Research classified by Journal of Economic Literature (JEL) codes

2018

• Guglielmo Maria Caporale & Alex Plastun, 2018, "On the Frequency of Price Overreactions," CESifo Working Paper Series, CESifo, number 7011.
• Nidhaleddine Ben Cheikh & Sami Ben Naceur & Oussama Kanaan & Christophe Rault, 2018, "Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models," CESifo Working Paper Series, CESifo, number 7072.
• Marcos Chamon & Julian Schumacher & Christoph Trebesch, 2018, "Foreign-Law Bonds: Can They Reduce Sovereign Borrowing Costs?," CESifo Working Paper Series, CESifo, number 7137.
• Jean-Baptiste Michau & Yoshiyasu Ono & Matthias Schlegl, 2018, "Wealth Preference and Rational Bubbles," CESifo Working Paper Series, CESifo, number 7148.
• Guglielmo Maria Caporale & Timur Zekokh, 2018, "Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models," CESifo Working Paper Series, CESifo, number 7167.
• Joachim Freyberger & Andreas Neuhierl & Michael Weber & Michael Weber, 2018, "Dissecting Characteristics Nonparametrically," CESifo Working Paper Series, CESifo, number 7187.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CESifo Working Paper Series, CESifo, number 7229.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Trilochan Tripathy, 2018, "Persistence in the Russian Stock Market Volatility Indices," CESifo Working Paper Series, CESifo, number 7243.
• Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2018, "Bitcoin Fluctuations and the Frequency of Price Overreactions," CESifo Working Paper Series, CESifo, number 7280.
• Klaus Adam & Dmitry Matveev & Stefan Nagel, 2018, "Do Survey Expectations of Stock Returns Reflect Risk-Adjustments?," CESifo Working Paper Series, CESifo, number 7285.
• Gunda-Alexandra Detmers & Özer Karagedikli & Richhild Moessner, 2018, "Quantitative or Qualitative Forward Guidance: Does it Matter?," CESifo Working Paper Series, CESifo, number 7314.
• Harjaat S. Bhamra & Christian Dorion & Alexandre Jeanneret & Michael Weber & Michael Weber, 2018, "Low Inflation: High Default Risk AND High Equity Valuations," CESifo Working Paper Series, CESifo, number 7391.
• Giovanni Cespa & Xavier Vives, 2018, "Exchange Competition, Entry, and Welfare," CESifo Working Paper Series, CESifo, number 7432.
• Julia Wolfinger & Lars P. Feld & Ekkehard A. Köhler & Tobias Thomas, 2018, "57 Channels (And Nothin On) - Does TV-News on the Eurozone Affect Government Bond Yield Spreads?," CESifo Working Paper Series, CESifo, number 7437.
• Marcel Thum, 2018, "Die ökonomischen Kosten des Bitcoin-Mining," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 71, issue 02, pages 18-20, February.
• Martin Ellison & Andreas Tischbirek, 2018, "Beauty Contests and the Term Structure," Discussion Papers, Centre for Macroeconomics (CFM), number 1807, Mar.
• Gabor Pinter, 2018, "Macroeconomic Shocks and Risk Premia," Discussion Papers, Centre for Macroeconomics (CFM), number 1812, May.
• Peter Kondor & Gabor Pinter, 2018, "Private Information and Client Connections in Government Bond Markets," Discussion Papers, Centre for Macroeconomics (CFM), number 1901, Dec.
• Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2019, "Search Complementarities, Aggregate Fluctuations, and Fiscal Policy," Discussion Papers, Centre for Macroeconomics (CFM), number 1917, Sep.
• Ines Chaieb & Hugues Langlois & O. Scaillet, 2018, "Time-Varying Risk Premia in Large International Equity Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-04, Jan, revised Jun 2018.
• Ines Chaieb & Vihang R. Errunza & Hugues Langlois, 2018, "Is Liquidity Risk Priced in Partially Segmented Markets?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-05, Jan, revised Jun 2018.
• Andrea Berardi & Alberto Plazzi, 2018, "Inflation Risk Premia, Yield Volatility and Macro Factors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-13, Jan, revised Mar 2018.
• Semyon Malamud & Marzena J. Rostek, 2018, "Decentralized Exchange," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-25, Mar, revised Apr 2018.
• Paola Pederzoli, 2018, "Crash Risk in Individual Stocks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-31, Mar, revised May 2018.
• Damir Filipović & Martin Larsson & Tony Ware, 2018, "Polynomial Processes for Power Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-34, May.
• Roberto Steri, 2018, "A Corporate Financing-Based Asset Pricing Model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-46, Jun.
• Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018, "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-52, Aug.
• Florent Gallien & Serge Kassibrakis & Nataliya Klimenko & Semyon Malamud & Alberto Teguia, 2018, "Liquidity Provision in the Foreign Exchange Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-56, Aug, revised Aug 2018.
• Julien Hugonnier & Benjamin R. Lester & Pierre-Olivier Weill, 2018, "Frictional Intermediation in Over-the-Counter Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-59, Aug.
• Regina Hammerschmid & Alexandra Janssen, 2018, "Crash-o-phobia in Currency Carry Trade Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-64, Oct.
• Hasan Fallahgoul & Loriano Mancini & Stoyan V. Stoyanov, 2018, "Model Risk and Disappointment Aversion," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-65, Jul.
• Laurent Barras & Patrick Gagliardini & O. Scaillet, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-66, Oct.
• Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2018, "Municipal Bond Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-69, Oct.
• Amit Goyal & Zhongzhi Lawrence He & Sahn-Wook Huh, 2018, "Distance-Based Metrics: A Bayesian Solution to the Power and Extreme-Error Problems in Asset-Pricing Tests," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-78, Dec.
• Walid M.A. Ahmed, 2018, "How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence," International Economics, CEPII research center, issue 156, pages 284-304.
• Virginie Coudert & Julien Idier, 2018, "Reducing model risk in early warning systems for banking crises in the euro area," International Economics, CEPII research center, issue 156, pages 98-116.
• M. Martin Boyer & Philippe De Donder & Claude Denys Fluet & Marie-Louise Leroux & Pierre-Carl Michaud, 2018, "A Canadian Parlor Room-Type Approach to the Long-Term Care Insurance Puzzle," CIRANO Working Papers, CIRANO, number 2018s-13, Apr.
• Julio Gálvez & Javier Mencía, 2018, "Conditional Return Asymmetries in the Sovereign-Bank Nexus," Working Papers, CEMFI, number wp2018_1813, Dec.
• Ivan Sutoris, 2018, "Asset Prices in a Production Economy with Long-run and Idiosyncratic Risk," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/4, May.
• Jose Ignacio Lopez, 2018, "Predictibilidad del Mercado Accionario Colombiano," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 16086, Feb.
• Enrique Alberola & Iv�n Kataryniuk & �ngel Melguizo & Ren� Orozco, 2018, "Fiscal Policy and the Cycle in Latin America: the Role of Financing Conditions and Fiscal Rules," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 36, issue 85, pages 101-116, DOI: 10.32468/espe.8506.
• Paula A. Yepes-Henao & Diego A. Agudelo & Ramazan Gencay, 2018, "Muddying the waters: Who Induces Volatility in an Emerging Market?," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16974, Nov.
• Oscar Manco López & Santiago Medina Hurtado & Oscar Botero & Fran�ois Legendre, 2018, "Risk assessment methodology: implementation of duration gap in corporate portfolios in order to reduce the systemic risk," Estudios Gerenciales, Universidad Icesi, volume 34, issue 146, pages 34-41.
• Rodrigo Pérez Pena, 2018, "Impacto De La Aplicación De Las Normas Internacionales De Información Finanaciera (Niif) En La Valoración De Una Empresa Pyme Del Grupo 2," Revista de Economía y Administración, Universidad Autónoma de Occidente, volume 15, issue 1.
• Miguel Angel Santos & Dany Bahar & Carlos A. Molina, 2018, "Fool’s Gold: The Impact of Venezuelan Currency Devaluations on Multinational Stock Prices," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2018, pages 93-128.
• Mercedes Alda & Isabel Marco & Adri�n Marzo, 2018, "La reforma del sistema público de pensiones espanol: el factor de sostenibilidad," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 25-43.
• Mercedes Alda* & Isabel Marco** & Adri�n Marzo***, 2018, "The reform of the Spanish public pension system: The sustainability factor," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 10, issue 1, pages 45-63.
• Dungey, Mardi & Erdemlioglu, Deniz & Matei, Marius & Yang, Xiye, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Journal of Econometrics, Elsevier, volume 202, issue 1, pages 18-44, DOI: 10.1016/j.jeconom.2017.09.002.
• Gallant, A. Ronald & Hong, Han & Khwaja, Ahmed, 2018, "A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states," Journal of Econometrics, Elsevier, volume 203, issue 1, pages 19-32, DOI: 10.1016/j.jeconom.2017.04.004.
• Li, Yingying & Zhang, Zhiyuan & Li, Yichu, 2018, "A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 187-222, DOI: 10.1016/j.jeconom.2017.11.006.
• Amengual, Dante & Xiu, Dacheng, 2018, "Resolution of policy uncertainty and sudden declines in volatility," Journal of Econometrics, Elsevier, volume 203, issue 2, pages 297-315, DOI: 10.1016/j.jeconom.2017.12.003.
• Ronald Gallant, A. & Tauchen, George, 2018, "Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 140-155, DOI: 10.1016/j.jeconom.2018.03.008.
• Grammig, Joachim & Küchlin, Eva-Maria, 2018, "A two-step indirect inference approach to estimate the long-run risk asset pricing model," Journal of Econometrics, Elsevier, volume 205, issue 1, pages 6-33, DOI: 10.1016/j.jeconom.2018.03.003.
• Li, Yong & Yu, Jun & Zeng, Tao, 2018, "Specification tests based on MCMC output," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 237-260, DOI: 10.1016/j.jeconom.2018.08.001.
• Cayon, Edgardo & Thorp, Susan & Wu, Eliza, 2018, "Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis," Emerging Markets Review, Elsevier, volume 34, issue C, pages 162-174, DOI: 10.1016/j.ememar.2017.11.006.
• Tang, Xiaobo & Yao, Xingyuan, 2018, "Do financial structures affect exchange rate and stock price interaction? Evidence from emerging markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 64-76, DOI: 10.1016/j.ememar.2017.10.004.
• Demir, Ender & Gozgor, Giray & Sari, Emre, 2018, "Dynamics of the Turkish paintings market: A comprehensive empirical study," Emerging Markets Review, Elsevier, volume 36, issue C, pages 180-194, DOI: 10.1016/j.ememar.2018.04.007.
