Research classified by Journal of Economic Literature (JEL) codes

2019

• Damià Rey Miró & Pedro V. Piffaut, 2019, "Índice de Calidad Financiera (iCF)," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 42, issue 119, pages 189-206, Mayo.
• Jinghan Cai & Chiu Yu Ko & Yuming Li & Le Xia, 2019, "Hide and Seek: Uninformed Traders and the Short-sales Constraints," Annals of Economics and Finance, Society for AEF, volume 20, issue 1, pages 319-356, May.
• Andrey Kudryavtsev, 2019, "Holiday Effect on Large Stock Price Changes," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 633-660, November.
• Zhaobo Zhu & Xinrui Duan & Jun Tu, 2019, "The Trend in Short Selling and the Cross Section of Stock Returns," Annals of Economics and Finance, Society for AEF, volume 20, issue 2, pages 565-586, November.
• Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019, "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 1, pages 449-479, February.
• Smajlbegovic, Esad, 2019, "Regional Economic Activity and Stock Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 3, pages 1051-1082, June.
• Brogaard, Jonathan & Garriott, Corey, 2019, "High-Frequency Trading Competition," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 54, issue 4, pages 1469-1497, August.
• Yamamoto, Ryuichi, 2019, "Dynamic Predictor Selection And Order Splitting In A Limit Order Market," Macroeconomic Dynamics, Cambridge University Press, volume 23, issue 5, pages 1757-1792, July.
• Indars, Edgars Rihards & Savin, Aliaksei & Lublóy, Ágnes, 2019, "Herding behaviour in an emerging market: Evidence from the Moscow Exchange," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2019/01, Jan.
• Bachar FAKHRY, 2019, "Did Brexit change the behaviour of the UK’s financial markets?," Journal of Economics and Political Economy, EconSciences Journals, volume 6, issue 2, pages 98-121, June.
• Aditya JHUNJHUNWALA & Tamal D. CHAUDHURI & Gulshan K. BHAMRAH, 2019, "Value creation by Indian companies: A comparative study over two time periods," Turkish Economic Review, EconSciences Journals, volume 6, issue 1, pages 44-61, January.
• Tamal Datta CHAUDHURI & Gulshan Kaur BHAMRAH, 2019, "Can portfolio returns exceed market return? An examination of the efficient market hypothesis for the Indian stock market," Journal of Economics Library, EconSciences Journals, volume 6, issue 3, pages 159-167, September.
• Dany R. DOMBOU T. & Achille TANGA T., 2019, "SOE’s vs private enterprises and the efficient management of credit risk in CEMAC," Journal of Economics Bibliography, EconSciences Journals, volume 6, issue 3, pages 273-287, September.
• Karim Jamal & Michael Maier & Shyam Sunder, 2019, "Aggregation of Diverse Information with Double Auction Trading among Minimally-Intelligent Algorithmic Agents," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2182, Jun.
• Анелия Пенева, 2019, "Анализ На Взаимовръзките Между Капиталовите И Валутните Пазари," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 15, issue 15 Year 2, pages 29-50.
• Стефан Симеонов & Теодор Тодоров & Даниел Николаев, 2019, "Развитие На Честотния Анализ На Променливостта В Модел За Прогнозиране Тренда На Финансовите Пазари И Сравнителна Емпирична Оценка С Техническия Анализ," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 37-70.
• Mondher Bouattour & Isabelle Martinez, 2019, "Hypothèse d'efficience des marchés : une étude expérimentale avec incertitude et asymétrie d’information," Revue Finance Contrôle Stratégie, revues.org, volume 22, issue 4, pages 1-26, december.
• Mondher Bouattour & Isabelle Martinez, 2019, "Efficient market hypothesis: an experimental study with uncertainty and asymmetric information," Revue Finance Contrôle Stratégie, revues.org, volume 22, issue 4, pages 27-51, december.
• Tomaso Duso & Martin Gornig & Alexander S. Kritikos & Malte Rieth & Axel Werwatz, 2019, "Competitiveness and Convergence: Trade, Merger Control, Industry, and Innovation: Reports," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 9, issue 16/17/18, pages 140-147.
• Tomaso Duso & Martin Gornig & Alexander Kritikos & Malte Rieth & Axel Werwatz, 2019, "Wettbewerbsfähigkeit und Konvergenz: Handel, Fusionskontrolle, Industrie, Innovationen: Berichte," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 86, issue 18, pages 302-309.
