Research classified by Journal of Economic Literature (JEL) codes

2018

• Suman Gupta & Vinay Goyal & Vinay Kumar Kalakbandi & Sankarshan Basu, 2018, "Overconfidence, trading volume and liquidity effect in Asia’s Giants: evidence from pre-, during- and post-global recession," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 3, pages 235-257, September, DOI: 10.1007/s40622-018-0185-9.
• Neharika Sobti, 2018, "Domestic intermarket linkages: measuring dynamic return and volatility connectedness among Indian financial markets," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, volume 45, issue 4, pages 325-344, December, DOI: 10.1007/s40622-018-0196-6.
• Cheng Gao & Bruce Mizrach, 2018, "High Frequency Trading in the Equity Markets During US Treasury POMO," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Fredj Jawadi, "Uncertainty, Expectations and Asset Price Dynamics", DOI: 10.1007/978-3-319-98714-9_4.
• George A. Waters, 2018, "Informational Efficiency and Endogenous Rational Bubbles," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Fredj Jawadi, "Uncertainty, Expectations and Asset Price Dynamics", DOI: 10.1007/978-3-319-98714-9_7.
• Xiaojin Sun & Kwok Ping Tsang, 2018, "The impact of monetary policy on local housing markets: Do regulations matter?," Empirical Economics, Springer, volume 54, issue 3, pages 989-1015, May, DOI: 10.1007/s00181-017-1255-0.
• Mohammadreza Tavakoli Baghdadabad & Girijasankar Mallik, 2018, "Global idiosyncratic risk moments," Empirical Economics, Springer, volume 55, issue 2, pages 731-764, September, DOI: 10.1007/s00181-017-1301-y.
• Gregor Dorfleitner & Felix Rößle, 2018, "The financial performance of the health care industry: a global, regional and industry specific empirical investigation," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 19, issue 4, pages 585-594, May, DOI: 10.1007/s10198-017-0904-8.
• Udo Broll & Peter Welzel & Kit Pong Wong, 2018, "Ambiguity preferences, risk taking and the banking firm," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 3, pages 343-353, December, DOI: 10.1007/s40822-018-0096-2.
• Madhavi Latha Challa & Venkataramanaiah Malepati & Siva Nageswara Rao Kolusu, 2018, "Forecasting risk using auto regressive integrated moving average approach: an evidence from S&P BSE Sensex," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 4, issue 1, pages 1-17, December, DOI: 10.1186/s40854-018-0107-z.
• Dirk Becherer & Todor Bilarev & Peter Frentrup, 2018, "Optimal liquidation under stochastic liquidity," Finance and Stochastics, Springer, volume 22, issue 1, pages 39-68, January, DOI: 10.1007/s00780-017-0346-2.
• Umut Çetin, 2018, "Financial equilibrium with asymmetric information and random horizon," Finance and Stochastics, Springer, volume 22, issue 1, pages 97-126, January, DOI: 10.1007/s00780-017-0348-0.
• Martin Herdegen & Johannes Muhle-Karbe, 2018, "Stability of Radner equilibria with respect to small frictions," Finance and Stochastics, Springer, volume 22, issue 2, pages 443-502, April, DOI: 10.1007/s00780-018-0354-x.
• Johannes Muhle-Karbe & Marcel Nutz, 2018, "A risk-neutral equilibrium leading to uncertain volatility pricing," Finance and Stochastics, Springer, volume 22, issue 2, pages 281-295, April, DOI: 10.1007/s00780-018-0356-8.
• Maximilian Gaß & Kathrin Glau & Mirco Mahlstedt & Maximilian Mair, 2018, "Chebyshev interpolation for parametric option pricing," Finance and Stochastics, Springer, volume 22, issue 3, pages 701-731, July, DOI: 10.1007/s00780-018-0361-y.
• Damien Ackerer & Damir Filipović & Sergio Pulido, 2018, "The Jacobi stochastic volatility model," Finance and Stochastics, Springer, volume 22, issue 3, pages 667-700, July, DOI: 10.1007/s00780-018-0364-8.
• Bruno Bouchard & Masaaki Fukasawa & Martin Herdegen & Johannes Muhle-Karbe, 2018, "Equilibrium returns with transaction costs," Finance and Stochastics, Springer, volume 22, issue 3, pages 569-601, July, DOI: 10.1007/s00780-018-0366-6.
• Stefan Gerhold & Paul Krühner, 2018, "Dynamic trading under integer constraints," Finance and Stochastics, Springer, volume 22, issue 4, pages 919-957, October, DOI: 10.1007/s00780-018-0369-3.
• Ulrich Horst & Dörte Kreher, 2018, "Second order approximations for limit order books," Finance and Stochastics, Springer, volume 22, issue 4, pages 827-877, October, DOI: 10.1007/s00780-018-0373-7.
• Jose Gutierrez & Steve Johnson & Robert Stretcher, 2018, "A synthesized model of short selling constraints and their impact on stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 191-210, January, DOI: 10.1007/s12197-017-9393-y.
