Research classified by Journal of Economic Literature (JEL) codes

2017

• Ed Westerhout & Ona Ciocyte, 2017, "The role of inflation-linked bonds," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 344, Mar.
• Frederico Belo & Jun Li & Xiaoji Lin & Xiaofei Zhao, 2017, "Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 10, pages 3669-3709.
• Nan Chen & Paul Glasserman & Behzad Nouri & Markus Pelger, 2017, "Contingent Capital, Tail Risk, and Debt-Induced Collapse," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 11, pages 3921-3969.
• Francisco Barillas & Kristoffer P. Nimark, 2017, "Speculation and the Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 11, pages 4003-4037.
• Jack Bao & Kewei Hou, 2017, "De Facto Seniority, Credit Risk, and Corporate Bond Prices," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 11, pages 4038-4080.
• Tom Y. Chang & Samuel M. Hartzmark & David H. Solomon & Eugene F. Soltes, 2017, "Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 281-323.
• Martin Oehmke & Adam Zawadowski, 2017, "The Anatomy of the CDS Market," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 80-119.
• Lukas Menkhoff & Lucio Sarno & Maik Schmeling & Andreas Schrimpf, 2017, "Currency Value," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 416-441.
• Anisha Ghosh & Christian Julliard & Alex P. Taylor, 2017, "What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 442-504.
• Pierre Collin-Dufresne & Michael Johannes & Lars A. Lochstoer, 2017, "Asset Pricing When ‘This Time Is Different’," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 505-535.
• Michael Katz & Hanno Lustig & Lars Nielsen, 2017, "Are Stocks Real Assets? Sticky Discount Rates in Stock Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 539-587.
• Ian Dew-Becker, 2017, "How Risky Is Consumption in the Long-Run? Benchmark Estimates from a Robust Estimator," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 2, pages 631-666.
• Bernard Dumas & Karen K. Lewis & Emilio Osambela, 2017, "Differences of Opinion and International Equity Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 750-800.
• Eric K. Kelley & Paul C. Tetlock, 2017, "Retail Short Selling and Stock Prices," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 801-834.
• Harrison Hong & David Sraer & Jialin Yu, 2017, "Inflation Bets on the Long Bond," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 900-947.
• Albert J. Menkveld & Marius A. Zoican, 2017, "Need for Speed? Exchange Latency and Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1188-1228.
• Dion Bongaerts & Frank de Jong & Joost Driessen, 2017, "An Asset Pricing Approach to Liquidity Effects in Corporate Bond Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1229-1269.
• Robert F. Stambaugh & Yu Yuan, 2017, "Mispricing Factors," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1270-1315.
• Francisco Barillas & Jay Shanken, 2017, "Which Alpha?," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1316-1338.
• Nathaniel Light & Denys Maslov & Oleg Rytchkov, 2017, "Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1339-1381.
• Xuemin (Sterling) Yan & Lingling Zheng, 2017, "Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1382-1423.
• Sebastien Pouget & Julien Sauvagnat & Stephane Villeneuve, 2017, "A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 2066-2109.
• Toni Ahnert & Ali Kakhbod, 2017, "Information Choice and Amplification of Financial Crises," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 2130-2178.
• Matthias Fleckenstein & Francis A. Longstaff & Hanno Lustig, 2017, "Deflation Risk," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2719-2760.
• Dongho Song, 2017, "Bond Market Exposures to Macroeconomic and Monetary Policy Risks," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2761-2817.
• Stefanos Delikouras, 2017, "Where’s the Kink? Disappointment Events in Consumption Growth and Equilibrium Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 8, pages 2851-2889.
• Azi Ben-Rephael & Zhi Da & Ryan D. Israelsen, 2017, "It Depends on Where You Search: Institutional Investor Attention and Underreaction to News," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 9, pages 3009-3047.
• Burton Hollifield & Artem Neklyudov & Chester Spatt, 2017, "Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 9, pages 3048-3085.
• Munteanu Bogdan, 2017, "Speaking of Securitization of Financial Assets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 611-615, June.
