Research classified by Journal of Economic Literature (JEL) codes

2019

• Ludwig, Michael, 2019, "Speculation and its impact on liquidity in commodity markets," Resources Policy, Elsevier, volume 61, issue C, pages 532-547, DOI: 10.1016/j.resourpol.2018.05.005.
• Kumar, Satish & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Kang, Sang Hoon, 2019, "Correlations and volatility spillovers between oil, natural gas, and stock prices in India," Resources Policy, Elsevier, volume 62, issue C, pages 282-291, DOI: 10.1016/j.resourpol.2019.04.004.
• Paul, Manas & Bhanja, Niyati & Dar, Arif Billah, 2019, "Gold, gold mining stocks and equities- partial wavelet coherence evidence from developed countries," Resources Policy, Elsevier, volume 62, issue C, pages 378-384, DOI: 10.1016/j.resourpol.2019.04.012.
• Al-Yahyaee, Khamis Hamed & Mensi, Walid & Maitra, Debasish & Al-Jarrah, Idries Mohammad Wanas, 2019, "Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101529.
• Ben-Shahar, Danny & Golan, Roni, 2019, "Improved information shock and price dispersion: A natural experiment in the housing market," Journal of Urban Economics, Elsevier, volume 112, issue C, pages 70-84, DOI: 10.1016/j.jue.2019.05.008.
• Wright, Jonathan H., 2019, "Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto," Journal of Monetary Economics, Elsevier, volume 108, issue C, pages 180-184, DOI: 10.1016/j.jmoneco.2019.08.017.
• Yamani, Ehab, 2019, "Diversification role of currency momentum for carry trade: Evidence from financial crises," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 1-19, DOI: 10.1016/j.mulfin.2019.02.004.
• Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2019, "Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 81-88, DOI: 10.1016/j.mulfin.2019.02.003.
• Baig, Ahmed S. & Blau, Benjamin M. & Whitby, Ryan J., 2019, "Price clustering and economic freedom: The case of cross-listed securities," Journal of Multinational Financial Management, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.mulfin.2019.04.002.
• Ikizlerli, Deniz & Holmes, Phil & Anderson, Keith, 2019, "The response of different investor types to macroeconomic news," Journal of Multinational Financial Management, Elsevier, volume 50, issue C, pages 13-28, DOI: 10.1016/j.mulfin.2019.02.005.
• Biswal, P.C. & Jain, Anshul, 2019, "Should central banks use the currency futures market to manage spot volatility? Evidence from India," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100596.
• Wu, Xuan & Tian, Gaoliang & Li, Yueting & Zhou, Qing, 2019, "On the pricing of the persistence of earnings components in China," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 112-132, DOI: 10.1016/j.pacfin.2018.10.017.
• Zhou, Hao & Kalev, Petko S., 2019, "Algorithmic and high frequency trading in Asia-Pacific, now and the future," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 186-207, DOI: 10.1016/j.pacfin.2018.10.006.
• Zhou, Lu (Jolly) & Sadeghi, Mehdi, 2019, "The impact of innovation on IPO short-term performance – Evidence from the Chinese markets," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 208-235, DOI: 10.1016/j.pacfin.2018.10.010.
• Kim, Hyeong Joon & Han, Seung Hun, 2019, "Convertible bond announcement returns, capital expenditures, and investment opportunities: Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 331-348, DOI: 10.1016/j.pacfin.2018.11.007.
• Han, Jianlei & Linnenluecke, Martina K. & Pan, Zheyao (Terry) & Smith, Tom, 2019, "The wealth effects of the announcement of the Australian carbon pricing scheme," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 399-409, DOI: 10.1016/j.pacfin.2018.12.006.
• Jacoby, Gady & Lee, Gemma & Paseka, Alexander & Wang, Yan, 2019, "Asset pricing with an imprecise information set," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 82-93, DOI: 10.1016/j.pacfin.2018.10.001.
• Kim, Dongcheol & Lee, Inro & Na, Haejung, 2019, "Financial distress, short sale constraints, and mispricing," Pacific-Basin Finance Journal, Elsevier, volume 53, issue C, pages 94-111, DOI: 10.1016/j.pacfin.2018.10.008.
• Fargher, Neil & Wee, Marvin, 2019, "The impact of Ball and Brown (1968) on generations of research," Pacific-Basin Finance Journal, Elsevier, volume 54, issue C, pages 55-72, DOI: 10.1016/j.pacfin.2019.01.006.
• Bahrami, Afsaneh & Shamsuddin, Abul & Uylangco, Katherine, 2019, "Are advanced emerging market stock returns predictable? A regime-switching forecast combination approach," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 142-160, DOI: 10.1016/j.pacfin.2019.02.003.
• Lien, Donald & Hung, Pi-Hsia & Zhu, Jia-De & Chen, Yi-Hsuan, 2019, "Price limit changes and market quality in the Taiwan Stock Exchange," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 239-258, DOI: 10.1016/j.pacfin.2019.04.006.
