Research classified by Journal of Economic Literature (JEL) codes

2019

• Michael J. Fleming & Giang Nguyen & Francisco Ruela, 2019, "Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market," Staff Reports, Federal Reserve Bank of New York, number 886, Apr.
• Rod Garratt & Michael Junho Lee & Antoine Martin & Robert M. Townsend, 2019, "Who Sees the Trades? The Effect of Information on Liquidity in Inter-Dealer Markets," Staff Reports, Federal Reserve Bank of New York, number 892, Jul.
• Adam Copeland, 2019, "The Federal Funds Market over the 2007-09 Crisis," Staff Reports, Federal Reserve Bank of New York, number 901, Nov.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2019, "An Information-Based Theory of Financial Intermediation," Working Paper, Federal Reserve Bank of Richmond, number 19-12, Jul.
• Sergei V. Yakunin, 2019, "Domination of Banks With State Participation in Russia: Current Trends," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 64-74, June, DOI: 10.31107/2075-1990-2019-3-64-74.
• Laurențiu Paul Barangă, 2019, "Contrapartea centrală locală," Journal of Financial Studies, Institute of Financial Studies, volume 6, issue 4, pages 115-121, June.
• Rodica Voloh, 2019, "Finanțele comportamentale: în unele circumstanțe piețele financiare se pot dovedi ineficiente informațional și datorită influenței factorilor psihologici. Controverse, studii, aspecte statistice," Journal of Financial Studies, Institute of Financial Studies, volume 7, issue 4, pages 170-186, June.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Lavrischeva A. & Zhemkova A., 2019, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-26, January.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Lavrischeva A. & Zhemkova A., 2019, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-25, February.
• Peter Arendas & Jana Kotlebova, 2019, "The Turn of the Month Effect on CEE Stock Markets," IJFS, MDPI, volume 7, issue 4, pages 1-19, October.
• Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2019, "Reconsidering Rational Expectations and the Aggregation of Diverse Information in Laboratory Security Markets," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1920.
• Eduardo Fernández-Arias & Ricardo Hausmann & Ugo Panizza, 2019, "Smart Development Banks," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 06-2019, Apr, revised 04 Apr 2019.
• Aakriti Mathur & Rajeswari Sengupta, 2019, "Analysing monetary policy statements of the Reserve Bank of India," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 08-2019, May.
• Eduardo Fernández-Arias & Ricardo Hausmann & Ugo Panizza, 2019, "Smart Development Banks," Growth Lab Working Papers, Harvard's Growth Lab, number 137, Apr.
• António Afonso & Pedro Cardoso, 2019, "Exchange-traded funds as an alternative investment option," Notas Económicas, Faculty of Economics, University of Coimbra, issue 48, pages 7-37, Julho, DOI: 10.14195/2183-203X_48_1.
• Chong-Meng, 2019, "Effect of Stock Price Information on Timing of Share Repurchases," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr155, Mar.
• Riko Hendrawan, 2019, "How Impactful is Telecom Efficiency to Company Stock Value?," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr157, Jul.
• Saker Sabkha & Christian de Peretti & Dorra Hmaied, 2019, "On the informational market efficiency of the worldwide Sovereign Credit Default Swaps," Post-Print, HAL, number hal-01698006, Nov, DOI: 10.1057/s41260-019-00142-4.
• Anne Eyraud-Loisel, 2019, "How Does Asymmetric Information Create Market Incompleteness?," Post-Print, HAL, number hal-01998386, DOI: 10.1007/s11009-018-9672-x.
• Yulia Plaksina & Liam Gallagher & Michael Dowling, 2019, "CEO social status and M&A decision making," Post-Print, HAL, number hal-02194497, Jul, DOI: 10.1016/j.irfa.2019.06.006.
• Hubert de La Bruslerie & Alain Coen, 2019, "The Informational dimension of the Amihud (2002) illiquidity measure: Evidence from the M&A market," Post-Print, HAL, number hal-02289062, DOI: 10.1016/j.frl.2019.03.015.
• Yves Rannou, 2019, "Limit order books, uninformed traders and commodity derivatives: Insights from the European carbon futures," Post-Print, HAL, number hal-02311467, Sep, DOI: 10.1016/j.econmod.2019.07.009.
• Ghadi Saad & Taoufik Bouraoui, 2019, "Currency returns during democratic transition: evidence from Tunisia," Post-Print, HAL, number hal-02326233, Jul, DOI: 10.1108/MF-04-2018-0143.
• Sang Hoon Kang & Ron Mciver & Jose Arreola Hernandez, 2019, "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Post-Print, HAL, number hal-02468160, Dec, DOI: 10.1016/j.physa.2019.04.124.
