Research classified by Journal of Economic Literature (JEL) codes

2017

• Kinnunen, Jyri, 2017, "Dynamic cross-autocorrelation in stock returns," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 162-173, DOI: 10.1016/j.jempfin.2016.08.005.
• Barinov, Alexander, 2017, "Institutional ownership and aggregate volatility risk," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 20-38, DOI: 10.1016/j.jempfin.2016.11.003.
• Huszár, Zsuzsa R. & Tan, Ruth S.K. & Zhang, Weina, 2017, "Do short sellers exploit industry information?," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 118-139, DOI: 10.1016/j.jempfin.2016.10.001.
• Khimich, Natalya, 2017, "A comparison of alternative cash flow and discount rate news proxies," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 31-52, DOI: 10.1016/j.jempfin.2016.12.002.
• Blackburn, Douglas W. & Cakici, Nusret, 2017, "Overreaction and the cross-section of returns: International evidence," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 1-14, DOI: 10.1016/j.jempfin.2017.02.001.
• Kang, Byoung Uk & In, Francis & Kim, Tong Suk, 2017, "Timescale betas and the cross section of equity returns: Framework, application, and implications for interpreting the Fama–French factors," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 15-39, DOI: 10.1016/j.jempfin.2017.01.004.
• Han, Xing & Li, Youwei, 2017, "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 212-239, DOI: 10.1016/j.jempfin.2017.04.001.
• Desai, Chintal Ajitbhai, 2017, "The cross-section of consumer lending risk," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 256-282, DOI: 10.1016/j.jempfin.2017.04.004.
• Lawrenz, Jochen & Zorn, Josef, 2017, "Predicting international stock returns with conditional price-to-fundamental ratios," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 159-184, DOI: 10.1016/j.jempfin.2017.06.003.
• Blitz, David & Vidojevic, Milan, 2017, "The profitability of low-volatility," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 33-42, DOI: 10.1016/j.jempfin.2017.05.001.
• Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J., 2017, "Systematic cojumps, market component portfolios and scheduled macroeconomic announcements," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 43-58, DOI: 10.1016/j.jempfin.2017.05.003.
• Rinne, Kalle & Suominen, Matti, 2017, "How some bankers made a million by trading just two securities?," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 304-315, DOI: 10.1016/j.jempfin.2016.12.001.
• Xyngis, Georgios, 2017, "Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 43-65, DOI: 10.1016/j.jempfin.2017.06.001.
• Kayalar, Derya Ezgi & Küçüközmen, C. Coşkun & Selcuk-Kestel, A. Sevtap, 2017, "The impact of crude oil prices on financial market indicators: copula approach," Energy Economics, Elsevier, volume 61, issue C, pages 162-173, DOI: 10.1016/j.eneco.2016.11.016.
• Joo, Young C. & Park, Sung Y., 2017, "Oil prices and stock markets: Does the effect of uncertainty change over time?," Energy Economics, Elsevier, volume 61, issue C, pages 42-51, DOI: 10.1016/j.eneco.2016.10.017.
• Zhang, Dayong, 2017, "Oil shocks and stock markets revisited: Measuring connectedness from a global perspective," Energy Economics, Elsevier, volume 62, issue C, pages 323-333, DOI: 10.1016/j.eneco.2017.01.009.
• Kakeu, Johnson & Nguimkeu, Pierre, 2017, "Habit formation and exhaustible resource risk-pricing," Energy Economics, Elsevier, volume 64, issue C, pages 1-12, DOI: 10.1016/j.eneco.2017.03.013.
• Kakeu, Johnson & Bouaddi, Mohammed, 2017, "Empirical evidence of news about future prospects in the risk-pricing of oil assets," Energy Economics, Elsevier, volume 64, issue C, pages 458-468, DOI: 10.1016/j.eneco.2015.10.018.
• Omar, Ayman M.A. & Wisniewski, Tomasz Piotr & Nolte, Sandra, 2017, "Diversifying away the risk of war and cross-border political crisis," Energy Economics, Elsevier, volume 64, issue C, pages 494-510, DOI: 10.1016/j.eneco.2016.02.015.
• Kiesel, Rüdiger & Paraschiv, Florentina, 2017, "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, volume 64, issue C, pages 77-90, DOI: 10.1016/j.eneco.2017.03.002.
• Gupta, Kartick, 2017, "Do economic and societal factors influence the financial performance of alternative energy firms?," Energy Economics, Elsevier, volume 65, issue C, pages 172-182, DOI: 10.1016/j.eneco.2017.05.004.
• Campos, I. & Cortazar, G. & Reyes, T., 2017, "Modeling and predicting oil VIX: Internet search volume versus traditional mariables," Energy Economics, Elsevier, volume 66, issue C, pages 194-204, DOI: 10.1016/j.eneco.2017.06.009.
• Andriosopoulos, Kostas & Galariotis, Emilios & Spyrou, Spyros, 2017, "Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisis," Energy Economics, Elsevier, volume 66, issue C, pages 217-227, DOI: 10.1016/j.eneco.2017.06.023.
• Diaz-Rainey, Ivan & Roberts, Helen & Lont, David H., 2017, "Crude inventory accounting and speculation in the physical oil market," Energy Economics, Elsevier, volume 66, issue C, pages 508-522, DOI: 10.1016/j.eneco.2017.03.029.
• Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L., 2017, "Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production," Energy Economics, Elsevier, volume 66, issue C, pages 536-546, DOI: 10.1016/j.eneco.2017.01.027.
• Afkhami, Mohamad & Cormack, Lindsey & Ghoddusi, Hamed, 2017, "Google search keywords that best predict energy price volatility," Energy Economics, Elsevier, volume 67, issue C, pages 17-27, DOI: 10.1016/j.eneco.2017.07.014.