• Hu, Yi & Wang, Changyun & Xiao, Gang & Zeng, Jianyu, 2019, "The value of political connections in opaque firms: Evidence from China's file 18," Pacific-Basin Finance Journal, Elsevier, volume 55, issue C, pages 329-351, DOI: 10.1016/j.pacfin.2019.05.001.
• Chen, Yanyan & Tian, Gary Gang & Yao, Daifei Troy, 2019, "Does regulating executive compensation impact insider trading?," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 1-20, DOI: 10.1016/j.pacfin.2019.05.004.
• Aman, Hiroyuki & Beekes, Wendy & Berkman, Henk & Bohmann, Marc & Bradbury, Michael & Chapple, Larelle & Chang, Millicent & Clout, Victoria & Faff, Robert & Han, Jianlei & Hillier, David & Hodgson, All, 2019, "Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 129-150, DOI: 10.1016/j.pacfin.2019.05.002.
• Lv, Dayong & Wu, Wenfeng, 2019, "Margin-trading volatility and stock price crash risk," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 179-196, DOI: 10.1016/j.pacfin.2019.06.005.
• Gould, Graeme P., 2019, "Repurchases and intended program length," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 234-247, DOI: 10.1016/j.pacfin.2019.05.011.
• Al-Yahyaee, Khamis Hamed & Mensi, Walid & Sensoy, Ahmet & Kang, Sang Hoon, 2019, "Energy, precious metals, and GCC stock markets: Is there any risk spillover?," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 45-70, DOI: 10.1016/j.pacfin.2019.05.006.
• Su, Xuan-Qi & Lin, Yung-Chieh & Chen, Chin-Ming & Lowe, Alpha, 2019, "Are educational managers credible or overconfident? Evidence from share repurchases in Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 93-112, DOI: 10.1016/j.pacfin.2019.05.008.
• Chen, Chin-Ho, 2019, "Downside jump risk and the levels of futures-cash basis," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.101200.
• He, Qing & Fang, Cai, 2019, "Regulatory sanctions and stock pricing efficiency: Evidence from the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101241.
• Cai, Wenwu & Lu, Jing, 2019, "Investors’ financial attention frequency and trading activity," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101239.
• Xu, Liao & Yin, Xiangkang & Zhao, Jing, 2019, "The sidedness and informativeness of ETF trading and the market efficiency of their underlying indexes," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101217.
• Le, Anh & Yin, Xiangkang & Zhao, Jing, 2019, "Informed trading around earnings announcements in Australia," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101216.
• Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2019, "Forecasting the KOSPI200 spot volatility using various volatility measures," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 514, issue C, pages 156-166, DOI: 10.1016/j.physa.2018.09.027.
• Liu, Shengnan & Kong, Ao & Gu, Rongbao & Guo, Wenjing, 2019, "Does idiosyncratic volatility matter? — Evidence from Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 516, issue C, pages 393-401, DOI: 10.1016/j.physa.2018.09.184.
• Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim & Uddin, Gazi Salah, 2019, "The high frequency multifractal properties of Bitcoin," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 520, issue C, pages 62-71, DOI: 10.1016/j.physa.2018.12.037.
• Kosc, Krzysztof & Sakowski, Paweł & Ślepaczuk, Robert, 2019, "Momentum and contrarian effects on the cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 523, issue C, pages 691-701, DOI: 10.1016/j.physa.2019.02.057.
• Kang, Sang Hoon & Lee, Jang Woo, 2019, "The network connectedness of volatility spillovers across global futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 526, issue C, DOI: 10.1016/j.physa.2019.03.121.
• Cheng, Qing & Liu, Xinyuan & Zhu, Xiaowu, 2019, "Cryptocurrency momentum effect: DFA and MF-DFA analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 526, issue C, DOI: 10.1016/j.physa.2019.04.083.
• Han, Chenyu & Wang, Yiming & Ning, Ye, 2019, "Analysis and comparison of the multifractality and efficiency of Chinese stock market: Evidence from dynamics of major indexes in different boards," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 528, issue C, DOI: 10.1016/j.physa.2019.121305.
• Zhao, Ruwei, 2019, "Inferring private information from online news and searches: Correlation and prediction in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 528, issue C, DOI: 10.1016/j.physa.2019.121450.
• Zhao, Ruwei, 2019, "Quantifying the correlation and prediction of daily happiness sentiment and stock return: The Case of Singapore," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 533, issue C, DOI: 10.1016/j.physa.2019.122020.
• González-Pla, Francisco & Lovreta, Lidija, 2019, "Persistence in firm’s asset and equity volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122265.
• Han, Chenyu & Wang, Yiming & Ning, Ye, 2019, "Comparative analysis of the multifractality and efficiency of exchange markets: Evidence from exchange rates dynamics of major world currencies," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122365.
• Kang, Sang Hoon & McIver, Ron P. & Hernandez, Jose Arreola, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.124.
• Isah, Kazeem O. & Raheem, Ibrahim D., 2019, "The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 536, issue C, DOI: 10.1016/j.physa.2019.04.268.
