Research classified by Journal of Economic Literature (JEL) codes

2018

• Bargain, Olivier & Cardebat, Jean-Marie & Vignolles, Alexandra, 2018, "Crowdfunding in the Wine Industry," Journal of Wine Economics, Cambridge University Press, volume 13, issue 1, pages 57-82, February.
• Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018, "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, EconSciences Journals, volume 5, issue 1, pages 103-117, March.
• Nada I. Abu ALJARAYESH & Lama K. ASFOUR & Shadi Y. Al-ABDALLAH, 2018, "Interest rates volatility and its consequences on stock returns: The case study from Amman Stock Exchange, Jordan," Journal of Economics Library, EconSciences Journals, volume 5, issue 2, pages 149-160, June.
• Victor H. ROSAS MARTINEZ, 2018, "Expectations over durable assets: How to avoid the formation of value bubbles," Journal of Economics Library, EconSciences Journals, volume 5, issue 3, pages 200-210, September.
• Sahar IDREES & Abdul QAYYUM, 2018, "The impact of financial distress risk on equity returns: A case study of non-financial firms of Pakistan Stock Exchange," Journal of Economics Bibliography, EconSciences Journals, volume 5, issue 2, pages 49-59, June.
• Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018, "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2134, May.
• Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018, "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2134R, May, revised Apr 2020.
• John Geanakoplos & Kieran Haobin Wang, 2018, "Quantitative Easing, Collateral Constraints, and Financial Spillovers," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2154, Dec.
• Snezana Eminidou & Marios Zachariadis & Elena Andreou, 2018, "Inflation Expectations and Monetary Policy Surprises," Working Papers, Central Bank of Cyprus, number 2018-1, Mar.
• Martin T. Bohl & Badye Essid & Pierre L. Siklos, 2018, "Short-Selling Bans and the Global Financial Crisis: Are They Interconnected?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 64, issue 2, pages 159-177, DOI: 10.3790/aeq.64.2.159.
• Schiereck, D. & Hachenberg, B. & Kiesel, F., 2018, "Dieselgate and its expected consequences on the European auto ABS market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 106637, Aug, DOI: 10.1016/j.econlet.2018.07.044.
• Даниел Николаев, 2018, "Изменения Във Франчизната Стойност На Международните Банки В Европа След Базел Iii," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 14, issue 14 Year 2, pages 147-161.
• Кристи Маринова, 2018, "Балансовите Позиции И Кредитната Политика Като Фактори За Превенция Срещу Банкова Несъстоятелност," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 14, issue 14 Year 2, pages 262-273.
• Stefan SIMEONOV & Teodor TODOROV, 2018, "Designing The Investment Profile Of The Shares Traded On The Bulgarian Stock Exchange In The Period From August 2016 To December 2017," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 70-100.
• Стефан Симеонов & Теодор Тодоров, 2018, "Формиране На Инвестиционен Профил За Акции, Търгувани На Българската Фондова Борса За Периода Август 2016 – Декември 2017," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 85-116.
• Tobias N. Glas & Thorsten Poddig, 2018, "Kryptowährungen in der Asset- Allokation: eine empirische Untersuchung auf Basis eines beispielhaften deutschen Multi-Asset-Portfolios," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 107-128, DOI: 10.3790/vjh.87.3.107.
• Guglielmo Maria Caporale & Alex Plastun, 2018, "Price Overreactions in the Cryptocurrency Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1718.
• Daniel Bierbaumer & Malte Rieth & Anton Velinov, 2018, "Nonlinear Intermediary Pricing in the Oil Futures Market," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1722.
• Febi Wulandari & Dorothea Schäfer & Andreas Stephan & Chen Sun, 2018, "Liquidity Risk and Yield Spreads of Green Bonds," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1728.
• Christian Bayer & Chi Hyun Kim & Alexander Kriwoluzky, 2018, "The Term Structure of Redenomination Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1740.
• Jean-Baptiste Michau & Yoshiyasu Ono & Matthias Schlegl, 2018, "Wealth Preference and Rational Bubbles," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1035, Jun.
• Sessi Tokpavi & Christophe Boucher, 2018, "Stocks and Bonds: Flight-to-Safety for Ever?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-39.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2018, "Monetary Policy and Asset Price Bubbles," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-5.
• Christopher E.S. WARBURTON, 2018, "Covered Interest Parity And Frictions In Currency And Money Markets: Analysis Of British Pound And Dollar For The Period 1999-2006," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 55-72.
• Francisco JAREÑO & Marta TOLENTINO & María de la O GONZÁLEZ, 2018, "The Us Stock Market At Sector Level: Inflation News, 1990-2013," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 1, pages 73-86.
• Langlois, Hugues, 2018, "Measuring Skewness Premia," HEC Research Papers Series, HEC Paris, number 1256, Mar, revised 29 May 2019.