• Mili, Medhi & Sahut, Jean-Michel & Teulon, Frédéric, 2018, "Modeling recovery rates of corporate defaulted bonds in developed and developing countries," Emerging Markets Review, Elsevier, volume 36, issue C, pages 28-44, DOI: 10.1016/j.ememar.2018.03.001.
• Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silva, Aldo Ferreira, 2018, "Size, value, profitability, and investment: Evidence from emerging markets," Emerging Markets Review, Elsevier, volume 36, issue C, pages 45-59, DOI: 10.1016/j.ememar.2018.04.006.
• Ratha, Dilip & De, Supriyo & Kurlat, Sergio, 2018, "Does governing law affect bond spreads?," Emerging Markets Review, Elsevier, volume 36, issue C, pages 60-78, DOI: 10.1016/j.ememar.2018.04.005.
• Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul, 2018, "Limits to arbitrage and the MAX anomaly in advanced emerging markets," Emerging Markets Review, Elsevier, volume 36, issue C, pages 95-109, DOI: 10.1016/j.ememar.2018.03.004.
• Tran, Ly Thi Hai & Hoang, Thao Thi Phuong & Tran, Hoa Xuan, 2018, "Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market," Emerging Markets Review, Elsevier, volume 37, issue C, pages 114-133, DOI: 10.1016/j.ememar.2018.07.001.
• Ngene, Geoffrey & Post, Jordin A. & Mungai, Ann N., 2018, "Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets," Emerging Markets Review, Elsevier, volume 37, issue C, pages 181-198, DOI: 10.1016/j.ememar.2018.09.001.
• Stivers, Adam, 2018, "Equity premium predictions with many predictors: A risk-based explanation of the size and value factors," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 126-140, DOI: 10.1016/j.jempfin.2017.10.004.
• Wang, Yudong & Liu, Li & Ma, Feng & Diao, Xundi, 2018, "Momentum of return predictability," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 141-156, DOI: 10.1016/j.jempfin.2017.11.003.
• Wang, Yi-Chiuan & Wu, Jyh-Lin & Lai, Yi-Hao, 2018, "New evidence on asymmetric return–volume dependence and extreme movements," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 212-227, DOI: 10.1016/j.jempfin.2017.11.012.
• Faria, Gonçalo & Verona, Fabio, 2018, "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 228-242, DOI: 10.1016/j.jempfin.2017.11.009.
• Tu, Anthony H. & Chen, Cathy Yi-Hsuan, 2018, "A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 243-268, DOI: 10.1016/j.jempfin.2017.11.010.
• González, Mariano & Nave, Juan & Rubio, Gonzalo, 2018, "Macroeconomic determinants of stock market betas," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 26-44, DOI: 10.1016/j.jempfin.2017.10.003.
• Dzieliński, Michał & Rieger, Marc Oliver & Talpsepp, Tõnn, 2018, "Asymmetric attention and volatility asymmetry," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 59-67, DOI: 10.1016/j.jempfin.2017.09.010.
• Kaminska, Iryna & Roberts-Sklar, Matt, 2018, "Volatility in equity markets and monetary policy rate uncertainty," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 68-83, DOI: 10.1016/j.jempfin.2017.09.008.
• Li, Yuming, 2018, "Investment and profitability versus value and momentum: The price of residual risk," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 1-10, DOI: 10.1016/j.jempfin.2017.12.001.
• Caporin, Massimiliano & Costola, Michele & Jannin, Gregory & Maillet, Bertrand, 2018, "“On the (Ab)use of Omega?”," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 11-33, DOI: 10.1016/j.jempfin.2017.11.007.
• Gürtler, Marc & Neelmeier, Philipp, 2018, "Empirical analysis of the international public covered bond market," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 163-181, DOI: 10.1016/j.jempfin.2018.01.002.
• Chen, Ren-Raw & Hsieh, Pei-lin & Huang, Jeffrey, 2018, "Crash risk and risk neutral densities," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 162-189, DOI: 10.1016/j.jempfin.2018.03.006.
• Xiao, Xiao & Zhou, Chen, 2018, "The decomposition of jump risks in individual stock returns," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 207-228, DOI: 10.1016/j.jempfin.2018.04.002.
• Zhong, Xiaoling & Wang, Junbo, 2018, "Prospect theory and corporate bond returns: An empirical study," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 25-48, DOI: 10.1016/j.jempfin.2018.02.005.
• Stotz, Olaf, 2018, "A labor news hedge portfolio and the cross-section of expected stock returns," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 123-139, DOI: 10.1016/j.jempfin.2018.06.009.
• Connolly, Robert & Dubofsky, David & Stivers, Chris, 2018, "Macroeconomic uncertainty and the distant forward-rate slope," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 140-161, DOI: 10.1016/j.jempfin.2018.06.008.
• Atanasov, Victoria, 2018, "World output gap and global stock returns," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 181-197, DOI: 10.1016/j.jempfin.2018.06.010.
• Fletcher, Jonathan, 2018, "Bayesian tests of global factor models," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 279-289, DOI: 10.1016/j.jempfin.2018.07.006.
• Schnitzler, Jan, 2018, "S&P 500 inclusions and stock supply," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 341-356, DOI: 10.1016/j.jempfin.2018.07.004.
• Chan, Kalok & Yang, Jian & Zhou, Yinggang, 2018, "Conditional co-skewness and safe-haven currencies: A regime switching approach," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 58-80, DOI: 10.1016/j.jempfin.2018.06.001.
