alchemy of Financial Innovation: Securitization, Liquidity and Optimal Monetary Policy," Working Papers, Economic Research Institute, Bank of Korea, number 2019-10, Feb.
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• Smita Mahapatra & Saumitra N. Bhaduri, 2019, "Dynamics of the impact of currency fluctuations on stock markets in India: Assessing the pricing of exchange rate risks," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 1, pages 15-23, March.
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• Ulrich Hege & Pierre Mella-Barral, 2019, "Bond Exchange Offers or Collective Action Clauses?," Finance, Presses universitaires de Grenoble, volume 40, issue 3, pages 77-119.
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• Viral V. Acharya & Arvind Krishnamurthy, 2019, "Capital Flow Management with Multiple Instruments," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 6, in: Álvaro Aguirre & Markus Brunnermeier & Diego Saravia, "Monetary Policy and Financial Stability: Transmission Mechanisms and Policy Implications".
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