• Serkan Karadas, 2018, "Family ties and informed trading: evidence from Capitol Hill," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 211-248, April, DOI: 10.1007/s12197-017-9384-z.
• KhasadYahu ZarBabal & Jocelyn Evans, 2018, "Does wall street affect main street? examining potential spillovers from investor stock market sentiment to personal consumption expenditures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 293-314, April, DOI: 10.1007/s12197-017-9394-x.
• Ruey-Shii Chen & Tai-Wei Zhang, 2018, "Dividend cuts and predictability," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 249-267, April, DOI: 10.1007/s12197-017-9395-9.
• Robert M. Hull & Sungkyu Kwak & Rosemary Walker, 2018, "Hedge fund attributes, insider behavior, and IPO volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 268-292, April, DOI: 10.1007/s12197-017-9396-8.
• Laurence E. Blose & Vijay Gondhalekar & Alan Kort, 2018, "Overnight versus day returns in gold and gold related assets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 526-549, July, DOI: 10.1007/s12197-017-9403-0.
• Zhenxi Chen & Weihong Huang & Huanhuan Zheng, 2018, "Estimating heterogeneous agents behavior in a two-market financial system," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 3, pages 491-510, October, DOI: 10.1007/s11403-017-0190-7.
• Hazem Krichene & Mhamed-Ali El-Aroui, 2018, "Artificial stock markets with different maturity levels: simulation of information asymmetry and herd behavior using agent-based and network models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 3, pages 511-535, October, DOI: 10.1007/s11403-017-0191-6.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018, "Long-run heterogeneity in an exchange economy with fixed-mix traders," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 66, issue 2, pages 407-447, August, DOI: 10.1007/s00199-017-1066-8.
• Andrés Carvajal, 2018, "Arbitrage pricing in non-Walrasian financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 66, issue 4, pages 951-978, December, DOI: 10.1007/s00199-017-1074-8.
• Daniela Grieco, 2018, "Innovation and stock market performance: A model with ambiguity-averse agents," Journal of Evolutionary Economics, Springer, volume 28, issue 2, pages 287-303, April, DOI: 10.1007/s00191-017-0537-1.
• Eduard Braun & Wiebke Roß, 2018, "The market process of capitalization: a laboratory experiment on the effectiveness of private information," Journal of Evolutionary Economics, Springer, volume 28, issue 4, pages 951-960, September, DOI: 10.1007/s00191-017-0508-6.
• Avishek Bhandari & Kamaiah Bandi, 2018, "On the Dynamics of Inflation-Stock Returns in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 89-99, March, DOI: 10.1007/s40953-017-0075-6.
• Vinodh Madhavan & Partha Ray, 2018, "Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 13-35, March, DOI: 10.1007/s40953-017-0076-5.
• Alok Dixit & Shivam Singh, 2018, "Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 57-88, March, DOI: 10.1007/s40953-017-0078-3.
• Zia-ur-Rehman Rao & Tanveer Ahsan & Muhammad Zubair Tauni & Muhammad Umar, 2018, "Performance and Persistence in Performance of Actively Managed Chinese Equity Funds," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 3, pages 727-747, September, DOI: 10.1007/s40953-017-0104-5.
• Hasan, Iftekhar & Meslier, Céline & Tarazi, Amine & Zhou, Mingming, 2018, "Does it pay to get connected? An examination of bank alliance network and bond spread," Journal of Economics and Business, Elsevier, volume 95, issue C, pages 141-163, DOI: 10.1016/j.jeconbus.2017.12.003.
• Prokop, Jörg & Kammann, Benno, 2018, "The effect of the European Markets in Financial Instruments Directive on affiliated analysts’ earnings forecast optimism," Journal of Economics and Business, Elsevier, volume 95, issue C, pages 75-86, DOI: 10.1016/j.jeconbus.2017.06.004.
• Dietz, Simon & Gollier, Christian & Kessler, Louise, 2018, "The climate beta," Journal of Environmental Economics and Management, Elsevier, volume 87, issue C, pages 258-274, DOI: 10.1016/j.jeem.2017.07.005.
• Liu, Feng & Conlon, John R., 2018, "The simplest rational greater-fool bubble model," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 38-57, DOI: 10.1016/j.jet.2018.01.001.
• Yu, Edison G., 2018, "Dynamic market participation and endogenous information aggregation," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 491-517, DOI: 10.1016/j.jet.2018.02.002.
• Bidder, R.M. & Smith, M.E., 2018, "Doubts and variability: A robust perspective on exotic consumption series," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 689-712, DOI: 10.1016/j.jet.2018.02.007.
• Tsai, Jerry & Wachter, Jessica A., 2018, "Pricing long-lived securities in dynamic endowment economies," Journal of Economic Theory, Elsevier, volume 177, issue C, pages 848-878, DOI: 10.1016/j.jet.2018.07.008.