• Foucault, Thierry & Benamar, Hedi & Vega, Clara, 2018, "Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News," HEC Research Papers Series, HEC Paris, number 1263, Apr, revised 03 May 2018.
• Cvijanovic, Dragana & Spaenjers, Christophe, 2018, "'We'll Always Have Paris': Out-of-Country Buyers in the Housing Market," HEC Research Papers Series, HEC Paris, number 1311, Oct, DOI: 10.2139/ssrn.3248902.
• De Santis, Roberto A. & Geis, André & Juskaite, Aiste & Cruz, Lia Vaz, 2018, "The impact of the corporate sector purchase programme on corporate bond markets and the financing of euro area non-financial corporations," Economic Bulletin Articles, European Central Bank, volume 3.
• Geis, André & Kapp, Daniel & Kristiansen, Kristian, 2018, "Measuring and interpreting the cost of equity in the euro area," Economic Bulletin Articles, European Central Bank, volume 4.
• Böninghausen, Benjamin & Kidd, Gregory & de Vincent-Humphreys, Rupert, 2018, "Interpreting recent developments in market based indicators of longer term inflation expectations," Economic Bulletin Articles, European Central Bank, volume 6.
• Jurkšas, Linas & Kapp, Daniel & Nyholm, Ken & von Landesberger, Julian, 2018, "Euro area sovereign bond market liquidity since the start of the PSPP," Economic Bulletin Boxes, European Central Bank, volume 2.
• De Santis, Roberto A. & Roos, Madelaine & Hettler, Katja & Tamburrini, Fabio, 2018, "Purchases of green bonds under the Eurosystem’s asset purchase programme," Economic Bulletin Boxes, European Central Bank, volume 7.
• Breckenfelder, Johannes, 2018, "How is a firm’s credit risk affected by sovereign risk?," Research Bulletin, European Central Bank, volume 53.
• Grasso, Adriana & Natoli, Filippo, 2018, "Consumption volatility risk and the inversion of the yield curve," Working Paper Series, European Central Bank, number 2141, Apr.
• Chamon, Marcos & Schumacher, Julian & Trebesch, Christoph, 2018, "Foreign-law bonds: can they reduce sovereign borrowing costs?," Working Paper Series, European Central Bank, number 2162, Jun.
• Sigaux, Jean-David, 2018, "Trading ahead of treasury auctions," Working Paper Series, European Central Bank, number 2208, Nov.
• Brumm, Johannes & Grill, Michael & Kubler, Felix & Schmedders, Karl, 2018, "Re-use of collateral: leverage, volatility, and welfare," Working Paper Series, European Central Bank, number 2218, Dec.
• Schwert, Michael, 2018, "Is Borrowing from Banks More Expensive than Borrowing from the Market?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-23, Mar.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2018, "Why Has Idiosyncratic Risk Been Historically Low in Recent Years?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-02, Jan.
• Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2018, "Motivating Factors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-03, Jan.
• Ben-David, Itzhak & Li, Zhi & Wang, Zexi, 2018, "Financial Constraints and Industry Dynamics," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-09, Mar.
• Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2018, "Q5," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-10, Mar.
• Karnaukh, Nina, 2018, "The Dollar Ahead of FOMC Target Rate Changes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-14, Mar.
• Li, Ye & Wang, Chen, 2018, "Rediscover Predictability: Information from the Relative Prices of Long-Term and Short-Term Dividends," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-16, Mar.
• Nguyen, Thien T., 2018, "Public Debt and the Slope of the Term Structure," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-23, Nov.
• Duffie, Darrell & Andersen, Leif & Song, Yang, 2018, "Funding Value Adjustments," Research Papers, Stanford University, Graduate School of Business, number 3571, Mar.
• Krishnamurthy, Arvind & Archarya, Viral V., 2018, "Capital Flow Management with Multiple Instruments," Research Papers, Stanford University, Graduate School of Business, number 3646, Feb.
• Lee, Charles M. C. & Qu, Yuanyu & Shen, Tao, 2018, "Going Public in China: Reverse Mergers versus IPOs," Research Papers, Stanford University, Graduate School of Business, number 3655, Mar.
• Francisco Jare o & Marta Tolentino & M del Camino Torrecillas, 2018, "The Relevance of the Market and News Direction When Analyzing the Inflation News Impact on the US Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 113-127.
• Ozkan Haykir, 2018, "Does MAX Anomaly Exist in Emerging Market: Evidence from the Turkish Stock Market?," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 2, pages 148-153.
• Bamanga Umar & Sabri Nayan, 2018, "Does Regulatory Quality Matters for Stock Market Development? Evidence from Africa," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 4, pages 10-15.
• Ritika Jaiswal & Rashmi Uchil, 2018, "An Analysis of Gold Futures as an Alternative Asset: Evidence from India," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 144-150.
• Haris Djayadi & Henricus Judi Adrianto & Dini Arifian, 2018, "The Model of Insurance Companies Risk Based Capital," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 6, pages 61-64.
