Research classified by Journal of Economic Literature (JEL) codes

2019

• Eduardo Dávila & Cecilia Parlatore, 2019, "Trading Costs and Informational Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 25662, Mar.
• Kelly Shue & Richard R. Townsend, 2019, "Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25751, Apr.
• Eliezer Fich & Viktoriya Lantushenko & Clemens Sialm, 2019, "Institutional Trading Around M&A Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 25814, May.
• Akshaya Jha & Frank A. Wolak, 2019, "Can Financial Participants Improve Price Discovery and Efficiency in Multi-Settlement Markets with Trading Costs?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25851, May.
• Mara Faccio & Randall Morck & M. Deniz Yavuz, 2019, "Business Groups and the Incorporation of Firm-specific Shocks into Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 25908, May.
• Robert F. Stambaugh, 2019, "Skill and Profit in Active Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 26027, Jun.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019, "Security Analysis: An Investment Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 26060, Jul.
• Justin Birru & Sinan Gokkaya & Xi Liu & René M. Stulz, 2019, "Are Analyst Trade Ideas Valuable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26062, Jul.
• Jeremy Burke & Julian Jamison & Dean Karlan & Kata Mihaly & Jonathan Zinman, 2019, "Credit Building or Credit Crumbling? A Credit Builder Loan’s Effects on Consumer Behavior, Credit Scores and Their Predictive Power," NBER Working Papers, National Bureau of Economic Research, Inc, number 26110, Jul.
• Marco Di Maggio & Mark L. Egan & Francesco Franzoni, 2019, "The Value of Intermediation in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 26147, Aug.
• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019, "Predicting Returns With Text Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26186, Aug.
• Charles W. Calomiris & Yehuda Izhakian & Jaime F. Zender, 2019, "Underwriter Reputation, Issuer-Underwriter Matching, and SEO Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 26344, Oct.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," NBER Working Papers, National Bureau of Economic Research, Inc, number 26370, Oct.
• Hang Bai & Erica X.N. Li & Chen Xue & Lu Zhang, 2019, "Firm-level Irreversibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 26372, Oct.
• Lu Zhang, 2019, "Q-factors and Investment CAPM," NBER Working Papers, National Bureau of Economic Research, Inc, number 26538, Dec.
• Ian Martin & Stefan Nagel, 2019, "Market Efficiency in the Age of Big Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26586, Dec.
• Andrukovich, P., 2019, "The dynamics of stock price during their listing and delisting," Journal of the New Economic Association, New Economic Association, volume 44, issue 4, pages 50-76, DOI: 10.31737/2221-2264-2019-44-4-2.
• Koletsa Eleni, 2019, "International Financial Reporting Standards And The Effect On Banking Profitabiity. A Case Study Of Greek Banks In Bugaria," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 16, issue 1, pages 31-41.
• Elenita Velikova & Stela Dimitrova, 2019, "Good Practices In The Night Tourism – Case Studies From Bulgaria," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 16, issue 2, pages 189-199.
• Harris, Larry & Amato, Andrea, 2019, "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 173-202, December, DOI: 10.1561/104.00000058.
• Pontiff, Jeffrey & Singla, Rohit, 2019, "Liquidity Risk?," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 257-276, December, DOI: 10.1561/104.00000075.
• Harvey, Campbell R., 2019, "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 1-9, December, DOI: 10.1561/104.00000080.
• Kudryavtsev, Andrey, 2019, "Abnormal Trading Volumes around Large Stock Price Moves and Subsequent Price Dynamics," Review of Behavioral Economics, now publishers, volume 6, issue 3, pages 283–311-2, August, DOI: 10.1561/105.00000109.
• Vesela Todorova, 2019, "Is the End of the Dollar as a Reserve Currency Near?," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 107-123, June.
• Dash, M., 2019, "Testing the Random Walk Hypothesis in the Indian Stock Market Using ARIMA Modelling," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 8, issue 2, pages 71-77, May.
• Michael J Fleming & Giang Nguyen, 2019, "Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 2, pages 256-295.
• Andra C Ghent & Walter N Torous & Rossen I Valkanov, 2019, "Complexity in Structured Finance," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 2, pages 694-722.
• Johan Walden, 2019, "Trading, Profits, and Volatility in a Dynamic Information Network Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 5, pages 2248-2283.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019, "Which Factors?," Review of Finance, European Finance Association, volume 23, issue 1, pages 1-35.
