Research classified by Journal of Economic Literature (JEL) codes

2018

• Hongquan Zhu & Lingling Jiang, 2017, "Investor recognition and stock returns: evidence from China," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 2, pages 199-215, December, DOI: 10.1108/CFRI-11-2016-0127.
• Cássio da Nóbrega Besarria & Nelson Leitão Paes & Marcelo Eduardo Alves Silva, 2018, "Testing for bubbles in housing markets: some evidence for Brazil," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 11, issue 5, pages 754-770, June, DOI: 10.1108/IJHMA-08-2017-0075.
• Daniel Liston-Perez & Patricio Torres-Palacio & Sidika Gulfem Bayram, 2018, "Does investor sentiment predict Mexican equity returns?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 484-502, May, DOI: 10.1108/IJMF-05-2017-0088.
• Venessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 542-557, May, DOI: 10.1108/IJMF-09-2017-0187.
• Rozaimah Zainudin & Nurul Shahnaz Mahdzan & Chee Hong Yet, 2018, "Dividend policy and stock price volatility of industrial products firms in Malaysia," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 13, issue 1, pages 203-217, January, DOI: 10.1108/IJoEM-09-2016-0250.
• Dharani Munusamy, 2018, "Islamic calendar and stock market behaviour in India," International Journal of Social Economics, Emerald Group Publishing Limited, volume 45, issue 11, pages 1550-1566, August, DOI: 10.1108/IJSE-09-2017-0404.
• Mohamed Ariff & Alireza Zarei & Ishaq Bhatti, 2018, "Test on yields of equivalently-rated bonds," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 11, issue 1, pages 59-78, February, DOI: 10.1108/IMEFM-02-2017-0040.
• Sayyed Mahdi Ziaei, 2018, "US unconventional monetary policy and Islamic equity indices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 11, issue 4, pages 575-590, May, DOI: 10.1108/IMEFM-11-2017-0299.
• Syed Haroon Rashid & Mohsin Sadaqat & Khalil Jebran & Zulfiqar Ali Memon, 2018, "Size premium, value premium and market timing: evidence from an emerging economy," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 23, issue 46, pages 266-288, October, DOI: 10.1108/JEFAS-09-2017-0090.
• Luc Chavalle & Luis Chavez-Bedoya, 2018, "The impact of transaction costs in portfolio optimization," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 24, issue 48, pages 288-311, October, DOI: 10.1108/JEFAS-12-2017-0126.
• Maria Teresa Medeiros Garcia & Ricardo António Abreu Oliveira, 2018, "Value versus growth in PIIGS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 956-978, October, DOI: 10.1108/JES-06-2017-0160.
• Hassanudin Mohd Thas Thaker & Azhar Mohamad & Nazrol Kamil Mustaffa Kamil & Jarita Duasa, 2018, "Information content and informativeness of analysts’ report: evidence from Malaysia," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 16, issue 4, pages 742-763, December, DOI: 10.1108/JFRA-09-2017-0087.
• Kenneth Daniels & Jack Dorminey & Brent Smith & Jayaraman Vijayakumar, 2018, "Does financial advisor quality improve liquidity and issuer benefits in segmented markets? Evidence from the municipal bond market," Journal of Public Budgeting, Accounting & Financial Management, Emerald Group Publishing Limited, volume 30, issue 4, pages 440-458, November, DOI: 10.1108/JPBAFM-02-2018-0002.
• Vasileios Siakoulis, 2018, "Bank failure intensity modeling: an ACD model approach," Journal of Risk Finance, Emerald Group Publishing Limited, volume 19, issue 5, pages 454-477, July, DOI: 10.1108/JRF-11-2016-0151.
• Abdelmonem Oueslati & Yacine Hammami, 2018, "Forecasting stock returns in Saudi Arabia and Malaysia," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 259-279, May, DOI: 10.1108/RAF-05-2017-0089.
• Tom W. Miller, 2018, "Terminal values for firms with growth opportunities: explaining valuation and IPO price behavior," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 2, pages 244-272, June, DOI: 10.1108/SEF-03-2016-0078.
