Research classified by Journal of Economic Literature (JEL) codes

2017

• Assefa, Tibebe A. & Esqueda, Omar A. & Mollick, André Varella, 2017, "Stock returns and interest rates around the World: A panel data approach," Journal of Economics and Business, Elsevier, volume 89, issue C, pages 20-35, DOI: 10.1016/j.jeconbus.2016.10.001.
• Ou-Yang, Hui & Wu, Weili, 2017, "Net trade and market efficiency in Grossman and Stiglitz (1980)," Journal of Economic Theory, Elsevier, volume 167, issue C, pages 75-85, DOI: 10.1016/j.jet.2016.10.006.
• Herrenbrueck, Lucas & Geromichalos, Athanasios, 2017, "A tractable model of indirect asset liquidity," Journal of Economic Theory, Elsevier, volume 168, issue C, pages 252-260, DOI: 10.1016/j.jet.2016.12.009.
• Bhamra, Harjoat S. & Shim, Kyung Hwan, 2017, "Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns," Journal of Economic Theory, Elsevier, volume 168, issue C, pages 400-431, DOI: 10.1016/j.jet.2016.11.005.
• Nezafat, Mahdi & Schroder, Mark & Wang, Qinghai, 2017, "Short-sale constraints, information acquisition, and asset prices," Journal of Economic Theory, Elsevier, volume 172, issue C, pages 273-312, DOI: 10.1016/j.jet.2017.09.007.
• Manela, Asaf & Moreira, Alan, 2017, "News implied volatility and disaster concerns," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 137-162, DOI: 10.1016/j.jfineco.2016.01.032.
• Dew-Becker, Ian & Giglio, Stefano & Le, Anh & Rodriguez, Marius, 2017, "The price of variance risk," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 225-250, DOI: 10.1016/j.jfineco.2016.04.003.
• Wang, Huijun & Yan, Jinghua & Yu, Jianfeng, 2017, "Reference-dependent preferences and the risk–return trade-off," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 395-414, DOI: 10.1016/j.jfineco.2016.09.010.
• Dutta, Sunil & Nezlobin, Alexander, 2017, "Information disclosure, firm growth, and the cost of capital," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 415-431, DOI: 10.1016/j.jfineco.2016.04.001.
• Andrei, Daniel & Cujean, Julien, 2017, "Information percolation, momentum and reversal," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 617-645, DOI: 10.1016/j.jfineco.2016.05.012.
• Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno, 2017, "Well-connected short-sellers pay lower loan fees: A market-wide analysis," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 646-670, DOI: 10.1016/j.jfineco.2016.12.011.
• van Binsbergen, Jules H. & Koijen, Ralph S.J., 2017, "The term structure of returns: Facts and theory," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 1-21, DOI: 10.1016/j.jfineco.2017.01.009.
• Han, Bing & Subrahmanyam, Avanidhar & Zhou, Yi, 2017, "The term structure of credit spreads, firm fundamentals, and expected stock returns," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 147-171, DOI: 10.1016/j.jfineco.2017.01.002.
• Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan, 2017, "High frequency trading and the 2008 short-sale ban," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 22-42, DOI: 10.1016/j.jfineco.2017.01.008.
• Jiang, George J. & Zhu, Kevin X., 2017, "Information Shocks and Short-Term Market Underreaction," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 43-64, DOI: 10.1016/j.jfineco.2016.06.006.
• Di Maggio, Marco & Kermani, Amir & Song, Zhaogang, 2017, "The value of trading relations in turbulent times," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 266-284, DOI: 10.1016/j.jfineco.2017.01.003.
• Lee, Charles M.C. & So, Eric C., 2017, "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 331-348, DOI: 10.1016/j.jfineco.2017.01.007.
• Londono, Juan M. & Zhou, Hao, 2017, "Variance risk premiums and the forward premium puzzle," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 415-440, DOI: 10.1016/j.jfineco.2017.02.002.
• Brogaard, Jonathan & Li, Dan & Xia, Ying, 2017, "Stock liquidity and default risk," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 486-502, DOI: 10.1016/j.jfineco.2017.03.003.
• Menkveld, Albert J. & Yueshen, Bart Zhou & Zhu, Haoxiang, 2017, "Shades of darkness: A pecking order of trading venues," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 503-534, DOI: 10.1016/j.jfineco.2017.03.004.
• Bruche, Max & Segura, Anatoli, 2017, "Debt maturity and the liquidity of secondary debt markets," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 599-613, DOI: 10.1016/j.jfineco.2017.04.002.
• Goliński, Adam & Spencer, Peter, 2017, "The advantages of using excess returns to model the term structure," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 163-181, DOI: 10.1016/j.jfineco.2017.05.001.
• Eraker, Bjørn & Wu, Yue, 2017, "Explaining the negative returns to volatility claims: An equilibrium approach," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 72-98, DOI: 10.1016/j.jfineco.2017.04.007.
