Research classified by Journal of Economic Literature (JEL) codes

2018

• Timothy Johnson & Mo Liang & Yun Liu, 2018, "What Drives Index Options Exposures?
  [Uncertainty and economic activity: evidence from business survey data]," Review of Finance, European Finance Association, volume 22, issue 2, pages 561-593.
• Deniz Anginer & Çelim Yıldızhan, 2018, "Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns
  [The risk-adjusted cost of financial distress]," Review of Finance, European Finance Association, volume 22, issue 2, pages 633-660.
• Menachem Meni Abudy & Avi Wohl, 2018, "Corporate Bond Trading on a Limit Order Book Exchange," Review of Finance, European Finance Association, volume 22, issue 4, pages 1413-1440.
• Patrice Fontaine & Sonia Jimenez-Garcès & Mark S Seasholes, 2018, "Common Factors, Information, and Holdings Dispersion," Review of Finance, European Finance Association, volume 22, issue 4, pages 1441-1467.
• John D Turner & Qing Ye & Clive B Walker, 2018, "Media Coverage and Stock Returns on the London Stock Exchange, 1825–70," Review of Finance, European Finance Association, volume 22, issue 4, pages 1605-1629.
• Kathryn L Dewenter & Xi Han & Jennifer L Koski, 2018, "Who Wins When Exchanges Compete?* Evidence from Competition after Euro Conversion
  [Equity returns and integration: is Europe changing?]," Review of Finance, European Finance Association, volume 22, issue 6, pages 2037-2071.
• 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.
• Pingui Rao & Heng Yue & Xin Zhou, 2018, "Return predictability and the real option value of segments," Review of Accounting Studies, Springer, volume 23, issue 1, pages 167-199, March, DOI: 10.1007/s11142-017-9421-3.
• Maria Correia & Johnny Kang & Scott Richardson, 2018, "Asset volatility," Review of Accounting Studies, Springer, volume 23, issue 1, pages 37-94, March, DOI: 10.1007/s11142-017-9431-1.
• Ryan T. Ball & Luzi Hail & Florin P. Vasvari, 2018, "Equity cross-listings in the U.S. and the price of debt," Review of Accounting Studies, Springer, volume 23, issue 2, pages 385-421, June, DOI: 10.1007/s11142-017-9424-0.
• Mei Luo & Shuai Shao & Frank Zhang, 2018, "Does financial reporting above or below operating income matter to firms and investors? The case of investment income in China," Review of Accounting Studies, Springer, volume 23, issue 4, pages 1754-1790, December, DOI: 10.1007/s11142-018-9455-1.
• Matthias Huss & Heinz Zimmermann, 2018, "The Pricing of Liquidity Risk in Buyout Funds – A Public Market Perspective," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 70, issue 3, pages 285-312, July, DOI: 10.1007/s41464-018-0050-6.
• Jessica Leutert, 2018, "The Swiss franc safety premium," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 154, issue 1, pages 1-21, December, DOI: 10.1186/s41937-017-0014-7.
• Richard W. Booser, 2018, "An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 1, pages 1-3.
• Markus Spiwoks & Kilian Bizer, 2018, "Correlation Neglect and Overconfidence. An Experimental Study," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 3, pages 1-5.
• Annika Alexius & Daniel Spang, 2018, "Stock prices and GDP in the long run," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 4, pages 1-7.
• Xiangying Meng & Xianhua Wei, 2018, "Systematic Correlation is Priced as Risk Factor," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 6, pages 1-2.
• Gordon O. Opuodho & Tobias O. OLweny & Tabitha M. Nasieku, 2018, "Bid Ask Spread and Fama- French Three Factor Model on Excess Return. An Empirical Evidence at Nairobi Securities Exchange," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 7, issue 4, pages 1-2.
• Moussa Wajdi & Mgadmi Nidhal & Regaïeg Rym, 2018, "On the Co-movements between Exchange Rate and Stock Price from Japan: A Multivariate FIGARCH-DCC Approach," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 7, issue 4, pages 1-4.