• Abderrazak Dhaoui & Nesrine Bensalah, 2017, "Asset valuation impact of investor sentiment: A revised Fama–French five-factor model," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 1, pages 16-28, January, DOI: 10.1057/s41260-016-0027-2.
• P. Evans & David G. McMillan & Fiona J. McMillan, 2017, "Time-varying correlations and interrelations: Firm-level-based sector evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 3, pages 209-221, May, DOI: 10.1057/s41260-016-0034-3.
• Dorsaf Ben Aissia, 2017, "The mispricing of equity risk: behavioral and corporate leverage factors," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 421-432, October, DOI: 10.1057/s41260-017-0041-z.
• Markus Natter & Martin Rohleder & Dominik Schulte & Marco Wilkens, 2017, "Bond mutual funds and complex investments," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 433-456, October, DOI: 10.1057/s41260-017-0046-7.
• Lorne N. Switzer & Jun Wang & Seungho Lee, 2017, "Extreme risk and small investor behavior in developed markets," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 457-475, October, DOI: 10.1057/s41260-017-0047-6.
• Francesco Chincoli & Massimo Guidolin, 2017, "Linear and nonlinear predictability in investment style factors: multivariate evidence," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 476-509, October, DOI: 10.1057/s41260-017-0048-5.
• Mark Schaub, 2017, "A note on the early effects of the US Presidential vote on Mexican ADR values," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 511-515, December, DOI: 10.1057/s41260-017-0043-x.
• Marat Molyboga & Seungho Baek & John F. O. Bilson, 2017, "Assessing hedge fund performance with institutional constraints: evidence from CTA funds," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 547-565, December, DOI: 10.1057/s41260-017-0053-8.
• Dietrich Domanski & Hyun Song Shin & Vladyslav Sushko, 2017, "The Hunt for Duration: Not Waving but Drowning?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 65, issue 1, pages 113-153, April, DOI: 10.1057/s41308-016-0026-9.
• Luc Renneboog & Peter G. Szilagyi & Cara Vansteenkiste, 2017, "Creditor rights, claims enforcement, and bond performance in mergers and acquisitions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 48, issue 2, pages 174-194, February, DOI: 10.1057/s41267-016-0031-2.
• Alejandra Olivares Rios & Gabriel Rodriguez & Miguel Ataurima Arellano, 2017, "Estimation of the Sovereign Yield Curve of Peru: The Role of Macroeconomic and Latent Factors," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2017-435.
• Hulya Deniz Karakoyun, & Nurtac Yildirim, 2017, "Demand-side factors of housing price increases in Turkey: Blanchard-Quah SVAR model," Business and Economic Horizons (BEH), Prague Development Center, volume 13, issue 3, pages 312-332, July, DOI: 10.15208/beh.2017.23.
• Nicodemus Simu,, 2017, "Determinants of Indonesian corporate bond yield," Business and Economic Horizons (BEH), Prague Development Center, volume 13, issue 5, pages 619-629, December, DOI: 10.15208/beh.2017.42.
• Robert Barro & Jesus Fernandez-Villaverde & Oren Levintal & Andrew Mollerus, 2017, "Safe Assets," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 17-008, May, revised 10 May 2017.
• Agata Gniadkowska-Szymanska, 2017, "The Multifactorial Pastor-Stambaugh Model: Explaining The Impact Of Liquidity On The Rate Of Return Based On The Example Of The Warsaw Stock Exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 2, pages 211-228, June, DOI: 10.24136/eq.v12i2.11.
• Adam Marszk, 2017, "Development of innovative financial products in Europe: Case of exchange-traded products in Germany," Working Papers, Institute of Economic Research, number 153/2017, May, revised May 2017.
• Tomas Meluzin & Marek Zinecker & doubravsky@fbm.vutbr.cz & Mirko Dohnal, 2017, "Effects of Rumours on IPO Success: A Qualitative Approach," Working Papers, Institute of Economic Research, number 79/2017, May, revised May 2017.
