Research classified by Journal of Economic Literature (JEL) codes

2019

• Rauter, Thomas, 2019, "Disclosure Regulation, Corruption, and Investment: Evidence from Natural Resource Extraction," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 286.
• Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019, "Liquidity in the German stock market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 19-02.
• Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe, 2019, "Measuring euro area monetary policy," CFS Working Paper Series, Center for Financial Studies (CFS), number 624.
• Gürkaynak, Refet S. & Karasoy-Can, Hatice Gökçe & Lee, Sang Seok, 2019, "Stock market's assessment of monetary policy transmission: The cash flow effect," CFS Working Paper Series, Center for Financial Studies (CFS), number 628.
• Gonçalves, Jorge & Kräussl, Roman & Levin, Vladimir, 2019, "Do "speed bumps" prevent accidents in financial markets?," CFS Working Paper Series, Center for Financial Studies (CFS), number 636.
• Khan, Muhammad Salman & Khan, Kanwal Iqbal & Mahmood, Shahid & Sheeraz, Muhammad, 2019, "Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models: An Evidence from Religion Dominant Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 13, issue 1, pages 20-25, DOI: 10.24312/1900148130104.
• Zhang, Chris H. & Frijns, Bart, 2019, "Noise trading and informational efficiency," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 198037.
• Stadtmann, Georg & Croonenbroeck, Carsten, 2019, "The ups and downs of Wirecard AG: An application of the reversed news model," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 414.
• Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2019, "The difference in the intraday return-volume relationships of spot and futures: A quantile regression approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-38, DOI: 10.5018/economics-ejournal.ja.2019-.
• Qian, Ya & Tu, Jun & Härdle, Wolfgang Karl, 2019, "Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-002.
• Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2019, "Media-expressed tone, Option Characteristics, and Stock Return Predictability," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-015.
• Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019, "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-020.
• Choo, Lawrence & Kaplan, Todd R. & Zultan, Ro'i, 2019, "Manipulation and (mis)trust in prediction markets," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 12/2019.
• Notheisen, Benedikt & Marino, Vincenzo & Englert, Daniel & Weinhardt, Christof, 2019, "Trading stocks on blocks: The quality of decentralized markets," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 129, DOI: 10.5445/IR/1000092485.
• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Yuferova, Darya, 2020, "Designated Market Makers: Competition and Incentives," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 247, revised 2020, DOI: 10.2139/ssrn.3354400.
• Gider, Jasmin & Schmickler, Simon & Westheide, Christian, 2019, "High-frequency trading and price informativeness," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 248, revised 2019, DOI: 10.2139/ssrn.3349653.
• Neugebauer, Frederik, 2019, "ECB Announcements and Stock Market Volatility," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203554.
• Rieber, Alexander & Schechinger, Steffen, 2019, "Herding Behavior between Rating Agencies," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203580.
• Jann, Ole, 2019, "Is beauty contagious? How higher-order uncertainty can drive asset prices," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203590.
• Klein, Daniel & Ludwig, Christopher A. & Spengel, Christoph, 2019, "Ring-fencing digital corporations: Investor reaction to the European Commission's digital tax proposals," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 19-050.
• Guo, Jie & Li, Xi & Seeger, Nicolas Cisternas & Vagenas-Nanos, Evangelos, 2019, "Social connections, reference point and acquisition premium," The British Accounting Review, Elsevier, volume 51, issue 1, pages 46-71, DOI: 10.1016/j.bar.2018.07.001.
• Marshall, Andrew & McCann, Laura & McColgan, Patrick, 2019, "The market reaction to debt announcements: UK evidence surrounding the global financial crisis," The British Accounting Review, Elsevier, volume 51, issue 1, pages 92-109, DOI: 10.1016/j.bar.2018.04.001.
• Sherif, Mohamed & Chen, Jiaqi, 2019, "The quality of governance and momentum profits: International evidence," The British Accounting Review, Elsevier, volume 51, issue 5, DOI: 10.1016/j.bar.2019.05.001.
• Qian, Xuesong & Kong, Dongmin & Du, Li, 2019, "Proximity, information, and loan pricing in internal capital markets: Evidence from China," China Economic Review, Elsevier, volume 54, issue C, pages 434-456, DOI: 10.1016/j.chieco.2019.02.005.
• Oh, Seungjoon & Park, Heungju & Zhang, Chi, 2019, "The choice between PIPE and SEO in China," China Economic Review, Elsevier, volume 57, issue C, DOI: 10.1016/j.chieco.2018.05.003.
• Cheng, Lei & Sun, Zhen, 2019, "Do politically connected independent directors matter? Evidence from mandatory resignation events in China," China Economic Review, Elsevier, volume 58, issue C, DOI: 10.1016/j.chieco.2018.05.011.
• Balachandran, Balasingham & Khan, Arifur & Mather, Paul & Theobald, Michael, 2019, "Insider ownership and dividend policy in an imputation tax environment," Journal of Corporate Finance, Elsevier, volume 54, issue C, pages 153-167, DOI: 10.1016/j.jcorpfin.2017.01.014.
• Abdul Halim, Zairihan & How, Janice & Verhoeven, Peter & Hassan, M. Kabir, 2019, "The value of certification in Islamic bond offerings," Journal of Corporate Finance, Elsevier, volume 55, issue C, pages 141-161, DOI: 10.1016/j.jcorpfin.2018.09.002.
• Goergen, Marc & Renneboog, Luc & Zhao, Yang, 2019, "Insider trading and networked directors," Journal of Corporate Finance, Elsevier, volume 56, issue C, pages 152-175, DOI: 10.1016/j.jcorpfin.2019.02.001.
