Research classified by Journal of Economic Literature (JEL) codes

2019

• Tunyi, Abongeh A. & Ntim, Collins G. & Danbolt, Jo, 2019, "Decoupling management inefficiency: Myopia, hyperopia and takeover likelihood," International Review of Financial Analysis, Elsevier, volume 62, issue C, pages 1-20, DOI: 10.1016/j.irfa.2019.01.004.
• Qadan, Mahmoud & Aharon, David Y., 2019, "Can investor sentiment predict the size premium?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 10-26, DOI: 10.1016/j.irfa.2019.02.005.
• Dias, Rui & da Silva, Jacinto Vidigal & Dionísio, Andreia, 2019, "Financial markets of the LAC region: Does the crisis influence the financial integration?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 160-173, DOI: 10.1016/j.irfa.2019.02.008.
• Kim, Jinyong & Kim, Yongsik, 2019, "Transitory prices, resiliency, and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 243-256, DOI: 10.1016/j.irfa.2018.11.009.
• Zhou, Hao & Elliott, Robert J. & Kalev, Petko S., 2019, "Information or noise: What does algorithmic trading incorporate into the stock prices?," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 27-39, DOI: 10.1016/j.irfa.2019.02.006.
• Kumar, Satish & Tiwari, Aviral Kumar & Chauhan, Yogesh & Ji, Qiang, 2019, "Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 273-284, DOI: 10.1016/j.irfa.2018.12.011.
• Dasilas, Apostolos & Grose, Chris, 2019, "Valuation effects of tax-free versus taxed cash distributions," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 307-321, DOI: 10.1016/j.irfa.2018.12.013.
• Baker, H. Kent & Ni, Yang & Saadi, Samir & Zhu, Hui, 2019, "Competitive earnings news and post-earnings announcement drift," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 331-343, DOI: 10.1016/j.irfa.2017.02.002.
• Urquhart, Andrew & Zhang, Hanxiong, 2019, "Is Bitcoin a hedge or safe haven for currencies? An intraday analysis," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 49-57, DOI: 10.1016/j.irfa.2019.02.009.
• Nan, Zheng & Kaizoji, Taisei, 2019, "Market efficiency of the bitcoin exchange rate: Weak and semi-strong form tests with the spot, futures and forward foreign exchange rates," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 273-281, DOI: 10.1016/j.irfa.2019.06.003.
• Plaksina, Yulia & Gallagher, Liam & Dowling, Michael, 2019, "CEO social status and M&A decision making," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 282-300, DOI: 10.1016/j.irfa.2019.06.006.
• Zhang, Xiaoxiang & Zhang, Qiyu & Chen, Ding & Gu, Jun, 2019, "Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets," International Review of Financial Analysis, Elsevier, volume 64, issue C, pages 38-56, DOI: 10.1016/j.irfa.2019.04.006.
• Yin, Anwen, 2019, "Out-of-sample equity premium prediction in the presence of structural breaks," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101385.
• Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2019, "Do analyst recommendations matter for rival companies?," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101380.
• Wen, Fenghua & Xu, Longhao & Ouyang, Guangda & Kou, Gang, 2019, "Retail investor attention and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101376.
• Qadan, Mahmoud, 2019, "Risk appetite, idiosyncratic volatility and expected returns," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101372.
• Mao, Ruiqi & Segara, Reuben & Westerholm, Joakim, 2019, "Analyst tipping: Evidence on Finnish stocks," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.05.001.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019, "Overnight momentum, informational shocks, and late informed trading in China," International Review of Financial Analysis, Elsevier, volume 66, issue C, DOI: 10.1016/j.irfa.2019.101394.
• Forte, Santiago & Lovreta, Lidija, 2019, "Volatility discovery: Can the CDS market beat the equity options market?," Finance Research Letters, Elsevier, volume 28, issue C, pages 107-111, DOI: 10.1016/j.frl.2018.04.015.
• Sensoy, Ahmet, 2019, "Commonality in ask-side vs. bid-side liquidity," Finance Research Letters, Elsevier, volume 28, issue C, pages 198-207, DOI: 10.1016/j.frl.2018.04.020.
• Guo, Jie (Michael) & Li, Lu & Hu, Nan & Wang, Xing, 2019, "Do managers keep their word? The disclosure of merger intention at pre-merger issuance and M&A performance," Finance Research Letters, Elsevier, volume 28, issue C, pages 20-31, DOI: 10.1016/j.frl.2018.03.007.
• Kryzanowski, Lawrence & Nie, Yulin (George), 2019, "M&A price pressure revisited," Finance Research Letters, Elsevier, volume 28, issue C, pages 299-308, DOI: 10.1016/j.frl.2018.05.012.
• Zhang, Chen & Yun, Po & Wagan, Zulfiqar Ali, 2019, "Study on the wandering weekday effect of the international carbon market based on trend moderation effect," Finance Research Letters, Elsevier, volume 28, issue C, pages 319-327, DOI: 10.1016/j.frl.2018.05.014.
• Martinez, Valeria & Tse, Yiuman, 2019, "The impact of tick-size reductions in foreign currency futures markets," Finance Research Letters, Elsevier, volume 28, issue C, pages 32-38, DOI: 10.1016/j.frl.2018.03.023.
