Research classified by Journal of Economic Literature (JEL) codes

2019

• Cathcart, Lara & El-Jahel, Lina & Evans, Leo & Shi, Yining, 2019, "Excess comovement in credit default swap markets: Evidence from the CDX indices," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 96-120, DOI: 10.1016/j.finmar.2018.10.002.
• Sastry, Ravi & Thompson, Rex, 2019, "Strategic trading with risk aversion and information flow," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 1-16, DOI: 10.1016/j.finmar.2018.12.004.
• Bae, Kee-Hong & Bhattacharya, Utpal & Kang, Jisok & Rhee, S. Ghon, 2019, "Nominal stock price anchors: A global phenomenon?," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 31-41, DOI: 10.1016/j.finmar.2018.12.006.
• Chi, Yeguang & Li, Xiaoming, 2019, "Beauties of the emperor: An investigation of a Chinese government bailout," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 42-70, DOI: 10.1016/j.finmar.2019.04.002.
• Bernales, Alejandro, 2019, "Make-take decisions under high-frequency trading competition," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 1-18, DOI: 10.1016/j.finmar.2019.05.001.
• Park, Raphael Jonghyeon & Xu, Simon & In, Francis & Ji, Philip Inyeob, 2019, "The long-term impact of sovereign wealth fund investments," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 115-138, DOI: 10.1016/j.finmar.2018.08.004.
• Choi, Darwin, 2019, "Disposition sales and stock market liquidity," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 19-36, DOI: 10.1016/j.finmar.2019.04.003.
• Autore, Don M. & Jiang, Danling, 2019, "The preholiday corporate announcement effect," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 61-82, DOI: 10.1016/j.finmar.2019.06.004.
• Lanfear, Matthew G. & Lioui, Abraham & Siebert, Mark G., 2019, "Market anomalies and disaster risk: Evidence from extreme weather events," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2018.10.003.
• Rzayev, Khaladdin & Ibikunle, Gbenga, 2019, "A state-space modeling of the information content of trading volume," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.100507.
• Balashov, Vadim S. & Nikiforov, Andrei, 2019, "How much do investors trade because of name/ticker confusion?," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.06.002.
• Wu, Juan (Julie) & Zhang, Jianzhong (Andrew), 2019, "Short selling and market anomalies," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.07.001.
• King, Michael R., 2019, "Time to buy or just buying time? Lessons from October 2008 for the cross-border bailout of banks," Journal of Financial Stability, Elsevier, volume 41, issue C, pages 55-72, DOI: 10.1016/j.jfs.2019.03.003.
• Będowska-Sójka, Barbara, 2019, "The dynamics of low-frequency liquidity measures: The developed versus the emerging market," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 136-142, DOI: 10.1016/j.jfs.2019.05.006.
• Marra, Miriam & Yu, Fan & Zhu, Lu, 2019, "The impact of trade reporting and central clearing on CDS price informativeness," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 130-145, DOI: 10.1016/j.jfs.2019.07.002.
• Ebrahimnejad, Ali & Hoseinzade, Saeid, 2019, "Short-sale constraints and stock price informativeness," Global Finance Journal, Elsevier, volume 40, issue C, pages 28-34, DOI: 10.1016/j.gfj.2018.11.002.
• Montgomery, William & Raza, Ahmad & Ülkü, Numan, 2019, "Tests of technical trading rules and the 52-week high strategy in the corporate bond market," Global Finance Journal, Elsevier, volume 40, issue C, pages 85-103, DOI: 10.1016/j.gfj.2018.01.018.
• Beckmann, Klaus S. & Escobari, Diego A. & Ngo, Thanh, 2019, "The real earnings management of cross-listing firms," Global Finance Journal, Elsevier, volume 41, issue C, pages 128-145, DOI: 10.1016/j.gfj.2019.04.001.
• Gao, Li & He, Wei & Wang, Qian, 2019, "In search of distress risk in China's stock market," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.08.003.
• Cieslak, Anna & Schrimpf, Andreas, 2019, "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, volume 118, issue C, pages 293-315, DOI: 10.1016/j.jinteco.2019.01.012.
• Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2019, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 4, pages 1-23, December.
• Bernardina Algieri & Matthias Kalkuhl, 2019, "Efficiency and Forecast Performance of Commodity Futures Markets," American Journal of Economics and Business Administration, Science Publications, volume 11, issue 1, pages 19-34, June, DOI: 10.3844/ajebasp.2019.19.34.
