Research classified by Journal of Economic Literature (JEL) codes

2018

• Syed Haroon Rashid & Mohsin Sadaqat & Khalil Jebran & Zulfiqar Ali Memon, 2018, "Size premium, value premium and market timing: evidence from an emerging economy," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 23, issue 46, pages 266-288, October, DOI: 10.1108/JEFAS-09-2017-0090.
• Luc Chavalle & Luis Chavez-Bedoya, 2018, "The impact of transaction costs in portfolio optimization," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 24, issue 48, pages 288-311, October, DOI: 10.1108/JEFAS-12-2017-0126.
• Maria Teresa Medeiros Garcia & Ricardo António Abreu Oliveira, 2018, "Value versus growth in PIIGS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 956-978, October, DOI: 10.1108/JES-06-2017-0160.
• Hassanudin Mohd Thas Thaker & Azhar Mohamad & Nazrol Kamil Mustaffa Kamil & Jarita Duasa, 2018, "Information content and informativeness of analysts’ report: evidence from Malaysia," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 16, issue 4, pages 742-763, December, DOI: 10.1108/JFRA-09-2017-0087.
• Kenneth Daniels & Jack Dorminey & Brent Smith & Jayaraman Vijayakumar, 2018, "Does financial advisor quality improve liquidity and issuer benefits in segmented markets? Evidence from the municipal bond market," Journal of Public Budgeting, Accounting & Financial Management, Emerald Group Publishing Limited, volume 30, issue 4, pages 440-458, November, DOI: 10.1108/JPBAFM-02-2018-0002.
• Vasileios Siakoulis, 2018, "Bank failure intensity modeling: an ACD model approach," Journal of Risk Finance, Emerald Group Publishing Limited, volume 19, issue 5, pages 454-477, July, DOI: 10.1108/JRF-11-2016-0151.
• S.A. Bond & Q. Chang & J. Knight & S.E. Satchell, 2018, "Joint Distribution Of Forecasts And Outcomes: Impact Of Non-Normality On The Measurement Of Forecasting Skill, With Applications To Analysts’ Target Prices," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 420-459, December.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Pricing of Tail Risk and the Equity Premium: Evidence from International Option Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-02, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-03, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov & Rasmus T. Varneskov, 2018, "Option Panels in Pure-Jump Settings," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-04, Jan.
• Torben G. Andersen & Martin Thyrsgaard & Viktor Todorov, 2018, "Time-Varying Periodicity in Intraday Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-05, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "The Risk Premia Embedded in Index Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-07, Jan.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2018, "Short-Term Market Risks Implied by Weekly Options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-08, Jan.
• Torben G. Andersen & Rasmus T. Varneskov, 2018, "Consistent Inference for Predictive Regressions in Persistent VAR Economies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-09, Feb.
• Ruijun Bu & Kaddour Hadri & Dennis Kristensen, 2018, "Diffusion Copulas: Identification and Estimation," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-20, Aug.
• Russell Davidson & Niels S. Grønborg, 2018, "Time-varying parameters: New test tailored to applications in finance and macroeconomics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-22, Aug.
• Tom Engsted & Thomas Q. Pedersen, 2018, "Disappearing money illusion," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-24, Aug.
• Charlotte Christiansen & Niels S. Grønborg & Ole L. Nielsen, 2018, "Mutual Fund Selection for Realistically Short Samples," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-36, Dec.
• Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/007, Jan.
• Ric Colacito & Max Croce & Steven Ho & Philip Howard, 2018, "BKK the EZ Way: International Long-Run Growth News and Capital Flows," American Economic Review, American Economic Association, volume 108, issue 11, pages 3416-3449, November.
• Jianjun Miao & Pengfei Wang, 2018, "Asset Bubbles and Credit Constraints," American Economic Review, American Economic Association, volume 108, issue 9, pages 2590-2628, September.
• Martin Lettau & Ananth Madhavan, 2018, "Exchange-Traded Funds 101 for Economists," Journal of Economic Perspectives, American Economic Association, volume 32, issue 1, pages 135-154, Winter.
• Kodongo, Odongo & Ojah, Kalu, 2018, "Conditional Pricing of Currency Risk in Africa's Equity Market," Working Papers, African Economic Research Consortium, number 5861512d-a0d7-46f8-8fb8-b, Dec.
• Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/006, Jan.
• Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/007, Jan.
• Nayanjyoti Bhattacharjee & Anupam De, 2018, "A Perspective on Industry Classification and Market Reaction to Corporate News: Evidence from India," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 1, pages 31-50, March.
