Research classified by Journal of Economic Literature (JEL) codes

2018

• Cheah, Eng-Tuck & Mishra, Tapas & Parhi, Mamata & Zhang, Zhuang, 2018, "Long Memory Interdependency and Inefficiency in Bitcoin Markets," Economics Letters, Elsevier, volume 167, issue C, pages 18-25, DOI: 10.1016/j.econlet.2018.02.010.
• Khuntia, Sashikanta & Pattanayak, J.K., 2018, "Adaptive market hypothesis and evolving predictability of bitcoin," Economics Letters, Elsevier, volume 167, issue C, pages 26-28, DOI: 10.1016/j.econlet.2018.03.005.
• Leaño, Miguel & Pedraza, Alvaro, 2018, "Ownership concentration and market liquidity: Evidence from a natural experiment," Economics Letters, Elsevier, volume 167, issue C, pages 56-59, DOI: 10.1016/j.econlet.2018.02.024.
• Wei, Wang Chun, 2018, "Liquidity and market efficiency in cryptocurrencies," Economics Letters, Elsevier, volume 168, issue C, pages 21-24, DOI: 10.1016/j.econlet.2018.04.003.
• Wang, Wenzhao, 2018, "The mean–variance relation and the role of institutional investor sentiment," Economics Letters, Elsevier, volume 168, issue C, pages 61-64, DOI: 10.1016/j.econlet.2018.04.008.
• Henseler, Kai & Rapp, Marc Steffen, 2018, "Stock market effects of ECB’s Asset Purchase Programmes: Firm-level evidence," Economics Letters, Elsevier, volume 169, issue C, pages 7-10, DOI: 10.1016/j.econlet.2018.04.028.
• Hemmings, Danial & Hodgkinson, Lynn & Wang, Qingwei, 2018, "Heterogeneous effects of the SEC’s Securities Offering Reform," Economics Letters, Elsevier, volume 170, issue C, pages 131-135, DOI: 10.1016/j.econlet.2018.06.013.
• Hamill, Philip A. & Hutchinson, Mark & Nguyen, Quang Minh Nhi & Mulcahy, Mark, 2018, "FDA approval announcements: Attention-grabbing or event-day misspecification?," Economics Letters, Elsevier, volume 170, issue C, pages 171-174, DOI: 10.1016/j.econlet.2018.06.024.
• Dyhrberg, Anne H. & Foley, Sean & Svec, Jiri, 2018, "How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets," Economics Letters, Elsevier, volume 171, issue C, pages 140-143, DOI: 10.1016/j.econlet.2018.07.032.
• Wei, Wang Chun, 2018, "The impact of Tether grants on Bitcoin," Economics Letters, Elsevier, volume 171, issue C, pages 19-22, DOI: 10.1016/j.econlet.2018.07.001.
• Akyildirim, Erdinc & Nguyen, Duc Khuong & Sensoy, Ahmet, 2018, "A tale of two risks in the EMU sovereign debt markets," Economics Letters, Elsevier, volume 172, issue C, pages 102-106, DOI: 10.1016/j.econlet.2018.08.042.
• Baur, Dirk G. & Dimpfl, Thomas, 2018, "Asymmetric volatility in cryptocurrencies," Economics Letters, Elsevier, volume 173, issue C, pages 148-151, DOI: 10.1016/j.econlet.2018.10.008.
• Suhonen, Niko & Saastamoinen, Jani & Kainulainen, Tuomo & Forrest, David, 2018, "Is timing everything in horse betting? Bet amount, timing and bettors’ returns in pari-mutuel wagering markets," Economics Letters, Elsevier, volume 173, issue C, pages 97-99, DOI: 10.1016/j.econlet.2018.09.021.
• Dong, Chaohua & Linton, Oliver, 2018, "Additive nonparametric models with time variable and both stationary and nonstationary regressors," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 212-236, DOI: 10.1016/j.jeconom.2018.05.007.
• Challe, Edouard & Chrétien, Edouard, 2018, "Market microstructure, information aggregation and equilibrium uniqueness in a global game," European Economic Review, Elsevier, volume 102, issue C, pages 82-99, DOI: 10.1016/j.euroecorev.2017.12.004.
• Davies, Ronald B. & Studnicka, Zuzanna, 2018, "The heterogeneous impact of Brexit: Early indications from the FTSE," European Economic Review, Elsevier, volume 110, issue C, pages 1-17, DOI: 10.1016/j.euroecorev.2018.08.003.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Yahyaee, Khamis H., 2018, "Extreme dependence and risk spillovers between oil and Islamic stock markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 42-63, DOI: 10.1016/j.ememar.2017.10.003.
• Zhou, Zhengyi, 2018, "Housing market sentiment and intervention effectiveness: Evidence from China," Emerging Markets Review, Elsevier, volume 35, issue C, pages 91-110, DOI: 10.1016/j.ememar.2017.12.005.
• Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul, 2018, "Limits to arbitrage and the MAX anomaly in advanced emerging markets," Emerging Markets Review, Elsevier, volume 36, issue C, pages 95-109, DOI: 10.1016/j.ememar.2018.03.004.
• Foye, James, 2018, "A comprehensive test of the Fama-French five-factor model in emerging markets," Emerging Markets Review, Elsevier, volume 37, issue C, pages 199-222, DOI: 10.1016/j.ememar.2018.09.002.
• Faria, Gonçalo & Verona, Fabio, 2018, "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 228-242, DOI: 10.1016/j.jempfin.2017.11.009.