• Robert Jarrow & Haitao Li & Xiaoxia Ye & May Hu, 2019, "Exploring Mispricing in the Term Structure of CDS Spreads," Review of Finance, European Finance Association, volume 23, issue 1, pages 161-198.
• Dongmin Kong & Chen Lin & Shasha Liu, 2019, "Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits," Review of Finance, European Finance Association, volume 23, issue 1, pages 245-277.
• Sudheer Chava & Rohan Ganduri & Chayawat Ornthanalai, 2019, "Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?," Review of Finance, European Finance Association, volume 23, issue 3, pages 471-511.
• Quan Wen, 2019, "Asset Growth and Stock Market Returns: A Time-Series Analysis," Review of Finance, European Finance Association, volume 23, issue 3, pages 599-628.
• Martin C Schmalz & Sergey Zhuk, 2019, "Revealing Downturns," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 1, pages 338-373.
• Adriana Ștefan (Matei), 2019, "Development of Romanian Balneo Tourism," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 316-320, August.
• Ernest N. Biktimirov & Yuanbin Xu, 2019, "Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 2, pages 134-145, March, DOI: 10.1057/s41260-019-00108-6.
• Niall O’Sullivan & Sheng Zhu & Jason Foran, 2019, "Sentiment versus liquidity pricing effects in the cross-section of UK stock returns," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 4, pages 317-329, July, DOI: 10.1057/s41260-019-00119-3.
• James S. Ang & Kenneth J. Hunsader & Shaojun Zhang, 2019, "Order dynamics during the flash crash," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 5, pages 365-383, September, DOI: 10.1057/s41260-019-00129-1.
• Wolfgang Drobetz & Rebekka Haller & Christian Jasperneite & Tizian Otto, 2019, "Predictability and the cross section of expected returns: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 508-533, December, DOI: 10.1057/s41260-019-00138-0.
• Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019, "On the informational market efficiency of the worldwide sovereign credit default swaps," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 581-608, December, DOI: 10.1057/s41260-019-00142-4.
• Xian Gu & Iftekhar Hasan & Haitian Lu, 2019, "Corporate Misconduct and the Cost of Private Debt: Evidence from China," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 61, issue 3, pages 443-463, September, DOI: 10.1057/s41294-019-00099-8.
• Yi Huang & Jianjun Miao & Pengfei Wang, 2019, "Saving China’s Stock Market?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 2, pages 349-394, June, DOI: 10.1057/s41308-019-00079-z.
• Young Eun Kim & Norman V. Loayza, 2019, "Productivity Growth: Patterns and Determinants across the World," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 84, pages 36-93.
• Benjamin Hippert, 2019, "The relationship between announcements of complete mergers and acquisitions and acquirers' abnormal CDS spread changes," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 52, Aug.
• Rácz, Dávid Andor & Huszár, Gergely, 2019, "The Effects of Earnings Surprises in Quarterly Reports on S&P 500 Components," Public Finance Quarterly, Corvinus University of Budapest, volume 64, issue 2, pages 239-259.
• Abdul Rashid & Saba Kausar, 2019, "Testing the Monthly Calendar Anomaly of Stock Returns in Pakistan: A Stochastic Dominance Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 58, issue 1, pages 83-104.
• Adegboro, Opeyemi Oluwole & Orekoya, Samuel & Adekunle, Wasiu, 2019, "An Assessment of the Stability and Diversity of the Nigerian Financial Service Sector," MPRA Paper, University Library of Munich, Germany, number 100995, Nov.
• Okotori, Tonprebofa & Ayunku, Peter, 2019, "An empirical investigation on efficient market test for the Nigerian stock exchange (NSE)," MPRA Paper, University Library of Munich, Germany, number 110516, Dec.
• Basistha, Arabinda & Kurov, Alexander & Wolfe, Marketa Halova, 2019, "Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 111037.
• Chowdhury, Ashiqul Haq & Priyo, Asad Karim Khan, 2019, "How Do Bangladeshi Investors Take Decisions? An Ethnographic Decision Tree Model of Stock Selection," MPRA Paper, University Library of Munich, Germany, number 118105, Oct.
• Chong, Terence Tai Leung & Wu, Zhang & Liu, Yuchen, 2019, "Market Reaction to iPhone Rumors," MPRA Paper, University Library of Munich, Germany, number 92014, Jan.