• Beber, Alessandro & Fabbri, Daniela & Pagano, Marco & Simonelli, Saverio, 2018, "Short-selling bans and bank stability," ESRB Working Paper Series, European Systemic Risk Board, number 64, Jan.
• Perea, Maite De Sola & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018, "Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment," ESRB Working Paper Series, European Systemic Risk Board, number 65, Jan.
• Cronin, David & Dunne, Peter G., 2018, "How effective are sovereign bond-backed securities as a spillover prevention device?," ESRB Working Paper Series, European Systemic Risk Board, number 66, Jan.
• Dunne, Peter G., 2018, "Positive liquidity spillovers from sovereign bond-backed securities," ESRB Working Paper Series, European Systemic Risk Board, number 67, Jan.
• Lotfaliei, Babak, 2018, "The variance risk premium and capital structure," ESRB Working Paper Series, European Systemic Risk Board, number 70, Mar.
• Ellul, Andrew & Jotikasthira, Chotibhak & Kartasheva, Anastasia & Lundblad, Christian T. & Wagner, Wolf, 2018, "Insurers as asset managers and systemic risk," ESRB Working Paper Series, European Systemic Risk Board, number 75, May.
• Timmer, Yannick, 2018, "Cyclical investment behavior across financial institutions," ESRB Working Paper Series, European Systemic Risk Board, number 77, Jul.
• Kirti, Divya, 2018, "Lending standards and output growth," ESRB Working Paper Series, European Systemic Risk Board, number 79, Jul.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018, "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2018/04, Feb.
• Michele Dell’Era, 2018, "Financial Transaction Taxes and Expert Advice," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2018, Oct.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Does connection with @realDonaldTrump affect stock prices?," Working Papers, Swansea University, School of Management, number 2018-07, Feb.
• Konstantinos Gavriilidis & Dimos S. Kambouroudis & Katerina Tsakou & Dimitris S. Tsouknidis, 2018, "Volatility forecasting across tanker freight rates: the role of oil price shocks," Working Papers, Swansea University, School of Management, number 2018-27, Mar.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Social media bots and stock markets," Working Papers, Swansea University, School of Management, number 2018-30, Mar.
• Annarita Colasante & Simone Alfarano & Eva Camacho & Mauro Gallegati, 2018, "Long-run expectations in a learning-to-forecast experiment," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 10, pages 681-687, June, DOI: 10.1080/13504851.2017.1355537.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2018, "Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models," Econometric Reviews, Taylor & Francis Journals, volume 37, issue 7, pages 695-718, August, DOI: 10.1080/07474938.2016.1165945.
• Michael D. Bauer, 2018, "Restrictions on Risk Prices in Dynamic Term Structure Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 36, issue 2, pages 196-211, April, DOI: 10.1080/07350015.2016.1164707.
• Hideyuki Takamizawa, 2018, "A term structure model of interest rates with quadratic volatility," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 7, pages 1173-1198, July, DOI: 10.1080/14697688.2017.1417623.
• Massimo Guidolin & Erwin Hansen & Martín Lozano-Banda, 2018, "Portfolio performance of linear SDF models: an out-of-sample assessment," Quantitative Finance, Taylor & Francis Journals, volume 18, issue 8, pages 1425-1436, August, DOI: 10.1080/14697688.2018.1429646.
• Terence C. Burnham & Harry Gakidis & Jeffrey Wurgler, 2018, "Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications," Financial Analysts Journal, Taylor & Francis Journals, volume 74, issue 1, pages 77-87, February, DOI: 10.2469/faj.v74.n1.8.
• Andrea Frazzini & David Kabiller & Lasse Heje Pedersen, 2018, "Buffett’s Alpha," Financial Analysts Journal, Taylor & Francis Journals, volume 74, issue 4, pages 35-55, September, DOI: 10.2469/faj.v74.n4.3.
• Chia-Lin Chang & Te-Ke Mai & Michael McAleer, 2018, "Pricing Carbon Emissions in China," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-001/III, Jan.
