Research classified by Journal of Economic Literature (JEL) codes

2019

• Christian Eckert & Nadine Gatzert & Alexander Pisula, 2019, "Spillover effects in the European financial services industry from internal fraud events," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 3, pages 249-266, July, DOI: 10.1108/JRF-07-2018-0117.
• Jianan He & Dirk Schiereck, 2019, "Sovereign rating announcements and the integration of African banking markets," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 5, pages 484-500, November, DOI: 10.1108/JRF-11-2018-0176.
• Omaima Hassan & Gianluigi Giorgioni, 2018, "The impact of corruption on analyst coverage," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 34, issue 3, pages 305-323, October, DOI: 10.1108/MAJ-01-2018-1783.
• Aditya Sharma & Arya Kumar, 2019, "A review paper on behavioral finance: study of emerging trends," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 12, issue 2, pages 137-157, May, DOI: 10.1108/QRFM-06-2017-0050.
• Rifki Ismal & Nurul Izzati Septiana, 2019, "Islamic hedging for pilgrimage funds: case of Indonesia," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 11, issue 3, pages 328-341, June, DOI: 10.1108/QRFM-11-2017-0101.
• Guannan Wang & Moshe Hagigi, 2019, "The effect of the need for subsequent seasoned equity offerings on earnings management motivation," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 18, issue 1, pages 25-52, March, DOI: 10.1108/RAF-01-2018-0019.
• Walid M.A. Ahmed, 2020, "Asymmetric impact of exchange rate changes on stock returns: evidence of twode factoregimes," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 147-173, January, DOI: 10.1108/RAF-02-2019-0039.
• Vadim S. Balashov & Zhanel B. DeVides, 2019, "Can analysts predict breaks in earnings strings?," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 18, issue 4, pages 613-634, October, DOI: 10.1108/RAF-11-2018-0236.
• Ahmed Bouteska & Boutheina Regaieg, 2019, "Earnings forecast revisions and securities prices evolution in the Tunisian stock market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 2, pages 165-187, June, DOI: 10.1108/RBF-03-2018-0025.
• Vítor Fonseca & Luís Pacheco & Júlio Lobão, 2019, "Psychological barriers in the cryptocurrency market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 151-169, August, DOI: 10.1108/RBF-03-2019-0041.
• Vighneswara Swamy & Munusamy Dharani, 2019, "Investor attention using the Google search volume index – impact on stock returns," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 1, pages 56-70, May, DOI: 10.1108/RBF-04-2018-0033.
• Gourishankar S. Hiremath & Hari Venkatesh & Manish Choudhury, 2019, "Sports sentiment and behavior of stock prices: a case of T-20 and IPL cricket matches," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 266-276, August, DOI: 10.1108/RBF-04-2018-0043.
• Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta, 2019, "A note on the technology herd: evidence from large institutional investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 294-308, June, DOI: 10.1108/RBF-08-2017-0086.
• Fotini Economou, 2019, "Herding in frontier markets: evidence from the Balkan region," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 119-135, August, DOI: 10.1108/RBF-08-2018-0090.
• Linhan Zhang & Qingliang Tang, 2019, "Corporate water management systems and incentives to self-discipline," Sustainability Accounting, Management and Policy Journal, Emerald Group Publishing Limited, volume 10, issue 3, pages 592-616, June, DOI: 10.1108/SAMPJ-09-2018-0258.
• Tobias Brünner, 2019, "Price formation in call auctions with insider information," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 3, pages 408-426, July, DOI: 10.1108/SEF-02-2018-0066.
• Matt Brigida & William R. Pratt, 2019, "High-frequency trading and the weekly natural gas storage report," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 4, pages 547-566, September, DOI: 10.1108/SEF-03-2018-0092.
• Kalugala Vidanalage Aruna Shantha, 2019, "The evolution of herd behavior: Will herding disappear over time?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 4, pages 637-661, September, DOI: 10.1108/SEF-06-2018-0175.
