Research classified by Journal of Economic Literature (JEL) codes

2019

• Adrian Jäggi & Martin Schlegel & Attilio Zanetti, 2019, "Macroeconomic surprises, market environment, and safe-haven currencies," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 155, issue 1, pages 1-21, December, DOI: 10.1186/s41937-019-0031-9.
• Yi-Mien Lin & Chia-Hua Chang & Yuh-Jiuan Parng, 2019, "The Effect of Accounting Conservatism on Equity Valuation: Evidence from Corporate Life Cycle," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 1, pages 1-1.
• Igor Semenenko, 2019, "Rumor Mill and Merger Waves: Analysis of Aggregate Market Activity," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 2, pages 1-5.
• Hsueh-Tien Lu, 2019, "Post-earnings-announcement drift anomaly: The role of operating and non-operating income in the Taiwanese stock market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 4, pages 1-7.
• Pei-wen Chen & Han-Ching Huang & Yung-chern Su, 2019, "The Imbalance-Based Trading Strategies on Taiwan Exchange Rate Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 4, pages 1-8.
• Yuxun Wang, 2019, "How does reserve ratio decreasing act on market: Empirical evidence from China," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 5, pages 1-2.
• Huadong Chang & Guozhi An, 2019, "Will History Repeat Itself? Empirical Research on A-Share Candlesticks in China Based on Matching Method," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 5, pages 1-8.
• Yuan Zhang, 2019, "Information in excess analyst coverage: Evidence from China’s stock market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 6, pages 1-12.
• Huaibing Yu, 2019, "Long-run Cointegration and Market Equilibrium in Large Cap Stocks," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-2.
• Huaibing Yu, 2019, "An Econometric Analysis on Influential Power Across Global Stock Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 3, pages 1-1.
• Rahul Deb & Mallesh M. Pai & Maher Said, 2019, "Dynamic Incentives for Buy-Side Analysts," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 19-01.
• Lawrence J. White, 2019, "Using the Tools of Industrial Organization to Illuminate the Credit Rating Industry," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 19-02.
• Julia Darby & Hai Zhang & Jinkai Zhang, 2019, "Institutional trading in volatile markets: evidence from Chinese stock markets," Working Papers, University of Strathclyde Business School, Department of Economics, number 1912, Sep.
• Nico Katzke & Charlotte van Tiddens, 2019, "FTSE/JSE Index Migration: Testing for the Index Effect in Stocks Entering and Exiting the Top 40," Working Papers, Stellenbosch University, Department of Economics, number 10/2019.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2019, "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, volume 51, issue 30, pages 3212-3235, June, DOI: 10.1080/00036846.2018.1564115.
• Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2019, "On the efficiency of racetrack betting market: a new test for the favourite-longshot bias," Applied Economics, Taylor & Francis Journals, volume 51, issue 54, pages 5817-5828, November, DOI: 10.1080/00036846.2019.1624918.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
• Dirk Schoenmaker & Willem Schramade, 2019, "Investing for long-term value creation," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, volume 9, issue 4, pages 356-377, October, DOI: 10.1080/20430795.2019.1625012.
• Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2019, "On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 5, pages 843-858, May, DOI: 10.1080/14697688.2018.1524154.
• Goergen, Marc & Renneboog, Luc & Zhao, Yang, 2019, "Insider trading and networked directors," Other publications TiSEM, Tilburg University, School of Economics and Management, number dd590177-d348-410e-a971-b.
• Antonio Amendola & Dennis M. Montagna & Mario Maggi, 2019, "Analysis of Equity Beta Components: New Results and Prospectives in a Low Beta Framework," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 1-26, DOI: http://dx.doi.org/10.1991/jefa.v3i1.
• Ji Cao & Marc Oliver Rieger & Lei Zhao, 2019, "Safety First, Loss Probability, and the Cross Section of Expected Stock Returns," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-02.
• Bianchi, Milo & Jehiel, Philippe, 2019, "Bundlers Dilemmas in Financial Markets with Sampling Investors," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1042, Oct.
• Hong, Jieying & Pouget, Sébastien, 2021, "Liquidity Formation and Preopening Periods in Financial Markets," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1283, Dec.