• Raif Parlakkaya & Ümran Münire Kahraman & Yasin Cihan, 2019, "The Effects of Inclusion in The BIST Sustainability Index: An Application on Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 111, pages 33-50, April, DOI: https://doi.org/10.33203/mfy.455322.
• Lokman Tütüncü & Elif Acar, 2019, "Deliberate Discounts and Underpricing of Turkish IPOs," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 112, pages 225-240, October, DOI: https://doi.org/10.33203/mfy.469212.
• Pablo Kurlat, 2019, "The Social Value of Financial Expertise," American Economic Review, American Economic Association, volume 109, issue 2, pages 556-590, February.
• Tse-Chun Lin & Qi Liu & Bo Sun, 2019, "Contractual Managerial Incentives with Stock Price Feedback," American Economic Review, American Economic Association, volume 109, issue 7, pages 2446-2468, July.
• Daisuke Ikeda & Toan Phan, 2019, "Asset Bubbles and Global Imbalances," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 3, pages 209-251, July.
• Brigitte Roth Tran, 2019, "Divest, Disregard, or Double Down? Philanthropic Endowment Investments in Objectionable Firms," American Economic Review: Insights, American Economic Association, volume 1, issue 2, pages 241-256, September.
• Raymond Fisman & Eric Zitzewitz, 2019, "An Event Long-Short Index: Theory and Applications," American Economic Review: Insights, American Economic Association, volume 1, issue 3, pages 357-372, December.
• Jin Yeub Kim, 2019, "Neutral Bargaining in Financial Over-The-Counter Markets," AEA Papers and Proceedings, American Economic Association, volume 109, pages 539-544, May.
• Júlio Lobão & Luís Pacheco & Luís Alves, 2019, "Price Clustering in Bank Stocks During the Global Financial Crisis," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 66, issue 4, pages 465-486, December.
• Alia Gabriela DUTA & Victor Mihăiță DUTA, 2019, "Banking Relationship and Credit Risk: Another Type of Approach," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 21, pages 79-106, November.
• Vaiva Kiaupaite-Grusniene & Lehte Alver, 2019, "Comparability of Cash Flow Statements: Evidence from Baltic Countries," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 18, issue 3, pages 307-329, September.
• Oumou Kalsoum Diallo & Pierre Mendy, 2019, "Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 5, issue 1, pages 1-23, June, DOI: 10.22440/wjae.5.1.1.
• Güler Aras & Nuray Tezcan & Özlem Kutlu Furtuna, 2019, "Does Managerial Decisions Affect Efficiency Profiles of Intermediary Institutions? Evidence from Emerging Economy," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 2, pages 249-262, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2019, "Municipal Bond Markets," Annual Review of Financial Economics, Annual Reviews, volume 11, issue 1, pages 65-84, December, DOI: 10.1146/annurev-financial-110118-12.
• Ивановская Г.С. // Ivanovskaya G.S. & Ченваева С.М. // Chenvayeva S.M., 2019, "Роль организации по страхованию депозитов в повышении финансовой грамотности населения // The role of a deposit insurance organization in raising the financial literacy of the population," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 29-35.
• John Duffy & Jean Paul Rabanal & Olga A. Rud, 2019, "The Impact of ETFs on Asset Markets: Experimental Evidence," Working Papers, Peruvian Economic Association, number 154, Dec.
• Massimo Guidolin & Manuela Pedio, 2019, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19118.
• Muhammad Usman Khurram & Kashif Hamid & Rana Shahid Imdad Akash, 2019, "Market Efficiency, Financial Integration, And Shock Transmission (Empirical Evidence From D-8 Economies)," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 4, DOI: 10.30525/2256-0742/2019-5-4-248-262.
• Grigory Bashnyanin & Valentina Kutsyk & Irena Svidruk, 2019, "The Level Of Knowledge Intensity Of The Country'S Economic System," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 1, DOI: 10.30525/2256-0742/2019-5-1-1-9.
• Oksana Novak & Tetiana Osadcha & Oleksandr Petruk, 2019, "Concept And Classification Of Derivative Financial Instruments As A Methodological Precision On Their Regulation In The Financial Services Market," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 3, DOI: 10.30525/2256-0742/2019-5-3-135-144.
• Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019, "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports, Bank of Canada, number 115, DOI: 10.34989/tr-115.