• Golez, Benjamin & Koudijs, Peter, 2018, "Four centuries of return predictability," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 248-263, DOI: 10.1016/j.jfineco.2017.12.007.
• Boguth, Oliver & Simutin, Mikhail, 2018, "Leverage constraints and asset prices: Insights from mutual fund risk taking," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 325-341, DOI: 10.1016/j.jfineco.2017.12.002.
• Hörner, Johannes & Lovo, Stefano & Tomala, Tristan, 2018, "Belief-free price formation," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 342-365, DOI: 10.1016/j.jfineco.2017.11.004.
• Ehling, Paul & Gallmeyer, Michael & Heyerdahl-Larsen, Christian & Illeditsch, Philipp, 2018, "Disagreement about inflation and the yield curve," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 459-484, DOI: 10.1016/j.jfineco.2018.01.001.
• Broer, Tobias, 2018, "Securitization bubbles: Structured finance with disagreement about default risk," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 505-518, DOI: 10.1016/j.jfineco.2017.12.001.
• Gilbert, Thomas & Hrdlicka, Christopher & Kamara, Avraham, 2018, "The structure of information release and the factor structure of returns," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 546-566, DOI: 10.1016/j.jfineco.2018.01.007.
• Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2018, "Absolving beta of volatility’s effects," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 1-15, DOI: 10.1016/j.jfineco.2018.01.003.
• Song, Zhaogang & Zhu, Haoxiang, 2018, "Quantitative easing auctions of Treasury bonds," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 103-124, DOI: 10.1016/j.jfineco.2018.02.004.
• Bartram, Söhnke M. & Grinblatt, Mark, 2018, "Agnostic fundamental analysis works," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 125-147, DOI: 10.1016/j.jfineco.2016.11.008.
• George, Thomas J. & Hwang, Chuan-Yang & Li, Yuan, 2018, "The 52-week high, q-theory, and the cross section of stock returns," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 148-163, DOI: 10.1016/j.jfineco.2018.01.005.
• Huang, Jiekun, 2018, "The customer knows best: The investment value of consumer opinions," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 164-182, DOI: 10.1016/j.jfineco.2018.02.001.
• Li, Xindan & Subrahmanyam, Avanidhar & Yang, Xuewei, 2018, "Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 38-65, DOI: 10.1016/j.jfineco.2018.01.010.
• Tian, Mary, 2018, "Tradability of output, business cycles and asset prices," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 86-102, DOI: 10.1016/j.jfineco.2017.02.003.
• Campbell, John Y. & Giglio, Stefano & Polk, Christopher & Turley, Robert, 2018, "An intertemporal CAPM with stochastic volatility," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 207-233, DOI: 10.1016/j.jfineco.2018.02.011.
• Fama, Eugene F. & French, Kenneth R., 2018, "Choosing factors," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 234-252, DOI: 10.1016/j.jfineco.2018.02.012.
• Joslin, Scott & Konchitchki, Yaniv, 2018, "Interest rate volatility, the yield curve, and the macroeconomy," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 344-362, DOI: 10.1016/j.jfineco.2017.12.004.
• Weber, Michael, 2018, "Cash flow duration and the term structure of equity returns," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 486-503, DOI: 10.1016/j.jfineco.2018.03.003.
• Backus, David & Boyarchenko, Nina & Chernov, Mikhail, 2018, "Term structures of asset prices and returns," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 1-23, DOI: 10.1016/j.jfineco.2018.04.005.
• Frank, Murray Z. & Sanati, Ali, 2018, "How does the stock market absorb shocks?," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 136-153, DOI: 10.1016/j.jfineco.2018.04.002.
• Azizpour, S & Giesecke, K. & Schwenkler, G., 2018, "Exploring the sources of default clustering," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 154-183, DOI: 10.1016/j.jfineco.2018.04.008.
• Farago, Adam & Tédongap, Roméo, 2018, "Downside risks and the cross-section of asset returns," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 69-86, DOI: 10.1016/j.jfineco.2018.03.010.
• Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2018, "Extrapolation and bubbles," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 203-227, DOI: 10.1016/j.jfineco.2018.04.007.
• Timmer, Yannick, 2018, "Cyclical investment behavior across financial institutions," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 268-286, DOI: 10.1016/j.jfineco.2018.04.012.
• Malamud, Semyon & Vilkov, Grigory, 2018, "Non-myopic betas," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 357-381, DOI: 10.1016/j.jfineco.2018.05.004.
• Landoni, Mattia, 2018, "Tax distortions and bond issue pricing," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 382-393, DOI: 10.1016/j.jfineco.2018.05.005.
• Barinov, Alexander, 2018, "Stocks with extreme past returns: Lotteries or insurance?," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 458-478, DOI: 10.1016/j.jfineco.2018.06.007.
• Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018, "Size matters, if you control your junk," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 479-509, DOI: 10.1016/j.jfineco.2018.05.006.