• Chang, Kai & Pei, Ping & Zhang, Chao & Wu, Xin, 2017, "Exploring the price dynamics of CO2 emissions allowances in China's emissions trading scheme pilots," Energy Economics, Elsevier, volume 67, issue C, pages 213-223, DOI: 10.1016/j.eneco.2017.07.006.
• Da Fonseca, José & Xu, Yahua, 2017, "Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition," Energy Economics, Elsevier, volume 67, issue C, pages 410-422, DOI: 10.1016/j.eneco.2017.08.024.
• You, Wanhai & Guo, Yawei & Zhu, Huiming & Tang, Yong, 2017, "Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression," Energy Economics, Elsevier, volume 68, issue C, pages 1-18, DOI: 10.1016/j.eneco.2017.09.007.
• Feng, Jiabao & Wang, Yudong & Yin, Libo, 2017, "Oil volatility risk and stock market volatility predictability: Evidence from G7 countries," Energy Economics, Elsevier, volume 68, issue C, pages 240-254, DOI: 10.1016/j.eneco.2017.09.023.
• Rosati, Pierangelo & Cummins, Mark & Deeney, Peter & Gogolin, Fabian & van der Werff, Lisa & Lynn, Theo, 2017, "The effect of data breach announcements beyond the stock price: Empirical evidence on market activity," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 146-154, DOI: 10.1016/j.irfa.2017.01.001.
• Reber, Beat, 2017, "Does mispricing, liquidity or third-party certification contribute to IPO downside risk?," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 25-53, DOI: 10.1016/j.irfa.2017.03.001.
• Xu, Liao & Yin, Xiangkang, 2017, "Does ETF trading affect the efficiency of the underlying index?," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 82-101, DOI: 10.1016/j.irfa.2017.02.009.
• Magkonis, Georgios & Tsouknidis, Dimitris A., 2017, "Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 104-118, DOI: 10.1016/j.irfa.2017.05.005.
• Tunaru, Diana, 2017, "Gaussian estimation and forecasting of the U.K. yield curve with multi-factor continuous-time models," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 119-129, DOI: 10.1016/j.irfa.2017.05.003.
• Al-Khazali, Osamah & Bouri, Elie & Roubaud, David & Zoubi, Taisier, 2017, "The impact of religious practice on stock returns and volatility," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 172-189, DOI: 10.1016/j.irfa.2017.04.009.
• Afego, Pyemo N., 2017, "Effects of changes in stock index compositions: A literature survey," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 228-239, DOI: 10.1016/j.irfa.2017.06.004.
• Jammazi, Rania & Ferrer, Román & Jareño, Francisco & Hammoudeh, Shawkat M., 2017, "Main driving factors of the interest rate-stock market Granger causality," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 260-280, DOI: 10.1016/j.irfa.2017.07.008.
• Lau, Marco Chi Keung & Vigne, Samuel A. & Wang, Shixuan & Yarovaya, Larisa, 2017, "Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 316-332, DOI: 10.1016/j.irfa.2017.04.001.
• Kim, Jae H., 2017, "Stock returns and investors' mood: Good day sunshine or spurious correlation?," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 94-103, DOI: 10.1016/j.irfa.2017.05.004.
• Sun, Yuxin & Ibikunle, Gbenga, 2017, "Informed trading and the price impact of block trades: A high frequency trading analysis," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 114-129, DOI: 10.1016/j.irfa.2016.07.005.
• Kariofyllas, Spyridon & Philippas, Dionisis & Siriopoulos, Costas, 2017, "Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 54-62, DOI: 10.1016/j.irfa.2017.09.003.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017, "International stock return predictability: Evidence from new statistical tests," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 97-113, DOI: 10.1016/j.irfa.2016.06.005.
• Zhang, Yonghui & Chen, Zhongtian & Li, Yong, 2017, "Bayesian testing for short term interest rate models," Finance Research Letters, Elsevier, volume 20, issue C, pages 146-152, DOI: 10.1016/j.frl.2016.09.020.
• Zhang, Yongjie & An, Yahui & Feng, Xu & Jin, Xi, 2017, "Celebrities and ordinaries in social networks: Who knows more information?," Finance Research Letters, Elsevier, volume 20, issue C, pages 153-161, DOI: 10.1016/j.frl.2016.09.021.
• Butt, Hilal Anwar & Virk, Nader Shahzad, 2017, "Momentum profits and time varying illiquidity effect," Finance Research Letters, Elsevier, volume 20, issue C, pages 253-259, DOI: 10.1016/j.frl.2016.10.010.
• Dong, Xi & Feng, Shu & Ling, Leng & Song, Pingping, 2017, "Dynamic autocorrelation of intraday stock returns," Finance Research Letters, Elsevier, volume 20, issue C, pages 274-280, DOI: 10.1016/j.frl.2016.10.008.
• Li, Leon & Kuo, Chii-Shyan, 2017, "CEO equity compensation and earnings management: The role of growth opportunities," Finance Research Letters, Elsevier, volume 20, issue C, pages 289-295, DOI: 10.1016/j.frl.2016.10.013.
• Luo, Xingguo & Qin, Shihua, 2017, "Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index," Finance Research Letters, Elsevier, volume 20, issue C, pages 29-34, DOI: 10.1016/j.frl.2016.08.005.
• Fabozzi, Frank J. & Nawas, Mike E. & Vink, Dennis, 2017, "Exploring rating shopping for european triple a senior structured finance securities," Finance Research Letters, Elsevier, volume 20, issue C, pages 35-39, DOI: 10.1016/j.frl.2016.08.013.
• Thornton, John & Vasilakis, Chrysovalantis, 2017, "The impact of fiscal rules on sovereign risk premia: International evidence," Finance Research Letters, Elsevier, volume 20, issue C, pages 63-67, DOI: 10.1016/j.frl.2016.09.008.
