Research classified by Journal of Economic Literature (JEL) codes

2017

• Seyed Jamaledin Mohseni Zonouzi & Soleiman feizi & Akram Mosavi, 2017, "Effect of Exchange Rate and Exchange Rate Uncertainty on Domestic Consumption of Iran," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 3, pages 195-214.
• Yong Li & Jun Yu & Tao Zeng, 2017, "Deviance Information Criterion for Bayesian Model Selection: Justification and Variation," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 5-2017, Feb.
• Yong Li & Jun Yu & Tao Zeng, 2017, "A Specification Test based on the MCMC Output," Economics and Statistics Working Papers, Singapore Management University, School of Economics, number 9-2017, May.
• Zoran Ivanovski & Nadica Ivanovska & Zoran Narasanov, 2017, "Technical Analysis Accuracy At Macedonian Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 2, pages 105-118.
• Armin Habibovic & Davor Zoricic & Zrinka Lovretin Golubic, 2017, "Efficiency Of Crobex And Crobex10 Stock Market Indices," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 8, issue 3, pages 271-280.
• Husam RJOUB & Irfan CIVCIR & Nil Gunsel RESATOGLU, 2017, "Micro and Macroeconomic Determinants of Stock Prices: The Case of Turkish Banking Sector," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 150-166, March.
• Muzammil KURSHID & Berna Kirkulak ULUDAG, 2017, "Shock And Volatility Spillovers Between Oil And Some Balkan Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 47-59, December.
• Mediha Mezhoud & Asma Sghaier & Adel Boubaker, 2017, "The Impact of Internal Governance Mechanisms on the Share Price Volatility of Listed Companies in Paris Stock Exchange," Bulletin of Applied Economics, Risk Market Journals, volume 4, issue 1, pages 1-12.
• Belyakov, Igor (Беляков, Игорь), 2017, "On the Determinants of Sovereign Eurobond Spreads in Russia
  [О Факторах, Определяющих Спрэды Суверенных Еврооблигаций России]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 1, pages 200-225, February.
• Yuan Liao & Xiye Yang, 2017, "Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas," Departmental Working Papers, Rutgers University, Department of Economics, number 201711, Nov.
• Qing Zhou & Robert Faff, 2017, "The complementary role of cross-sectional and time-series information in forecasting stock returns," Australian Journal of Management, Australian School of Business, volume 42, issue 1, pages 113-139, February, DOI: 10.1177/0312896215575888.
• Shuang Li & Yanli Zhou & Yonghong Wu & Xiangyu Ge, 2017, "Equilibrium approach of asset and option pricing under Lévy process and stochastic volatility," Australian Journal of Management, Australian School of Business, volume 42, issue 2, pages 276-295, May, DOI: 10.1177/0312896215619966.
• Mukesh Garg, 2017, "Value relevance of voluntary internal control certification: An information asymmetry perspective," Australian Journal of Management, Australian School of Business, volume 42, issue 4, pages 527-559, November, DOI: 10.1177/0312896217691079.
• Hai Wu, 2017, "Probability of loss reversal in Australia," Australian Journal of Management, Australian School of Business, volume 42, issue 4, pages 560-582, November, DOI: 10.1177/0312896216673411.
• Qi Shi & Bin Li & Adrian (Wai Kong) Cheung & Richard Chung, 2017, "Augmenting the intertemporal CAPM with inflation: Further evidence from alternative models," Australian Journal of Management, Australian School of Business, volume 42, issue 4, pages 653-672, November, DOI: 10.1177/0312896216686153.
• M. Ariff & A. Chazi & M. Safari & A. Zarei, 2017, "Significant Difference in the Yields of Sukuk Bonds versus Conventional Bonds," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 2, pages 115-135, August, DOI: 10.1177/0972652717712352.
• Archawa Paweenawat, 2017, "The Information Content of the Term Structure of Interest Rates in Emerging Economies: The Case of Thailand," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 2, pages 136-150, August, DOI: 10.1177/0972652717712371.
• Sidika Gulfem Bayram, 2017, "Rational–Irrational Investor Sentiments and Emerging Stock Market Returns: A Comparison from Turkey," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 16, issue 3, pages 219-245, December, DOI: 10.1177/0972652717722083.
• Abhijeet Chandra & M. Thenmozhi, 2017, "Behavioural Asset Pricing: Review and Synthesis," Journal of Interdisciplinary Economics, , volume 29, issue 1, pages 1-31, January.
• Thushari N. Vidanage & Fabrizio Carmignani & Tarlok Singh, 2017, "Predictability of Return Volatility Across Different Emerging Capital Markets: Evidence from Asia," South Asian Journal of Macroeconomics and Public Finance, , volume 6, issue 2, pages 157-177, December, DOI: 10.1177/2277978717727172.
• Lorenzo Pandolfi & Tomas Williams, 2017, "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 487, Nov.