• John Cotter & Stuart Gabriel & Richard Roll, 2019, "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers, Geary Institute, University College Dublin, number 201909, May.
• Thomas Conlon & John Cotter & Chenglu Jin, 2019, "Co-skewness across Return Horizons," Working Papers, Geary Institute, University College Dublin, number 201910, Jul.
• Álvaro Chamizo & Alfonso Novales, 2019, "Market risk when hedging a global credit portfolio," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-28, Sep.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019, "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, volume 33, issue 1, pages 253-283, DOI: 10.1086/700895.
• Lily Shen & Stephen L. Ross, 2019, "Information Value of Property Description: A Machine Learning Approach," Working papers, University of Connecticut, Department of Economics, number 2019-20, Dec, revised Sep 2020.
• Zhenzhen Zhu & Zhidong Bai & João Paulo Vieito & Wing-Keung Wong, 2019, "The impact of the global financial crisis on the efficiency and performance of Latin American stock markets," Estudios de Economia, University of Chile, Department of Economics, volume 46, issue 1, pages 5-30, June.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina Mabel Scherrer, 2019, "Price discovery in a continuous-time setting," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-02, Aug.
• Royman Guao Samper, 2019, "Information economics and financial markets. Interpretation of Stiglitz’s thought," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 44, issue 47, pages 149-173, January-J.
• Vladimir Asriyan & Victoria Vanasco, 2019, "Security design in non-exclusive markets with asymmetric information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1712, Nov, revised Jun 2021.
• Kilian R. Dinkelaker & Andreas-Walter Mattig & Stefan Morkoetter, 2019, "A Closer Look at Credt Rating Processes: Uncovering the Impact of Analyst Rotation," Working Papers on Finance, University of St. Gallen, School of Finance, number 1911, Aug.
• Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2019, "Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal," Working Papers on Finance, University of St. Gallen, School of Finance, number 1912, Jul.
• F. Douglas Foster & Xue-Zhong He & Junqing Kang & Shen Lin, 2019, "The Microstructure of Endogenous Liquidity Provision," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 402, Nov.
• Xue-Zhong He & Shen Lin, 2019, "Reinforcement Learning in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 403, Feb.
• Erasmus Kersting & Christopher Kilby, 2019, "Does the World Bank Move Markets?," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 42, Aug.
• YAMAK, Nebiye & YAMAK, Rahmi & SAMUT, Serkan, 2019, "Causal Relationship Between Bitcoin Price Volatility And Trading Volume: Rolling Window Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 3, pages 6-20, September.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019, "The Adaptive Market Hypothesis and the Day-of-the-Week Effect in African Stock Markets: the Markov Switching Model," Comparative Economic Research, Sciendo, volume 22, issue 3, pages 145-162, September, DOI: 10.2478/cer-2019-0028.
• Škrinjarić Tihana, 2019, "Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 5, issue 1, pages 43-54, May, DOI: 10.2478/crebss-2019-0005.
• Hadro Dominika & Pauka Marek, 2019, "Underpricing on the Selected European Alternative Investment Markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 2, pages 87-94, June, DOI: 10.2478/fiqf-2019-0014.
• Polak Mateusz & Polczyk Romuald, 2019, "Misinformation About Dividend Payouts Influences Transaction Prices in Experimental Asset Markets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 15, issue 4, pages 44-54, December, DOI: 10.2478/fiqf-2019-0027.
• Mielus Piotr, 2019, "How to Measure the Economic Integrity of Ibor Panels? A Behavioural Approach," Financial Sciences. Nauki o Finansach, Sciendo, volume 24, issue 1, pages 51-73, March, DOI: 10.15611/fins.2019.1.04.
• Senarathne Chamil W. & Šoja Tijana, 2019, "Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. Garch Effects," Financial Sciences. Nauki o Finansach, Sciendo, volume 24, issue 3, pages 35-45, September, DOI: 10.15611/fins.2019.3.04.
• Piekunko-Mantiuk Iwona, 2019, "Parameterized Trade on the Futures Market on the WIG20," Folia Oeconomica Stetinensia, Sciendo, volume 19, issue 1, pages 114-125, June, DOI: 10.2478/foli-2019-0008.