• Chong, Terence Tai Leung & Kwok, Stanley, 2019, "The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market," MPRA Paper, University Library of Munich, Germany, number 92185, Feb.
• SECK, Massamba Souleymane, 2019, "Complémentarité Banque islamique du Sénégal/institutions de microfinance : un modèle de financement inclusif et durable des PME sénégalaises
  [Complementarity Islamic Bank of Senegal/microfinance institutions: an inclusive and sustainable financing," MPRA Paper, University Library of Munich, Germany, number 92190, Feb.
• Phungo, Muka & Bonga-Bonga, Lumengo, 2019, "An analysis of the unbiased forward rate hypothesis in developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 92222.
• Karpouzis, Efstathios & Bouras, Chris & Kanas, Angelos, 2019, "Hedge fund activism, voice, and value creation," MPRA Paper, University Library of Munich, Germany, number 92576, Mar.
• Pirnar, Ige & Kurtural, Sinem & Tutuncuoglu, Melih, 2019, "Festivals and destination marketing: An application from Izmir City," MPRA Paper, University Library of Munich, Germany, number 93520, Apr.
• Abramova, Inna & Core, John & Sutherland, Andrew, 2019, "Institutional Investor Attention and Firm Disclosure," MPRA Paper, University Library of Munich, Germany, number 93665, Apr.
• Ojo, Marianne, 2019, "Avoiding a “No Deal” Scenario: Free Trade Agreements, Citizenship and Economic Rights," MPRA Paper, University Library of Munich, Germany, number 93812, May.
• Chami, Maximilian & Kaminyoge, Gabriel, 2019, "Closed House of Wonders museum: Implications to the tourism of Zanzibar Stone Town, UNESCO World Heritage Site," MPRA Paper, University Library of Munich, Germany, number 93887, Apr.
• Gunawan, Andrew, 2019, "Pengaruh Kinerja Keuangan Terhadap Kualitas Informasi Internet Financial Reporting Dengan Kepemilikan Saham Publik Sebagai Variabel Moderasi
  [The Effect Of Financial Performance On Quality Of Internet Financial Reporting Information With Public Sh," MPRA Paper, University Library of Munich, Germany, number 93960, Mar, revised 13 Feb 2019.
• Fitri Amalia, Rizki, 2019, "Analisis Perbandingan Financial Distresspada Perusahaan Konstruksi Di Bursa Efek Indonesia Tahun 2014 –2018
  [Comparative Analysis Of Financial Distress In Construction Companies In Indonesia Stock Exchange In 2014 –2018]," MPRA Paper, University Library of Munich, Germany, number 93962, Mar, revised 03 Feb 2019.
• suhardi, suhardi & Afrizal, Afrizal, 2019, "Bagaimanapecking-Order Theory Menjelaskan Struktur Permodalan Bank Di Indonesia?
  [How Does The Pecking-Order Theory Explain The Bank'S Capital Structure In Indonesia?]," MPRA Paper, University Library of Munich, Germany, number 93963, Mar, revised 14 Jan 2019.
• Bonga, Wellington Garikai, 2019, "Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 94201, May.
• Apopo, Natalay & Phiri, Andrew, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," MPRA Paper, University Library of Munich, Germany, number 94712, Jun.
• Dumitriu, Ramona & Stefanescu, Răzvan, 2019, "The extended Friday the 13th Effect in the US stock returns," MPRA Paper, University Library of Munich, Germany, number 95296, Jul, revised 22 Jul 2019.
• Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2019, "Market concentration and bank M&As: Evidence from the European sovereign debt crisis," MPRA Paper, University Library of Munich, Germany, number 95739, Aug.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019, "Overnight Momentum, Informational Shocks, and Late-Informed Trading in China," MPRA Paper, University Library of Munich, Germany, number 96784, Sep.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul, 2019, "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," MPRA Paper, University Library of Munich, Germany, number 97338, Dec.
• Barbosa, António, 2019, "Optimal Learning, Overvaluation and Overinvestment," MPRA Paper, University Library of Munich, Germany, number 97411, Sep.
• Barbosa, António, 2019, "The Role of Information in the Discrepancy Between Average Prices and Expectations," MPRA Paper, University Library of Munich, Germany, number 97416, Dec.