• Julia Bluszcz & Marica Valente, 2019, "The War in Europe: Economic Costs of the Ukrainian Conflict," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1804.
• Schmidt, Daniel, 2019, "Stock Market Rumors and Credibility," HEC Research Papers Series, HEC Paris, number 1331, Feb.
• Durand, Rodolphe & Paugam, Luc & Stolowy, Hervé, 2019, "Do Investors Actually Value Sustainability Indices? Replication, Development, and New Evidence on CSR Visibility," HEC Research Papers Series, HEC Paris, number 1335, Apr.
• Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe, 2019, "Measuring euro area monetary policy," Working Paper Series, European Central Bank, number 2281, May.
• Breckenfelder, Johannes, 2019, "Competition among high-frequency traders, and market quality," Working Paper Series, European Central Bank, number 2290, Jun.
• Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019, "Fast trading and the virtue of entropy: evidence from the foreign exchange market," Working Paper Series, European Central Bank, number 2300, Jul.
• Jung, Alexander & Uhlig, Harald, 2019, "Monetary policy shocks and the health of banks," Working Paper Series, European Central Bank, number 2303, Jul.
• Pablos Nuevo, Irene, 2019, "Has the new bail-in framework increased the yield spread between subordinated and senior bonds?," Working Paper Series, European Central Bank, number 2317, Sep.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi & Stulz, Rene M., 2019, "Are Analyst Trade Ideas Valuable?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-15, Jul.
• Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2019, "Security Analysis: An Investment Perspective," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-16, Jul.
• Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-24, Oct.
• Bai, Hang & Li, Erica X. N. & Xue, Chen & Zhang, Lu, 2019, "Does Costly Reversibility Matter for U.S. Public Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-25, Oct.
• Zhang, Lu, 2019, "Q-factors and Investment CAPM," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-30, Dec.
• Duffie, Darrell & Antill, Samuel, 2018, "Augmenting Markets with Mechanisms," Research Papers, Stanford University, Graduate School of Business, number 3623, May.
• Larcker, David F. & Watts, Edward M., 2019, "Where's the Greenium?," Research Papers, Stanford University, Graduate School of Business, number 3766, Feb.
• Fatma Ben Moussa & Mariem Talbi, 2019, "Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 3, pages 48-64.
• Rama Krishna Yelamanchili, 2019, "Impact of Consumer Sentiment on Defensive and Aggressive Stock Returns: Indian Evidence," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 4, pages 109-114.
• Nidhi Malhotra & Saumya Gupta, 2019, "Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market," International Journal of Economics and Financial Issues, Econjournals, volume 9, issue 6, pages 208-215.
• Antonio Jose Garzon Gordon & Luis Angel Hierro Recio, 2019, "External Effects of the War in Ukraine: The Impact on the Price of Oil in the Short-term," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 2, pages 267-276.
• Chinnadurai Kathiravan & Murugesan Selvam & Balasundram Maniam & Sankaran Venkateswar, 2019, "Relationship between Crude Oil Price Changes and Airlines Stock Price: The Case of Indian Aviation Industry," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 5, pages 7-13.
• Edgardo Cayon & Natalia Andrea Garzon & Juan Sebastian Perez, 2019, "The Effects of Global, Regional, and Local Macroeconomic Events on the Price of the Colombian Castilla Blend," International Journal of Energy Economics and Policy, Econjournals, volume 9, issue 6, pages 118-123.
• 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.
• Szabó, Zsolt, 2019, "Elbátortalanodott hiteligénylők a vállalati szektorban
  [Discouraged borrowers in the corporate sector]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1145-1186, DOI: 10.18414/KSZ.2019.11.1145.
• Katsuhiro Oshima, 2019, "Subjective Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1012, Nov.
• Katsuhiro Oshima, 2019, "Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1013, Nov.
• Stephen G. Hall & Heather D. Gibson & Pavlos Petroulas & George S. Tavlas, 2019, "The Effect of Emergency Liquidity Assistance (ELA) on Bank Lending during the Euro Area Crisis," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/01, Jan.
• Nusrat Fatema, 2019, "Women Empowerment or Gender Equality: Which One Should Come First for Augmenting Satisfaction and Performance of Female Employees: A study on the Ready-made Garment Sector of Bangladesh," International Journal of Business and Social Research, LAR Center Press, volume 9, issue 1, pages 08-21, January.