• Bergman, U. Michael & Hutchison, Michael M. & Hougaard Jensen, Svend E., 2019, "European policy and markets: Did policy initiatives stem the sovereign debt crisis in the euro area?," European Journal of Political Economy, Elsevier, volume 57, issue C, pages 3-21, DOI: 10.1016/j.ejpoleco.2018.06.003.
• Yen, Tze-Yu & André, Paul, 2019, "Market reaction to the effect of corporate social responsibility on mergers and acquisitions: Evidence on emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 114-131, DOI: 10.1016/j.qref.2018.07.003.
• Ramli, Nur Ainna & Latan, Hengky & Solovida, Grace T., 2019, "Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 148-160, DOI: 10.1016/j.qref.2018.07.001.
• Chourou, Lamia & Hossain, Ashrafee T. & Kryzanowski, Lawrence, 2019, "Dual-class firms, M&As and SOX," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 176-187, DOI: 10.1016/j.qref.2018.08.005.
• Kuck, Konstantin & Maderitsch, Robert, 2019, "Intra-day dynamics of exchange rates: New evidence from quantile regression," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 247-257, DOI: 10.1016/j.qref.2018.09.001.
• Newaz, Mohammad Khaleq & Park, Jin Suk, 2019, "The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks," The Quarterly Review of Economics and Finance, Elsevier, volume 71, issue C, pages 79-94, DOI: 10.1016/j.qref.2018.07.007.
• Mensi, Walid & Tiwari, Aviral Kumar & Al-Yahyaee, Khamis Hamed, 2019, "An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 168-177, DOI: 10.1016/j.qref.2018.12.001.
• Abdallah, Abed AL-Nasser & Abdallah, Wissam, 2019, "Does cross-listing in the US improve investment efficiency? Evidence from UK firms," The Quarterly Review of Economics and Finance, Elsevier, volume 72, issue C, pages 215-231, DOI: 10.1016/j.qref.2018.12.005.
• Al-Shboul, Mohammad & Alsharari, Nizar, 2019, "The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 73, issue C, pages 119-135, DOI: 10.1016/j.qref.2018.05.007.
• Lee, Chia-Hao & Chou, Pei-I, 2019, "Information dissemination and investors’ sensitivity," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 242-250, DOI: 10.1016/j.qref.2019.01.009.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N., 2019, "Market reaction to actual daily share repurchases in Greece," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 267-277, DOI: 10.1016/j.qref.2019.01.007.
• Halari, Anwar & Helliar, Christine & Power, David M. & Tantisantiwong, Nongnuch, 2019, "Taking advantage of Ramadan and January in Muslim countries," The Quarterly Review of Economics and Finance, Elsevier, volume 74, issue C, pages 85-96, DOI: 10.1016/j.qref.2018.05.018.
• Aggarwal, Divya, 2019, "Do bitcoins follow a random walk model?," Research in Economics, Elsevier, volume 73, issue 1, pages 15-22, DOI: 10.1016/j.rie.2019.01.002.
• Hussinger, Katrin & Pacher, Sebastian, 2019, "Information ambiguity, patents and the market value of innovative assets," Research Policy, Elsevier, volume 48, issue 3, pages 665-675, DOI: 10.1016/j.respol.2018.10.022.
• Murgia, Maurizio & Pinna, Andrea & Gottardo, Pietro & Bosetti, Luisella, 2019, "The impact of large orders in electronic markets," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 174-192, DOI: 10.1016/j.iref.2018.08.018.
• Smales, L.A., 2019, "Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 234-252, DOI: 10.1016/j.iref.2018.09.001.
• Dar, Arif Billah & Bhanja, Niyati & Paul, Manas, 2019, "Do gold mining stocks behave like gold or equities? Evidence from the UK and the US," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 369-384, DOI: 10.1016/j.iref.2018.10.003.
• Brodmann, Jennifer & Unsal, Omer & Hassan, M. Kabir, 2019, "Political lobbying, insider trading, and CEO compensation," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 548-565, DOI: 10.1016/j.iref.2018.10.020.
• Bohl, Martin T. & Gross, Christian & Souza, Waldemar, 2019, "The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets," International Review of Economics & Finance, Elsevier, volume 60, issue C, pages 203-215, DOI: 10.1016/j.iref.2018.11.002.
• Liu, Huan & Hou, Canran, 2019, "Does trade credit alleviate stock price synchronicity? Evidence from China," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 141-155, DOI: 10.1016/j.iref.2019.02.003.
• Chen, Chunhua & Li, Tianze & Shao, Ruiqing & Zheng, Steven Xiaofan, 2019, "Dynamics of deterioration in internal control reported under SOX 404," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 228-240, DOI: 10.1016/j.iref.2019.02.009.
• Barbopoulos, Leonidas G. & Cheng, Louis T.W. & Cheng, Yi & Marshall, Andrew, 2019, "The role of real options in the takeover premia in mergers and acquisitions," International Review of Economics & Finance, Elsevier, volume 61, issue C, pages 91-107, DOI: 10.1016/j.iref.2019.01.006.
