Research classified by Journal of Economic Literature (JEL) codes

2019

• 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.
• Orhun, Eda, 2019, "Voluntary disclosure and market competition: Theory and evidence from the U.S. services sector," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 354-370, DOI: 10.1016/j.ribaf.2018.08.009.
• Othieno, Ferdinand & Biekpe, Nicholas, 2019, "Estimating the conditional equity risk premium in African frontier markets," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 538-551, DOI: 10.1016/j.ribaf.2018.09.015.
• Zaremba, Adam & Okoń, Szymon & Asyngier, Roman & Schroeter, Lucia, 2019, "Reverse splits in international stock markets: Reconciling the evidence on long-term returns," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 552-562, DOI: 10.1016/j.ribaf.2018.10.001.
• Yang, Yunlin & Gebka, Bartosz & Hudson, Robert, 2019, "Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies," Research in International Business and Finance, Elsevier, volume 47, issue C, pages 78-101, DOI: 10.1016/j.ribaf.2018.07.003.
• Kusen, Alex & Rudolf, Markus, 2019, "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, volume 48, issue C, pages 438-463, DOI: 10.1016/j.ribaf.2019.01.013.
• Sakaki, Hamid, 2019, "Oil price shocks and the equity market: Evidence for the S&P 500 sectoral indices," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 137-155, DOI: 10.1016/j.ribaf.2019.03.001.
• Boya, Christophe M., 2019, "From efficient markets to adaptive markets: Evidence from the French stock exchange," Research in International Business and Finance, Elsevier, volume 49, issue C, pages 156-165, DOI: 10.1016/j.ribaf.2019.03.005.
• Swamy, Vighneswara & Dharani, M. & Takeda, Fumiko, 2019, "Investor attention and Google Search Volume Index: Evidence from an emerging market using quantile regression analysis," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 1-17, DOI: 10.1016/j.ribaf.2019.04.010.
• Zhang, Sijia & Gregoriou, Andros, 2019, "The price behavior around initial loan announcements: Evidence from zero-leverage firms in the UK," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 191-200, DOI: 10.1016/j.ribaf.2019.05.004.
• Faff, Robert & Prasadh, Shyaam & Shams, Syed, 2019, "Merger and acquisition research in the Asia-Pacific region: A review of the evidence and future directions," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 267-278, DOI: 10.1016/j.ribaf.2019.06.002.
• Sifat, Imtiaz Mohammad & Mohamad, Azhar & Mohamed Shariff, Mohammad Syazwan Bin, 2019, "Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 306-321, DOI: 10.1016/j.ribaf.2019.06.012.
• Handika, Rangga & Soepriyanto, Gatot & Havidz, Shinta Amalina Hazrati, 2019, "Are cryptocurrencies contagious to Asian financial markets?," Research in International Business and Finance, Elsevier, volume 50, issue C, pages 416-429, DOI: 10.1016/j.ribaf.2019.06.007.
• Qadan, Mahmoud & Zoua’bi, Maher, 2019, "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 82, issue C, DOI: 10.1016/j.socec.2019.101450.
• Martin T. Bohl & Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2019, "Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-42, Jun.
• Kondor, Peter & Pinter, Gabor, 2019, "Private information and client connections in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 100931, Jan.
• Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2019, "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118905, Mar.
• Rahi, Rohit, 2019, "Information acquisition with heterogeneous valuations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118929, Aug.
• Kondor, Peter & Pintér, Gábor, 2019, "Clients' connections," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118933, Jul.
• Bustillo, Inés & Perrotti, Daniel & Velloso, Helvia, 2019, "Sovereign credit ratings in Latin America and the Caribbean: history and impact on bond spreads," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123197, Oct.
• Beaver, William H & Cascino, Stefano & Correia, Maria & McNichols, Maureen F., 2019, "Group affiliation and default prediction," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88139, Aug.
• Shasha Liu, 2018, "Earnings management and institutional investor trading prior to earnings announcements," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 1, pages 22-50, May, DOI: 10.1108/CFRI-01-2018-0010.