• Hu, Bill & McInish, Thomas & Miller, Jonathan & Zeng, Li, 2019, "Intraday price behavior of cryptocurrencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 337-342, DOI: 10.1016/j.frl.2018.06.002.
• Park, Keun Woo & Hong, Dahae & Oh, Ji Yeol Jimmy, 2019, "Investor behavior around monetary policy announcements: Evidence from the Korean stock market," Finance Research Letters, Elsevier, volume 28, issue C, pages 355-362, DOI: 10.1016/j.frl.2018.06.008.
• Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019, "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 398-411, DOI: 10.1016/j.frl.2018.06.012.
• Charfeddine, Lanouar & Maouchi, Youcef, 2019, "Are shocks on the returns and volatility of cryptocurrencies really persistent?," Finance Research Letters, Elsevier, volume 28, issue C, pages 423-430, DOI: 10.1016/j.frl.2018.06.017.
• Sensoy, Ahmet, 2019, "The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies," Finance Research Letters, Elsevier, volume 28, issue C, pages 68-73, DOI: 10.1016/j.frl.2018.04.002.
• Galema, Rients & Gerritsen, Dirk, 2019, "The effect of the accidental disclosure of confidential short sales positions," Finance Research Letters, Elsevier, volume 28, issue C, pages 87-94, DOI: 10.1016/j.frl.2018.04.004.
• Heyman, Dries & Lescrauwaet, Michiel & Stieperaere, Hannes, 2019, "Investor attention and short-term return reversals," Finance Research Letters, Elsevier, volume 29, issue C, pages 1-6, DOI: 10.1016/j.frl.2019.03.003.
• Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Hkiri, Besma & Hamed Al Yahyaee, Khamis, 2019, "Long-run relationships between US financial credit markets and risk factors: Evidence from the quantile ARDL approach," Finance Research Letters, Elsevier, volume 29, issue C, pages 101-110, DOI: 10.1016/j.frl.2019.03.007.
• Baig, Ahmed & Blau, Benjamin M. & Sabah, Nasim, 2019, "Price clustering and sentiment in bitcoin," Finance Research Letters, Elsevier, volume 29, issue C, pages 111-116, DOI: 10.1016/j.frl.2019.03.013.
• Lin, Qi, 2019, "Residual momentum and the cross-section of stock returns: Chinese evidence," Finance Research Letters, Elsevier, volume 29, issue C, pages 206-215, DOI: 10.1016/j.frl.2018.07.009.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2019, "Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum," Finance Research Letters, Elsevier, volume 29, issue C, pages 222-230, DOI: 10.1016/j.frl.2018.07.011.
• Coën, Alain & de La Bruslerie, Hubert, 2019, "The informational dimensions of the Amihud (2002) illiquidity measure: Evidence from the M&A market," Finance Research Letters, Elsevier, volume 29, issue C, pages 23-29, DOI: 10.1016/j.frl.2019.03.015.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2019, "Could crowdsourced financial analysis replace the equity research by investment banks?," Finance Research Letters, Elsevier, volume 29, issue C, pages 280-284, DOI: 10.1016/j.frl.2018.08.007.
• Bhattacharya, Debarati & Hsu, Shih-Che & Li, Wei-Hsien & Liu, Chun-Ting, 2019, "A combined firm's decision to hire the target's financial advisor after acquisition: Does “service excellence” pay off?," Finance Research Letters, Elsevier, volume 29, issue C, pages 297-302, DOI: 10.1016/j.frl.2018.08.004.
• Będowska-Sójka, Barbara & Kliber, Agata, 2019, "The causality between liquidity and volatility in the Polish stock market," Finance Research Letters, Elsevier, volume 30, issue C, pages 110-115, DOI: 10.1016/j.frl.2019.04.008.
• Geertsema, Paul & Lu, Helen, 2019, "Revisiting the price effect in US stocks," Finance Research Letters, Elsevier, volume 30, issue C, pages 139-144, DOI: 10.1016/j.frl.2019.03.017.
• Choi, Hae Mi, 2019, "Market uncertainty and trading volume around earnings announcements," Finance Research Letters, Elsevier, volume 30, issue C, pages 14-22, DOI: 10.1016/j.frl.2019.03.002.
• Vidal-Tomás, David & Ibáñez, Ana M. & Farinós, José E., 2019, "Herding in the cryptocurrency market: CSSD and CSAD approaches," Finance Research Letters, Elsevier, volume 30, issue C, pages 181-186, DOI: 10.1016/j.frl.2018.09.008.
• Ding, Jie & Huang, Jinbo & Li, Yong & Meng, Meichen, 2019, "Is there an effective reputation mechanism in peer-to-peer lending? Evidence from China," Finance Research Letters, Elsevier, volume 30, issue C, pages 208-215, DOI: 10.1016/j.frl.2018.09.015.
• Heavilin, Jason E. & Songur, Hilmi, 2019, "Stock distributions and the Retained Earnings Hypothesis revisited," Finance Research Letters, Elsevier, volume 30, issue C, pages 240-245, DOI: 10.1016/j.frl.2018.10.002.