• Tu, Anthony H. & Chen, Cathy Yi-Hsuan, 2018, "A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 243-268, DOI: 10.1016/j.jempfin.2017.11.010.
• Dzieliński, Michał & Rieger, Marc Oliver & Talpsepp, Tõnn, 2018, "Asymmetric attention and volatility asymmetry," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 59-67, DOI: 10.1016/j.jempfin.2017.09.010.
• Li, Lin & Tong, Wilson H.S., 2018, "Information uncertainty and target valuation in mergers and acquisitions," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 84-107, DOI: 10.1016/j.jempfin.2017.09.009.
• Wei, Jason, 2018, "Behavioral biases in the corporate bond market," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 34-55, DOI: 10.1016/j.jempfin.2017.12.003.
• Chen, Ren-Raw & Hsieh, Pei-lin & Huang, Jeffrey, 2018, "Crash risk and risk neutral densities," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 162-189, DOI: 10.1016/j.jempfin.2018.03.006.
• Stotz, Olaf, 2018, "A labor news hedge portfolio and the cross-section of expected stock returns," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 123-139, DOI: 10.1016/j.jempfin.2018.06.009.
• Atanasov, Victoria, 2018, "World output gap and global stock returns," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 181-197, DOI: 10.1016/j.jempfin.2018.06.010.
• Schnitzler, Jan, 2018, "S&P 500 inclusions and stock supply," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 341-356, DOI: 10.1016/j.jempfin.2018.07.004.
• Aldrich, Eric M. & Lee, Seung, 2018, "Relative spread and price discovery," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 81-98, DOI: 10.1016/j.jempfin.2018.06.007.
• Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova, 2018, "Relief Rallies after FOMC Announcements as a Resolution of Uncertainty," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2018.08.003.
• Andreou, Panayiotis C. & Cooper, Ilan & de Olalla Lopez, Ignacio Garcia & Louca, Christodoulos, 2018, "Managerial overconfidence and the buyback anomaly," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 142-156, DOI: 10.1016/j.jempfin.2018.09.005.
• Ibikunle, Gbenga, 2018, "Trading places: Price leadership and the competition for order flow," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 178-200, DOI: 10.1016/j.jempfin.2018.09.007.
• Chen, Qinhua & Chi, Yeguang, 2018, "Smart beta, smart money," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 19-38, DOI: 10.1016/j.jempfin.2018.08.002.
• Reyes, Tomas, 2018, "Limited attention and M&A announcements," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 201-222, DOI: 10.1016/j.jempfin.2018.10.001.
• Li, Fengyun & Zhang, Huacheng & Zheng, Dazhi, 2018, "Seasonality in the cross section of stock returns: Advanced markets versus emerging markets," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 263-281, DOI: 10.1016/j.jempfin.2018.11.001.
• Gu, Lifeng & Wang, Yixin & Yao, Wentao & Zhang, Yilin, 2018, "Stock liquidity and corporate diversification: Evidence from China’s split share structure reform," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 57-80, DOI: 10.1016/j.jempfin.2018.09.002.
• Märkle-Huß, Joscha & Feuerriegel, Stefan & Neumann, Dirk, 2018, "Contract durations in the electricity market: Causal impact of 15min trading on the EPEX SPOT market," Energy Economics, Elsevier, volume 69, issue C, pages 367-378, DOI: 10.1016/j.eneco.2017.11.019.
• Sabet, Amir H. & Agha, Mahmoud & Heaney, Richard, 2018, "Value of investment: Evidence from the oil and gas industry," Energy Economics, Elsevier, volume 70, issue C, pages 190-204, DOI: 10.1016/j.eneco.2018.01.006.
• Junttila, Juha & Myllymäki, Valtteri & Raatikainen, Juhani, 2018, "Pricing of electricity futures based on locational price differences: The case of Finland," Energy Economics, Elsevier, volume 71, issue C, pages 222-237, DOI: 10.1016/j.eneco.2018.02.018.
• Lundgren, Amanda Ivarsson & Milicevic, Adriana & Uddin, Gazi Salah & Kang, Sang Hoon, 2018, "Connectedness network and dependence structure mechanism in green investments," Energy Economics, Elsevier, volume 72, issue C, pages 145-153, DOI: 10.1016/j.eneco.2018.04.015.
• López, Raquel, 2018, "The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investments," Energy Economics, Elsevier, volume 72, issue C, pages 356-364, DOI: 10.1016/j.eneco.2018.04.040.
• Proelss, Juliane & Schweizer, Denis & Seiler, Volker, 2018, "Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market," Energy Economics, Elsevier, volume 73, issue C, pages 1-23, DOI: 10.1016/j.eneco.2018.05.004.
• Diaz-Rainey, Ivan & Tulloch, Daniel J., 2018, "Carbon pricing and system linking: Lessons from the New Zealand Emissions Trading Scheme," Energy Economics, Elsevier, volume 73, issue C, pages 66-79, DOI: 10.1016/j.eneco.2018.04.035.
• Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
• Baur, Dirk G. & Dimpfl, Thomas, 2018, "The asymmetric return-volatility relationship of commodity prices," Energy Economics, Elsevier, volume 76, issue C, pages 378-387, DOI: 10.1016/j.eneco.2018.10.022.
• Degiannakis, Stavros & Filis, George, 2018, "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, volume 76, issue C, pages 388-402, DOI: 10.1016/j.eneco.2018.10.026.