• Quanxi Liang & Leng Ling & Jingjing Tang & Haijian Zeng & Mingming Zhuang, 2019, "Managerial overconfidence, firm transparency, and stock price crash risk," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 3, pages 271-296, November, DOI: 10.1108/CFRI-01-2019-0007.
• Miao Luo & Tao Chen & Jun Cai, 2018, "Stock return predictability when growth and accrual measures are negatively correlated," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 3, pages 401-422, December, DOI: 10.1108/CFRI-04-2018-0032.
• Lei Fu & Qian Wang, 2019, "Driving factors of merger momentum in China: empirical evidence from listed companies," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 2, pages 235-253, January, DOI: 10.1108/CFRI-06-2017-0153.
• Xiaohui Hou & Shuo Li, 2019, "The price of official-business collusion," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 1, pages 52-74, March, DOI: 10.1108/CFRI-07-2018-0114.
• Zili Su & Constantinos Alexiou, 2019, "Equity incentive schemes, investor protection and corporate performance," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 3, pages 297-322, November, DOI: 10.1108/CFRI-07-2019-0091.
• Jingqin Zhang & Yong Ye, 2019, "Research on the relationship between institutional investor research meeting and the performance of listed companies," China Finance Review International, Emerald Group Publishing Limited, volume 10, issue 3, pages 347-360, November, DOI: 10.1108/CFRI-12-2018-0151.
• Donglian Ma & Hisashi Tanizaki, 2019, "On the day-of-the-week effects of Bitcoin markets: international evidence," China Finance Review International, Emerald Group Publishing Limited, volume 9, issue 4, pages 455-478, July, DOI: 10.1108/CFRI-12-2018-0158.
• Reyhan Can & Işın Dizdarlar, 2019, "Herd Behavior in the Borsa Istanbul," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Behavioral Finance", DOI: 10.1108/S1569-375920190000101012.
• Aymen Ben Rejeb & Mongi Arfaoui, 2019, "Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 28, issue 3, pages 301-322, February, DOI: 10.1108/EJMBE-08-2018-0088.
• Albert Danso & Theophilus Lartey & Samuel Fosu & Samuel Owusu-Agyei & Moshfique Uddin, 2019, "Leverage and firm investment: the role of information asymmetry and growth," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 27, issue 1, pages 56-73, March, DOI: 10.1108/IJAIM-10-2017-0127.
• Guojin Gong & Yue Li & Ling Zhou, 2019, "Do management earnings forecasts fully reflect information in past earnings changes?," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 27, issue 3, pages 373-406, August, DOI: 10.1108/IJAIM-11-2017-0144.
• Wang Li Wong & Chin Lee & Seow Shin Koong, 2019, "Housing prices in peninsular Malaysia: supported by income, foreign inflow or speculation?," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 12, issue 3, pages 424-441, March, DOI: 10.1108/IJHMA-01-2018-0001.
• Luis Raúl Rodríguez-Reyes & Carlos Omar Trejo-Pech & Mireya Pasillas-Torres, 2019, "Public policy and its effects on Mexico’s housing industry," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 12, issue 2, pages 246-264, February, DOI: 10.1108/IJHMA-09-2018-0072.
• Dinis Daniel Santos & Paulo Gama, 2019, "Timing the market with own stock: an extensive analysis with buying and selling evidence," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 2, pages 141-164, September, DOI: 10.1108/IJMF-05-2019-0194.
• Margarita Kaprielyan & Md Miran Hossain & Charles Armah Danso, 2019, "Mutual fund trading around mergers and fund performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 1-20, June, DOI: 10.1108/IJMF-07-2017-0134.
• Feng Zhan, 2019, "Individualism, synchronized stock price movements, and stock market volatility," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 15, issue 3, pages 371-403, May, DOI: 10.1108/IJMF-10-2018-0305.
• Mouna Abdelhedi & Mouna Boujelbène-Abbes, 2019, "Transmission of shocks between Chinese financial market and oil market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 15, issue 2, pages 262-286, September, DOI: 10.1108/IJOEM-07-2017-0244.