• R. Eki Rahman, 2019, "Understanding Indonesia’s exchange rate behavior," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 2, pages 189-206, June, DOI: 10.1108/SEF-09-2018-0296.
• Corey A. Shank, 2019, "NFL betting market efficiency, divisional rivals, and profitable strategies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 4, pages 567-580, September, DOI: 10.1108/SEF-11-2018-0354.
• Chang, C-L. & Ilomäki, J. & Laurila, H. & McAleer, M.J., 2019, "Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-07, Feb.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019, "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-47.
• Stelios Markoulis & Nikolas Neofytou, 2019, "The impact of terror attacks on global sectoral capital markets: An empirical study," Economics of Peace and Security Journal, EPS Publishing, volume 14, issue 1, pages 46-59, April, DOI: 10.15355/epsj.14.1.46.
• Vovchenko N.G. & Andreeva O.V. & Orobinsky A.S. & Sichev R.A., 2019, "Risk Control in Modeling Financial Management Systems of Large Corporations in the Digital Economy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue Special 1, pages 3-15.
• Eleftherios Kourtis & Georgios Kourtis & Panayiotis Curtis, 2019, "Αn Integrated Financial Ratio Analysis as a Navigation Compass through the Fraudulent Reporting Conundrum: Α Case Study," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 9, issue 1-2, pages 3-20.
• Nidhi Aggarwal & Venkatesh Panchapagesan & Susan Thomas, 2019, "When do regulatory interventions work?," Working Papers, eSocialSciences, number id:13040, Apr.
• Willem THORBECKE, 2019, "Oil Prices and the U.S. Economy: Evidence from the Stock Market," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19003, Jan.
• Justyna Agnieszka Franc-Dabrowskaa, 2019, "Crawling financialization in Central and Eastern Europe using the example of Agriculture," Economia agro-alimentare, FrancoAngeli Editore, volume 21, issue 3, pages 677-696.
• Anna Maria Biscotti & Eugenio D?Amico & Sabato Vinci, 2019, "The effectiveness of intellectual capital disclosure in market assessments of corporate value creation," FINANCIAL REPORTING, FrancoAngeli Editore, volume 2019, issue 1, pages 5-35.
• Celal Barkan Guran & Umut Ugurlu & Oktay Tas, 2019, "Mean-Variance Portfolio Optimization of Energy Stocks Supported with Second Order Stochastic Dominance Efficiency," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 4, pages 366-383, August.
• Joao Dionísio Monteiro & Ernesto Raúl Ferreira, 2019, "Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 4, pages 384-414, August.
• Michael Mark & Jan Sila & Thomas A. Weber, 2019, "Quantifying Endogeneity of Cryptocurrency Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/29, Oct, revised Oct 2019.
• Kyritsis, Evangelos & Andersson, Jonas, 2019, "Causality in Quantiles and Dynamic Relations in Energy Markets," Working Papers, VATT Institute for Economic Research, number 116.
• Yang-Ho Park, 2019, "Information in Yield Spread Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-025, Apr, DOI: 10.17016/FEDS.2019.025.
• Mathias S. Kruttli & Brigitte Roth Tran & Sumudu W. Watugala, 2019, "Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-054, Jul, DOI: 10.17016/FEDS.2019.054.
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2019, "Transparency and Collateral: The Design of CCPs' Loss Allocation Rules," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-058, Aug, DOI: 10.17016/FEDS.2019.058.
• Yang-Ho Park, 2019, "Variance Disparity and Market Frictions," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-059, Aug, DOI: 10.17016/FEDS.2019.059.
• Michael J. Fleming & Giang Nguyen & Francisco Ruela, 2019, "Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market," Staff Reports, Federal Reserve Bank of New York, number 886, Apr.
• Rod Garratt & Michael Junho Lee & Antoine Martin & Robert M. Townsend, 2019, "Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets," Staff Reports, Federal Reserve Bank of New York, number 892, Jul.
• Adam Copeland, 2019, "The Federal Funds Market over the 2007-09 Crisis," Staff Reports, Federal Reserve Bank of New York, number 901, Nov.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019, "An Information-Based Theory of Financial Intermediation," Working Paper, Federal Reserve Bank of Richmond, number 19-12, Jul.