• Pedro Bação & António Portugal Duarte & Helder Sebastião & Srdjan Redzepagic, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 2, pages 97-117, June.
• Mobin Anwar & Sanjay Kumar, 2018, "Sectoral Robustness of Asset Pricing Models: Evidence from the Indian Capital Market," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, volume 9, issue 2, pages 42-50, May, DOI: 10.18843/ijcms/v9i2/05.
• Philip Z. MAYMIN, 2018, "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 74-84, November.
• Qingxia (Jenny) Wang, 2018, "A Reverse Engineered Pitch on Cremers et al. (2015), “Aggregate Jump and Volatility Risk in the Cross-Section of Stock Returns”," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 1, pages 178-185, March.
• Bamanga Umar & Sabri Nayan, 2018, "Poverty Reduction and Stock Market Development:Evidence from Africa," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 6, issue 3, pages :338-356, September.
• Anam Javaid & Atif Akbar & Shahbaz Nawaz, 2018, "A Review on Human Development Index," Pakistan Journal of Humanities and Social Sciences, International Research Alliance for Sustainable Development (iRASD), volume 6, issue 3, pages :357-369, September.
• Zhiguo He & Arvind Krishnamurthy, 2018, "Intermediary Asset Pricing and the Financial Crisis," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 173-197, November, DOI: 10.1146/annurev-financial-110217-02.
• Guofu Zhou, 2018, "Measuring Investor Sentiment," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 239-259, November, DOI: 10.1146/annurev-financial-110217-02.
• Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018, "Liquidity, Risk Premia, and the Financial Transmission of Monetary Policy," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 309-328, November, DOI: 10.1146/annurev-financial-110217-02.
• Stephen Figlewski, 2018, "Risk-Neutral Densities: A Review," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 329-359, November, DOI: 10.1146/annurev-financial-110217-02.
• Hao Zhou, 2018, "Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 481-497, November, DOI: 10.1146/annurev-financial-110217-02.
• Samuel M. Hartzmark & David H. Solomon, 2018, "Recurring Firm Events and Predictable Returns: The Within-Firm Time Series," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 499-517, November, DOI: 10.1146/annurev-financial-110217-02.
• Akmal Hidayah Halim* & Nor Azlina Mohd Noor & Azhani Arshad, 2018, "Administration of Unclaimed Estates in Malaysia: The Peculiarities of Unclaimed Money, Undistributed Fund and Bona Vacantia," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 1075-1079:6.
• Ricardo Crisostomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes," Papers, arXiv.org, number 1801.08007, Jan, revised May 2018.
• Abdulnasser Hatemi-J & Youssef El-Khatib, 2018, "The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation," Papers, arXiv.org, number 1802.08987, Feb.
• David Lee, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Papers, arXiv.org, number 1804.02289, Apr.
• Mike Derksen & Peter Spreij & Sweder van Wijnbergen, 2018, "Accounting Noise and the Pricing of CoCos," Papers, arXiv.org, number 1804.06890, Apr.
• Tim Xiao, 2018, "A New Model for Pricing Collateralized Financial Derivatives," Papers, arXiv.org, number 1805.11981, May.
• Florian Huber & Gregor Kastner & Michael Pfarrhofer, 2018, "Introducing shrinkage in heavy-tailed state space models to predict equity excess returns," Papers, arXiv.org, number 1805.12217, May, revised Jul 2019.
• Jozef Barun'ik & Matv{e}j Nevrla, 2018, "Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices," Papers, arXiv.org, number 1806.06148, Jun, revised Dec 2021.
• Stanislav Anatolyev & Anna Mikusheva, 2018, "Factor models with many assets: strong factors, weak factors, and the two-pass procedure," Papers, arXiv.org, number 1807.04094, Jul, revised Apr 2019.
• Bahman Angoshtari & Tim Leung, 2018, "Optimal Dynamic Basis Trading," Papers, arXiv.org, number 1809.05961, Sep, revised May 2019.
• Ruoxi Lu & David A. Bessler & David J. Leatham, 2018, "The transmission of liquidity shocks via China's segmented money market: evidence from recent market events," Papers, arXiv.org, number 1811.08949, Nov.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2018, "The Price of BitCoin: GARCH Evidence from High Frequency Data," Papers, arXiv.org, number 1812.09452, Dec.
• Renáta Myšková & Petr Hájek & Vladimír Olej, 2018, "Predicting Abnormal Stock Return Volatility Using Textual Analysis of News ? A Meta-Learning Approach," The Audit Financiar journal, Chamber of Financial Auditors of Romania, volume 20, issue 47, pages 185-185, February.