• Rofikoh Rokhim & Irma Octaviani, 2019, "Is there a Ramadhan effect onShariamutual funds? Evidence from Indonesia and Malaysia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 13, issue 1, pages 135-146, December, DOI: 10.1108/IMEFM-04-2019-0147.
• Harit Satt & Sarah Nechbaoui & M. Kabir Hassan & Selma Izadi, 2019, "Ramadan’s impact on the optimism of analysts’ recommendations," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 5, pages 727-742, July, DOI: 10.1108/IMEFM-04-2019-0171.
• Guanming He & Lu Bai & Helen Mengbing Ren, 2019, "Analyst coverage and future stock price crash risk," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 20, issue 1, pages 63-77, April, DOI: 10.1108/JAAR-09-2017-0096.
• Vikas Gupta & Shveta Singh & Surendra S. Yadav, 2019, "Impact of anchor investors on IPO returns during pre-market and aftermarket: evidence from India," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 17, issue 3, pages 351-368, November, DOI: 10.1108/JAMR-07-2019-0131.
• Sijia Zhang & Andros Gregoriou, 2019, "Initial bank loans, zero-leverage firms and stock market liquidity," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 5, pages 1028-1051, August, DOI: 10.1108/JES-05-2018-0190.
• Nemiraja Jadiyappa & Pavana Jyothi & Bhanu Sireesha & Leila Emily Hickman, 2019, "CEO gender, firm performance and agency costs: evidence from India," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 2, pages 482-495, March, DOI: 10.1108/JES-08-2017-0238.
• Andriansyah Andriansyah & George Messinis, 2019, "Stock prices, exchange rates and portfolio equity flows," Journal of Economic Studies, Emerald Group Publishing Limited, volume 46, issue 2, pages 399-421, March, DOI: 10.1108/JES-12-2017-0361.
• Moo Sung Kim & Jagadish Dandu & Perihan Iren, 2019, "The effect of SOX on audit quality," Journal of Financial Crime, Emerald Group Publishing Limited, volume 26, issue 3, pages 897-909, July, DOI: 10.1108/JFC-08-2018-0088.
• Selma Izadi & Abdullah Noman, 2020, "Absence of the weekend effect and industry-style portfolios," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 4, pages 463-475, January, DOI: 10.1108/JFEP-04-2019-0066.
• Peterson K. Ozili, 2019, "Impact of IAS 39 reclassification on income smoothing by European banks," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 17, issue 3, pages 537-553, September, DOI: 10.1108/JFRA-08-2018-0068.
• Mehmet F. Dicle & Kendra Reed, 2019, "Asymmetric return response to expected risk: policy implications," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 27, issue 3, pages 345-356, June, DOI: 10.1108/JFRC-01-2018-0004.
• Christian Eckert & Nadine Gatzert & Alexander Pisula, 2019, "Spillover effects in the European financial services industry from internal fraud events," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 3, pages 249-266, July, DOI: 10.1108/JRF-07-2018-0117.
• Jianan He & Dirk Schiereck, 2019, "Sovereign rating announcements and the integration of African banking markets," Journal of Risk Finance, Emerald Group Publishing Limited, volume 20, issue 5, pages 484-500, November, DOI: 10.1108/JRF-11-2018-0176.
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• Rifki Ismal & Nurul Izzati Septiana, 2019, "Islamic hedging for pilgrimage funds: case of Indonesia," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 11, issue 3, pages 328-341, June, DOI: 10.1108/QRFM-11-2017-0101.
• Guannan Wang & Moshe Hagigi, 2019, "The effect of the need for subsequent seasoned equity offerings on earnings management motivation," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 18, issue 1, pages 25-52, March, DOI: 10.1108/RAF-01-2018-0019.
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• Vadim S. Balashov & Zhanel B. DeVides, 2019, "Can analysts predict breaks in earnings strings?," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 18, issue 4, pages 613-634, October, DOI: 10.1108/RAF-11-2018-0236.