• Bernd Hayo & Kai Henseler & Marc Steffen Rapp, 2019, "Estimating the monetary policy interest-rate-to-performance sensitivity of the European banking sector at the zero lower bound," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201902.
• Bernd Hayo & Kai Henseler & Marc Steffen Rapp & Johannes Zahner, 2020, "Complexity of ECB Communication and Financial Market Trading," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201919.
• Imane El Ouadghiri & Khaled Guesmi & Jonathan Peillex & Andreas Ziegler, 2019, "Public attention to environmental issues and stock market returns," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 201922.
• Akmalia M. Ariff & Khairul Anuar Kamarudin, 2019, "Institutional Quality, Tax Avoidance, and Analysts' Forecast: International Evidence," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 15-35.
• Oi-Ping Chong & A.N. Bany-Ariffin & Annuar Md Nassir & Junaina Muhammad, 2019, "An Empirical Study of Herding Behaviour in China’s A-Share and B-Share Markets: Evidence of Bidirectional Herding Activities," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 37-57.
• Nor Elliany Hawa Ibrahim & Kamarun Nisham Taufil Mohd & Karren Lee-Hwei Khaw, 2019, "Effect of Standardization of Trading Board Lot on Abnormal Liquidity in Malaysian Stock Market," Capital Markets Review, Malaysian Finance Association, volume 27, issue 2, pages 89-102.
• Kira Muratov-Szabó & Kata Váradi, 2019, "The Impact of Adverse Selection on Stock Exchange Specialists’ Price Quotation Strategy," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 18, issue 1, pages 88-124.
• Máté Fain & Helena Naffa, 2019, "Performance Measurement of Active Investment Strategies Using Pure Factor Portfolios," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 18, issue 2, pages 52-86.
• Natalya Apopo & Andrew Phiri, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," Working Papers, Department of Economics, Nelson Mandela University, number 1904, Jun, revised Jun 2019.
• Roseline Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2019, "The human capital-economic growth nexus in SSA countries: What can strengthen the relationship?," Working Papers, Department of Economics, Nelson Mandela University, number 1905, Jul, revised Jul 2019.
• Krzysztof Rybinski, 2019, "A machine learning framework for automated analysis of central bank communication and media discourse. The case of Narodowy Bank Polski," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 1, pages 1-20.
• Tomasz Miziołek & Ewa Feder-Sempach, 2019, "Tracking ability of exchange-traded funds. Evidence from Emerging Markets Equity ETFs," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 3, pages 221-248.
• Michał Łukowski, 2019, "The calendar anomalies on Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 6, pages 529-550.
• Carlos Jorge Lenczewski Martins, 2019, "Market and limit orders and their role in the price discovery process," Bank i Kredyt, Narodowy Bank Polski, volume 50, issue 6, pages 551-570.
• Eduardo Dávila & Cecilia Parlatore, 2019, "Volatility and Informativeness," NBER Working Papers, National Bureau of Economic Research, Inc, number 25433, Jan.
• Eduardo Dávila & Cecilia Parlatore, 2019, "Trading Costs and Informational Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 25662, Mar.
• Kelly Shue & Richard R. Townsend, 2019, "Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 25751, Apr.
• Eliezer Fich & Viktoriya Lantushenko & Clemens Sialm, 2019, "Institutional Trading Around M&A Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 25814, May.
• Akshaya Jha & Frank A. Wolak, 2019, "Can Financial Participants Improve Price Discovery and Efficiency in Multi-Settlement Markets with Trading Costs?," NBER Working Papers, National Bureau of Economic Research, Inc, number 25851, May.
• Mara Faccio & Randall Morck & M. Deniz Yavuz, 2019, "Business Groups and the Incorporation of Firm-specific Shocks into Stock Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 25908, May.
• Robert F. Stambaugh, 2019, "Skill and Profit in Active Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 26027, Jun.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019, "Security Analysis: An Investment Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 26060, Jul.
• Justin Birru & Sinan Gokkaya & Xi Liu & René M. Stulz, 2019, "Are Analyst Trade Ideas Valuable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26062, Jul.
• Jeremy Burke & Julian Jamison & Dean Karlan & Kata Mihaly & Jonathan Zinman, 2019, "Credit Building or Credit Crumbling? A Credit Builder Loan’s Effects on Consumer Behavior, Credit Scores and Their Predictive Power," NBER Working Papers, National Bureau of Economic Research, Inc, number 26110, Jul.