• Aldrich, Eric M. & Lee, Seung, 2018, "Relative spread and price discovery," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 81-98, DOI: 10.1016/j.jempfin.2018.06.007.
• Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2018, "Macroeconomic determinants of the term structure: Long-run and short-run dynamics," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 99-122, DOI: 10.1016/j.jempfin.2018.06.002.
• Warusawitharana, Missaka, 2018, "Time-varying volatility and the power law distribution of stock returns," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 123-141, DOI: 10.1016/j.jempfin.2018.09.004.
• Chen, Qinhua & Chi, Yeguang, 2018, "Smart beta, smart money," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 19-38, DOI: 10.1016/j.jempfin.2018.08.002.
• Cenesizoglu, Tolga & Reeves, Jonathan J., 2018, "CAPM, components of beta and the cross section of expected returns," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 223-246, DOI: 10.1016/j.jempfin.2018.10.002.
• Li, Fengyun & Zhang, Huacheng & Zheng, Dazhi, 2018, "Seasonality in the cross section of stock returns: Advanced markets versus emerging markets," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 263-281, DOI: 10.1016/j.jempfin.2018.11.001.
• Malliaropulos, Dimitris & Migiakis, Petros, 2018, "The re-pricing of sovereign risks following the Global Financial Crisis," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 39-56, DOI: 10.1016/j.jempfin.2018.09.003.
• Ng, Alex & Zheng, Di, 2018, "Let's agree to disagree! On payoffs and green tastes in green energy investments," Energy Economics, Elsevier, volume 69, issue C, pages 155-169, DOI: 10.1016/j.eneco.2017.10.023.
• Sabet, Amir H. & Agha, Mahmoud & Heaney, Richard, 2018, "Value of investment: Evidence from the oil and gas industry," Energy Economics, Elsevier, volume 70, issue C, pages 190-204, DOI: 10.1016/j.eneco.2018.01.006.
• Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018, "Oil volatility, oil and gas firms and portfolio diversification," Energy Economics, Elsevier, volume 70, issue C, pages 499-515, DOI: 10.1016/j.eneco.2018.01.023.
• Badeeb, Ramez Abubakr & Lean, Hooi Hooi, 2018, "Asymmetric impact of oil price on Islamic sectoral stocks," Energy Economics, Elsevier, volume 71, issue C, pages 128-139, DOI: 10.1016/j.eneco.2017.11.012.
• Su, Zhi & Lu, Man & Yin, Libo, 2018, "Oil prices and news-based uncertainty: Novel evidence," Energy Economics, Elsevier, volume 72, issue C, pages 331-340, DOI: 10.1016/j.eneco.2018.04.021.
• López, Raquel, 2018, "The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investments," Energy Economics, Elsevier, volume 72, issue C, pages 356-364, DOI: 10.1016/j.eneco.2018.04.040.
• Ruan, Xinfeng & Zhang, Jin E., 2018, "Risk-neutral moments in the crude oil market," Energy Economics, Elsevier, volume 72, issue C, pages 583-600, DOI: 10.1016/j.eneco.2018.04.026.
• Ioannidis, Christos & Ka, Kook, 2018, "The impact of oil price shocks on the term structure of interest rates," Energy Economics, Elsevier, volume 72, issue C, pages 601-620, DOI: 10.1016/j.eneco.2018.04.032.
• Diaz-Rainey, Ivan & Tulloch, Daniel J., 2018, "Carbon pricing and system linking: Lessons from the New Zealand Emissions Trading Scheme," Energy Economics, Elsevier, volume 73, issue C, pages 66-79, DOI: 10.1016/j.eneco.2018.04.035.
• Baur, Dirk G. & Todorova, Neda, 2018, "Automobile manufacturers, electric vehicles and the price of oil," Energy Economics, Elsevier, volume 74, issue C, pages 252-262, DOI: 10.1016/j.eneco.2018.05.034.
• Reboredo, Juan C., 2018, "Green bond and financial markets: Co-movement, diversification and price spillover effects," Energy Economics, Elsevier, volume 74, issue C, pages 38-50, DOI: 10.1016/j.eneco.2018.05.030.
• Xiao, Jihong & Zhou, Min & Wen, Fengming & Wen, Fenghua, 2018, "Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index," Energy Economics, Elsevier, volume 74, issue C, pages 777-786, DOI: 10.1016/j.eneco.2018.07.026.
• Selmi, Refk & Mensi, Walid & Hammoudeh, Shawkat & Bouoiyour, Jamal, 2018, "Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold," Energy Economics, Elsevier, volume 74, issue C, pages 787-801, DOI: 10.1016/j.eneco.2018.07.007.
• Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018, "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, volume 74, issue C, pages 813-827, DOI: 10.1016/j.eneco.2018.07.027.
• Alasseur, C. & Féron, O., 2018, "Structural price model for coupled electricity markets," Energy Economics, Elsevier, volume 75, issue C, pages 104-119, DOI: 10.1016/j.eneco.2018.07.018.
• Bevin-McCrimmon, Fergus & Diaz-Rainey, Ivan & McCarten, Matthew & Sise, Greg, 2018, "Liquidity and risk premia in electricity futures," Energy Economics, Elsevier, volume 75, issue C, pages 503-517, DOI: 10.1016/j.eneco.2018.09.002.
