Research classified by Journal of Economic Literature (JEL) codes

2018

• A. Can Inci, 2018, "Cointegration and causality in capital markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 2, issue 1, pages 82-94, June, DOI: 10.1108/JCMS-03-2018-0009.
• Imtiaz Sifat & Azhar Mohamad & Zarinah Hamid, 2018, "An investigation of magnet effect via overnight returns: the Malaysian case," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 2, issue 2, pages 121-135, November, DOI: 10.1108/JCMS-04-2018-0012.
• Maria Teresa Medeiros Garcia & Ricardo António Abreu Oliveira, 2018, "Value versus growth in PIIGS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 956-978, October, DOI: 10.1108/JES-06-2017-0160.
• Kienpin Tee & Marilyn Wiley, 2018, "Backdating of executive stock options: comparing financial and nonfinancial industries," Journal of Financial Crime, Emerald Group Publishing Limited, volume 25, issue 2, pages 518-526, May, DOI: 10.1108/JFC-01-2017-0001.
• Vasileios Siakoulis, 2018, "Bank failure intensity modeling: an ACD model approach," Journal of Risk Finance, Emerald Group Publishing Limited, volume 19, issue 5, pages 454-477, July, DOI: 10.1108/JRF-11-2016-0151.
• Larelle Chapple & Keitha Dunstan & Thu Phuong Truong, 2018, "Corporate governance and management earnings forecast behaviour," Pacific Accounting Review, Emerald Group Publishing Limited, volume 30, issue 2, pages 222-242, April, DOI: 10.1108/PAR-09-2016-0081.
• Doron Nisani, 2018, "Portfolio selection using the Riskiness Index," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 2, pages 330-339, May, DOI: 10.1108/SEF-03-2017-0058.
• Andreas Oehler & Andreas Höfer & Matthias Horn & Stefan Wendt, 2018, "Do mutual fund ratings provide valuable information for retail investors?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 137-152, March, DOI: 10.1108/SEF-05-2017-0120.
• Lawrence Kryzanowski & Trang Phuong Tran, 2018, "Informed trading around biotech M&As," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 44-64, March, DOI: 10.1108/SEF-10-2016-0257.
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-003/III, Jan.
• Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T., 2018, "Why did Warrant Markets Close in China but not Taiwan?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-22, May.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018, "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-46.
• O.S. Kuljamina & V.P. Leonova & V.A. Vishnyakova, 2018, "Unconditional Demand based on Information Networks," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 726-734.
• Elena Beccalli & Saverio Bozzolan & Enrico Laghi & Marco Mattei, 2018, "Do letters to shareholders inform or mislead? Insights from insider trading," FINANCIAL REPORTING, FrancoAngeli Editore, volume 2018, issue 2, pages 73-109.
• Joao Dionisio Monteiro & Jose Luis Miralles-Quiros & Jose Ramos Pires Manso, 2018, "Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 1, pages 71-98, February.
• Muhammad Zubair Mumtaz & Zachary Alexander Smith, 2018, "IPOs in the U.S. from 2005 to 2015: Using the Spline Regression Technique to Estimate Aggregate Issuance and Performance," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 2, pages 165-199, April.
• Carlos R. Barrera Chaupis, 2018, "Expectations and Central Banks' Forecasts: The Experience of Chile, Colombia, Mexico, Peru and the United Kingdom, 2004 – 2014," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 6, pages 578-599, December.
• Ladislav Kristoufek, 2018, "Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/07, Feb, revised Feb 2018.
• Laure de Batz, 2018, "Financial Impact of Regulatory Sanctions on French Listed Companies," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/10, Apr, revised Apr 2018.
• Yao Wang & Zdenek Drabek & Zhengwei Wang, 2018, "The Predicting Power of Soft Information on Defaults in the Chinese P2P Lending Market," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/20, Jan, revised Jan 2018.
• Kurt Graden Lunsford, 2018, "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1815, Nov, DOI: 10.26509/frbc-wp-201815.
• Adam Bordeman & Bharadwaj Kannan & Roberto Pinheiro, 2016, "Rival Growth Prospects and Equity Prices: Evidence from Mass Layoff Announcements," Working Papers, Federal Reserve Bank of Cleveland, number 16-10R, Apr, DOI: 10.26509/frbc-wp-201610r.
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018, "Transparency and Collateral : Central versus Bilateral Clearing," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-017, Mar, DOI: 10.17016/FEDS.2018.017.