• Yen, Yu-Min, 2019, "Forward-looking information on growth and uncertainty implied by derivative securities: Evidence from an emerging market," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 240-266, DOI: 10.1016/j.iref.2019.03.008.
• Pedraza, Alvaro & Pulga, Fredy, 2019, "Asset price effects of peer benchmarking: Evidence from a natural experiment," International Review of Economics & Finance, Elsevier, volume 62, issue C, pages 53-65, DOI: 10.1016/j.iref.2019.02.012.
• Gao, Shenghao & Cao, Feng & Fok, Robert (Chi-Wing), 2019, "The anchoring effect of underwriters' proposed price ranges on institutional investors' bid prices in IPO auctions: Evidence from China," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 111-127, DOI: 10.1016/j.iref.2018.08.013.
• Lee, Jen-Sin & Yen, Pi-Hsia & Lee, Liang-Chien, 2019, "Political connection and stock returns: Evidence from party alternation in Taiwan," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 128-137, DOI: 10.1016/j.iref.2018.08.015.
• Cao, Peng & Qin, Lu & Zhu, Hongquan, 2019, "Local corruption and stock price crash risk: Evidence from China," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 240-252, DOI: 10.1016/j.iref.2018.11.006.
• Hu, May & Tuilautala, Mataiasi & Kang, Yuni, 2019, "Bandwagon effect: Special dividend payments," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 339-363, DOI: 10.1016/j.iref.2019.04.002.
• Omar, Ayishat & Tang, Alex P., 2019, "Earnings management and convertible preferred stock calls," International Review of Economics & Finance, Elsevier, volume 63, issue C, pages 423-433, DOI: 10.1016/j.iref.2019.05.005.
• Durusu-Ciftci, Dilek & Ispir, M. Serdar & Kok, Dundar, 2019, "Do stock markets follow a random walk? New evidence for an old question," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 165-175, DOI: 10.1016/j.iref.2019.06.002.
• Yang, Heejin & Kutan, Ali M. & Ryu, Doojin, 2019, "Volatility information trading in the index options market: An intraday analysis," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 412-426, DOI: 10.1016/j.iref.2019.07.006.
• Chuan ‘Chewie’ Ang, Tze & Lam, F.Y. Eric C. & Ma, Tai & Wang, Shujing & Wei, K.C. John, 2019, "What is the real relationship between cash holdings and stock returns?," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 513-528, DOI: 10.1016/j.iref.2019.09.003.
• Miwa, Kotaro, 2019, "Trading hours extension and intraday price behavior," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 572-585, DOI: 10.1016/j.iref.2019.07.007.
• Chung, Kee H. & Kim, Oliver & Lim, Steve C. & Yang, Sean, 2019, "An analytical measure of market underreaction to earnings news," International Review of Economics & Finance, Elsevier, volume 64, issue C, pages 612-624, DOI: 10.1016/j.iref.2019.08.005.
• Orhun, Eda, 2019, "Voluntary disclosure and market competition: Theory and evidence from the U.S. services sector," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 354-370, DOI: 10.1016/j.ribaf.2018.08.009.
• Othieno, Ferdinand & Biekpe, Nicholas, 2019, "Estimating the conditional equity risk premium in African frontier markets," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 538-551, DOI: 10.1016/j.ribaf.2018.09.015.
• Zaremba, Adam & Okoń, Szymon & Asyngier, Roman & Schroeter, Lucia, 2019, "Reverse splits in international stock markets: Reconciling the evidence on long-term returns," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 552-562, DOI: 10.1016/j.ribaf.2018.10.001.
• Yang, Yunlin & Gebka, Bartosz & Hudson, Robert, 2019, "Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 78-101, DOI: 10.1016/j.ribaf.2018.07.003.
• Kusen, Alex & Rudolf, Markus, 2019, "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 438-463, DOI: 10.1016/j.ribaf.2019.01.013.
• Sakaki, Hamid, 2019, "Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 137-155, DOI: 10.1016/j.ribaf.2019.03.001.
• Boya, Christophe M., 2019, "From efficient markets to adaptive markets: Evidence from the French stock exchange," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 156-165, DOI: 10.1016/j.ribaf.2019.03.005.
• Swamy, Vighneswara & Dharani, M. & Takeda, Fumiko, 2019, "Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 1-17, DOI: 10.1016/j.ribaf.2019.04.010.
• Zhang, Sijia & Gregoriou, Andros, 2019, "The price behavior around initial loan announcements: Evidence from zero-leverage firms in the UK," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 191-200, DOI: 10.1016/j.ribaf.2019.05.004.
• Faff, Robert & Prasadh, Shyaam & Shams, Syed, 2019, "Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 267-278, DOI: 10.1016/j.ribaf.2019.06.002.
• Sifat, Imtiaz Mohammad & Mohamad, Azhar & Mohamed Shariff, Mohammad Syazwan Bin, 2019, "Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 306-321, DOI: 10.1016/j.ribaf.2019.06.012.