• Chung, Tsz-Kin & Hui, Cho-Hoi & Li, Ka-Fai, 2017, "Term-structure modelling at the zero lower bound: Implications for estimating the forward term premium," Finance Research Letters, Elsevier, volume 21, issue C, pages 100-106, DOI: 10.1016/j.frl.2016.12.001.
• Narayan, Paresh Kumar & Thuraisamy, Kannan S. & Wagner, Niklas F., 2017, "How do bond, equity and commodity cycles interact?," Finance Research Letters, Elsevier, volume 21, issue C, pages 151-156, DOI: 10.1016/j.frl.2016.11.005.
• Yamada, Masahiro & Ito, Takatoshi, 2017, "The forex fixing reform and its impact on cost and risk of forex trading banks," Finance Research Letters, Elsevier, volume 21, issue C, pages 157-162, DOI: 10.1016/j.frl.2016.12.004.
• Wang, Haijun, 2017, "Robust asset pricing with stochastic hyperbolic discounting," Finance Research Letters, Elsevier, volume 21, issue C, pages 178-185, DOI: 10.1016/j.frl.2017.01.005.
• Hur, Seok-Kyun & Chung, Chune Young, 2017, "Revisiting CAPM betas in an incomplete market: Evidence from the Korean stock market," Finance Research Letters, Elsevier, volume 21, issue C, pages 241-248, DOI: 10.1016/j.frl.2016.12.018.
• Leirvik, Thomas & Fiskerstrand, Sondre R. & Fjellvikås, Anders B., 2017, "Market liquidity and stock returns in the Norwegian stock market," Finance Research Letters, Elsevier, volume 21, issue C, pages 272-276, DOI: 10.1016/j.frl.2016.12.033.
• Lee, Jaeram & Ihm, Jungjoon & Ryu, Doojin, 2017, "Human capital measures and stock return predictability: Macroeconomic versus microeconomic approaches," Finance Research Letters, Elsevier, volume 21, issue C, pages 53-56, DOI: 10.1016/j.frl.2016.12.019.
• Davies, Richard & Fletcher, Mary & Marshall, Andrew, 2017, "Time-varying investment barriers and closed-end country fund pricing," Finance Research Letters, Elsevier, volume 21, issue C, pages 66-71, DOI: 10.1016/j.frl.2017.01.004.
• Yang, Ann Shawing & Carandang, Craig Alan Uyan, 2017, "Exploring the location and price differentials of cross-listed firms for arbitrage opportunities," Finance Research Letters, Elsevier, volume 21, issue C, pages 85-91, DOI: 10.1016/j.frl.2017.02.010.
• Braouezec, Yann, 2017, "How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach," Finance Research Letters, Elsevier, volume 21, issue C, pages 92-99, DOI: 10.1016/j.frl.2016.11.001.
• Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2017, "High turnover with high price delay? Dissecting the puzzling phenomenon for China's A-shares," Finance Research Letters, Elsevier, volume 22, issue C, pages 105-113, DOI: 10.1016/j.frl.2017.06.004.
• Huang, Hsin-Yi & Chiang, Min-Hsien & Lin, Jia-Hui & Lin, Yun, 2017, "Fixed-price, auction, and bookbuilding IPOs: Empirical evidence in Taiwan," Finance Research Letters, Elsevier, volume 22, issue C, pages 11-19, DOI: 10.1016/j.frl.2017.04.002.
• Hudson, Robert & McGroarty, Frank & Urquhart, Andrew, 2017, "Sampling frequency and the performance of different types of technical trading rules," Finance Research Letters, Elsevier, volume 22, issue C, pages 136-139, DOI: 10.1016/j.frl.2016.12.015.
• Drago, Danilo & Tommaso, Caterina Di & Thornton, John, 2017, "What determines bank CDS spreads? Evidence from European and US banks," Finance Research Letters, Elsevier, volume 22, issue C, pages 140-145, DOI: 10.1016/j.frl.2016.12.035.
• Kao, Wei-Shun & Lin, Chu-Hsiung & Changchien, Chang-Cheng & Wu, Chien-Hui, 2017, "Return distribution, leverage effect and spot-futures spread on the hedging effectiveness," Finance Research Letters, Elsevier, volume 22, issue C, pages 158-162, DOI: 10.1016/j.frl.2016.12.036.
• Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2017, "Brexit: Short-term stock price effects and the impact of firm-level internationalization," Finance Research Letters, Elsevier, volume 22, issue C, pages 175-181, DOI: 10.1016/j.frl.2016.12.024.
• Zaremba, Adam, 2017, "Performance persistence of government bond factor premia," Finance Research Letters, Elsevier, volume 22, issue C, pages 182-189, DOI: 10.1016/j.frl.2016.12.022.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2017, "The timing of low-volatility strategy," Finance Research Letters, Elsevier, volume 23, issue C, pages 114-120, DOI: 10.1016/j.frl.2017.05.014.
• Ben Sita, Bernard, 2017, "Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum," Finance Research Letters, Elsevier, volume 23, issue C, pages 137-146, DOI: 10.1016/j.frl.2017.02.011.
• Abourachid, Halim & Kubo, Alexander & Orbach, Sven, 2017, "Momentum strategies in European equity markets: Perspectives on the recent financial and European debt crises," Finance Research Letters, Elsevier, volume 23, issue C, pages 147-151, DOI: 10.1016/j.frl.2017.05.013.
• Shen, Dehua & Li, Xiao & Zhang, Wei, 2017, "Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks," Finance Research Letters, Elsevier, volume 23, issue C, pages 210-216, DOI: 10.1016/j.frl.2017.06.008.
