Research classified by Journal of Economic Literature (JEL) codes

2020

• Nath, Harmindar B. & Brooks, Robert D., 2020, "Investor-herding and risk-profiles: A State-Space model-based assessment," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101383.
• Al-Yahyaee, Khamis Hamed & Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh & Kang, Sang Hoon, 2020, "Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101385.
• Lo, Huai-Chun & Koedijk, Kees G. & Gao, Xiang & Hsu, Yuan-Teng, 2020, "How do job vacancy rates predict firm performance? A web crawling massive data perspective," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101371.
• Batmunkh, Munkh-Ulzii & Choijil, Enkhbayar & Vieito, João Paulo & Espinosa-Méndez, Christian & Wong, Wing-Keung, 2020, "Does herding behavior exist in the Mongolian stock market?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101352.
• Zhou, Hao & Kalev, Petko S. & Frino, Alex, 2020, "Algorithmic trading in turbulent markets," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101358.
• Chen, Hong-Yi & Yang, Sharon S., 2020, "Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101407.
• Ding, Xiaoya & Guedhami, Omrane & Ni, Yang & Pittman, Jeffrey A., 2020, "Local and foreign institutional investors, information asymmetries, and state ownership," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101405.
• Fan, John Hua & Fernandez-Perez, Adrian & Indriawan, Ivan & Todorova, Neda, 2020, "Internationalization of futures markets: Lessons from China," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101429.
• Lee, Deok-Hyeon & Min, Byoung-Kyu & Xiao, Yuchao, 2020, "Testing the mood seasonality hypothesis: Evidence from down under," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101440.
• Chen, Shenglan & Chou, Robin K. & Liu, Xiaoling & Wu, Yuhui, 2020, "Deregulation of short-selling constraints and cost of bank loans: Evidence from a quasi-natural experiment," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101460.
• Zhao, Ruwei, 2020, "Quantifying the correlation of media coverage and stock price crash risk: A panel study from China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 537, issue C, DOI: 10.1016/j.physa.2019.122378.
• Zhao, Ruwei, 2020, "Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 538, issue C, DOI: 10.1016/j.physa.2019.122629.
• Al Mamun, Md & Uddin, Gazi Salah & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2020, "Geopolitical risk, uncertainty and Bitcoin investment," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123107.
• Gok, Ibrahim Yasar & Demirdogen, Yavuz & Topuz, Sefa, 2020, "The impacts of terrorism on Turkish equity market: An investigation using intraday data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123484.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Kayani, Ghulam Mujtaba & Nasir, Rana Muhammad & Kristoufek, Ladislav, 2020, "Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 550, issue C, DOI: 10.1016/j.physa.2020.124519.
• Rauh, Joshua D. & Stefanescu, Irina & Zeldes, Stephen P., 2020, "Cost saving and the freezing of corporate pension plans," Journal of Public Economics, Elsevier, volume 188, issue C, DOI: 10.1016/j.jpubeco.2020.104211.
• Franke, Maximilian, 2020, "Do market participants misprice lottery-type assets? Evidence from the European soccer betting market," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 1-18, DOI: 10.1016/j.qref.2019.05.016.
• Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent, 2020, "Does the type of debt matter? Stock market perception in Europe," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 247-256, DOI: 10.1016/j.qref.2019.04.009.
• Fenner, Richard G. & Han, Yufeng & Huang, Zhaodan, 2020, "Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 276-293, DOI: 10.1016/j.qref.2019.05.004.
• McGurk, Zachary, 2020, "US real estate inflation prediction: Exchange rates and net foreign assets," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 53-66, DOI: 10.1016/j.qref.2019.04.004.
• Baig, Ahmed S. & Sabah, Nasim, 2020, "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 270-277, DOI: 10.1016/j.qref.2019.08.008.
• Boulton, Thomas J. & Braga-Alves, Marcus V., 2020, "Price stabilization, short selling, and IPO secondary market liquidity," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 278-291, DOI: 10.1016/j.qref.2019.09.013.
• Urbschat, Florian & Watzka, Sebastian, 2020, "Quantitative easing in the Euro Area – An event study approach," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 14-36, DOI: 10.1016/j.qref.2019.10.008.
• Al-Khasawneh, Jamal Ali & Essaddam, Naceur & Hussain, Tashfeen, 2020, "Total productivity and cost efficiency dynamics of US merging banks: A non-parametric bootstrapped analysis of the fifth merger wave," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 199-211, DOI: 10.1016/j.qref.2020.02.002.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 42-52, DOI: 10.1016/j.qref.2020.01.004.
• Luque, Jaime, 2020, "Assessing the role of TIF and LIHTC in an equilibrium model of affordable housing development," Regional Science and Urban Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.regsciurbeco.2018.06.005.
• Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann, 2020, "Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19," Renewable and Sustainable Energy Reviews, Elsevier, volume 134, issue C, DOI: 10.1016/j.rser.2020.110349.