• Thomas Emmerling & Robert Jarrow & Yildiray Yildirim, 2018, "Portfolio balance effects and the Federal Reserve’s large-scale asset purchases," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 2-24, March, DOI: 10.1108/SEF-10-2017-0284.
• Chang, C-L. & Mai, T.K. & McAleer, M.J., 2018, "Pricing Carbon Emissions in China," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-05, Jan.
• Chang, C-L. & Mai, T.K. & McAleer, M.J., 2018, "Establishing National Carbon Emission Prices for China," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 18-028/III, Mar.
• Chang, C-L. & McAleer, M.J. & Wang, Y-A., 2018, "Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number TI 2018-052/III, May.
• Jaskowski, M. & McAleer, M.J., 2018, "Spurious Cross-Sectional Dependence in Credit Spread Changes," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 208-34, Aug.
• Chang, C-L. & Hsieh, T-L. & McAleer, M.J., 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-37, Sep.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018, "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-46.
• D.A. Milenkova, 2018, "Risk Management: Comprehensive Analysis of Key Approaches on Academic Literature and Professional Certifications," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special1, pages 273-286.
• Brian BARNARD, 2018, "Rating Migration and Bond Valuation: Ahistorical Interest Rate and Default Probability Term Structures," Expert Journal of Finance, Sprint Investify, volume 6, issue 1, pages 16-30.
• Mary Nelima LYANI SINDANI, 2018, "Effects of Accounts Receivable Financing Practices on Growth of SMEs in Kakamega County, Kenya," Expert Journal of Finance, Sprint Investify, volume 6, issue , pages 1-11.
• Joao Dionisio Monteiro & Jose Luis Miralles-Quiros & Jose Ramos Pires Manso, 2018, "Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 1, pages 71-98, February.
• Muhammad Zubair Mumtaz & Zachary Alexander Smith, 2018, "IPOs in the U.S. from 2005 to 2015: Using the Spline Regression Technique to Estimate Aggregate Issuance and Performance," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 2, pages 165-199, April.
• Adam Zaremba, 2018, "Country Risk and Expected Returns Across Global Equity Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 4, pages 374-398, September.
• Karel Janda, 2018, "Earnings Stability and Peer Selection for Indirect Valuation," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/14, Jul, revised Jul 2018.
• Onrej Tobek & Martin Hronec, 2018, "Does the Source of Fundamental Data Matter?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/15, Aug, revised Aug 2018.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2018, "Monetary Policy and Asset Price Bubbles," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2018-37, Nov.
• Jianjun Miao & Bin Wei & Hao Zhou, 2018, "Ambiguity Aversion and Variance Premium," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2018-14, Dec, DOI: 10.29338/wp2018-14.
• J. Christina Wang, 2018, "Technology, the nature of information, and fintech marketplace lending," Current Policy Perspectives, Federal Reserve Bank of Boston, number 18-3, Oct.
• Dongho Song & Jenny Tang, 2018, "News-driven uncertainty fluctuations," Working Papers, Federal Reserve Bank of Boston, number 18-3, Jan.
• Sewon Hur & Illenin O. Kondo & Fabrizio Perri, 2018, "Inflation, Debt, and Default," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1812, Sep, DOI: 10.26509/frbc-wp-201812.
• Valerie Grossman & Enrique Martínez García, 2018, "Explosive Dynamics in House Prices? An Exploration of Financial Market Spillovers in Housing Markets Around the World," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 342, Jul, DOI: 10.24149/gwp342r1.
• Oliver de Groot & Alexander W. Richter & Nathaniel A. Throckmorton, 2018, "Valuation Risk Revalued," Working Papers, Federal Reserve Bank of Dallas, number 1808, Jul, DOI: 10.24149/wp1808.
• Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018, "Global Trends in Interest Rates," Working Papers, Federal Reserve Bank of Dallas, number 1812, Oct, DOI: 10.24149/wp1812.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2018, "Global Financial Cycles and Risk Premiums," Working Paper Series, Federal Reserve Bank of San Francisco, number 2018-5, Jun, DOI: 10.24148/wp2018-05.
• Jens H. E. Christensen & Jose A. Lopez & Paul Mussche, 2019, "Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement," Working Paper Series, Federal Reserve Bank of San Francisco, number 2018-9, Mar, DOI: 10.24148/wp2018-09.