• David Beers & Patrisha de Leon-Manlagnit, 2019, "The BoC-BoE Sovereign Default Database: What’s New in 2019?," Staff Working Papers, Bank of Canada, number 19-39, Sep, DOI: 10.34989/swp-2019-39.
• Rohan Arora & Guillaume Ouellet Leblanc & Jabir Sandhu & Jun Yang, 2019, "Using Exchange-Traded Funds to Measure Liquidity in the Canadian Corporate Bond Market," Staff Analytical Notes, Bank of Canada, number 2019-25, Aug, DOI: 10.34989/san-2019-25.
• Andrey Kudryavtsev, 2019, "The Effect Of Trading Volumes On Stock Returns Following Large Price Moves," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 220, pages 85-116, January –.
• Lain-Tze Tee & Si-Roei Kew & Soo-Wah Low, 2019, "Do Momentum Strategies Perform Better For Islamic Stocks Than For Conventional Stocks Across Market States?," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 221, pages 107-130, April – J.
• Victoria Vanasco & Vladimir Asriyan, 2020, "Security Design in Non-Exclusive Markets with Asymmetric Information," Working Papers, Barcelona School of Economics, number 1164, Mar.
• Mustafa Caglayan & Oleksandr Talavera & Lin Xiong & Jing Zhang, 2019, "What does not kill us makes us stronger: the story of repetitive consumer loan applications," Discussion Papers, Department of Economics, University of Birmingham, number 19-01, Feb.
• Claudio Impenna & Paola Paiardini, 2019, "Informed trading in a two-tier market structure under financial distress," Discussion Papers, Department of Economics, University of Birmingham, number 19-06, Jun.
• Tom Fong & Gabriel Wu, 2019, "Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "The use of big data analytics and artificial intelligence in central banking".
• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019, "The cost of clearing fragmentation," BIS Working Papers, Bank for International Settlements, number 826, Dec.
• Eli M Remolona & James Yetman, 2019, "De jure benchmark bonds," BIS Working Papers, Bank for International Settlements, number 830, Dec.
• Georgios Chortareas & Menelaos Karanasos & Emmanouil Noikokyris, 2019, "Quantitative Easing And The Uk Stock Market: Does The Bank Of England Information Dissemination Strategy Matter?," Economic Inquiry, Western Economic Association International, volume 57, issue 1, pages 569-583, January, DOI: 10.1111/ecin.12690.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019, "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, volume 74, issue 1, pages 371-399, February, DOI: 10.1111/jofi.12729.
• Dan Li & Norman Schürhoff, 2019, "Dealer Networks," Journal of Finance, American Finance Association, volume 74, issue 1, pages 91-144, February, DOI: 10.1111/jofi.12728.
• Jean‐Philippe Bouchaud & Philipp Krüger & Augustin Landier & David Thesmar, 2019, "Sticky Expectations and the Profitability Anomaly," Journal of Finance, American Finance Association, volume 74, issue 2, pages 639-674, April, DOI: 10.1111/jofi.12734.
• Vincent Van Kervel & Albert J. Menkveld, 2019, "High‐Frequency Trading around Large Institutional Orders," Journal of Finance, American Finance Association, volume 74, issue 3, pages 1091-1137, June, DOI: 10.1111/jofi.12759.
• Edward Halim & Yohanes E. Riyanto & Nilanjan Roy, 2019, "Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1975-2010, August, DOI: 10.1111/jofi.12768.
• Jean‐Noël Barrot & Erik Loualiche & Julien Sauvagnat, 2019, "The Globalization Risk Premium," Journal of Finance, American Finance Association, volume 74, issue 5, pages 2391-2439, October, DOI: 10.1111/jofi.12780.
• Qiubin Huang & Jakob De Haan & Bert Scholtens, 2019, "Analysing Systemic Risk in the Chinese Banking System," Pacific Economic Review, Wiley Blackwell, volume 24, issue 2, pages 348-372, May, DOI: 10.1111/1468-0106.12212.
• Julia Darby & Graeme Roy, 2019, "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 2, pages 314-330, May, DOI: 10.1111/sjpe.12186.
• Richard Harris & Veselin Karadotchev & Rhiannon Sowerbutts & Evarist Stoja, 2019, "Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity," Bank of England working papers, Bank of England, number 792, Apr.
• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019, "The cost of clearing fragmentation," Bank of England working papers, Bank of England, number 800, May.