• Kallunki, Jenni & Kallunki, Juha-Pekka & Nilsson, Henrik & Puhakka, Mikko, 2018, "Do an insider's wealth and income matter in the decision to engage in insider trading?," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 135-165, DOI: 10.1016/j.jfineco.2018.06.005.
• Birru, Justin, 2018, "Day of the week and the cross-section of returns," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 182-214, DOI: 10.1016/j.jfineco.2018.06.008.
• Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2018, "Company stock price reactions to the 2016 election shock: Trump, taxes, and trade," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 428-451, DOI: 10.1016/j.jfineco.2018.06.013.
• Brenner, Menachem & Izhakian, Yehuda, 2018, "Asset pricing and ambiguity: Empirical evidence⁎," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 503-531, DOI: 10.1016/j.jfineco.2018.07.007.
• Badarinza, Cristian & Ramadorai, Tarun, 2018, "Home away from home? Foreign demand and London house prices," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 532-555, DOI: 10.1016/j.jfineco.2018.07.010.
• Goetzmann, William N. & Huang, Simon, 2018, "Momentum in Imperial Russia," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 579-591, DOI: 10.1016/j.jfineco.2018.07.008.
• Lin, Xiaoji & Wang, Chong & Wang, Neng & Yang, Jinqiang, 2018, "Investment, Tobin’s q, and interest rates," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 620-640, DOI: 10.1016/j.jfineco.2017.05.013.
• Deng, Yongheng & Liu, Xin & Wei, Shang-Jin, 2018, "One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 663-692, DOI: 10.1016/j.jfineco.2018.04.009.
• Gomez-Gonzalez, Jose Eduardo & Sanin-Restrepo, Sebastian, 2018, "The maple bubble: A history of migration among Canadian provinces," Journal of Housing Economics, Elsevier, volume 41, issue C, pages 57-71, DOI: 10.1016/j.jhe.2018.03.001.
• Lyons, Ronan C., 2018, "Credit conditions and the housing price ratio: Evidence from Ireland’s boom and bust," Journal of Housing Economics, Elsevier, volume 42, issue C, pages 84-96, DOI: 10.1016/j.jhe.2018.05.002.
• Ito, Takatoshi & Yamada, Masahiro, 2018, "Did the reform fix the London fix problem?," Journal of International Money and Finance, Elsevier, volume 80, issue C, pages 75-95, DOI: 10.1016/j.jimonfin.2017.10.004.
• Fuhrer, Lucas Marc, 2018, "Liquidity in the repo market," Journal of International Money and Finance, Elsevier, volume 84, issue C, pages 1-22, DOI: 10.1016/j.jimonfin.2018.02.005.
• Choi, Paul Moon Sub & Choi, Joung Hwa, 2018, "Is individual trading priced in stocks?," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 76-92, DOI: 10.1016/j.jimonfin.2018.03.004.
• Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018, "“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 1-30, DOI: 10.1016/j.jimonfin.2018.04.005.
• de Groot, Wilma & Huij, Joop, 2018, "Are the Fama-French factors really compensation for distress risk?," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 50-69, DOI: 10.1016/j.jimonfin.2018.03.002.
• Berg, Kimberly A. & Mark, Nelson C., 2018, "Measures of global uncertainty and carry-trade excess returns," Journal of International Money and Finance, Elsevier, volume 88, issue C, pages 212-227, DOI: 10.1016/j.jimonfin.2017.07.010.
• Binner, Jane M. & Chaudhry, Sajid & Kelly, Logan & Swofford, James L., 2018, "“Risky” monetary aggregates for the UK and US," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 127-138, DOI: 10.1016/j.jimonfin.2018.08.015.
• Chuliá, Helena & Fernández, Julián & Uribe, Jorge M., 2018, "Currency downside risk, liquidity, and financial stability," Journal of International Money and Finance, Elsevier, volume 89, issue C, pages 83-102, DOI: 10.1016/j.jimonfin.2018.09.009.
• Hu, Yang & Oxley, Les, 2018, "Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s," Journal of the Japanese and International Economies, Elsevier, volume 50, issue C, pages 89-95, DOI: 10.1016/j.jjie.2018.09.002.
• Fausch, Jürg & Sigonius, Markus, 2018, "The impact of ECB monetary policy surprises on the German stock market," Journal of Macroeconomics, Elsevier, volume 55, issue C, pages 46-63, DOI: 10.1016/j.jmacro.2017.09.001.
• Griffin, Paul A. & Lont, David H., 2018, "Game changer? The impact of the VW emission-cheating scandal on the interrelation between large automakers’ equity and credit markets," Journal of Contemporary Accounting and Economics, Elsevier, volume 14, issue 2, pages 179-196, DOI: 10.1016/j.jcae.2018.05.004.
• Main, Scott & Irwin, Scott H. & Sanders, Dwight R. & Smith, Aaron, 2018, "Financialization and the returns to commodity investments," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 22-28, DOI: 10.1016/j.jcomm.2018.05.004.