• Chia-Lin Chang & Te-Ke Mai & Michael McAleer, 2018, "Establishing National Carbon Emission Prices for China," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-028/III, Mar.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-052/III, May.
• Stan Olijslagers & Annelie Petersen & Nander de Vette & Sweder (S.J.G.) van Wijnbergen, 2018, "What Option Prices tell us about the ECB's Unconventional Monetary Policies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-096/VI, Dec.
• Laurs, DK & Renneboog, Luc, 2018, "My Kingdom for a Horse (or a Classic Car)," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-037.
• Laurs, DK & Renneboog, Luc, 2018, "My Kingdom for a Horse (or a Classic Car)," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8f244bbd-b78b-491b-9021-d.
• Edoardo Gaffeo, 2018, "Leverage and evolving heterogeneous beliefs in a simple agent-based financial market," DEM Working Papers, Department of Economics and Management, number 2018/03.
• Dirceu Pereira, 2018, "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 1, pages 1-44, DOI: http://dx.doi.org/10.1991/jefa.v2i1.
• Yhlas Sovbetov, 2018, "Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 2, issue 2, pages 1-27, DOI: http://dx.doi.org/10.1991/jefa.v2i2.
• Gollier, Christian, 2018, "The cost-efficiency carbon pricing puzzle," TSE Working Papers, Toulouse School of Economics (TSE), number 18-952, Sep, revised May 2024.
• Tihana Skrinjaric, 2018, "Rolling Regression Capm On Zagreb Stock Exchange - Can Investors Profit From It?," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 16, issue 2, pages 7-22, November.
• John Cotter & Niall McGeever, 2018, "Are equity market anomalies disappearing? Evidence from the U.K," Working Papers, Geary Institute, University College Dublin, number 201804, Feb.
• Chia-Lin Chang & Te-Ke Mai & Michael McAleer, 2018, "Pricing carbon emissions in China," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-03, Jan.
• Chia-Lin Chang & Michael McAleer & Te-Ke Mai, 2018, "Establishing National Carbon Emission Prices for China," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-10, Mar.
• Chia-Lin Chang & Michael McAleer & Yu-Ann Wang, 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-15, May.
• Marcin Jaskowski & Michael McAleer, 2018, "Spurious Cross-Sectional Dependence in Credit Spread Changes," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-21, Sep.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-26, Sep.
• Efraim Benmelech & Nittai K. Bergman, 2018, "Credit Market Freezes," NBER Macroeconomics Annual, University of Chicago Press, volume 32, issue 1, pages 493-526, DOI: 10.1086/696065.
• Constantino Hevia & Martin Sola, 2018, "Bond risk premia and restrictions on risk prices," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2018_03, Oct.
• Aaron Hedlund, 2018, "Credit Constraints, House Prices, and the Impact of Life Cycle Dynamics," Working Papers, Department of Economics, University of Missouri, number 1807, Apr.
• Jose Apesteguia & Jörg Oechssler & Simon Weidenholzer, 2018, "Copy trading," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1615, Jul, revised Sep 2019.
• Viktor Ivanitskiy & Vasily Tatyannikov, 2018, "Information Asymmetry in Financial Markets: Challenges and Threats," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 4, pages 1156-1167.
• Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018, "Predicting Bond Betas using Macro-Finance Variables," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/306546.
• Yi-Hsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu, 2018, "Textual Sentiment, Option Characteristics, and Stock Return Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1808, Jun.
• Gino Cenedese & Angelo Ranaldo & Michalis Vasios, 2018, "OTC Premia," Working Papers on Finance, University of St. Gallen, School of Finance, number 1818, Aug, revised May 2019.
• Angelo Ranaldo & Fabricius Somogyi, 2018, "Asymmetric Information Risk in FX Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1820, Sep, revised Apr 2020.
• Angelo Ranaldo & Paolo Santucci de Magistris, 2018, "Trading Volume, Illiquidity and Commonalities in FX Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1823, Nov, revised Oct 2019.
• Farshid Abdi & Botao Wu, 2018, "Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements," Working Papers on Finance, University of St. Gallen, School of Finance, number 1828, Aug.