• Li, Xiaorong & Wang, Steven Shuye & Wang, Xue, 2019, "Trust and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 56, issue C, pages 224-248, DOI: 10.1016/j.jcorpfin.2019.02.006.
• Ismail, Ahmad & Khalil, Samer & Safieddine, Assem & Titman, Sheridan, 2019, "Smart investments by smart money: Evidence from acquirers' projected synergies," Journal of Corporate Finance, Elsevier, volume 56, issue C, pages 343-363, DOI: 10.1016/j.jcorpfin.2019.03.003.
• Helbing, Pia & Lucey, Brian M. & Vigne, Samuel A., 2019, "The determinants of IPO withdrawal – Evidence from Europe," Journal of Corporate Finance, Elsevier, volume 56, issue C, pages 415-436, DOI: 10.1016/j.jcorpfin.2019.03.001.
• Frank, Murray Z. & Nezafat, Mahdi, 2019, "Testing the credit-market-timing hypothesis using counterfactual issuing dates," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 187-207, DOI: 10.1016/j.jcorpfin.2019.05.005.
• Pedraza, Alvaro, 2019, "Strategic information aggregation and learning from prices," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 208-225, DOI: 10.1016/j.jcorpfin.2019.05.002.
• Cline, Brandon N. & Posylnaya, Valeriya V., 2019, "Illegal insider trading: Commission and SEC detection," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 247-269, DOI: 10.1016/j.jcorpfin.2019.05.007.
• Ota, Koji & Kawase, Hironori & Lau, David, 2019, "Does reputation matter? Evidence from share repurchases," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 287-306, DOI: 10.1016/j.jcorpfin.2019.05.006.
• Chen, Jiun-Lin & Sanger, Gary C. & Song, Wei-Ling, 2019, "The relationship insurance role of financial conglomerates: Evidence from earnings announcements," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 505-527, DOI: 10.1016/j.jcorpfin.2019.06.006.
• Bhattacharya, Utpal & Wei, Kelsey D. & Xia, Han, 2019, "Follow the money: Investor trading around investor-paid credit rating changes," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 68-91, DOI: 10.1016/j.jcorpfin.2019.04.008.
• Feng, Xunan & Johansson, Anders C., 2019, "Top executives on social media and information in the capital market: Evidence from China," Journal of Corporate Finance, Elsevier, volume 58, issue C, pages 824-857, DOI: 10.1016/j.jcorpfin.2019.04.009.
• Dahya, Jay & Golubov, Andrey & Petmezas, Dimitris & Travlos, Nickolaos G., 2019, "Governance mandates, outside directors, and acquirer performance," Journal of Corporate Finance, Elsevier, volume 59, issue C, pages 218-238, DOI: 10.1016/j.jcorpfin.2016.11.005.
• Bielagk, Jana & Horst, Ulrich & Moreno-Bromberg, Santiago, 2019, "Trading under market impact: Crossing networks interacting with dealer markets," Journal of Economic Dynamics and Control, Elsevier, volume 100, issue C, pages 131-151, DOI: 10.1016/j.jedc.2018.09.009.
• Zhu, Zhaobo & Duan, Xinrui & Sun, Licheng & Tu, Jun, 2019, "Momentum and reversal: The role of short selling," Journal of Economic Dynamics and Control, Elsevier, volume 104, issue C, pages 95-110, DOI: 10.1016/j.jedc.2019.05.001.
• Hill, Jonathan B. & Motegi, Kaiji, 2019, "Testing the white noise hypothesis of stock returns," Economic Modelling, Elsevier, volume 76, issue C, pages 231-242, DOI: 10.1016/j.econmod.2018.08.003.
• Dong, Xiyong & Yoon, Seong-Min, 2019, "What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach," Economic Modelling, Elsevier, volume 77, issue C, pages 204-215, DOI: 10.1016/j.econmod.2018.09.003.
• Kuruppuarachchi, Duminda & Lin, Hai & Premachandra, I.M., 2019, "Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices," Economic Modelling, Elsevier, volume 77, issue C, pages 92-112, DOI: 10.1016/j.econmod.2017.12.005.
• Dong, Minyi & Chang, Chun-Ping & Gong, Qiang & Chu, Yin, 2019, "Revisiting global economic activity and crude oil prices: A wavelet analysis," Economic Modelling, Elsevier, volume 78, issue C, pages 134-149, DOI: 10.1016/j.econmod.2018.08.012.
• Zhou, Liyun & Yang, Chunpeng, 2019, "Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals," Economic Modelling, Elsevier, volume 79, issue C, pages 130-140, DOI: 10.1016/j.econmod.2018.10.008.
• Hu, Yingyi & Prigent, Jean-Luc, 2019, "Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market," Economic Modelling, Elsevier, volume 80, issue C, pages 11-22, DOI: 10.1016/j.econmod.2018.04.001.
• Yang, Bo & Sun, Ji & Guo, Jie (Michael) & Fu, Jiayi, 2019, "Can financial media sentiment predict merger and acquisition performance?," Economic Modelling, Elsevier, volume 80, issue C, pages 121-129, DOI: 10.1016/j.econmod.2018.10.009.
• Ngene, Geoffrey M. & Lee Kim, Yea & Wang, Jinghua, 2019, "Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets," Economic Modelling, Elsevier, volume 81, issue C, pages 136-147, DOI: 10.1016/j.econmod.2018.12.017.