• Yao, Jing & Wu, Lingyan, 2017, "Gambler's attention and the mean-variance relation: Evidence from China," Finance Research Letters, Elsevier, volume 23, issue C, pages 233-238, DOI: 10.1016/j.frl.2017.07.016.
• Madan, Dilip B., 2017, "Efficient estimation of expected stock price returns," Finance Research Letters, Elsevier, volume 23, issue C, pages 31-38, DOI: 10.1016/j.frl.2017.08.001.
• Adesina, Tola, 2017, "Estimating volatility persistence under a Brexit-vote structural break," Finance Research Letters, Elsevier, volume 23, issue C, pages 65-68, DOI: 10.1016/j.frl.2017.03.004.
• Tang, Dragon Yongjun & Yan, Hong, 2017, "Understanding transactions prices in the credit default swaps market," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 1-27, DOI: 10.1016/j.finmar.2016.09.005.
• Upson, James & Van Ness, Robert A., 2017, "Multiple markets, algorithmic trading, and market liquidity," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 49-68, DOI: 10.1016/j.finmar.2016.05.004.
• Avramov, Doron & Hore, Satadru, 2017, "Cross-sectional factor dynamics and momentum returns," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 69-96, DOI: 10.1016/j.finmar.2017.01.001.
• Gissler, Stefan, 2017, "Lockstep in liquidity: Common dealers and co-movement in bond liquidity," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 1-21, DOI: 10.1016/j.finmar.2016.03.006.
• Alexander, Gordon J. & Peterson, Mark A., 2017, "Short selling and the pricing of closed-end funds," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 124-142, DOI: 10.1016/j.finmar.2016.08.001.
• Moshirian, Fariborz & Qian, Xiaolin & Wee, Claudia Koon Ghee & Zhang, Bohui, 2017, "The determinants and pricing of liquidity commonality around the world," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 22-41, DOI: 10.1016/j.finmar.2017.02.004.
• Díaz, Antonio & Escribano, Ana, 2017, "Liquidity measures throughout the lifetime of the U.S. Treasury bond," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 42-74, DOI: 10.1016/j.finmar.2017.01.002.
• Lee, Eunju & Piqueira, Natalia, 2017, "Short selling around the 52-week and historical highs," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 75-101, DOI: 10.1016/j.finmar.2016.03.001.
• Palan, Stefan & Stöckl, Thomas, 2017, "When chasing the offender hurts the victim: The case of insider legislation," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 104-129, DOI: 10.1016/j.finmar.2016.07.002.
• Demirovic, Amer & Guermat, Cherif & Tucker, Jon, 2017, "The relationship between equity and bond returns: An empirical investigation," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 47-64, DOI: 10.1016/j.finmar.2017.08.001.
• Ji, Xiuqing & Martin, J. Spencer & Yao, Yaqiong, 2017, "Macroeconomic risk and seasonality in momentum profits," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 76-90, DOI: 10.1016/j.finmar.2017.04.002.
• Elyasiani, Elyas & Mansur, Iqbal, 2017, "Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 49-65, DOI: 10.1016/j.jfs.2016.12.001.
• Bai, Xuelian & Hu, Nan & Liu, Ling & Zhu, Lu, 2017, "Credit derivatives and stock return synchronicity," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 79-90, DOI: 10.1016/j.jfs.2016.12.006.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017, "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 1-12, DOI: 10.1016/j.jfs.2017.01.002.
• Switzer, Lorne N. & Wang, Jun, 2017, "Institutional investment horizon, the information environment, and firm credit risk," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 57-71, DOI: 10.1016/j.jfs.2017.02.002.
• Jung, Hosung & Lee, Jieun, 2017, "The effects of macroprudential policies on house prices: Evidence from an event study using Korean real transaction data," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 167-185, DOI: 10.1016/j.jfs.2017.07.001.
• Sensoy, Ahmet, 2017, "Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 62-80, DOI: 10.1016/j.jfs.2017.06.007.
• Malovaná, Simona & Frait, Jan, 2017, "Monetary policy and macroprudential policy: Rivals or teammates?," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 1-16, DOI: 10.1016/j.jfs.2017.08.004.
• Laséen, Stefan & Pescatori, Andrea & Turunen, Jarkko, 2017, "Systemic risk: A new trade-off for monetary policy?," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 70-85, DOI: 10.1016/j.jfs.2017.08.002.
• Cai, Charlie X. & Mobarek, Asma & Zhang, Qi, 2017, "International stock market leadership and its determinants," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 150-162, DOI: 10.1016/j.jfs.2016.10.002.
• Keiber, Karl Ludwig & Samyschew, Helene, 2017, "The world price of sentiment risk," Global Finance Journal, Elsevier, volume 32, issue C, pages 62-82, DOI: 10.1016/j.gfj.2016.06.002.
• Hua, Wei & Wei, Peihwang, 2017, "National culture, population age, and other country factors in volume–price volatility relationship," Global Finance Journal, Elsevier, volume 32, issue C, pages 83-96, DOI: 10.1016/j.gfj.2015.12.003.
• Tang, Wenbin & Zhu, Lili, 2017, "How security prices respond to a surge in investor attention: Evidence from Google Search of ADRs," Global Finance Journal, Elsevier, volume 33, issue C, pages 38-50, DOI: 10.1016/j.gfj.2016.09.001.
• Stafylas, Dimitrios & Anderson, Keith & Uddin, Moshfique, 2017, "Recent advances in explaining hedge fund returns: Implicit factors and exposures," Global Finance Journal, Elsevier, volume 33, issue C, pages 69-87, DOI: 10.1016/j.gfj.2016.08.001.
• Pieters, Gina & Vivanco, Sofia, 2017, "Financial regulations and price inconsistencies across Bitcoin markets," Information Economics and Policy, Elsevier, volume 39, issue C, pages 1-14, DOI: 10.1016/j.infoecopol.2017.02.002.