• Nicholas Lee & Hsiang-Jane Su & Ming-Chin Lin, 2018, "Electricity Consumption and Green Mortgage: New Insights into the Threshold Cointegration Relationship," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 2, pages 39-46.
• Alexey Yurievich Mikhaylov, 2018, "Volatility Spillover Effect between Stock and Exchange Rate in Oil Exporting Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 3, pages 321-326.
• Anthony Msafiri Nyangarika & Alexey Yurievich Mikhaylov & Bao-jun Tang, 2018, "Correlation of Oil Prices and Gross Domestic Product in Oil Producing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 5, pages 42-48.
• Aziza Syzdykova, 2018, "The Relationship between the Oil Price Shocks and the Stock Markets: The Example of Commonwealth of Independent States Countries," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 161-166.
• Adedoyin Isola Lawal & Abiola A. Babajide & Tony Ikechukwu Nwanji & Damilola Eluyela, 2018, "Are Oil Prices Mean Reverting? Evidence from Unit Root Tests with Sharp and Smooth Breaks," International Journal of Energy Economics and Policy, Econjournals, volume 8, issue 6, pages 292-298.
• Ayman Mahmoud Maaitah, 2018, "The Role of Leadership Style on Turnover Intention," International Review of Management and Marketing, Econjournals, volume 8, issue 5, pages 24-29.
• Songül Kakýllý Acaravcý & Yunus Karaömer, 2018, "The Comparative Performance Evaluation of the Fama-French Five Factor Model in Turkey," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 6, issue 3, pages 1-12.
• Bohl, Martin T. & Siklos, Pierre L. & Wellenreuther, Claudia, 2018, "Speculative activity and returns volatility of Chinese agricultural commodity futures," Journal of Asian Economics, Elsevier, volume 54, issue C, pages 69-91, DOI: 10.1016/j.asieco.2017.12.003.
• Kumar, Gaurav & Misra, Arun Kumar, 2018, "Commonality in liquidity: Evidence from India’s National Stock Exchange," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 1-15, DOI: 10.1016/j.asieco.2018.09.001.
• Hattori, Takahiro, 2018, "Decomposing Japanese municipal bond spreads: Default and liquidity premiums in times of crisis," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 16-28, DOI: 10.1016/j.asieco.2018.09.002.
• Chowdhury, Biplob & Jeyasreedharan, Nagaratnam & Dungey, Mardi, 2018, "Quantile relationships between standard, diffusion and jump betas across Japanese banks," Journal of Asian Economics, Elsevier, volume 59, issue C, pages 29-47, DOI: 10.1016/j.asieco.2018.09.004.
• Abreu, Margarida & Mendes, Victor, 2018, "The investor in structured retail products: Advice driven or gambling oriented?," Journal of Behavioral and Experimental Finance, Elsevier, volume 17, issue C, pages 1-9, DOI: 10.1016/j.jbef.2017.12.001.
• Zhang, Wei & Wang, Pengfei & Li, Xiao & Shen, Dehua, 2018, "Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 50-53, DOI: 10.1016/j.jbef.2018.01.005.
• Afego, Pyemo N., 2018, "Index shocks, investor action and long-run stock performance in Japan: A case of cultural behaviouralism?," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 54-66, DOI: 10.1016/j.jbef.2018.01.006.
• Breitmayer, Bastian & Pelster, Matthias, 2018, "Affect and stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 76-84, DOI: 10.1016/j.jbef.2018.01.009.
• König-Kersting, Christian & Trautmann, Stefan T., 2018, "Countercyclical risk aversion: Beyond financial professionals," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 94-101, DOI: 10.1016/j.jbef.2018.03.001.
• Papadovasilaki, Dimitra & Guerrero, Federico & Sundali, James, 2018, "The effect of early and salient investment experiences on subsequent asset allocations—An experimental study," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 1-19, DOI: 10.1016/j.jbef.2018.03.002.
• Dash, Saumya Ranjan & Maitra, Debasish, 2018, "Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 20-35, DOI: 10.1016/j.jbef.2018.03.003.
• Li, Kun, 2018, "Reaction to news in the Chinese stock market: A study on Xiong’an New Area Strategy," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 36-38, DOI: 10.1016/j.jbef.2018.03.004.
• Blau, Benjamin M., 2018, "Does religiosity affect liquidity in financial markets?," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 72-83, DOI: 10.1016/j.jbef.2018.05.002.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2018, "Timing of advertising and the MAX effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 105-114, DOI: 10.1016/j.jbef.2018.09.001.
• Ilomäki, Jukka & Laurila, Hannu, 2018, "Animal spirits in financial markets: Experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 99-104, DOI: 10.1016/j.jbef.2018.08.005.