• Li, Hao & Li, Zhisheng & Lin, Bingxuan & Xu, Xiaowei, 2019, "The effect of short sale constraints on analyst forecast quality: Evidence from a natural experiment in China," Economic Modelling, Elsevier, volume 81, issue C, pages 338-347, DOI: 10.1016/j.econmod.2019.06.001.
• Rannou, Yves, 2019, "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Economic Modelling, Elsevier, volume 81, issue C, pages 387-410, DOI: 10.1016/j.econmod.2019.07.009.
• He, Feng & Ma, Yaming, 2019, "Do political connections decrease the accuracy of stock analysts' recommendations in the Chinese stock market?," Economic Modelling, Elsevier, volume 81, issue C, pages 59-72, DOI: 10.1016/j.econmod.2018.12.012.
• Li, Jinfang, 2019, "Sentiment trading, informed trading and dynamic asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 210-222, DOI: 10.1016/j.najef.2018.11.015.
• Gupta, Rangan & Risse, Marian & Volkman, David A. & Wohar, Mark E., 2019, "The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 391-405, DOI: 10.1016/j.najef.2018.05.006.
• Cafiso, Gianluca, 2019, "Sovereign bond markets when auctions take place: Evidence from Italy," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 406-430, DOI: 10.1016/j.najef.2018.06.004.
• Liu, Hong & Qi, Lina & Li, Zaili, 2019, "Insider trading, representativeness heuristic insider, and market regulation," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 48-64, DOI: 10.1016/j.najef.2018.11.011.
• Jung Park, Yuen & Kutan, Ali M. & Ryu, Doojin, 2019, "The impacts of overseas market shocks on the CDS-option basis," The North American Journal of Economics and Finance, Elsevier, volume 47, issue C, pages 622-636, DOI: 10.1016/j.najef.2018.07.003.
• Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2019, "Firm-specific investor sentiment and the stock market response to earnings news," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 221-240, DOI: 10.1016/j.najef.2019.01.014.
• Mensi, Walid & Rehman, Mobeen Ur & Al-Yahyaee, Khamis Hamed & Al-Jarrah, Idries Mohammad Wanas & Kang, Sang Hoon, 2019, "Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 283-294, DOI: 10.1016/j.najef.2019.02.013.
• Ni, Yensen & Huang, Paoyu & Chen, Yuhsin, 2019, "Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 514-528, DOI: 10.1016/j.najef.2018.07.007.
• Chu, Shan-Ying & Chan, Lin Kun & Yeh, Jin-Huei, 2019, "The stabilizing effects of price limits: New evidence from jump contributed price variations," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 529-539, DOI: 10.1016/j.najef.2018.07.012.
• Yoon, Seong-Min & Al Mamun, Md & Uddin, Gazi Salah & Kang, Sang Hoon, 2019, "Network connectedness and net spillover between financial and commodity markets," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 801-818, DOI: 10.1016/j.najef.2018.08.012.
• Salisu, Afees A. & Isah, Kazeem & Akanni, Lateef O., 2019, "Improving the predictability of stock returns with Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 857-867, DOI: 10.1016/j.najef.2018.08.010.
• Al-Yahyaee, Khamis Hamed & Mensi, Walid & Al-Jarrah, Idries Mohammad Wanas & Hamdi, Atef & Kang, Sang Hoon, 2019, "Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 104-120, DOI: 10.1016/j.najef.2019.04.001.
• Qiao, Gaoxiu & Teng, Yuxin & Li, Weiping & Liu, Wenwen, 2019, "Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 133-151, DOI: 10.1016/j.najef.2019.04.003.
• Park, Keun Woo & Jeong, Seong Hoon & Oh, Ji Yeol Jimmy, 2019, "Foreigners at the gate? Foreign investor trading and the disposition effect of domestic individual investors," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 165-180, DOI: 10.1016/j.najef.2019.04.009.
• Al-Yahyaee, Khamis Hamed & Rehman, Mobeen Ur & Mensi, Walid & Al-Jarrah, Idries Mohammad Wanas, 2019, "Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 47-56, DOI: 10.1016/j.najef.2019.03.019.
• Gregori, Wildmer Daniel & Sacchi, Agnese, 2019, "Has the Grexit news affected euro area financial markets?," The North American Journal of Economics and Finance, Elsevier, volume 49, issue C, pages 71-84, DOI: 10.1016/j.najef.2019.04.007.
• He, Qing & Gan, Jingyun & Wang, Shuwan & Chong, Terence Tai-Leung, 2019, "The effects of trading suspensions in China," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.100985.
• Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2019, "Firm-specific investor sentiment and daily stock returns," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2018.10.005.
• Wu, Zhen-Xing & Chen, Tsung-Yu, 2019, "Information asymmetry, market state, and implementation risk," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101007.
• Yang, Chunpeng & Wu, Huihui, 2019, "Chasing investor sentiment in stock market," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.04.018.
• Bariviera, Aurelio F. & Font-Ferrer, Alejandro & Sorrosal-Forradellas, M. Teresa & Rosso, Osvaldo A., 2019, "An information theory perspective on the informational efficiency of gold price," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101018.
• Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon, 2019, "High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets," The North American Journal of Economics and Finance, Elsevier, volume 50, issue C, DOI: 10.1016/j.najef.2019.101031.
• Köchling, Gerrit & Müller, Janis & Posch, Peter N., 2019, "Price delay and market frictions in cryptocurrency markets," Economics Letters, Elsevier, volume 174, issue C, pages 39-41, DOI: 10.1016/j.econlet.2018.10.025.