• David Beers & Patrisha de Leon-Manlagnit, 2019, "The BoC-BoE sovereign default database: what’s new in 2019?," Bank of England working papers, Bank of England, number 829, Sep.
• Andreas Joseph & Michalis Vasios & Olga Maizels & Ujwal Shreyas & John Tanner, 2019, "OTC microstructure in a period of stress: a multi‑layered network approach," Bank of England working papers, Bank of England, number 832, Oct.
• Alexandros E. Milionis, 2019, "A simple return generating model in discrete time; implications for market efficiency testing," Working Papers, Bank of Greece, number 259, Apr.
• Jieun Lee & Doojin Ryu, 2019, "The Impacts of Macroeconomic News Announcements on Intraday Implied Volatility," Working Papers, Economic Research Institute, Bank of Korea, number 2019-2, Jan.
• Walid Mensi, 2019, "Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 1, pages 24-38, March.
• Selin Duz Tan & Oktay Tas, 2019, "Investor attention and stock returns: Evidence from Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 2, pages 106-116, June.
• Angeline Ng & M. Ariff, 2019, "Does credit rating revision affect the price of a special class of common stock?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue Supplemen, pages 44-55, August.
• Kempkes Jan A. & Wömpener Andreas, 2019, "Resolving the Reliance on Fixed Estimation Dates in the Implied Cost of Equity Capital Approach," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, volume 14, issue 1, pages 1-23, February, DOI: 10.1515/jbvela-2017-0009.
• Émile Quinet, 2019, "Flexibilité, incertitude et optimisation des investissements : une introduction," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 213-232.
• Caroline Le Moign, 2019, "ICO françaises : un nouveau mode de financement ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 131-144.
• Yaovi Sélom Agbetonyo & Emmanuelle Fromont & Jean-Laurent Viviani, 2018, "Asymmetric Responses to Dividend Announcements. A Case for Ambiguity," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 6, pages 77-104.
• Ma, S. & Linton, O. & Gao, J., 2019, "Estimation and Inference in Semiparametric Quantile Factor Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1933, Mar.
• Corsetti, G. & Lafarguette, R. & Mehl, A., 2019, "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1970, Aug.
• Paul M. Guest & Marco Nerino, 2019, "Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services," Working Papers, Centre for Business Research, University of Cambridge, number wp515, Dec.
• Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019, "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers, University of California, Davis, Department of Economics, number 330, Mar.
• Shreekant Gupta & Bishwanath Goldar & Shubham Dang, 2019, "Environmental Performance And Capital Markets--Evidence From India," Working papers, Centre for Development Economics, Delhi School of Economics, number 303, Dec.
• Aldrich, Eric M & Friedman, Daniel, 2019, "Order Protection through Delayed Messaging," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt4938f518, Jun.
• Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva, 2019, "Does Index Arbitrage Distort the Market Reaction to Shocks?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp651, Dec.
• Adiya Bayarmaa & Guglielmo Maria Caporale, 2019, "Style consistency and mutual fund returns: the case of Russia," CESifo Working Paper Series, CESifo, number 7605.
• Carlo Altavilla & Luca Brugnolini & Refet S. Gürkaynak & Roberto Motto & Giuseppe Ragusa, 2019, "Measuring Euro Area Monetary Policy," CESifo Working Paper Series, CESifo, number 7699.
• Refet S. Gürkaynak & Hatice Gökce Karasoy-Can & Sang Seok Lee, 2019, "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," CESifo Working Paper Series, CESifo, number 7898.
• Suphi Sen & Marie-Theres von Schickfus, 2019, "Climate Policy, Stranded Assets, and Investors' Expectations," CESifo Working Paper Series, CESifo, number 7945.
• Ian Martin & Stefan Nagel, 2019, "Market Efficiency in the Age of Big Data," CESifo Working Paper Series, CESifo, number 8015.
• Daniel Klein & Christopher A. Ludwig & Christoph Spengel, 2019, "Ring-fencing Digital Corporations: Investor Reaction to the European Commission’s Digital Tax Proposals," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
• Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019, "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Discussion Papers, Centre for Macroeconomics (CFM), number 1914, Jul.
• Zoran Filipovic & Alexander F. Wagner, 2019, "The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-03, Feb, revised Mar 2019.
• Roni Michaely & Amir Rubin & Dan Segal & Alexander Vedrashko, 2019, "Lured by the Consensus," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-06, Mar, revised Mar 2019.
• Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew Ringgenberg, 2019, "Do Index Funds Monitor?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-08, May.
• Hyunseob Kim & Roni Michaely, 2019, "Sticking around Too Long? Dynamics of the Benefits of Dual-Class Voting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-09, Mar, revised Mar 2019.
• Jillian Grennan & Roni Michaely, 2019, "FinTechs and the Market for Financial Analysis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-10, Mar, revised Apr 2019.
• Peter Cziraki & Evgeny Lyandres & Roni Michaely, 2019, "What Do Insiders Know? Evidence from Insider Trading Around Share Repurchases and SEOs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-11, Mar, revised Mar 2019.
• Rüdiger Fahlenbrach & Marc Frattaroli, 2019, "ICO Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-37, Jul.
• Yavuz Arslan & Ahmet Degerli & Gazi Kabas, 2019, "Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-44, Sep.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-56, Oct.
• Sylvain Carre & Pierre Collin-Dufresne & Franck Gabriel, 2019, "Insider Trading with Penalties," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-68, Jun.
• Vincent Bogousslavsky & Pierre Collin-Dufresne, 2019, "Liquidity, Volume, and Order Imbalance Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-69, Mar.
• Jie Cao & Amit Goyal & Sai Ke & Xintong Zhan, 2019, "Option Trading and Stock Price Informativeness," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-74, Jun.
• Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2019, "Implied Volatility Changes and Corporate Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-75, Jun.
• Giovanni Barone-Adesi & Carlo Sala, 2019, "Testing Market Efficiency With the Pricing Kernel," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-77, Aug.
• JJ. Cao-Alvira & LG Deidda, 2019, "Development of Bank Microcredit," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201905.
• Germ√°n Eduardo Gonz√°lez, 2019, "An√°lisis de sentimientos de noticias e inversionistas en el mercado burs√°til," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 17375, Aug.
• Leonardo Hernán Talero-Sarmiento & Henry Lamos-D�az & Edwin Alberto Garavito-Hern�ndez, 2019, "Evaluación de la hipótesis de eficiencia débil y análisis de causalidad en las centrales de abastos de Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 38, issue 67, pages 35-69.
• Xiomara Esther Vazquez Carrazana & Gilberto Jos� Miranda, 2019, "Relación entre indicadores económicos y precio de acciones en empresas brasilenas," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 27, issue 2, pages 51-66, DOI: 10.18359/rfce.3510.
• Helvia Velloso & In�s Bustillo & Daniel Perrotti, 2019, "Sovereign Credit Ratings in Latin America and the Caribbean: History and Impact on Bond Spreads," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2019, pages 155-196.
• Martin, Ian & Gao, Can, 2019, "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13454, Jan.
• Wagner, Alexander F. & Filipović, Zoran, 2019, "The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13560, Mar.
• Fos, Vyacheslav & Chinco, Alex, 2019, "The Sound Of Many Funds Rebalancing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13561, Mar.
• Korniotis, George & Bhambhwani, Siddharth & Delikouras, Stefanos, 2019, "Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13724, May.
• Gürkaynak, Refet & Altavilla, Carlo & Brugnolini, Luca & Motto, Roberto & Ragusa, Giuseppe, 2019, "Measuring Euro Area Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13759, May.
• Kondor, Péter & Pinter, Gabor, 2019, "Clients' Connections: Measuring the Role of Private Information in Decentralised Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13880, Jul.
• Karlan, Dean & Burke, Jeremy & Jamison, Julian C. & Mihaly, Kata & Zinman, Jonathan, 2019, "Credit Building or Credit Crumbling? A Credit Builder Loan’s Effects on Consumer Behavior, Credit Scores and Their Predictive," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13884, Jul.
• Franzoni, Francesco & Di Maggio, Marco & Egan, Mark, 2019, "The Value of Intermediation in the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13936, Aug.
• Gürkaynak, Refet & Lee, Sang Seok & Karasoy Can, Gokce, 2019, "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14017, Sep.
• Oosterlinck, Kim & Ureche-Rangau, Loredana & Vaslin, Jacques-Marie, 2019, "Aristocratic Privilege. Exploiting “Good†Institutions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14071, Oct.
• Egger, Peter & Zhu, Jiaqing, 2019, "The U.S.-Chinese Trade War: An Event Study of Stock-Market Responses," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14164, Dec.