• Zhang, Dayong & Wang, Tiantian & Shi, Xunpeng & Liu, Jia, 2018, "Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test," Energy Economics, Elsevier, volume 76, issue C, pages 495-503, DOI: 10.1016/j.eneco.2018.11.001.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, volume 118, issue C, pages 182-198, DOI: 10.1016/j.enpol.2018.03.074.
• Chau, Frankie & Han, Chulwoo & Shi, Shimeng, 2018, "Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 156-169, DOI: 10.1016/j.irfa.2017.11.004.
• Tian, Shu & Wu, Eliza & Wu, Qiongbing, 2018, "Who exacerbates the extreme swings in the Chinese stock market?," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 50-59, DOI: 10.1016/j.irfa.2017.10.009.
• Hsieh, Tsung-Han & Li, Youwei & McKillop, Donal G. & Wu, Yuliang, 2018, "Liquidity skewness in the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 12-18, DOI: 10.1016/j.irfa.2017.12.006.
• Ichev, Riste & Marinč, Matej, 2018, "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 153-166, DOI: 10.1016/j.irfa.2017.12.004.
• Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2018, "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 167-180, DOI: 10.1016/j.irfa.2018.01.008.
• Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018, "Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 208-220, DOI: 10.1016/j.irfa.2018.01.011.
• Farinha, Jorge & Mateus, Cesario & Soares, Nuno, 2018, "Cash holdings and earnings quality: evidence from the Main and Alternative UK markets," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 238-252, DOI: 10.1016/j.irfa.2018.01.012.
• Grobys, Klaus & Heinonen, Jari-Pekka & Kolari, James, 2018, "Return dispersion risk in FX and global equity markets: Does it explain currency momentum?," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 264-280, DOI: 10.1016/j.irfa.2018.01.010.
• Karpavičius, Sigitas & Suchard, Jo-Ann, 2018, "Institutional ownership and the choice of equity issue method," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 73-84, DOI: 10.1016/j.irfa.2017.12.009.
• Hao, Ying & Chou, Robin K. & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2018, "The 52-week high, momentum, and investor sentiment," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 167-183, DOI: 10.1016/j.irfa.2018.01.014.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2018, "Risk perception in financial markets: On the flip side," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 184-206, DOI: 10.1016/j.irfa.2018.03.005.
• Ly, Kim Cuong & Shimizu, Katsutoshi, 2018, "Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization?," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 77-89, DOI: 10.1016/j.irfa.2017.12.011.
• Schmidbauer, Harald & Rösch, Angi, 2018, "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 117-131, DOI: 10.1016/j.irfa.2018.03.006.
• Gray, Philip & Liao, Iris Siyu & Strydom, Maria, 2018, "The profitability of trading NOA and accruals: One effect or two?," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 211-224, DOI: 10.1016/j.irfa.2017.10.004.
• Betton, Sandra & Davis, Frederick & Walker, Thomas, 2018, "Rumor rationales: The impact of message justification on article credibility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 271-287, DOI: 10.1016/j.irfa.2018.03.013.
• Bathia, Deven & Bredin, Don, 2018, "Investor sentiment: Does it augment the performance of asset pricing models?," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 290-303, DOI: 10.1016/j.irfa.2018.03.014.
• Chen, Zhongdong & Daves, Phillip R., 2018, "The January sentiment effect in the U.S. stock market," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 94-104, DOI: 10.1016/j.irfa.2018.07.008.
• Kwabi, Frank O. & Boateng, Agyenim & Adegbite, Emmanuel, 2018, "The impact of stringent insider trading laws and institutional quality on cost of capital," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 127-137, DOI: 10.1016/j.irfa.2018.07.011.
• Sensoy, Ahmet & Omole, John, 2018, "Implied volatility indices: A review and extension in the Turkish case," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 151-161, DOI: 10.1016/j.irfa.2018.08.006.
• Zaremba, Adam & Czapkiewicz, Anna & Będowska-Sójka, Barbara, 2018, "Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight," Finance Research Letters, Elsevier, volume 24, issue C, pages 163-167, DOI: 10.1016/j.frl.2017.09.002.
• Pruna, Radu T. & Polukarov, Maria & Jennings, Nicholas R., 2018, "Avoiding regret in an agent-based asset pricing model," Finance Research Letters, Elsevier, volume 24, issue C, pages 273-277, DOI: 10.1016/j.frl.2017.09.014.
• Liu, Ningyue & Laing, Elaine & Cao, Yue & Zhang, Xiaofei, 2018, "Institutional ownership and corporate transparency in China," Finance Research Letters, Elsevier, volume 24, issue C, pages 328-336, DOI: 10.1016/j.frl.2017.12.001.
• Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018, "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, volume 24, issue C, pages 42-48, DOI: 10.1016/j.frl.2017.06.016.
• Basse Mama, Houdou, 2018, "Innovative efficiency and stock returns: Should we care about nonlinearity?," Finance Research Letters, Elsevier, volume 24, issue C, pages 81-89, DOI: 10.1016/j.frl.2017.07.001.
• Dobrynskaya, Victoria, 2018, "Pricing within and across asset classes," Finance Research Letters, Elsevier, volume 25, issue C, pages 10-15, DOI: 10.1016/j.frl.2017.09.017.