• Sergei V. Yakunin, 2019, "Domination of Banks With State Participation in Russia: Current Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 64-74, June, DOI: 10.31107/2075-1990-2019-3-64-74.
• Laurențiu Paul Barangă, 2019, "Contrapartea centrală locală," Journal of Financial Studies, Institute of Financial Studies, volume 6, issue 4, pages 115-121, June.
• Rodica Voloh, 2019, "Finanțele comportamentale: în unele circumstanțe piețele financiare se pot dovedi ineficiente informațional și datorită influenței factorilor psihologici. Controverse, studii, aspecte statistice," Journal of Financial Studies, Institute of Financial Studies, volume 7, issue 4, pages 170-186, June.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Lavrischeva A. & Zhemkova A., 2019, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-26, January.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Lavrischeva A. & Zhemkova A., 2019, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-25, February.
• Peter Arendas & Jana Kotlebova, 2019, "The Turn of the Month Effect on CEE Stock Markets," IJFS, MDPI, volume 7, issue 4, pages 1-19, October.
• Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2019, "Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1920.
• Eduardo Fernández-Arias & Ricardo Hausmann & Ugo Panizza, 2019, "Smart Development Banks," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2019, Apr, revised 04 Apr 2019.
• Aakriti Mathur & Rajeswari Sengupta, 2019, "Analysing monetary policy statements of the Reserve Bank of India," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 08-2019, May.
• Eduardo Fernández-Arias & Ricardo Hausmann & Ugo Panizza, 2019, "Smart Development Banks," Growth Lab Working Papers, Harvard's Growth Lab, number 137, Apr.
• António Afonso & Pedro Cardoso, 2019, "Exchange-traded funds as an alternative investment option," Notas Económicas, Faculty of Economics, University of Coimbra, issue 48, pages 7-37, Julho, DOI: 10.14195/2183-203X_48_1.
• Chong-Meng, 2019, "Effect of Stock Price Information on Timing of Share Repurchases," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr155, Mar.
• Riko Hendrawan, 2019, "How Impactful is Telecom Efficiency to Company Stock Value?," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr157, Jul.
• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2019, "On the informational market efficiency of the worldwide Sovereign Credit Default Swaps," Post-Print, HAL, number hal-01698006, Nov, DOI: 10.1057/s41260-019-00142-4.
• Anne Eyraud-Loisel, 2019, "How Does Asymmetric Information Create Market Incompleteness?," Post-Print, HAL, number hal-01998386, DOI: 10.1007/s11009-018-9672-x.
• Yulia Plaksina & Liam Gallagher & Michael Dowling, 2019, "CEO social status and M&A decision making," Post-Print, HAL, number hal-02194497, Jul, DOI: 10.1016/j.irfa.2019.06.006.
• Hubert de La Bruslerie & Alain Coen, 2019, "The Informational dimension of the Amihud (2002) illiquidity measure: Evidence from the M&A market," Post-Print, HAL, number hal-02289062, DOI: 10.1016/j.frl.2019.03.015.
• Yves Rannou, 2019, "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Post-Print, HAL, number hal-02311467, Sep, DOI: 10.1016/j.econmod.2019.07.009.
• Ghadi Saad & Taoufik Bouraoui, 2019, "Currency returns during democratic transition: evidence from Tunisia," Post-Print, HAL, number hal-02326233, Jul, DOI: 10.1108/MF-04-2018-0143.
• Sang Hoon Kang & Ron Mciver & Jose Arreola Hernandez, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Post-Print, HAL, number hal-02468160, Dec, DOI: 10.1016/j.physa.2019.04.124.
• Deniz Erdemlioglu & Robert Joliet, 2019, "Long-term asset allocation, risk tolerance and market sentiment," Post-Print, HAL, number hal-02510242, Sep, DOI: 10.1016/j.intfin.2019.04.004.