• I Doun Kuo, 2017, "Irrationality and Term Structure Anomaly," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507033, Apr.
• Mark Iarovyi & sasson Bar Yosef & Itzhak Venezia, 2017, "Implied Maturity Mismatches and Investor Disagreement," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4507072, Apr.
• Sana Tauseef, 2017, "Cross-Sectional Variation in Stock Returns: Evidence from an Emerging Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807087, Jul.
• Mohsin Sadaqat & Hilal Anwar Butt, 2017, "Anomalous Returns, Risk Premiums and Diversification: Evidence from Emerging Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807461, Jul.
• Harmindar B. Nath & Vasilis Sarafidis, 2017, "Does persistence in idiosyncratic risk proxy return-reversals?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 8, pages 27-53, October.
• Hubert Wisniewski, 2017, "Panelowa weryfikacja wplywu zmiennych makroekonomicznych na indeksy gieldowe," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 162-177.
• Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017, "Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A003, Jan.
• Lucas Marc Fuhrer, 2017, "Liquidity in the Repo Market," Working Papers, Swiss National Bank, number 2017-06.
• Aleksander Berentsen & Benjamin Müller, 2017, "A Tale of Fire-Sales and Liquidity Hoarding," Working Papers, Swiss National Bank, number 2017-16.
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2017, "Uncovering Skilled Short-sellers," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_01, Jan.
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2017, "The Price Tag Illusion," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_31, Nov.
• Joshua Odutola Omokehinde & Matthew Adeolu Abata & Stephen Oseko Migiro, 2017, "Foreign Exchange News Announcements and the Volatility of Stock Returns in Nigeria," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 67, issue 3, pages 3-17, july-Sept.
• Selcuk Kendirli & Muhammet Cankaya & Altug Cagatay, 2017, "The Effects of Global Economic Crisis of 2008 to Financial Statements and Liquidity Ratios Which Companies are Settled In BIST Energy Sector (2005-2013 Term Review)," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, volume 6, issue 1, pages 6-21, March.
• Anna Battauz & Marzia Donno & Alessandro Sbuelz, 2017, "Reaching nirvana with a defaultable asset?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 40, issue 1, pages 31-52, November, DOI: 10.1007/s10203-017-0192-x.
• Chien-Chiang Lee & Chin-Yu Wang & Jhih-Hong Zeng, 2017, "Housing price–volume correlations and boom–bust cycles," Empirical Economics, Springer, volume 52, issue 4, pages 1423-1450, June, DOI: 10.1007/s00181-016-1101-9.
• Hanxiong Zhang & Robert Hudson & Hugh Metcalf & Viktor Manahov, 2017, "Investigation of institutional changes in the UK housing market using structural break tests and time-varying parameter models," Empirical Economics, Springer, volume 53, issue 2, pages 617-640, September, DOI: 10.1007/s00181-016-1127-z.
• Wenming Shi & Kevin X. Li & Zhongzhi Yang & Ganggang Wang, 2017, "Time-varying copula models in the shipping derivatives market," Empirical Economics, Springer, volume 53, issue 3, pages 1039-1058, November, DOI: 10.1007/s00181-016-1146-9.
• Sedef Sen & Murat Donduran, 2017, "Does stock market performance affect the government satisfaction rating in the UK?," Empirical Economics, Springer, volume 53, issue 3, pages 999-1009, November, DOI: 10.1007/s00181-016-1156-7.
• Fabian Lutzenberger & Benedikt Gleich & Herbert G. Mayer & Christian Stepanek & Andreas W. Rathgeber, 2017, "Metals: resources or financial assets? A multivariate cross-sectional analysis," Empirical Economics, Springer, volume 53, issue 3, pages 927-958, November, DOI: 10.1007/s00181-016-1162-9.
• João Brogueira & Fabian Schütze, 2017, "Existence and uniqueness of equilibrium in Lucas’ asset pricing model when utility is unbounded," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 5, issue 2, pages 179-190, October, DOI: 10.1007/s40505-016-0112-1.
• Berna Aydoğan & Gökçe Tunç & Tezer Yelkenci, 2017, "The impact of oil price volatility on net-oil exporter and importer countries’ stock markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 7, issue 2, pages 231-253, August, DOI: 10.1007/s40822-017-0065-1.
• Roi D. Taussig, 2017, "Stickiness of employee expenses and implications for stock returns," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 7, issue 2, pages 297-309, August, DOI: 10.1007/s40822-017-0070-4.
• Roi D. Taussig & Sagi Akron, 2017, "Returns to scale, operating leverage, and expected stock returns," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 1, pages 141-155, April, DOI: 10.1007/s40821-016-0053-5.
• Berna Aydogan, 2017, "Sentiment dynamics and volatility of international stock markets," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 407-419, December, DOI: 10.1007/s40821-016-0063-3.
• B. Prasanna Kumar, 2017, "Derived signals for S & P CNX nifty index futures," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 3, issue 1, pages 1-22, December, DOI: 10.1186/s40854-017-0067-8.