• Mikutowski, Mateusz & Karathanasopoulos, Andreas & Zaremba, Adam, 2019, "Return seasonalities in government bonds and macroeconomic risk," Economics Letters, Elsevier, volume 176, issue C, pages 114-116, DOI: 10.1016/j.econlet.2019.01.012.
• Kim, Jin Yeub & Shim, Myungkyu, 2019, "Does higher firm profit dispersion reflect greater micro uncertainty?," Economics Letters, Elsevier, volume 176, issue C, pages 35-38, DOI: 10.1016/j.econlet.2018.10.027.
• Jain, Archana & Jain, Chinmay, 2019, "Blockchain hysteria: Adding “blockchain” to company’s name," Economics Letters, Elsevier, volume 181, issue C, pages 178-181, DOI: 10.1016/j.econlet.2019.05.011.
• Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2019, "Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data," Economics Letters, Elsevier, volume 181, issue C, pages 90-94, DOI: 10.1016/j.econlet.2019.05.002.
• Cui, Zhenyu & Deng, Jun & Lenkey, Stephen L., 2019, "Revisiting advance disclosure of insider trading," Economics Letters, Elsevier, volume 182, issue C, pages 78-81, DOI: 10.1016/j.econlet.2019.06.004.
• Manz, Florian & Kiesel, Florian & Schiereck, Dirk, 2019, "Do NPL portfolio sales help reduce banks’ financing costs?," Economics Letters, Elsevier, volume 182, issue C, pages 93-97, DOI: 10.1016/j.econlet.2019.06.009.
• Bui, Dien Giau & Lin, Chih-Yung & Chris, Vaike, 2019, "Short sellers and the failures of financial intermediaries," Economics Letters, Elsevier, volume 183, issue C, pages 1-1, DOI: 10.1016/j.econlet.2019.108575.
• Hong, Harrison & Li, Frank Weikai & Xu, Jiangmin, 2019, "Climate risks and market efficiency," Journal of Econometrics, Elsevier, volume 208, issue 1, pages 265-281, DOI: 10.1016/j.jeconom.2018.09.015.
• Marquardt, Philipp & Noussair, Charles N & Weber, Martin, 2019, "Rational expectations in an experimental asset market with shocks to market trends," European Economic Review, Elsevier, volume 114, issue C, pages 116-140, DOI: 10.1016/j.euroecorev.2019.01.009.
• Li, Shaoyu & Zhang, Teng & Li, Yingxiang, 2019, "Flight-to-liquidity: Evidence from China's stock market," Emerging Markets Review, Elsevier, volume 38, issue C, pages 159-181, DOI: 10.1016/j.ememar.2019.01.001.
• Lonkani, Ravi, 2019, "Gender differences and managerial earnings forecast bias: Are female executives less overconfident than male executives?," Emerging Markets Review, Elsevier, volume 38, issue C, pages 18-34, DOI: 10.1016/j.ememar.2018.11.012.
• Dupuis, Daniel, 2019, "Ex-dividend day price behavior and liquidity in a tax-free emerging market," Emerging Markets Review, Elsevier, volume 38, issue C, pages 239-250, DOI: 10.1016/j.ememar.2019.02.001.
• Hanauer, Matthias X. & Lauterbach, Jochim G., 2019, "The cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 38, issue C, pages 265-286, DOI: 10.1016/j.ememar.2018.11.009.
• Indārs, Edgars Rihards & Savin, Aliaksei & Lublóy, Ágnes, 2019, "Herding behaviour in an emerging market: Evidence from the Moscow Exchange," Emerging Markets Review, Elsevier, volume 38, issue C, pages 468-487, DOI: 10.1016/j.ememar.2018.12.002.
• Figlioli, Bruno & Lima, Fabiano Guasti, 2019, "Stock pricing in Latin America: The synchronicity effect," Emerging Markets Review, Elsevier, volume 39, issue C, pages 1-17, DOI: 10.1016/j.ememar.2019.03.002.
• Akron, Sagi, 2019, "The optimal derivative-based corporate hedging strategies under equity-linked managerial compensation," Emerging Markets Review, Elsevier, volume 41, issue C, DOI: 10.1016/j.ememar.2019.100631.
• Lee, Deok-Hyeon & Min, Byoung-Kyu & Kim, Tong Suk, 2019, "Dispersion of beliefs, ambiguity, and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 43-56, DOI: 10.1016/j.jempfin.2019.01.001.
• Liu, Clark & Wang, Shujing & Wei, K.C. John & Zhong, Ninghua, 2019, "The demand effect of yield-chasing retail investors: Evidence from the Chinese enterprise bond market," Journal of Empirical Finance, Elsevier, volume 50, issue C, pages 57-77, DOI: 10.1016/j.jempfin.2018.12.001.
• Fulkerson, Jon A. & Riley, Timothy B., 2019, "Portfolio concentration and mutual fund performance," Journal of Empirical Finance, Elsevier, volume 51, issue C, pages 1-16, DOI: 10.1016/j.jempfin.2019.01.006.
• Chen, Yi-Wen & Chou, Robin K. & Lin, Chu-Bin, 2019, "Investor sentiment, SEO market timing, and stock price performance," Journal of Empirical Finance, Elsevier, volume 51, issue C, pages 28-43, DOI: 10.1016/j.jempfin.2019.01.008.
• Zhu, Zhaobo & Sun, Licheng & Chen, Min, 2019, "Fundamental strength and short-term return reversal," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 22-39, DOI: 10.1016/j.jempfin.2019.02.006.