• Lewis, Karen K. & Liu, Edith X., 2017, "Disaster risk and asset returns: An international perspective," Journal of International Economics, Elsevier, volume 108, issue S1, pages 42-58, DOI: 10.1016/j.jinteco.2017.03.001.
• Ito, Takatoshi & Yamada, Masahiro, 2017, "Puzzles in the Tokyo fixing in the forex market: Order imbalances and Bank pricing," Journal of International Economics, Elsevier, volume 109, issue C, pages 214-234, DOI: 10.1016/j.jinteco.2017.09.005.
• Cantia, Catalin & Tunaru, Radu, 2017, "A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches," Insurance: Mathematics and Economics, Elsevier, volume 72, issue C, pages 21-35, DOI: 10.1016/j.insmatheco.2016.10.004.
• Mezőfi, Balázs & Niedermayer, Andras & Niedermayer, Daniel & Süli, Balázs Márton, 2017, "Solvency II reporting: How to interpret funds’ aggregate solvency capital requirement figures," Insurance: Mathematics and Economics, Elsevier, volume 76, issue C, pages 164-171, DOI: 10.1016/j.insmatheco.2017.08.003.
• Zhu, Wenge, 2017, "Wanting robustness in insurance: A model of catastrophe risk pricing and its empirical test," Insurance: Mathematics and Economics, Elsevier, volume 77, issue C, pages 14-23, DOI: 10.1016/j.insmatheco.2017.08.006.
• Boubaker, Sabri & Essaddam, Naceur & Nguyen, Duc Khuong & Saadi, Samir, 2017, "On the robustness of week-day effect to error distributional assumption: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 114-130, DOI: 10.1016/j.intfin.2016.11.003.
• Guidolin, Massimo & Pedio, Manuela, 2017, "Identifying and measuring the contagion channels at work in the European financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 117-134, DOI: 10.1016/j.intfin.2017.01.001.
• Dufour, Alfonso & Stancu, Andrei & Varotto, Simone, 2017, "The equity-like behaviour of sovereign bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 25-46, DOI: 10.1016/j.intfin.2016.11.014.
• Yan, Cheng & Zhang, Huazhu, 2017, "Mean-variance versus naïve diversification: The role of mispricing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 61-81, DOI: 10.1016/j.intfin.2016.12.005.
• Antonakakis, Nikolaos & Christou, Christina & Cunado, Juncal & Gupta, Rangan, 2017, "Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 129-139, DOI: 10.1016/j.intfin.2017.03.002.
• Saad, Mohsen & Samet, Anis, 2017, "Liquidity and the implied cost of equity capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 15-38, DOI: 10.1016/j.intfin.2017.08.007.
• Smales, L.A. & Apergis, N., 2017, "Does more complex language in FOMC decisions impact financial markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 171-189, DOI: 10.1016/j.intfin.2017.08.003.
• Al-Khazali, Osamah & Mirzaei, Ali, 2017, "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 190-208, DOI: 10.1016/j.intfin.2017.10.001.
• Tolikas, Konstantinos & Topaloglou, Nikolas, 2017, "Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 39-57, DOI: 10.1016/j.intfin.2017.09.029.
• Bhatta, Bibek & Marshall, Andrew & Thapa, Chandra, 2017, "Cost of sovereign debt and foreign bias in bond allocations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 75-91, DOI: 10.1016/j.intfin.2017.09.001.
• Schoenfeld, Jordan, 2017, "The effect of voluntary disclosure on stock liquidity: New evidence from index funds," Journal of Accounting and Economics, Elsevier, volume 63, issue 1, pages 51-74, DOI: 10.1016/j.jacceco.2016.10.007.

2016

• Song, Zhaogang & Xiu, Dacheng, 2016, "A tale of two option markets: Pricing kernels and volatility risk," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 176-196, DOI: 10.1016/j.jeconom.2015.06.024.
• Bianchi, Francesco, 2016, "Methods for measuring expectations and uncertainty in Markov-switching models," Journal of Econometrics, Elsevier, volume 190, issue 1, pages 79-99, DOI: 10.1016/j.jeconom.2015.08.004.
• Goliński, Adam & Zaffaroni, Paolo, 2016, "Long memory affine term structure models," Journal of Econometrics, Elsevier, volume 191, issue 1, pages 33-56, DOI: 10.1016/j.jeconom.2015.09.006.
• Park, Yang-Ho, 2016, "The effects of asymmetric volatility and jumps on the pricing of VIX derivatives," Journal of Econometrics, Elsevier, volume 192, issue 1, pages 313-328, DOI: 10.1016/j.jeconom.2016.01.001.
• Li, Jia & Todorov, Viktor & Tauchen, George, 2016, "Inference theory for volatility functional dependencies," Journal of Econometrics, Elsevier, volume 193, issue 1, pages 17-34, DOI: 10.1016/j.jeconom.2016.01.004.
• Conrad, Christian & Mammen, Enno, 2016, "Asymptotics for parametric GARCH-in-Mean models," Journal of Econometrics, Elsevier, volume 194, issue 2, pages 319-329, DOI: 10.1016/j.jeconom.2016.05.010.
• Li, Chenxu & Chen, Dachuan, 2016, "Estimating jump–diffusions using closed-form likelihood expansions," Journal of Econometrics, Elsevier, volume 195, issue 1, pages 51-70, DOI: 10.1016/j.jeconom.2016.07.001.
• Huang, Alex YiHou, 2016, "Impacts of implied volatility on stock price realized jumps," Economic Systems, Elsevier, volume 40, issue 4, pages 622-630, DOI: 10.1016/j.ecosys.2016.02.007.