• Haase, Marco & Huss, Matthias, 2018, "Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 29-46, DOI: 10.1016/j.jcomm.2017.10.001.
• Misund, Bård, 2018, "Common and fundamental risk factors in shareholder returns of Norwegian salmon producing companies," Journal of Commodity Markets, Elsevier, volume 12, issue C, pages 19-30, DOI: 10.1016/j.jcomm.2017.12.007.
• Stöckl, Thomas & Palan, Stefan, 2018, "Catch me if you can. Can human observers identify insiders in asset markets?," Journal of Economic Psychology, Elsevier, volume 67, issue C, pages 1-17, DOI: 10.1016/j.joep.2018.04.004.
• Wagner, Rodrigo, 2018, "Can the market value state-owned enterprises without privatizing them? An application to natural resources companies," Resources Policy, Elsevier, volume 59, issue C, pages 282-290, DOI: 10.1016/j.resourpol.2018.07.015.
• Bosi, Stefano & Ha-Huy, Thai & Le Van, Cuong & Pham, Cao-Tung & Pham, Ngoc-Sang, 2018, "Financial bubbles and capital accumulation in altruistic economies," Journal of Mathematical Economics, Elsevier, volume 75, issue C, pages 125-139, DOI: 10.1016/j.jmateco.2018.01.003.
• Choi, Jaewon & Kim, Yongjun, 2018, "Anomalies and market (dis)integration," Journal of Monetary Economics, Elsevier, volume 100, issue C, pages 16-34, DOI: 10.1016/j.jmoneco.2018.06.003.
• Augustin, Patrick, 2018, "The term structure of CDS spreads and sovereign credit risk," Journal of Monetary Economics, Elsevier, volume 96, issue C, pages 53-76, DOI: 10.1016/j.jmoneco.2018.04.001.
• Hasler, Michael & Ornthanalai, Chayawat, 2018, "Fluctuating attention and financial contagion," Journal of Monetary Economics, Elsevier, volume 99, issue C, pages 106-123, DOI: 10.1016/j.jmoneco.2018.07.002.
• Ghadhab, Imen, 2018, "Arbitrage opportunities and liquidity: An intraday event study on cross-listed stocks," Journal of Multinational Financial Management, Elsevier, volume 46, issue C, pages 1-10, DOI: 10.1016/j.mulfin.2018.07.002.
• Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2018, "Top managerial power and stock price efficiency: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 20-38, DOI: 10.1016/j.pacfin.2017.11.004.
• Alhashel, Bader S. & Almudhaf, Fahad W. & Hansz, J. Andrew, 2018, "Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 92-108, DOI: 10.1016/j.pacfin.2017.12.005.
• Zhong, Angel & Chai, Daniel & Li, Bob & Chiah, Mardy, 2018, "Volume shocks and stock returns: An alternative test," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 1-16, DOI: 10.1016/j.pacfin.2018.01.001.
• Chung, San-Lin & Liu, Wenchien & Liu, Wen-Rang & Tseng, Kevin, 2018, "Investor network: Implications for information diffusion and asset prices," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 186-209, DOI: 10.1016/j.pacfin.2018.02.004.
• Yang, Nien-Tzu & Chu, Hsiang-Hui & Ko, Kuan-Cheng & Lee, Shiou-Wen, 2018, "Continuing overreaction and momentum in a market with price limits," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 56-71, DOI: 10.1016/j.pacfin.2018.01.005.
• Li, Xiao & Shen, Dehua & Zhang, Wei, 2018, "Do Chinese internet stock message boards convey firm-specific information?," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 1-14, DOI: 10.1016/j.pacfin.2018.03.003.
• Huang, Tzu-Lun, 2018, "The puzzling media effect in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 129-146, DOI: 10.1016/j.pacfin.2018.04.005.
• Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018, "Market volatility, liquidity shocks, and stock returns: Worldwide evidence," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 164-199, DOI: 10.1016/j.pacfin.2018.04.008.
• Pan, Zheyao & Chan, Kam Fong, 2018, "A new government bond volatility index predictor for the U.S. equity premium," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 200-215, DOI: 10.1016/j.pacfin.2016.12.007.
• Nadarajah, Sivathaasan & Ali, Searat & Liu, Benjamin & Huang, Allen, 2018, "Stock liquidity, corporate governance and leverage: New panel evidence," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 216-234, DOI: 10.1016/j.pacfin.2016.11.004.
• Docherty, Paul & Easton, Steve, 2018, "State-varying illiquidity risk in sovereign bond spreads," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 235-248, DOI: 10.1016/j.pacfin.2016.11.003.
• Gordon, Narelle & Wu, Qiongbing, 2018, "The high-volume return premium and changes in investor recognition," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 121-136, DOI: 10.1016/j.pacfin.2018.06.006.