• Constantinos Kardaras & Scott Robertson, 2017, "Continuous-time perpetuities and time reversal of diffusions," Finance and Stochastics, Springer, volume 21, issue 1, pages 65-110, January, DOI: 10.1007/s00780-016-0308-0.
• Holger Kraft & Thomas Seiferling & Frank Thomas Seifried, 2017, "Optimal consumption and investment with Epstein–Zin recursive utility," Finance and Stochastics, Springer, volume 21, issue 1, pages 187-226, January, DOI: 10.1007/s00780-016-0316-0.
• Peter Bank & Yan Dolinsky & Ari-Pekka Perkkiö, 2017, "The scaling limit of superreplication prices with small transaction costs in the multivariate case," Finance and Stochastics, Springer, volume 21, issue 2, pages 487-508, April, DOI: 10.1007/s00780-016-0320-4.
• Takuji Arai & Yuto Imai & Ryoichi Suzuki, 2017, "Local risk-minimization for Barndorff-Nielsen and Shephard models," Finance and Stochastics, Springer, volume 21, issue 2, pages 551-592, April, DOI: 10.1007/s00780-017-0324-8.
• Tomas Björk & Mariana Khapko & Agatha Murgoci, 2017, "On time-inconsistent stochastic control in continuous time," Finance and Stochastics, Springer, volume 21, issue 2, pages 331-360, April, DOI: 10.1007/s00780-017-0327-5.
• Michail Anthropelos & Constantinos Kardaras, 2017, "Equilibrium in risk-sharing games," Finance and Stochastics, Springer, volume 21, issue 3, pages 815-865, July, DOI: 10.1007/s00780-017-0323-9.
• Beatrice Acciaio & Martin Larsson & Walter Schachermayer, 2017, "The space of outcomes of semi-static trading strategies need not be closed," Finance and Stochastics, Springer, volume 21, issue 3, pages 741-751, July, DOI: 10.1007/s00780-017-0329-3.
• Jaksa Cvitanić & Walter Schachermayer & Hui Wang, 2017, "Erratum to: Utility maximization in incomplete markets with random endowment," Finance and Stochastics, Springer, volume 21, issue 3, pages 867-872, July, DOI: 10.1007/s00780-017-0331-9.
• Ioannis Karatzas & Johannes Ruf, 2017, "Trading strategies generated by Lyapunov functions," Finance and Stochastics, Springer, volume 21, issue 3, pages 753-787, July, DOI: 10.1007/s00780-017-0332-8.
• Julien Guyon & Romain Menegaux & Marcel Nutz, 2017, "Bounds for VIX futures given S&P 500 smiles," Finance and Stochastics, Springer, volume 21, issue 3, pages 593-630, July, DOI: 10.1007/s00780-017-0334-6.
• KiHoon Hong, 2017, "Bitcoin as an alternative investment vehicle," Information Technology and Management, Springer, volume 18, issue 4, pages 265-275, December, DOI: 10.1007/s10799-016-0264-6.
• Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda, 2017, "Informative Contagion Dynamics in a Multilayer Network Model of Financial Markets," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 3, issue 3, pages 343-366, November, DOI: 10.1007/s40797-017-0052-4.
• Houdou Basse Mama & Alexander Bassen, 2017, "Neglected disciplinary effects of investor relations: evidence from corporate cash holdings," Journal of Business Economics, Springer, volume 87, issue 2, pages 221-261, February, DOI: 10.1007/s11573-016-0818-4.
• Wolfgang Breuer & Karsten Kohn & Klaus Mark, 2017, "A note on corporate valuation using imprecise cost of capital," Journal of Business Economics, Springer, volume 87, issue 6, pages 709-747, August, DOI: 10.1007/s11573-016-0832-6.
• Burkhard Heer & Alfred Maußner & Halvor Ruf, 2017, "Q-Targeting in New Keynesian Models," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 13, issue 2, pages 189-224, November, DOI: 10.1007/s41549-017-0019-4.
• Borja Balparda & Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2017, "The fisher relationship in Nigeria," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 2, pages 343-353, April, DOI: 10.1007/s12197-016-9355-9.
• Amit K. Sinha & Philip A. Horvath & Robert C. Scott, 2017, "The real miss-specification in the forward rate premium puzzle," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 463-473, July, DOI: 10.1007/s12197-016-9363-9.
• Jukka Ilomäki, 2017, "Animal spirits, beauty contests and expected returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 474-486, July, DOI: 10.1007/s12197-016-9364-8.
• Gaurango Banerjee & Abhiman Das & Kalidas Jana & Shekar Shetty, 2017, "Effects of derivatives usage and financial statement items on capital market risk measures of Bank stocks: evidence from India," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 487-504, July, DOI: 10.1007/s12197-016-9366-6.