• Huang, Winifred & Mazouz, Khelifa, 2018, "Excess cash, trading continuity, and liquidity risk," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 275-291, DOI: 10.1016/j.jcorpfin.2017.11.005.
• Khurshed, Arif & Kostas, Dimitris & Mohamed, Abdulkadir & Saadouni, Brahim, 2018, "Initial public offerings on the UK when-issued market," Journal of Corporate Finance, Elsevier, volume 49, issue C, pages 1-14, DOI: 10.1016/j.jcorpfin.2017.12.018.
• Li, Yuanpeng & Sun, Qian & Tian, Shu, 2018, "The impact of IPO approval on the price of existing stocks: Evidence from China," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 109-127, DOI: 10.1016/j.jcorpfin.2018.03.002.
• Hu, Gang & Jo, Koren M. & Wang, Yi Alex & Xie, Jing, 2018, "Institutional trading and Abel Noser data," Journal of Corporate Finance, Elsevier, volume 52, issue C, pages 143-167, DOI: 10.1016/j.jcorpfin.2018.08.005.
• Jia, Ning, 2018, "Corporate innovation strategy and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 53, issue C, pages 155-173, DOI: 10.1016/j.jcorpfin.2018.10.006.
• Branger, Nicole & Rodrigues, Paulo & Schlag, Christian, 2018, "Level and slope of volatility smiles in long-run risk models," Journal of Economic Dynamics and Control, Elsevier, volume 86, issue C, pages 95-122, DOI: 10.1016/j.jedc.2017.10.007.
• Breton, Michèle & Marzouk, Oussama, 2018, "Evaluation of counterparty risk for derivatives with early-exercise features," Journal of Economic Dynamics and Control, Elsevier, volume 88, issue C, pages 1-20, DOI: 10.1016/j.jedc.2018.01.014.
• Jermann, Urban J. & Yue, Vivian Z., 2018, "Interest rate swaps and corporate default," Journal of Economic Dynamics and Control, Elsevier, volume 88, issue C, pages 104-120, DOI: 10.1016/j.jedc.2018.01.022.
• Kaeck, Andreas & Rodrigues, Paulo & Seeger, Norman J., 2018, "Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 1-29, DOI: 10.1016/j.jedc.2018.01.040.
• Suzuki, Masataka, 2018, "Continuous-time smooth ambiguity preferences," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 30-44, DOI: 10.1016/j.jedc.2018.01.042.
• Liu, Qi & Sun, Bo, 2018, "Managerial manipulation, corporate governance, and limited market participation," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 98-117, DOI: 10.1016/j.jedc.2017.12.004.
• Mertens, Thomas M. & Judd, Kenneth L., 2018, "Solving an incomplete markets model with a large cross-section of agents," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 349-368, DOI: 10.1016/j.jedc.2018.01.025.
• Lux, Thomas, 2018, "Estimation of agent-based models using sequential Monte Carlo methods," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 391-408, DOI: 10.1016/j.jedc.2018.01.021.
• Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018, "Interactions between stock, bond and housing markets," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 43-70, DOI: 10.1016/j.jedc.2018.05.001.
• He, Xue-Zhong & Li, Kai & Li, Youwei, 2018, "Asset allocation with time series momentum and reversal," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 441-457, DOI: 10.1016/j.jedc.2018.02.004.
• Agliari, Anna & Naimzada, Ahmad & Pecora, Nicolò, 2018, "Boom-bust dynamics in a stock market participation model with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 458-468, DOI: 10.1016/j.jedc.2018.04.007.
• Jansen, Jeroen & Das, Sanjiv R. & Fabozzi, Frank J., 2018, "Local volatility and the recovery rate of credit default swaps," Journal of Economic Dynamics and Control, Elsevier, volume 92, issue C, pages 1-29, DOI: 10.1016/j.jedc.2018.04.002.
• Dindo, Pietro & Staccioli, Jacopo, 2018, "Asset prices and wealth dynamics in a financial market with random demand shocks," Journal of Economic Dynamics and Control, Elsevier, volume 95, issue C, pages 187-210, DOI: 10.1016/j.jedc.2018.08.009.
• Ruan, Xinfeng & Zhang, Jin E., 2018, "Equilibrium variance risk premium in a cost-free production economy," Journal of Economic Dynamics and Control, Elsevier, volume 96, issue C, pages 42-60, DOI: 10.1016/j.jedc.2018.08.011.
• Mukherjee, Raja & Paul, Satya & Shankar, Sriram, 2018, "Equity home bias—A global perspective from the shrunk frontier," Economic Analysis and Policy, Elsevier, volume 57, issue C, pages 9-21, DOI: 10.1016/j.eap.2017.10.003.
• Yıldırım-Karaman, Seçil, 2018, "Uncertainty in financial markets and business cycles," Economic Modelling, Elsevier, volume 68, issue C, pages 329-339, DOI: 10.1016/j.econmod.2017.08.001.