• Deniz Erdemlioglu & Robert Joliet, 2019, "Long-term asset allocation, risk tolerance and market sentiment," Post-Print, HAL, number hal-02510242, Sep, DOI: 10.1016/j.intfin.2019.04.004.
• Nicolas Eugster & Dušan Isakov, 2019, "Founding family ownership, stock market returns, and agency problems," Post-Print, HAL, number hal-02511063, Oct, DOI: 10.1016/j.jbankfin.2019.07.020.
• Zuzana Fungáčová & Christophe J. Godlewski & Laurent Weill, 2019, "Does the type of debt matter? Stock market perception in Europe," Post-Print, HAL, number hal-03047778, Apr, DOI: 10.1016/j.qref.2019.04.009.
• Yingyi Hu & Jean-Luc Prigent, 2019, "Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market," Post-Print, HAL, number hal-03679410, Aug, DOI: 10.1016/j.econmod.2018.04.001.
• Zoran Filipovic & Alexander F. Wagner, 2019, "The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune," Post-Print, HAL, number hal-04079915, Oct.
• Yaovi Sélom Agbetonyo & Yaovi Sélom Agbetonyo & Emmanuelle Fromont & Jean-Laurent Viviani, 2019, "Asymmetric Responses to Dividend Announcements: A Case for Ambiguity," Post-Print, HAL, number halshs-01910278, DOI: 10.3917/reof.160.0077.
• Olivier David Zerbib, 2019, "The effect of pro-environmental preferences on bond prices: Evidence from green bonds," Post-Print, HAL, number halshs-02008641, Jan.
• Brice Corgnet & Mark Desantis & David Porter, 2019, "The distribution of information and the price efficiency of markets," Post-Print, HAL, number halshs-02393564, DOI: 10.1016/j.jedc.2019.02.006.
• Ivana Štulec, 2019, "The Concept And Types Of Basis Risk In The Weather Derivatives Market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 70, issue 4, pages 650-673, DOI: 10.32910/ep.70.4.4.
• Sofia Teives Henriques & Paul Sharp, 2019, "Without coal in the age of steam and dams in the age of electricity: an explanation for the failure of Portugal to industrialize before the Second World War," Working Papers, European Historical Economics Society (EHES), number 0148, Mar.
• Michael Buchner & Tobias A. Jopp, 2019, "Full steam ahead: Insider knowledge, stock trading and the nationalization of the railways in Prussia around 1879," Working Papers, European Historical Economics Society (EHES), number 0151, Mar.
• Lööf, Hans & Stephan, Andreas, 2019, "The Impact of ESG on Stocks’ Downside Risk and Risk Adjusted Return," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 477, Mar.
• Femg, Xunan & Johansson, Anders C., 2019, "News or Noise? The Information Content of Social Media in China," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2019-52, Nov.
• Byström, Hans, 2019, "Internet Searches, Household Sentiment and Credit Spreads," Working Papers, Lund University, Department of Economics, number 2019:15, Oct.
• de Oliveira Souza, Thiago, 2019, "A critique of momentum anomalies," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 5/2019, Feb.
• de Oliveira Souza, Thiago, 2019, "Macro-finance and factor timing: Time-varying factor risk and price of risk premiums," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 7/2019, May.
• de Oliveira Souza, Thiago, 2019, "Predictability concentrates in bad times. And so does disagreement," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 8/2019, Jun.
• Eckbo, B. Espen & Ødegaard, Bernt Arne, 2019, "Insider trading and gender," UiS Working Papers in Economics and Finance, University of Stavanger, number 2019/2, Oct, revised 01 Sep 2021.
• Dmitry Dagaev & Egor Stoyan, 2019, "Parimutuel Betting On The Esports Duels: Reverse Favourite-Longshot Bias And Its Determinants," HSE Working papers, National Research University Higher School of Economics, number WP BRP 216/EC/2019.
• Agata Lozinskaia & Anastasiia Saltykova, 2019, "Fundamental Factors Affecting The Moex Russia Index: Structural Break Detection In A Long-Term Time Series," HSE Working papers, National Research University Higher School of Economics, number WP BRP 77/FE/2019.
• Kee-Hong Bae & Utpal Bhattacharya & Jisok Kang & S. Ghon Rhee, 2019, "Nominal Stock Price Anchors: A Global Phenomenon?," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2019-64, May, revised May 2019.
• Abhiroop Mukherjee & George Panayotov & Janghoon Shon, 2019, "Eye in the sky: private satellites and government macro data," HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies, number 2019-68, Oct, revised Oct 2019.