• Nicolas Eugster & Dušan Isakov, 2019, "Founding family ownership, stock market returns, and agency problems," Post-Print, HAL, number hal-02511063, Oct, DOI: 10.1016/j.jbankfin.2019.07.020.
• Zuzana Fungáčová & Christophe J. Godlewski & Laurent Weill, 2019, "Does the type of debt matter? Stock market perception in Europe," Post-Print, HAL, number hal-03047778, Apr, DOI: 10.1016/j.qref.2019.04.009.
• Yingyi Hu & Jean-Luc Prigent, 2019, "Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market," Post-Print, HAL, number hal-03679410, Aug, DOI: 10.1016/j.econmod.2018.04.001.
• Zoran Filipovic & Alexander F. Wagner, 2019, "The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune," Post-Print, HAL, number hal-04079915, Oct.
• Yaovi Sélom Agbetonyo & Yaovi Sélom Agbetonyo & Emmanuelle Fromont & Jean-Laurent Viviani, 2019, "Asymmetric Responses to Dividend Announcements: A Case for Ambiguity," Post-Print, HAL, number halshs-01910278, DOI: 10.3917/reof.160.0077.
• Olivier David Zerbib, 2019, "The effect of pro-environmental preferences on bond prices: Evidence from green bonds," Post-Print, HAL, number halshs-02008641, Jan.
• Brice Corgnet & Mark Desantis & David Porter, 2019, "The distribution of information and the price efficiency of markets," Post-Print, HAL, number halshs-02393564, DOI: 10.1016/j.jedc.2019.02.006.
• Ivana Štulec, 2019, "The Concept And Types Of Basis Risk In The Weather Derivatives Market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 70, issue 4, pages 650-673, DOI: 10.32910/ep.70.4.4.
• Sofia Teives Henriques & Paul Sharp, 2019, "Without coal in the age of steam and dams in the age of electricity: an explanation for the failure of Portugal to industrialize before the Second World War," Working Papers, European Historical Economics Society (EHES), number 0148, Mar.
• Michael Buchner & Tobias A. Jopp, 2019, "Full steam ahead: Insider knowledge, stock trading and the nationalization of the railways in Prussia around 1879," Working Papers, European Historical Economics Society (EHES), number 0151, Mar.
• Lööf, Hans & Stephan, Andreas, 2019, "The Impact of ESG on Stocks’ Downside Risk and Risk Adjusted Return," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 477, Mar.
• Femg, Xunan & Johansson, Anders C., 2019, "News or Noise? The Information Content of Social Media in China," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2019-52, Nov.
• Byström, Hans, 2019, "Internet Searches, Household Sentiment and Credit Spreads," Working Papers, Lund University, Department of Economics, number 2019:15, Oct.
• de Oliveira Souza, Thiago, 2019, "A critique of momentum anomalies," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 5/2019, Feb.
• de Oliveira Souza, Thiago, 2019, "Macro-finance and factor timing: Time-varying factor risk and price of risk premiums," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 7/2019, May.
• de Oliveira Souza, Thiago, 2019, "Predictability concentrates in bad times. And so does disagreement," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 8/2019, Jun.
• Eckbo, B. Espen & Ødegaard, Bernt Arne, 2019, "Insider trading and gender," UiS Working Papers in Economics and Finance, University of Stavanger, number 2019/2, Oct, revised 01 Sep 2021.
• Dmitry Dagaev & Egor Stoyan, 2019, "Parimutuel Betting On The Esports Duels: Reverse Favourite-Longshot Bias And Its Determinants," HSE Working papers, National Research University Higher School of Economics, number WP BRP 216/EC/2019.
• Agata Lozinskaia & Anastasiia Saltykova, 2019, "Fundamental Factors Affecting The Moex Russia Index: Structural Break Detection In A Long-Term Time Series," HSE Working papers, National Research University Higher School of Economics, number WP BRP 77/FE/2019.
• Kee-Hong Bae & Utpal Bhattacharya & Jisok Kang & S. Ghon Rhee, 2019, "Nominal Stock Price Anchors: A Global Phenomenon?," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2019-64, May, revised May 2019.