• Chen, Sheng-Syan & Chen, Yan-Shing & Liang, Woan-lih & Wang, Yanzhi, 2020, "Public R&D spending and cross-sectional stock returns," Research Policy, Elsevier, volume 49, issue 1, DOI: 10.1016/j.respol.2019.103887.
• Ho, Chun-Yu & McCarthy, Patrick & Wang, Yanhao, 2020, "Decomposing sources of gain from airline mergers: A model and case study from China," Research in Transportation Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.retrec.2020.100996.
• Hou, Yang (Greg) & Li, Steven, 2020, "Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China," International Review of Economics & Finance, Elsevier, volume 66, issue C, pages 166-188, DOI: 10.1016/j.iref.2019.11.003.
• Meng, Qingbin & Song, Xuan & Liu, Chunlin & Wu, Qun & Zeng, Hongchao, 2020, "The impact of block trades on stock price synchronicity: Evidence from China," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 239-253, DOI: 10.1016/j.iref.2020.04.009.
• Alemany, Nuria & Aragó, Vicent & Salvador, Enrique, 2020, "Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 269-280, DOI: 10.1016/j.iref.2020.03.009.
• Hu, Yingyi & Zhao, Tiao & Zhang, Lin, 2020, "Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 74-89, DOI: 10.1016/j.iref.2020.03.012.
• Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2020, "News and return volatility of Chinese bank stocks," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 1095-1105, DOI: 10.1016/j.iref.2018.12.003.
• Huang, Yong & Yan, Chao, 2020, "Global accounting standards, financial statement comparability, and the cost of capital," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 301-318, DOI: 10.1016/j.iref.2020.05.019.
• Zhu, Zhaobo & Harrison, DavidM. & Seiler, MichaelJ., 2020, "Preference for lottery features in real estate investment trusts," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 599-613, DOI: 10.1016/j.iref.2020.05.012.
• Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2020, "Are there any other safe haven assets? Evidence for “exotic” and alternative assets," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 614-628, DOI: 10.1016/j.iref.2020.07.002.
• Ma, Yao & Yang, Baochen & Su, Yunpeng, 2020, "Technical trading index, return predictability and idiosyncratic volatility," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 879-900, DOI: 10.1016/j.iref.2020.07.006.
• Blitz, David & Hanauer, Matthias X. & Vidojevic, Milan, 2020, "The idiosyncratic momentum anomaly," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 932-957, DOI: 10.1016/j.iref.2020.05.008.
• Marfatia, Hardik A. & Gupta, Rangan & Miller, Stephen, 2020, "125 ​Years of time-varying effects of fiscal policy on financial markets," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 303-320, DOI: 10.1016/j.iref.2020.07.011.
• Sankar, Ganesh & Ramachandran, Shankar & Lukose P J, Jijo, 2020, "Dynamics of variance risk premium: Evidence from India," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 321-334, DOI: 10.1016/j.iref.2020.06.010.
• Mishra, Ajay Kumar & Parikh, Bhavik & Spahr, Ronald W., 2020, "Stock market liquidity, funding liquidity, financial crises and quantitative easing," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 456-478, DOI: 10.1016/j.iref.2020.08.013.
• Díaz, Antonio & Escribano, Ana, 2020, "Measuring the multi-faceted dimension of liquidity in financial markets: A literature review," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101079.
• Koesrindartoto, Deddy P. & Aaron, Aurelius & Yusgiantoro, Inka & Dharma, Wirata A. & Arroisi, Abdurrohman, 2020, "Who moves the stock market in an emerging country – Institutional or retail investors?," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101061.
• Harper, Joel & Johnson, Grace & Sun, Li, 2020, "Stock price crash risk and CEO power: Firm-level analysis," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101094.
• Wu, Long & Xu, Lei, 2020, "The role of venture capital in SME loans in China," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101081.
• Zhang, Li, 2020, "The effects of trading rights and ownership structures on the informativeness of accounting earnings: Evidence from China’ split share structure reform," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101110.
• Hoang, Trang Cam & Pham, Huy & Ramiah, Vikash & Moosa, Imad & Le, Danh Vinh, 2020, "The effects of information disclosure regulation on stock markets: Evidence from Vietnam," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101082.
• Shanaev, Savva & Sharma, Satish & Ghimire, Binam & Shuraeva, Arina, 2020, "Taming the blockchain beast? Regulatory implications for the cryptocurrency Market," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101080.
• Premti, Arjan & Smith, Garrett, 2020, "Earnings management in the pre-IPO process: Biases and predictors," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101120.
• Nguyen, Cuong & Hoang, Lai & Shim, Jungwook & Truong, Phuong, 2020, "Internet search intensity, liquidity and returns in emerging markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101166.