• Lv, Xin & Lien, Donald & Chen, Qian & Yu, Chang, 2018, "Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries," Energy Economics, Elsevier, volume 76, issue C, pages 325-343, DOI: 10.1016/j.eneco.2018.10.017.
• Choi, Bongseok & Kim, Seon Tae, 2018, "Price volatility and risk management of oil and gas companies: Evidence from oil and gas project finance deals," Energy Economics, Elsevier, volume 76, issue C, pages 594-605, DOI: 10.1016/j.eneco.2018.05.020.
• Chau, Frankie & Han, Chulwoo & Shi, Shimeng, 2018, "Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 156-169, DOI: 10.1016/j.irfa.2017.11.004.
• Fletcher, Jonathan, 2018, "An empirical examination of the diversification benefits of U.K. international equity closed-end funds," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 23-34, DOI: 10.1016/j.irfa.2017.10.010.
• Tian, Shu & Wu, Eliza & Wu, Qiongbing, 2018, "Who exacerbates the extreme swings in the Chinese stock market?," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 50-59, DOI: 10.1016/j.irfa.2017.10.009.
• Hsieh, Tsung-Han & Li, Youwei & McKillop, Donal G. & Wu, Yuliang, 2018, "Liquidity skewness in the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 12-18, DOI: 10.1016/j.irfa.2017.12.006.
• Pae, Yuntaek & Bae, Sung C. & Lee, Namhoon, 2018, "Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 127-135, DOI: 10.1016/j.irfa.2018.01.001.
• Zaremba, Adam & Andreu, Laura, 2018, "Paper profits or real money? Trading costs and stock market anomalies in country ETFs," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 181-192, DOI: 10.1016/j.irfa.2018.01.007.
• Grobys, Klaus & Heinonen, Jari-Pekka & Kolari, James, 2018, "Return dispersion risk in FX and global equity markets: Does it explain currency momentum?," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 264-280, DOI: 10.1016/j.irfa.2018.01.010.
• Healy, J.V. & Gregoriou, A. & Hudson, R., 2018, "Test of recent advances in extracting information from option prices," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 292-302, DOI: 10.1016/j.irfa.2017.09.011.
• Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2018, "Stock market liquidity and trading activity: Is China different?," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 32-51, DOI: 10.1016/j.irfa.2017.12.010.
• Hao, Ying & Chou, Robin K. & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2018, "The 52-week high, momentum, and investor sentiment," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 167-183, DOI: 10.1016/j.irfa.2018.01.014.
• Hu, Zhijun & Kutan, Ali M. & Sun, Ping-Wen, 2018, "Is U.S. economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 207-220, DOI: 10.1016/j.irfa.2018.03.015.
• Wang, Zijun & Qian, Yan & Wang, Shiwen, 2018, "Dynamic trading volume and stock return relation: Does it hold out of sample?," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 195-210, DOI: 10.1016/j.irfa.2017.10.003.
• Gray, Philip & Liao, Iris Siyu & Strydom, Maria, 2018, "The profitability of trading NOA and accruals: One effect or two?," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 211-224, DOI: 10.1016/j.irfa.2017.10.004.
• Zheng, Min & Liu, Ruipeng & Li, Youwei, 2018, "Long memory in financial markets: A heterogeneous agent model perspective," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 38-51, DOI: 10.1016/j.irfa.2018.04.001.
• Kim, Byungoh & Suh, Sangwon, 2018, "Sentiment-based momentum strategy," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 52-68, DOI: 10.1016/j.irfa.2018.04.004.
• Balafas, Nikolaos & Florackis, Chris & Kostakis, Alexandros, 2018, "Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 69-90, DOI: 10.1016/j.irfa.2018.05.001.
• Casavecchia, Lorenzo & Hulley, Hardy, 2018, "Are mutual fund investors paying for noise?," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 8-23, DOI: 10.1016/j.irfa.2018.04.002.
• Bathia, Deven & Bredin, Don, 2018, "Investor sentiment: Does it augment the performance of asset pricing models?," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 290-303, DOI: 10.1016/j.irfa.2018.03.014.
• Chen, Zhongdong & Daves, Phillip R., 2018, "The January sentiment effect in the U.S. stock market," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 94-104, DOI: 10.1016/j.irfa.2018.07.008.
• Ahmed, Shamim & Judge, Amrit & Mahmud, Syed Ehsan, 2018, "Does derivatives use reduce the cost of equity?," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 1-16, DOI: 10.1016/j.irfa.2018.09.004.
• Clark, Gordon L. & Fiaschetti, Maurizio & Tufano, Peter & Viehs, Michael, 2018, "Playing with your future: Who gambles in defined-contribution pension plans?," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 213-225, DOI: 10.1016/j.irfa.2018.09.007.
• Long, Huaigang & Jiang, Yuexiang & Zhu, Yanjian, 2018, "Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets," Finance Research Letters, Elsevier, volume 24, issue C, pages 129-136, DOI: 10.1016/j.frl.2017.07.009.
• Zaremba, Adam & Czapkiewicz, Anna & Będowska-Sójka, Barbara, 2018, "Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight," Finance Research Letters, Elsevier, volume 24, issue C, pages 163-167, DOI: 10.1016/j.frl.2017.09.002.
• Won, Dong Chul, 2018, "One-fund separation in incomplete markets with two assets," Finance Research Letters, Elsevier, volume 24, issue C, pages 168-174, DOI: 10.1016/j.frl.2017.09.003.