• Marco Di Maggio & Mark L. Egan & Francesco Franzoni, 2019, "The Value of Intermediation in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 26147, Aug.
• Zheng Tracy Ke & Bryan T. Kelly & Dacheng Xiu, 2019, "Predicting Returns With Text Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26186, Aug.
• Charles W. Calomiris & Yehuda Izhakian & Jaime F. Zender, 2019, "Underwriter Reputation, Issuer-Underwriter Matching, and SEO Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 26344, Oct.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2019, "An Improved Method to Predict Assignment of Stocks into Russell Indexes," NBER Working Papers, National Bureau of Economic Research, Inc, number 26370, Oct.
• Hang Bai & Erica X.N. Li & Chen Xue & Lu Zhang, 2019, "Firm-level Irreversibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 26372, Oct.
• Lu Zhang, 2019, "Q-factors and Investment CAPM," NBER Working Papers, National Bureau of Economic Research, Inc, number 26538, Dec.
• Ian Martin & Stefan Nagel, 2019, "Market Efficiency in the Age of Big Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 26586, Dec.
• Andrukovich, P., 2019, "The dynamics of stock price during their listing and delisting," Journal of the New Economic Association, New Economic Association, volume 44, issue 4, pages 50-76, DOI: 10.31737/2221-2264-2019-44-4-2.
• Koletsa Eleni, 2019, "International Financial Reporting Standards And The Effect On Banking Profitabiity. A Case Study Of Greek Banks In Bugaria," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 16, issue 1, pages 31-41.
• Elenita Velikova & Stela Dimitrova, 2019, "Good Practices In The Night Tourism – Case Studies From Bulgaria," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 16, issue 2, pages 189-199.
• Harris, Larry & Amato, Andrea, 2019, "Illiquidity and Stock Returns: Cross-Section and Time-Series Effects: A Replication," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 173-202, December, DOI: 10.1561/104.00000058.
• Pontiff, Jeffrey & Singla, Rohit, 2019, "Liquidity Risk?," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 257-276, December, DOI: 10.1561/104.00000075.
• Harvey, Campbell R., 2019, "Editorial: Replication in Financial Economics," Critical Finance Review, now publishers, volume 8, issue 1-2, pages 1-9, December, DOI: 10.1561/104.00000080.
• Kudryavtsev, Andrey, 2019, "Abnormal Trading Volumes around Large Stock Price Moves and Subsequent Price Dynamics," Review of Behavioral Economics, now publishers, volume 6, issue 3, pages 283–311-2, August, DOI: 10.1561/105.00000109.
• Vesela Todorova, 2019, "Is the End of the Dollar as a Reserve Currency Near?," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 107-123, June.
• Dash, M., 2019, "Testing the Random Walk Hypothesis in the Indian Stock Market Using ARIMA Modelling," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 8, issue 2, pages 71-77, May.
• Michael J Fleming & Giang Nguyen, 2019, "Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market," The Review of Asset Pricing Studies, Society for Financial Studies, volume 9, issue 2, pages 256-295.
• Andra C Ghent & Walter N Torous & Rossen I Valkanov, 2019, "Complexity in Structured Finance," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 2, pages 694-722.
• Johan Walden, 2019, "Trading, Profits, and Volatility in a Dynamic Information Network Model," The Review of Economic Studies, Review of Economic Studies Ltd, volume 86, issue 5, pages 2248-2283.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019, "Which Factors?," Review of Finance, European Finance Association, volume 23, issue 1, pages 1-35.
• Robert Jarrow & Haitao Li & Xiaoxia Ye & May Hu, 2019, "Exploring Mispricing in the Term Structure of CDS Spreads," Review of Finance, European Finance Association, volume 23, issue 1, pages 161-198.
• Dongmin Kong & Chen Lin & Shasha Liu, 2019, "Does Information Acquisition Alleviate Market Anomalies? Categorization Bias in Stock Splits," Review of Finance, European Finance Association, volume 23, issue 1, pages 245-277.
• Sudheer Chava & Rohan Ganduri & Chayawat Ornthanalai, 2019, "Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?," Review of Finance, European Finance Association, volume 23, issue 3, pages 471-511.