• Blanco, Iván & Wehrheim, David, 2017, "The bright side of financial derivatives: Options trading and firm innovation," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 99-119, DOI: 10.1016/j.jfineco.2017.04.004.
• Liu, Laura Xiaolei & Shu, Haibing & Wei, K.C. John, 2017, "The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 286-310, DOI: 10.1016/j.jfineco.2017.05.011.
• Dittmar, Robert F. & Lundblad, Christian T., 2017, "Firm characteristics, consumption risk, and firm-level risk exposures," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 326-343, DOI: 10.1016/j.jfineco.2017.05.002.
• Dinc, Serdar & Erel, Isil & Liao, Rose, 2017, "Fire sale discount: Evidence from the sale of minority equity stakes," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 475-490, DOI: 10.1016/j.jfineco.2017.06.009.
• Dannhauser, Caitlin D., 2017, "The impact of innovation: Evidence from corporate bond exchange-traded funds (ETFs)," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 537-560, DOI: 10.1016/j.jfineco.2017.06.002.
• Baruch, Shmuel & Panayides, Marios & Venkataraman, Kumar, 2017, "Informed trading and price discovery before corporate events," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 561-588, DOI: 10.1016/j.jfineco.2017.05.008.
• Avdis, Efstathios & Wachter, Jessica A., 2017, "Maximum likelihood estimation of the equity premium," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 589-609, DOI: 10.1016/j.jfineco.2017.06.003.
• He, Zhiguo & Kelly, Bryan & Manela, Asaf, 2017, "Intermediary asset pricing: New evidence from many asset classes," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 1-35, DOI: 10.1016/j.jfineco.2017.08.002.
• Glaeser, Edward L. & Nathanson, Charles G., 2017, "An extrapolative model of house price dynamics," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 147-170, DOI: 10.1016/j.jfineco.2017.06.012.
• Garlappi, Lorenzo & Song, Zhongzhi, 2017, "Capital utilization, market power, and the pricing of investment shocks," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 447-470, DOI: 10.1016/j.jfineco.2016.11.006.
• Bali, Turan G. & Brown, Stephen J. & Tang, Yi, 2017, "Is economic uncertainty priced in the cross-section of stock returns?," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 471-489, DOI: 10.1016/j.jfineco.2017.09.005.
• Zhao, Guihai, 2017, "Confidence, bond risks, and equity returns," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 668-688, DOI: 10.1016/j.jfineco.2017.09.007.
• Anginer, Deniz & Cerutti, Eugenio & Martínez Pería, María Soledad, 2017, "Foreign bank subsidiaries' default risk during the global crisis: What factors help insulate affiliates from their parents?," Journal of Financial Intermediation, Elsevier, volume 29, issue C, pages 19-31, DOI: 10.1016/j.jfi.2016.05.004.
• Ben-Rephael, Azi, 2017, "Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 30-44, DOI: 10.1016/j.jfi.2017.05.002.
• Gao, George P. & Moulton, Pamela C. & Ng, David T., 2017, "Institutional ownership and return predictability across economically unrelated stocks," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 45-63, DOI: 10.1016/j.jfi.2016.07.004.
• Tan, Youchao & Zeng, Cheng Colin & Elshandidy, Tamer, 2017, "Risk disclosures, international orientation, and share price informativeness: Evidence from China," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 29, issue C, pages 81-102, DOI: 10.1016/j.intaccaudtax.2017.08.002.
• Chen, Jian & Jiang, Fuwei & Liu, Yangshu & Tu, Jun, 2017, "International volatility risk and Chinese stock return predictability," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 183-203, DOI: 10.1016/j.jimonfin.2016.08.007.
• Feld, Lars P. & Kalb, Alexander & Moessinger, Marc-Daniel & Osterloh, Steffen, 2017, "Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 319-343, DOI: 10.1016/j.jimonfin.2016.09.002.
• Kang, Wensheng & Perez de Gracia, Fernando & Ratti, Ronald A., 2017, "Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations," Journal of International Money and Finance, Elsevier, volume 70, issue C, pages 344-359, DOI: 10.1016/j.jimonfin.2016.10.003.
• Ellington, Michael & Florackis, Chris & Milas, Costas, 2017, "Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR," Journal of International Money and Finance, Elsevier, volume 72, issue C, pages 93-117, DOI: 10.1016/j.jimonfin.2016.12.002.
• Boysen-Hogrefe, Jens, 2017, "Risk assessment on euro area government bond markets – The role of governance," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 104-117, DOI: 10.1016/j.jimonfin.2017.01.005.
• Ames, Matthew & Bagnarosa, Guillaume & Peters, Gareth W., 2017, "Violations of uncovered interest rate parity and international exchange rate dependences," Journal of International Money and Finance, Elsevier, volume 73, issue PA, pages 162-187, DOI: 10.1016/j.jimonfin.2017.01.002.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2017, "Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis," Journal of International Money and Finance, Elsevier, volume 73, issue PB, pages 371-385, DOI: 10.1016/j.jimonfin.2017.03.006.