• Lee, Eunju & Piqueira, Natalia, 2019, "Behavioral biases of informed traders: Evidence from insider trading on the 52-week high," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 56-75, DOI: 10.1016/j.jempfin.2019.02.007.
• Joenväärä, Juha & Scherer, Bernd, 2019, "Frictional diversification costs: Evidence from a panel of fund of hedge fund holdings," Journal of Empirical Finance, Elsevier, volume 52, issue C, pages 92-111, DOI: 10.1016/j.jempfin.2019.01.011.
• Nawn, Samarpan & Banerjee, Ashok, 2019, "Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 109-125, DOI: 10.1016/j.jempfin.2019.06.003.
• De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2019, "Sovereign bond-backed securities: A VAR-for-VaR and marginal expected shortfall assessment," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 33-52, DOI: 10.1016/j.jempfin.2019.06.001.
• Borup, Daniel, 2019, "Asset pricing model uncertainty," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 166-189, DOI: 10.1016/j.jempfin.2019.07.005.
• Chalamandaris, George & Pagratis, Spyros, 2019, "Limits to arbitrage and CDS–bond dynamics around the financial crisis," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 213-235, DOI: 10.1016/j.jempfin.2019.10.003.
• Chung, Chune Young & DeVault, Luke & Wang, Kainan, 2019, "Perceived information, short interest, and institutional demand," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 22-38, DOI: 10.1016/j.jempfin.2019.08.006.
• Huang, Shiyang & Liu, Xin & Yin, Chengxi, 2019, "Investor target prices," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 39-57, DOI: 10.1016/j.jempfin.2019.07.009.
• Kang, Wenjin & Li, Nan & Zhang, Huiping, 2019, "Information uncertainty and the pricing of liquidity," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 77-96, DOI: 10.1016/j.jempfin.2019.08.005.
• Ramiah, Vikash & Wallace, Damien & Veron, Jose Francisco & Reddy, Krishna & Elliott, Robert, 2019, "The effects of recent terrorist attacks on risk and return in commodity markets," Energy Economics, Elsevier, volume 77, issue C, pages 13-22, DOI: 10.1016/j.eneco.2018.10.025.
• Kuruppuarachchi, Duminda & Premachandra, I.M. & Roberts, Helen, 2019, "A novel market efficiency index for energy futures and their term structure risk premiums," Energy Economics, Elsevier, volume 77, issue C, pages 23-33, DOI: 10.1016/j.eneco.2018.09.010.
• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2019, "Are alternative energies a real alternative for investors?," Energy Economics, Elsevier, volume 78, issue C, pages 535-545, DOI: 10.1016/j.eneco.2018.12.008.
• Wen, Danyan & Wang, Gang-Jin & Ma, Chaoqun & Wang, Yudong, 2019, "Risk spillovers between oil and stock markets: A VAR for VaR analysis," Energy Economics, Elsevier, volume 80, issue C, pages 524-535, DOI: 10.1016/j.eneco.2019.02.005.
• Spencer, Simon & Bredin, Don, 2019, "Agreement matters: OPEC announcement effects on WTI term structure," Energy Economics, Elsevier, volume 80, issue C, pages 589-609, DOI: 10.1016/j.eneco.2019.01.018.
• Aromi, Daniel & Clements, Adam, 2019, "Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil," Energy Economics, Elsevier, volume 81, issue C, pages 187-196, DOI: 10.1016/j.eneco.2019.03.018.
• Holmes, Mark J. & Otero, Jesús, 2019, "Re-examining the movements of crude oil spot and futures prices over time," Energy Economics, Elsevier, volume 82, issue C, pages 224-236, DOI: 10.1016/j.eneco.2017.08.034.
• Kristoufek, Ladislav, 2019, "Are the crude oil markets really becoming more efficient over time? Some new evidence," Energy Economics, Elsevier, volume 82, issue C, pages 253-263, DOI: 10.1016/j.eneco.2018.03.019.
• Cheema, Muhammad A. & Scrimgeour, Frank, 2019, "Oil prices and stock market anomalies," Energy Economics, Elsevier, volume 83, issue C, pages 578-587, DOI: 10.1016/j.eneco.2019.08.003.
• Cagli, Efe Caglar & Taskin, Dilvin & Evrim Mandaci, Pınar, 2019, "The short- and long-run efficiency of energy, precious metals, and base metals markets: Evidence from the exponential smooth transition autoregressive models," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104540.
• Tiwari, Aviral Kumar & Kumar, Satish & Pathak, Rajesh & Roubaud, David, 2019, "Testing the oil price efficiency using various measures of long-range dependence," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104547.
• Badshah, Ihsan & Demirer, Riza & Suleman, Muhammad Tahir, 2019, "The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging," Energy Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.eneco.2019.104553.
• Zarnikau, J. & Woo, C.K. & Zhu, S. & Tsai, C.H., 2019, "Market price behavior of wholesale electricity products: Texas," Energy Policy, Elsevier, volume 125, issue C, pages 418-428, DOI: 10.1016/j.enpol.2018.10.043.
• Thorbecke, Willem, 2019, "How oil prices affect East and Southeast Asian economies: Evidence from financial markets and implications for energy security," Energy Policy, Elsevier, volume 128, issue C, pages 628-638, DOI: 10.1016/j.enpol.2019.01.044.
• Kyritsis, Evangelos & Andersson, Jonas, 2019, "Causality in quantiles and dynamic relations in energy markets: (De)tails matter," Energy Policy, Elsevier, volume 133, issue C, DOI: 10.1016/j.enpol.2019.110933.