• Jena, Sangram Keshari & Tiwari, Aviral Kumar & Roubaud, David & Shahbaz, Muhammad, 2018, "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Finance Research Letters, Elsevier, volume 24, issue C, pages 247-255, DOI: 10.1016/j.frl.2017.09.012.
• Pruna, Radu T. & Polukarov, Maria & Jennings, Nicholas R., 2018, "Avoiding regret in an agent-based asset pricing model," Finance Research Letters, Elsevier, volume 24, issue C, pages 273-277, DOI: 10.1016/j.frl.2017.09.014.
• Ekinci, Cumhur & Ersan, Oguz, 2018, "A new approach for detecting high-frequency trading from order and trade data," Finance Research Letters, Elsevier, volume 24, issue C, pages 313-320, DOI: 10.1016/j.frl.2017.09.020.
• Caporale, Guglielmo Maria & Carcel, Hector & Gil-Alana, Luis, 2018, "The EMBI in Latin America: Fractional integration, non-linearities and breaks," Finance Research Letters, Elsevier, volume 24, issue C, pages 34-41, DOI: 10.1016/j.frl.2017.06.014.
• Basse Mama, Houdou, 2018, "Innovative efficiency and stock returns: Should we care about nonlinearity?," Finance Research Letters, Elsevier, volume 24, issue C, pages 81-89, DOI: 10.1016/j.frl.2017.07.001.
• Dobrynskaya, Victoria, 2018, "Pricing within and across asset classes," Finance Research Letters, Elsevier, volume 25, issue C, pages 10-15, DOI: 10.1016/j.frl.2017.09.017.
• Jacoby, Gady & Li, Yingqi & Li, Tianze & Zheng, Steven Xiaofan, 2018, "Internal control weakness, investment and firm valuation," Finance Research Letters, Elsevier, volume 25, issue C, pages 165-171, DOI: 10.1016/j.frl.2017.10.018.
• Hiraga, Kazuki & Kozuka, Masafumi & Miyazaki, Tomomi, 2018, "Public capital and asset prices: Time-series evidence from Japan," Finance Research Letters, Elsevier, volume 25, issue C, pages 172-176, DOI: 10.1016/j.frl.2017.10.017.
• Blau, Benjamin M. & Whitby, Ryan J., 2018, "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, volume 25, issue C, pages 244-250, DOI: 10.1016/j.frl.2017.10.030.
• Dey, Shubhasis & Sampath, Aravind, 2018, "Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies," Finance Research Letters, Elsevier, volume 25, issue C, pages 41-46, DOI: 10.1016/j.frl.2017.10.002.
• Chae, Joon & Lee, Eun Jung, 2018, "Distribution uncertainty and expected stock returns," Finance Research Letters, Elsevier, volume 25, issue C, pages 55-61, DOI: 10.1016/j.frl.2017.10.006.
• Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 26, issue C, pages 100-105, DOI: 10.1016/j.frl.2017.12.008.
• Pan, Wei-Fong, 2018, "Sentiment and asset price bubble in the precious metals markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 106-111, DOI: 10.1016/j.frl.2017.12.012.
• van der Merwe, C.J. & Heyman, D. & de Wet, T., 2018, "Approximating risk-free curves in sparse data environments," Finance Research Letters, Elsevier, volume 26, issue C, pages 112-118, DOI: 10.1016/j.frl.2017.12.016.
• Grüning, Patrick, 2018, "Heterogeneity in the internationalization of R&D: Implications for anomalies in finance and macroeconomics," Finance Research Letters, Elsevier, volume 26, issue C, pages 132-138, DOI: 10.1016/j.frl.2017.12.014.
• (Meni) Abudy, Menachem & Binsky, Hadar & Raviv, Alon, 2018, "The effect of liquidity on non-marketable securities," Finance Research Letters, Elsevier, volume 26, issue C, pages 139-144, DOI: 10.1016/j.frl.2017.12.017.
• Debata, Byomakesh & Dash, Saumya Ranjan & Mahakud, Jitendra, 2018, "Investor sentiment and emerging stock market liquidity," Finance Research Letters, Elsevier, volume 26, issue C, pages 15-31, DOI: 10.1016/j.frl.2017.11.006.
• Zhang, Xindong & Xie, Lixu & Zhai, Yue & Wang, Dong, 2018, "Can microstructure noise explain the MAX effect?," Finance Research Letters, Elsevier, volume 26, issue C, pages 185-191, DOI: 10.1016/j.frl.2018.01.006.
• Kong, Dongmin & Liu, Shasha & Wang, Yanan, 2018, "Learning from outsiders: Do managers benefit from communication with market participants?," Finance Research Letters, Elsevier, volume 26, issue C, pages 192-197, DOI: 10.1016/j.frl.2018.01.007.
• Kaiser, Lars & Fleisch, Michael & Salcher, Lukas, 2018, "Bias and misrepresentation revisited: Perspective on major equity indices," Finance Research Letters, Elsevier, volume 26, issue C, pages 223-229, DOI: 10.1016/j.frl.2017.12.019.
• Javadi, Siamak & Mollagholamali, Mohsen, 2018, "Debt market illiquidity and correlated default risk," Finance Research Letters, Elsevier, volume 26, issue C, pages 266-273, DOI: 10.1016/j.frl.2018.02.002.