• Qadan, Mahmoud & Aharon, David Y., 2019, "How much happiness can we find in the U.S. fear Index?," Finance Research Letters, Elsevier, volume 30, issue C, pages 246-258, DOI: 10.1016/j.frl.2018.10.001.
• Yang, Minhua & He, Yu, 2019, "How does the stock market react to financial innovation regulations?," Finance Research Letters, Elsevier, volume 30, issue C, pages 259-265, DOI: 10.1016/j.frl.2018.10.006.
• Ryu, Doojin & Yang, Heejin, 2019, "Who has volatility information in the index options market?," Finance Research Letters, Elsevier, volume 30, issue C, pages 266-270, DOI: 10.1016/j.frl.2018.10.008.
• Köchling, Gerrit & Müller, Janis & Posch, Peter N., 2019, "Does the introduction of futures improve the efficiency of Bitcoin?," Finance Research Letters, Elsevier, volume 30, issue C, pages 367-370, DOI: 10.1016/j.frl.2018.11.006.
• Kumar, S.S.S. & Sampath, Aravind, 2019, "What drives the off-shore futures market? Evidence from India and China," Finance Research Letters, Elsevier, volume 30, issue C, pages 394-402, DOI: 10.1016/j.frl.2018.11.001.
• Park, Sung Jun & Park, Ki Young, 2019, "Can investors profit from security analyst recommendations?: New evidence on the value of consensus recommendations," Finance Research Letters, Elsevier, volume 30, issue C, pages 403-413, DOI: 10.1016/j.frl.2018.11.008.
• Andrikopoulos, Athanasios & Wang, Changyu & Zheng, Min, 2019, "Is there still a weather anomaly? An investigation of stock and foreign exchange markets," Finance Research Letters, Elsevier, volume 30, issue C, pages 51-59, DOI: 10.1016/j.frl.2019.03.026.
• Ghazani, Majid Mirzaee & Ebrahimi, Seyed Babak, 2019, "Testing the adaptive market hypothesis as an evolutionary perspective on market efficiency: Evidence from the crude oil prices," Finance Research Letters, Elsevier, volume 30, issue C, pages 60-68, DOI: 10.1016/j.frl.2019.03.032.
• Chu, Xiaojun & Gu, Zherong & Zhou, Haigang, 2019, "Intraday momentum and reversal in Chinese stock market," Finance Research Letters, Elsevier, volume 30, issue C, pages 83-88, DOI: 10.1016/j.frl.2019.04.002.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & Martínez-Ibañez, Oscar, 2019, "An analysis of cryptocurrencies conditional cross correlations," Finance Research Letters, Elsevier, volume 31, issue C, pages 130-137, DOI: 10.1016/j.frl.2019.04.019.
• Hu, Yang & Valera, Harold Glenn A. & Oxley, Les, 2019, "Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework," Finance Research Letters, Elsevier, volume 31, issue C, pages 138-145, DOI: 10.1016/j.frl.2019.04.012.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2019, "Asymmetric effect of style comovement on momentum," Finance Research Letters, Elsevier, volume 31, issue C, pages 146-154, DOI: 10.1016/j.frl.2019.03.022.
• Ekinci, Cumhur & Akyildirim, Erdinc & Corbet, Shaen, 2019, "Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 155-164, DOI: 10.1016/j.frl.2019.04.021.
• Mensi, Walid & Lee, Yun-Jung & Al-Yahyaee, Khamis Hamed & Sensoy, Ahmet & Yoon, Seong-Min, 2019, "Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 31, issue C, pages 19-25, DOI: 10.1016/j.frl.2019.03.029.
• Li, Jianwen & Hu, Jinyan, 2019, "Does university reputation matter? Evidence from peer-to-peer lending," Finance Research Letters, Elsevier, volume 31, issue C, pages 66-77, DOI: 10.1016/j.frl.2019.04.004.
• Baur, Dirk G. & Cahill, Daniel & Godfrey, Keith & (Frank) Liu, Zhangxin, 2019, "Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume," Finance Research Letters, Elsevier, volume 31, issue C, pages 78-92, DOI: 10.1016/j.frl.2019.04.023.
• Zhang, Yihao & Tao, Lingfeng, 2019, "Haze, investor attention and China's stock markets: Evidence from internet stock forum," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.001.
• Ke, Wen-Chyan & Chen, Hueiling & Lin, Hsiou-Wei William, 2019, "A note of techniques that mitigate floating-point errors in PIN estimation," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.017.
• Alaoui, Marwane El & Bouri, Elie & Roubaud, David, 2019, "Bitcoin price–volume: A multifractal cross-correlation approach," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.011.
• Cumming, Douglas & Johan, Sofia, 2019, "Capital-market effects of securities regulation: Prior conditions, implementation, and enforcement revisited," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.013.
• Hayo, Bernd & Henseler, Kai & Rapp, Marc Steffen, 2019, "Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.019.
• Demirer, Rıza & Leggio, Karyl B. & Lien, Donald, 2019, "Herding and flash events: Evidence from the 2010 Flash Crash," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.018.
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2019, "An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.020.