• Ahmed Bouteska & Boutheina Regaieg, 2019, "Earnings forecast revisions and securities prices evolution in the Tunisian stock market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 2, pages 165-187, June, DOI: 10.1108/RBF-03-2018-0025.
• Vítor Fonseca & Luís Pacheco & Júlio Lobão, 2019, "Psychological barriers in the cryptocurrency market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 151-169, August, DOI: 10.1108/RBF-03-2019-0041.
• Vighneswara Swamy & Munusamy Dharani, 2019, "Investor attention using the Google search volume index – impact on stock returns," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 1, pages 56-70, May, DOI: 10.1108/RBF-04-2018-0033.
• Gourishankar S. Hiremath & Hari Venkatesh & Manish Choudhury, 2019, "Sports sentiment and behavior of stock prices: a case of T-20 and IPL cricket matches," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 266-276, August, DOI: 10.1108/RBF-04-2018-0043.
• Josine Uwilingiye & Esin Cakan & Riza Demirer & Rangan Gupta, 2019, "A note on the technology herd: evidence from large institutional investors," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 11, issue 3, pages 294-308, June, DOI: 10.1108/RBF-08-2017-0086.
• Fotini Economou, 2019, "Herding in frontier markets: evidence from the Balkan region," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 2, pages 119-135, August, DOI: 10.1108/RBF-08-2018-0090.
• Linhan Zhang & Qingliang Tang, 2019, "Corporate water management systems and incentives to self-discipline," Sustainability Accounting, Management and Policy Journal, Emerald Group Publishing Limited, volume 10, issue 3, pages 592-616, June, DOI: 10.1108/SAMPJ-09-2018-0258.
• Tobias Brünner, 2019, "Price formation in call auctions with insider information," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 3, pages 408-426, July, DOI: 10.1108/SEF-02-2018-0066.
• Matt Brigida & William R. Pratt, 2019, "High-frequency trading and the weekly natural gas storage report," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 4, pages 547-566, September, DOI: 10.1108/SEF-03-2018-0092.
• Kalugala Vidanalage Aruna Shantha, 2019, "The evolution of herd behavior: Will herding disappear over time?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 4, pages 637-661, September, DOI: 10.1108/SEF-06-2018-0175.
• R. Eki Rahman, 2019, "Understanding Indonesia’s exchange rate behavior," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 2, pages 189-206, June, DOI: 10.1108/SEF-09-2018-0296.
• Corey A. Shank, 2019, "NFL betting market efficiency, divisional rivals, and profitable strategies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 36, issue 4, pages 567-580, September, DOI: 10.1108/SEF-11-2018-0354.
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• Willem THORBECKE, 2019, "Oil Prices and the U.S. Economy: Evidence from the Stock Market," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 19003, Jan.
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• Anna Maria Biscotti & Eugenio D?Amico & Sabato Vinci, 2019, "The effectiveness of intellectual capital disclosure in market assessments of corporate value creation," FINANCIAL REPORTING, FrancoAngeli Editore, volume 2019, issue 1, pages 5-35.
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• Joao Dionísio Monteiro & Ernesto Raúl Ferreira, 2019, "Revisiting Seasonality in Overnight and Daytime Returns in the U.S. Equity Markets: Mean-Variance, Sharpe Ratio and Stochastic Dominance Approaches," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 69, issue 4, pages 384-414, August.
• Michael Mark & Jan Sila & Thomas A. Weber, 2019, "Quantifying Endogeneity of Cryptocurrency Markets," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2019/29, Oct, revised Oct 2019.
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• Yang-Ho Park, 2019, "Information in Yield Spread Trades," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-025, Apr, DOI: 10.17016/FEDS.2019.025.
• Mathias S. Kruttli & Brigitte Roth Tran & Sumudu W. Watugala, 2019, "Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-054, Jul, DOI: 10.17016/FEDS.2019.054.
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2019, "Transparency and Collateral: The Design of CCPs' Loss Allocation Rules," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2019-058, Aug, DOI: 10.17016/FEDS.2019.058.
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