• Andrew C. Chang, 2018, "Nothing is Certain Except Death and Taxes : The Lack of Policy Uncertainty from Expiring \"Temporary\" Taxes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-041, Jun, DOI: 10.17016/FEDS.2018.041.
• Song Han & Alan G. Huang & Madhu Kalimipalli & Ke Wang, 2018, "Information and Liquidity of OTC Securities : Evidence from Public Registration of Rule 144A Bonds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-061, Aug, DOI: 10.17016/FEDS.2018.061.
• Scott Mixon & Tugkan Tuzun, 2018, "Price Pressure and Price Discovery in the Term Structure of Interest Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-065, Sep, DOI: 10.17016/FEDS.2018.065.
• Andrew Phin & Todd Prono & Jonathan J. Reeves & Konark Saxena, 2018, "Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-081, Nov, DOI: 10.17016/FEDS.2018.081.
• Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018, "First to \"Read\" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1233, Jul, DOI: 10.17016/IFDP.2018.1233.
• Stefania D'Amico & N. Aaron Pancost, 2018, "Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-21, Dec, DOI: 10.21033/wp-2018-21.
• Susan M. Wachter, 2018, "Credit risk transfer, informed markets, and securitization," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 117-137.
• Selman Erol & Michael Junho Lee, 2018, "Insider networks," Staff Reports, Federal Reserve Bank of New York, number 862, Aug.
• Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018, "Market-making with Search and Information Frictions," Working Papers, Federal Reserve Bank of Philadelphia, number 18-20, Jul.
• Paul S. Calem & Jeanna Kenney & Lauren Lambie-Hanson & Leonard I. Nakamura, 2018, "Appraising Home Purchase Appraisals," Working Papers, Federal Reserve Bank of Philadelphia, number 18-28, Dec, DOI: 10.21799/frbp.wp.2018.28.
• Boris I. Alekhin, 2018, "Benchmarking Russian’ Government Bond Market," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 95-108, December, DOI: 10.31107/2075-1990-2018-6-95-108.
• Iuliana Maria Ursu, 2018, "Noi evidențe empirice pe marginea E.M.H. – cazul țărilor dezvoltate și emergente – o abordare microeconomică," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 120-138, June.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
• Shagaida Natalia & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Levashenko Antonina & Koval A. & Danilov Yuri, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 3, pages 1-30, February.
• Avraamova Elena & Loginov Dmitry & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 4, pages 1-27, March.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
• Shagaida Natalia & Abramov Alexander & Miller Evgenia & Levashenko Antonina & Koval A. & Danilov Yuri, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 1-30, February.
• Avraamova Elena & Loginov Dmitry & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 1-27, March.
• Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018, "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1825.
• Sandrine Jacob Leal & Nobuyuki Hanaki, 2018, "Algorithmic Trading, What if It is Just an Illusion? Evidence from Experimental Financial Markets," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2018-31, Nov, revised Jan 2020.
• Saptono, 2018, "Does The Stock of Indonesian Provider Tower Industry Have a Fair Value?," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr520, Dec.
• Prince T. Medina, 2018, "Equity Analysis in Buying Company Shares on the Philippine Stock Exchange," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr148, Dec.
• Riko Hendrawan, 2018, "Assessing Banking Profit Efficiency Using Stochastic Frontier Analysis," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr149, Dec.
• Ferikawita M. Sembiring, 2018, "Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr150, Dec.
• Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling mean the German Financial Market is Efficient?," Working Papers, The German University in Cairo, Faculty of Management Technology, number 46, Mar.
• Adrian Fernandez-Perez & Bart Frijns & Ana-Maria Fuertes & Joelle Miffre, 2018, "The skewness of commodity futures returns," Post-Print, HAL, number hal-01678744, DOI: 10.1016/j.jbankfin.2017.06.015.
• Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Rania Jammazi, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Post-Print, HAL, number hal-01774528, Jul, DOI: 10.1016/j.enpol.2018.03.074.
• Syed Jawad Hussain Shahzad & Jose Areola Hernandez & Waqas Hanif & Ghulam Mujtaba Kayani, 2018, "Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume," Post-Print, HAL, number hal-01813245, Sep, DOI: 10.1016/j.physa.2018.04.016.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print, HAL, number hal-01828843.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print, HAL, number hal-01828854.
• Jamal Bouoiyour & Refk Selmi, 2018, "Are BRICs Markets equally exposed to Trump’s agenda," Post-Print, HAL, number hal-01879666, DOI: 10.11130/jei.2018.33.2.1203.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis," Post-Print, HAL, number hal-01879668, DOI: 10.1016/j.frl.2017.12.008.
• Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2018, "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," Post-Print, HAL, number hal-01997844, Mar, DOI: 10.1016/j.irfa.2018.01.008.
• Amal Aouadi & Mohamed Arouri & David Roubaud, 2018, "Information demand and stock market liquidity: International evidence," Post-Print, HAL, number hal-02011044, Apr, DOI: 10.1016/j.econmod.2017.11.005.
• Vivien Lespagnol & Juliette Rouchier, 2018, "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Post-Print, HAL, number hal-02084910, Apr, DOI: 10.1007/s10614-017-9655-y.
• Raffaele Staglianò & Maurizio La Rocca & Dionigi Gerace, 2018, "The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market," Post-Print, HAL, number hal-02091757, Apr, DOI: 10.1016/j.econmod.2017.11.004.
• Douglas J. Cumming & Alexander Groh & Sofia A. Johan, 2018, "Same Rules, Different Enforcement : Market Abuse in Europe," Post-Print, HAL, number hal-02312132, May, DOI: 10.1016/j.intfin.2018.03.006.
• Fabio Bertoni & Stefano Lugo, 2018, "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Post-Print, HAL, number hal-02312138, May, DOI: 10.1016/j.jbankfin.2018.03.009.
• Ikram Jebabli & David Roubaud, 2018, "Time-varying efficiency in food and energy markets: Evidence and implications," Post-Print, HAL, number hal-02330557, Apr, DOI: 10.1016/j.econmod.2017.10.013.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2018, "Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market," Post-Print, HAL, number hal-02983217, Jun, DOI: 10.1016/j.eneco.2018.05.004.
• Jamil Jaballah & Jonathan Peillex & Laurent Weill, 2018, "Is Being Sharia compliant worth it?," Post-Print, HAL, number hal-03049612, Jun, DOI: 10.1016/j.econmod.2018.02.011.
• Edouard Challe & Edouard Chrétien, 2018, "Market microstructure, information aggregation and equilibrium uniqueness in a global game," Post-Print, HAL, number hal-03440891, Feb, DOI: 10.1016/j.euroecorev.2017.12.004.
• Amine Tarazi & Céline Meslier & I Hasan, 2018, "Does It Pay To Get Connected ? An Examination Of Bank Alliance Network And Bond Spread," Post-Print, HAL, number hal-03560125, Jan.
• Marie Obidzinski, 2018, "L'efficacité de la dissuasion des opérations d'initiés," Post-Print, HAL, number hal-04035143, Jun, DOI: 10.3917/ecofi.129.0193.
• Edouard Challe & Edouard Chrétien, 2018, "Market microstructure, information aggregation and equilibrium uniqueness in a global game," Sciences Po Economics Publications (main), HAL, number hal-03440891, Feb, DOI: 10.1016/j.euroecorev.2017.12.004.
• Mohamed Ilyes Gritli & Serge Rey, 2017, "Quel impact de la libéralisation du compte capital sur le développement financier en Tunisie ? Les enseignements d'un modèle ARDL," Working Papers, HAL, number hal-01880318, Sep.
• Hedi Benamar & Thierry Foucault & Clara Vega, 2018, "Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News," Working Papers, HAL, number hal-01933891, Apr, DOI: 10.2139/ssrn.3162292.
• Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2018, "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers, HAL, number halshs-01898435.
• Becker, Janis & Leschinski, Christian, 2018, "Directional Predictability of Daily Stock Returns," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-624, Jan.
• Bryan Engelhardt & Victor Matheson & Alex Yen & Max Chisholm, 2018, "The Economic Impact of Olympic Games: Effects of Host Country Announcements on Stock Market Returns," Working Papers, College of the Holy Cross, Department of Economics, number 1807, Jul.
• Imlak Shaikh, 2018, "The Brexit And Investors’ Fear," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 4, pages 396-422.
• Mukanjari, Samson & Sterner, Thomas, 2018, "Do Markets Trump Politics? Evidence from Fossil Market Reactions to the Paris Agreement and the U.S. Election," Working Papers in Economics, University of Gothenburg, Department of Economics, number 728, Mar.
• Gick, Wolfgang & Weissensteiner, Alex, 2018, "Analysts' Disagreement and Investor Decisions," Working Paper Series, Research Institute of Industrial Economics, number 1207, Apr.
• Sandström, Maria, 2018, "The impact of monetary policy on household borrowing - a high-frequency IV identification," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 351, Feb.