• Sağlam, Mehmet & Moallemi, Ciamac C. & Sotiropoulos, Michael G., 2019, "Short-term trading skill: An analysis of investor heterogeneity and execution quality," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 1-28, DOI: 10.1016/j.finmar.2018.12.002.
• Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019, "Who trades on momentum?," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 56-74, DOI: 10.1016/j.finmar.2018.08.003.
• Chang, Sanders S. & Albert Wang, F., 2019, "Informed contrarian trades and stock returns," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 75-93, DOI: 10.1016/j.finmar.2018.08.002.
• Giannini, Robert & Irvine, Paul & Shu, Tao, 2019, "The convergence and divergence of investors' opinions around earnings news: Evidence from a social network," Journal of Financial Markets, Elsevier, volume 42, issue C, pages 94-120, DOI: 10.1016/j.finmar.2018.12.003.
• Roşu, Ioanid, 2019, "Fast and slow informed trading," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 1-30, DOI: 10.1016/j.finmar.2019.02.003.
• Huszár, Zsuzsa R. & Prado, Melissa Porras, 2019, "An analysis of over-the-counter and centralized stock lending markets," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 31-53, DOI: 10.1016/j.finmar.2018.10.004.
• Brogaard, Jonathan & Koski, Jennifer L. & Siegel, Andrew F., 2019, "Do upgrades matter? Evidence from trading volume," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 54-77, DOI: 10.1016/j.finmar.2018.06.001.
• Cathcart, Lara & El-Jahel, Lina & Evans, Leo & Shi, Yining, 2019, "Excess comovement in credit default swap markets: Evidence from the CDX indices," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 96-120, DOI: 10.1016/j.finmar.2018.10.002.
• Sastry, Ravi & Thompson, Rex, 2019, "Strategic trading with risk aversion and information flow," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 1-16, DOI: 10.1016/j.finmar.2018.12.004.
• Bae, Kee-Hong & Bhattacharya, Utpal & Kang, Jisok & Rhee, S. Ghon, 2019, "Nominal stock price anchors: A global phenomenon?," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 31-41, DOI: 10.1016/j.finmar.2018.12.006.
• Chi, Yeguang & Li, Xiaoming, 2019, "Beauties of the emperor: An investigation of a Chinese government bailout," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 42-70, DOI: 10.1016/j.finmar.2019.04.002.
• Bernales, Alejandro, 2019, "Make-take decisions under high-frequency trading competition," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 1-18, DOI: 10.1016/j.finmar.2019.05.001.
• Park, Raphael Jonghyeon & Xu, Simon & In, Francis & Ji, Philip Inyeob, 2019, "The long-term impact of sovereign wealth fund investments," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 115-138, DOI: 10.1016/j.finmar.2018.08.004.
• Choi, Darwin, 2019, "Disposition sales and stock market liquidity," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 19-36, DOI: 10.1016/j.finmar.2019.04.003.
• Autore, Don M. & Jiang, Danling, 2019, "The preholiday corporate announcement effect," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 61-82, DOI: 10.1016/j.finmar.2019.06.004.
• Lanfear, Matthew G. & Lioui, Abraham & Siebert, Mark G., 2019, "Market anomalies and disaster risk: Evidence from extreme weather events," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2018.10.003.
• Rzayev, Khaladdin & Ibikunle, Gbenga, 2019, "A state-space modeling of the information content of trading volume," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.100507.
• Balashov, Vadim S. & Nikiforov, Andrei, 2019, "How much do investors trade because of name/ticker confusion?," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.06.002.
• Wu, Juan (Julie) & Zhang, Jianzhong (Andrew), 2019, "Short selling and market anomalies," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.07.001.
• King, Michael R., 2019, "Time to buy or just buying time? Lessons from October 2008 for the cross-border bailout of banks," Journal of Financial Stability, Elsevier, volume 41, issue C, pages 55-72, DOI: 10.1016/j.jfs.2019.03.003.
• Będowska-Sójka, Barbara, 2019, "The dynamics of low-frequency liquidity measures: The developed versus the emerging market," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 136-142, DOI: 10.1016/j.jfs.2019.05.006.
• Marra, Miriam & Yu, Fan & Zhu, Lu, 2019, "The impact of trade reporting and central clearing on CDS price informativeness," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 130-145, DOI: 10.1016/j.jfs.2019.07.002.
• Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2019, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Advances in Decision Sciences, Asia University, Taiwan, volume 23, issue 4, pages 1-23, December.
• Bernardina Algieri & Matthias Kalkuhl, 2019, "Efficiency and Forecast Performance of Commodity Futures Markets," American Journal of Economics and Business Administration, Science Publications, volume 11, issue 1, pages 19-34, June, DOI: 10.3844/ajebasp.2019.19.34.
• Raif Parlakkaya & Ümran Münire Kahraman & Yasin Cihan, 2019, "The Effects of Inclusion in The BIST Sustainability Index: An Application on Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 111, pages 33-50, April, DOI: https://doi.org/10.33203/mfy.455322.
• Lokman Tütüncü & Elif Acar, 2019, "Deliberate Discounts and Underpricing of Turkish IPOs," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 34, issue 112, pages 225-240, October, DOI: https://doi.org/10.33203/mfy.469212.