• Huang, Yi & Lin, Chen & Liu, Sibo & Tang, Heiwai, 2019, "Trade Networks and Firm Value: Evidence from the US-China Trade War," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14173, Dec.
• Bartram, Söhnke & Grinblatt, Mark, 2019, "Global Market Inefficiencies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14232, Dec.
• Franzoni, Francesco & Moussawi, Rabih & Ben-David, Itzhak, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14234, Dec.
• Martin, Ian & Nagel, Stefan, 2019, "Market Efficiency in the Age of Big Data," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14235, Dec.
• Martin Bohl & Alexander Pütz & Christoph Sulewski, 2019, "Speculation and the Informational Efficiency of Commodity Futures Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8919, Oct.
• Heather D. Gibson & Stephen G. Hall & Pavlos Petroulas & George S. Tavlas, 2019, "On the Effects of the ECB’s Funding Policies on Bank Lending and the Demand for the Euro as an International Reserve," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_014, Aug.
• Galanis, S. & Kotronis, S., 2019, "Updating Awareness and Information Aggregation," Working Papers, Department of Economics, City St George's, University of London, number 19/03, Feb.
• Damià Rey Miró & Pedro V. Piffaut, 2019, "Índice de Calidad Financiera (iCF)," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 119, pages 189-206, Mayo.
• Jinghan Cai & Chiu Yu Ko & Yuming Li & Le Xia, 2019, "Hide and Seek: Uninformed Traders and the Short-sales Constraints," Annals of Economics and Finance, Society for AEF, volume 20, issue 1, pages 319-356, May.
• Andrey Kudryavtsev, 2019, "Holiday Effect on Large Stock Price Changes," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 633-660, November.
• Zhaobo Zhu & Xinrui Duan & Jun Tu, 2019, "The Trend in Short Selling and the Cross Section of Stock Returns," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 565-586, November.
• Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019, "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 1, pages 449-479, February.
• Smajlbegovic, Esad, 2019, "Regional Economic Activity and Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 3, pages 1051-1082, June.
• Brogaard, Jonathan & Garriott, Corey, 2019, "High-Frequency Trading Competition," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 4, pages 1469-1497, August.
• Yamamoto, Ryuichi, 2019, "Dynamic Predictor Selection And Order Splitting In A Limit Order Market," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 5, pages 1757-1792, July.
• Indars, Edgars Rihards & Savin, Aliaksei & Lublóy, Ágnes, 2019, "Herding behaviour in an emerging market: Evidence from the Moscow Exchange," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2019/01, Jan.
• Bachar FAKHRY, 2019, "Did Brexit change the behaviour of the UK’s financial markets?," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 2, pages 98-121, June.
• Aditya JHUNJHUNWALA & Tamal D. CHAUDHURI & Gulshan K. BHAMRAH, 2019, "Value creation by Indian companies: A comparative study over two time periods," Turkish Economic Review, EconSciences Journals, volume 6, issue 1, pages 44-61, January.
• Tamal Datta CHAUDHURI & Gulshan Kaur BHAMRAH, 2019, "Can portfolio returns exceed market return? An examination of the efficient market hypothesis for the Indian stock market," Journal of Economics Library, EconSciences Journals, volume 6, issue 3, pages 159-167, September.
• Dany R. DOMBOU T. & Achille TANGA T., 2019, "SOE’s vs private enterprises and the efficient management of credit risk in CEMAC," Journal of Economics Bibliography, EconSciences Journals, volume 6, issue 3, pages 273-287, September.
• Karim Jamal & Michael Maier & Shyam Sunder, 2019, "Aggregation of Diverse Information with Double Auction Trading among Minimally-Intelligent Algorithmic Agents," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2182, Jun.
• Анелия Пенева, 2019, "Анализ На Взаимовръзките Между Капиталовите И Валутните Пазари," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 15, issue 15 Year 2, pages 29-50.
• Стефан Симеонов & Теодор Тодоров & Даниел Николаев, 2019, "Развитие На Честотния Анализ На Променливостта В Модел За Прогнозиране Тренда На Финансовите Пазари И Сравнителна Емпирична Оценка С Техническия Анализ," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 37-70.
• Mondher Bouattour & Isabelle Martinez, 2019, "Hypothèse d'efficience des marchés : une étude expérimentale avec incertitude et asymétrie d’information," Revue Finance Contrôle Stratégie, revues.org, volume 22, issue 4, pages 1-26, december.