• Souza, Thiago de Oliveira, 2018, "Size-related premiums," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2018, Apr.
• Lee, Kyuseok & Kim, Soo-Hyun, 2018, "Do Leveraged/Inverse Etfs Wag The Underlying Market? : Evidence From The Korean Stock Market," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 59, issue 2, pages 83-94, December, DOI: 10.15057/29713.
• Cheedradevi Narayanasamy & Izani Ibrahim & Yeoh Ken Kyid, 2018, "Individual Investors Participation And Divergence Of Opinion In New Issue Markets: Evidence From Malaysia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 1, pages 1-22.
• Eric C. Lin, 2018, "The Effect Of Dow Jones Industrial Average Index Component Changes On Stock Returns And Trading Volumes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 1, pages 81-92.
• Lan Liu, 2018, "Seasonal Variations In Two-Year Treasury Note Yields," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 2, pages 27-37.
• Mohammad M. Alhadab, 2018, "Real and Accrual Earnings Management around Initial Public Offerings in Jordan," International Business Research, Canadian Center of Science and Education, volume 11, issue 1, pages 204-216, January.
• Samih Antoine Azar, 2018, "Forward Unbiasedness in the Short End of the Interest Rate Market," International Business Research, Canadian Center of Science and Education, volume 11, issue 2, pages 70-78, February.
• Zaafri A. Husodo & M. Budi Prasetyo & Rizky Luxianto & Theresia Silitonga & Januar Hafidz & M. Harris Muhajir & Inna Firindra, 2018, "Mispricing And Risk Taking In The Indonesian Stock Market," Working Papers, Bank Indonesia, number WP/28/2018.
• Chamil W. Senarathne & Wei Jianguo, 2018, "The Stochastic Implications of Permanent Income Hypothesis for US Speculative Traders: Implications for Consumption-Based Asset Pricing," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 20, issue 2, pages 5-32, December.
• Tung-Zong (Donald) Chang & Su-Jane Chen & Hongmei Gu & Aijie Jiang, 2018, "A Market Volatility Analysis of the Shanghai-Hong Kong Stock Connect Program," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 17, issue 2, pages 113-121, September.
• Koichiro Kamada & Tetsuo Kurosaki & Ko Miura & Tetsuya Yamada, 2018, "Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-02, Mar.
• Keiichi Goshima & Yusuke Kumano, 2018, "Monetary Policy Announcement and Algorithmic News Trading in the Foreign Exchange Market," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-13, Aug.
• Loriana Pelizzon & Marti G. Subrahmanyam & Reiko Tobe & Jun Uno, 2018, "Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-14, Sep.
• Samuel P. Fraiberger & Dongyeol Lee & Mr. Damien Puy & Mr. Romain Ranciere, 2018, "Media Sentiment and International Asset Prices," IMF Working Papers, International Monetary Fund, number 2018/274, Dec.
• Alejandro Islas-Camargo & Willy Walter Cortez & Tania Pamela Sanabria Flores, 2018, "Is Mexico's Forward Exchange Rate Market Efficient?," 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 13, issue 2, pages 273-289, Abril-Jun.
• Roberto J. Santillán-Salgado & Melissa G. Ulin-Lastra & Luis Jacob Escobar-Saldivar, 2018, "Polls, Prediction Markets, and Financial Variables," 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 13, issue 3, pages 295-323, Julio-Sep.
• David Hirshleifer & Ming Jian & Huai Zhang, 2018, "Superstition and Financial Decision Making," Management Science, INFORMS, volume 64, issue 1, pages 235-252, January, DOI: 10.1287/mnsc.2016.2584.
• Utz Weitzel & Christoph Huber & Florian Lindner & Jürgen Huber & Julia Rose & Michael Kirchler, 2018, "Bubbles and financial professionals," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-04, Mar, revised Oct 2018.
• Erdinc Akyildirim & Duc Khuong Nguyen & Ahmet Sensoy, 2018, "A Tale of Two Risks in the EMU Sovereign Debt Markets," Working Papers, Department of Research, Ipag Business School, number 2018-004, Jan.
• Ming-Chang Wang & Yu-Jia Ding & Pei-Han Hsin, 2018, "Order Aggressiveness and the Heating and Cooling-off Effects of Price Limits: Evidence from Taiwan Stock Exchange," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 2, pages 191-216, August.
• Turgay MÃœNYAS, 2018, "Evaluating Financial Activities Of The Property Investment Partnerships With The Data Envelopment Analysis Method," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 5, issue 4, pages 111-126, October, DOI: 10.15637/jlecon.264.