• Handika, Rangga & Soepriyanto, Gatot & Havidz, Shinta Amalina Hazrati, 2019, "Are cryptocurrencies contagious to Asian financial markets?," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 416-429, DOI: 10.1016/j.ribaf.2019.06.007.
• Qadan, Mahmoud & Zoua’bi, Maher, 2019, "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 82, issue C, DOI: 10.1016/j.socec.2019.101450.
• Martin T. Bohl & Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2019, "Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-42, Jun.
• Kondor, Peter & Pinter, Gabor, 2019, "Private information and client connections in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100931, Jan.
• Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2019, "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118905, Mar.
• Rahi, Rohit, 2019, "Information acquisition with heterogeneous valuations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118929, Aug.
• Kondor, Peter & Pintér, Gábor, 2019, "Clients' connections," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118933, Jul.
• Bustillo, Inés & Perrotti, Daniel & Velloso, Helvia, 2019, "Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123197, Oct.
• José Manuel Corcuera & Giulia Nunno & José Fajardo, 2019, "Kyle equilibrium under random price pressure," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 42, issue 1, pages 77-101, June, DOI: 10.1007/s10203-019-00231-4.
• Takanobu Mizuta & Sadayuki Horie, 2019, "Mechanism by which active funds make market efficient investigated with agent-based model," Evolutionary and Institutional Economics Review, Springer, volume 16, issue 1, pages 43-63, June, DOI: 10.1007/s40844-018-0102-0.
• Xunan Feng & Kam C. Chan, 2019, "Mutual funds’ selective participation and subsequent performance of seasoned equity offerings," Empirical Economics, Springer, volume 56, issue 6, pages 1797-1822, June, DOI: 10.1007/s00181-018-1420-0.
• Michael Jetter & Alex Nikolsko-Rzhevskyy & Olena Ogrokhina, 2019, "Can policy shifts explain the forward discount puzzle?," Empirical Economics, Springer, volume 57, issue 6, pages 1891-1909, December, DOI: 10.1007/s00181-018-1534-4.
• Roi D. Taussig & Dror Tobi & Moti Zwilling, 2019, "The importance of timing in estimating beta," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 1, pages 61-70, March, DOI: 10.1007/s40822-018-0103-7.
• Irina V. Berezinets & Liliia A. Bulatova & Yulia B. Ilina & Marat V. Smirnov, 2019, "Reactions of emerging stock markets to dividend announcements during economic growth: evidence from India and Russia," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 9, issue 1, pages 71-89, March, DOI: 10.1007/s40822-018-0111-7.
• Huma Nawaz, 2019, "An investigation into factors that determine the growth rate in the Islamic banking and finance," Future Business Journal, Springer, volume 5, issue 1, pages 1-15, December, DOI: 10.1186/s43093-019-0003-7.
• Lixing Mei & Yulei Rao & Mei Wang & Jianxin Wang, 2019, "Do investors post messages differently from mobile devices? The correlation between mobile Internet messages posting and stock returns," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 66, issue 4, pages 423-452, December, DOI: 10.1007/s12232-019-00329-6.
• Christina Bannier & Thomas Pauls & Andreas Walter, 2019, "Content analysis of business communication: introducing a German dictionary," Journal of Business Economics, Springer, volume 89, issue 1, pages 79-123, February, DOI: 10.1007/s11573-018-0914-8.
• Maximilian Sturm & Stephan Nüesch, 2019, "Diversification and organizational environment: the effect of resource scarcity and complexity on the valuation of multi-segment firms," Journal of Business Economics, Springer, volume 89, issue 3, pages 251-272, April, DOI: 10.1007/s11573-017-0881-5.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019, "Oil speculation and herding behavior in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 44-56, January, DOI: 10.1007/s12197-018-9427-0.
• Benjamin R. Auer, 2019, "Does the strength of capital market anomalies exhibit seasonal patterns?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 91-103, January, DOI: 10.1007/s12197-018-9432-3.
• Phillip Fuller & Ehab Yamani & Geungu Yu, 2019, "The impact of the new real estate sector on REITs: an event study," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 1, pages 143-161, January, DOI: 10.1007/s12197-018-9436-z.
• Brandon C. L. Morris & Jared F. Egginton & Kathleen P. Fuller, 2019, "Return and liquidity response to fraud and sec investigations," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 313-329, April, DOI: 10.1007/s12197-018-9445-y.
• Gow-Cheng Huang & Kartono Liano & Ming-Shiun Pan, 2019, "Do open-market stock repurchases convey firm-specific or industry-wide information? Evidence from REITs," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 2, pages 382-397, April, DOI: 10.1007/s12197-018-9463-9.
• Neeraj J. Gupta & Vitaliy Strohush & Reilly White, 2019, "Investor reaction to simultaneous news releases: unemployment vs. earnings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 43, issue 4, pages 735-749, October, DOI: 10.1007/s12197-018-9460-z.
• Lawrence J. White, 2019, "Using The Tools of Industrial Organisation to Illuminate The Credit Rating Industry," The Japanese Economic Review, Springer, volume 70, issue 3, pages 367-374, September, DOI: 10.1111/jere.12238.