• Restrepo-Ochoa, Diana Constanza & Peña, Juan Ignacio, 2020, "The impact of forced divestments on parent company stock prices: Buy on the rumor, sell on the news?," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2019.101175.
• Yin, Libo & Wei, Ya & Han, Liyan, 2020, "Firms' profit instability and the cross-section of stock returns: Evidence from China," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101203.
• Ben Ammar, Imen & Hellara, Slaheddine & Ghadhab, Imen, 2020, "High-frequency trading and stock liquidity: An intraday analysis," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101235.
• Yang, Haijun & Ge, Hengshun & Luo, Ying, 2020, "The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101194.
• Lee, Seungho & Meslmani, Nabil El & Switzer, Lorne N., 2020, "Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101200.
• McIver, Ron P. & Kang, Sang Hoon, 2020, "Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101276.
• Jamaani, Fouad & Ahmed, Abdullahi D., 2020, "Simultaneous effects of clustering and endogeneity on the underpricing difference of IPO firms: A global evidence," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101250.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2020, "Intraday momentum in Chinese commodity futures markets," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101278.
• Naeem, Muhammad Abubakr & Farid, Saqib & Faruk, Balli & Shahzad, Syed Jawad Hussain, 2020, "Can happiness predict future volatility in stock markets?," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101298.
• Agapova, Anna & Madura, Jeff & Volkov, Nikanor, 2020, "Information leakage of ADRs Prior to company issued guidance," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101304.
• Shi, Jinyan & Yu, Conghui & Liu, Xiangkun & Li, Yanxi, 2020, "Predicting firm stock returns with customer stock returns: Moderating effects of customer characteristics," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101280.
• Gu, Yimiao & Chen, Zhenxi & Lien, Donald & Luo, Meifeng, 2020, "Quantile hedge ratio for forward freight market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.tre.2020.101931.
• Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini, 2020, "Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-105, Dec.
• Muhammad Abubakr Naeem & Zhe Peng & Mouhammed Tahir Suleman & Rabindra Nepal & Syed Jawad Hussain Shahzad, 2020, "Time and Frequency Connectedness Among Oil Shocks, Electricity and Clean Energy Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-81, Sep.
• Eli Remolona & James Yetman, 2020, "De Jure Benchmark Bonds," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-84, Sep.
• Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher, 2020, "IQ from IP: simplifying search in portfolio choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101133, Oct.
• Lagos, Ricardo & Zhang, Shengxing, 2020, "Turnover liquidity and the transmission of monetary policy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105095, Jun.
• Agrawal, Ashwini & Hacamo, Isaac & Hu, Zhongchen, 2021, "Information dispersion across employees and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106491, Oct.
• Gostlow, Glen, 2020, "The materiality and measurement of physical climate risk: evidence from Form 8-K," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107045, Oct.
• Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2020, "Options-based systemic risk, financial distress, and macroeconomic downturns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118850, Dec.
• Ziemba, William, 2020, "Parimutuel betting markets: racetracks and lotteries revisited," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118873, Sep.
• Ergun, Lerby & Uthemann, Andreas, 2020, "Higher-order uncertainty in financial markets: evidence from a consensus pricing service," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118893, Jun.
• Ibikunle, Gbenga & Rzayev, Khaladdin, 2020, "Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118914, Apr.
• Agrawal, Ashwini & Hacamo, Isaac & Hu, Zhongchen, 2020, "Information dispersion across employees and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118922, Jan.

2019

• Altdörfer, Marc & De las Salas Vega, Carlos A. & Guettler, Andre & Löffler, Gunter, 2019, "The case for a European rating agency: Evidence from the Eurozone sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 1-18, DOI: 10.1016/j.intfin.2018.09.004.
• Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019, "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 117-135, DOI: 10.1016/j.intfin.2018.09.010.
• Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2019, "The evolving nature of Japanese corporate governance: Guaranteed bonds vs. rated bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 162-183, DOI: 10.1016/j.intfin.2018.10.001.
• Li, Shi & Li, Tianze & Mittoo, Usha & Song, Xiaoping & Zheng, Steven Xiaofan, 2019, "ADR valuation and listing of foreign firms in U.S. Equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 284-298, DOI: 10.1016/j.intfin.2018.11.014.
• Jog, Vijay & Otchere, Isaac & Sun, Chengye, 2019, "Does the two-stage IPO process reduce underpricing and long run underperformance? Evidence from Chinese firms listed in the U.S," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 90-105, DOI: 10.1016/j.intfin.2018.11.007.
• de Moura, André Aroldo Freitas & Gupta, Jairaj, 2019, "Mandatory adoption of IFRS in Latin America: A boon or a bias," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 111-133, DOI: 10.1016/j.intfin.2018.12.016.
• Smales, L.A. & Lucey, B.M., 2019, "The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 19-38, DOI: 10.1016/j.intfin.2018.12.003.
• Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2019, "Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 68-88, DOI: 10.1016/j.intfin.2018.12.011.
• Papakyriakou, Panayiotis & Sakkas, Athanasios & Taoushianis, Zenon, 2019, "The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 143-160, DOI: 10.1016/j.intfin.2019.03.001.
• Jamali, Ibrahim & Yamani, Ehab, 2019, "Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 241-263, DOI: 10.1016/j.intfin.2019.04.002.
• Erdemlioglu, Deniz & Joliet, Robert, 2019, "Long-term asset allocation, risk tolerance and market sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 1-19, DOI: 10.1016/j.intfin.2019.04.004.
• Fu, Xi & Zhang, Zhifang, 2019, "CFO cultural background and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 74-93, DOI: 10.1016/j.intfin.2019.05.001.
• Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy, 2019, "Contagion risk in global banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101136.
• Dobrynskaya, Victoria, 2019, "Avoiding momentum crashes: Dynamic momentum and contrarian trading," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101141.
• Chiarella, Carlo & Cubillas, Elena & Suárez, Nuria, 2019, "Bank recapitalization in Europe: Informational content in the issuing method," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101134.
• Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas, 2019, "Short-term momentum (almost) everywhere," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101140.
• Li, Xiafei & Luo, Di, 2019, "Financial constraints, stock liquidity, and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101139.
• Chychyla, Roman & Leone, Andrew J. & Minutti-Meza, Miguel, 2019, "Complexity of financial reporting standards and accounting expertise," Journal of Accounting and Economics, Elsevier, volume 67, issue 1, pages 226-253, DOI: 10.1016/j.jacceco.2018.09.005.
• Nagar, Venky & Schoenfeld, Jordan & Wellman, Laura, 2019, "The effect of economic policy uncertainty on investor information asymmetry and management disclosures," Journal of Accounting and Economics, Elsevier, volume 67, issue 1, pages 36-57, DOI: 10.1016/j.jacceco.2018.08.011.
• Balakrishnan, Karthik & Vashishtha, Rahul & Verrecchia, Robert E., 2019, "Foreign competition for shares and the pricing of information asymmetry: Evidence from equity market liberalization," Journal of Accounting and Economics, Elsevier, volume 67, issue 1, pages 80-97, DOI: 10.1016/j.jacceco.2018.08.015.
• Jung, Jay Heon & Kumar, Alok & Lim, Sonya S. & Yoo, Choong-Yuel, 2019, "An analyst by any other surname: Surname favorability and market reaction to analyst forecasts," Journal of Accounting and Economics, Elsevier, volume 67, issue 2, pages 306-335, DOI: 10.1016/j.jacceco.2019.02.002.
• Chang, Eric C. & Lin, Tse-Chun & Ma, Xiaorong, 2019, "Does short-selling threat discipline managers in mergers and acquisitions decisions?," Journal of Accounting and Economics, Elsevier, volume 68, issue 1, DOI: 10.1016/j.jacceco.2018.12.002.
• Chen, Tao, 2019, "Trade-size clustering and price efficiency," Japan and the World Economy, Elsevier, volume 49, issue C, pages 195-203, DOI: 10.1016/j.japwor.2018.12.002.
• Hill, Paula & Korczak, Adriana & Korczak, Piotr, 2019, "Political uncertainty exposure of individual companies: The case of the Brexit referendum," Journal of Banking & Finance, Elsevier, volume 100, issue C, pages 58-76, DOI: 10.1016/j.jbankfin.2018.12.012.
• Griffith, Todd G. & Roseman, Brian S., 2019, "Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 104-121, DOI: 10.1016/j.jbankfin.2019.01.017.
• Chan, Konan & Li, Fengfei & Lin, Tse-Chun, 2019, "Earnings management and post-split drift," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 136-146, DOI: 10.1016/j.jbankfin.2019.02.004.
• Huang, Tao & Li, Junye, 2019, "Option-Implied variance asymmetry and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 21-36, DOI: 10.1016/j.jbankfin.2019.02.001.
• Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2019, "The short-selling skill of institutions and individuals," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 77-91, DOI: 10.1016/j.jbankfin.2019.02.003.
• Nam, Hocheol & Uchida, Konari, 2019, "Accounts payable and firm value: International evidence," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 116-137, DOI: 10.1016/j.jbankfin.2019.03.010.
• Ahn, Dong-Hyun & Min, Byoung-Kyu & Yoon, Bohyun, 2019, "Why has the size effect disappeared?," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 256-276, DOI: 10.1016/j.jbankfin.2019.02.005.
• Panayides, Marios A. & Shohfi, Thomas D. & Smith, Jared D., 2019, "Bulk volume classification and information detection," Journal of Banking & Finance, Elsevier, volume 103, issue C, pages 113-129, DOI: 10.1016/j.jbankfin.2019.04.001.