• Kim, Jinyong & Kim, Yongsik, 2018, "Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea," Finance Research Letters, Elsevier, volume 25, issue C, pages 137-144, DOI: 10.1016/j.frl.2017.10.022.
• Jacoby, Gady & Li, Yingqi & Li, Tianze & Zheng, Steven Xiaofan, 2018, "Internal control weakness, investment and firm valuation," Finance Research Letters, Elsevier, volume 25, issue C, pages 165-171, DOI: 10.1016/j.frl.2017.10.018.
• Mensi, Walid & Boubaker, Ferihane Zaraa & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2018, "Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 230-238, DOI: 10.1016/j.frl.2017.10.032.
• Blau, Benjamin M. & Whitby, Ryan J., 2018, "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, volume 25, issue C, pages 244-250, DOI: 10.1016/j.frl.2017.10.030.
• Jiang, Yonghong & Nie, He & Ruan, Weihua, 2018, "Time-varying long-term memory in Bitcoin market," Finance Research Letters, Elsevier, volume 25, issue C, pages 280-284, DOI: 10.1016/j.frl.2017.12.009.
• Choi, Hae Mi, 2018, "Short selling and the rounding of analysts’ forecasts," Finance Research Letters, Elsevier, volume 25, issue C, pages 47-54, DOI: 10.1016/j.frl.2017.10.001.
• Bernales, Alejandro & Cañón, Carlos & Verousis, Thanos, 2018, "Bid–ask spread and liquidity searching behaviour of informed investors in option markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 96-102, DOI: 10.1016/j.frl.2017.10.025.
• Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 26, issue C, pages 100-105, DOI: 10.1016/j.frl.2017.12.008.
• Debata, Byomakesh & Dash, Saumya Ranjan & Mahakud, Jitendra, 2018, "Investor sentiment and emerging stock market liquidity," Finance Research Letters, Elsevier, volume 26, issue C, pages 15-31, DOI: 10.1016/j.frl.2017.11.006.
• Zhang, Xindong & Xie, Lixu & Zhai, Yue & Wang, Dong, 2018, "Can microstructure noise explain the MAX effect?," Finance Research Letters, Elsevier, volume 26, issue C, pages 185-191, DOI: 10.1016/j.frl.2018.01.006.
• Feng, Wenjun & Wang, Yiming & Zhang, Zhengjun, 2018, "Informed trading in the Bitcoin market," Finance Research Letters, Elsevier, volume 26, issue C, pages 63-70, DOI: 10.1016/j.frl.2017.11.009.
• Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa, 2018, "Datestamping the Bitcoin and Ethereum bubbles," Finance Research Letters, Elsevier, volume 26, issue C, pages 81-88, DOI: 10.1016/j.frl.2017.12.006.
• Zhu, Zongyuan, 2018, "Safety promise, moral hazard and financial supervision: Evidence from peer-to-peer lending," Finance Research Letters, Elsevier, volume 27, issue C, pages 1-5, DOI: 10.1016/j.frl.2018.07.002.
• Będowska-Sójka, Barbara, 2018, "The coherence of liquidity measures. The evidence from the emerging market," Finance Research Letters, Elsevier, volume 27, issue C, pages 118-123, DOI: 10.1016/j.frl.2018.02.014.
• Vidal-Tomás, David & Ibañez, Ana, 2018, "Semi-strong efficiency of Bitcoin," Finance Research Letters, Elsevier, volume 27, issue C, pages 259-265, DOI: 10.1016/j.frl.2018.03.013.
• Elaut, Gert & Frömmel, Michael & Lampaert, Kevin, 2018, "Intraday momentum in FX markets: Disentangling informed trading from liquidity provision," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 35-51, DOI: 10.1016/j.finmar.2016.09.002.
• Kim, Donghan & Kim, Jun Sik & Seo, Sung Won, 2018, "What options to trade and when: Evidence from seasoned equity offerings," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 70-96, DOI: 10.1016/j.finmar.2016.09.006.
• Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018, "Politics and liquidity," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 1-13, DOI: 10.1016/j.finmar.2017.07.004.
• Lin, Qi, 2018, "Technical analysis and stock return predictability: An aligned approach," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 103-123, DOI: 10.1016/j.finmar.2017.09.003.
• Cenesizoglu, Tolga & Grass, Gunnar, 2018, "Bid- and ask-side liquidity in the NYSE limit order book," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 14-38, DOI: 10.1016/j.finmar.2017.10.002.
• Ho, Hwai-Chung & Wang, Hsiao-Chuan, 2018, "Momentum lost and found in corporate bond returns," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 60-82, DOI: 10.1016/j.finmar.2017.10.003.
• Baltas, Nick & Karyampas, Dimitrios, 2018, "Forecasting the equity risk premium: The importance of regime-dependent evaluation," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 83-102, DOI: 10.1016/j.finmar.2017.11.002.
• Benos, Evangelos & Žikeš, Filip, 2018, "Funding constraints and liquidity in two-tiered OTC markets," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 24-43, DOI: 10.1016/j.finmar.2018.01.002.
• Kang, Moonsoo & Khaksari, S. & Nam, Kiseok, 2018, "Corporate investment, short-term return reversal, and stock liquidity," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 68-83, DOI: 10.1016/j.finmar.2018.02.001.
• Fleming, Michael J. & Mizrach, Bruce & Nguyen, Giang, 2018, "The microstructure of a U.S. Treasury ECN: The BrokerTec platform," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 2-22, DOI: 10.1016/j.finmar.2017.05.004.