• Pablo Kurlat, 2019, "The Social Value of Financial Expertise," American Economic Review, American Economic Association, volume 109, issue 2, pages 556-590, February.
• Tse-Chun Lin & Qi Liu & Bo Sun, 2019, "Contractual Managerial Incentives with Stock Price Feedback," American Economic Review, American Economic Association, volume 109, issue 7, pages 2446-2468, July.
• Daisuke Ikeda & Toan Phan, 2019, "Asset Bubbles and Global Imbalances," American Economic Journal: Macroeconomics, American Economic Association, volume 11, issue 3, pages 209-251, July.
• Brigitte Roth Tran, 2019, "Divest, Disregard, or Double Down? Philanthropic Endowment Investments in Objectionable Firms," American Economic Review: Insights, American Economic Association, volume 1, issue 2, pages 241-256, September.
• Raymond Fisman & Eric Zitzewitz, 2019, "An Event Long-Short Index: Theory and Applications," American Economic Review: Insights, American Economic Association, volume 1, issue 3, pages 357-372, December.
• Jin Yeub Kim, 2019, "Neutral Bargaining in Financial Over-The-Counter Markets," AEA Papers and Proceedings, American Economic Association, volume 109, pages 539-544, May.
• Júlio Lobão & Luís Pacheco & Luís Alves, 2019, "Price Clustering in Bank Stocks During the Global Financial Crisis," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 66, issue 4, pages 465-486, December.
• Alia Gabriela DUTA & Victor Mihăiță DUTA, 2019, "Banking Relationship and Credit Risk: Another Type of Approach," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 21, pages 79-106, November.
• Vaiva Kiaupaite-Grusniene & Lehte Alver, 2019, "Comparability of Cash Flow Statements: Evidence from Baltic Countries," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 18, issue 3, pages 307-329, September.
• Oumou Kalsoum Diallo & Pierre Mendy, 2019, "Wavelet Leader and Multifractal Detrended Fluctuation Analysis of Market Efficiency: Evidence from WAEMU Market Index," World Journal of Applied Economics, WERI-World Economic Research Institute, volume 5, issue 1, pages 1-23, June, DOI: 10.22440/wjae.5.1.1.
• Güler Aras & Nuray Tezcan & Özlem Kutlu Furtuna, 2019, "Does Managerial Decisions Affect Efficiency Profiles of Intermediary Institutions? Evidence from Emerging Economy," Alphanumeric Journal, Bahadir Fatih Yildirim, volume 7, issue 2, pages 249-262, December, DOI: http://dx.doi.org/10.17093/alphanum.
• Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2019, "Municipal Bond Markets," Annual Review of Financial Economics, Annual Reviews, volume 11, issue 1, pages 65-84, December, DOI: 10.1146/annurev-financial-110118-12.
• Ивановская Г.С. // Ivanovskaya G.S. & Ченваева С.М. // Chenvayeva S.M., 2019, "Роль организации по страхованию депозитов в повышении финансовой грамотности населения // The role of a deposit insurance organization in raising the financial literacy of the population," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 1, pages 29-35.
• John Duffy & Jean Paul Rabanal & Olga A. Rud, 2019, "The Impact of ETFs on Asset Markets: Experimental Evidence," Working Papers, Peruvian Economic Association, number 154, Dec.
• Massimo Guidolin & Manuela Pedio, 2019, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 19118.
• Muhammad Usman Khurram & Kashif Hamid & Rana Shahid Imdad Akash, 2019, "Market Efficiency, Financial Integration, And Shock Transmission (Empirical Evidence From D-8 Economies)," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 4, DOI: 10.30525/2256-0742/2019-5-4-248-262.
• Grigory Bashnyanin & Valentina Kutsyk & Irena Svidruk, 2019, "The Level Of Knowledge Intensity Of The Country'S Economic System," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 1, DOI: 10.30525/2256-0742/2019-5-1-1-9.
• Oksana Novak & Tetiana Osadcha & Oleksandr Petruk, 2019, "Concept And Classification Of Derivative Financial Instruments As A Methodological Precision On Their Regulation In The Financial Services Market," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 5, issue 3, DOI: 10.30525/2256-0742/2019-5-3-135-144.
• Rohan Arora & Guillaume Bédard-Pagé & Guillaume Ouellet Leblanc & Ryan Shotlander, 2019, "Bond Funds and Fixed-Income Market Liquidity: A Stress-Testing Approach," Technical Reports, Bank of Canada, number 115, DOI: 10.34989/tr-115.
• David Beers & Patrisha de Leon-Manlagnit, 2019, "The BoC-BoE Sovereign Default Database: What’s New in 2019?," Staff Working Papers, Bank of Canada, number 19-39, Sep, DOI: 10.34989/swp-2019-39.
• Rohan Arora & Guillaume Ouellet Leblanc & Jabir Sandhu & Jun Yang, 2019, "Using Exchange-Traded Funds to Measure Liquidity in the Canadian Corporate Bond Market," Staff Analytical Notes, Bank of Canada, number 2019-25, Aug, DOI: 10.34989/san-2019-25.