• Correia, Ricardo & Barbosa, António, 2019, "Can Post-Earnings Announcement Drift and Momentum Explain Reversal?," MPRA Paper, University Library of Munich, Germany, number 97458, Nov.
• Naape, Baneng, 2019, "An Analysis of the 2008 Global Financial Crisis: Was Quantitative Easing Appropriate?," MPRA Paper, University Library of Munich, Germany, number 97816, Dec.
• Andriansyah, Andriansyah & Messinis, George, 2019, "Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test," MPRA Paper, University Library of Munich, Germany, number 97992, Feb.
• Benjamin, Oluwasegun Olawale & Fatile, John Ojo, 2019, "Structural Analysis of the Effect of Exchange Rate Movement on Stock Market Performance in Nigeria," MPRA Paper, University Library of Munich, Germany, number 98329, Feb, revised 19 Nov 2019.
• Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2019, "Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201916, Feb.
• Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201956, Jul.
• Milan Fičura, 2019, "Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 4, pages 385-401, DOI: 10.18267/j.pep.703.
• Milan Fičura, 2019, "Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks," FFA Working Papers, Prague University of Economics and Business, number 1.001, Nov, revised 24 Nov 2019.
• Eurico Ferreira, 2019, "ECB, BoE and Fed Monetary-Policy announcements: price and volume effects on European securities markets," Working Papers, Banco de Portugal, Economics and Research Department, number w201914.
• Marc Goergen & Dimitrios Gounopoulos & Panagiotis Koutroumpis, 2019, "Do Multiple Credit Ratings Reduce Money Left on the Table? Evidence from US. IPOs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 884, Mar.
• Guy Elaad & J. James Reade & Carl Singleton, 2019, "Information, prices and efficiency in an online betting market," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-10, Apr.
• J. James Reade & Carl Singleton & Alasdair Brown, 2019, "Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-18, Jun, revised 01 Aug 2020.
• Giovanni Angelini & Luca De Angelis & Carl Singleton, 2019, "Informational efficiency and behaviour within in-play prediction markets," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-20, Dec, revised 01 Apr 2021.
• Gene Ambrocio, 2019, "Code and data files for "Rational exuberance booms"," Computer Codes, Review of Economic Dynamics, number 18-163, revised .
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019, "Code and data files for "Asset Issuance in Over-the-Counter Markets"," Computer Codes, Review of Economic Dynamics, number 18-275, revised .
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019, "Asset Issuance in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 4-29, July, DOI: 10.1016/j.red.2019.04.003.
• William Fuchs & Andrzej Skrzypacz, 2019, "Costs and benefits of dynamic trading in a lemons market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 105-127, July, DOI: 10.1016/j.red.2019.03.002.
• Robert Shimer & Ivan Werning, 2019, "Efficiency and information transmission in bilateral trading," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 154-176, July, DOI: 10.1016/j.red.2019.02.004.
• Peter Kondor & Gabor Pinter, 2019, "Private Information and Client Connections in Government Bond Markets," 2019 Meeting Papers, Society for Economic Dynamics, number 126.
• Ana Babus & Maryam farboodi, 2019, "The Hidden Costs of Strategic Opacity," 2019 Meeting Papers, Society for Economic Dynamics, number 1508.
• Ester Faia & Vincenzo Pezone, 2019, "Monetary Policy and the Cost of Wage Rigidity: Evidence from the Stock Market," 2019 Meeting Papers, Society for Economic Dynamics, number 278.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019, "An Information-based Theory of Financial Intermediation," 2019 Meeting Papers, Society for Economic Dynamics, number 403.
• Siva Kiran & Prabhakar Rao.R, 2019, "Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 22, issue 72, pages 60-77, June.
• Aleesha Mohamudally-Boolaky & Teemulsingh Luchowa & Kesseven Padachi, 2019, "Applying the Support Vector Machine for Testing Pricing Inefficiency on the Stock Exchange of Mauritius," Applied Economics and Finance, Redfame publishing, volume 6, issue 5, pages 177-192, September.
• Rados³aw Pastusiak & Jakub Keller, 2019, "Determinants of occurrence of excessive optimism among analysts of the Warsaw Stock Exchange," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 1, pages 259-275.
• Mile Bošnjak & Ivan Novak & Maja Bašiæ, 2019, "Persistence of shocks in CDS returns on Croatian bonds: Quantile autoregression approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 759-775.