• Lizińska Joanna & Czapiewski Leszek, 2019, "Long-Term Equity Performance in Poland – Searching for Answers with the Calendar-Time Portfolio Approach," Folia Oeconomica Stetinensia, Sciendo, volume 19, issue 1, pages 43-55, June, DOI: 10.2478/foli-2019-0004.
• Karime Sleiman & Sayilir Özlem, 2019, "Political news and stock market reactions: evidence from Turkey over the period 2008–2017," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 55, issue 2, pages 83-98, June, DOI: 10.2478/ijme-2019-0013.
• Smuda-Kocoń Marlena, 2019, "Corporate governance vs management of the intellectual capital of banks: Structural equation modeling (SEM)," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 55, issue 4, pages 319-330, December, DOI: 10.2478/ijme-2019-0022.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019, "Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets," Journal of Management and Business Administration. Central Europe, Sciendo, volume 27, issue 4, pages 71-94, December, DOI: 10.7206/cemj.2658-0845.10.
• Erdas Mehmet Levent, 2019, "Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests," Review of Economic Perspectives, Sciendo, volume 19, issue 4, pages 399-428, December, DOI: 10.2478/revecp-2019-0020.
• Kramarić Tomislava Pavić & Miletić Marko, 2019, "The Boone Indicator as Determinant of Croatian Insurance Market Soundness," South East European Journal of Economics and Business, Sciendo, volume 14, issue 2, pages 1-12, December, DOI: 10.2478/jeb-2019-0009.
• Draženović Bojana Olgić & Hodžić Sabina & Maradin Dario, 2019, "The Efficiency of Mandatory Pension Funds: Case of Croatia," South East European Journal of Economics and Business, Sciendo, volume 14, issue 2, pages 82-94, December, DOI: 10.2478/jeb-2019-0015.
• Nageri Kamaldeen Ibraheem, 2019, "Evaluating Good and Bad News During Pre and Post Financial Meltdown: Nigerian Stock Market Evidence," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 64, issue 3, pages 1-22, December, DOI: 10.2478/subboec-2019-0012.
• Nageri Kamaldeen Ibraheem & Abdulkadir Rihanat Idowu, 2019, "Is the Nigerian Stock Market Efficient? Pre and Post 2007-2009 Meltdown Analysis," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 29, issue 3, pages 38-63, September, DOI: 10.2478/sues-2019-0011.
• Yang Hu & Yang (Greg) Hou & Les Oxley, 2019, "Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective," Working Papers in Economics, University of Waikato, number 19/13, Aug.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019, "Corporate Governance, Information Uncertainty and Market Reaction to Information Signals," Working Papers in Economics, University of Waikato, number 19/15, Jul.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019, "The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy," Working Papers in Economics, University of Waikato, number 19/16, Jul.
• Ryo Takahashi, 2019, "How to stimulate environmentally friendly consumption: Evidence from a nationwide social experiment to promote eco-friendly coffee," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1917, Sep.
• Maryna Zenkova & Robert Ślepaczuk, 2019, "Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-02.
• Michał Latoszek & Robert Ślepaczuk, 2019, "Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-14.
• Kamil Korzeń & Robert Ślepaczuk, 2019, "Hybrid Investment Strategy Based on Momentum and Macroeconomic Approach," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-17.
• Kim,Young Eun & Loayza,Norman V., 2019, "Productivity Growth : Patterns and Determinants across the World," Policy Research Working Paper Series, The World Bank, number 8852, May.
• Nidhi Aggarwal & Susan Thomas, 2019, "When stock futures dominate price discovery," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 39, issue 3, pages 263-278, March, DOI: 10.1002/fut.21973.
• Barardehi, Yashar H. & Bernhardt, Dan & Ruchti, Thomas G. & Weidenmier, Marc, 2019, "The Night and Day of Amihud’s (2002) Liquidity Measure," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1211.
• Zachary McGurk & Adam Nowak & Joshua C. Hall, 2019, "Stock Returns and Investor Sentiment: Textual Analysis and Social Media," Working Papers, Department of Economics, West Virginia University, number 19-03.
• Tihana Škrinjarić Patrik Barišić, 2019, "Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 22, issue 1, pages 13-45, May, DOI: 10.2478/zireb-2019-0010.
• de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019, "OTC discount," Discussion Papers, Deutsche Bundesbank, number 42/2019.
• 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.
• 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.
• 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.