• Darlington Osaremwinda Ogbeide & Osazee Frank Ogieva, 2017, "Modelling Share Price Behaviour in Nigeria," Annals of the University of Petrosani, Economics, University of Petrosani, Romania, volume 17, issue 1, pages 169-186.
• Rehman, Fatima & Kamal, Yasir & Amin, Saif Ul, 2017, "The Relationship Between Idiosyncratic, Stock Market Volatility and Excess Stock Returns," Public Finance Quarterly, Corvinus University of Budapest, volume 62, issue 3, pages 311-325.
• Ewa Karwowski, 2017, "Corporate financialisation in South Africa: From investment strike to housing bubble," Working Papers, Post Keynesian Economics Society (PKES), number PKWP1708, Jul.
• Gonçalo Faria & Fabio Verona, 2017, "Forecasting stock market returns by summing the frequency-decomposed parts," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1702, Nov.
• José Couto & Paula Brito & António Cerqueira, 2017, "The Method of Market Multiples on the Valuation of Companies: A Multivariate Approach," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 586, Jan.
• S, Suresh Kumar & V, Joseph James & S R, Shehnaz, 2017, "The Dual Index Model That Astutely Augurs Stock Prices Using Sectoral Indices – An Empirical Evaluation of Securities That Are Not Constituents of India's Premier Stock Exchange Index Namely BSE-Sensex," MPRA Paper, University Library of Munich, Germany, number 109030, Jul, revised 16 Sep 2017.
• S, Suresh Kumar & V, Joseph James & S R, Shehnaz, 2017, "The dual index model - Empirical proof of an astute model that augurs stock prices across assorted sectors," MPRA Paper, University Library of Munich, Germany, number 109031, Jan, revised Feb 2017.
• Leung, Charles Ka Yui & Tse, Chung-Yi, 2017, "Flipping in the Housing Market," MPRA Paper, University Library of Munich, Germany, number 76443.
• Swamy, Vighneswara, 2017, "Wealth Effects and Macroeconomic Dynamics – Evidence from Indian Economy," MPRA Paper, University Library of Munich, Germany, number 76836, Feb.
• Janda, Karel & Kaszas, Micha, 2017, "Indirect Firm Valuation and Earnings Stability," MPRA Paper, University Library of Munich, Germany, number 77234, Mar.
• Colasante, Annarita & Alfarano, Simone & Camacho Cuena, Eva & Gallegati, Mauro, 2017, "Long-run expectations in a Learning-to-Forecast-Experiment: a simulation approach," MPRA Paper, University Library of Munich, Germany, number 77618.
• Pham, Ngoc-Sang, 2017, "Assets with possibly negative dividends," MPRA Paper, University Library of Munich, Germany, number 78193, Apr.
• Lakdawala, Aeimit & Wu, Shu, 2017, "Federal Reserve Credibility and the Term Structure of Interest Rates," MPRA Paper, University Library of Munich, Germany, number 78253, Jan.
• Senarathne, Chamil W & Jayasinghe, Prabhath, 2017, "Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: An Expectation-based View of Risk," MPRA Paper, University Library of Munich, Germany, number 78771, Mar, revised 04 Apr 2017.
• Cheema, Muhammad A. & Nartea, Gilbert V & Man, Yimei, 2017, "Cross-Sectional and Time-Series Momentum Returns and Market States," MPRA Paper, University Library of Munich, Germany, number 78989, May.
• Cantillo, Miguel, 2017, "A Reconsideration of the Equity Premium Puzzle," MPRA Paper, University Library of Munich, Germany, number 79357, May.
• Anginer, Deniz & Yildizhan, Celim & Han, Xue Snow, 2017, "Do Individual Investors Ignore Transaction Costs?," MPRA Paper, University Library of Munich, Germany, number 79358, May.
• OUATTARA, Aboudou, 2017, "Impact de la publication des notes financières sur les cours et les volume de transaction des sociétés cotées à la BRVM : Une analyse à partir des études d'évenement
  [Impact of Rating released on stock's prices and trading volume of companies list," MPRA Paper, University Library of Munich, Germany, number 79837, Feb.