• Lambertides, Neophytos & Savva, Christos S. & Tsouknidis, Dimitris A., 2017, "The effects of oil price shocks on U.S. stock order flow imbalances and stock returns," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 137-146, DOI: 10.1016/j.jimonfin.2017.03.008.
• Hoffmann, Mathias & Studer-Suter, Rahel, 2017, "Systematic consumption risk in currency returns," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 187-208, DOI: 10.1016/j.jimonfin.2017.01.001.
• Fukuda, Shin-ichi & Tanaka, Mariko, 2017, "Monetary policy and covered interest parity in the post GFC period: Evidence from the Australian dollar and the NZ dollar," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 301-317, DOI: 10.1016/j.jimonfin.2017.02.022.
• Bernhard, Severin & Ebner, Till, 2017, "Cross-border spillover effects of unconventional monetary policies on Swiss asset prices," Journal of International Money and Finance, Elsevier, volume 75, issue C, pages 109-127, DOI: 10.1016/j.jimonfin.2017.04.001.
• Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2017, "Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme," Journal of International Money and Finance, Elsevier, volume 75, issue C, pages 14-31, DOI: 10.1016/j.jimonfin.2017.04.003.
• Picault, Matthieu & Renault, Thomas, 2017, "Words are not all created equal: A new measure of ECB communication," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 136-156, DOI: 10.1016/j.jimonfin.2017.09.005.
• Harris, Richard D.F. & Shen, Jian, 2017, "The intrinsic value of gold: An exchange rate-free price index," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 203-217, DOI: 10.1016/j.jimonfin.2017.09.007.
• Beck, Roland & Ferrucci, Gianluigi & Hantzsche, Arno & Rau-Göhring, Matthias, 2017, "Determinants of sub-sovereign bond yield spreads – The role of fiscal fundamentals and federal bailout expectations," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 72-98, DOI: 10.1016/j.jimonfin.2017.08.003.
• Suzuki, Kazuyuki & Chida, Ryokichi, 2017, "Contribution of R&D capital to differences in Tobin's q among Japanese manufacturing firms: Evidence from an investment-based asset pricing model," Journal of the Japanese and International Economies, Elsevier, volume 43, issue C, pages 38-58, DOI: 10.1016/j.jjie.2016.12.001.
• Nemoto, Hiroyuki, 2017, "Credit availability and asset price: Empirical analysis of the Japanese bubbles in 1980s," Journal of the Japanese and International Economies, Elsevier, volume 44, issue C, pages 90-98, DOI: 10.1016/j.jjie.2017.04.001.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2017, "The term structure of credit spreads and business cycle in Japan," Journal of the Japanese and International Economies, Elsevier, volume 45, issue C, pages 27-36, DOI: 10.1016/j.jjie.2017.06.001.
• Ahmed, Ammad & Ali, Searat, 2017, "Boardroom gender diversity and stock liquidity: Evidence from Australia," Journal of Contemporary Accounting and Economics, Elsevier, volume 13, issue 2, pages 148-165, DOI: 10.1016/j.jcae.2017.06.001.
• Valcarcel, Victor J. & Vivian, Andrew J. & Wohar, Mark E., 2017, "Predictability and underreaction in industry-level returns: Evidence from commodity markets," Journal of Commodity Markets, Elsevier, volume 6, issue C, pages 1-15, DOI: 10.1016/j.jcomm.2017.02.003.
• Yan, Lei & Garcia, Philip, 2017, "Portfolio investment: Are commodities useful?," Journal of Commodity Markets, Elsevier, volume 8, issue C, pages 43-55, DOI: 10.1016/j.jcomm.2017.10.002.
• Birz, Gene, 2017, "Stale economic news, media and the stock market," Journal of Economic Psychology, Elsevier, volume 61, issue C, pages 87-102, DOI: 10.1016/j.joep.2017.03.002.
• Gil-Alana, Luis A. & Cunado, Juncal & Gupta, Rangan, 2017, "Evidence of persistence in U.S. short and long-term interest rates," Journal of Policy Modeling, Elsevier, volume 39, issue 5, pages 775-789, DOI: 10.1016/j.jpolmod.2017.04.005.
• Su, Chi-Wei & Wang, Kai-Hua & Chang, Hsu-Ling & Dumitrescu–Peculea, Adelina, 2017, "Do iron ore price bubbles occur?," Resources Policy, Elsevier, volume 53, issue C, pages 340-346, DOI: 10.1016/j.resourpol.2017.08.003.
• Ready, Robert & Roussanov, Nikolai & Ward, Colin, 2017, "After the tide: Commodity currencies and global trade," Journal of Monetary Economics, Elsevier, volume 85, issue C, pages 69-86, DOI: 10.1016/j.jmoneco.2016.11.005.
• Shen, Junyan & Yu, Jianfeng & Zhao, Shen, 2017, "Investor sentiment and economic forces," Journal of Monetary Economics, Elsevier, volume 86, issue C, pages 1-21, DOI: 10.1016/j.jmoneco.2017.01.001.