• Gilbert V. Nartea & Muhammad A. Cheema & Kenneth R. Szulczyk, 2017, "Searching for rational bubble footprints in the Singaporean and Indonesian stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 529-552, July, DOI: 10.1007/s12197-016-9369-3.
• Richard Borghesi, 2017, "Liquidity, overpricing, and the tactics of informed traders," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 701-713, October, DOI: 10.1007/s12197-016-9375-5.
• Aloui Mouna & Jarboui Anis, 2017, "Stock Market, Interest Rate and Exchange Rate Risk Effects on non Financial Stock Returns During the Financial Crisis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 8, issue 3, pages 898-915, September, DOI: 10.1007/s13132-015-0301-4.
• Gregory Phelan, 2017, "Collateralized borrowing and increasing risk," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 63, issue 2, pages 471-502, February, DOI: 10.1007/s00199-015-0943-2.
• Marco Airaudo, 2017, "Complex stock price dynamics under Max Weber’s spirit of capitalism hypothesis," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 1, pages 47-73, June, DOI: 10.1007/s00199-016-0969-0.
• Marta Faias & Jaime Luque, 2017, "Endogenous formation of security exchanges," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 2, pages 331-355, August, DOI: 10.1007/s00199-016-0989-9.
• Gianluca Cassese, 2017, "Asset pricing in an imperfect world," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 3, pages 539-570, October, DOI: 10.1007/s00199-016-0999-7.
• Xue-Zhong He & Youwei Li, 2017, "The adaptiveness in stock markets: testing the stylized facts in the DAX 30," Journal of Evolutionary Economics, Springer, volume 27, issue 5, pages 1071-1094, November, DOI: 10.1007/s00191-017-0505-9.
• Parthajit Kayal & S. Maheswaran, 2017, "Is USD-INR Really an Excessively Volatile Currency Pair?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 2, pages 329-342, June, DOI: 10.1007/s40953-016-0054-3.
• Khaled Guesmi & Olfa Kaabia & Ilyes Abid, 2017, "ASEAN Plus Three Stock Markets Integration," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 3, pages 565-581, September, DOI: 10.1007/s40953-016-0062-3.
• Suresh Nallareddy & Maria Ogneva, 2017, "Accrual quality, skill, and the cross-section of mutual fund returns," Review of Accounting Studies, Springer, volume 22, issue 2, pages 503-542, June, DOI: 10.1007/s11142-017-9389-z.
• Michael S. Drake & Jacob R. Thornock & Brady J. Twedt, 2017, "The internet as an information intermediary," Review of Accounting Studies, Springer, volume 22, issue 2, pages 543-576, June, DOI: 10.1007/s11142-017-9395-1.
• Mirko S. Heinle & Kevin C. Smith, 2017, "A theory of risk disclosure," Review of Accounting Studies, Springer, volume 22, issue 4, pages 1459-1491, December, DOI: 10.1007/s11142-017-9414-2.
• Wali Ullah, 2017, "Term structure forecasting in affine framework with time-varying volatility," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 26, issue 3, pages 453-483, August, DOI: 10.1007/s10260-017-0378-y.
• Dennis Alvaro & Ángel Guillén & Gabriel Rodríguez, 2017, "Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 153, issue 1, pages 71-103, February, DOI: 10.1007/s10290-016-0271-z.
• Jun-Biao Lina & Ping-Yeh Su, 2017, "Idiosyncratic Volatility and Liquidity Risk: How they have Explanatory Power in Stock Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-2.
• D'Errico, Marco & Roukny, Tarik, 2017, "Compressing over-the-counter markets," ESRB Working Paper Series, European Systemic Risk Board, number 44, May.
• Guagliano, Claudia & Mazzacurati, Julien, 2017, "Collateral scarcity premia in euro area repo markets," ESRB Working Paper Series, European Systemic Risk Board, number 55, Oct.
• Pan, Kevin & Zeng, Yao, 2017, "ETF arbitrage under liquidity mismatch," ESRB Working Paper Series, European Systemic Risk Board, number 59, Dec.
• Shafiu ABDULLAHI, 2017, "Stock Market Linkage Financial Contagion and Assets Price Movements Evidence from Nigerian Stock Exchange," Journal of Advanced Studies in Finance, ASERS Publishing, volume 8, issue 2, pages 146-159.
• Pietro Dindo & Jacopo Staccioli, 2017, "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2017/33, Dec.
• Andreas Haupenthal & Matthias Neuenkirch, 2017, "Grexit news and stock returns," Applied Economics, Taylor & Francis Journals, volume 49, issue 39, pages 3891-3898, August, DOI: 10.1080/00036846.2016.1270418.
• David E Allen & Michael McAleer & Abhay K Singh, 2017, "An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Applied Economics, Taylor & Francis Journals, volume 49, issue 7, pages 677-692, February, DOI: 10.1080/00036846.2016.1203067.