• Farshid Abdi, 2018, "Cycles of Declines and Reversals Following Overnight Market Declines," Working Papers on Finance, University of St. Gallen, School of Finance, number 1829, Sep.
• Xue-Zhong He & Lei Shi & Marco Tolotti, 2018, "Are We Better-off for Working Hard?," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 391, Mar.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018, "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:03.
• Luca Bagato & Alessio Gioia & Enrico Mandelli, 2018, "Reflexivity And Interactions In Modern Financial Markets: The Case Of Volatility Indices," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 126, issue 3, pages 231-254.
• EROGLU, Abdullah & ERDAS, Mehmet Levent, 2018, "Development Of Periodic Loan Repayment Models Considering Rhythmic Skips," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 1, pages 6-19.
• STEFANOVA, Julia, 2018, "High-Speed Technology Trading Innovations And Capital Market Performance In Bulgaria," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 22, issue 2, pages 6-37, June.
• Marcos González-Fernández & Carmen González-Velasco, 2018, "What Drives Sovereign Debt Maturity in European Countries?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 2, pages 137-161.
• Aleksandar Naumoski & Metodija Nestorovski, 2018, "Ex-ante Equity Risk Premia: Expectational Estimates Using Stock Market Returns Forecasts in the Emerging Equity Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 4, pages 479-507.
• Bhattacharjee Nayanjyoti & De Anupam, 2018, "A Perspective on Industry Classification and Market Reaction to Corporate News: Evidence from India," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 1, pages 31-50, March, DOI: 10.2478/saeb-2018-0001.
• Bação Pedro & Duarte António Portugal & Sebastião Helder & Redzepagic Srdjan, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 2, pages 97-117, June, DOI: 10.2478/saeb-2018-0013.
• Janas Krzysztof, 2018, "Comparison of Risk Index Estimating Methods on the Polish Financial Market," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 14, issue 4, pages 1-11, December, DOI: 10.2478/fiqf-2018-0023.
• Czupryna Marcin & Oleksy Paweł, 2018, "The Effect of an Electronic Exchange on Prices and Return Volatility in the Fine Wine Market," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 14, issue 4, pages 22-35, December, DOI: 10.2478/fiqf-2018-0025.
• Michaletz Vladimir B. & Artemenkov Andrey, 2018, "The Transactional Assets Pricing Approach and Income Capitalization Models in Professional Valuation: Towards a “Quick” Income Capitalization Format," Real Estate Management and Valuation, Sciendo, volume 26, issue 1, pages 89-107, March, DOI: 10.2478/remav-2018-0008.
• Nazifi Aliyu & Z.S. Saheed & A.A. Alexander & Nafiu B. Abdussalam, 2018, "Does Oil Prices Shock Matter In The Nigerian Economy? Empirical Evidence From Sign-Identified Structural Vector Autoregression," West African Journal of Monetary and Economic Integration, West African Monetary Institute, volume 18, issue 2, pages 47-69, December.
• Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018, "Momentum and contrarian effects on the cryptocurrency market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-09.
• Małgorzata Jabłczyńska & Krzysztof Kosc & Przemysław Ryś & Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-18.
• Cangoz,Mehmet Coskun & Boitreaud,Sebastien-000379895 & Dychala,Christopher Benjamin, 2018, "How Do Countries Use an Asset and Liability Management Approach ? A Survey on Sovereign Balance Sheet Management," Policy Research Working Paper Series, The World Bank, number 8624, Oct.
• Fraiberger,Samuel Paul & Lee,Do & Puy,Damien & Rancier,Romain, 2018, "Media Sentiment and International Asset Prices," Policy Research Working Paper Series, The World Bank, number 8649, Nov.
• Vasily Astrov & Rumen Dobrinsky & Vladimir Gligorov & Richard Grieveson & Doris Hanzl-Weiss & Peter Havlik & Gabor Hunya & Sebastian Leitner & Isilda Mara & Olga Pindyuk & Leon Podkaminer & Sandor Ric, 2018, "Riding the Global Growth Wave," wiiw Forecast Reports, The Vienna Institute for International Economic Studies, wiiw, number Spring2018, Mar.