• Pengfei Wang & Wei Zhang & Xiao Li & Dehua Shen, 2019, "Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 2, pages 377-418, June, DOI: 10.1007/s11403-019-00250-9.
• Christoph Huber & Parampreet C. Bindra & Daniel Kleinlercher, 2019, "Design-features of bubble-prone experimental asset markets with a constant FV," Journal of the Economic Science Association, Springer;Economic Science Association, volume 5, issue 2, pages 197-209, December, DOI: 10.1007/s40881-019-00061-5.
• Alessia Testa, 2019, "Path-dependent behavior and information leakage in financial markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 67, issue 4, pages 909-949, June, DOI: 10.1007/s00199-018-1102-3.
• Suvvari Anandarao & S. Raja Sethu Durai & Phanindra Goyari, 2019, "Efficiency Decomposition in two-stage Data Envelopment Analysis: An application to Life Insurance companies in India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 2, pages 271-285, June, DOI: 10.1007/s40953-018-0148-1.
• Sashikanta Khuntia & Gourishankar S. Hiremath, 2019, "Monetary Policy Announcements and Stock Returns: Some Further Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 17, issue 4, pages 801-827, December, DOI: 10.1007/s40953-019-00158-y.
• Thomas Holtfort, 2019, "From standard to evolutionary finance: a literature survey," Management Review Quarterly, Springer, volume 69, issue 2, pages 207-232, June, DOI: 10.1007/s11301-018-0151-9.
• Clifford S. Asness & Andrea Frazzini & Lasse Heje Pedersen, 2019, "Quality minus junk," Review of Accounting Studies, Springer, volume 24, issue 1, pages 34-112, March, DOI: 10.1007/s11142-018-9470-2.
• Ed deHaan & David Larcker & Charles McClure, 2019, "Long-term economic consequences of hedge fund activist interventions," Review of Accounting Studies, Springer, volume 24, issue 2, pages 536-569, June, DOI: 10.1007/s11142-019-9480-8.
• John L. Campbell & Matthew D. DeAngelis & James R. Moon, 2019, "Skin in the game: personal stock holdings and investors’ response to stock analysis on social media," Review of Accounting Studies, Springer, volume 24, issue 3, pages 731-779, September, DOI: 10.1007/s11142-019-09498-9.
• Hans B. Christensen & Mark Maffett & Lauren Vollon, 2019, "Securities regulation, household equity ownership, and trust in the stock market," Review of Accounting Studies, Springer, volume 24, issue 3, pages 824-859, September, DOI: 10.1007/s11142-019-09499-8.
• Rebecca N. Hann & Heedong Kim & Yue Zheng, 2019, "Intra-industry information transfers: evidence from changes in implied volatility around earnings announcements," Review of Accounting Studies, Springer, volume 24, issue 3, pages 927-971, September, DOI: 10.1007/s11142-019-9487-1.
• Eddy Cardinaels & Stephan Hollander & Brian J. White, 2019, "Automatic summarization of earnings releases: attributes and effects on investors’ judgments," Review of Accounting Studies, Springer, volume 24, issue 3, pages 860-890, September, DOI: 10.1007/s11142-019-9488-0.
• Anja Frommherz, 2019, "Price discovery of German index derivatives during financial turmoil," Review of Managerial Science, Springer, volume 13, issue 1, pages 147-179, February, DOI: 10.1007/s11846-017-0241-4.
• Maximilian Sturm & Stephan Nüesch, 2019, "Strong shareholder rights, internal capital allocation efficiency, and the moderating role of market competition and external financing needs," Review of Managerial Science, Springer, volume 13, issue 1, pages 93-111, February, DOI: 10.1007/s11846-017-0244-1.
• Sebastian Utz, 2019, "Corporate scandals and the reliability of ESG assessments: evidence from an international sample," Review of Managerial Science, Springer, volume 13, issue 2, pages 483-511, April, DOI: 10.1007/s11846-017-0256-x.
• Thomas Johann & Stefan Scharnowski & Erik Theissen & Christian Westheide & Lukas Zimmermann, 2019, "Liquidity in the German Stock Market," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 71, issue 4, pages 443-473, October, DOI: 10.1007/s41464-019-00079-6.
• Adrian Jäggi & Martin Schlegel & Attilio Zanetti, 2019, "Macroeconomic surprises, market environment, and safe-haven currencies," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 155, issue 1, pages 1-21, December, DOI: 10.1186/s41937-019-0031-9.
• Igor Semenenko, 2019, "Rumor Mill and Merger Waves: Analysis of Aggregate Market Activity," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 2, pages 1-5.
• Yuan Zhang, 2019, "Information in excess analyst coverage: Evidence from China’s stock market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 6, pages 1-12.
• Huaibing Yu, 2019, "Long-run Cointegration and Market Equilibrium in Large Cap Stocks," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-2.
• Huaibing Yu, 2019, "An Econometric Analysis on Influential Power Across Global Stock Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 3, pages 1-1.
• Rahul Deb & Mallesh M. Pai & Maher Said, 2019, "Dynamic Incentives for Buy-Side Analysts," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 19-01.