• Jain, Ankit & Tantri, Prasanna & Thirumalai, Ramabhadran S., 2019, "Demand curves for stocks do not slope down: Evidence using an exogenous supply shock," Journal of Banking & Finance, Elsevier, volume 104, issue C, pages 19-30, DOI: 10.1016/j.jbankfin.2019.03.012.
• Kenchington, David & Wan, Chi & Yüksel, H. Zafer, 2019, "Gross profitability and mutual fund performance," Journal of Banking & Finance, Elsevier, volume 104, issue C, pages 31-49, DOI: 10.1016/j.jbankfin.2019.05.001.
• Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle, 2019, "A comprehensive appraisal of style-integration methods," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 134-150, DOI: 10.1016/j.jbankfin.2019.05.016.
• Hu, Xiaolu & Huang, Haozhi & Pan, Zheyao & Shi, Jing, 2019, "Information asymmetry and credit rating: A quasi-natural experiment from China," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 132-152, DOI: 10.1016/j.jbankfin.2019.06.003.
• Nishiotis, George P. & Rompolis, Leonidas S., 2019, "Put-call parity violations and return predictability: Evidence from the 2008 short sale ban," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 276-297, DOI: 10.1016/j.jbankfin.2019.07.008.
• Ambrocio, Gene & Hasan, Iftekhar, 2019, "What drives discretion in bank lending? Some evidence and a link to private information," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 323-340, DOI: 10.1016/j.jbankfin.2019.07.006.
• Lakdawala, Aeimit & Schaffer, Matthew, 2019, "Federal reserve private information and the stock market," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 34-49, DOI: 10.1016/j.jbankfin.2019.05.022.
• He, Ping & Ma, Lin & Wang, Kun & Xiao, Xing, 2019, "IPO pricing deregulation and corporate governance: Theory and evidence from Chinese public firms," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.08.004.
• Eugster, Nicolas & Isakov, Dušan, 2019, "Founding family ownership, stock market returns, and agency problems," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.07.020.
• Borochin, Paul & Zhao, Yanhui, 2019, "Belief heterogeneity in the option markets and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.07.011.
• Gao, Shenghao & Lu, Ruichang & Ni, Chenkai, 2019, "Institutional investors’ cognitive constraints during initial public offerings," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105627.
• Chue, Timothy K. & Gul, Ferdinand A. & Mian, G. Mujtaba, 2019, "Aggregate investor sentiment and stock return synchronicity," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105628.
• (Jennifer) Wu, Szu-Yin & Chung, Kee H., 2019, "Corporate innovation, likelihood to be acquired, and takeover premiums," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105634.
• Cimon, David & Garriott, Corey, 2019, "Banking regulation and market making," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105653.
• Zareei, Abalfazl, 2019, "Network origins of portfolio risk," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105663.
• Chou, Pin-Huang & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2019, "Asset growth, style investing, and momentum," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 108-124, DOI: 10.1016/j.jbankfin.2018.11.008.
• Ashour, Samar & Hao, (Grace) Qing, 2019, "Do analysts really anchor? Evidence from credit risk and suppressed negative information," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 183-197, DOI: 10.1016/j.jbankfin.2018.11.006.
• Cheng, Shijun & Felix, Robert & Zhao, Yijiang, 2019, "Board interlock networks and informed short sales," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 198-211, DOI: 10.1016/j.jbankfin.2018.11.002.
• Zerbib, Olivier David, 2019, "The effect of pro-environmental preferences on bond prices: Evidence from green bonds," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 39-60, DOI: 10.1016/j.jbankfin.2018.10.012.
• Zaremba, Adam, 2019, "Cross-sectional seasonalities in international government bond returns," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 80-94, DOI: 10.1016/j.jbankfin.2018.11.004.
• Huang, Alan G. & Kalimipalli, Madhu & Nayak, Subhankar & Ramchand, Latha, 2019, "Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 202-221, DOI: 10.1016/j.jbankfin.2018.12.011.
• Liao, Yin & Anderson, Heather M., 2019, "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 252-274, DOI: 10.1016/j.jbankfin.2018.12.005.
• Chen, Tao, 2019, "The price impact of trade-size clustering: Evidence from an intraday analysis," Journal of Business Research, Elsevier, volume 101, issue C, pages 300-314, DOI: 10.1016/j.jbusres.2019.04.032.
• Dyl, Edward A. & Yuksel, H. Zafer & Zaynutdinova, Gulnara R., 2019, "Price reversals and price continuations following large price movements," Journal of Business Research, Elsevier, volume 95, issue C, pages 1-12, DOI: 10.1016/j.jbusres.2018.08.036.
• Khalil, Samer & Mansi, Sattar & Mazboudi, Mohamad & Zhang, Andrew (Jianzhong), 2019, "Information asymmetry and the wealth appropriation effect in the bond market: Evidence from late disclosures," Journal of Business Research, Elsevier, volume 95, issue C, pages 49-61, DOI: 10.1016/j.jbusres.2018.09.022.