• Kevin J. Lansing & Stephen F. LeRoy & Jun Ma, 2022, "Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2018-14, Jan, DOI: 10.24148/wp2018-14.
• Andrew Y. Chen & Tom Zimmermann, 2018, "Publication Bias and the Cross-Section of Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-033, May, DOI: 10.17016/FEDS.2018.033.
• Andrew C. Chang, 2018, "Nothing is Certain Except Death and Taxes : The Lack of Policy Uncertainty from Expiring \"Temporary\" Taxes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-041, Jun, DOI: 10.17016/FEDS.2018.041.
• Eric Engstrom & Steven A. Sharpe, 2018, "The Near-Term Forward Yield Spread as a Leading Indicator : A Less Distorted Mirror," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-055, Aug, DOI: 10.17016/FEDS.2018.055.
• Martin M. Andreasen & Andrew C. Meldrum, 2018, "A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-056, Aug, DOI: 10.17016/FEDS.2018.056.
• Song Han & Alan G. Huang & Madhu Kalimipalli & Ke Wang, 2018, "Information and Liquidity of OTC Securities : Evidence from Public Registration of Rule 144A Bonds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-061, Aug, DOI: 10.17016/FEDS.2018.061.
• Scott Mixon & Tugkan Tuzun, 2018, "Price Pressure and Price Discovery in the Term Structure of Interest Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-065, Sep, DOI: 10.17016/FEDS.2018.065.
• Andrew Phin & Todd Prono & Jonathan J. Reeves & Konark Saxena, 2018, "Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-081, Nov, DOI: 10.17016/FEDS.2018.081.
• A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2018, "Does Smooth Ambiguity Matter for Asset Pricing?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1221, Jan, DOI: 10.17016/IFDP.2018.1221.
• Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018, "First to \"Read\" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1233, Jul, DOI: 10.17016/IFDP.2018.1233.
• Olivier Jean Blanchard & Christopher G. Collins & Mohammad Jahan-Parvar & Thomas Pellet & Beth Anne Wilson, 2018, "Why Has the Stock Market Risen So Much Since the US Presidential Election?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1235, Aug, DOI: 10.17016/IFDP.2018.1235.
• Luca Benzoni & Olena Chyruk & David Kelley, 2018, "Why Does the Yield-Curve Slope Predict Recessions?," Chicago Fed Letter, Federal Reserve Bank of Chicago, DOI: 10.21033/cfl-2018-404.
• Francois R. Velde, 2018, "Lottery Loans in the Eighteenth Century," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-7, May, DOI: 10.21033/wp-2018-07.
• Luca Benzoni & Olena Chyruk & David Kelley, 2018, "Why Does the Yield-Curve Slope Predict Recessions?," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-15, Sep, DOI: doi.org/10.21033/wp-2018-15.
• Emmanuel Farhi & François Gourio, 2018, "Accounting for Macro-Finance Trends: Market Power, Intangibles, and Risk Premia," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-19, Nov, DOI: 10.21033/wp-2018-19.
• Stefania D'Amico & N. Aaron Pancost, 2018, "Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-21, Dec, DOI: 10.21033/wp-2018-21.
• Tomas Breach & Thomas B. King, 2018, "Securities Financing and Asset Markets: New Evidence," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-22, Nov, DOI: 10.21033/wp-2018-22.
• YiLi Chien & Junsang Lee, 2018, "The Real Term Premium in a Stationary Economy with Segmented Asset Markets," Working Papers, Federal Reserve Bank of St. Louis, number 2018-30, Apr, DOI: 10.20955/wp.2018.030.
• Franz Hamann, 2018, "Natural Resources and Sovereign Risk in Emerging Economies: A Curse and a Blessing," Working Papers, Federal Reserve Bank of St. Louis, number 2018-32, Oct, revised 15 Jun 2026, DOI: 10.20955/wp.2018.032.
• Sewon Hur & Illenin O. Kondo & Fabrizio Perri, 2018, "Real Interest Rates, Inflation, and Default," Staff Report, Federal Reserve Bank of Minneapolis, number 574, Dec, DOI: 10.21034/sr.574.