• Lawrence J. White, 2019, "Using the Tools of Industrial Organization to Illuminate the Credit Rating Industry," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 19-02.
• Julia Darby & Hai Zhang & Jinkai Zhang, 2019, "Institutional trading in volatile markets: evidence from Chinese stock markets," Working Papers, University of Strathclyde Business School, Department of Economics, number 1912, Sep.
• Nico Katzke & Charlotte van Tiddens, 2019, "FTSE/JSE Index Migration: Testing for the Index Effect in Stocks Entering and Exiting the Top 40," Working Papers, Stellenbosch University, Department of Economics, number 10/2019.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2019, "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, volume 51, issue 30, pages 3212-3235, June, DOI: 10.1080/00036846.2018.1564115.
• Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2019, "On the efficiency of racetrack betting market: a new test for the favourite-longshot bias," Applied Economics, Taylor & Francis Journals, volume 51, issue 54, pages 5817-5828, November, DOI: 10.1080/00036846.2019.1624918.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
• Dirk Schoenmaker & Willem Schramade, 2019, "Investing for long-term value creation," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, volume 9, issue 4, pages 356-377, October, DOI: 10.1080/20430795.2019.1625012.
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• Goergen, Marc & Renneboog, Luc & Zhao, Yang, 2019, "Insider trading and networked directors," Other publications TiSEM, Tilburg University, School of Economics and Management, number dd590177-d348-410e-a971-b.
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• Ji Cao & Marc Oliver Rieger & Lei Zhao, 2019, "Safety First, Loss Probability, and the Cross Section of Expected Stock Returns," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-02.
• Bianchi, Milo & Jehiel, Philippe, 2019, "Bundlers Dilemmas in Financial Markets with Sampling Investors," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1042, Oct.
• Hong, Jieying & Pouget, Sébastien, 2021, "Liquidity Formation and Preopening Periods in Financial Markets," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1283, Dec.
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• Álvaro Chamizo & Alfonso Novales, 2019, "Market risk when hedging a global credit portfolio," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-28, Sep.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019, "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, volume 33, issue 1, pages 253-283, DOI: 10.1086/700895.
• Lily Shen & Stephen L. Ross, 2019, "Information Value of Property Description: A Machine Learning Approach," Working papers, University of Connecticut, Department of Economics, number 2019-20, Dec, revised Sep 2020.
• Zhenzhen Zhu & Zhidong Bai & João Paulo Vieito & Wing-Keung Wong, 2019, "The impact of the global financial crisis on the efficiency and performance of Latin American stock markets," Estudios de Economia, University of Chile, Department of Economics, volume 46, issue 1, pages 5-30, June.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina Mabel Scherrer, 2019, "Price discovery in a continuous-time setting," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-02, Aug.
• Royman Guao Samper, 2019, "Information economics and financial markets. Interpretation of Stiglitz’s thought," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 44, issue 47, pages 149-173, January-J.
• Vladimir Asriyan & Victoria Vanasco, 2019, "Security design in non-exclusive markets with asymmetric information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1712, Nov, revised Jun 2021.
• Kilian R. Dinkelaker & Andreas-Walter Mattig & Stefan Morkoetter, 2019, "A Closer Look at Credt Rating Processes: Uncovering the Impact of Analyst Rotation," Working Papers on Finance, University of St. Gallen, School of Finance, number 1911, Aug.
• Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2019, "Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal," Working Papers on Finance, University of St. Gallen, School of Finance, number 1912, Jul.
• F. Douglas Foster & Xue-Zhong He & Junqing Kang & Shen Lin, 2019, "The Microstructure of Endogenous Liquidity Provision," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 402, Nov.
• Xue-Zhong He & Shen Lin, 2019, "Reinforcement Learning in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 403, Feb.
• Erasmus Kersting & Christopher Kilby, 2019, "Does the World Bank Move Markets?," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 42, Aug.
• YAMAK, Nebiye & YAMAK, Rahmi & SAMUT, Serkan, 2019, "Causal Relationship Between Bitcoin Price Volatility And Trading Volume: Rolling Window Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 3, pages 6-20, September.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019, "The Adaptive Market Hypothesis and the Day-of-the-Week Effect in African Stock Markets: the Markov Switching Model," Comparative Economic Research, Sciendo, volume 22, issue 3, pages 145-162, September, DOI: 10.2478/cer-2019-0028.
• Škrinjarić Tihana, 2019, "Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 5, issue 1, pages 43-54, May, DOI: 10.2478/crebss-2019-0005.
• Hadro Dominika & Pauka Marek, 2019, "Underpricing on the Selected European Alternative Investment Markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 2, pages 87-94, June, DOI: 10.2478/fiqf-2019-0014.
• Polak Mateusz & Polczyk Romuald, 2019, "Misinformation About Dividend Payouts Influences Transaction Prices in Experimental Asset Markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 4, pages 44-54, December, DOI: 10.2478/fiqf-2019-0027.