• Ilze Kalnina & Dacheng Xiu, 2017, "Nonparametric Estimation of the Leverage Effect: A Trade-Off Between Robustness and Efficiency," Journal of the American Statistical Association, Taylor & Francis Journals, volume 112, issue 517, pages 384-396, January, DOI: 10.1080/01621459.2016.1141687.
• A.M.M. Shahiduzzaman Quoreshi, 2017, "A bivariate integer-valued long-memory model for high-frequency financial count data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 46, issue 3, pages 1080-1089, February, DOI: 10.1080/03610926.2014.997361.
• Terence Tai-Leung Chong & Sunny Chun Tsui & Wing Hong Chan, 2017, "Factor pricing in commodity futures and the role of liquidity," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 11, pages 1745-1757, November, DOI: 10.1080/14697688.2017.1312506.
• Matthias Raddant & Friedrich Wagner, 2017, "Transitions in the stock markets of the US, UK and Germany," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 2, pages 289-297, February, DOI: 10.1080/14697688.2016.1183812.
• J. Daniel AromÍ, 2017, "Conventional Views and Asset Prices: What to Expect After Times of Extreme Opinions?," Journal of Applied Economics, Taylor & Francis Journals, volume 20, issue 1, pages 49-73, May, DOI: 10.1016/S1514-0326(17)30003-X.
• Ewa Karwowski & Engelbert Stockhammer, 2017, "Financialisation in emerging economies: a systematic overview and comparison with Anglo-Saxon economies," Economic and Political Studies, Taylor & Francis Journals, volume 5, issue 1, pages 60-86, January, DOI: 10.1080/20954816.2016.1274520.
• Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin, 2017, "Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-02, Feb.
• Han, Jianlei & Pan, Zheyao & Zhang, Guangli, 2017, "Divergence of opinion and long-run performance of private placements: evidence from the auction market," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-09.
• Chowdhury, Biplob & Jeyasreedharan, Nagaratnam & Dungey, Mardi, 2017, "Quantile relationships between standard, diffusion and jump betas across Japanese banks," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-10.
• Deng, Xiaohu & Gao, Lei & Kemme, David, 2017, "The information content of short selling and put option trading: When are they substitutes?," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-13.
• Ronan C Lyons, 2017, "Credit conditions and the housing price ratio: evidence from Ireland's bubble and crash," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0717, Mar.
• Hyun-U Sohn & Didier Sornette, 2017, "Bubbles as violations of efficient time-scales," Working Papers Series, Institute for New Economic Thinking, number 65, Sep, DOI: 10.2139/ssrn.3081563.
• Philip Stork & Luiz Felix & Roman Kraussl, 2017, "Implied Volatility Sentiment: A Tale of Two Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-002/IV, Jan, revised 26 Jan 2018.
• Martijn (M.I.) Droes & Ryan van Lamoen & Simona Mattheussens, 2017, "Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECB's Expanded Assets Purchase Program," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-080/IV, Sep.
• Westerhout, Ed & Ciocyte, Ona, 2017, "The Role of Inflation-Linked Bonds. Increasing, but Still Modest," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-027.
• Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017, "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-012.
• Lekniute, Z. & Beetsma, R.M.W.J. & Ponds, Eduard, 2017, "U.S. Municipal Yields and Unfunded State Pension Liabilities," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8d75122f-0eb8-4517-af54-8.
• Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017, "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Other publications TiSEM, Tilburg University, School of Economics and Management, number e3b3753d-87d4-46d6-be12-3.
• Biais, Bruno & Mariotti, Thomas & Moinas, Sophie & Pouget, Sébastien, 2017, "Asset Pricing and Risk Sharing in Complete Markets: An Experimental Investigation," TSE Working Papers, Toulouse School of Economics (TSE), number 17-798, Apr, revised Nov 2025.
• Hörner, Johannes & Lovo, Stefano, 2017, "Belief-free Price Formation," TSE Working Papers, Toulouse School of Economics (TSE), number 17-790, Mar.
• Le Bris, David & Pouget, Sébastien & Goetzmann, William, 2017, "The Present Value Relation Over Six Centuries: The Case of the Bazacle Company," TSE Working Papers, Toulouse School of Economics (TSE), number 17-794, Apr.
• Gollier, Christian, 2017, "Valuation of natural capital under uncertain substitutability," TSE Working Papers, Toulouse School of Economics (TSE), number 17-813, May, revised Dec 2018.
• Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer, 2017, "Connecting VIX and Stock Index ETF," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2017-08, Jan.
• Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017, "Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1706.
• Imran Hussain Shaha & Simón Sosvilla-Rivero, 2017, "Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices," Working Papers del Instituto Complutense de Estudios Internacionales, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales, number 1707.
• Jack Favilukis & Sydney C. Ludvigson & Stijn Van Nieuwerburgh, 2017, "The Macroeconomic Effects of Housing Wealth, Housing Finance, and Limited Risk Sharing in General Equilibrium," Journal of Political Economy, University of Chicago Press, volume 125, issue 1, pages 140-223, DOI: 10.1086/689606.