• William Chen & Gregory Phelan, 2018, "Dynamic Consequences of Monetary Policy for Financial Stability," Department of Economics Working Papers, Department of Economics, Williams College, number 2018-06, Oct.
• Latika Chaudhary & Anand V. Swamy, 2018, "A Policy of Credit Disruption: The Punjab Land Alienation Act of 1900," Department of Economics Working Papers, Department of Economics, Williams College, number 2018-07, Oct.
• Zhihong Jian & Zhican Zhu & Jie Zhou & Shuai Wu, 2018, "The Magnet Effect of Circuit Breakers: A role of price jumps and market liquidity," Departmental Working Papers, The University of Winnipeg, Department of Economics, number 2018-01, Dec.
• Manuel Bachmann, 2018, "Market Illiquidity, Credit Freezes and Endogenous Funding Constraints," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp255, Jan.
• Manuel Bachmann, 2018, "The Impact of Ex Ante Regulations and Ex Post Interventions on Bank Lending and Solvency," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp269, Aug.
• Domenico Lombardi, Pierre Siklos, Samantha St. Amand, 2018, "Asset Price Spillovers From Unconventional Monetary Policy: A Global Empirical Perspective," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0109, Jan, revised 30 Jan 2018.
• Martin T. Bohl, Pierre Siklos, Claudia Wellenreuther, 2018, "Speculative Activity and Returns to Volatility of Chinese Major Agricultural Commodity Futures," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0111, Jan, revised 30 Jan 2018.
• Martin T. Bohl, Badye Essid, Pierre Siklos, 2018, "Short-Selling Bans and the Global Financial Crisis: Are they Inter-Connected?," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number 0112, Jan, revised 30 Jan 2018.
• Simon Gilchrist & Benoit Mojon, 2018, "Credit Risk in the Euro Area," Economic Journal, Royal Economic Society, volume 128, issue 608, pages 118-158, February, DOI: 10.1111/ecoj.12427.
• Frank Schorfheide & Dongho Song & Amir Yaron, 2018, "Identifying Long‐Run Risks: A Bayesian Mixed‐Frequency Approach," Econometrica, Econometric Society, volume 86, issue 2, pages 617-654, March, DOI: 10.3982/ECTA14308.
• Emiliano S. Pagnotta & Thomas Philippon, 2018, "Competing on Speed," Econometrica, Econometric Society, volume 86, issue 3, pages 1067-1115, May, DOI: 10.3982/ECTA10762.
• Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2018, "Strategic Trading in Informationally Complex Environments," Econometrica, Econometric Society, volume 86, issue 4, pages 1119-1157, July, DOI: 10.3982/ECTA12635.
• Omar Rachedi, 2018, "Portfolio Rebalancing And Asset Pricing With Heterogeneous Inattention," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 59, issue 2, pages 699-726, May, DOI: 10.1111/iere.12285.
• Andrea Carriero & Sarah Mouabbi & Elisabetta Vangelista, 2018, "UK term structure decompositions at the zero lower bound," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 5, pages 643-661, August, DOI: 10.1002/jae.2635.
• Sébastien Fries & Jean‐Stéphane Mésonnier & Sarah Mouabbi & Jean‐Paul Renne, 2018, "National natural rates of interest and the single monetary policy in the euro area," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 763-779, September, DOI: 10.1002/jae.2637.
• Constantino Hevia & Ivan Petrella & Martin Sola, 2018, "Risk premia and seasonality in commodity futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 6, pages 853-873, September, DOI: 10.1002/jae.2631.
• Bruno Feunou & Cédric Okou, 2018, "Risk‐neutral moment‐based estimation of affine option pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 33, issue 7, pages 1007-1025, November, DOI: 10.1002/jae.2630.
• Ricardo Crisóstomo & Lorena Couso, 2018, "Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes," Journal of Forecasting, John Wiley & Sons, Ltd., volume 37, issue 5, pages 589-603, August, DOI: 10.1002/for.2521.