• Parker, Edgar, 2017, "The Entropic Linkage between Equity and Bond Market Dynamics," MPRA Paper, University Library of Munich, Germany, number 80036, Jun.
• Lindblad, Annika, 2017, "Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility," MPRA Paper, University Library of Munich, Germany, number 80266, Jul.
• Širůček, Martin, 2017, "Využití Indikátorů P/E A P/Bv Při Sestavení Akciového Portfolia
  [Using Of P/E And P/Bv Indicators By Building A Stock Portfolio]," MPRA Paper, University Library of Munich, Germany, number 80527, Feb.
• Chong, Terence Tai Leung & Tsui, Chun & Chan, Wing Hong, 2017, "Factor Pricing in Commodity Futures and the Role of Liquidity," MPRA Paper, University Library of Munich, Germany, number 80555, Feb.
• Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2017, "Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence," MPRA Paper, University Library of Munich, Germany, number 80658, Aug.
• Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2017, "The Time-Varying Risk Price of Currency Carry Trades," MPRA Paper, University Library of Munich, Germany, number 80788, Aug.
• Byrne, Joseph P & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2017, "Carry Trades and Commodity Risk Factors," MPRA Paper, University Library of Munich, Germany, number 80789, Aug.
• BENDOB, Ali & Benahmed-Daho, Rachida, 2017, "Pourrions-nous utiliser l'Euribor comme taux de rendement sans risque dans la région Arabe ?
  [Could we use the Euribor as risk-free rate return in Arabic region?]," MPRA Paper, University Library of Munich, Germany, number 81405, Mar, revised Jun 2017.
• Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017, "Identifying Bubbles in Latin American Equity Markets: Phillips-Perron-based Tests and Linkages," MPRA Paper, University Library of Munich, Germany, number 81453, Sep.
• Barnett, William & Liu, Jinan, 2017, "User Cost of Credit Card Services under Risk with Intertemporal Nonseparability," MPRA Paper, University Library of Munich, Germany, number 81461, Sep.
• Magni, Carlo Alberto & Veronese, Piero & Graziani, Rebecca, 2017, "Chisini means and rational decision making: Equivalence of investment criteria," MPRA Paper, University Library of Munich, Germany, number 81532, Sep.
• Pönkä, Harri, 2017, "Sentiment and sign predictability of stock returns," MPRA Paper, University Library of Munich, Germany, number 81861, Oct.
• Caspi, Itamar & Graham, Meital, 2017, "Testing for Bubbles in Stock Markets with Irregular Dividend Distribution," MPRA Paper, University Library of Munich, Germany, number 82261, Apr, revised 29 Oct 2017.
• Tchamyou, Vanessa & Asongu, Simplice, 2017, "Conditional Market Timing in the Mutual Fund Industry," MPRA Paper, University Library of Munich, Germany, number 82633, Jan.
• Withanage, Yeshan & Jayasinghe, Prabhath, 2017, "Volatility Spillovers between South Asian Stock Markets: Evidence from Sri Lanka, India and Pakistan," MPRA Paper, University Library of Munich, Germany, number 82782, Aug, revised Nov 2017.
• Clark, Ephraim & Qiao, Zhuo & Wong, Wing-Keung, 2017, "Theories of Risk: Testing Investor Behaviour on the Taiwan Stock and Stock Index Futures Markets," MPRA Paper, University Library of Munich, Germany, number 82888, Nov.
• Xing, Victor, 2017, "Non-bank Financial Institutions at the Ground Zero of Next Crisis," MPRA Paper, University Library of Munich, Germany, number 83077, Nov.
• Abdullahi, Shafiu Ibrahim, 2017, "Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 83455, Oct, revised Nov 2017.
• Fan, Minyou & Li, Youwei & Liu, Jiadong, 2017, "Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches," MPRA Paper, University Library of Munich, Germany, number 83510, Dec.
• Tan, Zekuang, 2017, "RBC LiONS™ S&P 500 Buffered Protection Securities (USD) Series 4 Analysis Option Pricing Analysis, Issuing Company Risk-hedging Analysis, and Recommended Investment Strategy," MPRA Paper, University Library of Munich, Germany, number 83669, Dec.