• Clare, Andrew & O'Sullivan, Niall & Sherman, Meadhbh & Zhu, Sheng, 2019, "The performance of US bond mutual funds," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 1-8, DOI: 10.1016/j.irfa.2018.12.001.
• Białkowski, Jędrzej & Perera, Devmali, 2019, "Stock index futures arbitrage: Evidence from a meta-analysis," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 284-294, DOI: 10.1016/j.irfa.2018.09.002.
• Roodbar, Baback & Metcalf, Hugh & Casalin, Fabrizio, 2019, "Trading European Central Bank rumours on the EUR-USD exchange rate market," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 53-70, DOI: 10.1016/j.irfa.2018.11.001.
• Cao, Viet Nga & Gray, Philip & Zhong, Angel, 2019, "Investment-related anomalies in Australia: Evidence and explanations," International Review of Financial Analysis, Elsevier, volume 61, issue C, pages 97-109, DOI: 10.1016/j.irfa.2018.10.007.
• Tunyi, Abongeh A. & Ntim, Collins G. & Danbolt, Jo, 2019, "Decoupling management inefficiency: Myopia, hyperopia and takeover likelihood," International Review of Financial Analysis, Elsevier, volume 62, issue C, pages 1-20, DOI: 10.1016/j.irfa.2019.01.004.
• Qadan, Mahmoud & Aharon, David Y., 2019, "Can investor sentiment predict the size premium?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 10-26, DOI: 10.1016/j.irfa.2019.02.005.
• Dias, Rui & da Silva, Jacinto Vidigal & Dionísio, Andreia, 2019, "Financial markets of the LAC region: Does the crisis influence the financial integration?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 160-173, DOI: 10.1016/j.irfa.2019.02.008.
• Kim, Jinyong & Kim, Yongsik, 2019, "Transitory prices, resiliency, and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 243-256, DOI: 10.1016/j.irfa.2018.11.009.
• Zhou, Hao & Elliott, Robert J. & Kalev, Petko S., 2019, "Information or noise: What does algorithmic trading incorporate into the stock prices?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 27-39, DOI: 10.1016/j.irfa.2019.02.006.
• Kumar, Satish & Tiwari, Aviral Kumar & Chauhan, Yogesh & Ji, Qiang, 2019, "Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 273-284, DOI: 10.1016/j.irfa.2018.12.011.
• Dasilas, Apostolos & Grose, Chris, 2019, "Valuation effects of tax-free versus taxed cash distributions," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 307-321, DOI: 10.1016/j.irfa.2018.12.013.
• Baker, H. Kent & Ni, Yang & Saadi, Samir & Zhu, Hui, 2019, "Competitive earnings news and post-earnings announcement drift," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 331-343, DOI: 10.1016/j.irfa.2017.02.002.
• Urquhart, Andrew & Zhang, Hanxiong, 2019, "Is Bitcoin a hedge or safe haven for currencies? An intraday analysis," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 49-57, DOI: 10.1016/j.irfa.2019.02.009.
• Nan, Zheng & Kaizoji, Taisei, 2019, "Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 273-281, DOI: 10.1016/j.irfa.2019.06.003.
• Plaksina, Yulia & Gallagher, Liam & Dowling, Michael, 2019, "CEO social status and M&A decision making," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 282-300, DOI: 10.1016/j.irfa.2019.06.006.
• Zhang, Xiaoxiang & Zhang, Qiyu & Chen, Ding & Gu, Jun, 2019, "Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 38-56, DOI: 10.1016/j.irfa.2019.04.006.
• Yin, Anwen, 2019, "Out-of-sample equity premium prediction in the presence of structural breaks," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101385.
• Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2019, "Do analyst recommendations matter for rival companies?," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101380.
• Wen, Fenghua & Xu, Longhao & Ouyang, Guangda & Kou, Gang, 2019, "Retail investor attention and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101376.
• Qadan, Mahmoud, 2019, "Risk appetite, idiosyncratic volatility and expected returns," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101372.
• Mao, Ruiqi & Segara, Reuben & Westerholm, Joakim, 2019, "Analyst tipping: Evidence on Finnish stocks," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.05.001.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019, "Overnight momentum, informational shocks, and late informed trading in China," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.101394.
• Forte, Santiago & Lovreta, Lidija, 2019, "Volatility discovery: Can the CDS market beat the equity options market?," Finance Research Letters, Elsevier, volume 28, issue C, pages 107-111, DOI: 10.1016/j.frl.2018.04.015.
• Sensoy, Ahmet, 2019, "Commonality in ask-side vs. bid-side liquidity," Finance Research Letters, Elsevier, volume 28, issue C, pages 198-207, DOI: 10.1016/j.frl.2018.04.020.
• Guo, Jie (Michael) & Li, Lu & Hu, Nan & Wang, Xing, 2019, "Do managers keep their word? The disclosure of merger intention at pre-merger issuance and M&A performance," Finance Research Letters, Elsevier, volume 28, issue C, pages 20-31, DOI: 10.1016/j.frl.2018.03.007.
• Kryzanowski, Lawrence & Nie, Yulin (George), 2019, "M&A price pressure revisited," Finance Research Letters, Elsevier, volume 28, issue C, pages 299-308, DOI: 10.1016/j.frl.2018.05.012.
• Zhang, Chen & Yun, Po & Wagan, Zulfiqar Ali, 2019, "Study on the wandering weekday effect of the international carbon market based on trend moderation effect," Finance Research Letters, Elsevier, volume 28, issue C, pages 319-327, DOI: 10.1016/j.frl.2018.05.014.