• Tingbani, Ishmael & Okafor, Godwin & Tauringana, Venancio & Zalata, Alaa Mansour, 2019, "Terrorism and country-level global business failure," Journal of Business Research, Elsevier, volume 98, issue C, pages 430-440, DOI: 10.1016/j.jbusres.2018.08.037.
• Weissensteiner, Alex, 2019, "Correlated noise: Why passive investment might improve market efficiency," Journal of Economic Behavior & Organization, Elsevier, volume 158, issue C, pages 158-172, DOI: 10.1016/j.jebo.2018.11.017.
• Liu, Jia & Riyanto, Yohanes E., 2019, "Liquidation policy and credit history in financial contracting: An experiment," Journal of Economic Behavior & Organization, Elsevier, volume 158, issue C, pages 526-542, DOI: 10.1016/j.jebo.2018.12.025.
• Pelster, Matthias, 2019, "Attracting attention from peers: Excitement in social trading," Journal of Economic Behavior & Organization, Elsevier, volume 161, issue C, pages 158-179, DOI: 10.1016/j.jebo.2019.03.010.
• Auer, Benjamin R. & Rottmann, Horst, 2019, "Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?," Journal of Economics and Business, Elsevier, volume 103, issue C, pages 61-79, DOI: 10.1016/j.jeconbus.2018.12.003.
• Martineau, Nicolas-Guillaume & de Vanssay, Xavier, 2019, "Sinning by omission: Insider trading and ethical behavior," Journal of Economics and Business, Elsevier, volume 104, issue C, pages 1-1, DOI: 10.1016/j.jeconbus.2019.01.001.
• Rüdiger, Jesper & Vigier, Adrien, 2019, "Learning about analysts," Journal of Economic Theory, Elsevier, volume 180, issue C, pages 304-335, DOI: 10.1016/j.jet.2019.01.001.
• Dindo, Pietro, 2019, "Survival in speculative markets," Journal of Economic Theory, Elsevier, volume 181, issue C, pages 1-43, DOI: 10.1016/j.jet.2019.02.002.
• Lou, Youcheng & Parsa, Sahar & Ray, Debraj & Li, Duan & Wang, Shouyang, 2019, "Information aggregation in a financial market with general signal structure," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 594-624, DOI: 10.1016/j.jet.2019.05.004.
• Baruch, Shmuel & Glosten, Lawrence R., 2019, "Tail expectation and imperfect competition in limit order book markets," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 661-697, DOI: 10.1016/j.jet.2019.07.008.
• Moreira, Alan, 2019, "Capital immobility and the reach for yield," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 907-951, DOI: 10.1016/j.jet.2019.07.010.
• Cai, Zhifeng, 2019, "Dynamic information acquisition and time-varying uncertainty," Journal of Economic Theory, Elsevier, volume 184, issue C, DOI: 10.1016/j.jet.2019.104947.
• Goldstein, Itay & Yang, Liyan, 2019, "Good disclosure, bad disclosure," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 118-138, DOI: 10.1016/j.jfineco.2018.08.004.
• Cai, Fang & Han, Song & Li, Dan & Li, Yi, 2019, "Institutional herding and its price impact: Evidence from the corporate bond market," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 139-167, DOI: 10.1016/j.jfineco.2018.07.012.
• Harford, Jarrad & Stanfield, Jared & Zhang, Feng, 2019, "Do insiders time management buyouts and freezeouts to buy undervalued targets?," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 206-231, DOI: 10.1016/j.jfineco.2017.12.010.
• Bai, Hang & Hou, Kewei & Kung, Howard & Li, Erica X.N. & Zhang, Lu, 2019, "The CAPM strikes back? An equilibrium model with disasters," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 269-298, DOI: 10.1016/j.jfineco.2018.08.009.
• Hautsch, Nikolaus & Horvath, Akos, 2019, "How effective are trading pauses?," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 378-403, DOI: 10.1016/j.jfineco.2017.12.011.
• Grennan, Jillian, 2019, "Dividend payments as a response to peer influence," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 549-570, DOI: 10.1016/j.jfineco.2018.01.012.
• Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P., 2019, "Private information in currency markets," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 643-665, DOI: 10.1016/j.jfineco.2018.08.012.
• Kapadia, Nishad & Zekhnini, Morad, 2019, "Do idiosyncratic jumps matter?," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 666-692, DOI: 10.1016/j.jfineco.2018.08.014.
• Adelino, Manuel & Gerardi, Kristopher & Hartman-Glaser, Barney, 2019, "Are lemons sold first? Dynamic signaling in the mortgage market," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 1-25, DOI: 10.1016/j.jfineco.2018.09.005.