• Abhiroop Mukherjee & George Panayotov & Janghoon Shon, 2019, "Eye in the sky: private satellites and government macro data," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2019-68, Oct, revised Oct 2019.
• Lada Shirinyan & Artur Shirinian, 2019, "Key Determinants of Efficiency of Functioning Insurance Market for Insurance Companies," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 122-128, September.
• Yanfu Li, 2019, "Improving Analyst Target Price Performance Through Enhanced Valuation Techniques," Global Journal of Business Research, The Institute for Business and Finance Research, volume 13, issue 2, pages 1-12.
• B. Paul Choi, 2019, "Advertising, Market Concentration, And Firm Performance On The Distribution System," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 13, issue 2, pages 21-31.
• Hechem Ajmi & Hassanuddeen Abdul Aziz & Salina Kassim & Walid Mansou, 2019, "Principal-Agent Preferences In Imperfect Markets: Theoretical Analysis On Murabahah And Ijarah," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 1, pages 117-144, February, DOI: https://doi.org/10.21098/jimf.v5i1..
• Bernard Njindan Iyke, 2019, "A Test Of The Efficiency Of The Foreign Exchange Market In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 12th BMEB, pages 439-464, January, DOI: https://doi.org/10.21098/bemp.v0i0..
• Krishna Reddy & Rudi Bosman & Nawazish Mirza, 2019, "Impact Of Credit Ratings On Stock Returns," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 3, pages 343-366, January, DOI: https://doi.org/10.21098/bemp.v21i3.
• Stavros Degiannakis & George Giannopoulos & Salma Ibrahim & Ivana Rozic, 2019, "Earnings management to avoid losses and earnings declines in Croatia," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 9, issue 3, pages 219-238.
• Tihana Skrinjaric & Zrinka Orlovic, 2019, "Effects of Economic and Political Events on Stock Returns: Event Study of the Agrokor Case in Croatia," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 21, issue 1, pages 47-86, June.
• Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2019, "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/19, Feb.
• Imlak Shaikh, 2019, "Behaviors of Stocks and Fear Index from Terrorist Attacks: Empirical Evidence from SENSEX and NVIX," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 2, pages 195-219, September.
• Keiichi Goshima & Yusuke Kumano, 2019, "Monetary Policy Announcements and Algorithmic News Trading in the Foreign Exchange Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 37, pages 71-98, November.
• Harald Hau & Peter Hoffmann & Sam Langfield & Mr. Yannick Timmer, 2019, "Discriminatory Pricing of Over-the-Counter Derivatives," IMF Working Papers, International Monetary Fund, number 2019/100, May.
• Ana Lorena Jiménez Preciado & Salvador Cruz Aké & César Gurrola Ríos, 2019, "HUELUM Trading System: A Low-Frequency Algorithm Proposal," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 4, pages 651-669, Octubre -.
• Roberto Joaquín Santillán Salgado & Alejandro Fonseca Ramírez & Luis Nelson Romero, 2019, "The "day-of-the-week" effects in the exchange rate of Latin American currencies," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 485-507, Agosto 20.
• Samuel Mongrut & Cinzia Delfino, 2019, "Weekend effect and financial characteristics: is there any relation in Latin America?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 509-525, Agosto 20.
• Nicolás S. Magner & Cinthia K. Roa, 2019, "Terrorism and Latin-American Stocks Markets," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 583-599, Agosto 20.
• Nidhi Aggarwal & Venkatesh Panchapagesan & Susan Thomas, 2019, "When do regulatory interventions work?," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2019-011, Apr.
• Aakriti Mathur & Rajeswari Sengupta, 2019, "Analysing monetary policy statements of the Reserve Bank of India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2019-012, May.
• Esra ALP & Ünal SEVEN, 2019, "Türkiye Konut Piyasasında Etkinlik Analizi," Istanbul Business Research, Istanbul University Business School, volume 48, issue 1, pages 84-112, May, DOI: 10.26650/ibr.2019.48.0046.