• Mills, Brian M. & Salaga, Steven, 2018, "A natural experiment for efficient markets: Information quality and influential agents," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 23-39, DOI: 10.1016/j.finmar.2018.07.002.
• Borochin, Paul A. & Cicon, James E. & DeLisle, R. Jared & Price, S. McKay, 2018, "The effects of conference call tones on market perceptions of value uncertainty," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 75-91, DOI: 10.1016/j.finmar.2017.12.003.
• Hillert, Alexander & Jacobs, Heiko & Müller, Sebastian, 2018, "Journalist disagreement," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 57-76, DOI: 10.1016/j.finmar.2018.09.002.
• Dasilas, Apostolos & Leventis, Stergios, 2018, "The performance of European equity carve-outs," Journal of Financial Stability, Elsevier, volume 34, issue C, pages 121-135, DOI: 10.1016/j.jfs.2018.01.001.
• Bedendo, Mascia & Cathcart, Lara & El-Jahel, Lina, 2018, "Reputational shocks and the information content of credit ratings," Journal of Financial Stability, Elsevier, volume 34, issue C, pages 44-60, DOI: 10.1016/j.jfs.2017.12.003.
• Hałaj, Grzegorz & Peltonen, Tuomas A. & Scheicher, Martin, 2018, "How did the Greek credit event impact the credit default swap market?," Journal of Financial Stability, Elsevier, volume 35, issue C, pages 136-158, DOI: 10.1016/j.jfs.2016.10.009.
• Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2018, "Measuring systemic vulnerability in European banking systems," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 279-292, DOI: 10.1016/j.jfs.2018.03.004.
• Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018, "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 66-81, DOI: 10.1016/j.jfs.2018.02.008.
• Li, Qian & Wang, Jiamin & Bao, Liang, 2018, "Do institutions trade ahead of false news? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 98-113, DOI: 10.1016/j.jfs.2018.02.001.
• Lagziel, David & Lehrer, Ehud, 2018, "Reward schemes," Games and Economic Behavior, Elsevier, volume 107, issue C, pages 21-40, DOI: 10.1016/j.geb.2017.10.019.
• Banerjee, Pradip & Chatrath, Arjun & Christie-David, Rohan & Maitra, Debasish, 2018, "The effects of options listing and delisting in a short-sale-constrained market: Evidence from the Indian equities markets," Global Finance Journal, Elsevier, volume 35, issue C, pages 157-169, DOI: 10.1016/j.gfj.2017.10.002.
• Alderighi, Stefano, 2018, "The determinants of retail trading activity in emerging markets: A cross-market analysis," Global Finance Journal, Elsevier, volume 37, issue C, pages 152-167, DOI: 10.1016/j.gfj.2018.05.001.
• Park, Jin Suk & Newaz, Mohammad Khaleq, 2018, "Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact," Global Finance Journal, Elsevier, volume 37, issue C, pages 227-247, DOI: 10.1016/j.gfj.2018.06.003.
• Cohen, Lee Jeremy & Marcus, Alan J. & Rezaee, Zabihollah & Tehranian, Hassan, 2018, "Waiting for guidance: Disclosure noise, verification delay, and the value-relevance of good-news versus bad-news management earnings forecasts," Global Finance Journal, Elsevier, volume 37, issue C, pages 79-99, DOI: 10.1016/j.gfj.2018.03.001.
• Ahmed, Yousry & Elshandidy, Tamer, 2018, "Why do over-deviated firms from target leverage undertake foreign acquisitions?," International Business Review, Elsevier, volume 27, issue 2, pages 309-327, DOI: 10.1016/j.ibusrev.2017.08.005.
• Pinar, Mehmet & Volkan, Engin, 2018, "Institutions and information flows, and their effect on capital flows," Information Economics and Policy, Elsevier, volume 43, issue C, pages 34-47, DOI: 10.1016/j.infoecopol.2018.01.002.
• Mensi, Walid & Hussain Shahzad, Syed Jawad & Hammoudeh, Shawkat & Al-Yahyaee, Khamis Hamed, 2018, "Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia," International Economics, Elsevier, volume 156, issue C, pages 15-30, DOI: 10.1016/j.inteco.2017.10.003.
• Ishigami, Shohei & Takeda, Fumiko, 2018, "Market reactions to stock rating and target price changes in analyst reports: Evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 134-151, DOI: 10.1016/j.intfin.2017.09.014.
• Chen, Jing & Dong, Yizhe & Hou, Wenxuan & McMillan, David G., 2018, "Does feedback trading drive returns of cross-listed shares?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 179-199, DOI: 10.1016/j.intfin.2017.09.018.
• Füss, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2018, "Something in the air: Information density, news surprises, and price jumps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 50-75, DOI: 10.1016/j.intfin.2017.09.011.
• Cumming, Douglas & Johan, Sofia & Peter, Rejo, 2018, "Developments in financial institutions, governance, agency costs, and misconduct," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 1-14, DOI: 10.1016/j.intfin.2017.06.004.
• To, Thomas Y. & Treepongkaruna, Sirimon & Wu, Eliza, 2018, "Are all insiders on the inside? Evidence from the initiation of CDS trading and short selling in the financial sector," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 114-129, DOI: 10.1016/j.intfin.2017.05.003.
• Cumming, Douglas & Peter Groh, Alexander & Johan, Sofia, 2018, "Same rules, different enforcement: Market abuse in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 130-151, DOI: 10.1016/j.intfin.2018.03.006.