• Casavecchia, Lorenzo & Loudon, Geoffrey F. & Wu, Eliza, 2018, "What moves benchmark money market rates? Evidence from the BBSW market," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 137-154, DOI: 10.1016/j.pacfin.2018.06.005.
• Cheon, Yong-Ho & Lee, Kuan-Hui, 2018, "Time variation of MAX-premium with market volatility: Evidence from Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 32-46, DOI: 10.1016/j.pacfin.2018.05.007.
• Karabiyik, Hande & Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Westerlund, Joakim, 2018, "Islamic spot and index futures markets: Where is the price discovery?," Pacific-Basin Finance Journal, Elsevier, volume 52, issue C, pages 123-133, DOI: 10.1016/j.pacfin.2017.04.003.
• MengYun, Wu & Imran, Muhammad & Zakaria, Muhammad & Linrong, Zhang & Farooq, Muhammad Umer & Muhammad, Shah Khalid, 2018, "Impact of terrorism and political instability on equity premium: Evidence from Pakistan," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 1753-1762, DOI: 10.1016/j.physa.2017.11.095.
• Su, Zhi & Fang, Tong & Yin, Libo, 2018, "Does NVIX matter for market volatility? Evidence from Asia-Pacific markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 506-516, DOI: 10.1016/j.physa.2017.10.025.
• Kim, Jungmu & Park, Yuen Jung & Ryu, Doojin, 2018, "Testing CEV stochastic volatility models using implied volatility index data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 499, issue C, pages 224-232, DOI: 10.1016/j.physa.2018.02.001.
• Charfeddine, Lanouar & Khediri, Karim Ben & Aye, Goodness C. & Gupta, Rangan, 2018, "Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 505, issue C, pages 632-647, DOI: 10.1016/j.physa.2018.04.004.
• Kirkulak-Uludag, Berna & Safarzadeh, Omid, 2018, "The interactions between OPEC oil price and sectoral stock returns: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 508, issue C, pages 631-641, DOI: 10.1016/j.physa.2018.02.185.
• Lehrer, Nimrod David, 2018, "The value of political connections in a multiparty parliamentary democracy: Evidence from the 2015 elections in Israel," European Journal of Political Economy, Elsevier, volume 53, issue C, pages 13-58, DOI: 10.1016/j.ejpoleco.2017.07.001.
• Li, Hong, 2018, "Residual state ownership and stock market integration: Evidence from Chinese partly-privatised firms," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 100-112, DOI: 10.1016/j.qref.2017.05.004.
• Wasiuzzaman, Shaista, 2018, "Seasonality in the Saudi stock market: The Hajj effect," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 273-281, DOI: 10.1016/j.qref.2017.07.007.
• Ben Sita, Bernard, 2018, "Estimating the beta-return relationship by considering the sign and the magnitude of daily returns," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 28-35, DOI: 10.1016/j.qref.2017.04.010.
• Zheng, Yao & Osmer, Eric & Zheng, Liancun, 2018, "The relative pricing of cross-listed securities: The case of Chinese A- and H-share," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 297-310, DOI: 10.1016/j.qref.2017.07.010.
• Ichkitidze, Yuri, 2018, "Temporary price trends in the stock market with rational agents," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 103-117, DOI: 10.1016/j.qref.2017.11.014.
• Corbet, Shaen & Gurdgiev, Constantin & Meegan, Andrew, 2018, "Long-term stock market volatility and the influence of terrorist attacks in Europe," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 118-131, DOI: 10.1016/j.qref.2017.11.012.
• Staer, Arsenio & Sottile, Pedro, 2018, "Equivalent volume and comovement," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 143-157, DOI: 10.1016/j.qref.2017.11.001.
• Markellos, Raphael N. & Psychoyios, Dimitris, 2018, "Interest rate volatility and risk management: Evidence from CBOE Treasury options," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 190-202, DOI: 10.1016/j.qref.2017.08.005.
• Fang, Sheng & Egan, Paul, 2018, "Measuring contagion effects between crude oil and Chinese stock market sectors," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 31-38, DOI: 10.1016/j.qref.2017.11.010.
• Mishra, Ajay Kumar & Tripathy, Trilochan, 2018, "Price and trade size clustering: Evidence from the national stock exchange of India," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 63-72, DOI: 10.1016/j.qref.2017.11.006.
• You, Leyuan & Payne, Janet D. & Lin, Steve Wen-Jen, 2018, "Do multiple foreign listings create value for firms?," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 134-143, DOI: 10.1016/j.qref.2017.12.006.
• Lengua Lafosse, Patricia & Rodríguez, Gabriel, 2018, "An empirical application of a stochastic volatility model with GH skew Student's t-distribution to the volatility of Latin-American stock returns," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 155-173, DOI: 10.1016/j.qref.2018.01.002.
• Ayadi, Mohamed A. & Lazrak, Skander & Liao, Yusui & Welch, Robert, 2018, "Performance of fixed-income mutual funds with regime-switching models," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 217-231, DOI: 10.1016/j.qref.2018.03.005.