• OlaOluwa S. Yaya & Lukman Saka & Olawale B. Akanbi, 2019, "Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 1, pages 127-145, January-M.
• Mehran Azimi & Anup Agrawal, 2019, "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning," 2019 Papers, Job Market Papers, number paz108, Aug.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019, "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, volume 15, issue 4, pages 455-487, December, DOI: 10.1007/s10436-019-00353-0.
• Kotaro Miwa, 2019, "Stock Futures of a Flawed Market Index," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 1, pages 1-21, March, DOI: 10.1007/s10690-018-9253-6.
• Wee-Yeap Lau & Tien-Ming Yip, 2019, "Modeling Trading Behavior in the Japanese Stock Market During QE Tapering and Post-QE Exit," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 4, pages 409-427, December, DOI: 10.1007/s10690-019-09272-6.
• Y. Bai & W. M. Tang & K. F. C. Yiu, 2019, "Analysis of Price Differences Between A and H Shares," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 4, pages 529-552, December, DOI: 10.1007/s10690-019-09277-1.
• Pedro Vergel Eleuterio & Lovjit Thukral, 2019, "Programming Language Choices for Algo Traders: The Case of Pairs Trading," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 4, pages 1443-1449, April, DOI: 10.1007/s10614-018-9813-x.
• Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2019, "Information aggregation in Arrow–Debreu markets: an experiment," Experimental Economics, Springer;Economic Science Association, volume 22, issue 3, pages 625-652, September, DOI: 10.1007/s10683-017-9548-x.
• Maria Rosa Borges & José Zorro Mendes & André Pereira, 2019, "The Value of Information: The Impact of European Union Bank Stress Tests on Stock Markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 25, issue 4, pages 429-444, November, DOI: 10.1007/s11294-019-09760-5.
• Samir Kadiric & Arthur Korus, 2019, "The effects of Brexit on credit spreads: Evidence from UK and Eurozone corporate bond markets," International Economics and Economic Policy, Springer, volume 16, issue 1, pages 65-102, March, DOI: 10.1007/s10368-018-00424-z.
• Diego d’Andria, 2019, "Tax policy and entrepreneurial entry with information asymmetry and learning," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 26, issue 5, pages 1211-1229, October, DOI: 10.1007/s10797-019-09540-1.
• Jun Chen & Jamie Y. Tong & Wenming Wang & Feida Zhang, 2019, "The Economic Consequences of Labor Unionization: Evidence from Stock Price Crash Risk," Journal of Business Ethics, Springer, volume 157, issue 3, pages 775-796, July, DOI: 10.1007/s10551-017-3686-0.
• Evangeline O. Elijido-Ten & Peter Clarkson, 2019, "Going Beyond Climate Change Risk Management: Insights from the World’s Largest Most Sustainable Corporations," Journal of Business Ethics, Springer, volume 157, issue 4, pages 1067-1089, July, DOI: 10.1007/s10551-017-3611-6.
• Kathleen Herbohn & Ru Gao & Peter Clarkson, 2019, "Evidence on Whether Banks Consider Carbon Risk in Their Lending Decisions," Journal of Business Ethics, Springer, volume 158, issue 1, pages 155-175, August, DOI: 10.1007/s10551-017-3711-3.
• Shantaram Hegde & Tingyu Zhou, 2019, "Predicting Accounting Misconduct: The Role of Firm-Level Investor Optimism," Journal of Business Ethics, Springer, volume 160, issue 2, pages 535-562, December, DOI: 10.1007/s10551-018-3848-8.
• Wenli Li & Ishani Tewari & Michelle J. White, 2019, "Using Bankruptcy to Reduce Foreclosures: Does Strip-Down of Mortgages Affect the Mortgage Market?," Journal of Financial Services Research, Springer;Western Finance Association, volume 55, issue 1, pages 59-87, February, DOI: 10.1007/s10693-017-0278-1.