• Felipe Bastos G. Silva & Ekaterina Volkova, 2018, "Can VPIN forecast geopolitical events? Evidence from the 2014 Crimean Crisis," Annals of Finance, Springer, volume 14, issue 1, pages 125-141, February, DOI: 10.1007/s10436-017-0314-z.
• Bart Taub, 2018, "Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes," Annals of Finance, Springer, volume 14, issue 4, pages 429-464, November, DOI: 10.1007/s10436-018-0334-3.
• Yuan Wu & Taufiq Choudhry, 2018, "Information Uncertainty and Momentum Phenomenon Amidst Market Swings: Evidence From the Chinese Class A Share Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 2, pages 111-136, June, DOI: 10.1007/s10690-018-9241-x.
• Hazem Krichene & Mhamed-Ali El-Aroui, 2018, "Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 3, pages 493-511, March, DOI: 10.1007/s10614-016-9615-y.
• Vivien Lespagnol & Juliette Rouchier, 2018, "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 4, pages 991-1020, April, DOI: 10.1007/s10614-017-9655-y.
• Paulo Pereira Silva, 2018, "Fragmentation and Market Quality: The Case of European Markets," De Economist, Springer, volume 166, issue 2, pages 179-206, June, DOI: 10.1007/s10645-018-9316-0.
• Nabamita Dutta & Deepraj Mukherjee, 2018, "Can financial development enhance transparency?," Economic Change and Restructuring, Springer, volume 51, issue 4, pages 279-302, November, DOI: 10.1007/s10644-017-9205-6.
• Lisana B. Martinez & M. Belén Guercio & Aurelio Fernandez Bariviera & Antonio Terceño, 2018, "The impact of the financial crisis on the long-range memory of European corporate bond and stock markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 45, issue 1, pages 1-15, February, DOI: 10.1007/s10663-016-9340-8.
• Daniel Kleinlercher & Thomas Stöckl, 2018, "On the provision of incentives in finance experiments," Experimental Economics, Springer;Economic Science Association, volume 21, issue 1, pages 154-179, March, DOI: 10.1007/s10683-017-9530-7.
• Qiang Bu, 2018, "Long-term negative fund alpha: Is it caused by bad skill or bad luck?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 1, pages 1-16, February, DOI: 10.1007/s11408-017-0303-2.
• Roland Füss & Ferdinand Mager & Michael Stein & Lu Zhao, 2018, "Financial crises, price discovery, and information transmission: a high-frequency perspective," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 333-365, November, DOI: 10.1007/s11408-018-0318-3.
• Leopold Ingenohl & Nicolas Kube, 2018, "Are financial constraints of corporate activist investors perceived negatively?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 32, issue 4, pages 367-398, November, DOI: 10.1007/s11408-018-0321-8.
• Juhyun Jung & Kathleen Herbohn & Peter Clarkson, 2018, "Carbon Risk, Carbon Risk Awareness and the Cost of Debt Financing," Journal of Business Ethics, Springer, volume 150, issue 4, pages 1151-1171, July, DOI: 10.1007/s10551-016-3207-6.
• Xue Wang & Feng Cao & Kangtao Ye, 2018, "Mandatory Corporate Social Responsibility (CSR) Reporting and Financial Reporting Quality: Evidence from a Quasi-Natural Experiment," Journal of Business Ethics, Springer, volume 152, issue 1, pages 253-274, September, DOI: 10.1007/s10551-016-3296-2.
• Hyun Joung Jin & Jang-Chul Kim, 2018, "Effects of the “Gangnam Style Syndrome” on the South Korean stock market," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 42, issue 1, pages 139-161, February, DOI: 10.1007/s10824-017-9291-3.
• Seraina C. Anagnostopoulou & Aikaterini C. Ferentinou & Panagiotis A. Tsaousis & Andrianos E. Tsekrekos, 2018, "The Options Market Reaction to Bank Loan Announcements," Journal of Financial Services Research, Springer;Western Finance Association, volume 53, issue 1, pages 99-139, February, DOI: 10.1007/s10693-016-0243-4.
• Bhanu Balasubramnian & Ajay Palvia, 2018, "Can short sellers inform bank supervision?," Journal of Financial Services Research, Springer;Western Finance Association, volume 53, issue 1, pages 69-98, February, DOI: 10.1007/s10693-016-0256-z.