• Mondher Bouattour & Isabelle Martinez, 2019, "Efficient market hypothesis: an experimental study with uncertainty and asymmetric information," Revue Finance Contrôle Stratégie, revues.org, volume 22, issue 4, pages 27-51, december.
• Tomaso Duso & Martin Gornig & Alexander S. Kritikos & Malte Rieth & Axel Werwatz, 2019, "Competitiveness and Convergence: Trade, Merger Control, Industry, and Innovation: Reports," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 9, issue 16/17/18, pages 140-147.
• Tomaso Duso & Martin Gornig & Alexander Kritikos & Malte Rieth & Axel Werwatz, 2019, "Wettbewerbsfähigkeit und Konvergenz: Handel, Fusionskontrolle, Industrie, Innovationen: Berichte," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 86, issue 18, pages 302-309.
• Julia Bluszcz & Marica Valente, 2019, "The War in Europe: Economic Costs of the Ukrainian Conflict," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1804.
• Schmidt, Daniel, 2019, "Stock Market Rumors and Credibility," HEC Research Papers Series, HEC Paris, number 1331, Feb.
• Durand, Rodolphe & Paugam, Luc & Stolowy, Hervé, 2019, "Do Investors Actually Value Sustainability Indices? Replication, Development, and New Evidence on CSR Visibility," HEC Research Papers Series, HEC Paris, number 1335, Apr.
• Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe, 2019, "Measuring euro area monetary policy," Working Paper Series, European Central Bank, number 2281, May.
• Breckenfelder, Johannes, 2019, "Competition among high-frequency traders, and market quality," Working Paper Series, European Central Bank, number 2290, Jun.
• Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019, "Fast trading and the virtue of entropy: evidence from the foreign exchange market," Working Paper Series, European Central Bank, number 2300, Jul.
• Jung, Alexander & Uhlig, Harald, 2019, "Monetary policy shocks and the health of banks," Working Paper Series, European Central Bank, number 2303, Jul.
• Pablos Nuevo, Irene, 2019, "Has the new bail-in framework increased the yield spread between subordinated and senior bonds?," Working Paper Series, European Central Bank, number 2317, Sep.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi & Stulz, Rene M., 2019, "Are Analyst Trade Ideas Valuable?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-15, Jul.
• Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2019, "Security Analysis: An Investment Perspective," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-16, Jul.
• Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-24, Oct.
• Bai, Hang & Li, Erica X. N. & Xue, Chen & Zhang, Lu, 2019, "Does Costly Reversibility Matter for U.S. Public Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-25, Oct.
• Zhang, Lu, 2019, "Q-factors and Investment CAPM," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-30, Dec.
• Duffie, Darrell & Antill, Samuel, 2018, "Augmenting Markets with Mechanisms," Research Papers, Stanford University, Graduate School of Business, number 3623, May.
• Larcker, David F. & Watts, Edward M., 2019, "Where's the Greenium?," Research Papers, Stanford University, Graduate School of Business, number 3766, Feb.
• Fatma Ben Moussa & Mariem Talbi, 2019, "Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 48-64.
• Rama Krishna Yelamanchili, 2019, "Impact of Consumer Sentiment on Defensive and Aggressive Stock Returns: Indian Evidence," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 4, pages 109-114.
• Nidhi Malhotra & Saumya Gupta, 2019, "Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 6, pages 208-215.
• Antonio Jose Garzon Gordon & Luis Angel Hierro Recio, 2019, "External Effects of the War in Ukraine: The Impact on the Price of Oil in the Short-term," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 267-276.
• Chinnadurai Kathiravan & Murugesan Selvam & Balasundram Maniam & Sankaran Venkateswar, 2019, "Relationship between Crude Oil Price Changes and Airlines Stock Price: The Case of Indian Aviation Industry," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 7-13.
• Edgardo Cayon & Natalia Andrea Garzon & Juan Sebastian Perez, 2019, "The Effects of Global, Regional, and Local Macroeconomic Events on the Price of the Colombian Castilla Blend," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 118-123.
• Hong, Philip Keejae & Lee, Sam & Mynatt, Patricia & Ramakrishnan, Ram, 2019, "The value relevance of timely information: The case of comparable store sales growth," Advances in accounting, Elsevier, volume 44, issue C, pages 10-21, DOI: 10.1016/j.adiac.2018.11.002.