• Lada Shirinyan & Artur Shirinian, 2019, "Key Determinants of Efficiency of Functioning Insurance Market for Insurance Companies," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 122-128, September.
• Yanfu Li, 2019, "Improving Analyst Target Price Performance Through Enhanced Valuation Techniques," Global Journal of Business Research, The Institute for Business and Finance Research, volume 13, issue 2, pages 1-12.
• B. Paul Choi, 2019, "Advertising, Market Concentration, And Firm Performance On The Distribution System," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 13, issue 2, pages 21-31.
• Hechem Ajmi & Hassanuddeen Abdul Aziz & Salina Kassim & Walid Mansou, 2019, "Principal-Agent Preferences In Imperfect Markets: Theoretical Analysis On Murabahah And Ijarah," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 5, issue 1, pages 117-144, February, DOI: https://doi.org/10.21098/jimf.v5i1..
• Bernard Njindan Iyke, 2019, "A Test of the Efficiency of the Foreign Exchange Market in Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 12th BMEB, pages 439-464, January, DOI: https://doi.org/10.21098/bemp.v0i0..
• Krishna Reddy & Rudi Bosman & Nawazish Mirza, 2019, "Impact of Credit Ratings on Stock Returns," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 21, issue 3, pages 343-366, January, DOI: https://doi.org/10.21098/bemp.v21i3.
• Stavros Degiannakis & George Giannopoulos & Salma Ibrahim & Ivana Rozic, 2019, "Earnings management to avoid losses and earnings declines in Croatia," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 9, issue 3, pages 219-238.
• Tihana Skrinjaric & Zrinka Orlovic, 2019, "Effects of Economic and Political Events on Stock Returns: Event Study of the Agrokor Case in Croatia," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 21, issue 1, pages 47-86, June.
• Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2019, "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/19, Feb.
• Imlak Shaikh, 2019, "Behaviors of Stocks and Fear Index from Terrorist Attacks: Empirical Evidence from SENSEX and NVIX," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 18, issue 2, pages 195-219, September.
• Keiichi Goshima & Yusuke Kumano, 2019, "Monetary Policy Announcements and Algorithmic News Trading in the Foreign Exchange Market," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 37, pages 71-98, November.
• Harald Hau & Peter Hoffmann & Sam Langfield & Mr. Yannick Timmer, 2019, "Discriminatory Pricing of Over-the-Counter Derivatives," IMF Working Papers, International Monetary Fund, number 2019/100, May.
• Ana Lorena Jiménez Preciado & Salvador Cruz Aké & César Gurrola Ríos, 2019, "HUELUM Trading System: A Low-Frequency Algorithm Proposal," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue 4, pages 651-669, Octubre -.
• Roberto Joaquín Santillán Salgado & Alejandro Fonseca Ramírez & Luis Nelson Romero, 2019, "The "day-of-the-week" effects in the exchange rate of Latin American currencies," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 485-507, Agosto 20.
• Samuel Mongrut & Cinzia Delfino, 2019, "Weekend effect and financial characteristics: is there any relation in Latin America?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 509-525, Agosto 20.
• Nicolás S. Magner & Cinthia K. Roa, 2019, "Terrorism and Latin-American Stocks Markets," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 14, issue PNEA, pages 583-599, Agosto 20.
• Nidhi Aggarwal & Venkatesh Panchapagesan & Susan Thomas, 2019, "When do regulatory interventions work?," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2019-011, Apr.
• Aakriti Mathur & Rajeswari Sengupta, 2019, "Analysing monetary policy statements of the Reserve Bank of India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2019-012, May.
• Esra ALP & Ünal SEVEN, 2019, "Türkiye Konut Piyasasında Etkinlik Analizi," Istanbul Business Research, Istanbul University Business School, volume 48, issue 1, pages 84-112, May, DOI: 10.26650/ibr.2019.48.0046.
• OlaOluwa S. Yaya & Lukman Saka & Olawale B. Akanbi, 2019, "Assessing Market Efficiency And Volatility Of Exchange Rates in South Africa and United Kingdom: Analysis Using Hurst Exponent," Journal of Developing Areas, Tennessee State University, College of Business, volume 53, issue 1, pages 127-145, January-M.
• Mehran Azimi & Anup Agrawal, 2019, "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning," 2019 Papers, Job Market Papers, number paz108, Aug.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2019, "Momentum and reversal in financial markets with persistent heterogeneity," Annals of Finance, Springer, volume 15, issue 4, pages 455-487, December, DOI: 10.1007/s10436-019-00353-0.