• Andrey Kudryavtsev, 2019, "The Effect Of Trading Volumes On Stock Returns Following Large Price Moves," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 220, pages 85-116, January –.
• Lain-Tze Tee & Si-Roei Kew & Soo-Wah Low, 2019, "Do Momentum Strategies Perform Better For Islamic Stocks Than For Conventional Stocks Across Market States?," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 64, issue 221, pages 107-130, April – J.
• Victoria Vanasco & Vladimir Asriyan, 2020, "Security Design in Non-Exclusive Markets with Asymmetric Information," Working Papers, Barcelona School of Economics, number 1164, Mar.
• Mustafa Caglayan & Oleksandr Talavera & Lin Xiong & Jing Zhang, 2019, "What does not kill us makes us stronger: the story of repetitive consumer loan applications," Discussion Papers, Department of Economics, University of Birmingham, number 19-01, Feb.
• Claudio Impenna & Paola Paiardini, 2019, "Informed trading in a two-tier market structure under financial distress," Discussion Papers, Department of Economics, University of Birmingham, number 19-06, Jun.
• Tom Fong & Gabriel Wu, 2019, "Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "The use of big data analytics and artificial intelligence in central banking".
• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019, "The cost of clearing fragmentation," BIS Working Papers, Bank for International Settlements, number 826, Dec.
• Eli M Remolona & James Yetman, 2019, "De jure benchmark bonds," BIS Working Papers, Bank for International Settlements, number 830, Dec.
• Georgios Chortareas & Menelaos Karanasos & Emmanouil Noikokyris, 2019, "Quantitative Easing And The Uk Stock Market: Does The Bank Of England Information Dissemination Strategy Matter?," Economic Inquiry, Western Economic Association International, volume 57, issue 1, pages 569-583, January, DOI: 10.1111/ecin.12690.
• Erik Eyster & Matthew Rabin & Dimitri Vayanos, 2019, "Financial Markets Where Traders Neglect the Informational Content of Prices," Journal of Finance, American Finance Association, volume 74, issue 1, pages 371-399, February, DOI: 10.1111/jofi.12729.
• Dan Li & Norman Schürhoff, 2019, "Dealer Networks," Journal of Finance, American Finance Association, volume 74, issue 1, pages 91-144, February, DOI: 10.1111/jofi.12728.
• Jean‐Philippe Bouchaud & Philipp Krüger & Augustin Landier & David Thesmar, 2019, "Sticky Expectations and the Profitability Anomaly," Journal of Finance, American Finance Association, volume 74, issue 2, pages 639-674, April, DOI: 10.1111/jofi.12734.
• Vincent Van Kervel & Albert J. Menkveld, 2019, "High‐Frequency Trading around Large Institutional Orders," Journal of Finance, American Finance Association, volume 74, issue 3, pages 1091-1137, June, DOI: 10.1111/jofi.12759.
• Edward Halim & Yohanes E. Riyanto & Nilanjan Roy, 2019, "Costly Information Acquisition, Social Networks, and Asset Prices: Experimental Evidence," Journal of Finance, American Finance Association, volume 74, issue 4, pages 1975-2010, August, DOI: 10.1111/jofi.12768.
• Jean‐Noël Barrot & Erik Loualiche & Julien Sauvagnat, 2019, "The Globalization Risk Premium," Journal of Finance, American Finance Association, volume 74, issue 5, pages 2391-2439, October, DOI: 10.1111/jofi.12780.
• Qiubin Huang & Jakob De Haan & Bert Scholtens, 2019, "Analysing Systemic Risk in the Chinese Banking System," Pacific Economic Review, Wiley Blackwell, volume 24, issue 2, pages 348-372, May, DOI: 10.1111/1468-0106.12212.
• Julia Darby & Graeme Roy, 2019, "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 2, pages 314-330, May, DOI: 10.1111/sjpe.12186.
• Rodolphe Durand & Luc Paugam & Hervé Stolowy, 2019, "Do investors actually value sustainability indices? Replication, development, and new evidence on CSR visibility," Strategic Management Journal, Wiley Blackwell, volume 40, issue 9, pages 1471-1490, September, DOI: 10.1002/smj.3035.
• Richard Harris & Veselin Karadotchev & Rhiannon Sowerbutts & Evarist Stoja, 2019, "Have FSRs got news for you? Evidence from the impact of Financial Stability Reports on market activity," Bank of England working papers, Bank of England, number 792, Apr.
• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2019, "The cost of clearing fragmentation," Bank of England working papers, Bank of England, number 800, May.
• David Beers & Patrisha de Leon-Manlagnit, 2019, "The BoC-BoE sovereign default database: what’s new in 2019?," Bank of England working papers, Bank of England, number 829, Sep.
• Andreas Joseph & Michalis Vasios & Olga Maizels & Ujwal Shreyas & John Tanner, 2019, "OTC microstructure in a period of stress: a multi‑layered network approach," Bank of England working papers, Bank of England, number 832, Oct.
• Alexandros E. Milionis, 2019, "A simple return generating model in discrete time; implications for market efficiency testing," Working Papers, Bank of Greece, number 259, Apr.