• Quan Wen, 2019, "Asset Growth and Stock Market Returns: A Time-Series Analysis," Review of Finance, European Finance Association, volume 23, issue 3, pages 599-628.
• Martin C Schmalz & Sergey Zhuk, 2019, "Revealing Downturns," The Review of Financial Studies, Society for Financial Studies, volume 32, issue 1, pages 338-373.
• Adriana Ștefan (Matei), 2019, "Development of Romanian Balneo Tourism," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 316-320, August.
• Ernest N. Biktimirov & Yuanbin Xu, 2019, "Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 2, pages 134-145, March, DOI: 10.1057/s41260-019-00108-6.
• Niall O’Sullivan & Sheng Zhu & Jason Foran, 2019, "Sentiment versus liquidity pricing effects in the cross-section of UK stock returns," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 4, pages 317-329, July, DOI: 10.1057/s41260-019-00119-3.
• James S. Ang & Kenneth J. Hunsader & Shaojun Zhang, 2019, "Order dynamics during the flash crash," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 5, pages 365-383, September, DOI: 10.1057/s41260-019-00129-1.
• Wolfgang Drobetz & Rebekka Haller & Christian Jasperneite & Tizian Otto, 2019, "Predictability and the cross section of expected returns: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 508-533, December, DOI: 10.1057/s41260-019-00138-0.
• Saker Sabkha & Christian Peretti & Dorra Hmaied, 2019, "On the informational market efficiency of the worldwide sovereign credit default swaps," Journal of Asset Management, Palgrave Macmillan, volume 20, issue 7, pages 581-608, December, DOI: 10.1057/s41260-019-00142-4.
• Xian Gu & Iftekhar Hasan & Haitian Lu, 2019, "Corporate Misconduct and the Cost of Private Debt: Evidence from China," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 61, issue 3, pages 443-463, September, DOI: 10.1057/s41294-019-00099-8.
• Yi Huang & Jianjun Miao & Pengfei Wang, 2019, "Saving China’s Stock Market?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 67, issue 2, pages 349-394, June, DOI: 10.1057/s41308-019-00079-z.
• Young Eun Kim & Norman V. Loayza, 2019, "Productivity Growth: Patterns and Determinants across the World," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 42, issue 84, pages 36-93.
• Benjamin Hippert, 2019, "The relationship between announcements of complete mergers and acquisitions and acquirers' abnormal CDS spread changes," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 52, Aug.
• Rácz, Dávid Andor & Huszár, Gergely, 2019, "The Effects of Earnings Surprises in Quarterly Reports on S&P 500 Components," Public Finance Quarterly, Corvinus University of Budapest, volume 64, issue 2, pages 239-259.
• Abdul Rashid & Saba Kausar, 2019, "Testing the Monthly Calendar Anomaly of Stock Returns in Pakistan: A Stochastic Dominance Approach," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 58, issue 1, pages 83-104.
• Adegboro, Opeyemi Oluwole & Orekoya, Samuel & Adekunle, Wasiu, 2019, "An Assessment of the Stability and Diversity of the Nigerian Financial Service Sector," MPRA Paper, University Library of Munich, Germany, number 100995, Nov.
• Okotori, Tonprebofa & Ayunku, Peter, 2019, "An empirical investigation on efficient market test for the Nigerian stock exchange (NSE)," MPRA Paper, University Library of Munich, Germany, number 110516, Dec.
• Basistha, Arabinda & Kurov, Alexander & Wolfe, Marketa Halova, 2019, "Volatility Forecasting: The Role of Internet Search Activity and Implied Volatility," MPRA Paper, University Library of Munich, Germany, number 111037.
• Chowdhury, Ashiqul Haq & Priyo, Asad Karim Khan, 2019, "How Do Bangladeshi Investors Take Decisions? An Ethnographic Decision Tree Model of Stock Selection," MPRA Paper, University Library of Munich, Germany, number 118105, Oct.
• Chong, Terence Tai Leung & Wu, Zhang & Liu, Yuchen, 2019, "Market Reaction to iPhone Rumors," MPRA Paper, University Library of Munich, Germany, number 92014, Jan.
• Chong, Terence Tai Leung & Kwok, Stanley, 2019, "The Impact of Shanghai-Hong Kong Stock Connect on the Effectiveness of Price Limits in the Chinese Stock Market," MPRA Paper, University Library of Munich, Germany, number 92185, Feb.