• Kotaro Miwa, 2019, "Stock Futures of a Flawed Market Index," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 1, pages 1-21, March, DOI: 10.1007/s10690-018-9253-6.
• Wee-Yeap Lau & Tien-Ming Yip, 2019, "Modeling Trading Behavior in the Japanese Stock Market During QE Tapering and Post-QE Exit," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 4, pages 409-427, December, DOI: 10.1007/s10690-019-09272-6.
• Y. Bai & W. M. Tang & K. F. C. Yiu, 2019, "Analysis of Price Differences Between A and H Shares," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 26, issue 4, pages 529-552, December, DOI: 10.1007/s10690-019-09277-1.
• Pedro Vergel Eleuterio & Lovjit Thukral, 2019, "Programming Language Choices for Algo Traders: The Case of Pairs Trading," Computational Economics, Springer;Society for Computational Economics, volume 53, issue 4, pages 1443-1449, April, DOI: 10.1007/s10614-018-9813-x.
• Qian, Ya & Tu, Jun & Härdle, Wolfgang Karl, 2019, "Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-002.
• Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2019, "Media-expressed tone, Option Characteristics, and Stock Return Predictability," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-015.
• Petukhina, Alla A. & Reule, Raphael C. G. & Härdle, Wolfgang Karl, 2019, "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2019-020.
• Choo, Lawrence & Kaplan, Todd R. & Zultan, Ro'i, 2019, "Manipulation and (mis)trust in prediction markets," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 12/2019.
• Notheisen, Benedikt & Marino, Vincenzo & Englert, Daniel & Weinhardt, Christof, 2019, "Trading stocks on blocks: The quality of decentralized markets," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 129, DOI: 10.5445/IR/1000092485.
• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti G. & Yuferova, Darya, 2020, "Designated Market Makers: Competition and Incentives," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 247, revised 2020, DOI: 10.2139/ssrn.3354400.
• Gider, Jasmin & Schmickler, Simon & Westheide, Christian, 2019, "High-frequency trading and price informativeness," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 248, revised 2019, DOI: 10.2139/ssrn.3349653.
• Neugebauer, Frederik, 2019, "ECB Announcements and Stock Market Volatility," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203554.
• Rieber, Alexander & Schechinger, Steffen, 2019, "Herding Behavior between Rating Agencies," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203580.
• Jann, Ole, 2019, "Is beauty contagious? How higher-order uncertainty can drive asset prices," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy, Verein für Socialpolitik / German Economic Association, number 203590.
• Klein, Daniel & Ludwig, Christopher A. & Spengel, Christoph, 2019, "Ring-fencing digital corporations: Investor reaction to the European Commission's digital tax proposals," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 19-050.
• Bernales, Alejandro, 2019, "Make-take decisions under high-frequency trading competition," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 1-18, DOI: 10.1016/j.finmar.2019.05.001.
• Park, Raphael Jonghyeon & Xu, Simon & In, Francis & Ji, Philip Inyeob, 2019, "The long-term impact of sovereign wealth fund investments," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 115-138, DOI: 10.1016/j.finmar.2018.08.004.
• Choi, Darwin, 2019, "Disposition sales and stock market liquidity," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 19-36, DOI: 10.1016/j.finmar.2019.04.003.
• Autore, Don M. & Jiang, Danling, 2019, "The preholiday corporate announcement effect," Journal of Financial Markets, Elsevier, volume 45, issue C, pages 61-82, DOI: 10.1016/j.finmar.2019.06.004.
• Lanfear, Matthew G. & Lioui, Abraham & Siebert, Mark G., 2019, "Market anomalies and disaster risk: Evidence from extreme weather events," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2018.10.003.
• Rzayev, Khaladdin & Ibikunle, Gbenga, 2019, "A state-space modeling of the information content of trading volume," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.100507.
• Balashov, Vadim S. & Nikiforov, Andrei, 2019, "How much do investors trade because of name/ticker confusion?," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.06.002.
• Wu, Juan (Julie) & Zhang, Jianzhong (Andrew), 2019, "Short selling and market anomalies," Journal of Financial Markets, Elsevier, volume 46, issue C, DOI: 10.1016/j.finmar.2019.07.001.
• King, Michael R., 2019, "Time to buy or just buying time? Lessons from October 2008 for the cross-border bailout of banks," Journal of Financial Stability, Elsevier, volume 41, issue C, pages 55-72, DOI: 10.1016/j.jfs.2019.03.003.
• Będowska-Sójka, Barbara, 2019, "The dynamics of low-frequency liquidity measures: The developed versus the emerging market," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 136-142, DOI: 10.1016/j.jfs.2019.05.006.