• Jang, Jeewon & Kang, Jangkoo, 2019, "Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 222-247, DOI: 10.1016/j.jfineco.2018.10.005.
• Baltussen, Guido & van Bekkum, Sjoerd & Da, Zhi, 2019, "Indexing and stock market serial dependence around the world," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 26-48, DOI: 10.1016/j.jfineco.2018.07.016.
• Ben-David, Itzhak & Birru, Justin & Rossi, Andrea, 2019, "Industry familiarity and trading: Evidence from the personal portfolios of industry insiders," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 49-75, DOI: 10.1016/j.jfineco.2018.08.007.
• Huang, Shiyang & Huang, Yulin & Lin, Tse-Chun, 2019, "Attention allocation and return co-movement: Evidence from repeated natural experiments," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 369-383, DOI: 10.1016/j.jfineco.2018.10.006.
• Choi, Jin Hyuk & Larsen, Kasper & Seppi, Duane J., 2019, "Information and trading targets in a dynamic market equilibrium," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 22-49, DOI: 10.1016/j.jfineco.2018.11.003.
• Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019, "Technological links and predictable returns," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 76-96, DOI: 10.1016/j.jfineco.2018.11.008.
• Hirshleifer, David & Levi, Yaron & Lourie, Ben & Teoh, Siew Hong, 2019, "Decision fatigue and heuristic analyst forecasts," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 83-98, DOI: 10.1016/j.jfineco.2019.01.005.
• Comerton-Forde, Carole & Grégoire, Vincent & Zhong, Zhuo, 2019, "Inverted fee structures, tick size, and market quality," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 141-164, DOI: 10.1016/j.jfineco.2019.03.005.
• Green, T. Clifton & Huang, Ruoyan & Wen, Quan & Zhou, Dexin, 2019, "Crowdsourced employer reviews and stock returns," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 236-251, DOI: 10.1016/j.jfineco.2019.03.012.
• Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2019, "Average skewness matters," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 29-47, DOI: 10.1016/j.jfineco.2019.03.003.
• Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2019, "Size and value in China," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 48-69, DOI: 10.1016/j.jfineco.2019.03.008.
• Bernstein, Asaf & Gustafson, Matthew T. & Lewis, Ryan, 2019, "Disaster on the horizon: The price effect of sea level rise," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 253-272, DOI: 10.1016/j.jfineco.2019.03.013.
• Harvey, Campbell R. & Liu, Yan, 2019, "Cross-sectional alpha dispersion and performance evaluation," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 273-296, DOI: 10.1016/j.jfineco.2019.04.005.
• Rehse, Dominik & Riordan, Ryan & Rottke, Nico & Zietz, Joachim, 2019, "The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 318-332, DOI: 10.1016/j.jfineco.2019.04.006.
• Ashcraft, Adam B & Gooriah, Kunal & Kermani, Amir, 2019, "Does skin-in-the-game affect security performance?," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 333-354, DOI: 10.1016/j.jfineco.2019.04.009.
• Malceniece, Laura & Malcenieks, Kārlis & Putniņš, Tālis J., 2019, "High frequency trading and comovement in financial markets," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 381-399, DOI: 10.1016/j.jfineco.2018.02.015.
• Maggio, Marco Di & Franzoni, Francesco & Kermani, Amir & Sommavilla, Carlo, 2019, "The relevance of broker networks for information diffusion in the stock market," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 419-446, DOI: 10.1016/j.jfineco.2019.04.002.
• Karali, Berna & Isengildina-Massa, Olga & Irwin, Scott H. & Adjemian, Michael K. & Johansson, Robert, 2019, "Are USDA reports still news to changing crop markets?," Food Policy, Elsevier, volume 84, issue C, pages 66-76, DOI: 10.1016/j.foodpol.2019.02.005.
• Hu, Jinshuai & Kim, Jeong-Bon, 2019, "The relative usefulness of cash flows versus accrual earnings for CEO turnover decisions across countries: The role of investor protection," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 34, issue C, pages 91-107, DOI: 10.1016/j.intaccaudtax.2019.02.005.
• Agudelo, Diego A. & Byder, James & Yepes-Henao, Paula, 2019, "Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 187-203, DOI: 10.1016/j.jimonfin.2018.09.001.
• Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2019, "The impact of the U.S. employment report on exchange rates," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 257-267, DOI: 10.1016/j.jimonfin.2018.10.003.
• Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2019, "Market reactions to ECB policy innovations: A cross-country analysis," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 126-137, DOI: 10.1016/j.jimonfin.2018.11.006.
• Li, Hui & Liu, Hong & Veld, Chris, 2019, "The effects of bank regulation stringency on seasoned equity offering announcements," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 71-85, DOI: 10.1016/j.jimonfin.2018.11.001.