• Aussenegg, Wolfgang & Jelic, Ranko & Ranzi, Robert, 2018, "Corporate insider trading in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 27-42, DOI: 10.1016/j.intfin.2017.05.004.
• Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018, "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 1-16, DOI: 10.1016/j.intfin.2018.04.001.
• Bliss, Barbara A. & Partnoy, Frank & Furchtgott, Michael, 2018, "Information bundling and securities litigation," Journal of Accounting and Economics, Elsevier, volume 65, issue 1, pages 61-84, DOI: 10.1016/j.jacceco.2017.11.013.
• Bushee, Brian J. & Gerakos, Joseph & Lee, Lian Fen, 2018, "Corporate jets and private meetings with investors," Journal of Accounting and Economics, Elsevier, volume 65, issue 2, pages 358-379, DOI: 10.1016/j.jacceco.2018.01.005.
• Chapman, Kimball, 2018, "Earnings notifications, investor attention, and the earnings announcement premium," Journal of Accounting and Economics, Elsevier, volume 66, issue 1, pages 222-243, DOI: 10.1016/j.jacceco.2018.05.002.
• Bradshaw, Mark T. & Christensen, Theodore E. & Gee, Kurt H. & Whipple, Benjamin C., 2018, "Analysts’ GAAP earnings forecasts and their implications for accounting research," Journal of Accounting and Economics, Elsevier, volume 66, issue 1, pages 46-66, DOI: 10.1016/j.jacceco.2018.01.003.
• Lawrence, Alastair & Ryans, James & Sun, Estelle & Laptev, Nikolay, 2018, "Earnings announcement promotions: A Yahoo Finance field experiment," Journal of Accounting and Economics, Elsevier, volume 66, issue 2, pages 399-414, DOI: 10.1016/j.jacceco.2018.08.004.
• Akhigbe, Aigbe & Makar, Stephen & Wang, Li & Whyte, Ann Marie, 2018, "Interest rate derivatives use in banking: Market pricing implications of cash flow hedges," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 113-126, DOI: 10.1016/j.jbankfin.2017.09.009.
• Fernandez-Perez, Adrian & Frijns, Bart & Fuertes, Ana-Maria & Miffre, Joelle, 2018, "The skewness of commodity futures returns," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 143-158, DOI: 10.1016/j.jbankfin.2017.06.015.
• Chen, Fan & Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2018, "In search for managerial skills beyond common performance measures," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 224-239, DOI: 10.1016/j.jbankfin.2015.12.008.
• Woltering, René-Ojas & Weis, Christian & Schindler, Felix & Sebastian, Steffen, 2018, "Capturing the value premium – global evidence from a fair value-based investment strategy," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 53-69, DOI: 10.1016/j.jbankfin.2017.06.009.
• Borochin, Paul & Cu, Wei Hua, 2018, "Alternative corporate governance: Domestic media coverage of mergers and acquisitions in China," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 1-25, DOI: 10.1016/j.jbankfin.2017.08.020.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2018, "Bid-to-cover and yield changes around public debt auctions in the euro area," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 118-134, DOI: 10.1016/j.jbankfin.2017.10.006.
• Jiang, Fuwei & Qi, Xinlin & Tang, Guohao, 2018, "Q-theory, mispricing, and profitability premium: Evidence from China," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 135-149, DOI: 10.1016/j.jbankfin.2017.10.001.
• Byun, Seong K. & Oh, Jong-Min, 2018, "Local corporate social responsibility, media coverage, and shareholder value," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 68-86, DOI: 10.1016/j.jbankfin.2017.09.010.
• Meng, Yun & Pantzalis, Christos, 2018, "Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 176-191, DOI: 10.1016/j.jbankfin.2017.11.012.
• Gibbs, Michael & Hao, (Grace) Qing, 2018, "Short selling around the expiration of IPO share lockups," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 30-43, DOI: 10.1016/j.jbankfin.2017.09.018.
• Wang, Yu-Chun & Chou, Robin K., 2018, "The impact of share pledging regulations on stock trading and firm valuation," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 1-13, DOI: 10.1016/j.jbankfin.2018.01.016.
• Marmora, Paul & Rytchkov, Oleg, 2018, "Learning about noise," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 209-224, DOI: 10.1016/j.jbankfin.2018.02.005.
• Vitale, Paolo, 2018, "Robust trading for ambiguity-averse insiders," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 113-130, DOI: 10.1016/j.jbankfin.2018.03.007.
• Bertoni, Fabio & Lugo, Stefano, 2018, "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 146-158, DOI: 10.1016/j.jbankfin.2018.03.009.
• Lin, Chu-Bin & Chou, Robin K. & Wang, George H.K., 2018, "Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 17-31, DOI: 10.1016/j.jbankfin.2018.02.014.
• Antón, Miguel & Mayordomo, Sergio & Rodríguez‐Moreno, María, 2018, "Dealing with dealers: Sovereign CDS comovements," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 96-112, DOI: 10.1016/j.jbankfin.2018.03.004.
• Box, Travis, 2018, "Qualitative similarity and stock price comovement," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 49-69, DOI: 10.1016/j.jbankfin.2018.04.010.
• Avramov, Doron & Kaplanski, Guy & Levy, Haim, 2018, "Talking Numbers: Technical versus fundamental investment recommendations," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 100-114, DOI: 10.1016/j.jbankfin.2018.05.005.