• Kei-Ichiro Inaba, 2018, "Liquidity and Pricing of Credit Default Swaps in Japan: Evidence from a Benchmark Index for Corporate Debt Claims," Journal of Financial Services Research, Springer;Western Finance Association, volume 54, issue 1, pages 111-143, August, DOI: 10.1007/s10693-016-0241-6.
• Ryan L. Davis & Stephen N. Jurich & Brian S. Roseman & Ethan D. Watson, 2018, "Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201," Journal of Financial Services Research, Springer;Western Finance Association, volume 54, issue 3, pages 345-367, December, DOI: 10.1007/s10693-017-0272-7.
• Xiaoying Deng & Seow Eng Ong, 2018, "Real Earnings Management, Liquidity Risk and REITs SEO Dynamics," The Journal of Real Estate Finance and Economics, Springer, volume 56, issue 3, pages 410-442, April, DOI: 10.1007/s11146-017-9649-5.
• Štefan Lyócsa & Roman Horváth, 2018, "Stock Market Contagion: a New Approach," Open Economies Review, Springer, volume 29, issue 3, pages 547-577, July, DOI: 10.1007/s11079-018-9481-4.
• Iman Adeinat & Naseem Al Rahahleh & Peihwang Wei, 2018, "Did crisis alter trading of two major oil futures markets?," Review of Derivatives Research, Springer, volume 21, issue 1, pages 45-61, April, DOI: 10.1007/s11147-017-9133-7.
• Sutirtha Bagchi, 2018, "A Tale of Two Cities: An Examination of Medallion Prices in New York and Chicago," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 53, issue 2, pages 295-319, September, DOI: 10.1007/s11151-018-9612-5.
• Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018, "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 33-66, January, DOI: 10.1007/s11156-017-0622-4.
• Shuxing Yin & Khelifa Mazouz & Abdelhafid Benamraoui & Brahim Saadouni, 2018, "Stock price reaction to profit warnings: the role of time-varying betas," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 67-93, January, DOI: 10.1007/s11156-017-0623-3.
• Thanos Verousis & Pietro Perotti & Georgios Sermpinis, 2018, "One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 353-392, February, DOI: 10.1007/s11156-017-0632-2.
• Jullavut Kittiakarasakun & Lalatendu Misra & Sinan Yildirim, 2018, "An analysis of closed-end funds discounts viewed from a lack of redemption perspective," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 415-440, February, DOI: 10.1007/s11156-017-0634-0.
• Nan Hu & Ling Liu & Lu Zhu, 2018, "Credit default swap spreads and annual report readability," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 591-621, February, DOI: 10.1007/s11156-017-0639-8.
• Florian Kiesel & Sascha Kolaric, 2018, "Measuring the effect of watch-preceded and direct rating changes: a note on credit markets," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 653-672, February, DOI: 10.1007/s11156-017-0641-1.
• Wenjing Ouyang & Samuel H. Szewczyk, 2018, "Stock price informativeness on the sensitivity of strategic M&A investment to Q," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 745-774, April, DOI: 10.1007/s11156-017-0645-x.
• Jorida Papakroni, 2018, "The dispersion anomaly and analyst recommendations," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 861-896, April, DOI: 10.1007/s11156-017-0649-6.
• Dimitrios Koutmos & Konstantinos Bozos & Dionysia Dionysiou & Neophytos Lambertides, 2018, "The timing of new corporate debt issues and the risk-return tradeoff," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 943-978, May, DOI: 10.1007/s11156-017-0651-z.
• Bikki Jaggi & Alessandra Allini & Riccardo Macchioni & Annamaria Zampella, 2018, "Do investors find carbon information useful? Evidence from Italian firms," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1031-1056, May, DOI: 10.1007/s11156-017-0653-x.
• Marius Popescu & Zhaojin Xu, 2018, "Leading the herd: evidence from mutual funds’ buy and sell decisions," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1131-1146, May, DOI: 10.1007/s11156-017-0656-7.
• Cristhian Mellado-Cid & Surendranath R. Jory & Thanh N. Ngo, 2018, "Real activities manipulation and firm valuation," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1201-1226, May, DOI: 10.1007/s11156-017-0659-4.
• Gregory McKee & Albert Kagan, 2018, "Community bank structure an x-efficiency approach," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 19-41, July, DOI: 10.1007/s11156-017-0662-9.
• Federica Salvadè, 2018, "Is less information better information? Evidence from the credit rating withdrawal," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 139-157, July, DOI: 10.1007/s11156-017-0666-5.
• Bin Wang & Wonseok Choi & Ibrahim Siraj, 2018, "Local investor attention and post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 219-252, July, DOI: 10.1007/s11156-017-0669-2.