• Chamil W Senarathne, 2019, "The Information Flow Interpretation of Margin Debt Value Data: Evidence from New York Stock Exchange," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 26, issue 1, pages 45-70.
• Ali Ulvi Ozgul & Ibrahim Korkmaz Kahraman, 2019, "Short-Term Reaction of BİST Indexes to Shocks: A Macro Analysis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 1, pages 55-75.
• Saim Kilic, 2019, "Geleceğe Yönelik Değerlendirmelere İlişkin Özel Durum Açıklamalarının Pay Senedi Fiyatları Üzerindeki Etkisi: Borsa İstanbul Örneği (Impact of Forward Looking Disclosures on Stock Prices: Evidence fro," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 833-844.
• Yasemin Deniz Koc & Sibel Celik & Hakan Celikkol, 2019, "The Stock Price Behavior of Participation Index Firms: The Event Study on Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 845-853.
• Helmi Jedidi & Georges Dionne, 2024, "Nonparametric testing for information asymmetry in the mortgage servicing market," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-1, Oct.
• Sahar Guesmi & Ramzi Ben-Abdallah & Michèle Breton & Georges Dionne, 2019, "The CDS-bond Basis: Negativity Persistence and Limits to Arbitrage," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-4, Nov.
• Samet Gunay, 2019, "Impact of Public Information Arrivals on Cryptocurrency Market: A Case of Twitter Posts on Ripple," East Asian Economic Review, Korea Institute for International Economic Policy, volume 23, issue 2, pages 149-168, DOI: 10.11644/KIEP.EAER.2019.23.2.359.
• Salman Ahmed Shaikh, 2019, "Investment Behaviour of Analysts: A Case Study of Pakistan Stock Exchange," Journal of Finance and Accounting Research, University of Management and Technology, Lahore, volume 1, issue 1, pages 52-69.
• Constantin Gurdgiev & Daniel O'Loughlin & BARTOSZ CHLEBOWSKI, 2019, "Behavioral Basis Of Cryptocurrencies Markets : Examining Effects Of Public Sentiment, Fear, And Uncertainty On Price Formation," Journal of Financial Transformation, Capco Institute, volume 49, pages 110-121.
• Laurentiu Dumitru ANDREI & Petre BREZEANU, 2019, "Optimizing the Financial Structure of the State Treasury in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 180-195, June.
• Rangan Gupta & Vasilios Plakandaras, 2019, "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, volume 11, issue 1, pages 152-165, DOI: 10.22610/jebs.v11i1(J).2756.
• Julia Mortera & A. Philip Dawid, 2019, "Probability Forecasts and Prediction Markets," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0250, Nov.
• Mustafa Disli & Koen Inghelbrecht & Koen Schoors & Hannes Stieperaere, 2019, "Stock Price Anchoring," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/966, Mar.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019, "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/968, Mar.
• Donghua Zhou & Yujie Zhao & Philip T Lin & Bin Li & Adrian (Waikong) Cheung, 2019, "Can microblogging information disclosure reduce stock price synchronicity? Evidence from China," Australian Journal of Management, Australian School of Business, volume 44, issue 2, pages 282-305, May, DOI: 10.1177/0312896218796884.
• Chi-Lin Yang & Min-Hsien Chiang & Chien-Wei Chen, 2019, "Financial leverage and competitive strategy of cross-listing firms," Australian Journal of Management, Australian School of Business, volume 44, issue 2, pages 306-324, May, DOI: 10.1177/0312896218792967.
• Ashley Ding, 2019, "Information and volatility linkages across energy and financial markets," Australian Journal of Management, Australian School of Business, volume 44, issue 4, pages 594-613, November, DOI: 10.1177/0312896219862320.
• Simon Gao & Tony Chieh-Tse Hou, 2019, "An Empirical Examination of IPO Underpricing Between High-technology and Non-high-technology Firms in Taiwan," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1, pages 23-51, April, DOI: 10.1177/0972652719831535.
• Harshita & Shveta Singh & Surendra S. Yadav, 2019, "Unique Calendar Effects in the Indian Stock Market: Evidence and Explanations," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 35-58, April, DOI: 10.1177/0972652719831549.
• L V Ramana, 2019, "Perspective on Underpricing of IPOs in Emerging Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 1_suppl, pages 87-101, April, DOI: 10.1177/0972652719831556.