• Koijen, Ralph S.J. & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2017, "The cross-section and time series of stock and bond returns," Journal of Monetary Economics, Elsevier, volume 88, issue C, pages 50-69, DOI: 10.1016/j.jmoneco.2017.05.006.
• Adrian, Tobias & Boyarchenko, Nina & Shachar, Or, 2017, "Dealer balance sheets and bond liquidity provision," Journal of Monetary Economics, Elsevier, volume 89, issue C, pages 92-109, DOI: 10.1016/j.jmoneco.2017.03.011.
• Shachmurove, Yochanan & Vulanovic, Milos, 2017, "U.S. SPACs with a focus on China," Journal of Multinational Financial Management, Elsevier, volume 39, issue C, pages 1-18, DOI: 10.1016/j.mulfin.2016.12.001.
• Cai, Kelly, 2017, "The cost of debt for Yankee and domestic bonds," Journal of Multinational Financial Management, Elsevier, volume 40, issue C, pages 1-13, DOI: 10.1016/j.mulfin.2017.05.005.
• Devaney, Steven & Xiao, Qin, 2017, "Cyclical co-movements of private real estate, public real estate and equity markets: A cross-continental spectrum," Journal of Multinational Financial Management, Elsevier, volume 42, issue , pages 132-151, DOI: 10.1016/j.mulfin.2017.10.002.
• Park, Heungju & Ju, Lan & Liang, Tianyu & Tu, Zhiyong, 2017, "Horizon analysis of art investments: Evidence from the Chinese market," Pacific-Basin Finance Journal, Elsevier, volume 41, issue C, pages 17-25, DOI: 10.1016/j.pacfin.2016.11.001.
• Lin, Chaonan & Ko, Kuan-Cheng & Lin, Lin & Yang, Nien-Tzu, 2017, "Price limits and the value premium in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 41, issue C, pages 26-45, DOI: 10.1016/j.pacfin.2016.12.001.
• Naifar, Nader & Mroua, Mourad & Bahloul, Slah, 2017, "Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence," Pacific-Basin Finance Journal, Elsevier, volume 41, issue C, pages 65-74, DOI: 10.1016/j.pacfin.2016.12.004.
• Wu, Chen-Hui & Lin, Chan-Jane, 2017, "The impact of media coverage on investor trading behavior and stock returns," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 151-172, DOI: 10.1016/j.pacfin.2017.04.001.
• Jain, Pawan & Xue, Wenjun, 2017, "Global investigation of return autocorrelation and its determinants," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 200-217, DOI: 10.1016/j.pacfin.2017.04.007.
• Guo, Bin & Zhang, Wei & Zhang, Yongjie & Zhang, Han, 2017, "The five-factor asset pricing model tests for the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 84-106, DOI: 10.1016/j.pacfin.2017.02.001.
• Liu, Zhenya & Wang, Shixuan, 2017, "Decoding Chinese stock market returns: Three-state hidden semi-Markov model," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 127-149, DOI: 10.1016/j.pacfin.2017.06.007.
• Goh, Jihoon & Jeon, Byoung-Hyun, 2017, "Post-earnings-announcement-drift and 52-week high: Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 150-159, DOI: 10.1016/j.pacfin.2017.06.008.
• Li, Wei & Rhee, Ghon & Wang, Steven Shuye, 2017, "Differences in herding: Individual vs. institutional investors," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 174-185, DOI: 10.1016/j.pacfin.2016.11.005.
• Maslyuk-Escobedo, Svetlana & Rotaru, Kristian & Dokumentov, Alexander, 2017, "News sentiment and jumps in energy spot and futures markets," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 186-210, DOI: 10.1016/j.pacfin.2016.07.001.
• Frino, Alex & Prodromou, Tina & Wang, George H.K. & Westerholm, P. Joakim & Zheng, Hui, 2017, "An empirical analysis of algorithmic trading around earnings announcements," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 34-51, DOI: 10.1016/j.pacfin.2016.05.008.
• Cheema, Muhammad A. & Nartea, Gilbert V., 2017, "Momentum, idiosyncratic volatility and market dynamics: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PA, pages 109-123, DOI: 10.1016/j.pacfin.2017.09.001.
• Jang, Jeewon, 2017, "Stock return anomalies and individual investors in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PA, pages 141-157, DOI: 10.1016/j.pacfin.2017.09.002.
• Li, Xiao-Ming, 2017, "New evidence on economic policy uncertainty and equity premium," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PA, pages 41-56, DOI: 10.1016/j.pacfin.2017.08.005.
• Kim, Young Jun & Lee, Joonil & Lee, Su Jeong & Sunwoo, Hee-Yeon, 2017, "Do mutual funds exploit the accrual anomaly?: Korean evidence," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 227-242, DOI: 10.1016/j.pacfin.2017.09.008.
• Adachi, Yuta & Masuda, Motoki & Takeda, Fumiko, 2017, "Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 243-257, DOI: 10.1016/j.pacfin.2017.09.009.