• Apesteguia, Jose & Oechssler, Jörg & Weidenholzer, Simon, 2018, "Copy Trading," Working Papers, University of Heidelberg, Department of Economics, number 0649, Jun.
• Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018, "Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1885.
• Massimo Guidolin & Alexei G. Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1887.
• Massimo Guidolin & Andrea Ricci, 2018, "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1888.
• Massimo Guidolin & Andrea Ricci, 2018, "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1889.
• Massimo Guidolin & Alexei Orlov, 2018, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1890.
• Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018, "Oil volatility, oil and gas firms and portfolio diversification," BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University, number BAFES18, Mar.
• Christian Edelmann, 2018, "The new trends of Asset management in the era of new technology and lower margins," BANCARIA, Bancaria Editrice, volume 12, pages 76-81, December.
• Haipeng Xing & Ying Chen, 2018, "Dependence of Structural Breaks in Rating Transition Dynamics on Economic and Market Variations," Review of Economics & Finance, Better Advances Press, Canada, volume 11, pages 1-18, February.
• Neveen Ahmed & Aliaa Bassiouny, 2018, "The Effects of Index Changes on Stock Trading: Evidence from the EGX," Review of Economics & Finance, Better Advances Press, Canada, volume 11, pages 55-66, February.
• Natascia Angelini & Giacomo Bormetti & Stefano Marmi & Franco Nardini, 2018, "Value Matters: The Long-run Behavior of Stock Index Returns," Review of Economics & Finance, Better Advances Press, Canada, volume 12, pages 16-28, May.
• Bozhidar Nedev, 2018, "Traditional or behavioral finance?," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 113-134.
• Corey Garriott & Sophie Lefebvre & Guillaume Nolin & Francisco Rivadeneyra & Adrian Walton, 2018, "Alternative Futures for Government of Canada Debt Management," Discussion Papers, Bank of Canada, number 18-15, DOI: 10.34989/sdp-2018-15.
• Narayan Bulusu & Sermin Gungor, 2018, "Government of Canada Securities in the Cash, Repo and Securities Lending Markets," Discussion Papers, Bank of Canada, number 18-4, DOI: 10.34989/sdp-2018-4.
• Russell Barnett & Konrad Zmitrowicz, 2018, "Assessing the Impact of Demand Shocks on the US Term Premium," Discussion Papers, Bank of Canada, number 18-7, DOI: 10.34989/sdp-2018-7.
• Guihai Zhao, 2018, "Ambiguity, Nominal Bond Yields and Real Bond Yields," Staff Working Papers, Bank of Canada, number 18-24, DOI: 10.34989/swp-2018-24.
• Jeffrey Gao & Jianjian Jin & Jacob Thompson, 2018, "The Impact of Government Debt Supply on Bond Market Liquidity: An Empirical Analysis of the Canadian Market," Staff Working Papers, Bank of Canada, number 18-35, DOI: 10.34989/swp-2018-35.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-30, DOI: 10.34989/san-2018-30.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-31, DOI: 10.34989/san-2018-31.
• Bruno Feunou & James Kyeong & Raisa Leiderman, 2018, "Markets Look Beyond the Headline," Staff Analytical Notes, Bank of Canada, number 2018-37, DOI: 10.34989/san-2018-37.
• Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018, "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes, Bank of Canada, number 2018-39, DOI: 10.34989/san-2018-39.
• Maxime Leboeuf & Daniel Hyun, 2018, "Is the Excess Bond Premium a Leading Indicator of Canadian Economic Activity?," Staff Analytical Notes, Bank of Canada, number 2018-4, DOI: 10.34989/san-2018-4.
• Sara Ferreira Filipe, 2018, "Housing prices and mortgage credit in Luxembourg," BCL working papers, Central Bank of Luxembourg, number 117, Feb.
• Serkan Yilmaz KANDIR & Ecem OZHAN, 2018, "Investigating the Factors that Impact Stock Returns of the Real Estate Investments Trusts," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 12, issue 2, pages 31-45.
• Alberto Fuertes & Ricardo Gimeno & José Manuel Marqués, 2018, "Extraction of inflation expectations from financial instruments in Latin America," Working Papers, Banco de España, number 1819, Jul.
• Filippo Natoli, 2018, "Analyzing the structural transformation of commodity markets: financialization revisited," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 419, Jan.
• Fabrizio Venditti & Francesco Columba & Alberto Maria Sorrentino, 2018, "A risk dashboard for the Italian economy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 425, Feb.