• Jieun Lee & Doojin Ryu, 2019, "The Impacts of Macroeconomic News Announcements on Intraday Implied Volatility," Working Papers, Economic Research Institute, Bank of Korea, number 2019-2, Jan.
• Walid Mensi, 2019, "Global financial crisis and co-movements between oil prices and sector stock markets in Saudi Arabia: A VaR based wavelet," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 1, pages 24-38, March.
• Selin Duz Tan & Oktay Tas, 2019, "Investor attention and stock returns: Evidence from Borsa Istanbul," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue 2, pages 106-116, June.
• Angeline Ng & M. Ariff, 2019, "Does credit rating revision affect the price of a special class of common stock?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 19, issue Supplemen, pages 44-55, August.
• Kempkes Jan A. & Wömpener Andreas, 2019, "Resolving the Reliance on Fixed Estimation Dates in the Implied Cost of Equity Capital Approach," Journal of Business Valuation and Economic Loss Analysis, De Gruyter, volume 14, issue 1, pages 1-23, February, DOI: 10.1515/jbvela-2017-0009.
• Émile Quinet, 2019, "Flexibilité, incertitude et optimisation des investissements : une introduction," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 213-232.
• Caroline Le Moign, 2019, "ICO françaises : un nouveau mode de financement ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 131-144.
• Yaovi Sélom Agbetonyo & Emmanuelle Fromont & Jean-Laurent Viviani, 2018, "Asymmetric Responses to Dividend Announcements. A Case for Ambiguity," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 6, pages 77-104.
• Ma, S. & Linton, O. & Gao, J., 2019, "Estimation and Inference in Semiparametric Quantile Factor Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1933, Mar.
• Corsetti, G. & Lafarguette, R. & Mehl, A., 2019, "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1970, Aug.
• Paul M. Guest & Marco Nerino, 2019, "Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services," Working Papers, Centre for Business Research, University of Cambridge, number wp515, Dec.
• Athanasios Geromichalos & Kuk Mo Jung & Seungduck Lee & Dillon Carlos, 2019, "Asset Liquidity in Monetary Theory and Finance: A Unified Approach," Working Papers, University of California, Davis, Department of Economics, number 330, Mar.
• Shreekant Gupta & Bishwanath Goldar & Shubham Dang, 2019, "Environmental Performance And Capital Markets--Evidence From India," Working papers, Centre for Development Economics, Delhi School of Economics, number 303, Dec.
• Aldrich, Eric M & Friedman, Daniel, 2019, "Order Protection through Delayed Messaging," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt4938f518, Jun.
• Stanislav Anatolyev & Sergei Seleznev & Veronika Selezneva, 2019, "Does Index Arbitrage Distort the Market Reaction to Shocks?," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp651, Dec.
• Adiya Bayarmaa & Guglielmo Maria Caporale, 2019, "Style consistency and mutual fund returns: the case of Russia," CESifo Working Paper Series, CESifo, number 7605.
• Carlo Altavilla & Luca Brugnolini & Refet S. Gürkaynak & Roberto Motto & Giuseppe Ragusa, 2019, "Measuring Euro Area Monetary Policy," CESifo Working Paper Series, CESifo, number 7699.
• Refet S. Gürkaynak & Hatice Gökce Karasoy-Can & Sang Seok Lee, 2019, "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," CESifo Working Paper Series, CESifo, number 7898.
• Suphi Sen & Marie-Theres von Schickfus, 2019, "Climate Policy, Stranded Assets, and Investors' Expectations," CESifo Working Paper Series, CESifo, number 7945.
• Ian Martin & Stefan Nagel, 2019, "Market Efficiency in the Age of Big Data," CESifo Working Paper Series, CESifo, number 8015.
• Daniel Klein & Christopher A. Ludwig & Christoph Spengel, 2019, "Ring-fencing Digital Corporations: Investor Reaction to the European Commission’s Digital Tax Proposals," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 36.
• Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019, "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Discussion Papers, Centre for Macroeconomics (CFM), number 1914, Jul.
• Zoran Filipovic & Alexander F. Wagner, 2019, "The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-03, Feb, revised Mar 2019.
• Roni Michaely & Amir Rubin & Dan Segal & Alexander Vedrashko, 2019, "Lured by the Consensus," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-06, Mar, revised Mar 2019.
• Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew Ringgenberg, 2019, "Do Index Funds Monitor?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-08, May.
• Hyunseob Kim & Roni Michaely, 2019, "Sticking around Too Long? Dynamics of the Benefits of Dual-Class Voting," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-09, Mar, revised Mar 2019.
• Jillian Grennan & Roni Michaely, 2019, "FinTechs and the Market for Financial Analysis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-10, Mar, revised Apr 2019.
• Peter Cziraki & Evgeny Lyandres & Roni Michaely, 2019, "What Do Insiders Know? Evidence from Insider Trading Around Share Repurchases and SEOs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-11, Mar, revised Mar 2019.
• Rüdiger Fahlenbrach & Marc Frattaroli, 2019, "ICO Investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-37, Jul.
• Yavuz Arslan & Ahmet Degerli & Gazi Kabas, 2019, "Unintended Consequences of Unemployment Insurance Benefits: The Role of Banks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-44, Sep.
• Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-56, Oct.