• V. V. Chari, 2018, "The Role of Uncertainty and Risk in Climate Change Economics," Staff Report, Federal Reserve Bank of Minneapolis, number 576, Dec, DOI: 10.21034/sr.576.
• Fernando Alvarez & Andrew Atkeson, 2018, "The Risk of Becoming Risk Averse: A Model of Asset Pricing and Trade Volumes," Staff Report, Federal Reserve Bank of Minneapolis, number 577, Dec, DOI: 10.21034/sr.577.
• Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen, 2018, "Negative swap spreads," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 1-14.
• Nina Boyarchenko & Pooja Gupta & Nick Steele & Jacqueline Yen, 2018, "Trends in credit basis spreads," Economic Policy Review, Federal Reserve Bank of New York, issue 24-2, pages 15-37.
• Michael J. Fleming & Amanda Wahlers, 2018, "Dealer Trading and Positioning in Floating Rate Notes," Liberty Street Economics, Federal Reserve Bank of New York, number 20180326, Mar.
• Anna Kovner & Peter Van Tassel, 2018, "Evaluating regulatory reform: banks’ cost of capital and lending," Staff Reports, Federal Reserve Bank of New York, number 854, Jun.
• Samuel Antill & Asani Sarkar, 2018, "Is size everything?," Staff Reports, Federal Reserve Bank of New York, number 864, Aug.
• Thomas M. Mertens & John C. Williams, 2018, "What to expect from the lower bound on interest rates: evidence from derivatives prices," Staff Reports, Federal Reserve Bank of New York, number 865, Aug.
• Marco Del Negro & Domenico Giannone & Marc Giannoni & Andrea Tambalotti, 2018, "Global trends in interest rates," Staff Reports, Federal Reserve Bank of New York, number 866, Sep.
• Peter Van Tassel, 2018, "Equity Volatility Term Premia," Staff Reports, Federal Reserve Bank of New York, number 867, Sep.
• Nina Boyarchenko & Domenico Giannone & Or Shachar, 2018, "Flighty liquidity," Staff Reports, Federal Reserve Bank of New York, number 870, Oct.
• Franklin Allen & Itay Goldstein & Julapa Jagtiani, 2018, "The Interplay Among Financial Regulations, Resilience, and Growth," Working Papers, Federal Reserve Bank of Philadelphia, number 18-9, Feb, DOI: 10.21799/frbp.wp.2018.09.
• Gözde YILDIRIM & Zafer ADALI, 2018, "Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1.
• Mustafa UYSAL & Zafer ADALI, 2018, "Performance Measurement of Pension Investment Funds in Turkey: Comparing Performance of Traditional and Islamic Pension Investment Funds," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
• Giuliano Curatola & Stefano Colonnello & Alessandro Gioffré, 2018, "Pricing Sin Stocks: Ethical Preference vs. Risk Aversion," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2018_05.rdf.
• Abramov Alexander, 2018, "Financial Markets and Financial Institutions in Russia in 2017," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2018-305, revised 2018.
• Mark J. Jensen & John M. Maheu, 2018, "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," JRFM, MDPI, volume 11, issue 3, pages 1-29, September.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2018, "Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK," JRFM, MDPI, volume 11, issue 4, pages 1-25, September.
• Constantino Hevia & Martin Sola, 2018, "Bond Risk Premia and Restrictions on Risk Prices," JRFM, MDPI, volume 11, issue 4, pages 1-22, October.
• Guillaume Horny & Simone Manganelli & Benoit Mojon, 2018, "Measuring Financial Fragmentation in the Euro Area Corporate Bond Market," JRFM, MDPI, volume 11, issue 4, pages 1-19, October.
• Ana Sofia Monteiro & Hélder Sebastião & Nuno Silva, 2018, "Predictability of stock returns and dividend growth using dividend yields: An international approach," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2018-10, Oct.
• Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2018, "The Cross-Sectional Distribution of Fund Skill Measures," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:110006.
• Ferikawita M. Sembiring, 2018, "Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr150, Dec.
• Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018, "Financial bubbles and capital accumulation in altruistic economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-02878049, Mar, DOI: 10.1016/j.jmateco.2018.01.003.