• Wang, Peipei & Wen, Yuanji & Singh, Harminder, 2017, "The high-volume return premium: Does it exist in the Chinese stock market?," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 323-336, DOI: 10.1016/j.pacfin.2017.10.003.
• Huang, Chun-Kai & North, Delia & Zewotir, Temesgen, 2017, "Exchangeability, extreme returns and Value-at-Risk forecasts," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 477, issue C, pages 204-216, DOI: 10.1016/j.physa.2017.02.080.
• Hail, Luzi & Sikes, Stephanie & Wang, Clare, 2017, "Cross-country evidence on the relation between capital gains taxes, risk, and expected returns," Journal of Public Economics, Elsevier, volume 151, issue C, pages 56-73, DOI: 10.1016/j.jpubeco.2015.12.001.
• Güler, Mustafa Haluk & Keleş, Gürsu & Polat, Tandoğan, 2017, "An empirical decomposition of the liquidity premium in breakeven inflation rates," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 185-192, DOI: 10.1016/j.qref.2016.04.002.
• Noman, Abdullah & Naka, Atsuyuki & Zirek, Duygu, 2017, "Examining return predictability of industry style portfolios with prior return relative to a benchmark," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 193-203, DOI: 10.1016/j.qref.2016.04.010.
• McCown, James Ross & Shaw, Ron, 2017, "Investment potential and risk hedging characteristics of platinum group metals," The Quarterly Review of Economics and Finance, Elsevier, volume 63, issue C, pages 328-337, DOI: 10.1016/j.qref.2016.06.001.
• Naka, Atsuyuki & Noman, Abdullah, 2017, "Diversification of risk exposure through country mutual funds under alternative investment opportunities," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 215-227, DOI: 10.1016/j.qref.2016.06.009.
• Ngo, Thanh, 2017, "Exchange rate exposure of REITs," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 249-258, DOI: 10.1016/j.qref.2016.09.002.
• Juneja, Januj, 2017, "Invariance, observational equivalence, and identification: Some implications for the empirical performance of affine term structure models," The Quarterly Review of Economics and Finance, Elsevier, volume 64, issue C, pages 292-305, DOI: 10.1016/j.qref.2016.08.003.
• Wang, Zijun & Khan, M. Moosa, 2017, "Market states and the risk-return tradeoff," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 314-327, DOI: 10.1016/j.qref.2016.10.001.
• Krause, Marko & Lahmann, Alexander, 2017, "Valuation effects of taxes on debt cancellation," The Quarterly Review of Economics and Finance, Elsevier, volume 65, issue C, pages 346-354, DOI: 10.1016/j.qref.2016.11.005.
• Teplova, Tamara & Mikova, Evgeniya & Nazarov, Nikolai, 2017, "Stop losses momentum strategy: From profit maximization to risk control under White’s Bootstrap Reality Check," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 240-258, DOI: 10.1016/j.qref.2017.03.003.
• Liu, Xiaochun, 2017, "Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 275-293, DOI: 10.1016/j.qref.2017.03.006.
• Curatola, Giuliano, 2017, "Optimal portfolio choice with loss aversion over consumption," The Quarterly Review of Economics and Finance, Elsevier, volume 66, issue C, pages 345-358, DOI: 10.1016/j.qref.2017.04.003.
• Barro, Robert J. & Ursúa, José F., 2017, "Stock-market crashes and depressions," Research in Economics, Elsevier, volume 71, issue 3, pages 384-398, DOI: 10.1016/j.rie.2017.04.001.
• Wickens, Michael, 2017, "A DSGE model of banks and financial intermediation with default risk," Research in Economics, Elsevier, volume 71, issue 3, pages 636-642, DOI: 10.1016/j.rie.2017.05.004.
• Wu, Hui & Ma, Chaoqun & Yue, Shengjie, 2017, "Momentum in strategic asset allocation," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 115-127, DOI: 10.1016/j.iref.2016.10.009.
• Chiu, Junmao & Tsai, Kunchi, 2017, "Government interventions and equity liquidity in the sub-prime crisis period: Evidence from the ETF market," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 128-142, DOI: 10.1016/j.iref.2016.10.013.
• Allen, David E. & McAleer, Michael & Powell, Robert J. & Singh, Abhay K., 2017, "Volatility Spillovers from Australia's major trading partners across the GFC," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 159-175, DOI: 10.1016/j.iref.2016.10.007.
• Tao, Qizhi & Chen, Carl & Lu, Rui & Zhang, Ting, 2017, "Underfunding or distress? An analysis of corporate pension underfunding and the cross-section of expected stock returns," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 116-133, DOI: 10.1016/j.iref.2016.11.009.
• Kim, Myeong Hyeon & Sun, Lingxia, 2017, "Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 309-325, DOI: 10.1016/j.iref.2016.12.014.
• Chen, Shyh-Wei & Xie, Zixiong, 2017, "Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 339-354, DOI: 10.1016/j.iref.2016.12.001.
• Bouri, Elie & Chen, Qian & Lien, Donald & Lv, Xin, 2017, "Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 34-48, DOI: 10.1016/j.iref.2016.11.004.