• LEGOUGUI, Fateh & CHIKHI, Mohamed, 2017, "استخدام نماذج Arch لنمذجة تقلبات أسعار الأسهم في سوق المال السعودي - دراسة حالة شركة اتحاد اتصالات السعودية –
  [Modelling Saudi Stock Market Volatility Using ARCH Models –Case Study : Etihad Etisalat Saudi Arabia –]," MPRA Paper, University Library of Munich, Germany, number 84263, Mar, revised Oct 2017.
• MESTRE, Roman & Terraza, Michel, 2017, "Analyse Temps-fréquence du MEDAF –Application au CAC 40 –
  [Time-Frequency Analysis of CAPM- Application to the CAC 40-]," MPRA Paper, University Library of Munich, Germany, number 86272, Oct.
• MESTRE, Roman & TERRAZA, Michel, 2017, "Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-
  [Time-Frequency varying Beta Estimation -A continuous wavelets approach-]," MPRA Paper, University Library of Munich, Germany, number 86335, Dec.
• Xiao, Tim, 2017, "A New Model for Pricing Collateralized Financial Derivatives," MPRA Paper, University Library of Munich, Germany, number 87088, Jul.
• Ekong, Christopher N. & Onye, Kenneth U., 2017, "Application of Garch Models to Estimate and Predict Financial Volatility of Daily Stock Returns in Nigeria," MPRA Paper, University Library of Munich, Germany, number 88309.
• Arouri, Mohamed El Hedi & M’saddek, Oussama & Nguyen, Duc Khuong & Pukthuanthong, Kuntara, 2017, "Cojumps and Asset Allocation in International Equity Markets," MPRA Paper, University Library of Munich, Germany, number 89938, Jan, revised May 2018.
• Anginer, Deniz & Han, Xue Snow & Yildizhan, Celim, 2017, "Do Individual Investors Ignore Transaction Costs?," MPRA Paper, University Library of Munich, Germany, number 89941, May.
• Asuamah Yeboah, Samuel, 2017, "Are interest rates unit root in Ghana? An Empirical Assessment," MPRA Paper, University Library of Munich, Germany, number 99420, Sep.
• Aviral Kumar Tiwari & Juncal Cunado & Rangan Gupta & Mark E. Wohar, 2017, "Are Stock Returns an Inflation Hedge for the UK? Evidence from a Wavelet Analysis Using Over Three Centuries of Data," Working Papers, University of Pretoria, Department of Economics, number 201735, May.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "The Role of Time-Varying Rare Disaster Risks in Predicting Bond Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201770, Oct.
• Lanouar Charfeddine & Karim Ben Khediri & Goodness C. Aye & Rangan Gupta, 2017, "Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data," Working Papers, University of Pretoria, Department of Economics, number 201771, Oct.
• Andrey Kudryavtsev, 2017, "The Effect of Preceding Sequences on Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2017, issue 4, pages 83-96, DOI: 10.18267/j.efaj.202.
• Laura Wallenius & Elena Fedorova & Sheraz Ahmed & Mikael Collan, 2017, "Surprise Effect of Euro Area Macroeconomic Announcements on CIVETS Stock Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 1, pages 55-71, DOI: 10.18267/j.pep.594.
• Bohumil Stádník & Václav Žďárek, 2017, "Volatility Strangeness of Bonds - How to Define and What Does it Bring?," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 5, pages 602-629, DOI: 10.18267/j.pep.636.
• Narcisa Kadlčáková & Luboš Komárek, 2017, "Foreign Exchange Market Contagion in Central Europe from the Viewpoint of Extreme Value Theory," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 6, pages 690-721, DOI: 10.18267/j.pep.634.
• Mihaela GADOIU & Mariana BANUTA, 2017, "The Influence Of The Net Profit Over The Investment Decision Making," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 16, issue 2, pages 66-74.