• Sowmya, Subramaniam & Prasanna, Krishna & Bhaduri, Saumitra, 2016, "Linkages in the term structure of interest rates across sovereign bond markets," Emerging Markets Review, Elsevier, volume 27, issue C, pages 118-139, DOI: 10.1016/j.ememar.2016.05.001.
• Kocsis, Zalan & Monostori, Zoltan, 2016, "The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences," Emerging Markets Review, Elsevier, volume 27, issue C, pages 140-168, DOI: 10.1016/j.ememar.2016.05.003.
• Mnasri, Ayman & Nechi, Salem, 2016, "Impact of terrorist attacks on stock market volatility in emerging markets," Emerging Markets Review, Elsevier, volume 28, issue C, pages 184-202, DOI: 10.1016/j.ememar.2016.08.002.
• Westerlund, Joakim & Thuraisamy, Kannan, 2016, "Panel multi-predictor test procedures with an application to emerging market sovereign risk," Emerging Markets Review, Elsevier, volume 28, issue C, pages 44-60, DOI: 10.1016/j.ememar.2016.06.003.
• Park, Jong-Ho & Binh, Ki Beom & Eom, Kyong Shik, 2016, "The effect of listing switches from a growth market to a main board: An alternative perspective," Emerging Markets Review, Elsevier, volume 29, issue C, pages 246-273, DOI: 10.1016/j.ememar.2016.08.006.
• Deng, Qi & Zhou, Zhong-guo, 2016, "Overreaction in ChiNext IPOs' initial returns: How much and what caused it?," Emerging Markets Review, Elsevier, volume 29, issue C, pages 82-103, DOI: 10.1016/j.ememar.2016.08.012.
• Brown, William O. & Huang, Dayong & Wang, Fang, 2016, "Inflation illusion and stock returns," Journal of Empirical Finance, Elsevier, volume 35, issue C, pages 14-24, DOI: 10.1016/j.jempfin.2015.11.001.
• Lepori, Gabriele M., 2016, "Air pollution and stock returns: Evidence from a natural experiment," Journal of Empirical Finance, Elsevier, volume 35, issue C, pages 25-42, DOI: 10.1016/j.jempfin.2015.10.008.
• Geoffrey Booth, G. & Fung, Hung-Gay & Leung, Wai Kin, 2016, "A risk-return explanation of the momentum-reversal “anomaly”," Journal of Empirical Finance, Elsevier, volume 35, issue C, pages 68-77, DOI: 10.1016/j.jempfin.2015.10.007.
• Kräussl, Roman & Lehnert, Thorsten & Martelin, Nicolas, 2016, "Is there a bubble in the art market?," Journal of Empirical Finance, Elsevier, volume 35, issue C, pages 99-109, DOI: 10.1016/j.jempfin.2015.10.010.
• Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2016, "On the properties of the constrained Hansen–Jagannathan distance," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 121-150, DOI: 10.1016/j.jempfin.2015.10.001.
• Byun, Sung Je, 2016, "The usefulness of cross-sectional dispersion for forecasting aggregate stock price volatility," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 162-180, DOI: 10.1016/j.jempfin.2016.01.013.
• Cejnek, Georg & Randl, Otto, 2016, "Risk and return of short-duration equity investments," Journal of Empirical Finance, Elsevier, volume 36, issue C, pages 181-198, DOI: 10.1016/j.jempfin.2016.01.017.
• Ghonghadze, Jaba & Lux, Thomas, 2016, "Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2016.02.002.
• Shi, Yanlin & Liu, Wai-Man & Ho, Kin-Yip, 2016, "Public news arrival and the idiosyncratic volatility puzzle," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 159-172, DOI: 10.1016/j.jempfin.2016.03.001.
• Aboulamer, Anas & Kryzanowski, Lawrence, 2016, "Are idiosyncratic volatility and MAX priced in the Canadian market?," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 20-36, DOI: 10.1016/j.jempfin.2016.02.005.
• Sarno, Lucio & Schneider, Paul & Wagner, Christian, 2016, "The economic value of predicting bond risk premia," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 247-267, DOI: 10.1016/j.jempfin.2016.02.001.
• Kim, Kun Ho & Kim, Taejin, 2016, "Capital asset pricing model: A time-varying volatility approach," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 268-281, DOI: 10.1016/j.jempfin.2016.01.014.
• Kaul, Aditya & Mehrotra, Vikas & Stefanescu, Carmen, 2016, "Location and excess comovement," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 293-308, DOI: 10.1016/j.jempfin.2015.12.003.
• Chiarella, Carl & Hsiao, Chih-Ying & Tô, Thuy-Duong, 2016, "Stochastic correlation and risk premia in term structure models," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 59-78, DOI: 10.1016/j.jempfin.2016.02.003.
• Fernandes, Marcelo & Mergulhão, João, 2016, "Anticipatory effects in the FTSE 100 index revisions," Journal of Empirical Finance, Elsevier, volume 37, issue C, pages 79-90, DOI: 10.1016/j.jempfin.2016.02.009.
• Boubakri, Salem & Couharde, Cécile & Raymond, Hélène, 2016, "Effects of financial turmoil on financial integration and risk premia in emerging markets," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 120-138, DOI: 10.1016/j.jempfin.2016.06.001.
• Ding, Xiaoya (Sara) & Ni, Yang & Zhong, Ligang, 2016, "Free float and market liquidity around the world," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 236-257, DOI: 10.1016/j.jempfin.2016.07.002.
• Kim, Gi H. & Li, Haitao & Zhang, Weina, 2016, "CDS-bond basis and bond return predictability," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 307-337, DOI: 10.1016/j.jempfin.2016.07.006.
• Pieterse-Bloem, Mary & Qian, Zhaowen & Verschoor, Willem & Zwinkels, Remco, 2016, "Time-varying importance of country and industry factors in European corporate bonds," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 429-448, DOI: 10.1016/j.jempfin.2016.01.010.