• Shen, Dehua & Li, Xiao & Zhang, Wei, 2018, "Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis," Economic Modelling, Elsevier, volume 69, issue C, pages 127-133, DOI: 10.1016/j.econmod.2017.09.012.
• Gupta, Jairaj & Gregoriou, Andros, 2018, "Impact of market-based finance on SMEs failure," Economic Modelling, Elsevier, volume 69, issue C, pages 13-25, DOI: 10.1016/j.econmod.2017.09.004.
• Zhang, Wei & Wang, Guanying & Wang, Xingchun & Xiong, Xiong & Lei, Xuan, 2018, "Profitability of reversal strategies: A modified version of the Carhart model in China," Economic Modelling, Elsevier, volume 69, issue C, pages 26-37, DOI: 10.1016/j.econmod.2017.09.003.
• Aouadi, Amal & Arouri, Mohamed & Roubaud, David, 2018, "Information demand and stock market liquidity: International evidence," Economic Modelling, Elsevier, volume 70, issue C, pages 194-202, DOI: 10.1016/j.econmod.2017.11.005.
• Mi, Lin & Benson, Karen & Faff, Robert, 2018, "A specialised volatility index for the new GICS sector - Real estate," Economic Modelling, Elsevier, volume 70, issue C, pages 438-446, DOI: 10.1016/j.econmod.2017.08.025.
• Liu, Feng & Kalotay, Egon & Trück, Stefan, 2018, "Assessing sovereign default risk: A bottom-up approach," Economic Modelling, Elsevier, volume 70, issue C, pages 525-542, DOI: 10.1016/j.econmod.2017.09.013.
• Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018, "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, volume 73, issue C, pages 354-364, DOI: 10.1016/j.econmod.2018.04.014.
• Chaudhuri, Kausik & Sen, Rituparna & Tan, Zheng, 2018, "Testing extreme dependence in financial time series," Economic Modelling, Elsevier, volume 73, issue C, pages 378-394, DOI: 10.1016/j.econmod.2018.04.016.
• Zaremba, Adam & Umutlu, Mehmet, 2018, "Size matters everywhere: Decomposing the small country and small industry premia," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 1-18, DOI: 10.1016/j.najef.2017.09.002.
• Ma, Chaoqun & Wang, Hailong & Cheng, Fengchao & Hu, Duni, 2018, "How money illusions and heterogeneous beliefs affect asset prices," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 167-192, DOI: 10.1016/j.najef.2018.01.003.
• Liu, Qiang & Liu, Yiqi & Liu, Zhi & Wang, Li, 2018, "Estimation of spot volatility with superposed noisy data," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 62-79, DOI: 10.1016/j.najef.2017.11.004.
• Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2018, "Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 161-181, DOI: 10.1016/j.najef.2018.02.007.
• Fletcher, Jonathan, 2018, "Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 114-129, DOI: 10.1016/j.najef.2018.04.003.
• Jeong, Giho & Kang, Jangkoo & Kwon, Kyung Yoon, 2018, "Liquidity skewness premium," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 130-150, DOI: 10.1016/j.najef.2018.04.015.
• Marcato, Gianluca & Sebehela, Tumellano & Campani, Carlos Heitor, 2018, "Volatility smiles when information is lagged in prices," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 151-165, DOI: 10.1016/j.najef.2018.03.004.
• Park, Hyun Woong & Bernardin, Thomas, 2018, "Liquidity, bank runs, and fire sales under local thinking," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 89-102, DOI: 10.1016/j.najef.2018.04.001.
• Koulovatianos, Christos & Li, Jian & Weber, Fabienne, 2018, "Market fragility and the paradox of the recent stock-bond dissonance," Economics Letters, Elsevier, volume 162, issue C, pages 162-166, DOI: 10.1016/j.econlet.2017.11.022.
• Brauneis, Alexander & Mestel, Roland, 2018, "Price discovery of cryptocurrencies: Bitcoin and beyond," Economics Letters, Elsevier, volume 165, issue C, pages 58-61, DOI: 10.1016/j.econlet.2018.02.001.
• Ruenzi, Stefan & Weigert, Florian, 2018, "Momentum and crash sensitivity," Economics Letters, Elsevier, volume 165, issue C, pages 77-81, DOI: 10.1016/j.econlet.2018.01.031.
• Urquhart, Andrew, 2018, "What causes the attention of Bitcoin?," Economics Letters, Elsevier, volume 166, issue C, pages 40-44, DOI: 10.1016/j.econlet.2018.02.017.
• Khuntia, Sashikanta & Pattanayak, J.K., 2018, "Adaptive market hypothesis and evolving predictability of bitcoin," Economics Letters, Elsevier, volume 167, issue C, pages 26-28, DOI: 10.1016/j.econlet.2018.03.005.
• Demirer, Riza & Gupta, Rangan, 2018, "Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data," Economics Letters, Elsevier, volume 167, issue C, pages 36-39, DOI: 10.1016/j.econlet.2018.03.006.