• John Pereira & Irma Malafronte & Ghulam Sorwar & Mohamed Nurullah, 2019, "Enforcement Actions, Market Movement and Depositors’ Reaction: Evidence from the US Banking System," Journal of Financial Services Research, Springer;Western Finance Association, volume 55, issue 2, pages 143-165, June, DOI: 10.1007/s10693-019-00313-9.
• Bhanu Balasubramnian & Ajay A. Palvia & Dilip K. Patro, 2019, "Can the Book-to-Market Ratio Signal Banks’ Earnings and Default Risk? Evidence Around the Great Recession," Journal of Financial Services Research, Springer;Western Finance Association, volume 56, issue 2, pages 119-143, October, DOI: 10.1007/s10693-018-0299-4.
• Hongfei Tang & Xiaoqing Eleanor Xu, 2019, "Dissecting the tracking performance of regular and leveraged VIX ETPs," Review of Derivatives Research, Springer, volume 22, issue 2, pages 261-327, July, DOI: 10.1007/s11147-018-9149-7.
• Manuel Ammann & Alexander Feser, 2019, "Option-implied Value-at-Risk and the cross-section of stock returns," Review of Derivatives Research, Springer, volume 22, issue 3, pages 449-474, October, DOI: 10.1007/s11147-019-09154-z.
• Partha Gangopadhyay & Ken C. Yook & Joseph D. Haley, 2019, "Bank bailouts and corporate insider trading during the financial crisis of 2007–2009," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 1, pages 35-83, January, DOI: 10.1007/s11156-018-0702-0.
• Xuejing Xing & Shan Yan, 2019, "Accounting information quality and systematic risk," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 1, pages 85-103, January, DOI: 10.1007/s11156-018-0703-z.
• Yenn-Ru Chen & Mi-Hsiu Chiang & Chia-Hsiang Weng, 2019, "Are investors always compensated for information risk? Evidence from Chinese reverse-merger firms," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 1, pages 159-196, January, DOI: 10.1007/s11156-018-0706-9.
• Siu Kai Choy & Hua Zhang, 2019, "Public news announcements, short-sale restriction and informational efficiency," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 1, pages 197-229, January, DOI: 10.1007/s11156-018-0707-8.
• Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2019, "Idiosyncratic volatility puzzle: influence of macro-finance factors," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 2, pages 381-401, February, DOI: 10.1007/s11156-018-0713-x.
• Jared Egginton & Jungshik Hur & Vivek Singh, 2019, "The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 3, pages 759-780, April, DOI: 10.1007/s11156-018-0725-6.
• Brian Du, 2019, "Relative option liquidity and price efficiency," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 4, pages 1119-1135, May, DOI: 10.1007/s11156-018-0738-1.
• Tyler R. Henry, 2019, "Security price formation and informed trading with constrained short selling," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 123-151, July, DOI: 10.1007/s11156-018-0745-2.
• Natalia Matanova & Tanja Steigner & Bingsheng Yi & Qiancheng Zheng, 2019, "Going concern opinions and IPO pricing accuracy," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 195-238, July, DOI: 10.1007/s11156-018-0747-0.
• Dorsaf Ben Aissia & Narjess Skhiri Hellara, 2019, "Systematic risk, the tradeoff of leverage and IPO first-day returns," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 239-256, July, DOI: 10.1007/s11156-018-0748-z.
• Chen Su & Hanxiong Zhang & Kenbata Bangassa & Nathan Lael Joseph, 2019, "On the investment value of sell-side analyst recommendation revisions in the UK," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 1, pages 257-293, July, DOI: 10.1007/s11156-018-0749-y.
• Frank O. Kwabi & Agyenim Boateng & Emmanuel Adegbite, 2019, "International equity portfolio investment and enforcement of insider trading laws: a cross-country analysis," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 2, pages 327-349, August, DOI: 10.1007/s11156-018-0751-4.
• Cedric Mbanga & Ali F. Darrat & Jung Chul Park, 2019, "Investor sentiment and aggregate stock returns: the role of investor attention," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 2, pages 397-428, August, DOI: 10.1007/s11156-018-0753-2.