• Jason P. Berkowitz & Craig A. Depken, 2018, "A rational asymmetric reaction to news: evidence from English football clubs," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 347-374, August, DOI: 10.1007/s11156-017-0673-6.
• Hardy Johnson & Ansley Chua & Tianming Zhang, 2018, "Odd lot trading and earnings announcements," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 529-551, August, DOI: 10.1007/s11156-017-0679-0.
• Ajit Dayanandan & Han Donker & John Nofsinger, 2018, "Corporate goodness and profit warnings," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 553-573, August, DOI: 10.1007/s11156-017-0680-7.
• Hsiu-Lang Chen, 2018, "Information diffusion of upstream and downstream industry-wide earnings surprises and its implications," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 751-784, October, DOI: 10.1007/s11156-017-0687-0.
• Eero J. Pätäri & Timo H. Leivo & Janne Hulkkonen & J. V. Samuli Honkapuro, 2018, "Enhancement of value investing strategies based on financial statement variables: the German evidence," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 813-845, October, DOI: 10.1007/s11156-017-0689-y.
• Veronika Vinogradova, 2018, "Value creation through external growth strategy: the architecture of successful performance," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 847-882, October, DOI: 10.1007/s11156-017-0690-5.
• Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018, "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, volume 50, issue 4, pages 402-424, DOI: 10.1016/j.bar.2017.11.003.
• Alhadab, Mohammad & Clacher, Iain, 2018, "The impact of audit quality on real and accrual earnings management around IPOs," The British Accounting Review, Elsevier, volume 50, issue 4, pages 442-461, DOI: 10.1016/j.bar.2017.12.003.
• Casalin, Fabrizio, 2018, "Determinants of holiday effects in mainland Chinese and Hong-Kong markets," China Economic Review, Elsevier, volume 49, issue C, pages 45-67, DOI: 10.1016/j.chieco.2017.12.011.
• Huang, Winifred & Mazouz, Khelifa, 2018, "Excess cash, trading continuity, and liquidity risk," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 275-291, DOI: 10.1016/j.jcorpfin.2017.11.005.
• Yu, Kun & Hagigi, Moshe & Stewart, Scott D., 2018, "Income smoothing may result in increased perceived riskiness: Evidence from bid-ask spreads around loss announcements," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 442-459, DOI: 10.1016/j.jcorpfin.2017.11.007.
• Ben-Nasr, Hamdi & Ghouma, Hatem, 2018, "Employee welfare and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 700-725, DOI: 10.1016/j.jcorpfin.2017.12.007.
• Bedendo, Mascia & Siming, Linus, 2018, "The mitigating effect of bank financing on shareholder value and firm policies following rating downgrades," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 94-108, DOI: 10.1016/j.jcorpfin.2017.10.019.
• Liu, Tingting & Mulherin, J. Harold, 2018, "How has takeover competition changed over time?," Journal of Corporate Finance, Elsevier, volume 49, issue C, pages 104-119, DOI: 10.1016/j.jcorpfin.2018.01.005.
• Li, Yuanpeng & Sun, Qian & Tian, Shu, 2018, "The impact of IPO approval on the price of existing stocks: Evidence from China," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 109-127, DOI: 10.1016/j.jcorpfin.2018.03.002.
• Deng, Baijun & Li, Zhongfei & Li, Yong, 2018, "Foreign institutional ownership and liquidity commonality around the world," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 20-49, DOI: 10.1016/j.jcorpfin.2018.04.005.
• Hu, Gang & Jo, Koren M. & Wang, Yi Alex & Xie, Jing, 2018, "Institutional trading and Abel Noser data," Journal of Corporate Finance, Elsevier, volume 52, issue C, pages 143-167, DOI: 10.1016/j.jcorpfin.2018.08.005.
• Liu, Qi & Sun, Bo, 2018, "Managerial manipulation, corporate governance, and limited market participation," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 98-117, DOI: 10.1016/j.jedc.2017.12.004.
• He, Xue-Zhong & Li, Kai & Li, Youwei, 2018, "Asset allocation with time series momentum and reversal," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 441-457, DOI: 10.1016/j.jedc.2018.02.004.
• Chen, Xiao & Huang, Bihong & Ye, Dezhu, 2018, "The role of punctuation in P2P lending: Evidence from China," Economic Modelling, Elsevier, volume 68, issue C, pages 634-643, DOI: 10.1016/j.econmod.2017.05.007.