• Lai, Ya-Wen, 2017, "Macroeconomic factors and index option returns," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 452-477, DOI: 10.1016/j.iref.2016.11.002.
• Kim, Kwanho, 2017, "Liquidity basis between credit default swaps and corporate bonds markets," International Review of Economics & Finance, Elsevier, volume 48, issue C, pages 98-115, DOI: 10.1016/j.iref.2016.11.013.
• Yu, Philip L.H. & Lu, Renjie, 2017, "Cointegrated market-neutral strategy for basket trading," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 112-124, DOI: 10.1016/j.iref.2017.01.007.
• Shimizu, Makoto, 2017, "Effect of net foreign assets on persistency of time-varying risk premium: Evidence from the Dollar-Yen exchange rate," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 255-265, DOI: 10.1016/j.iref.2017.01.022.
• Miyakoshi, Tatsuyoshi & Shimada, Junji & Li, Kui-Wai, 2017, "The dynamic effects of quantitative easing on stock price: Evidence from Asian emerging markets, 2001–2016," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 548-567, DOI: 10.1016/j.iref.2017.03.002.
• Liu, Bo & Liu, Yang & Peng, Juan & Yang, Jinqiang, 2017, "Optimal capital structure and credit spread under incomplete information," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 596-611, DOI: 10.1016/j.iref.2017.03.020.
• Ali, Searat & Liu, Benjamin & Su, Jen Je, 2017, "Corporate governance and stock liquidity dimensions: Panel evidence from pure order-driven Australian market," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 275-304, DOI: 10.1016/j.iref.2017.03.005.
• Kim, Daehwan & Iwasawa, Seiichiro, 2017, "Hot money and cross-section of stock returns during the global financial crisis," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 8-22, DOI: 10.1016/j.iref.2017.03.022.
• Cheema, Muhammad A. & Nartea, Gilbert V., 2017, "Momentum returns, market states, and market dynamics: Is China different?," International Review of Economics & Finance, Elsevier, volume 50, issue C, pages 85-97, DOI: 10.1016/j.iref.2017.04.003.
• Jin, Xiaoye, 2017, "Time-varying return-volatility relation in international stock markets," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 157-173, DOI: 10.1016/j.iref.2017.05.015.
• Cao, N. & Galvani, V. & Gubellini, S., 2017, "Firm-specific stock and bond predictability: New evidence from Canada," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 174-192, DOI: 10.1016/j.iref.2017.05.007.
• Tsukuda, Yoshihiko & Shimada, Junji & Miyakoshi, Tatsuyoshi, 2017, "Bond market integration in East Asia: Multivariate GARCH with dynamic conditional correlations approach," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 193-213, DOI: 10.1016/j.iref.2017.05.013.
• Dima, Bogdan & Dima, Ştefana Maria, 2017, "Mutual information and persistence in the stochastic volatility of market returns: An emergent market example," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 36-59, DOI: 10.1016/j.iref.2017.05.008.
• Hu, May & Chao, Chi-Chur & Malone, Chris & Young, Martin, 2017, "Real determinants of stock split announcements," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 574-598, DOI: 10.1016/j.iref.2017.07.027.
• Buncic, Daniel & Tischhauser, Martin, 2017, "Macroeconomic factors and equity premium predictability," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 621-644, DOI: 10.1016/j.iref.2017.07.006.
• Aman, Hiroyuki & Moriyasu, Hiroshi, 2017, "Volatility and public information flows: Evidence from disclosure and media coverage in the Japanese stock market," International Review of Economics & Finance, Elsevier, volume 51, issue C, pages 660-676, DOI: 10.1016/j.iref.2017.07.029.
• Gao, Shenghao & Cao, Feng & Liu, Xiangqiang, 2017, "Seeing is not necessarily the truth: Do institutional investors' corporate site visits reduce hosting firms' stock price crash risk?," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 165-187, DOI: 10.1016/j.iref.2017.09.013.
• Chen, Shyh-Wei & Xie, Zixiong, 2017, "Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity: New international evidence," International Review of Economics & Finance, Elsevier, volume 52, issue C, pages 188-209, DOI: 10.1016/j.iref.2017.09.008.
• Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017, "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, volume 34, issue C, pages 61-73, DOI: 10.1016/j.rfe.2017.06.003.
• Nam, Kiseok & Khaksari, Shahriar & Kang, Moonsoo, 2017, "Trend in aggregate idiosyncratic volatility," Review of Financial Economics, Elsevier, volume 35, issue C, pages 11-28, DOI: 10.1016/j.rfe.2016.11.001.
• Pati, Pratap Chandra & Rajib, Prabina & Barai, Parama, 2017, "A behavioural explanation to the asymmetric volatility phenomenon: Evidence from market volatility index," Review of Financial Economics, Elsevier, volume 35, issue C, pages 66-81, DOI: 10.1016/j.rfe.2017.07.004.
• Vortelinos, Dimitrios I. & Koulakiotis, Athanasios & Tsagkanos, Athanasios, 2017, "Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 150-168, DOI: 10.1016/j.ribaf.2016.07.002.