• Raza, Hamid & Wu, Weiou, 2018, "Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 286-296, DOI: 10.1016/j.qref.2018.03.009.
• Lawrenz, Jochen & Zorn, Josef, 2018, "Decomposing the predictive power of local and global financial valuation ratios," The Quarterly Review of Economics and Finance, Elsevier, volume 70, issue C, pages 137-149, DOI: 10.1016/j.qref.2018.04.012.
• Hayashi, Fumio, 2018, "Computing equilibrium bond prices in the Vayanos-Vila model," Research in Economics, Elsevier, volume 72, issue 2, pages 181-195, DOI: 10.1016/j.rie.2018.04.003.
• Basse Mama, Houdou, 2018, "Nonlinear capital market payoffs to science-led innovation," Research Policy, Elsevier, volume 47, issue 6, pages 1084-1095, DOI: 10.1016/j.respol.2018.03.013.
• Wan, Xiaoyuan, 2018, "Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 53, issue C, pages 1-15, DOI: 10.1016/j.iref.2017.10.015.
• Malagon, Juliana & Moreno, David & Rodríguez, Rosa, 2018, "Idiosyncratic volatility, conditional liquidity and stock returns," International Review of Economics & Finance, Elsevier, volume 53, issue C, pages 118-132, DOI: 10.1016/j.iref.2017.10.011.
• Sowmya, Subramaniam & Prasanna, Krishna, 2018, "Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 178-192, DOI: 10.1016/j.iref.2017.08.006.
• Wang, Jai-Jen & Lee, Jin-Ping & Zhao, Yang, 2018, "Pair-trading profitability and short-selling restriction: Evidence from the Taiwan stock market," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 173-184, DOI: 10.1016/j.iref.2017.07.021.
• Langedijk, Sven & Monokroussos, George & Papanagiotou, Evangelia, 2018, "Benchmarking liquidity proxies: The case of EU sovereign bonds," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 321-329, DOI: 10.1016/j.iref.2017.11.002.
• Dimic, Nebojsa & Neudl, Manfred & Orlov, Vitaly & Äijö, Janne, 2018, "Investor sentiment, soccer games and stock returns," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 90-98, DOI: 10.1016/j.ribaf.2017.07.134.
• Zhu, Yanhui & Fan, Jingwen & Tucker, Jon, 2018, "The impact of monetary policy on gold price dynamics," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 319-331, DOI: 10.1016/j.ribaf.2017.07.100.
• Economou, Fotini & Panagopoulos, Yannis & Tsouma, Ekaterini, 2018, "Uncovering asymmetries in the relationship between fear and the stock market using a hidden co-integration approach," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 459-470, DOI: 10.1016/j.ribaf.2017.07.116.
• Dinh, Minh Thi Hong, 2018, "The relationship between volume imbalance and spread," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 76-87, DOI: 10.1016/j.ribaf.2017.03.003.
• Karaa, Rabaa & Slim, Skander & Hmaied, Dorra Mezzez, 2018, "Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 88-99, DOI: 10.1016/j.ribaf.2017.01.010.
• Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2018, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 349-356, DOI: 10.1016/j.ribaf.2017.07.168.
• Tony-Okeke, Uchenna & Ahmadu-Bello, Jaliyyah & Niklewski, Jacek & Rodgers, Timothy, 2018, "Financial contagion and capital asset pricing in Africa: The impact of the 2007–09 and Euro-Zone crises on natural resources sector Beta in African emerging markets," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 54-61, DOI: 10.1016/j.ribaf.2017.07.131.
• Boubaker, Sabri & Hamza, Taher & Vidal-García, Javier, 2018, "Financial distress and equity returns: A leverage-augmented three-factor model," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 1-15, DOI: 10.1016/j.ribaf.2016.09.003.
• Zaremba, Adam & Shemer, Jacob, 2018, "Is there momentum in factor premia? Evidence from international equity markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 120-130, DOI: 10.1016/j.ribaf.2017.12.002.
• Fan, Minyou & Li, Youwei & Liu, Jiadong, 2018, "Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 131-140, DOI: 10.1016/j.ribaf.2017.12.004.
• Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Persistence in the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 141-148, DOI: 10.1016/j.ribaf.2018.01.002.
• Wang, Wenzhao, 2018, "Investor sentiment and the mean-variance relationship: European evidence," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 227-239, DOI: 10.1016/j.ribaf.2018.02.006.
• Jitmaneeroj, Boonlert, 2018, "Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 324-341, DOI: 10.1016/j.ribaf.2018.04.006.
• Fassas, Athanasios P. & Papadamou, Stephanos, 2018, "Variance risk premium and equity returns," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 462-470, DOI: 10.1016/j.ribaf.2018.06.003.
• Gavriilidis, Konstantinos & Kambouroudis, Dimos S. & Tsakou, Katerina & Tsouknidis, Dimitris A., 2018, "Volatility forecasting across tanker freight rates: The role of oil price shocks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 118, issue C, pages 376-391, DOI: 10.1016/j.tre.2018.08.012.