• SECK, Massamba Souleymane, 2019, "Complémentarité Banque islamique du Sénégal/institutions de microfinance : un modèle de financement inclusif et durable des PME sénégalaises
  [Complementarity Islamic Bank of Senegal/microfinance institutions: an inclusive and sustainable financing," MPRA Paper, University Library of Munich, Germany, number 92190, Feb.
• Phungo, Muka & Bonga-Bonga, Lumengo, 2019, "An analysis of the unbiased forward rate hypothesis in developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 92222.
• Karpouzis, Efstathios & Bouras, Chris & Kanas, Angelos, 2019, "Hedge fund activism, voice, and value creation," MPRA Paper, University Library of Munich, Germany, number 92576, Mar.
• Pirnar, Ige & Kurtural, Sinem & Tutuncuoglu, Melih, 2019, "Festivals and destination marketing: An application from Izmir City," MPRA Paper, University Library of Munich, Germany, number 93520, Apr.
• Abramova, Inna & Core, John & Sutherland, Andrew, 2019, "Institutional Investor Attention and Firm Disclosure," MPRA Paper, University Library of Munich, Germany, number 93665, Apr.
• Ojo, Marianne, 2019, "Avoiding a “No Deal” Scenario: Free Trade Agreements, Citizenship and Economic Rights," MPRA Paper, University Library of Munich, Germany, number 93812, May.
• Chami, Maximilian & Kaminyoge, Gabriel, 2019, "Closed House of Wonders museum: Implications to the tourism of Zanzibar Stone Town, UNESCO World Heritage Site," MPRA Paper, University Library of Munich, Germany, number 93887, Apr.
• Gunawan, Andrew, 2019, "Pengaruh Kinerja Keuangan Terhadap Kualitas Informasi Internet Financial Reporting Dengan Kepemilikan Saham Publik Sebagai Variabel Moderasi
  [The Effect Of Financial Performance On Quality Of Internet Financial Reporting Information With Public Sh," MPRA Paper, University Library of Munich, Germany, number 93960, Mar, revised 13 Feb 2019.
• Fitri Amalia, Rizki, 2019, "Analisis Perbandingan Financial Distresspada Perusahaan Konstruksi Di Bursa Efek Indonesia Tahun 2014 –2018
  [Comparative Analysis Of Financial Distress In Construction Companies In Indonesia Stock Exchange In 2014 –2018]," MPRA Paper, University Library of Munich, Germany, number 93962, Mar, revised 03 Feb 2019.
• suhardi, suhardi & Afrizal, Afrizal, 2019, "Bagaimanapecking-Order Theory Menjelaskan Struktur Permodalan Bank Di Indonesia?
  [How Does The Pecking-Order Theory Explain The Bank'S Capital Structure In Indonesia?]," MPRA Paper, University Library of Munich, Germany, number 93963, Mar, revised 14 Jan 2019.
• Bonga, Wellington Garikai, 2019, "Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 94201, May.
• Apopo, Natalay & Phiri, Andrew, 2019, "On the (in)efficiency of cryptocurrencies: Have they taken daily or weekly random walks?," MPRA Paper, University Library of Munich, Germany, number 94712, Jun.
• Dumitriu, Ramona & Stefanescu, Răzvan, 2019, "The extended Friday the 13th Effect in the US stock returns," MPRA Paper, University Library of Munich, Germany, number 95296, Jul, revised 22 Jul 2019.
• Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2019, "Market concentration and bank M&As: Evidence from the European sovereign debt crisis," MPRA Paper, University Library of Munich, Germany, number 95739, Aug.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019, "Overnight Momentum, Informational Shocks, and Late-Informed Trading in China," MPRA Paper, University Library of Munich, Germany, number 96784, Sep.
• Pincheira, Pablo & Hardy, Nicolás, 2019, "Forecasting Aluminum Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 97005, Nov.
• Muteba Mwamba, John Weirstrass & Tchuinkam Djemo, Charles Raoul, 2019, "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," MPRA Paper, University Library of Munich, Germany, number 97338, Dec.
• Barbosa, António, 2019, "Optimal Learning, Overvaluation and Overinvestment," MPRA Paper, University Library of Munich, Germany, number 97411, Sep.
• Barbosa, António, 2019, "The Role of Information in the Discrepancy Between Average Prices and Expectations," MPRA Paper, University Library of Munich, Germany, number 97416, Dec.