• Trabelsi Mnif, Afef, 2017, "Political uncertainty and behavior of Tunisian stock market cycles: Structural unobserved components time series models," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 206-214, DOI: 10.1016/j.ribaf.2016.07.029.
• Dinh, Minh Thi Hong, 2017, "The returns, risk and liquidity relationship in high frequency trading: Evidence from the Oslo stock market," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 30-40, DOI: 10.1016/j.ribaf.2016.07.013.
• Cheong, Calvin W.H. & Sinnakkannu, Jothee & Ramasamy, Sockalingam, 2017, "On the predictability of carry trade returns: The case of the Chinese Yuan," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 358-376, DOI: 10.1016/j.ribaf.2016.09.007.
• Moussa, Faten & Delhoumi, Ezzeddine & Ouda, Olfa Ben, 2017, "Stock return and volatility reactions to information demand and supply," Research in International Business and Finance, Elsevier, volume 39, issue PA, pages 54-67, DOI: 10.1016/j.ribaf.2016.07.016.
• Lim, Kian-Ping & Thian, Tze-Chung & Hooy, Chee-Wooi, 2017, "Investor heterogeneity, trading account types and competing liquidity channels for Malaysian stocks," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 220-234, DOI: 10.1016/j.ribaf.2017.04.019.
• Zaremba, Adam & Schabek, Tomasz, 2017, "Seasonality in government bond returns and factor premia," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 292-302, DOI: 10.1016/j.ribaf.2017.04.036.
• Azad, A.S.M. Sohel & Chazi, Abdelaziz & Cooper, Peter & Ahsan, Amirul, 2017, "What determines the Japanese corporate credit spread? A new evidence," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 354-361, DOI: 10.1016/j.ribaf.2017.04.029.
• Moussa, Faten & BenOuda, Olfa & Delhoumi, Ezzeddine, 2017, "The use of open source internet to analysis and predict stock market trading volume," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 399-411, DOI: 10.1016/j.ribaf.2017.04.048.
• Smimou, K., 2017, "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 461-479, DOI: 10.1016/j.ribaf.2017.04.030.
• Bajo-Rubio, Oscar & Berke, Burcu & McMillan, David, 2017, "The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises," Research in International Business and Finance, Elsevier, volume 41, issue C, pages 577-589, DOI: 10.1016/j.ribaf.2017.04.003.
• Sharma, Shahil, 2017, "Oil price shocks and American depositary receipt stock returns," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1040-1056, DOI: 10.1016/j.ribaf.2017.07.040.
• Wu, Weiou & Lau, Marco Chi Keung & Vigne, Samuel A., 2017, "Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1137-1149, DOI: 10.1016/j.ribaf.2017.07.050.
• Charteris, Ailie & Musadziruma, Arnold, 2017, "Feedback trading in stock index futures: Evidence from South Africa," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1289-1297, DOI: 10.1016/j.ribaf.2017.07.065.
• Tchamyou, Vanessa S. & Asongu, Simplice A., 2017, "Conditional market timing in the mutual fund industry," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1355-1366, DOI: 10.1016/j.ribaf.2017.07.072.
• Kalak, Izidin El & Azevedo, Alcino & Hudson, Robert & Karim, Mohamad Abd, 2017, "Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1383-1393, DOI: 10.1016/j.ribaf.2017.07.077.
• Gao, Jun & O’Sullivan, Niall & Sherman, Meadhbh, 2017, "Performance persistence in Chinese securities investment funds," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1467-1477, DOI: 10.1016/j.ribaf.2017.07.085.
• Ayadi, Mohamed A. & Lazrak, Skander & Welch, Robert, 2017, "Determinants of bankruptcy regime choice for Canadian public firms," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 161-172, DOI: 10.1016/j.ribaf.2017.04.043.
• Lai, Ya-Wen & Windawati, Atif, 2017, "Risk, return, and liquidity during Ramadan: Evidence from Indonesian and Malaysian stock markets," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 233-241, DOI: 10.1016/j.ribaf.2017.04.054.
• Boukhatem, Jamel & Sekouhi, Hayfa, 2017, "What does the bond yield curve tell us about Tunisian economic activity?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 295-303, DOI: 10.1016/j.ribaf.2017.07.053.
• Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar, 2017, "Dynamic herding analysis in a frontier market," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 496-508, DOI: 10.1016/j.ribaf.2017.01.006.
• Trabelsi, Nader & Naifar, Nader, 2017, "Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 727-744, DOI: 10.1016/j.ribaf.2017.07.013.
• Maria Caporale, Guglielmo & Zakirova, Valentina, 2017, "Calendar anomalies in the Russian stock market," Russian Journal of Economics, Elsevier, volume 3, issue 1, pages 101-108, DOI: 10.1016/j.ruje.2017.02.007.
• Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2017, "Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/02, Apr.