• Leaño, Miguel & Pedraza, Alvaro, 2018, "Ownership concentration and market liquidity: Evidence from a natural experiment," Economics Letters, Elsevier, volume 167, issue C, pages 56-59, DOI: 10.1016/j.econlet.2018.02.024.
• Koutmos, Dimitrios, 2018, "Bitcoin returns and transaction activity," Economics Letters, Elsevier, volume 167, issue C, pages 81-85, DOI: 10.1016/j.econlet.2018.03.021.
• Lalwani, Vaibhav & Chakraborty, Madhumita, 2018, "Asset pricing factors and future economic growth," Economics Letters, Elsevier, volume 168, issue C, pages 151-154, DOI: 10.1016/j.econlet.2018.04.031.
• Wei, Wang Chun, 2018, "Liquidity and market efficiency in cryptocurrencies," Economics Letters, Elsevier, volume 168, issue C, pages 21-24, DOI: 10.1016/j.econlet.2018.04.003.
• Wang, Wenzhao, 2018, "The mean–variance relation and the role of institutional investor sentiment," Economics Letters, Elsevier, volume 168, issue C, pages 61-64, DOI: 10.1016/j.econlet.2018.04.008.
• Feng, Pan & Qian, Junhui, 2018, "Forecasting the yield curve using a dynamic natural cubic spline model," Economics Letters, Elsevier, volume 168, issue C, pages 73-76, DOI: 10.1016/j.econlet.2018.04.009.
• Park, Seyoung, 2018, "A generalization of Ramsey rule on discount rate with regime switching," Economics Letters, Elsevier, volume 170, issue C, pages 147-150, DOI: 10.1016/j.econlet.2018.06.011.
• Okubo, Masakatsu, 2018, "On the computation of detection error probabilities under normality assumptions," Economics Letters, Elsevier, volume 171, issue C, pages 106-109, DOI: 10.1016/j.econlet.2018.07.014.
• Hachenberg, Britta & Kiesel, Florian & Schiereck, Dirk, 2018, "Dieselgate and its expected consequences on the European auto ABS market," Economics Letters, Elsevier, volume 171, issue C, pages 180-182, DOI: 10.1016/j.econlet.2018.07.044.
• Wei, Wang Chun, 2018, "The impact of Tether grants on Bitcoin," Economics Letters, Elsevier, volume 171, issue C, pages 19-22, DOI: 10.1016/j.econlet.2018.07.001.
• Hedlund, Aaron, 2018, "Credit constraints, house prices, and the impact of life cycle dynamics," Economics Letters, Elsevier, volume 171, issue C, pages 202-207, DOI: 10.1016/j.econlet.2018.07.028.
• Castagnetti, Carolina, 2018, "A novel approach for testing the parity relationship between CDS and credit spread," Economics Letters, Elsevier, volume 172, issue C, pages 115-117, DOI: 10.1016/j.econlet.2018.08.023.
• Lin, Qi & Lin, Xi, 2018, "Expected investment and the cross-section of stock returns," Economics Letters, Elsevier, volume 172, issue C, pages 43-49, DOI: 10.1016/j.econlet.2018.08.012.
• Galai, Dan & Wiener, Zvi, 2018, "Dividend policy relevance in a levered firm—The binomial case," Economics Letters, Elsevier, volume 172, issue C, pages 78-80, DOI: 10.1016/j.econlet.2018.08.021.
• Marks, Joseph M. & Nam, Kiseok, 2018, "Intertemporal risk-return tradeoff in the short-run," Economics Letters, Elsevier, volume 172, issue C, pages 81-84, DOI: 10.1016/j.econlet.2018.08.031.
• Koutmos, Dimitrios, 2018, "Liquidity uncertainty and Bitcoin’s market microstructure," Economics Letters, Elsevier, volume 172, issue C, pages 97-101, DOI: 10.1016/j.econlet.2018.08.041.
• Koutmos, Dimitrios, 2018, "Return and volatility spillovers among cryptocurrencies," Economics Letters, Elsevier, volume 173, issue C, pages 122-127, DOI: 10.1016/j.econlet.2018.10.004.

2017

• Orphanides, Athanasios, 2017, "Central Bank Policies and the Debt Trap," CEPR Discussion Papers, Centre for Economic Policy Research, number 11834, Feb.
• Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2017, "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," CEPR Discussion Papers, Centre for Economic Policy Research, number 11837, Feb.
• Pástor, LuboÅ¡ & Veronesi, Pietro, 2017, "Political Cycles and Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 11864, Feb.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017, "Bid-to-cover and yield changes around public debt auctions in the euro area," CEPR Discussion Papers, Centre for Economic Policy Research, number 11932, Mar.
• Bianchi, Francesco & Ilut, Cosmin & Schneider, Martin, 2017, "Uncertainty shocks, asset supply and pricing over the business cycle," CEPR Discussion Papers, Centre for Economic Policy Research, number 11950, Apr.