• Shen, Dehua & Li, Xiao & Zhang, Wei, 2018, "Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis," Economic Modelling, Elsevier, volume 69, issue C, pages 127-133, DOI: 10.1016/j.econmod.2017.09.012.
• Zhang, Wei & Wang, Guanying & Wang, Xingchun & Xiong, Xiong & Lei, Xuan, 2018, "Profitability of reversal strategies: A modified version of the Carhart model in China," Economic Modelling, Elsevier, volume 69, issue C, pages 26-37, DOI: 10.1016/j.econmod.2017.09.003.
• Aouadi, Amal & Arouri, Mohamed & Roubaud, David, 2018, "Information demand and stock market liquidity: International evidence," Economic Modelling, Elsevier, volume 70, issue C, pages 194-202, DOI: 10.1016/j.econmod.2017.11.005.
• Staglianò, Raffaele & La Rocca, Maurizio & Gerace, Dionigi, 2018, "The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market," Economic Modelling, Elsevier, volume 70, issue C, pages 203-214, DOI: 10.1016/j.econmod.2017.11.004.
• Mi, Lin & Benson, Karen & Faff, Robert, 2018, "A specialised volatility index for the new GICS sector - Real estate," Economic Modelling, Elsevier, volume 70, issue C, pages 438-446, DOI: 10.1016/j.econmod.2017.08.025.
• Marinescu, Ion-Iulian & Horobet, Alexandra & Lupu, Radu, 2018, "Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy," Economic Modelling, Elsevier, volume 70, issue C, pages 56-66, DOI: 10.1016/j.econmod.2017.10.009.
• Jebabli, Ikram & Roubaud, David, 2018, "Time-varying efficiency in food and energy markets: Evidence and implications," Economic Modelling, Elsevier, volume 70, issue C, pages 97-114, DOI: 10.1016/j.econmod.2017.10.013.
• Jaballah, Jamil & Peillex, Jonathan & Weill, Laurent, 2018, "Is Being Sharia compliant worth it?," Economic Modelling, Elsevier, volume 72, issue C, pages 353-362, DOI: 10.1016/j.econmod.2018.02.011.
• Pham, Huy Nguyen Anh & Ramiah, Vikash & Moosa, Nisreen & Huynh, Tam & Pham, Nhi, 2018, "The financial effects of Trumpism," Economic Modelling, Elsevier, volume 74, issue C, pages 264-274, DOI: 10.1016/j.econmod.2018.05.020.
• Degenhardt, Thomas & Auer, Benjamin R., 2018, "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 169-205, DOI: 10.1016/j.najef.2017.09.003.
• Gupta, Rangan & Yoon, Seong-Min, 2018, "OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 206-214, DOI: 10.1016/j.najef.2018.02.010.
• Ji, Qiang & Marfatia, Hardik & Gupta, Rangan, 2018, "Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 103-113, DOI: 10.1016/j.najef.2018.04.002.
• Draper, Paul & Duboisée de Ricquebourg, Alan & Clacher, Iain, 2018, "Auctions, market efficiency, and the trade in second-hand and antique silver," Economics Letters, Elsevier, volume 162, issue C, pages 45-48, DOI: 10.1016/j.econlet.2017.10.022.
• Wang, Qiyu & Chong, Terence Tai-Leung, 2018, "Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes," Economics Letters, Elsevier, volume 163, issue C, pages 167-171, DOI: 10.1016/j.econlet.2017.12.009.
• Kim, Daniel S. & Li, Yun & Tarzia, Domenico, 2018, "Value of corruption in China: Evidence from anti-corruption investigation," Economics Letters, Elsevier, volume 164, issue C, pages 112-116, DOI: 10.1016/j.econlet.2018.01.021.
• Brauneis, Alexander & Mestel, Roland, 2018, "Price discovery of cryptocurrencies: Bitcoin and beyond," Economics Letters, Elsevier, volume 165, issue C, pages 58-61, DOI: 10.1016/j.econlet.2018.02.001.
• Urquhart, Andrew, 2018, "What causes the attention of Bitcoin?," Economics Letters, Elsevier, volume 166, issue C, pages 40-44, DOI: 10.1016/j.econlet.2018.02.017.
• Berninger, Marc & Kiesel, Florian & Schiereck, Dirk, 2018, "When your regulator becomes your new neighbor: Bank regulation and the relocation of EBA and EMA," Economics Letters, Elsevier, volume 167, issue C, pages 108-111, DOI: 10.1016/j.econlet.2018.03.023.