• Abdelkader Derbali & Lamia Jamel, 2018, "Dependence of default probability and recovery rate in structural credit risk models: Case of Greek banks," Post-Print, HAL, number hal-01695998, DOI: 10.1007/s13132-017-0473-1.
• Refk Selmi & Walid Mensi & Shawkat Hammoudeh & Jamal Bouoiyour, 2018, "Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold," Post-Print, HAL, number hal-01879667, Aug, DOI: 10.1016/j.eneco.2018.07.007.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis," Post-Print, HAL, number hal-01879668, DOI: 10.1016/j.frl.2017.12.008.
• Zia-Ur-Rehman Rao & Tanveer Ahsan & Muhammad Zubair Tauni & Muhammad Umar, 2018, "Performance and Persistence in Performance of Actively Managed Chinese Equity Funds," Post-Print, HAL, number hal-01959131, Sep, DOI: 10.1007/s40953-017-0104-5.
• Amal Aouadi & Mohamed Arouri & David Roubaud, 2018, "Information demand and stock market liquidity: International evidence," Post-Print, HAL, number hal-02011044, Apr, DOI: 10.1016/j.econmod.2017.11.005.
• François-Éric Racicot & William Rentz & Alfred Kahl & Olivier Mesly, 2018, "Examining the dynamics of illiquidity risks within the phases of the business cycle," Post-Print, HAL, number hal-02014700, Dec, DOI: 10.1016/j.bir.2018.12.001.
• Sangram Keshari Jena & Aviral Kumar Tiwari & David Roubaud & Muhammad Shahbaz, 2018, "Index futures volatility and trading activity: Measuring causality at a multiple horizon," Post-Print, HAL, number hal-02061357, Mar, DOI: 10.1016/j.frl.2017.09.012.
• Mohamed Arouri & Guillaume Pijourlet & Benjamin Williams, 2018, "Unpleasant Arithmetic of Socially Responsible Investment," Post-Print, HAL, number hal-02080105, Jun.
• Vivien Lespagnol & Juliette Rouchier, 2018, "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Post-Print, HAL, number hal-02084910, Apr, DOI: 10.1007/s10614-017-9655-y.
• Douglas J. Cumming & Alexander Groh & Sofia A. Johan, 2018, "Same Rules, Different Enforcement : Market Abuse in Europe," Post-Print, HAL, number hal-02312132, May, DOI: 10.1016/j.intfin.2018.03.006.
• Massimiliano Caporin & Michele Costola & Gregory Jannin & Bertrand Maillet, 2018, "“On the (Ab)use of Omega?”," Post-Print, HAL, number hal-02312145, Mar, DOI: 10.1016/j.jempfin.2017.11.007.
• Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018, "Financial bubbles and capital accumulation in altruistic economies," Post-Print, HAL, number hal-02878049, Mar, DOI: 10.1016/j.jmateco.2018.01.003.
• Mardi Dungey & Deniz Erdemlioglu & Marius Matei & Xiye Yang, 2018, "Testing for mutually exciting jumps and financial flights in high frequency data," Post-Print, HAL, number hal-02995949, Jan, DOI: 10.1016/j.jeconom.2017.09.002.
• Olivier Bargain & Jean Marie Cardebat & A. Vignolles, 2018, "Crowdfunding in the Wine Industry," Post-Print, HAL, number hal-03173593, Feb, DOI: 10.1017/jwe.2018.3.
• Roman Mestre & Michel Terraza, 2018, "Time-Frequency Analysis of CAPM: Application to the CAC 40," Post-Print, HAL, number hal-03195177, Jun, DOI: 10.26493/1854-6935.16.141-157.
• Massimiliano Caporin & Michele Costola & Gregory Jannin & Bertrand Maillet, 2018, "“On the (Ab)use of Omega ?”," Post-Print, HAL, number hal-03549448, Mar, DOI: 10.1016/j.jempfin.2017.11.007.
• Amine Tarazi & Céline Meslier & I Hasan, 2018, "Does It Pay To Get Connected ? An Examination Of Bank Alliance Network And Bond Spread," Post-Print, HAL, number hal-03560125, Jan.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2018, "Ambiguity and the historical equity premium," Post-Print, HAL, number halshs-01886571, Jul, DOI: 10.3982/QE708.