• Martin, Ian & Kremens, Lukas, 2017, "The Quanto Theory of Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 11970, Apr.
• Bacchetta, Philippe & van Wincoop, Eric, 2017, "Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 11983, Apr.
• Massa, Massimo & Aminadav, Gur & Zhang, Hong & Zhu, Weikang, 2017, "Mergers and Acquisitions and the Value of Control," CEPR Discussion Papers, Centre for Economic Policy Research, number 11986, Apr.
• Beetsma, Roel & Lekniute, Zina & Ponds, Eduard, 2017, "U.S. municipal yields and unfunded state pension liabilities," CEPR Discussion Papers, Centre for Economic Policy Research, number 11998, Apr.
• Fernández-Villaverde, Jesús & Barro, Robert & Levintal, Oren & Mollerus, Andrew, 2017, "Safe Assets," CEPR Discussion Papers, Centre for Economic Policy Research, number 12043, May.
• Basak, Suleyman & Atmaz, Adem, 2017, "Belief Dispersion in the Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 12056, May.
• Sentana, Enrique & Manresa, Elena & Penaranda, Francisco, 2017, "Empirical Evaluation of Overspecified Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 12085, Jun.
• Miles, David & Sefton, James, 2017, "Houses across time and across place," CEPR Discussion Papers, Centre for Economic Policy Research, number 12103, Jun.
• Grossman, Richard, 2017, "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," CEPR Discussion Papers, Centre for Economic Policy Research, number 12121, Jun.
• Rancière, Romain & Heipertz, Jonas & Ouazad, Amine & Valla, Natacha, 2017, "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," CEPR Discussion Papers, Centre for Economic Policy Research, number 12134, Jul.
• Adrian, Tobias & Capponi, Agostino & Vogt, Erik & Zhang, Hongzhong, 2017, "Intraday Market Making with Overnight Inventory Costs," CEPR Discussion Papers, Centre for Economic Policy Research, number 12245, Aug.
• Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2017, "Dealer Balance Sheets and Bond Liquidity Provision," CEPR Discussion Papers, Centre for Economic Policy Research, number 12246, Aug.
• Adrian, Tobias & Fleming, Michael J. & Shachar, Or & Vogt, Erik, 2017, "Market Liquidity after the Financial Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 12248, Aug.
• Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney, 2017, "Monetary Policy and Asset Valuation," CEPR Discussion Papers, Centre for Economic Policy Research, number 12275, Sep.
• Van Nieuwerburgh, Stijn, 2017, "Why Are REITS Currently So Expensive?," CEPR Discussion Papers, Centre for Economic Policy Research, number 12281, Sep.
• Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2017, "A Macroeconomic Model with Financially Constrained Producers and Intermediaries," CEPR Discussion Papers, Centre for Economic Policy Research, number 12282, Sep.
• Van Nieuwerburgh, Stijn & Favilukis, Jack, 2017, "Out-of-town Home Buyers and City Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 12283, Sep.
• Edmans, Alex & Fang, Vivian & Huang, Allen, 2017, "The Long-Term Consequences of Short-Term Incentives," CEPR Discussion Papers, Centre for Economic Policy Research, number 12305, Sep.
• Servaes, Henri & Amiraslani, Hami & Lins, Karl & Tamayo, Ane, 2017, "A Matter of Trust? The Bond Market Benefits of Corporate Social Capital during the Financial Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 12321, Sep.
• Schnabel, Isabel & Brunnermeier, Markus & Rother, Simon, 2017, "Asset Price Bubbles and Systemic Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 12362, Oct.
• Uppal, Raman & Buss, Adrian & Vilkov, Grigory, 2017, "Financial Innovation and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 12416, Nov.
• Hackbarth, Dirk & Gu, Lifeng & Johnson, Timothy, 2017, "Inflexibility and Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 12441, Nov.
• Kose, M. Ayhan & Claessens, Stijn, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers, Centre for Economic Policy Research, number 12460, Nov.
• Kose, M. Ayhan & Claessens, Stijn, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers, Centre for Economic Policy Research, number 12461, Nov.
• Nagel, Stefan & Santosh, Shrihari & Kozak, Serhiy, 2017, "Shrinking the Cross Section," CEPR Discussion Papers, Centre for Economic Policy Research, number 12463, Nov.
• Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2017, "Relationship Trading in OTC Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 12472, Nov.
• Ströbel, Johannes & Kuchler, Theresa & Dávila, Eduardo & Bailey, Michael, 2017, "House Price Beliefs And Mortgage Leverage Choice," CEPR Discussion Papers, Centre for Economic Policy Research, number 12476, Dec.
• Taylor, Alan M. & Knoll, Katharina & , & Schularick, Moritz & Jordà , Ã’scar, 2017, "The Rate of Return on Everything, 1870-2015," CEPR Discussion Papers, Centre for Economic Policy Research, number 12509, Dec.