• Patrick Augustin & Hamid Boustanifar & Johannes Breckenfelder & Jan Schnitzler, 2018, "Sovereign to Corporate Risk Spillovers," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 5, pages 857-891, August, DOI: 10.1111/jmcb.12497.
• João Pedro Pereira & António Rua, 2018, "Asset Pricing with a Bank Risk Factor," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 5, pages 993-1032, August, DOI: 10.1111/jmcb.12473.
• Paolo Gelain & Kevin J. Lansing & Gisle J. Natvik, 2018, "Explaining the Boom–Bust Cycle in the U.S. Housing Market: A Reverse‐Engineering Approach," Journal of Money, Credit and Banking, Blackwell Publishing, volume 50, issue 8, pages 1751-1783, December, DOI: 10.1111/jmcb.12504.
• Jesús Fernández‐Villaverde & Oren Levintal, 2018, "Solution methods for models with rare disasters," Quantitative Economics, Econometric Society, volume 9, issue 2, pages 903-944, July, DOI: 10.3982/QE744.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean‐Marc Tallon, 2018, "Ambiguity and the historical equity premium," Quantitative Economics, Econometric Society, volume 9, issue 2, pages 945-993, July, DOI: 10.3982/QE708.
• Chia-Lin Chang & Te-Ke Mai & Michael Mcaleer, 2018, "Pricing Carbon Emissions In China," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 1-37, September, DOI: 10.1142/S2010495218500148.
• Sung Jun Park & Ki Young Park, 2018, "Can Investors Profit from Security Analyst Recommendations?," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-131, Oct.
• Enrica Carbone & John Hey & Tibor Neugebauer, 2018, "An Experimental Comparison of Two Exchange Mechanisms, An Asset Market versus a Credit Market," Discussion Papers, Department of Economics, University of York, number 18/08, Aug.
• Davor Zorièiæ Denis Dolinar Zrinka Lovretin Golubiæ, 2018, "Performance Analysis of Fundamentally-Weighted Indices in the Croatian Capital Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 21, issue SCI, pages 43-53, December.
• Eichfelder, Sebastian & Lau, Mona & Noth, Felix, 2018, "The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and migration," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 228.
• Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2018, "Interactions between stock, bond and housing markets," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 133.
• Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018, "Steady states, stability and bifurcations in multi-asset market models," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 136.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018, "The real value of China’s stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2018.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018, "The real value of China's stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2018.
• Lof, Matthijs & Bommel, Jos van, 2018, "Asymmetric information and the distribution of trading volume," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2018.
• Lof, Matthijs & Bommel, Jos van, 2018, "Asymmetric information and the distribution of trading volume," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2018.
• Faria, Gonçalo & Verona, Fabio, 2018, "The equity risk premium and the low frequency of the term spread," Bank of Finland Research Discussion Papers, Bank of Finland, number 7/2018.
• Klein, Arne C. & Pliszka, Kamil, 2018, "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers, Deutsche Bundesbank, number 14/2018.
• Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian, 2018, "Equilibrium asset pricing in directed networks," Discussion Papers, Deutsche Bundesbank, number 37/2018.
• Rischen, Tobias & Theissen, Erik, 2018, "Underpricing in the euro area corporate bond market: New evidence from post-crisis regulation and quantitative easing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 18-03.
• Kräussl, Roman & Kräussl, Zsofia & Pollet, Joshua & Rinne, Kalle, 2018, "The performance of marketplace lenders: Evidence from lending club payment data," CFS Working Paper Series, Center for Financial Studies (CFS), number 598.
• Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2018, "Do survey expectations of stock returns reflect risk-adjustments?," CFS Working Paper Series, Center for Financial Studies (CFS), number 600.
• Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018, "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 114, pages 164-179.
• Shachmurove, Yochanan & Vulanovic, Milos, 2018, "SPAC IPOs," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 177392.
• Xiao,Tim, 2018, "Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 202075.
• Xiao, Tim, 2018, "Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 202549.