• González-Sánchez, Mariano, 2018, "Causality in the EMU sovereign bond markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 281-290, DOI: 10.1016/j.frl.2018.02.020.
• Dash, Saumya Ranjan & Maitra, Debasish, 2018, "Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach," Finance Research Letters, Elsevier, volume 26, issue C, pages 32-39, DOI: 10.1016/j.frl.2017.11.008.
• Gan, Christopher & Nartea, Gilbert V. & Wu, Ji (George), 2018, "Predictive ability of low-frequency volatility measures: Evidence from the Hong Kong stock markets," Finance Research Letters, Elsevier, volume 26, issue C, pages 40-46, DOI: 10.1016/j.frl.2017.11.007.
• Caspi, Itamar & Graham, Meital, 2018, "Testing for bubbles in stock markets with irregular dividend distribution," Finance Research Letters, Elsevier, volume 26, issue C, pages 89-94, DOI: 10.1016/j.frl.2017.12.015.
• Będowska-Sójka, Barbara, 2018, "The coherence of liquidity measures. The evidence from the emerging market," Finance Research Letters, Elsevier, volume 27, issue C, pages 118-123, DOI: 10.1016/j.frl.2018.02.014.
• Xu, Hai-Chuan & Zhou, Wei-Xing, 2018, "A weekly sentiment index and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 27, issue C, pages 135-139, DOI: 10.1016/j.frl.2018.02.009.
• Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018, "Is market fear persistent? A long-memory analysis," Finance Research Letters, Elsevier, volume 27, issue C, pages 140-147, DOI: 10.1016/j.frl.2018.02.007.
• Teng, Chia-Chen & Yang, J. Jimmy, 2018, "Chinese Lunar New Year effect, investor sentiment, and market deregulation," Finance Research Letters, Elsevier, volume 27, issue C, pages 175-184, DOI: 10.1016/j.frl.2018.03.003.
• Damianov, Damian S. & Elsayed, Ahmed H., 2018, "On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market," Finance Research Letters, Elsevier, volume 27, issue C, pages 193-200, DOI: 10.1016/j.frl.2018.03.001.
• Panagiotidis, Theodore & Stengos, Thanasis & Vravosinos, Orestis, 2018, "On the determinants of bitcoin returns: A LASSO approach," Finance Research Letters, Elsevier, volume 27, issue C, pages 235-240, DOI: 10.1016/j.frl.2018.03.016.
• Febi, Wulandari & Schäfer, Dorothea & Stephan, Andreas & Sun, Chen, 2018, "The impact of liquidity risk on the yield spread of green bonds," Finance Research Letters, Elsevier, volume 27, issue C, pages 53-59, DOI: 10.1016/j.frl.2018.02.025.
• Joe, Denis Yongmin & Oh, Frederick Dongchuhl & Park, Cheolbeom, 2018, "Control-ownership disparity and stock market Predictability: Evidence from Korean chaebols," Finance Research Letters, Elsevier, volume 27, issue C, pages 6-11, DOI: 10.1016/j.frl.2018.01.003.
• Lin, Qi, 2018, "Technical analysis and stock return predictability: An aligned approach," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 103-123, DOI: 10.1016/j.finmar.2017.09.003.
• Cenesizoglu, Tolga & Grass, Gunnar, 2018, "Bid- and ask-side liquidity in the NYSE limit order book," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 14-38, DOI: 10.1016/j.finmar.2017.10.002.
• Kim, Soonho & Na, Haejung, 2018, "Higher-moment liquidity risks and the cross-section of stock returns," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 39-59, DOI: 10.1016/j.finmar.2017.10.001.
• Ho, Hwai-Chung & Wang, Hsiao-Chuan, 2018, "Momentum lost and found in corporate bond returns," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 60-82, DOI: 10.1016/j.finmar.2017.10.003.
• Hauser, Shmuel & Kedar-Levy, Haim, 2018, "Liquidity might come at cost: The role of heterogeneous preferences," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 1-23, DOI: 10.1016/j.finmar.2018.03.001.
• Benos, Evangelos & Žikeš, Filip, 2018, "Funding constraints and liquidity in two-tiered OTC markets," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 24-43, DOI: 10.1016/j.finmar.2018.01.002.
• Bhanot, Karan & Larsson, Carl F., 2018, "Uncovering the impact of regulatory uncertainty on credit spreads: A study of the U.S. covered bond experience," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 84-110, DOI: 10.1016/j.finmar.2017.11.003.
• Fleming, Michael J. & Mizrach, Bruce & Nguyen, Giang, 2018, "The microstructure of a U.S. Treasury ECN: The BrokerTec platform," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 2-22, DOI: 10.1016/j.finmar.2017.05.004.
• Borochin, Paul A. & Cicon, James E. & DeLisle, R. Jared & Price, S. McKay, 2018, "The effects of conference call tones on market perceptions of value uncertainty," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 75-91, DOI: 10.1016/j.finmar.2017.12.003.
• Blau, Benjamin M. & Griffith, Todd G. & Whitby, Ryan J., 2018, "The maximum bid-ask spread," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 1-16, DOI: 10.1016/j.finmar.2018.09.003.
• Ivanov, Ivan T. & Lenkey, Stephen L., 2018, "Do leveraged ETFs really amplify late-day returns and volatility?," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 36-56, DOI: 10.1016/j.finmar.2018.09.001.