• Jan Voelzke & Jeanne Diesteldorf & Fabian Goessling & Till Weigt, 2017, "Investors' favourite - A different look at valuing individual labour income," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6017, Feb.
• Christian Gross, 2017, "Examining the Common Dynamics of Commodity Futures Prices," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 6317, Jul.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2017, "Does Monetary Policy generate Asset Price Bubbles?," Working Papers, CRESE, number 2017-06, Mar.
• Balbás, Alejandro & Balbás, Beatriz & Balbás, Raquel, 2017, "Differential equations connecting VaR and CVaR," IC3JM - Estudios = Working Papers, Instituto Mixto Carlos III - Juan March de Ciencias Sociales (IC3JM), number 24017, Jan.
• Petit, Nuria & Serrano, Pedro & Lafuente Luengo, Juan Ángel, 2017, "Dissecting interbank risk," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number 24553, May.
• Gonzalo, Jesús & Taamouti, Abderrahim, 2017, "The Reaction of Stock Market Returns to Unemployment," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 24120, Jan.
• D'Auria, Bernardo & García Martí, Dolores & Salmerón Garrido, José Antonio, 2017, "Optimal portfolio with insider information on the stochastic interest rate," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 25819, Nov.
• Júlio Lobão & Cristiano Pereira, 2017, "Barreras Psicológicas en Índices Bursátiles: Evidencia de Cuatro Países de Europa del Sur," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 114, pages 268-278, Septiembr.
• Wei Tang & Tianhao Wu & Liheng Xu, 2017, "Skewness Preference and IPO Anomalies in China," Annals of Economics and Finance, Society for AEF, volume 18, issue 1, pages 173-199, May.
• Haoyuan Ding & Haichao Fan & Huanhuan Wang & Wenjing Xie, 2017, "Revisiting Crude Oil Price and China's Stock Market," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 377-391, November.
• Julio Lobao & Joao Meira Fernandes, 2017, "The 52-Week High and Momentum Investing: Implications for Asset Pricing Models," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 349-376, November.
• Raymond Swaray & Afees A. Salisu, 2017, "The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 021, Aug.
• Chavaz, Matthieu & Flandreau, Marc, 2017, "“High & Dry”: The Liquidity and Credit of Colonial and Foreign Government Debt and the London Stock Exchange (1880–1910)," The Journal of Economic History, Cambridge University Press, volume 77, issue 3, pages 653-691, September.
• Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2017, "Interactions among High-Frequency Traders," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1375-1402, August.
• Eriksen, Jonas N., 2017, "Expected Business Conditions and Bond Risk Premia," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1667-1703, August.
• Bisetti, Emilio & Favero, Carlo A. & Nocera, Giacomo & Tebaldi, Claudio, 2017, "A Multivariate Model of Strategic Asset Allocation with Longevity Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2251-2275, October.
• Brisset, Nicolas, 2017, "On Performativity: Option Theory And The Resistance Of Financial Phenomena," Journal of the History of Economic Thought, Cambridge University Press, volume 39, issue 4, pages 549-569, December.
• Breeden, Joseph L. & Liang, Sisi, 2017, "Auction-Price Dynamics for Fine Wines from Age-Period-Cohort Models," Journal of Wine Economics, Cambridge University Press, volume 12, issue 2, pages 173-202, May.
• Toda, Alexis Akira, 2017, "A Note On The Size Distribution Of Consumption: More Double Pareto Than Lognormal," Macroeconomic Dynamics, Cambridge University Press, volume 21, issue 6, pages 1508-1518, September.
• Madjid Hatefi MADJUMERD & Omolbanin JALALI & Mohamad Esmaeel ASHRAFI, 2017, "Democracy: An opportunity or a threat to Iran's economic structure," Turkish Economic Review, EconSciences Journals, volume 4, issue 3, pages 326-333, September.
• Yutaka KURIHARA, 2017, "Monetary Policy and Stock/Foreign Exchange Market Liquidity: The Japanese Case," Journal of Economics Library, EconSciences Journals, volume 4, issue 1, pages 1-8, March.
• Ana Fostel & John Geanakoplos & Gregory Phelan, 2017, "Global Collateral: How Financial Innovation Drives Capital Flows and Increases Financial Instability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2076, Feb.
• G. D. Hancock, 2017, "Behind the Volatility Index Levels: The Paradox of 2016," International Research in Economics and Finance, Julypress, volume 1, issue 1, pages 44-53, December, DOI: 10.20849/iref.v1i1.270.
• Min-Ku LEE & Sung-Jin YANG, PhD & Jeong-Hoon KIM, 2017, "Pricing Vulnerable Options with Constant Elasticity of Variance versus Stochastic Elasticity of Variance," ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, Faculty of Economic Cybernetics, Statistics and Informatics, volume 51, issue 1, pages 233-247.