• Valerio Filoso & Carlo Panico & Erasmo Papagni & Francesco Purificato & Marta Vázquez Suarez, 2017, "Causes and timing of the European debt crisis: An econometric evaluation," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/03, Jan.
• Yasushi Asako & Yukihiko Funaki & Kozo Ueda & Nobuyuki Uto, 2017, "Symmetric Information Bubbles: Experimental Evidence," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-05, Jan.
• Wensheng Kang & Ronald A. Ratti & Joaquin L. Vespignani, 2017, "Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and Non-US Oil Production," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-07, Jan.
• Domenico Lombardi & Pierre L. Siklos & Samantha St. Amand, 2017, "Government Bond Yields at the Effective Lower Bound: International Evidence," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-32, Apr.
• Leo Krippner, 2017, "A Comment on Wu and Xia (2016) from a Macroeconomic Perspective," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-41, Jun.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-75, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-76, Nov.
• Kremens, Lukas & Martin, Ian, 2017, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118945, Nov.
• Gromb, Denis & Vayanos, Dimitri, 2017, "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118954, Aug.
• Chabakauri, Georgy & Han, Brandon, 2017, "Collateral constraints and asset prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118955, Jan.
• Eyster, Erik & Rabin, Matthew & Vayanos, Dimitri, 2017, "Financial markets where traders neglect the informational content of prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118956, Aug.
• Kremens, Lukas & Martin, Ian, 2017, "The quanto theory of exchange rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118961, Aug.
• Kardaras, Constantinos & Robertson, Scott, 2017, "Continuous-time perpetuities and time reversal of diffusions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 67495, Jan.
• Anthropelos, Michail & Kardaras, Constantinos, 2017, "Equilibrium in risk-sharing games," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 69767, Jul.
• Moffitt, Steven D. & Ziemba, William T., 2017, "Does it pay to buy the pot in the Canadian 6/49 Lotto: implications for lottery design," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70755, Feb.
• Cascino, Stefano, 2017, "Stock-bond return co-movement and accounting information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 72244, Jul.
• Correia, Maria & Kang, Johnny & Richardson, Scott, 2018, "Asset volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84405, Mar.
• Lleo, Sebastien & Ziemba, William, 2017, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85131, Aug.
• Cui, Wei & Kaas, Leo, 2017, "Default cycles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86159, May.
• Searat Ali, 2017, "Women in the boardroom and their impact on default risk: a pitch," Accounting Research Journal, Emerald Group Publishing Limited, volume 30, issue 2, pages 137-146, July, DOI: 10.1108/ARJ-07-2016-0092.
• Worawuth Kongsilp & Cesario Mateus, 2017, "Volatility risk and stock return predictability on global financial crises," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 1, pages 33-66, February, DOI: 10.1108/CFRI-04-2016-0021.
• Muhammad Zubair Tauni & Zia-ur-Rehman Rao & Hongxing Fang & Sultan Sikandar Mirza & Zulfiqar Ali Memon & Khalil Jebran, 2017, "Do investor’s Big Five personality traits influence the association between information acquisition and stock trading behavior?," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 4, pages 450-477, September, DOI: 10.1108/CFRI-06-2016-0059.
• Raymond Kan & Guofu Zhou, 2017, "Modeling non-normality using multivariatet: implications for asset pricing," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 1, pages 2-32, February, DOI: 10.1108/CFRI-10-2016-0114.
• Rui Li & Jiahui Li & Jinjian Yuan, 2017, "Short-sale prohibitions, firm characteristics and stock returns: evidence from Chinese market," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 4, pages 407-428, September, DOI: 10.1108/CFRI-11-2016-0122.
• Yung-Ho Chang & Chia-Ching Jong & Sin-Chong Wang, 2017, "Size, trading volume, and the profitability of technical trading," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 4, pages 475-494, August, DOI: 10.1108/IJMF-09-2016-0179.
• Serkan Yuksel, 2017, "The causality between returns of interest-based banks and Islamic banks: the case of Turkey," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 10, issue 4, pages 519-535, October, DOI: 10.1108/IMEFM-12-2013-0133.
• Sanjay Sehgal & Sonal Babbar, 2017, "Evaluating alternative performance benchmarks for Indian mutual fund industry," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 14, issue 2, pages 222-250, May, DOI: 10.1108/JAMR-04-2016-0028.
• Júlio Lobão & Luís Pacheco & Carlos Pereira, 2017, "The use of the recognition heuristic as an investment strategy in European stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 22, issue 43, pages 207-223, November, DOI: 10.1108/JEFAS-01-2017-0013.
• María del Mar Miralles-Quirós & José Luis Miralles-Quirós & Celia Oliveira, 2017, "The role of liquidity in asset pricing: the special case of the Portuguese Stock Market," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 22, issue 43, pages 191-206, November, DOI: 10.1108/JEFAS-12-2016-0001.
• Youssef El-Khatib & Abdulnasser Hatemi-J, 2017, "Option valuation and hedging in markets with a crunch," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 5, pages 801-815, October, DOI: 10.1108/JES-04-2016-0083.