• Correia, Ricardo & Barbosa, António, 2019, "Can Post-Earnings Announcement Drift and Momentum Explain Reversal?," MPRA Paper, University Library of Munich, Germany, number 97458, Nov.
• Naape, Baneng, 2019, "An Analysis of the 2008 Global Financial Crisis: Was Quantitative Easing Appropriate?," MPRA Paper, University Library of Munich, Germany, number 97816, Dec.
• Andriansyah, Andriansyah & Messinis, George, 2019, "Stock Prices, Exchange Rates and Portfolio Equity Flows: A Toda-Yamamoto Panel Causality Test," MPRA Paper, University Library of Munich, Germany, number 97992, Feb.
• Benjamin, Oluwasegun Olawale & Fatile, John Ojo, 2019, "Structural Analysis of the Effect of Exchange Rate Movement on Stock Market Performance in Nigeria," MPRA Paper, University Library of Munich, Germany, number 98329, Feb, revised 19 Nov 2019.
• Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2019, "Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201916, Feb.
• Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2019, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 201956, Jul.
• Milan Fičura, 2019, "Profitability of Trading in the Direction of Asset Price Jumps - Analysis of Multiple Assets and Frequencies," Prague Economic Papers, Prague University of Economics and Business, volume 2019, issue 4, pages 385-401, DOI: 10.18267/j.pep.703.
• Milan Fičura, 2019, "Forecasting Foreign Exchange Rate Movements with k-Nearest-Neighbour, Ridge Regression and Feed-Forward Neural Networks," FFA Working Papers, Prague University of Economics and Business, number 1.001, Nov, revised 24 Nov 2019.
• Eurico Ferreira, 2019, "ECB, BoE and Fed Monetary-Policy announcements: price and volume effects on European securities markets," Working Papers, Banco de Portugal, Economics and Research Department, number w201914.
• Marc Goergen & Dimitrios Gounopoulos & Panagiotis Koutroumpis, 2019, "Do Multiple Credit Ratings Reduce Money Left on the Table? Evidence from US. IPOs," Working Papers, Queen Mary University of London, School of Economics and Finance, number 884, Mar.
• Guy Elaad & J. James Reade & Carl Singleton, 2019, "Information, prices and efficiency in an online betting market," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-10, Apr.
• J. James Reade & Carl Singleton & Alasdair Brown, 2019, "Evaluating Strange Forecasts: The Curious Case of Football Match Scorelines," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-18, Jun, revised 01 Aug 2020.
• Giovanni Angelini & Luca De Angelis & Carl Singleton, 2019, "Informational efficiency and behaviour within in-play prediction markets," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2019-20, Dec, revised 01 Apr 2021.
• Gene Ambrocio, 2019, "Code and data files for "Rational exuberance booms"," Computer Codes, Review of Economic Dynamics, number 18-163, revised .
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019, "Code and data files for "Asset Issuance in Over-the-Counter Markets"," Computer Codes, Review of Economic Dynamics, number 18-275, revised .
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019, "Asset Issuance in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 4-29, July, DOI: 10.1016/j.red.2019.04.003.
• William Fuchs & Andrzej Skrzypacz, 2019, "Costs and benefits of dynamic trading in a lemons market," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 105-127, July, DOI: 10.1016/j.red.2019.03.002.
• Robert Shimer & Ivan Werning, 2019, "Efficiency and information transmission in bilateral trading," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 33, pages 154-176, July, DOI: 10.1016/j.red.2019.02.004.
• Peter Kondor & Gabor Pinter, 2019, "Private Information and Client Connections in Government Bond Markets," 2019 Meeting Papers, Society for Economic Dynamics, number 126.
• Ana Babus & Maryam farboodi, 2019, "The Hidden Costs of Strategic Opacity," 2019 Meeting Papers, Society for Economic Dynamics, number 1508.
• Ester Faia & Vincenzo Pezone, 2019, "Monetary Policy and the Cost of Wage Rigidity: Evidence from the Stock Market," 2019 Meeting Papers, Society for Economic Dynamics, number 278.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019, "An Information-based Theory of Financial Intermediation," 2019 Meeting Papers, Society for Economic Dynamics, number 403.
• Siva Kiran & Prabhakar Rao.R, 2019, "Analysis of Stock Market Efficiency in Emerging Markets: Evidence from BRICS," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 22, issue 72, pages 60-77, June.