• Shestakova, Natalia & Powell, Owen & Gladyrev, Dmitry, 2019, "Bubbles, experience and success," Journal of Behavioral and Experimental Finance, Elsevier, volume 22, issue C, pages 206-213, DOI: 10.1016/j.jbef.2019.02.011.
• Bash, Ahmad & Alsaifi, Khaled, 2019, "Fear from uncertainty: An event study of Khashoggi and stock market returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 23, issue C, pages 54-58, DOI: 10.1016/j.jbef.2019.05.004.
• Bouteska, Ahmed, 2019, "The effect of investor sentiment on market reactions to financial earnings restatements: Lessons from the United States," Journal of Behavioral and Experimental Finance, Elsevier, volume 24, issue C, DOI: 10.1016/j.jbef.2019.100241.
• Szabó, Zsolt, 2019, "Elbátortalanodott hiteligénylők a vállalati szektorban
  [Discouraged borrowers in the corporate sector]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1145-1186, DOI: 10.18414/KSZ.2019.11.1145.
• Katsuhiro Oshima, 2019, "Subjective Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1012, Nov.
• Katsuhiro Oshima, 2019, "Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1013, Nov.
• Stephen G. Hall & Heather D. Gibson & Pavlos Petroulas & George S. Tavlas, 2019, "The Effect of Emergency Liquidity Assistance (ELA) on Bank Lending during the Euro Area Crisis," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/01, Jan.
• Nusrat Fatema, 2019, "Women Empowerment or Gender Equality: Which One Should Come First for Augmenting Satisfaction and Performance of Female Employees: A study on the Ready-made Garment Sector of Bangladesh," International Journal of Business and Social Research, LAR Center Press, volume 9, issue 1, pages 08-21, January.
• Bernd Hayo & Kai Henseler & Marc Steffen Rapp, 2019, "Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201902.
• Bernd Hayo & Kai Henseler & Marc Steffen Rapp & Johannes Zahner, 2020, "Complexity of ECB Communication and Financial Market Trading," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201919.
• Imane El Ouadghiri & Khaled Guesmi & Jonathan Peillex & Andreas Ziegler, 2019, "Public attention to environmental issues and stock market returns," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201922.
• Akmalia M. Ariff & Khairul Anuar Kamarudin, 2019, "Institutional Quality, Tax Avoidance, and Analysts' Forecast: International Evidence," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 15-35.
• Oi-Ping Chong & A.N. Bany-Ariffin & Annuar Md Nassir & Junaina Muhammad, 2019, "An Empirical Study of Herding Behaviour in China’s A-Share and B-Share Markets: Evidence of Bidirectional Herding Activities," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 37-57.
• Nor Elliany Hawa Ibrahim & Kamarun Nisham Taufil Mohd & Karren Lee-Hwei Khaw, 2019, "Effect of Standardization of Trading Board Lot on Abnormal Liquidity in Malaysian Stock Market," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 89-102.
• Kira Muratov-Szabó & Kata Váradi, 2019, "The Impact of Adverse Selection on Stock Exchange Specialists’ Price Quotation Strategy," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 18, issue 1, pages 88-124.
• Máté Fain & Helena Naffa, 2019, "Performance Measurement of Active Investment Strategies Using Pure Factor Portfolios," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 18, issue 2, pages 52-86.
• Natalya Apopo & Andrew Phiri, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," Working Papers, Department of Economics, Nelson Mandela University, number 1904, Jun, revised Jun 2019.
• Roseline Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2019, "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," Working Papers, Department of Economics, Nelson Mandela University, number 1905, Jul, revised Jul 2019.
• Krzysztof Rybinski, 2019, "A machine learning framework for automated analysis of central bank communication and media discourse. The case of Narodowy Bank Polski," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 1, pages 1-20.
• Tomasz Miziołek & Ewa Feder-Sempach, 2019, "Tracking ability of exchange-traded funds. Evidence from Emerging Markets Equity ETFs," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 3, pages 221-248.
• Michał Łukowski, 2019, "The calendar anomalies on Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 6, pages 529-550.
• Carlos Jorge Lenczewski Martins, 2019, "Market and limit orders and their role in the price discovery process," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 6, pages 551-570.
• Eduardo Dávila & Cecilia Parlatore, 2019, "Volatility and Informativeness," NBER Working Papers, National Bureau of Economic Research, Inc, number 25433, Jan.