• Anthony Remy, 2018, "Stochastic Differential Equations with Brownian Motion," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 61, issue 1, pages 62-95.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2018, "The Price of BitCoin: GARCH Evidence from High Frequency Data," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2018/14, Dec.
• Martin T. Bohl & Pierre L. Siklos & Claudia Wellenreuther, 2018, "Speculative Activity and Returns Volatility of Chinese Major Agricultural Commodity Futures," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-06, Jan.
• Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018, "Quantitative or Qualitative Forward Guidance: Does It Matter?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2018-36, Aug.
• Makarov, Igor & Schoar, Antoinette, 2018, "Trading and Arbitrage in Cryptocurrency Markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118909, Dec.
• Cho, Thummim, 2018, "Turning alphas into betas: arbitrage and the cross-section of risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118915, Nov.
• Basak, Suleyman & Chabakauri, Georgy & Yavuz, M., 2018, "Investor protection and asset prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118917, Oct.
• Lleo, Sebastien & Ziemba, William, 2018, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118923, Sep.
• Choi, Darwin & Lou, Dong & Mukherjee, Abhiroop, 2018, "The effect of superstar firms on college major choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118941, Apr.
• Bahar, Dany & Molina, Carlos A. & Santos, Miguel Angel, 2018, "Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123056, Oct.
• Ellison, Martin & Tischbirek, Andreas, 2018, "Beauty contests and the term structure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87384, Feb.
• Lyons, Ronan C., 2018, "Credit conditions and the housing price ratio: evidence from Ireland’s boom and bust," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88773, Jun.
• Kremens, Lukas & Martin, Ian, 2019, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89839, Mar.
• Pinter, Gabor, 2018, "Macroeconomic shocks and risk premia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90370, Aug.
• Hilber, Christian A. L. & Schöni, Olivier, 2018, "The economic impacts of constraining second home investments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91677, Jul.
• Petr Jakubik & Eveline Turturescu, 2018, "Potential drivers of insurers equity investments," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 12, Jun.
• Lorenzo Danieli & Petr Jakubik, 2018, "Early warning system for the European Insurance Sector," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 13, Dec.
• Juheon Seok & B. Wade Brorsen & Bart Niyibizi, 2018, "Modeling calendar spread options," Agricultural Finance Review, Emerald Group Publishing Limited, volume 78, issue 5, pages 551-570, July, DOI: 10.1108/AFR-09-2017-0088.
• Elda du Toit & John Henry Hall & Rudra Prakash Pradhan, 2018, "The day-of-the-week effect: South African stock market indices," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 9, issue 2, pages 197-212, June, DOI: 10.1108/AJEMS-07-2017-0163.
• Pan Feng & Junhui Qian, 2018, "Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 3, pages 275-296, April, DOI: 10.1108/CFRI-06-2017-0065.
• George Gao & Qingzhong Ma & David Ng, 2018, "The informativeness of short sellers: an insider’s perspective," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 4, pages 354-386, January, DOI: 10.1108/CFRI-08-2017-0193.
• Hongquan Zhu & Lingling Jiang, 2017, "Investor recognition and stock returns: evidence from China," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 2, pages 199-215, December, DOI: 10.1108/CFRI-11-2016-0127.
• Cássio da Nóbrega Besarria & Nelson Leitão Paes & Marcelo Eduardo Alves Silva, 2018, "Testing for bubbles in housing markets: some evidence for Brazil," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 11, issue 5, pages 754-770, June, DOI: 10.1108/IJHMA-08-2017-0075.
• Daniel Liston-Perez & Patricio Torres-Palacio & Sidika Gulfem Bayram, 2018, "Does investor sentiment predict Mexican equity returns?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 484-502, May, DOI: 10.1108/IJMF-05-2017-0088.
• Venessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 542-557, May, DOI: 10.1108/IJMF-09-2017-0187.
• Rozaimah Zainudin & Nurul Shahnaz Mahdzan & Chee Hong Yet, 2018, "Dividend policy and stock price volatility of industrial products firms in Malaysia," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 13, issue 1, pages 203-217, January, DOI: 10.1108/IJoEM-09-2016-0250.
• Dharani Munusamy, 2018, "Islamic calendar and stock market behaviour in India," International Journal of Social Economics, Emerald Group Publishing Limited, volume 45, issue 11, pages 1550-1566, August, DOI: 10.1108/IJSE-09-2017-0404.
• Mohamed Ariff & Alireza Zarei & Ishaq Bhatti, 2018, "Test on yields of equivalently-rated bonds," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 11, issue 1, pages 59-78, February, DOI: 10.1108/IMEFM-02-2017-0040.
• Sayyed Mahdi Ziaei, 2018, "US unconventional monetary policy and Islamic equity indices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 11, issue 4, pages 575-590, May, DOI: 10.1108/IMEFM-11-2017-0299.