• Daube, Carl Heinz & Krivenkov, Vladislav, 2018, "Neu-Emissions-Prämien bei Anleihen - Eine empirische Untersuchung zu Existenz und Höhe von Prämien für Neu-Emissionen bei Unternehmensanleihen," EconStor Research Reports, ZBW - Leibniz Information Centre for Economics, number 179425.
• Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2018, "What moves the German land market? A decomposition of the land rent-price ratio," FORLand Working Papers, Humboldt University Berlin, DFG Research Unit 2569 FORLand "Agricultural Land Markets – Efficiency and Regulation", number 05 (2018), DOI: 10.18452/19486.2.
• Daron Acemoglu & Tarek A. Hassan & Ahmed Tahoun, 2018, "The Power of the Street: Evidence from Egypt’s Arab Spring," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 1, pages 1-42.
• Lifeng Gu & Dirk Hackbarth & Tim Johnson, 2018, "Inflexibility and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 1, pages 278-321.
• Michael D. Bauer & James D. Hamilton, 2018, "Robust Bond Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 399-448.
• Peter Christoffersen & Mathieu Fournier & Kris Jacobs, 2018, "The Factor Structure in Equity Options," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 595-637.
• Eric Ghysels & Casidhe Horan & Emanuel Moench, 2018, "Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 2, pages 678-714.
• Rüdiger Fahlenbrach & Robert Prilmeier & René M. Stulz, 2018, "Why Does Fast Loan Growth Predict Poor Performance for Banks?," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 1014-1063.
• Mikhail Chernov & Brett R. Dunn & Francis A. Longstaff, 2018, "Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 1132-1183.
• Peter Christoffersen & Ruslan Goyenko & Kris Jacobs & Mehdi Karoui, 2018, "Illiquidity Premia in the Equity Options Market," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 811-851.
• Hui Chen & Rui Cui & Zhiguo He & Konstantin Milbradt, 2018, "Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 852-897.
• Ulf Brüggemann & Aditya Kaul & Christian Leuz & Ingrid M. Werner, 2018, "The Twilight Zone: OTC Regulatory Regimes and Market Quality," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 898-942.
• Sven Klingler & David Lando, 2018, "Safe Haven CDS Premiums," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 5, pages 1856-1895.
• David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2018, "Innovative Originality, Profitability, and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2553-2605.
• Kralik Lóránd István, 2018, "Conditional Correlation on CEE Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 130-136, December.
• Szász Erzsébet, 2018, "About the Similarities and Common Roots of Two Consecutive Financial Crises," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 64-69, December.
• Martin Ellison & Andreas Tischbirek, 2018, "Beauty Contests and the Term Structure," Economics Series Working Papers, University of Oxford, Department of Economics, number 846, Feb.
• Rahul Nath, 2018, "Flexible Labour, Income Effects, and Asset Prices," Economics Series Working Papers, University of Oxford, Department of Economics, number 851, May.
• Navarrete Wic, Ana & Di Pietro, Filippo & Martín Marín, José Luis, 2018, "Are the Sovereign CDS Premia Sound Estimators of the Stock Market Returns? Evidence from the Eurozone || ¿Son las primas CDS estimadores sólidos de los rendimientos del mercado de valores? Evidencia de la Eurozona," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 25, issue 1, pages 130-155, Junio.
• Demir Bektić & Tobias Regele, 2018, "Exploiting uncertainty with market timing in corporate bond markets," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 79-92, March, DOI: 10.1057/s41260-017-0063-6.
• Golam Sarwar & Cesario Mateus & Natasa Todorovic, 2018, "US sector rotation with five-factor Fama–French alphas," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 116-132, March, DOI: 10.1057/s41260-017-0067-2.
• Mehdi Mili, 2018, "Systemic risk spillovers in sovereign credit default swaps in Europe: a spatial approach," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 133-143, March, DOI: 10.1057/s41260-017-0068-1.
• Kyre Dane Lahtinen & Chris M. Lawrey & Kenneth J. Hunsader, 2018, "Beta dispersion and portfolio returns," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 3, pages 156-161, May, DOI: 10.1057/s41260-017-0071-6.