• Marra, Miriam & Yu, Fan & Zhu, Lu, 2019, "The impact of trade reporting and central clearing on CDS price informativeness," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 130-145, DOI: 10.1016/j.jfs.2019.07.002.
• Ebrahimnejad, Ali & Hoseinzade, Saeid, 2019, "Short-sale constraints and stock price informativeness," Global Finance Journal, Elsevier, volume 40, issue C, pages 28-34, DOI: 10.1016/j.gfj.2018.11.002.
• Montgomery, William & Raza, Ahmad & Ülkü, Numan, 2019, "Tests of technical trading rules and the 52-week high strategy in the corporate bond market," Global Finance Journal, Elsevier, volume 40, issue C, pages 85-103, DOI: 10.1016/j.gfj.2018.01.018.
• Beckmann, Klaus S. & Escobari, Diego A. & Ngo, Thanh, 2019, "The real earnings management of cross-listing firms," Global Finance Journal, Elsevier, volume 41, issue C, pages 128-145, DOI: 10.1016/j.gfj.2019.04.001.
• Gao, Li & He, Wei & Wang, Qian, 2019, "In search of distress risk in China's stock market," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.08.003.
• Cieslak, Anna & Schrimpf, Andreas, 2019, "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, volume 118, issue C, pages 293-315, DOI: 10.1016/j.jinteco.2019.01.012.
• Altdörfer, Marc & De las Salas Vega, Carlos A. & Guettler, Andre & Löffler, Gunter, 2019, "The case for a European rating agency: Evidence from the Eurozone sovereign debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 1-18, DOI: 10.1016/j.intfin.2018.09.004.
• Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019, "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 117-135, DOI: 10.1016/j.intfin.2018.09.010.
• Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2019, "The evolving nature of Japanese corporate governance: Guaranteed bonds vs. rated bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 162-183, DOI: 10.1016/j.intfin.2018.10.001.
• Li, Shi & Li, Tianze & Mittoo, Usha & Song, Xiaoping & Zheng, Steven Xiaofan, 2019, "ADR valuation and listing of foreign firms in U.S. Equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 284-298, DOI: 10.1016/j.intfin.2018.11.014.
• Jog, Vijay & Otchere, Isaac & Sun, Chengye, 2019, "Does the two-stage IPO process reduce underpricing and long run underperformance? Evidence from Chinese firms listed in the U.S," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 90-105, DOI: 10.1016/j.intfin.2018.11.007.
• de Moura, André Aroldo Freitas & Gupta, Jairaj, 2019, "Mandatory adoption of IFRS in Latin America: A boon or a bias," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 111-133, DOI: 10.1016/j.intfin.2018.12.016.
• Smales, L.A. & Lucey, B.M., 2019, "The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 19-38, DOI: 10.1016/j.intfin.2018.12.003.
• Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2019, "Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 68-88, DOI: 10.1016/j.intfin.2018.12.011.
• Papakyriakou, Panayiotis & Sakkas, Athanasios & Taoushianis, Zenon, 2019, "The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 143-160, DOI: 10.1016/j.intfin.2019.03.001.
• Jamali, Ibrahim & Yamani, Ehab, 2019, "Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 241-263, DOI: 10.1016/j.intfin.2019.04.002.
• Erdemlioglu, Deniz & Joliet, Robert, 2019, "Long-term asset allocation, risk tolerance and market sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 1-19, DOI: 10.1016/j.intfin.2019.04.004.
• Fu, Xi & Zhang, Zhifang, 2019, "CFO cultural background and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 74-93, DOI: 10.1016/j.intfin.2019.05.001.
• Daly, Kevin & Batten, Jonathan A. & Mishra, Anil V. & Choudhury, Tonmoy, 2019, "Contagion risk in global banking sector," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101136.
• Dobrynskaya, Victoria, 2019, "Avoiding momentum crashes: Dynamic momentum and contrarian trading," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101141.
• Chiarella, Carlo & Cubillas, Elena & Suárez, Nuria, 2019, "Bank recapitalization in Europe: Informational content in the issuing method," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101134.
• Zaremba, Adam & Long, Huaigang & Karathanasopoulos, Andreas, 2019, "Short-term momentum (almost) everywhere," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101140.
• Li, Xiafei & Luo, Di, 2019, "Financial constraints, stock liquidity, and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101139.
• Chychyla, Roman & Leone, Andrew J. & Minutti-Meza, Miguel, 2019, "Complexity of financial reporting standards and accounting expertise," Journal of Accounting and Economics, Elsevier, volume 67, issue 1, pages 226-253, DOI: 10.1016/j.jacceco.2018.09.005.