• Wenjie Ding & Khelifa Mazouz & Qingwei Wang, 2019, "Investor sentiment and the cross-section of stock returns: new theory and evidence," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 2, pages 493-525, August, DOI: 10.1007/s11156-018-0756-z.
• Wei-Kuang Chen & Ching-Ting Lin & Cheng-Yi Shiu, 2019, "Price discovery and price leadership of various investor types: evidence from Taiwan futures markets," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 2, pages 601-631, August, DOI: 10.1007/s11156-018-0760-3.
• Wai-Ming Fong & Kevin C. K. Lam & Pauline W. Y. Wong & Yiwei Yao, 2019, "Mergers & acquisitions and the acquirer-target cultural differences," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 3, pages 633-661, October, DOI: 10.1007/s11156-018-0761-2.
• Lanlan Liu & Dan Luo & Liang Han, 2019, "Default risk, state ownership and the cross-section of stock returns: evidence from China," Review of Quantitative Finance and Accounting, Springer, volume 53, issue 4, pages 933-966, November, DOI: 10.1007/s11156-018-0771-0.

2018

• Carabias, Jose M., 2018, "The real-time information content of macroeconomic news: implications for firm-level earnings expectations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86399, Mar.
• Babus, Ana & Kondor, Peter, 2018, "Trading and information diffusion in OTC markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88050, Sep.
• Edmans, Alex & Goncalves-Pinto, Luis & Groen-Xu, Moqi & Wang, Yanbo, 2018, "Strategic news releases in equity vesting months," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88301, Nov.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2018, "Information acquisition, price informativeness, and welfare," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89385, Jul.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018, "The economic effects of Brexit - evidence from the stock market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90219, Dec.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018, "The economic effects of Brexit- evidence from the stock market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91692, Sep.
• Zhongzhi (Lawrence) He & Martin Kusy & Deepak Singh & Samir Trabelsi, 2018, "Should We Trust Fund Managers? A Close Look at the Canadian Mutual Fund Governance," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance and Regulation", DOI: 10.1108/S1569-373220180000020005.
• Ahmed Bouteska, 2018, "The Influence of Corporate Governance Mechanisms on the Behavior of Financial Analysts of US Firms: An Empirical Analysis," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance and Regulation", DOI: 10.1108/S1569-373220180000020006.
• Frank Gyimah Sackey, 2018, "Is there discrimination against the agricultural sector in the credit rationing behavior of commercial banks in Ghana?," Agricultural Finance Review, Emerald Group Publishing Limited, volume 78, issue 3, pages 348-363, March, DOI: 10.1108/AFR-08-2017-0077.
• Binxi Cui & Chaojun Yang, 2018, "Equity financing constraints and R&D investments: evidence from an IPO suspension in China," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 2, pages 158-172, April, DOI: 10.1108/CFRI-06-2017-0074.
• Lu Zhang & Difang Wan & Wenhu Wang & Chen Shang & Fang Wan, 2018, "Incentive mechanisms and hedging effectiveness – an experimental study," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 3, pages 332-352, July, DOI: 10.1108/CFRI-06-2017-0077.
• George Gao & Qingzhong Ma & David Ng, 2018, "The informativeness of short sellers: an insider’s perspective," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 4, pages 354-386, January, DOI: 10.1108/CFRI-08-2017-0193.
• Xundi Diao & Hongyang Qiu & Bin Tong, 2017, "Does a unique “T+1 trading rule” in China incur return difference between daytime and overnight periods?," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 1, pages 2-20, December, DOI: 10.1108/CFRI-12-2016-0130.
• Venessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 542-557, May, DOI: 10.1108/IJMF-09-2017-0187.
• Gülfen Tuna, 2018, "Interaction between precious metals price and Islamic stock markets," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 1, pages 96-114, September, DOI: 10.1108/IMEFM-06-2017-0143.
• Abdul Rafay & Saqib Farid, 2018, "ShariahSupervisory Board Report (SSBR) in Islamic banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 11, issue 2, pages 274-296, January, DOI: 10.1108/IMEFM-07-2017-0180.