• Qadan, Mahmoud & Kliger, Doron, 2016, "The short trading day anomaly," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 62-80, DOI: 10.1016/j.jempfin.2016.05.007.
• Stratmann, Thomas & Welborn, John W., 2016, "Informed short selling, fails-to-deliver, and abnormal returns," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 81-102, DOI: 10.1016/j.jempfin.2016.05.006.
• Peñaranda, Francisco & Sentana, Enrique, 2016, "Duality in mean-variance frontiers with conditioning information," Journal of Empirical Finance, Elsevier, volume 38, issue PB, pages 762-785, DOI: 10.1016/j.jempfin.2016.03.008.
• Aldrich, Eric M. & Heckenbach, Indra & Laughlin, Gregory, 2016, "A compound duration model for high-frequency asset returns," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 105-128, DOI: 10.1016/j.jempfin.2016.10.003.
• Anari, Ali & Kolari, James, 2016, "Dynamics of interest and inflation rates," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 129-144, DOI: 10.1016/j.jempfin.2016.08.008.
• Kim, Dongcheol & Na, Haejung, 2016, "The forecast dispersion anomaly revisited: Time-series forecast dispersion and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 39, issue PA, pages 37-53, DOI: 10.1016/j.jempfin.2016.09.003.
• Conrad, Christian & Zumbach, Klaus Ulrich, 2016, "The effect of political communication on European financial markets during the sovereign debt crisis," Journal of Empirical Finance, Elsevier, volume 39, issue PB, pages 209-214, DOI: 10.1016/j.jempfin.2016.01.018.
• Xu, Li & Deng, Shi-Jie & Thomas, Valerie M., 2016, "Carbon emission permit price volatility reduction through financial options," Energy Economics, Elsevier, volume 53, issue C, pages 248-260, DOI: 10.1016/j.eneco.2014.06.001.
• Shalini, Velappan & Prasanna, Krishna, 2016, "Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics," Energy Economics, Elsevier, volume 53, issue C, pages 40-57, DOI: 10.1016/j.eneco.2015.02.011.
• Reboredo, Juan C. & Ugolini, Andrea, 2016, "Quantile dependence of oil price movements and stock returns," Energy Economics, Elsevier, volume 54, issue C, pages 33-49, DOI: 10.1016/j.eneco.2015.11.015.
• Diaz, Elena Maria & Molero, Juan Carlos & Perez de Gracia, Fernando, 2016, "Oil price volatility and stock returns in the G7 economies," Energy Economics, Elsevier, volume 54, issue C, pages 417-430, DOI: 10.1016/j.eneco.2016.01.002.
• Zhu, Huiming & Guo, Yawei & You, Wanhai & Xu, Yaqin, 2016, "The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach," Energy Economics, Elsevier, volume 55, issue C, pages 30-41, DOI: 10.1016/j.eneco.2015.12.027.
• Alizadeh, Amir H. & Tamvakis, Michael, 2016, "Market conditions, trader types and price–volume relation in energy futures markets," Energy Economics, Elsevier, volume 56, issue C, pages 134-149, DOI: 10.1016/j.eneco.2016.03.001.
• Da Fonseca, José & Ignatieva, Katja & Ziveyi, Jonathan, 2016, "Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market," Energy Economics, Elsevier, volume 56, issue C, pages 215-228, DOI: 10.1016/j.eneco.2016.03.022.
• Gupta, Kartick, 2016, "Oil price shocks, competition, and oil & gas stock returns — Global evidence," Energy Economics, Elsevier, volume 57, issue C, pages 140-153, DOI: 10.1016/j.eneco.2016.04.019.
• Ding, Haoyuan & Kim, Hyung-Gun & Park, Sung Y., 2016, "Crude oil and stock markets: Causal relationships in tails?," Energy Economics, Elsevier, volume 59, issue C, pages 58-69, DOI: 10.1016/j.eneco.2016.07.013.
• Huang, Shupei & An, Haizhong & Gao, Xiangyun & Hao, Xiaoqing, 2016, "Unveiling heterogeneities of relations between the entire oil–stock interaction and its components across time scales," Energy Economics, Elsevier, volume 59, issue C, pages 70-80, DOI: 10.1016/j.eneco.2016.07.025.
• da Silva, Patricia Pereira & Moreno, Blanca & Figueiredo, Nuno Carvalho, 2016, "Firm-specific impacts of CO2 prices on the stock market value of the Spanish power industry," Energy Policy, Elsevier, volume 94, issue C, pages 492-501, DOI: 10.1016/j.enpol.2016.01.005.
• Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016, "The Christmas effect—Special dividend announcements," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 15-30, DOI: 10.1016/j.irfa.2015.10.004.
• Hong, KiHoon & Wu, Eliza, 2016, "The roles of past returns and firm fundamentals in driving US stock price movements," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 62-75, DOI: 10.1016/j.irfa.2015.11.003.
• Chelley-Steeley, Patricia L. & Lambertides, Neophytos & Steeley, James M., 2016, "Explaining turn of the year order flow imbalance," International Review of Financial Analysis, Elsevier, volume 43, issue C, pages 76-95, DOI: 10.1016/j.irfa.2015.05.028.
• Chen, Jun & Kadapakkam, Palani-Rajan & Yang, Ting, 2016, "Short selling, margin trading, and the incorporation of new information into prices," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 1-17, DOI: 10.1016/j.irfa.2016.01.002.
• Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016, "Another January effect—Evidence from stock split announcements," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 123-138, DOI: 10.1016/j.irfa.2016.01.007.
• Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2016, "A review of behavioural and management effects in mutual fund performance," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 162-176, DOI: 10.1016/j.irfa.2016.01.016.