• Nagar, Venky & Schoenfeld, Jordan & Wellman, Laura, 2019, "The effect of economic policy uncertainty on investor information asymmetry and management disclosures," Journal of Accounting and Economics, Elsevier, volume 67, issue 1, pages 36-57, DOI: 10.1016/j.jacceco.2018.08.011.
• Balakrishnan, Karthik & Vashishtha, Rahul & Verrecchia, Robert E., 2019, "Foreign competition for shares and the pricing of information asymmetry: Evidence from equity market liberalization," Journal of Accounting and Economics, Elsevier, volume 67, issue 1, pages 80-97, DOI: 10.1016/j.jacceco.2018.08.015.
• Jung, Jay Heon & Kumar, Alok & Lim, Sonya S. & Yoo, Choong-Yuel, 2019, "An analyst by any other surname: Surname favorability and market reaction to analyst forecasts," Journal of Accounting and Economics, Elsevier, volume 67, issue 2, pages 306-335, DOI: 10.1016/j.jacceco.2019.02.002.
• Chang, Eric C. & Lin, Tse-Chun & Ma, Xiaorong, 2019, "Does short-selling threat discipline managers in mergers and acquisitions decisions?," Journal of Accounting and Economics, Elsevier, volume 68, issue 1, DOI: 10.1016/j.jacceco.2018.12.002.
• Chen, Tao, 2019, "Trade-size clustering and price efficiency," Japan and the World Economy, Elsevier, volume 49, issue C, pages 195-203, DOI: 10.1016/j.japwor.2018.12.002.
• Hill, Paula & Korczak, Adriana & Korczak, Piotr, 2019, "Political uncertainty exposure of individual companies: The case of the Brexit referendum," Journal of Banking & Finance, Elsevier, volume 100, issue C, pages 58-76, DOI: 10.1016/j.jbankfin.2018.12.012.
• Griffith, Todd G. & Roseman, Brian S., 2019, "Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 104-121, DOI: 10.1016/j.jbankfin.2019.01.017.
• Chan, Konan & Li, Fengfei & Lin, Tse-Chun, 2019, "Earnings management and post-split drift," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 136-146, DOI: 10.1016/j.jbankfin.2019.02.004.
• Huang, Tao & Li, Junye, 2019, "Option-Implied variance asymmetry and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 21-36, DOI: 10.1016/j.jbankfin.2019.02.001.
• Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2019, "The short-selling skill of institutions and individuals," Journal of Banking & Finance, Elsevier, volume 101, issue C, pages 77-91, DOI: 10.1016/j.jbankfin.2019.02.003.
• Nam, Hocheol & Uchida, Konari, 2019, "Accounts payable and firm value: International evidence," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 116-137, DOI: 10.1016/j.jbankfin.2019.03.010.
• Ahn, Dong-Hyun & Min, Byoung-Kyu & Yoon, Bohyun, 2019, "Why has the size effect disappeared?," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 256-276, DOI: 10.1016/j.jbankfin.2019.02.005.
• Panayides, Marios A. & Shohfi, Thomas D. & Smith, Jared D., 2019, "Bulk volume classification and information detection," Journal of Banking & Finance, Elsevier, volume 103, issue C, pages 113-129, DOI: 10.1016/j.jbankfin.2019.04.001.
• Jain, Ankit & Tantri, Prasanna & Thirumalai, Ramabhadran S., 2019, "Demand curves for stocks do not slope down: Evidence using an exogenous supply shock," Journal of Banking & Finance, Elsevier, volume 104, issue C, pages 19-30, DOI: 10.1016/j.jbankfin.2019.03.012.
• Kenchington, David & Wan, Chi & Yüksel, H. Zafer, 2019, "Gross profitability and mutual fund performance," Journal of Banking & Finance, Elsevier, volume 104, issue C, pages 31-49, DOI: 10.1016/j.jbankfin.2019.05.001.
• Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle, 2019, "A comprehensive appraisal of style-integration methods," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 134-150, DOI: 10.1016/j.jbankfin.2019.05.016.
• Hu, Xiaolu & Huang, Haozhi & Pan, Zheyao & Shi, Jing, 2019, "Information asymmetry and credit rating: A quasi-natural experiment from China," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 132-152, DOI: 10.1016/j.jbankfin.2019.06.003.
• Nishiotis, George P. & Rompolis, Leonidas S., 2019, "Put-call parity violations and return predictability: Evidence from the 2008 short sale ban," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 276-297, DOI: 10.1016/j.jbankfin.2019.07.008.