• Bevilacqua, Mattia & Morelli, David & Tunaru, Radu, 2019, "The determinants of the model-free positive and negative volatilities," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 1-24, DOI: 10.1016/j.jimonfin.2018.12.003.
• Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min, 2019, "Early 60s is not old enough: Evidence from twenty-one countries’ equity fund markets," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 62-74, DOI: 10.1016/j.jimonfin.2018.12.005.
• Chiu, Junmao & Chung, Huimin, 2019, "Legal institutions and fragile financial markets," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 277-298, DOI: 10.1016/j.jimonfin.2019.02.009.
• Boudt, Kris & Neely, Christopher J. & Sercu, Piet & Wauters, Marjan, 2019, "The response of multinationals’ foreign exchange rate exposure to macroeconomic news," Journal of International Money and Finance, Elsevier, volume 94, issue C, pages 32-47, DOI: 10.1016/j.jimonfin.2019.01.009.
• Pownall, Rachel A.J. & Satchell, Stephen & Srivastava, Nandini, 2019, "A random walk through Mayfair: Art as a luxury good and evidence from dynamic models," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 112-127, DOI: 10.1016/j.jimonfin.2019.04.001.
• Ferreira, Alex & Moore, Michael & Mukherjee, Satrajit, 2019, "Expectation errors in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 44-51, DOI: 10.1016/j.jimonfin.2019.03.005.
• Crowley, Meredith A. & Meng, Ning & Song, Huasheng, 2019, "Policy shocks and stock market returns: Evidence from Chinese solar panels," Journal of the Japanese and International Economies, Elsevier, volume 51, issue C, pages 148-169, DOI: 10.1016/j.jjie.2019.02.006.
• Khan, Mostafa Saidur Rahim & Kato, Hideaki Kiyoshi & Bremer, Marc, 2019, "Short sales constraints and stock returns: How do the regulations fare?," Journal of the Japanese and International Economies, Elsevier, volume 54, issue C, DOI: 10.1016/j.jjie.2019.101049.
• Thorbecke, Willem, 2019, "Oil prices and the U.S. economy: Evidence from the stock market," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103137.
• Ma, Guang, 2019, "The information content of operations-related disclosures," Journal of Accounting Literature, Elsevier, volume 43, issue C, pages 87-107, DOI: 10.1016/j.acclit.2019.11.004.
• Chung, Dennis Y. & Hrazdil, Karel & Novak, Jiri & Suwanyangyuan, Nattavut, 2019, "Does the large amount of information in corporate disclosures hinder or enhance price discovery in the capital market?," Journal of Contemporary Accounting and Economics, Elsevier, volume 15, issue 1, pages 36-52, DOI: 10.1016/j.jcae.2018.12.001.
• Burke, Qing L., 2019, "Why haven’t U.S. GAAP and IFRS on insurance contracts converged? Evidence from an unsuccessful joint project," Journal of Contemporary Accounting and Economics, Elsevier, volume 15, issue 2, pages 131-144, DOI: 10.1016/j.jcae.2019.04.001.
• Lim, Youngdeok & Kim, Hyungtae, 2019, "Market reaction to optimistic bias in the recommendations of chaebol-affiliated analysts," Journal of Contemporary Accounting and Economics, Elsevier, volume 15, issue 2, pages 224-242, DOI: 10.1016/j.jcae.2019.100156.
• Zhang, Karen & Truong, Cameron, 2019, "What’s the value of politically connected directors?," Journal of Contemporary Accounting and Economics, Elsevier, volume 15, issue 3, DOI: 10.1016/j.jcae.2019.100161.
• Schroeder, Ted C. & Tonsor, Glynn T. & Coffey, Brian K., 2019, "Commodity futures with thinly traded cash markets: The case of live cattle," Journal of Commodity Markets, Elsevier, volume 15, issue C, pages 1-1, DOI: 10.1016/j.jcomm.2018.09.005.
• Awan, Obaid A., 2019, "Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour," Journal of Commodity Markets, Elsevier, volume 16, issue C, DOI: 10.1016/j.jcomm.2019.02.001.
• Fousekis, Panos & Tzaferi, Dimitra, 2019, "Price returns and trading volume changes in agricultural futures markets: An empirical analysis with quantile regressions," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00116.
• Blaufus, Kay & Möhlmann, Axel & Schwäbe, Alexander N., 2019, "Stock price reactions to news about corporate tax avoidance and evasion," Journal of Economic Psychology, Elsevier, volume 72, issue C, pages 278-292, DOI: 10.1016/j.joep.2019.04.007.
• Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Salman, Aneel, 2019, "Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models," Resources Policy, Elsevier, volume 61, issue C, pages 210-230, DOI: 10.1016/j.resourpol.2019.02.013.
• Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2019, "Time-frequency co-movements between the largest nonferrous metal futures markets," Resources Policy, Elsevier, volume 61, issue C, pages 393-398, DOI: 10.1016/j.resourpol.2017.12.010.