• Baxamusa, Mufaddal & Jalal, Abu & Jha, Anand, 2018, "It pays to partner with a firm that writes annual reports well✰," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 13-34, DOI: 10.1016/j.jbankfin.2018.04.020.
• Acker, Daniella & Orujov, Ayan & Simpson, Helen, 2018, "Political donations and political risk in the UK: Evidence from a closely-fought election," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 146-167, DOI: 10.1016/j.jbankfin.2018.05.009.
• Du, Brian & Fung, Scott & Loveland, Robert, 2018, "The informational role of options markets: Evidence from FOMC announcements," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 237-256, DOI: 10.1016/j.jbankfin.2018.05.013.
• Lindblom, Ted & Mavruk, Taylan & Sjögren, Stefan, 2018, "East or west, home is best: The birthplace bias of individual investors," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 323-339, DOI: 10.1016/j.jbankfin.2016.10.002.
• Choi, Hae Mi, 2018, "A tale of two uncertainties," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 81-99, DOI: 10.1016/j.jbankfin.2018.04.007.
• Lin, Zih-Ying & Chang, Chuang-Chang & Wang, Yaw-Huei, 2018, "The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 152-165, DOI: 10.1016/j.jbankfin.2018.07.005.
• Amaya, Diego & Filbien, Jean-Yves & Okou, Cédric & Roch, Alexandre F., 2018, "Distilling liquidity costs from limit order books," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 16-34, DOI: 10.1016/j.jbankfin.2018.06.009.
• Collet, Jerome & Ielpo, Florian, 2018, "Sector spillovers in credit markets," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 267-278, DOI: 10.1016/j.jbankfin.2018.07.011.
• Bajo, Emanuele & Barbi, Massimiliano, 2018, "Financial illiteracy and mortgage refinancing decisions," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 279-296, DOI: 10.1016/j.jbankfin.2018.08.001.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan, 2018, "Differences in options investors’ expectations and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 315-336, DOI: 10.1016/j.jbankfin.2018.07.016.
• Frino, Alex & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom, 2018, "The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 27-43, DOI: 10.1016/j.jbankfin.2017.08.017.
• Gyntelberg, Jacob & Hördahl, Peter & Ters, Kristyna & Urban, Jörg, 2018, "Price discovery in euro area sovereign credit markets and the ban on naked CDS," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 106-125, DOI: 10.1016/j.jbankfin.2018.08.008.
• Chen, Linda H. & Jiang, George J. & Zhu, Kevin X., 2018, "Total attention: The effect of macroeconomic news on market reaction to earnings news," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 142-156, DOI: 10.1016/j.jbankfin.2018.10.004.
• Jungherr, Joachim, 2018, "Bank opacity and financial crises," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 157-176, DOI: 10.1016/j.jbankfin.2018.09.022.
• Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018, "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 257-269, DOI: 10.1016/j.jbankfin.2018.09.021.
• Al-Nasseri, Alya & Menla Ali, Faek, 2018, "What does investors' online divergence of opinion tell us about stock returns and trading volume?," Journal of Business Research, Elsevier, volume 86, issue C, pages 166-178, DOI: 10.1016/j.jbusres.2018.01.006.
• Chen, Tao, 2018, "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, volume 92, issue C, pages 105-117, DOI: 10.1016/j.jbusres.2018.07.027.
• Cheng, Lei, 2018, "Estimating the value of political connections in China: Evidence from sudden deaths of politically connected independent directors," Journal of Comparative Economics, Elsevier, volume 46, issue 2, pages 495-514, DOI: 10.1016/j.jce.2017.10.001.
• Ülkü, Numan & Rogers, Madeline, 2018, "Who drives the Monday effect?," Journal of Economic Behavior & Organization, Elsevier, volume 148, issue C, pages 46-65, DOI: 10.1016/j.jebo.2018.02.009.
• Bizzozero, Paolo & Flepp, Raphael & Franck, Egon, 2018, "The effect of fast trading on price discovery and efficiency: Evidence from a betting exchange," Journal of Economic Behavior & Organization, Elsevier, volume 156, issue C, pages 126-143, DOI: 10.1016/j.jebo.2018.09.020.
• Hasan, Iftekhar & Meslier, Céline & Tarazi, Amine & Zhou, Mingming, 2018, "Does it pay to get connected? An examination of bank alliance network and bond spread," Journal of Economics and Business, Elsevier, volume 95, issue C, pages 141-163, DOI: 10.1016/j.jeconbus.2017.12.003.
• Prokop, Jörg & Kammann, Benno, 2018, "The effect of the European Markets in Financial Instruments Directive on affiliated analysts’ earnings forecast optimism," Journal of Economics and Business, Elsevier, volume 95, issue C, pages 75-86, DOI: 10.1016/j.jeconbus.2017.06.004.
• Liu, Feng & Conlon, John R., 2018, "The simplest rational greater-fool bubble model," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 38-57, DOI: 10.1016/j.jet.2018.01.001.
• Yu, Edison G., 2018, "Dynamic market participation and endogenous information aggregation," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 491-517, DOI: 10.1016/j.jet.2018.02.002.
• Kendall, Chad, 2018, "The time cost of information in financial markets," Journal of Economic Theory, Elsevier, volume 176, issue C, pages 118-157, DOI: 10.1016/j.jet.2018.03.007.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2018, "Information acquisition, price informativeness, and welfare," Journal of Economic Theory, Elsevier, volume 177, issue C, pages 558-593, DOI: 10.1016/j.jet.2018.07.007.