• Martinez, Valeria & Tse, Yiuman, 2019, "The impact of tick-size reductions in foreign currency futures markets," Finance Research Letters, Elsevier, volume 28, issue C, pages 32-38, DOI: 10.1016/j.frl.2018.03.023.
• Hu, Bill & McInish, Thomas & Miller, Jonathan & Zeng, Li, 2019, "Intraday price behavior of cryptocurrencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 337-342, DOI: 10.1016/j.frl.2018.06.002.
• Park, Keun Woo & Hong, Dahae & Oh, Ji Yeol Jimmy, 2019, "Investor behavior around monetary policy announcements: Evidence from the Korean stock market," Finance Research Letters, Elsevier, volume 28, issue C, pages 355-362, DOI: 10.1016/j.frl.2018.06.008.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
• Charfeddine, Lanouar & Maouchi, Youcef, 2019, "Are shocks on the returns and volatility of cryptocurrencies really persistent?," Finance Research Letters, Elsevier, volume 28, issue C, pages 423-430, DOI: 10.1016/j.frl.2018.06.017.
• Sensoy, Ahmet, 2019, "The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 68-73, DOI: 10.1016/j.frl.2018.04.002.
• Galema, Rients & Gerritsen, Dirk, 2019, "The effect of the accidental disclosure of confidential short sales positions," Finance Research Letters, Elsevier, volume 28, issue C, pages 87-94, DOI: 10.1016/j.frl.2018.04.004.
• Heyman, Dries & Lescrauwaet, Michiel & Stieperaere, Hannes, 2019, "Investor attention and short-term return reversals," Finance Research Letters, Elsevier, volume 29, issue C, pages 1-6, DOI: 10.1016/j.frl.2019.03.003.
• Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Hkiri, Besma & Hamed Al Yahyaee, Khamis, 2019, "Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach," Finance Research Letters, Elsevier, volume 29, issue C, pages 101-110, DOI: 10.1016/j.frl.2019.03.007.
• Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim, 2019, "Price clustering and sentiment in bitcoin," Finance Research Letters, Elsevier, volume 29, issue C, pages 111-116, DOI: 10.1016/j.frl.2019.03.013.
• Lin, Qi, 2019, "Residual momentum and the cross-section of stock returns: Chinese evidence," Finance Research Letters, Elsevier, volume 29, issue C, pages 206-215, DOI: 10.1016/j.frl.2018.07.009.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2019, "Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum," Finance Research Letters, Elsevier, volume 29, issue C, pages 222-230, DOI: 10.1016/j.frl.2018.07.011.
• Coën, Alain & de La Bruslerie, Hubert, 2019, "The informational dimensions of the Amihud (2002) illiquidity measure: Evidence from the M&A market," Finance Research Letters, Elsevier, volume 29, issue C, pages 23-29, DOI: 10.1016/j.frl.2019.03.015.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2019, "Could crowdsourced financial analysis replace the equity research by investment banks?," Finance Research Letters, Elsevier, volume 29, issue C, pages 280-284, DOI: 10.1016/j.frl.2018.08.007.
• Bhattacharya, Debarati & Hsu, Shih-Che & Li, Wei-Hsien & Liu, Chun-Ting, 2019, "A combined firm's decision to hire the target's financial advisor after acquisition: Does “service excellence” pay off?," Finance Research Letters, Elsevier, volume 29, issue C, pages 297-302, DOI: 10.1016/j.frl.2018.08.004.
• Będowska-Sójka, Barbara & Kliber, Agata, 2019, "The causality between liquidity and volatility in the Polish stock market," Finance Research Letters, Elsevier, volume 30, issue C, pages 110-115, DOI: 10.1016/j.frl.2019.04.008.
• Geertsema, Paul & Lu, Helen, 2019, "Revisiting the price effect in US stocks," Finance Research Letters, Elsevier, volume 30, issue C, pages 139-144, DOI: 10.1016/j.frl.2019.03.017.
• Choi, Hae Mi, 2019, "Market uncertainty and trading volume around earnings announcements," Finance Research Letters, Elsevier, volume 30, issue C, pages 14-22, DOI: 10.1016/j.frl.2019.03.002.
• Vidal-Tomás, David & Ibáñez, Ana M. & Farinós, José E., 2019, "Herding in the cryptocurrency market: CSSD and CSAD approaches," Finance Research Letters, Elsevier, volume 30, issue C, pages 181-186, DOI: 10.1016/j.frl.2018.09.008.
• Ding, Jie & Huang, Jinbo & Li, Yong & Meng, Meichen, 2019, "Is there an effective reputation mechanism in peer-to-peer lending? Evidence from China," Finance Research Letters, Elsevier, volume 30, issue C, pages 208-215, DOI: 10.1016/j.frl.2018.09.015.
• Heavilin, Jason E. & Songur, Hilmi, 2019, "Stock distributions and the Retained Earnings Hypothesis revisited," Finance Research Letters, Elsevier, volume 30, issue C, pages 240-245, DOI: 10.1016/j.frl.2018.10.002.
• Qadan, Mahmoud & Aharon, David Y., 2019, "How much happiness can we find in the U.S. fear Index?," Finance Research Letters, Elsevier, volume 30, issue C, pages 246-258, DOI: 10.1016/j.frl.2018.10.001.
• Yang, Minhua & He, Yu, 2019, "How does the stock market react to financial innovation regulations?," Finance Research Letters, Elsevier, volume 30, issue C, pages 259-265, DOI: 10.1016/j.frl.2018.10.006.