• Òscar Jordà & Moritz Schularick & Alan M. Taylor, 2017, "Macrofinancial History and the New Business Cycle Facts," NBER Macroeconomics Annual, University of Chicago Press, volume 31, issue 1, pages 213-263, DOI: 10.1086/690241.
• YiLi Chien & Hanno Lustig & Kanda Naknoi, 2017, "Why Are Exchange Rates So Smooth? A Household Finance Explanation," Working papers, University of Connecticut, Department of Economics, number 2017-20, Sep.
• Vladimir Asriyan & William Fuchs & Brett Green, 2017, "Liquidity sentiments," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1583, Oct, revised Jun 2018.
• Dare, Wale, 2017, "Testing efficiency in small and large financial markets," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1714, Sep.
• Ruf, Daniel, 2017, "Agglomeration Effects and Liquidity Gradients in Local Rental Housing Markets," Working Papers on Finance, University of St. Gallen, School of Finance, number 1702, Feb.
• Borisenko, Dmitry & Pozdeev, Igor, 2017, "Monetary Policy and Currency Returns: the Foresight Saga," Working Papers on Finance, University of St. Gallen, School of Finance, number 1708, May, revised 1710.
• Bucher, Melk C., 2017, "Investor Attention and Sentiment: Risk or Anomaly?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1712, Jul.
• Ruenzi, Stefan & Weigert, Florian, 2017, "Momentum and Crash Sensitivity," Working Papers on Finance, University of St. Gallen, School of Finance, number 1801, Dec.
• Claudio Fontana & Markus Pelger & Eckhard Platen, 2017, "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 385, Aug.
• Vladimir B. MICHALETZ & Andrey I. ARTEMENKOV - GYY University & Israel, 2017, "The Transactional Assets Pricing Approach: Its Application in Professional Business Valuation and Fair Value Theories," The Valuation Journal, The National Association of Authorized Romanian Valuers, volume 12, issue 2, pages 52-99.
• Pietro Dindo & Jacopo Staccioli, 2017, "Asset prices and wealth dynamics in a financial market with endogenous liquidation risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:31.
• Byrka-Kita Katarzyna & Grudziński Michał, 2017, "Control Premium and Minority Discounts in Polish Business Valuation Practices – Evidence from Research," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 1, pages 1-14, November, DOI: 10.1515/fiqf-2016-0014.
• Gniadkowska-Szymańska Agata, 2017, "Impact of a Company’s Dividend Policy on the Liquidity of Shares Listed on the Warsaw Stock Exchange," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 3, pages 24-32, September, DOI: 10.1515/fiqf-2016-0027.
• Gniadkowska-Szymańska Agata, 2017, "The impact of trading liquidity on the rate of return on emerging markets: the example of Poland and the Baltic countries," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 13, issue 4, pages 136-148, December, DOI: 10.1515/fiqf-2016-0042.
• Majewski Sebastian & Majewska Agnieszka, 2017, "Using Monte Carlo Methods for the Valuation of Intangible Assets in Sports Economics," Folia Oeconomica Stetinensia, Sciendo, volume 17, issue 2, pages 71-82, December, DOI: 10.1515/foli-2017-0019.
• Zaremba Adam & Konieczka Przemysław, 2017, "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 3, pages 26-47, September, DOI: 10.1515/ijme-2017-0017.
• Strašek Sebastjan, 2017, "From Subprime and Eurozone Crisis with Full Speed into the Next Financial Crisis," Naše gospodarstvo/Our economy, Sciendo, volume 63, issue 3, pages 3-11, September, DOI: 10.1515/ngoe-2017-0013.
• Yang Hu & Les Oxley, 2017, "Bubble Contagion: Evidence from Japan's Asset Price Bubble of the 1980-90s," Working Papers in Economics, University of Waikato, number 17/20, Sep.
• Leon Li & Nen-Chen Richard Hwang, 2017, "Prospect Theory and Earnings Manipulation: Examination of the Non-Uniform Relationship between Earnings Manipulation and Stock Returns Using Quantile Regression," Working Papers in Economics, University of Waikato, number 17/25, Oct.
• Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017, "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series, The World Bank, number 8098, Jun.
• Richard S.Grossman, 2017, "Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929," Wesleyan Economics Working Papers, Wesleyan University, Department of Economics, number 2017-004, Jun.
• Sébastien Lleo & William T. Ziemba, 2017, "Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 26, issue 2, pages 61-123, May, DOI: 10.1111/fmii.12080.
• Khandokar Istiak & Apostolos Serletis, 2017, "Monetary policy and leverage shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 115-128, April.
• Sven Steinkamp & Frank Westermann, 2017, "Multilateral Loans and Interest Rates: Further Evidence on the Seniority Conundrum," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 22, issue 2, pages 169-178, April.
• Francisco Ruge‐Murcia, 2017, "Skewness Risk and Bond Prices," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 2, pages 379-400, March, DOI: 10.1002/jae.2528.