• Michele Manna & Stefano Nobili, 2018, "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1166, Mar.
• Adriana Grasso & Filippo Natoli, 2018, "Consumption volatility risk and the inversion of the yield curve," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1169, Mar.
• Marcello Pericoli & Marco Taboga, 2018, "Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1189, Sep.
• Marcello Pericoli, 2018, "Macroeconomics determinants of the correlation between stocks and bonds," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1198, Nov.
• García-Verdú Santiago & Ramos Francia Manuel & Sánchez-Martínez Manuel, 2018, "TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico," Working Papers, Banco de México, number 2018-16, Aug.
• García-Verdú Santiago & Ramos Francia Manuel, 2018, "On the Costs of Deflation: A Consumption-Based Approach," Working Papers, Banco de México, number 2018-20, Nov.
• Jose Eduardo Gomez-Gonzalez & Jorge Hirs-Garzon & Sebastian Sanin-Restrepo, 2018, "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," Borradores de Economia, Banco de la Republica de Colombia, number 1051, Sep, DOI: 10.32468/be.1051.
• Christian Pfister, 2018, "(Real-)Time Is Money," Working papers, Banque de France, number 675.
• Pierlauro Lopez & David Lopez-Salido & Francisco Vazquez-Grande, 2018, "Risk-Adjusted Linearizations of Dynamic Equilibrium Models," Working papers, Banque de France, number 702.
• Jérôme Coffinet & Thomas Ferrière & Dorian Henricot, 2018, "Commercial real estate: is there a risk of a financial bubble?
  [Immobilier commercial : un risque de bulle financière ?]," Bulletin de la Banque de France, Banque de France, issue 219.
• Jörg Oechssler & Simon Weidenholzer & Jose Apesteguia, 2018, "Copy Trading," Working Papers, Barcelona School of Economics, number 1048, Aug.
• Emmanuel Farhi & Francois Gourio, 2018, "Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 49, issue 2 (Fall), pages 147-250.
• Vladyslav Sushko & Grant Turner, 2018, "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
• Raphael Auer & Stijn Claessens, 2018, "Regulating cryptocurrencies: assessing market reactions," BIS Quarterly Review, Bank for International Settlements, September.
• Kristyna Ters & Jörg Urban, 2018, "Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model," BIS Working Papers, Bank for International Settlements, number 689, Jan.
• Masazumi Hattori & Ilhyock Shim & Yoshihiko Sugihara, 2018, "Cross-stock market spillovers through variance risk premiums and equity flows," BIS Working Papers, Bank for International Settlements, number 702, Feb.
• Sven Klingler & Suresh Sundaresan, 2018, "An explanation of negative swap spreads: demand for duration from underfunded pension plans," BIS Working Papers, Bank for International Settlements, number 705, Feb.
• Elias Albagli & Luis Ceballos & Sebastián Claro & Damian Romero, 2018, "Channels of US monetary policy spillovers to international bond markets," BIS Working Papers, Bank for International Settlements, number 719, May.
• Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2018, "Identifying oil price shocks and their consequences: the role of expectations in the crude oil market," BIS Working Papers, Bank for International Settlements, number 725, May.
• Monika Piazzesi & Martin Schneider, 2018, "Payments, credit and asset prices," BIS Working Papers, Bank for International Settlements, number 734, Jul.
• Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018, "Quantitative or qualitative forward guidance: Does it matter?," BIS Working Papers, Bank for International Settlements, number 742, Aug.
• Anna Cieslak & Andreas Schrimpf, 2018, "Non-monetary news in central bank communication," BIS Working Papers, Bank for International Settlements, number 761, Dec.
• John Thornton & Chrysovalantis Vasilakis, 2018, "Fiscal Rules And Government Borrowing Costs: International Evidence," Economic Inquiry, Western Economic Association International, volume 56, issue 1, pages 446-459, January, DOI: 10.1111/ecin.12484.
• Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018, "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., volume 18, issue 4, pages 705-715, December, DOI: 10.1111/irfi.12148.
• Itamar Drechsler & Alexi Savov & Philipp Schnabl, 2018, "A Model of Monetary Policy and Risk Premia," Journal of Finance, American Finance Association, volume 73, issue 1, pages 317-373, February, DOI: 10.1111/jofi.12539.
• Francisco Barillas & Jay Shanken, 2018, "Comparing Asset Pricing Models," Journal of Finance, American Finance Association, volume 73, issue 2, pages 715-754, April, DOI: 10.1111/jofi.12607.