• John Hartwick, 2017, "Daily Share Price-changes For Eleven D-j Companies Over Five Three-month Periods And Short-term Pro?t-seeking," Working Paper, Economics Department, Queen's University, number 1395, Dec.
• Fabrice Collard & Sujoy Mukerji & Kevin Sheppard & Jean-Marc Tallon, 2017, "Ambiguity and the historical equity premium," Working Papers, Queen Mary University of London, School of Economics and Finance, number 835, Sep.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017, "Bubbles for Fama," Working Paper, Harvard University OpenScholar, number 504391, Feb.
• Bielagk, Jana & Horst, Ulrich & Moreno-Bromberg, Santiago, 2017, "Trading under Market Impact," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 39, Jul.
• Pierlauro Lopez, 2017, "Online Appendix to "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market"," Online Appendices, Review of Economic Dynamics, number 16-134.
• Burkhard Heer & Alfred Maussner & Bernd Suessmuth, 2017, "Code and data files for "Cyclical Asset Returns in the Consumption and Investment Goods Sector"," Computer Codes, Review of Economic Dynamics, number 14-26, revised .
• Pierlauro Lopez, 2017, "Code and data files for "A New Keynesian Q Theory and the Link Between Inflation and the Stock Market"," Computer Codes, Review of Economic Dynamics, number 16-134, revised .
• Leo Kaas & Wei Cui, 2017, "Default Cycles," 2017 Meeting Papers, Society for Economic Dynamics, number 1288.
• Sudipto Karmakar & Francisco Buera, 2017, "Real Effects of Financial Distress: The Role of Heterogeneity," 2017 Meeting Papers, Society for Economic Dynamics, number 1356.
• Christian Wagner & Ian Martin, 2017, "What Is the Expected Return on a Stock?," 2017 Meeting Papers, Society for Economic Dynamics, number 146.
• Peter Van Tassel, 2017, "Global Variance Term Premia and Intermediary Risk Appetite," 2017 Meeting Papers, Society for Economic Dynamics, number 149.
• Stavros Panageas & Nicolae Garleanu, 2017, "Finance in a Time of Disruptive Growth," 2017 Meeting Papers, Society for Economic Dynamics, number 1570.
• Tzuo Hann Law & Dongho Song & Amir Yaron, 2017, "Fearing the Fed: How Wall Street Reads Main Street," 2017 Meeting Papers, Society for Economic Dynamics, number 1632.
• Yichuan Wang & Thomas Eisenbach & Martin Schmalz & Marianne Andries, 2017, "The Term Structure of the Price of Variance Risk," 2017 Meeting Papers, Society for Economic Dynamics, number 1641.
• Pengfei Wang & Jianjun Miao & Feng Dong, 2017, "Asset Bubbles and Monetary Policy," 2017 Meeting Papers, Society for Economic Dynamics, number 205.
• Eric Zwick & Charles Nathanson & Anthony DeFusco, 2017, "Speculative Dynamics of Prices and Volume," 2017 Meeting Papers, Society for Economic Dynamics, number 239.
• Michael Weber & Andreas Neuhierl, 2017, "Monetary Policy and the Stock Market: Time Series Evidence," 2017 Meeting Papers, Society for Economic Dynamics, number 304.
• Idan Hodor & Andrea Buffa, 2017, "Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices," 2017 Meeting Papers, Society for Economic Dynamics, number 374.
• Fernando Duarte & Tobias Adrian, 2017, "Financial Vulnerability and Monetary Policy," 2017 Meeting Papers, Society for Economic Dynamics, number 391.
• Stefano Giglio & Ian Dew-Becker & David Berger, 2017, "Uncertainty Shocks as Second-Moment News Shocks," 2017 Meeting Papers, Society for Economic Dynamics, number 403.
• Roberto Marfè, 2017, "Labor Rigidity and the Dynamics of the Value Premium," 2017 Meeting Papers, Society for Economic Dynamics, number 466.
• Stijn Van Nieuwerburgh & Jack Favilukis, 2017, "Out-of-town Home Buyers and City Welfare," 2017 Meeting Papers, Society for Economic Dynamics, number 486.