• Ryu, Doojin & Yang, Heejin, 2019, "Who has volatility information in the index options market?," Finance Research Letters, Elsevier, volume 30, issue C, pages 266-270, DOI: 10.1016/j.frl.2018.10.008.
• Köchling, Gerrit & Müller, Janis & Posch, Peter N., 2019, "Does the introduction of futures improve the efficiency of Bitcoin?," Finance Research Letters, Elsevier, volume 30, issue C, pages 367-370, DOI: 10.1016/j.frl.2018.11.006.
• Kumar, S.S.S. & Sampath, Aravind, 2019, "What drives the off-shore futures market? Evidence from India and China," Finance Research Letters, Elsevier, volume 30, issue C, pages 394-402, DOI: 10.1016/j.frl.2018.11.001.
• Park, Sung Jun & Park, Ki Young, 2019, "Can investors profit from security analyst recommendations?: New evidence on the value of consensus recommendations," Finance Research Letters, Elsevier, volume 30, issue C, pages 403-413, DOI: 10.1016/j.frl.2018.11.008.
• Andrikopoulos, Athanasios & Wang, Changyu & Zheng, Min, 2019, "Is there still a weather anomaly? An investigation of stock and foreign exchange markets," Finance Research Letters, Elsevier, volume 30, issue C, pages 51-59, DOI: 10.1016/j.frl.2019.03.026.
• Ghazani, Majid Mirzaee & Ebrahimi, Seyed Babak, 2019, "Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices," Finance Research Letters, Elsevier, volume 30, issue C, pages 60-68, DOI: 10.1016/j.frl.2019.03.032.
• Chu, Xiaojun & Gu, Zherong & Zhou, Haigang, 2019, "Intraday momentum and reversal in Chinese stock market," Finance Research Letters, Elsevier, volume 30, issue C, pages 83-88, DOI: 10.1016/j.frl.2019.04.002.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & Martínez-Ibañez, Oscar, 2019, "An analysis of cryptocurrencies conditional cross correlations," Finance Research Letters, Elsevier, volume 31, issue C, pages 130-137, DOI: 10.1016/j.frl.2019.04.019.
• Hu, Yang & Valera, Harold Glenn A. & Oxley, Les, 2019, "Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework," Finance Research Letters, Elsevier, volume 31, issue C, pages 138-145, DOI: 10.1016/j.frl.2019.04.012.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2019, "Asymmetric effect of style comovement on momentum," Finance Research Letters, Elsevier, volume 31, issue C, pages 146-154, DOI: 10.1016/j.frl.2019.03.022.
• Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen, 2019, "Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 155-164, DOI: 10.1016/j.frl.2019.04.021.
• Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min, 2019, "Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 31, issue C, pages 19-25, DOI: 10.1016/j.frl.2019.03.029.
• Li, Jianwen & Hu, Jinyan, 2019, "Does university reputation matter? Evidence from peer-to-peer lending," Finance Research Letters, Elsevier, volume 31, issue C, pages 66-77, DOI: 10.1016/j.frl.2019.04.004.
• Baur, Dirk G. & Cahill, Daniel & Godfrey, Keith & (Frank) Liu, Zhangxin, 2019, "Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume," Finance Research Letters, Elsevier, volume 31, issue C, pages 78-92, DOI: 10.1016/j.frl.2019.04.023.
• Zhang, Yihao & Tao, Lingfeng, 2019, "Haze, investor attention and China's stock markets: Evidence from internet stock forum," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.001.
• Ke, Wen-Chyan & Chen, Hueiling & Lin, Hsiou-Wei William, 2019, "A note of techniques that mitigate floating-point errors in PIN estimation," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.017.
• Alaoui, Marwane El & Bouri, Elie & Roubaud, David, 2019, "Bitcoin price–volume: A multifractal cross-correlation approach," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.011.
• Cumming, Douglas & Johan, Sofia, 2019, "Capital-market effects of securities regulation: Prior conditions, implementation, and enforcement revisited," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.013.
• Hayo, Bernd & Henseler, Kai & Rapp, Marc Steffen, 2019, "Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.019.
• Demirer, Rıza & Leggio, Karyl B. & Lien, Donald, 2019, "Herding and flash events: Evidence from the 2010 Flash Crash," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.018.
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2019, "An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.020.
• Sağlam, Mehmet & Moallemi, Ciamac C. & Sotiropoulos, Michael G., 2019, "Short-term trading skill: An analysis of investor heterogeneity and execution quality," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 1-28, DOI: 10.1016/j.finmar.2018.12.002.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019, "Who trades on momentum?," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 56-74, DOI: 10.1016/j.finmar.2018.08.003.
• Chang, Sanders S. & Albert Wang, F., 2019, "Informed contrarian trades and stock returns," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 75-93, DOI: 10.1016/j.finmar.2018.08.002.
• Giannini, Robert & Irvine, Paul & Shu, Tao, 2019, "The convergence and divergence of investors' opinions around earnings news: Evidence from a social network," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 94-120, DOI: 10.1016/j.finmar.2018.12.003.
• Roşu, Ioanid, 2019, "Fast and slow informed trading," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 1-30, DOI: 10.1016/j.finmar.2019.02.003.
• Huszár, Zsuzsa R. & Prado, Melissa Porras, 2019, "An analysis of over-the-counter and centralized stock lending markets," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 31-53, DOI: 10.1016/j.finmar.2018.10.004.
• Brogaard, Jonathan & Koski, Jennifer L. & Siegel, Andrew F., 2019, "Do upgrades matter? Evidence from trading volume," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 54-77, DOI: 10.1016/j.finmar.2018.06.001.