• Aleesha Mohamudally-Boolaky & Teemulsingh Luchowa & Kesseven Padachi, 2019, "Applying the Support Vector Machine for Testing Pricing Inefficiency on the Stock Exchange of Mauritius," Applied Economics and Finance, Redfame publishing, volume 6, issue 5, pages 177-192, September.
• Rados³aw Pastusiak & Jakub Keller, 2019, "Determinants of occurrence of excessive optimism among analysts of the Warsaw Stock Exchange," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 1, pages 259-275.
• Mile Bošnjak & Ivan Novak & Maja Bašiæ, 2019, "Persistence of shocks in CDS returns on Croatian bonds: Quantile autoregression approach," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 37, issue 2, pages 759-775.
• Chamil W Senarathne, 2019, "The Information Flow Interpretation of Margin Debt Value Data: Evidence from New York Stock Exchange," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 26, issue 1, pages 45-70.
• Ali Ulvi Ozgul & Ibrahim Korkmaz Kahraman, 2019, "Short-Term Reaction of BİST Indexes to Shocks: A Macro Analysis," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 1, pages 55-75.
• Saim Kilic, 2019, "Geleceğe Yönelik Değerlendirmelere İlişkin Özel Durum Açıklamalarının Pay Senedi Fiyatları Üzerindeki Etkisi: Borsa İstanbul Örneği (Impact of Forward Looking Disclosures on Stock Prices: Evidence fro," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 833-844.
• Yasemin Deniz Koc & Sibel Celik & Hakan Celikkol, 2019, "The Stock Price Behavior of Participation Index Firms: The Event Study on Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 845-853.
• Helmi Jedidi & Georges Dionne, 2024, "Nonparametric testing for information asymmetry in the mortgage servicing market," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 19-1, Oct.
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• Samet Gunay, 2019, "Impact of Public Information Arrivals on Cryptocurrency Market: A Case of Twitter Posts on Ripple," East Asian Economic Review, Korea Institute for International Economic Policy, volume 23, issue 2, pages 149-168, DOI: 10.11644/KIEP.EAER.2019.23.2.359.
• Salman Ahmed Shaikh, 2019, "Investment Behaviour of Analysts: A Case Study of Pakistan Stock Exchange," Journal of Finance and Accounting Research, University of Management and Technology, Lahore, volume 1, issue 1, pages 52-69.
• Constantin Gurdgiev & Daniel O'Loughlin & BARTOSZ CHLEBOWSKI, 2019, "Behavioral Basis Of Cryptocurrencies Markets : Examining Effects Of Public Sentiment, Fear, And Uncertainty On Price Formation," Journal of Financial Transformation, Capco Institute, volume 49, pages 110-121.
• Laurentiu Dumitru ANDREI & Petre BREZEANU, 2019, "Optimizing the Financial Structure of the State Treasury in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 180-195, June.
• Rangan Gupta & Vasilios Plakandaras, 2019, "Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Journal of Economics and Behavioral Studies, AMH International, volume 11, issue 1, pages 152-165, DOI: 10.22610/jebs.v11i1(J).2756.
• Julia Mortera & A. Philip Dawid, 2019, "Probability Forecasts and Prediction Markets," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0250, Nov.
• Mustafa Disli & Koen Inghelbrecht & Koen Schoors & Hannes Stieperaere, 2019, "Stock Price Anchoring," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/966, Mar.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2019, "Flights To Safety," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 19/968, Mar.
• Donghua Zhou & Yujie Zhao & Philip T Lin & Bin Li & Adrian (Waikong) Cheung, 2019, "Can microblogging information disclosure reduce stock price synchronicity? Evidence from China," Australian Journal of Management, Australian School of Business, volume 44, issue 2, pages 282-305, May, DOI: 10.1177/0312896218796884.
• Chi-Lin Yang & Min-Hsien Chiang & Chien-Wei Chen, 2019, "Financial leverage and competitive strategy of cross-listing firms," Australian Journal of Management, Australian School of Business, volume 44, issue 2, pages 306-324, May, DOI: 10.1177/0312896218792967.
• Ashley Ding, 2019, "Information and volatility linkages across energy and financial markets," Australian Journal of Management, Australian School of Business, volume 44, issue 4, pages 594-613, November, DOI: 10.1177/0312896219862320.