• Mielus Piotr, 2019, "How to Measure the Economic Integrity of Ibor Panels? A Behavioural Approach," Financial Sciences. Nauki o Finansach, Sciendo, volume 24, issue 1, pages 51-73, March, DOI: 10.15611/fins.2019.1.04.
• Senarathne Chamil W. & Šoja Tijana, 2019, "Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. Garch Effects," Financial Sciences. Nauki o Finansach, Sciendo, volume 24, issue 3, pages 35-45, September, DOI: 10.15611/fins.2019.3.04.
• Piekunko-Mantiuk Iwona, 2019, "Parameterized Trade on the Futures Market on the WIG20," Folia Oeconomica Stetinensia, Sciendo, volume 19, issue 1, pages 114-125, June, DOI: 10.2478/foli-2019-0008.
• Lizińska Joanna & Czapiewski Leszek, 2019, "Long-Term Equity Performance in Poland – Searching for Answers with the Calendar-Time Portfolio Approach," Folia Oeconomica Stetinensia, Sciendo, volume 19, issue 1, pages 43-55, June, DOI: 10.2478/foli-2019-0004.
• Karime Sleiman & Sayilir Özlem, 2019, "Political news and stock market reactions: evidence from Turkey over the period 2008–2017," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 55, issue 2, pages 83-98, June, DOI: 10.2478/ijme-2019-0013.
• Smuda-Kocoń Marlena, 2019, "Corporate governance vs management of the intellectual capital of banks: Structural equation modeling (SEM)," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 55, issue 4, pages 319-330, December, DOI: 10.2478/ijme-2019-0022.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019, "Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets," Journal of Management and Business Administration. Central Europe, Sciendo, volume 27, issue 4, pages 71-94, December, DOI: 10.7206/cemj.2658-0845.10.
• Erdas Mehmet Levent, 2019, "Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests," Review of Economic Perspectives, Sciendo, volume 19, issue 4, pages 399-428, December, DOI: 10.2478/revecp-2019-0020.
• Kramarić Tomislava Pavić & Miletić Marko, 2019, "The Boone Indicator as Determinant of Croatian Insurance Market Soundness," South East European Journal of Economics and Business, Sciendo, volume 14, issue 2, pages 1-12, December, DOI: 10.2478/jeb-2019-0009.
• Draženović Bojana Olgić & Hodžić Sabina & Maradin Dario, 2019, "The Efficiency of Mandatory Pension Funds: Case of Croatia," South East European Journal of Economics and Business, Sciendo, volume 14, issue 2, pages 82-94, December, DOI: 10.2478/jeb-2019-0015.
• Nageri Kamaldeen Ibraheem, 2019, "Evaluating Good and Bad News During Pre and Post Financial Meltdown: Nigerian Stock Market Evidence," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 64, issue 3, pages 1-22, December, DOI: 10.2478/subboec-2019-0012.
• Nageri Kamaldeen Ibraheem & Abdulkadir Rihanat Idowu, 2019, "Is the Nigerian Stock Market Efficient? Pre and Post 2007-2009 Meltdown Analysis," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 29, issue 3, pages 38-63, September, DOI: 10.2478/sues-2019-0011.
• Yang Hu & Yang (Greg) Hou & Les Oxley, 2019, "Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective," Working Papers in Economics, University of Waikato, number 19/13, Aug.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019, "Corporate Governance, Information Uncertainty and Market Reaction to Information Signals," Working Papers in Economics, University of Waikato, number 19/15, Jul.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019, "The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy," Working Papers in Economics, University of Waikato, number 19/16, Jul.
• Ryo Takahashi, 2019, "How to stimulate environmentally friendly consumption: Evidence from a nationwide social experiment to promote eco-friendly coffee," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1917, Sep.
• Maryna Zenkova & Robert Ślepaczuk, 2019, "Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-02.
• Michał Latoszek & Robert Ślepaczuk, 2019, "Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-14.
• Kamil Korzeń & Robert Ślepaczuk, 2019, "Hybrid Investment Strategy Based on Momentum and Macroeconomic Approach," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-17.
• Kim,Young Eun & Loayza,Norman V., 2019, "Productivity Growth : Patterns and Determinants across the World," Policy Research Working Paper Series, The World Bank, number 8852, May.
• Nidhi Aggarwal & Susan Thomas, 2019, "When stock futures dominate price discovery," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 39, issue 3, pages 263-278, March, DOI: 10.1002/fut.21973.
• Barardehi, Yashar H. & Bernhardt, Dan & Ruchti, Thomas G. & Weidenmier, Marc, 2019, "The Night and Day of Amihud’s (2002) Liquidity Measure," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1211.
• Zachary McGurk & Adam Nowak & Joshua C. Hall, 2019, "Stock Returns and Investor Sentiment: Textual Analysis and Social Media," Working Papers, Department of Economics, West Virginia University, number 19-03.
• Tihana Škrinjarić Patrik Barišić, 2019, "Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 22, issue 1, pages 13-45, May, DOI: 10.2478/zireb-2019-0010.
• de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019, "OTC discount," Discussion Papers, Deutsche Bundesbank, number 42/2019.