• Akbas, Ferhat & Markov, Stanimir & Subasi, Musa & Weisbrod, Eric, 2018, "Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 366-388, DOI: 10.1016/j.jfineco.2017.11.005.
• Broer, Tobias, 2018, "Securitization bubbles: Structured finance with disagreement about default risk," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 505-518, DOI: 10.1016/j.jfineco.2017.12.001.
• Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2018, "Absolving beta of volatility’s effects," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 1-15, DOI: 10.1016/j.jfineco.2018.01.003.
• Song, Zhaogang & Zhu, Haoxiang, 2018, "Quantitative easing auctions of Treasury bonds," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 103-124, DOI: 10.1016/j.jfineco.2018.02.004.
• Bartram, Söhnke M. & Grinblatt, Mark, 2018, "Agnostic fundamental analysis works," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 125-147, DOI: 10.1016/j.jfineco.2016.11.008.
• George, Thomas J. & Hwang, Chuan-Yang & Li, Yuan, 2018, "The 52-week high, q-theory, and the cross section of stock returns," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 148-163, DOI: 10.1016/j.jfineco.2018.01.005.
• Huang, Jiekun, 2018, "The customer knows best: The investment value of consumer opinions," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 164-182, DOI: 10.1016/j.jfineco.2018.02.001.
• Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018, "High frequency trading and extreme price movements," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 253-265, DOI: 10.1016/j.jfineco.2018.02.002.
• Eckbo, B. Espen & Makaew, Tanakorn & Thorburn, Karin S., 2018, "Are stock-financed takeovers opportunistic?," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 443-465, DOI: 10.1016/j.jfineco.2018.03.006.
• Weber, Michael, 2018, "Cash flow duration and the term structure of equity returns," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 486-503, DOI: 10.1016/j.jfineco.2018.03.003.
• Frank, Murray Z. & Sanati, Ali, 2018, "How does the stock market absorb shocks?," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 136-153, DOI: 10.1016/j.jfineco.2018.04.002.
• Malamud, Semyon & Vilkov, Grigory, 2018, "Non-myopic betas," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 357-381, DOI: 10.1016/j.jfineco.2018.05.004.
• Gao, Lei & Han, Yufeng & Zhengzi Li, Sophia & Zhou, Guofu, 2018, "Market intraday momentum," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 394-414, DOI: 10.1016/j.jfineco.2018.05.009.
• Holderness, Clifford G., 2018, "Equity issuances and agency costs: The telling story of shareholder approval around the world," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 415-439, DOI: 10.1016/j.jfineco.2018.06.006.
• Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018, "Size matters, if you control your junk," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 479-509, DOI: 10.1016/j.jfineco.2018.05.006.
• Kallunki, Jenni & Kallunki, Juha-Pekka & Nilsson, Henrik & Puhakka, Mikko, 2018, "Do an insider's wealth and income matter in the decision to engage in insider trading?," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 135-165, DOI: 10.1016/j.jfineco.2018.06.005.
• Birru, Justin, 2018, "Day of the week and the cross-section of returns," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 182-214, DOI: 10.1016/j.jfineco.2018.06.008.
• Bao, Jack & O’Hara, Maureen & (Alex) Zhou, Xing, 2018, "The Volcker Rule and corporate bond market making in times of stress," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 95-113, DOI: 10.1016/j.jfineco.2018.06.001.
• Comerton-Forde, Carole & Malinova, Katya & Park, Andreas, 2018, "Regulating dark trading: Order flow segmentation and market quality," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 347-366, DOI: 10.1016/j.jfineco.2018.07.002.
• Dugast, Jérôme & Foucault, Thierry, 2018, "Data abundance and asset price informativeness," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 367-391, DOI: 10.1016/j.jfineco.2018.07.004.
• Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2018, "Company stock price reactions to the 2016 election shock: Trump, taxes, and trade," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 428-451, DOI: 10.1016/j.jfineco.2018.06.013.
• Lee, Jongsub & Naranjo, Andy & Velioglu, Guner, 2018, "When do CDS spreads lead? Rating events, private entities, and firm-specific information flows," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 556-578, DOI: 10.1016/j.jfineco.2018.07.011.
• Goetzmann, William N. & Huang, Simon, 2018, "Momentum in Imperial Russia," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 579-591, DOI: 10.1016/j.jfineco.2018.07.008.
• Deng, Yongheng & Liu, Xin & Wei, Shang-Jin, 2018, "One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 663-692, DOI: 10.1016/j.jfineco.2018.04.009.
• Cziraki, Peter, 2018, "Trading by bank insiders before and during the 2007–2008 financial crisis," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 58-82, DOI: 10.1016/j.jfi.2017.08.002.
• Johnson, William C. & Kang, Jun-Koo & Masulis, Ronald W. & Yi, Sangho, 2018, "Seasoned equity offerings and customer–supplier relationships," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 98-114, DOI: 10.1016/j.jfi.2017.09.003.
• Chronopoulos, Dimitris K. & Papadimitriou, Fotios I. & Vlastakis, Nikolaos, 2018, "Information demand and stock return predictability," Journal of International Money and Finance, Elsevier, volume 80, issue C, pages 59-74, DOI: 10.1016/j.jimonfin.2017.10.001.