• Alexis Akira Toda & Kieran James Walsh, 2017, "Fat tails and spurious estimation of consumption‐based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 32, issue 6, pages 1156-1177, September.
• Mengmeng Guo & Wolfgang Karl Härdle, 2017, "Adaptive Interest Rate Modelling," Journal of Forecasting, John Wiley & Sons, Ltd., volume 36, issue 3, pages 241-256, April.
• Urban J. Jermann, 2017, "Financial Markets' Views about the Euro–Swiss Franc Floor," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 2-3, pages 553-565, March, DOI: 10.1111/jmcb.12389.
• Leland E. Farmer & Alexis Akira Toda, 2017, "Discretizing nonlinear, non‐Gaussian Markov processes with exact conditional moments," Quantitative Economics, Econometric Society, volume 8, issue 2, pages 651-683, July.
• Geoffrey Ngene & Kenneth A. Tah & Ali F. Darrat, 2017, "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, John Wiley & Sons, volume 34, issue 1, pages 61-73, September, DOI: 10.1016/j.rfe.2017.06.003.
• Kiseok Nam & Shahriar Khaksari & Moonsoo Kang, 2017, "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 11-28, November, DOI: 10.1016/j.rfe.2016.11.001.
• Pawel Maryniak & Rafal Weron, 2017, "Habitat momentum," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/17/05, Dec.
• M. Hashem Pesaran & Takashi Yamagata, 2017, "Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities," Discussion Papers, Department of Economics, University of York, number 17/04, Apr.
• Laura Coroneo & Sergio Pastorello, 2017, "European spreads at the interest rate lower bound," Discussion Papers, Department of Economics, University of York, number 17/10, Sep.
• Denis Dolinar Davor Zorièiæ Antonija Kožul, 2017, "Towards the Estimation of an Efficient Benchmark Portfolio: The Case of Croatian Emerging Market," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 20, issue SCI, pages 13-23, April.
• Schmitt, Noemi & Westerhoff, Frank, 2017, "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 119.
• Faria, Gonçalo & Verona, Fabio, 2017, "Forecasting the equity risk premium with frequency-decomposed predictors," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2017.
• Schlepper, Kathi & Riordan, Ryan & Hofer, Heiko & Schrimpf, Andreas, 2017, "Scarcity effects of QE: A transaction-level analysis in the Bund market," Discussion Papers, Deutsche Bundesbank, number 06/2017.
• Lux, Thomas, 2017, "Estimation of agent-based models using sequential Monte Carlo methods," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2017-07.
• Korn, Olaf & Kuntz, Laura-Chloé, 2015, "Low-beta investment strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-17.
• Korn, Olaf & Kuntz, Laura-Chloé, 2017, "Low-beta strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-17 [rev.], revised 2017.
• Grammig, Joachim & Küchlin, Eva-Maria, 2017, "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 17-01.
• Felix, Luiz & Kräussl, Roman & Stork, Philip, 2017, "Implied volatility sentiment: A tale of two tails," CFS Working Paper Series, Center for Financial Studies (CFS), number 565.
• Felix, Luiz & Kräussl, Roman & Stork, Philip, 2017, "Single stock call options as lottery tickets," CFS Working Paper Series, Center for Financial Studies (CFS), number 566.
• Grammig, Joachim & Küchlin, Eva-Maria, 2017, "A two-step indirect inference approach to estimate the long-run risk asset pricing model," CFS Working Paper Series, Center for Financial Studies (CFS), number 572.
• Bannier, Christina & Pauls, Thomas & Walter, Andreas, 2017, "CEO-speeches and stock returns," CFS Working Paper Series, Center for Financial Studies (CFS), number 583.
• Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2017, "The agency of CoCo: Why do banks issue contingent convertible bonds?," CFS Working Paper Series, Center for Financial Studies (CFS), number 586.
• Koulovatianos, Christos & Li, Jian & Weber, Fabienne, 2017, "Market fragility and the paradox of the recent stock-bond dissonance," CFS Working Paper Series, Center for Financial Studies (CFS), number 589.
• Dumitru, Ana-Maria & Holden, Tom, 2017, "A Hawkes model of the transmission of European sovereign default risk," EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics, number 168431.
• Xiao, Tim, 2017, "The Valuation of Interest Rate Swap with Bilateral Counterparty Risk," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 203135.
• Breitling, Dustin, 2017, "Ontology of Finance Redux," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 306865.
• Tennert, Julius & Lambert, Marie & Burghof, Hans-Peter, 2017, "Moral hazard in VC finance: More expensive than you thought," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 02-2017.
• Jopp, Tobias A., 2017, "How does the public perceive alliances? The Central and Allied Powers in World War I," IBF Paper Series, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main, number 12-17.
• Han, Liyan & Xu, Yang & Yin, Libo, 2017, "Does investor attention matter? The attention-return relation in gold futures market," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-37.