• Gagan Sharma & Parthajit Kayal & Piyush Pandey, 2019, "Information Linkages Among BRICS Countries: Empirical Evidence from Implied Volatility Indices," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 18, issue 3, pages 263-289, December, DOI: 10.1177/0972652719846315.
• I. Ezangina A. & A. Evstratov V. & И. Езангина А. & А. Евстратов В., 2019, "Новые инструменты финансирования малого и среднего предпринимательства в России: краудинвестинг // New Instruments for Financing Small and Medium Enterprises in Russia: Crowdinvesting," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 23, issue 3, pages 122-136.
• Youngsoo Kim & Jung Chul Park, 2019, "Presidential Power and Stock Returns," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710820, Jul.
• Sadettin Aydin Yuksel & Asli Yuksel & Riza Demirer, 2019, "The U.S. term structure and stock market volatility: Evidence from emerging stock markets," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8710994, Jul.
• Kunli Lin, 2019, "Ownership structure, political uncertainty and bank stock prices informativeness," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8711223, Jul.
• David Chui, 2019, "An Anomaly in Hong Kong Stock Market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9011177, Jun.
• Victoria Dobrynskaya, 2019, "Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 9912063, Oct.
• Dedhy Sulistiawan & Felizia Arni Rudiawarni, 2019, "Is Price to Earnings Ratio (still) useful for trading strategy?," Proceedings of Business and Management Conferences, International Institute of Social and Economic Sciences, number 8511281, Oct.
• Mostafa Raeisi Sarkandiz & Robabeh Bahlouli, 2019, "The Stock Market between Classical and Behavioral Hypotheses: An Empirical Investigation of the Warsaw Stock Exchange," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 4, issue 2, pages 67-88, December, DOI: 10.33119/ERFIN.2019.4.2.1.
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• Patrycja Chodnicka – Jaworska & Piotr Jaworski, 2019, "The Chinese and The Big Three Credit Rating Agencies – their impact on stock prices," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 22019, Feb.
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• Albert Danso & Theophilus Lartey & Samuel Fosu & Samuel Owusu-Agyei & Moshfique Uddin, 2019, "Leverage and firm investment: the role of information asymmetry and growth," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 27, issue 1, pages 56-73, March, DOI: 10.1108/IJAIM-10-2017-0127.
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• Wang Li Wong & Chin Lee & Seow Shin Koong, 2019, "Housing prices in peninsular Malaysia: supported by income, foreign inflow or speculation?," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 12, issue 3, pages 424-441, March, DOI: 10.1108/IJHMA-01-2018-0001.
• Luis Raúl Rodríguez-Reyes & Carlos Omar Trejo-Pech & Mireya Pasillas-Torres, 2019, "Public policy and its effects on Mexico’s housing industry," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 12, issue 2, pages 246-264, February, DOI: 10.1108/IJHMA-09-2018-0072.
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• Vikas Gupta & Shveta Singh & Surendra S. Yadav, 2019, "Impact of anchor investors on IPO returns during pre-market and aftermarket: evidence from India," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 17, issue 3, pages 351-368, November, DOI: 10.1108/JAMR-07-2019-0131.
• Sijia Zhang & Andros Gregoriou, 2019, "Initial bank loans, zero-leverage firms and stock market liquidity," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 5, pages 1028-1051, August, DOI: 10.1108/JES-05-2018-0190.
• Nemiraja Jadiyappa & Pavana Jyothi & Bhanu Sireesha & Leila Emily Hickman, 2019, "CEO gender, firm performance and agency costs: evidence from India," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 2, pages 482-495, March, DOI: 10.1108/JES-08-2017-0238.
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• Selma Izadi & Abdullah Noman, 2020, "Absence of the weekend effect and industry-style portfolios," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 4, pages 463-475, January, DOI: 10.1108/JFEP-04-2019-0066.
• Peterson K. Ozili, 2019, "Impact of IAS 39 reclassification on income smoothing by European banks," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 17, issue 3, pages 537-553, September, DOI: 10.1108/JFRA-08-2018-0068.
• Mehmet F. Dicle & Kendra Reed, 2019, "Asymmetric return response to expected risk: policy implications," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 27, issue 3, pages 345-356, June, DOI: 10.1108/JFRC-01-2018-0004.