• Sylvain Carre & Pierre Collin-Dufresne & Franck Gabriel, 2019, "Insider Trading with Penalties," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-68, Jun.
• Vincent Bogousslavsky & Pierre Collin-Dufresne, 2019, "Liquidity, Volume, and Order Imbalance Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-69, Mar.
• Jie Cao & Amit Goyal & Sai Ke & Xintong Zhan, 2019, "Option Trading and Stock Price Informativeness," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-74, Jun.
• Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2019, "Implied Volatility Changes and Corporate Bond Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-75, Jun.
• Giovanni Barone-Adesi & Carlo Sala, 2019, "Testing Market Efficiency With the Pricing Kernel," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-77, Aug.
• J. Cao-Alvira & L. Deidda, 2019, "Development of Bank Microcredit," Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia, number 201905.
• Germ√°n Eduardo Gonz√°lez, 2019, "An√°lisis de sentimientos de noticias e inversionistas en el mercado burs√°til," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 17375, Aug.
• Leonardo Hernán Talero-Sarmiento & Henry Lamos-D�az & Edwin Alberto Garavito-Hern�ndez, 2019, "Evaluación de la hipótesis de eficiencia débil y análisis de causalidad en las centrales de abastos de Colombia," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 38, issue 67, pages 35-69.
• Xiomara Esther Vazquez Carrazana & Gilberto Jos� Miranda, 2019, "Relación entre indicadores económicos y precio de acciones en empresas brasilenas," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 27, issue 2, pages 51-66, DOI: 10.18359/rfce.3510.
• Helvia Velloso & In�s Bustillo & Daniel Perrotti, 2019, "Sovereign Credit Ratings in Latin America and the Caribbean: History and Impact on Bond Spreads," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2019, pages 155-196.
• Martin, Ian & Gao, Can, 2019, "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 13454, Jan.
• Wagner, Alexander F. & Filipović, Zoran, 2019, "The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune," CEPR Discussion Papers, Centre for Economic Policy Research, number 13560, Mar.
• Fos, Vyacheslav & Chinco, Alex, 2019, "The Sound Of Many Funds Rebalancing," CEPR Discussion Papers, Centre for Economic Policy Research, number 13561, Mar.
• Korniotis, George & Bhambhwani, Siddharth & Delikouras, Stefanos, 2019, "Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 13724, May.
• Gürkaynak, Refet & Altavilla, Carlo & Brugnolini, Luca & Motto, Roberto & Ragusa, Giuseppe, 2019, "Measuring Euro Area Monetary Policy," CEPR Discussion Papers, Centre for Economic Policy Research, number 13759, May.
• Kondor, Péter & Pinter, Gabor, 2019, "Clients' Connections: Measuring the Role of Private Information in Decentralised Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 13880, Jul.
• Karlan, Dean & Burke, Jeremy & Jamison, Julian C. & Mihaly, Kata & Zinman, Jonathan, 2019, "Credit Building or Credit Crumbling? A Credit Builder Loan’s Effects on Consumer Behavior, Credit Scores and Their Predictive," CEPR Discussion Papers, Centre for Economic Policy Research, number 13884, Jul.
• Franzoni, Francesco & Di Maggio, Marco & Egan, Mark, 2019, "The Value of Intermediation in the Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 13936, Aug.
• Gürkaynak, Refet & Lee, Sang Seok & Karasoy Can, Gokce, 2019, "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 14017, Sep.
• Oosterlinck, Kim & Ureche-Rangau, Loredana & Vaslin, Jacques-Marie, 2019, "Aristocratic Privilege. Exploiting “Good†Institutions," CEPR Discussion Papers, Centre for Economic Policy Research, number 14071, Oct.
• Egger, Peter & Zhu, Jiaqing, 2019, "The U.S.-Chinese Trade War: An Event Study of Stock-Market Responses," CEPR Discussion Papers, Centre for Economic Policy Research, number 14164, Dec.
• Huang, Yi & Lin, Chen & Liu, Sibo & Tang, Heiwai, 2019, "Trade Networks and Firm Value: Evidence from the US-China Trade War," CEPR Discussion Papers, Centre for Economic Policy Research, number 14173, Dec.
• Bartram, Söhnke & Grinblatt, Mark, 2019, "Global Market Inefficiencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 14232, Dec.
• Franzoni, Francesco & Moussawi, Rabih & Ben-David, Itzhak, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," CEPR Discussion Papers, Centre for Economic Policy Research, number 14234, Dec.
• Martin, Ian & Nagel, Stefan, 2019, "Market Efficiency in the Age of Big Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 14235, Dec.
• Martin Bohl & Alexander Pütz & Christoph Sulewski, 2019, "Speculation and the Informational Efficiency of Commodity Futures Markets," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 8919, Oct.
• Heather D. Gibson & Stephen G. Hall & Pavlos Petroulas & George S. Tavlas, 2019, "On the Effects of the ECB’s Funding Policies on Bank Lending and the Demand for the Euro as an International Reserve," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2019_014, Aug.
• Galanis, S. & Kotronis, S., 2019, "Updating Awareness and Information Aggregation," Working Papers, Department of Economics, City St George's, University of London, number 19/03, Feb.