• Ambrocio, Gene & Hasan, Iftekhar, 2019, "What drives discretion in bank lending? Some evidence and a link to private information," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 323-340, DOI: 10.1016/j.jbankfin.2019.07.006.
• Lakdawala, Aeimit & Schaffer, Matthew, 2019, "Federal reserve private information and the stock market," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 34-49, DOI: 10.1016/j.jbankfin.2019.05.022.
• He, Ping & Ma, Lin & Wang, Kun & Xiao, Xing, 2019, "IPO pricing deregulation and corporate governance: Theory and evidence from Chinese public firms," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.08.004.
• Eugster, Nicolas & Isakov, Dušan, 2019, "Founding family ownership, stock market returns, and agency problems," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.07.020.
• Borochin, Paul & Zhao, Yanhui, 2019, "Belief heterogeneity in the option markets and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.07.011.
• Gao, Shenghao & Lu, Ruichang & Ni, Chenkai, 2019, "Institutional investors’ cognitive constraints during initial public offerings," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105627.
• Chue, Timothy K. & Gul, Ferdinand A. & Mian, G. Mujtaba, 2019, "Aggregate investor sentiment and stock return synchronicity," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105628.
• (Jennifer) Wu, Szu-Yin & Chung, Kee H., 2019, "Corporate innovation, likelihood to be acquired, and takeover premiums," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105634.
• Cimon, David & Garriott, Corey, 2019, "Banking regulation and market making," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105653.
• Zareei, Abalfazl, 2019, "Network origins of portfolio risk," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105663.
• Chou, Pin-Huang & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2019, "Asset growth, style investing, and momentum," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 108-124, DOI: 10.1016/j.jbankfin.2018.11.008.
• Ashour, Samar & Hao, (Grace) Qing, 2019, "Do analysts really anchor? Evidence from credit risk and suppressed negative information," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 183-197, DOI: 10.1016/j.jbankfin.2018.11.006.
• Cheng, Shijun & Felix, Robert & Zhao, Yijiang, 2019, "Board interlock networks and informed short sales," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 198-211, DOI: 10.1016/j.jbankfin.2018.11.002.
• Zerbib, Olivier David, 2019, "The effect of pro-environmental preferences on bond prices: Evidence from green bonds," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 39-60, DOI: 10.1016/j.jbankfin.2018.10.012.
• Zaremba, Adam, 2019, "Cross-sectional seasonalities in international government bond returns," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 80-94, DOI: 10.1016/j.jbankfin.2018.11.004.
• Huang, Alan G. & Kalimipalli, Madhu & Nayak, Subhankar & Ramchand, Latha, 2019, "Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 202-221, DOI: 10.1016/j.jbankfin.2018.12.011.
• Liao, Yin & Anderson, Heather M., 2019, "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 252-274, DOI: 10.1016/j.jbankfin.2018.12.005.
• Chen, Tao, 2019, "The price impact of trade-size clustering: Evidence from an intraday analysis," Journal of Business Research, Elsevier, volume 101, issue C, pages 300-314, DOI: 10.1016/j.jbusres.2019.04.032.
• Dyl, Edward A. & Yuksel, H. Zafer & Zaynutdinova, Gulnara R., 2019, "Price reversals and price continuations following large price movements," Journal of Business Research, Elsevier, volume 95, issue C, pages 1-12, DOI: 10.1016/j.jbusres.2018.08.036.
• Khalil, Samer & Mansi, Sattar & Mazboudi, Mohamad & Zhang, Andrew (Jianzhong), 2019, "Information asymmetry and the wealth appropriation effect in the bond market: Evidence from late disclosures," Journal of Business Research, Elsevier, volume 95, issue C, pages 49-61, DOI: 10.1016/j.jbusres.2018.09.022.
• Tingbani, Ishmael & Okafor, Godwin & Tauringana, Venancio & Zalata, Alaa Mansour, 2019, "Terrorism and country-level global business failure," Journal of Business Research, Elsevier, volume 98, issue C, pages 430-440, DOI: 10.1016/j.jbusres.2018.08.037.
• Weissensteiner, Alex, 2019, "Correlated noise: Why passive investment might improve market efficiency," Journal of Economic Behavior & Organization, Elsevier, volume 158, issue C, pages 158-172, DOI: 10.1016/j.jebo.2018.11.017.
• Liu, Jia & Riyanto, Yohanes E., 2019, "Liquidation policy and credit history in financial contracting: An experiment," Journal of Economic Behavior & Organization, Elsevier, volume 158, issue C, pages 526-542, DOI: 10.1016/j.jebo.2018.12.025.