• Francesco Bianchi, 2017, "Monetary Policy and Asset Valuation," 2017 Meeting Papers, Society for Economic Dynamics, number 500.
• Andre Silva & Bernardino Adao, 2017, "The Effect of Firm Cash Holdings on Monetary Policy," 2017 Meeting Papers, Society for Economic Dynamics, number 528.
• Colin Caines, 2017, "Can Learning Explain Boom-Bust Cycles in Asset Prices? An Application to the US Housing Boom," 2017 Meeting Papers, Society for Economic Dynamics, number 695.
• Michael Grill & Karl Schmedders & Felix Kubler & Johannes Brumm, 2017, "Re-use of Collateral: Leverage, Volatility, and Welfare," 2017 Meeting Papers, Society for Economic Dynamics, number 697.
• Guillermo Ordonez & Gaetano Gaballo, 2017, "The Two Faces of Information," 2017 Meeting Papers, Society for Economic Dynamics, number 811.
• Andreas Schrimpf & Semyon Malamud, 2017, "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers, Society for Economic Dynamics, number 812.
• Baojing Sun, 2017, "Financial Weather Derivatives for Corn Production in Northeastern China: Modelling the underlying Weather Index," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2017-05, Sep.
• Turhan Korkmaz & Emrah İsmail Çevik & Nüket Kırcı Çevik, 2017, "The Relationship between Investor Attention and Stock Markets: An Application on ISE-100 Index," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 2, pages 203-215.
• Cengiz Toraman & Merve Tuncay, 2017, "Effect of the Political Risk on Capital Asset Valuation in Financial Markets: The Case of Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 3, pages 413-432.
• Muhammet Burak Kılıç & İsmail Çelik & Murat Kaya, 2017, "Modeling of Volatility in the Stock Markets Returns: Classic and Bayesian GARCH Approaches for ISE -100," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 4, pages 715-726.
• Dong-Jin Pyo, 2017, "Can Big Data Help Predict Financial Market Dynamics?: Evidence from the Korean Stock Market," East Asian Economic Review, Korea Institute for International Economic Policy, volume 21, issue 2, pages 147-165, DOI: 10.11644/KIEP.EAER.2017.21.2.327.
• John Weirstrass MUTEBA MWAMBA & Lamukanyani MANTSHIMULI, 2017, "On the Protection of Investment Capital During Financial Crisis in the South African Equity Market: A Risk-Based Asset Allocation Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 70, issue 2, pages 165-192.
• Bang Nam Jeon & Dazhi Zheng & Lei Zhu, 2017, "Exchange Rate Exposure : International Evidence from Daily Firm-Level Data," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 1, pages 112-159.
• Jamal Bouoiyour & Refk Selmi & Syed Jawad Hussain Shahzad & Muhammad Shahbaz, 2017, "Response of Stock Returns to Oil Price Shocks: Evidence from Oil Importing and Exporting Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 32, issue 4, pages 913-936.
• Maria del Mar Miralles-Quiros & Jose Luis Miralles-Quiros & Célia Oliveira, 2017, "The Role of Liquidity in Asset Pricing: The Special Case of the Portuguese Stock Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 22, issue 43, pages 191-206.
• Júlio Lobão & Luís Pacheco & Carlos Pereira, 2017, "The Use of the Recognition Heuristic as an Investment Strategy in European Stockmarkets," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 22, issue 43, pages 207-223.
• Jason Thomas, 2017, "John Bull Can't Stand 2 Percent: QE's Depressing Implications for Investment," Journal of Financial Transformation, Capco Institute, volume 45, pages 107-118.
• Ewa Karwowski, 2017, "Corporate financialisation in South Africa: From investment strike to housing bubble," Economics Discussion Papers, School of Economics, Kingston University London, number 2017-7, Dec.
• Jaber Bahrami & Mosayeb Pahlavani & Reza Roshan & Saeed Rasekhi, 2017, "The Impact of Exchange Rate Changes on Asset Returns in the Framework of a Consumption Based Capital Asset Pricing Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 4, issue 1, pages 59-86.
• 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.