• Khaled Guesmi & Abderrazak Dhaoui & Stéphane Goutte & Ilyes Abid, 2018, "On the determinants of industry-CDS index spreads: Evidence from a nonlinear setting," Post-Print, HAL, number halshs-02148926, Sep, DOI: 10.1016/j.intfin.2018.01.005.
• Stefano Bosi & Thai Ha-Huy & Cuong Le Van & Cao-Tung Pham & Ngoc-Sang Pham, 2018, "Financial bubbles and capital accumulation in altruistic economies," PSE-Ecole d'économie de Paris (Postprint), HAL, number hal-02878049, Mar, DOI: 10.1016/j.jmateco.2018.01.003.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2018, "Ambiguity and the historical equity premium," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01886571, Jul, DOI: 10.3982/QE708.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2018, "Monetray policy and asset price bubbles," Sciences Po Economics Publications (main), HAL, number hal-03471562, Nov.
• David Lee, 2018, "Pricing Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," Working Papers, HAL, number hal-01758922, Apr.
• Hedi Benamar & Thierry Foucault & Clara Vega, 2018, "Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News," Working Papers, HAL, number hal-01933891, Apr, DOI: 10.2139/ssrn.3162292.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2018, "Monetray policy and asset price bubbles," Working Papers, HAL, number hal-03471562, Nov.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2018, "Monetary Policy and Asset Price Bubbles," Working Papers, HAL, number hal-04141787.
• Becker, Janis & Leschinski, Christian, 2018, "Directional Predictability of Daily Stock Returns," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-624, Jan.
• Becker, Janis & Leschinski, Christian, 2018, "Estimating the Volatility of Asset Pricing Factors," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-631, May.
• Becker, Janis & Leschinski, Christian, 2018, "The Bias of Realized Volatility," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-642, Nov.
• Daniel L. Tortorice & Arben Kita, 2018, "Can Risk Models Extract Inflation Expectations from Financial Market Data? Evidence from the Inflation Protected Securities of Six Countries," Working Papers, College of the Holy Cross, Department of Economics, number 1801, Apr.
• Di Maggio, Marco & Kermani, Amir & Majlesi, Kaveh, 2018, "Stock Market Returns and Consumption," Working Paper Series, Research Institute of Industrial Economics, number 1198, Feb.
• Di Maggio, Marco & Kermani, Amir & Majlesi, Kaveh, 2018, "Stock Market Returns and Consumption," Working Papers, Lund University, Department of Economics, number 2018:1, Feb.
• Polakova, Aija, 2018, "Name and shame? Evidence from the European Union tax haven blacklist," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/18, Dec.
• Gavrilova, Evelina & Polakova, Aija, 2018, "Stairway to (Secrecy) Heaven: Market Attitudes towards Secrecy Shopping," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2018/19, Dec.
• Wulandaria, Febi & Schäfer, Dorothea & Stephan, Andreas & Sun, Chen, 2018, "Liquidity risk and yield spreads of green bonds," Ratio Working Papers, The Ratio Institute, number 305, Jan.
• Souza, Thiago de Oliveira, 2018, "Size-related premiums," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2018, Apr.
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• Chun-An Li & Min-Ching Lee & Ju-Hua Liu, 2018, "Label Co-Movement: Component Stock Inclusion And Exclusion Between Different Exchange-Traded Funds," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 1, pages 39-56.
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• Abraham Sanchez Gil & Omar Ernesto Teran Varela, 2018, "Criptomonedas, As A Business Opportunity For Microenterprise Of The Tourism Sector In The South East Zone Of The State Of Mexico, Criptomonedas, Como Oportunidad De Negocio De Microempresas Del Sector Turistico En La Zona Sur Oriente Del Estado De Me," Revista Global de Negocios, The Institute for Business and Finance Research, volume 6, issue 1, pages 93-104.
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• Zaafri A. Husodo & M. Budi Prasetyo & Rizky Luxianto & Theresia Silitonga & Januar Hafidz & M. Harris Muhajir & Inna Firindra, 2018, "Mispricing And Risk Taking In The Indonesian Stock Market," Working Papers, Bank Indonesia, number WP/28/2018.
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