• Hillert, Alexander & Jacobs, Heiko & Müller, Sebastian, 2018, "Journalist disagreement," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 57-76, DOI: 10.1016/j.finmar.2018.09.002.
• Hung, Weifeng & Yang, J. Jimmy, 2018, "The MAX effect: Lottery stocks with price limits and limits to arbitrage," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 77-91, DOI: 10.1016/j.finmar.2018.07.003.
• Nguyen, Hung T. & Truong, Cameron, 2018, "When are extreme daily returns not lottery? At earnings announcements!," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 92-116, DOI: 10.1016/j.finmar.2018.05.001.
• Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto, 2018, "Measuring sovereign contagion in Europe," Journal of Financial Stability, Elsevier, volume 34, issue C, pages 150-181, DOI: 10.1016/j.jfs.2017.12.004.
• Adam, Tomáš & Benecká, Soňa & Matějů, Jakub, 2018, "Financial stress and its non-linear impact on CEE exchange rates," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 346-360, DOI: 10.1016/j.jfs.2018.04.008.
• Hryckiewicz, Aneta & Kozlowski, Lukasz, 2018, "The consequences of liquidity imbalance: When net lenders leave interbank markets," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 82-97, DOI: 10.1016/j.jfs.2018.02.002.
• Becchetti, Leonardo & Ciciretti, Rocco & Dalò, Ambrogio, 2018, "Fishing the Corporate Social Responsibility risk factors," Journal of Financial Stability, Elsevier, volume 37, issue C, pages 25-48, DOI: 10.1016/j.jfs.2018.04.006.
• Donders, Pablo & Jara, Mauricio & Wagner, Rodrigo, 2018, "How sensitive is corporate debt to swings in commodity prices?," Journal of Financial Stability, Elsevier, volume 39, issue C, pages 237-258, DOI: 10.1016/j.jfs.2017.10.002.
• Richards, Daniel W. & Willows, Gizelle D., 2018, "Who trades profusely? The characteristics of individual investors who trade frequently," Global Finance Journal, Elsevier, volume 35, issue C, pages 1-11, DOI: 10.1016/j.gfj.2017.03.006.
• da Silva, Raphael Braga & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Motta, Luiz Felipe Jacques, 2018, "R&D investment and risk in Brazil," Global Finance Journal, Elsevier, volume 35, issue C, pages 106-114, DOI: 10.1016/j.gfj.2017.08.003.
• Swaray, Raymond & Salisu, Afees A., 2018, "A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus," Global Finance Journal, Elsevier, volume 37, issue C, pages 199-218, DOI: 10.1016/j.gfj.2018.05.007.
• Jafarinejad, Mohammad & Ngo, Thanh & Escobari, Diego, 2018, "Disentangling the impacts of industrial and global diversification on firm risk," Global Finance Journal, Elsevier, volume 37, issue C, pages 39-56, DOI: 10.1016/j.gfj.2018.04.006.
• Du, Wenxin & Im, Joanne & Schreger, Jesse, 2018, "The U.S. Treasury Premium," Journal of International Economics, Elsevier, volume 112, issue C, pages 167-181, DOI: 10.1016/j.jinteco.2018.01.001.
• Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018, "Foreign-law bonds: Can they reduce sovereign borrowing costs?," Journal of International Economics, Elsevier, volume 114, issue C, pages 164-179, DOI: 10.1016/j.jinteco.2018.06.004.
• Jeon, Junkee & Kwak, Minsuk, 2018, "Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities," Insurance: Mathematics and Economics, Elsevier, volume 83, issue C, pages 93-109, DOI: 10.1016/j.insmatheco.2018.09.006.
• Ahmed, Walid M.A., 2018, "How do Islamic versus conventional equity markets react to political risk? Dynamic panel evidence," International Economics, Elsevier, volume 156, issue C, pages 284-304, DOI: 10.1016/j.inteco.2018.05.001.
• Coudert, Virginie & Idier, Julien, 2018, "Reducing model risk in early warning systems for banking crises in the euro area," International Economics, Elsevier, volume 156, issue C, pages 98-116, DOI: 10.1016/j.inteco.2018.01.002.
• Batten, Jonathan A. & Lucey, Brian M. & McGroarty, Frank & Peat, Maurice & Urquhart, Andrew, 2018, "Does intraday technical trading have predictive power in precious metal markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 102-113, DOI: 10.1016/j.intfin.2017.06.005.
• Ciaian, Pavel & Rajcaniova, Miroslava & Kancs, d'Artis, 2018, "Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 173-195, DOI: 10.1016/j.intfin.2017.11.001.
• Switzer, Lorne N. & Tu, Qiao & Wang, Jun, 2018, "Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 196-210, DOI: 10.1016/j.intfin.2017.09.023.
• Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2018, "Common information in carry trade risk factors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 37-47, DOI: 10.1016/j.intfin.2017.11.003.
• Atanasova, Christina & Li, Mingxin, 2018, "Multi-market trading and liquidity: Evidence from cross-listed companies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 117-138, DOI: 10.1016/j.intfin.2017.09.015.
• Chen, Jing & Dong, Yizhe & Hou, Wenxuan & McMillan, David G., 2018, "Does feedback trading drive returns of cross-listed shares?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 179-199, DOI: 10.1016/j.intfin.2017.09.018.
• Füss, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2018, "Something in the air: Information density, news surprises, and price jumps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 50-75, DOI: 10.1016/j.intfin.2017.09.011.