• Schasfoort, Joeri & Stockermans, Christopher, 2017, "Fundamentals unknown: Momentum, mean-reversion and price-to-earnings trading in an artificial stock market," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-63.
• Esteve García, Vicente & Navarro Ibáñez, Manuel & Prats Albentosa, María Asuncíon, 2017, "The present value model of U.S. stock prices revisited: Long-run evidence with structural breaks, 1871-2012," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-93.
• Boeing-Reicher, Claire A. & Boysen-Hogrefe, Jens, 2017, "Estimating the effects of the "flight to quality", with an application to German bond yields and interest payments," Kiel Working Papers, Kiel Institute for the World Economy, number 2086.
• Xiong, Qizhou, 2018, "The liquidity premium of safe assets: The role of government debt supply," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2017, revised 2018.
• Colonnello, Stefano & Curatola, Giuliano & Gioffré, Alessandro, 2017, "Pricing sin stocks: Ethical preference vs. risk aversion," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 20/2017.
• Eichfelder, Sebastian & Lau, Mona & Noth, Felix, 2017, "Financial transaction taxes: Announcement effects, short-run effects, and long-run effects," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 4/2017.
• Eichler, Stefan, 2017, "Politische Determinanten staatlicher Ausfallrisiken," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 23, issue 2, pages 29-32.
• Demary, Markus, 2017, "IW Financial Expert Survey: 2. Quartal 2017," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 12/2017.
• Demary, Markus, 2017, "IW Financial Expert Survey: 3. Quartal 2017," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 22/2017.
• Demary, Markus, 2017, "IW Financial Expert Survey: 4. Quartal 2017," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 31/2017.
• Hanna, Alan J. & Turner, John D. & Walker, Clive B., 2017, "News media and investor sentiment over the long run," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 2017-06.
• Curatola, Giuliano & Donadelli, Michael & Grüning, Patrick, 2017, "Technology trade with asymmetric tax regimes and heterogeneous labor markets: Implications for macro quantities and asset prices," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 163, revised 2017, DOI: 10.2139/ssrn.2896712.
• Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017, "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 166, DOI: 10.2139/ssrn.2914218.
• Donadelli, Michael & Grüning, Patrick, 2017, "Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 171, DOI: 10.2139/ssrn.2955089.
• Kamga, Merlin Kuate & Wilde, Christian, 2017, "Liquidity premia in CDS markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 173, DOI: 10.2139/ssrn.3005276.
• Curatola, Giuliano & Dergunov, Ilya, 2017, "International capital markets with time-varying preferences," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 176, DOI: 10.2139/ssrn.3013062.
• Donadelli, Michael & Jüppner, Marcus & Riedel, Max & Schlag, Christian, 2017, "Temperature shocks and welfare costs," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 177, DOI: 10.2139/ssrn.3013537.
• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti & Uno, Jun & Yuferova, Darya, 2017, "Coming early to the party," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 182, DOI: 10.2139/ssrn.3038699.
• Driessen, Joost & Nijman, Theo E. & Simon, Zorka, 2017, "The missing piece of the puzzle: Liquidity premiums in inflation-indexed markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 183, DOI: 10.2139/ssrn.3042506.
• Grüning, Patrick, 2017, "Heterogeneity in the Internationalization of R&D: Implications for anomalies in finance and macroeconomics," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 185, DOI: 10.2139/ssrn.3055684.
• Branger, Nicole & Rodrigues, Paulo & Schlag, Christian, 2017, "Level and slope of volatility smiles in Long-Run Risk Models," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 186, DOI: 10.2139/ssrn.3064658.
• Donadelli, Michael & Grüning, Patrick & Jüppner, Marcus & Kizys, Renatas, 2017, "Global temperature, R&D expenditure, and growth," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 188, DOI: 10.2139/ssrn.3075229.
• Eichler, Stefan & Rövekamp, Ingmar, 2017, "Eurozone exit risk," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 07/17.
• Voelzke, Jan & Gößling, Fabian & Diesteldorf, Jeanne & Weigt, Till, 2017, "Investors' favourite - A different look at valuing individual labour income," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168065.
• Bannier, Christina E. & Pauls, Thomas & Walter, Andreas, 2017, "CEO-speeches and stock returns," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168192.
• Holzmann, Carolin & Scholz, Hendrik & Kreidl, Felix & Büttner, Thiess, 2017, "Stock Market Behavior on Ex-Dividend Dates: The Case of Cum-Ex Transactions in Germany," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168242.
• Aldrich, Eric M. & Friedman, Daniel, 2017, "Order protection through delayed messaging," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics, WZB Berlin Social Science Center, number SP II 2017-502.
• Florian Madison, 2017, "Frictional asset reallocation under adverse selection," ECON - Working Papers, Department of Economics - University of Zurich, number 261, Sep, revised Jan 2018.