• Adem Atmaz & Suleyman Basak, 2018, "Belief Dispersion in the Stock Market," Journal of Finance, American Finance Association, volume 73, issue 3, pages 1225-1279, June, DOI: 10.1111/jofi.12618.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1663-1712, August, DOI: 10.1111/jofi.12696.
• Denis Gromb & Dimitri Vayanos, 2018, "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1713-1750, August, DOI: 10.1111/jofi.12689.
• Matthias Weber & John Duffy & Arthur Schram, 2018, "An Experimental Study of Bond Market Pricing," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1857-1892, August, DOI: 10.1111/jofi.12695.
• Itzhak Ben‐David & Francesco Franzoni & Rabih Moussawi, 2018, "Do ETFs Increase Volatility?," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2471-2535, December, DOI: 10.1111/jofi.12727.
• Ric Colacito & Mariano M. Croce & Federico Gavazzoni & Robert Ready, 2018, "Currency Risk Factors in a Recursive Multicountry Economy," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2719-2756, December, DOI: 10.1111/jofi.12720.
• BRATIAN Vasile, 2018, "Technical Analysis Of The Capital Market In Romania," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 70, issue 6, pages 14-21, December.
• Saskia Ter Ellen & Edvard Jansen & Nina Larsson Midthjell, 2018, "ECB spillovers and domestic monetary policy effectiveness in small open economies," Working Paper, Norges Bank, number 2018/9, Sep.
• Lena Boneva & Calebe de Roure & Ben Morley, 2018, "The impact of the Bank of England’s Corporate Bond Purchase Scheme on yield spreads," Bank of England working papers, Bank of England, number 719, Mar.
• Geir-Are Karvik & Joseph Noss & Jack Worlidge & Daniel Beale, 2018, "The deeds of speed: an agent-based model of market liquidity and flash episodes," Bank of England working papers, Bank of England, number 743, Jul.
• James Brugler & Oliver Linton & Joseph Noss & Lucas Pedace, 2018, "The cross-sectional spillovers of single stock circuit breakers," Bank of England working papers, Bank of England, number 759, Oct.
• Simon Lloyd, 2018, "Estimating nominal interest rate expectations: overnight indexed swaps and the term structure," Bank of England working papers, Bank of England, number 763, Nov.
• Andrew Meldrum & Marek Raczko & Peter Spencer, 2018, "The information in the joint term structures of bond yields," Bank of England working papers, Bank of England, number 772, Dec.
• Dimitris A. Georgoutsos & Petros M. Migiakis, 2018, "Risk perceptions and fundamental effects on sovereign spreads," Working Papers, Bank of Greece, number 250, Sep.
• Dimitris Malliaropulos & Petros Migiakis, 2018, "Quantitative easing and sovereign bond yields: a global perspective," Working Papers, Bank of Greece, number 253, Nov.
• Cheolbeom Park & Suyeon Park, 2018, "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers, Economic Research Institute, Bank of Korea, number 2018-8, Mar.
• Rahul Roy & Santhakumar Shijin, 2018, "Dissecting anomalies and dynamic human capital: The global evidence," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 1, pages 1-32, March.
• Tariq Aziz & Valeed Ahmad Ansari, 2018, "Are extreme negative returns priced in the Indian stock market?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 1, pages 76-90, March.
• Ofer Arbaa & Eva Varon, 2018, "The role of active management and asset allocation policy on government and corporate bond fund returns," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 167-175, September.
• Rahul Roy & Santhakumar Shijin, 2018, "A six-factor asset pricing model," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 3, pages 205-217, September.
• Mehmet Emin Yildiz & Yaman O. Erzurumlu, 2018, "Testing postmodern portfolio theory based on global and local single factor market model: Borsa Istanbul case," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 259-268, December.
• Доц. Д-Р Димитър Ненков Ненков & Зад. Докторант Росица З. Първанова, 2018, "За И Против Премиите За Странови Риск На Формиращи Се Капиталови Пазари," ICPA Articles, Institute of Certified Public Accountants, volume 2018, issue 1, pages 1-17.
• Zhou Ge, 2018, "Rational bubbles in a monetary economy," The B.E. Journal of Macroeconomics, De Gruyter, volume 18, issue 1, pages 1-8, January, DOI: 10.1515/bejm-2016-0242.
• Faias Marta & Luque Jaime, 2018, "Cross-listed Securities and Multiple Exchange Memberships: Demand Differentiability and Equilibrium Existence," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-12, January, DOI: 10.1515/bejte-2016-0114.
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