• Reber, Beat & Vencappa, Dev, 2016, "Deliberate premarket underpricing and aftermarket mispricing: New insights on IPO pricing," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 18-33, DOI: 10.1016/j.irfa.2015.11.007.
• Li, Haiqi & Kim, Myeong Jun & Park, Sung Y., 2016, "Nonlinear relationship between crude oil price and net futures positions: A dynamic conditional distribution approach," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 217-225, DOI: 10.1016/j.irfa.2016.01.022.
• Mateus, Irina B. & Mateus, Cesario & Todorovic, Natasa, 2016, "UK equity mutual fund alphas make a comeback," International Review of Financial Analysis, Elsevier, volume 44, issue C, pages 98-110, DOI: 10.1016/j.irfa.2016.01.004.
• Patel, Vinay & Michayluk, David, 2016, "Return predictability following different drivers of large price changes," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 202-214, DOI: 10.1016/j.irfa.2016.03.004.
• Polimenis, Vassilis & Neokosmidis, Ioannis M., 2016, "The modified dividend–price ratio," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 31-38, DOI: 10.1016/j.irfa.2016.01.019.
• Lee, Bong-Soo & Ko, Kwangsoo, 2016, "Are Japanese margin buyers informed?," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 47-53, DOI: 10.1016/j.irfa.2016.02.010.
• Chen, Jiun-Lin & Jia, Z. Tingting & Sun, Ping-Wen, 2016, "Real option component of cash holdings, business cycle, and stock returns," International Review of Financial Analysis, Elsevier, volume 45, issue C, pages 97-106, DOI: 10.1016/j.irfa.2016.03.008.
• Millo, Yuval & Schinckus, Christophe, 2016, "A nuanced perspective on episteme and techne in finance," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 124-130, DOI: 10.1016/j.irfa.2016.04.001.
• Liebmann, Michael & Orlov, Alexei G. & Neumann, Dirk, 2016, "The tone of financial news and the perceptions of stock and CDS traders," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 159-175, DOI: 10.1016/j.irfa.2016.05.001.
• Tolikas, Konstantinos, 2016, "The relative informational efficiency of corporate retail bonds: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 191-201, DOI: 10.1016/j.irfa.2016.05.003.
• Hassan, Omaima A.G. & Skinner, Frank S., 2016, "Analyst coverage: Does the listing location really matter?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 227-236, DOI: 10.1016/j.irfa.2016.05.008.
• Ftiti, Zied & Guesmi, Khaled & Abid, Ilyes, 2016, "Oil price and stock market co-movement: What can we learn from time-scale approaches?," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 266-280, DOI: 10.1016/j.irfa.2015.08.011.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016, "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 84-103, DOI: 10.1016/j.irfa.2016.03.018.
• Fletcher, Jonathan & Basu, Devraj, 2016, "An examination of the benefits of dynamic trading strategies in U.K. closed-end funds," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 109-118, DOI: 10.1016/j.irfa.2016.04.012.
• Wisniewski, Tomasz Piotr, 2016, "Is there a link between politics and stock returns? A literature survey," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 15-23, DOI: 10.1016/j.irfa.2016.06.015.
• Salhin, Ahmed & Sherif, Mohamed & Jones, Edward, 2016, "Managerial sentiment, consumer confidence and sector returns," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 24-38, DOI: 10.1016/j.irfa.2016.06.009.
• Jackson, Antony & Ladley, Daniel, 2016, "Market ecologies: The effect of information on the interaction and profitability of technical trading strategies," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 270-280, DOI: 10.1016/j.irfa.2016.02.007.
• Manahov, Viktor, 2016, "A note on the relationship between high-frequency trading and latency arbitrage," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 281-296, DOI: 10.1016/j.irfa.2016.06.014.
• Gündüz, Güngör & Gündüz, Yalin, 2016, "A thermodynamical view on asset pricing," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 310-327, DOI: 10.1016/j.irfa.2016.01.013.
• Urquhart, Andrew & McGroarty, Frank, 2016, "Are stock markets really efficient? Evidence of the adaptive market hypothesis," International Review of Financial Analysis, Elsevier, volume 47, issue C, pages 39-49, DOI: 10.1016/j.irfa.2016.06.011.
• Beladi, Hamid & Chao, Chi Chur & Hu, May, 2016, "A macro-analysis of financial decisions: An examination of special dividend announcements," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 162-181, DOI: 10.1016/j.irfa.2016.09.015.
• Badshah, Ihsan & Frijns, Bart & Knif, Johan & Tourani-Rad, Alireza, 2016, "Asymmetries of the intraday return-volatility relation," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 182-192, DOI: 10.1016/j.irfa.2016.09.016.
• Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios, 2016, "Does investor sentiment really matter?," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 221-232, DOI: 10.1016/j.irfa.2016.10.003.
• Tabner, Isaac T., 2016, "Buying versus renting – Determinants of the net present value of home ownership for individual households," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 233-246, DOI: 10.1016/j.irfa.2016.10.004.
• Galariotis, Emilios C. & Krokida, Styliani-Iris & Spyrou, Spyros I., 2016, "Bond market investor herding: Evidence from the European financial crisis," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 367-375, DOI: 10.1016/j.irfa.2015.01.001.
• Smimou, K. & Khallouli, W., 2016, "On the intensity of liquidity spillovers in the Eurozone," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 388-405, DOI: 10.1016/j.irfa.2015.03.009.
• Antonakakis, Nikolaos & Floros, Christos & Kizys, Renatas, 2016, "Dynamic spillover effects in futures markets: UK and US evidence," International Review of Financial Analysis, Elsevier, volume 48, issue C, pages 406-418, DOI: 10.1016/j.irfa.2015.03.008.