• Steffen Westermann & Scott Niblock & Michael Kortt, 2018, "Corporate social responsibility and the performance of Australian REITs: a rolling regression approach," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 4, pages 222-234, July, DOI: 10.1057/s41260-018-0079-6.
• Yang Gao & Henry Leung & Stephen Satchell, 2018, "A critique of momentum strategies," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 5, pages 341-350, September, DOI: 10.1057/s41260-018-0080-0.
• Marc Desban & Souad Lajili Jarjir, 2018, "Corporate ownership structure, market anomalies and asset pricing," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 5, pages 316-340, September, DOI: 10.1057/s41260-018-0085-8.
• Martin Rohleder & Hendrik Scholz & Marco Wilkens, 2018, "Success and failure on the corporate bond fund market," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 6, pages 429-443, October, DOI: 10.1057/s41260-018-0086-7.
• Hannes Mohrschladt, 2018, "The impact of size and book-to-market among paired stocks," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 6, pages 384-393, October, DOI: 10.1057/s41260-018-0089-4.
• Andreas Humpe & David G. McMillan, 2018, "Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 6, pages 413-428, October, DOI: 10.1057/s41260-018-0091-x.
• Christoph Trebesch & Jeromin Zettelmeyer, 2018, "ECB Interventions in Distressed Sovereign Debt Markets: The Case of Greek Bonds," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 66, issue 2, pages 287-332, June, DOI: 10.1057/s41308-018-0051-y.
• Meeghan Rogers, 2018, "Financial Institutions and Markets," Palgrave Studies in Economic History, Palgrave Macmillan, chapter 11, in: Matthias Blum & Christopher L. Colvin, "An Economist’s Guide to Economic History", DOI: 10.1007/978-3-319-96568-0_11.
• Carolina Castagnetti, 2018, "A novel approach for testing the parity relationship between CDS and credit spread," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 161, Jun.
• Toan Huynh Luu Duc & Sang Phu Nguyen, 2018, "Higher co-moments and asset pricing on emerging stock markets by quantile regression approach," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 1, pages 132-142, January, DOI: 10.15208/beh.2018.11.
• Che-Yahya, Norliza & Abdul-Rahim, Ruzita & Mohd Rashid, Rasidah, 2018, "The influence of “offer for sale” by existing shareholders on investors’ reaction in the IPO immediate aftermarket," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 4, pages 818-828, August, DOI: http://dx.doi.org/10.15208/beh.2018.
• Damian Pudlo, 2018, "Czynniki determinujace zmiany na rynku kryptowalut
  [The factors determining the changes in the cryptocurrencies market]," Catallaxy, Institute of Economic Research, volume 3, issue 1, pages 55-64, June, DOI: 10.24136/cxy.2018.001.
• Adam Marszk, 2018, "Exchange-traded products in Germany: development and substitution of exchange-traded funds, exchange-traded commodities and exchange-traded notes," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 13, issue 4, pages 643-665, December, DOI: 10.24136/eq.2018.031.
• Darko B. Vukovic & Victor Prosin, 2018, "The prospective low risk hedge fund capital allocation line model: evidence from the debt market," Oeconomia Copernicana, Institute of Economic Research, volume 9, issue 3, pages 419-439, September, DOI: 10.24136/oc.2018.021.
• Ioan Ovidiu SPĂTĂCEAN & Andrei Gabriel VULTUR, 2018, "Research considering the utility of technical analysis tools in portfolio management," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 95-108, December.
• Carlos Francisco Alves & Duarte André de Castro Reis, 2018, "Evidence of Idiosyncratic Seasonality in ETFs Performance," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 603, Apr.
• Cangoz, Mehmet Coskun & Boitreaud, Sebastien & Dychala, Christopher Benjamin, 2018, "How Do Countries Use an Asset and Liability Management Approach? A Survey on Sovereign Balance Sheet Management," MPRA Paper, University Library of Munich, Germany, number 100309, Oct.