• Pelster, Matthias, 2019, "Attracting attention from peers: Excitement in social trading," Journal of Economic Behavior & Organization, Elsevier, volume 161, issue C, pages 158-179, DOI: 10.1016/j.jebo.2019.03.010.
• Auer, Benjamin R. & Rottmann, Horst, 2019, "Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?," Journal of Economics and Business, Elsevier, volume 103, issue C, pages 61-79, DOI: 10.1016/j.jeconbus.2018.12.003.
• Martineau, Nicolas-Guillaume & de Vanssay, Xavier, 2019, "Sinning by omission: Insider trading and ethical behavior," Journal of Economics and Business, Elsevier, volume 104, issue C, pages 1-1, DOI: 10.1016/j.jeconbus.2019.01.001.
• Rüdiger, Jesper & Vigier, Adrien, 2019, "Learning about analysts," Journal of Economic Theory, Elsevier, volume 180, issue C, pages 304-335, DOI: 10.1016/j.jet.2019.01.001.
• Dindo, Pietro, 2019, "Survival in speculative markets," Journal of Economic Theory, Elsevier, volume 181, issue C, pages 1-43, DOI: 10.1016/j.jet.2019.02.002.
• Lou, Youcheng & Parsa, Sahar & Ray, Debraj & Li, Duan & Wang, Shouyang, 2019, "Information aggregation in a financial market with general signal structure," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 594-624, DOI: 10.1016/j.jet.2019.05.004.
• Baruch, Shmuel & Glosten, Lawrence R., 2019, "Tail expectation and imperfect competition in limit order book markets," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 661-697, DOI: 10.1016/j.jet.2019.07.008.
• Moreira, Alan, 2019, "Capital immobility and the reach for yield," Journal of Economic Theory, Elsevier, volume 183, issue C, pages 907-951, DOI: 10.1016/j.jet.2019.07.010.
• Cai, Zhifeng, 2019, "Dynamic information acquisition and time-varying uncertainty," Journal of Economic Theory, Elsevier, volume 184, issue C, DOI: 10.1016/j.jet.2019.104947.
• Goldstein, Itay & Yang, Liyan, 2019, "Good disclosure, bad disclosure," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 118-138, DOI: 10.1016/j.jfineco.2018.08.004.
• Cai, Fang & Han, Song & Li, Dan & Li, Yi, 2019, "Institutional herding and its price impact: Evidence from the corporate bond market," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 139-167, DOI: 10.1016/j.jfineco.2018.07.012.
• Harford, Jarrad & Stanfield, Jared & Zhang, Feng, 2019, "Do insiders time management buyouts and freezeouts to buy undervalued targets?," Journal of Financial Economics, Elsevier, volume 131, issue 1, pages 206-231, DOI: 10.1016/j.jfineco.2017.12.010.
• Bai, Hang & Hou, Kewei & Kung, Howard & Li, Erica X.N. & Zhang, Lu, 2019, "The CAPM strikes back? An equilibrium model with disasters," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 269-298, DOI: 10.1016/j.jfineco.2018.08.009.
• Hautsch, Nikolaus & Horvath, Akos, 2019, "How effective are trading pauses?," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 378-403, DOI: 10.1016/j.jfineco.2017.12.011.
• Grennan, Jillian, 2019, "Dividend payments as a response to peer influence," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 549-570, DOI: 10.1016/j.jfineco.2018.01.012.
• Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P., 2019, "Private information in currency markets," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 643-665, DOI: 10.1016/j.jfineco.2018.08.012.
• Kapadia, Nishad & Zekhnini, Morad, 2019, "Do idiosyncratic jumps matter?," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 666-692, DOI: 10.1016/j.jfineco.2018.08.014.
• Adelino, Manuel & Gerardi, Kristopher & Hartman-Glaser, Barney, 2019, "Are lemons sold first? Dynamic signaling in the mortgage market," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 1-25, DOI: 10.1016/j.jfineco.2018.09.005.
• Jang, Jeewon & Kang, Jangkoo, 2019, "Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 222-247, DOI: 10.1016/j.jfineco.2018.10.005.
• Baltussen, Guido & van Bekkum, Sjoerd & Da, Zhi, 2019, "Indexing and stock market serial dependence around the world," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 26-48, DOI: 10.1016/j.jfineco.2018.07.016.
• Ben-David, Itzhak & Birru, Justin & Rossi, Andrea, 2019, "Industry familiarity and trading: Evidence from the personal portfolios of industry insiders," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 49-75, DOI: 10.1016/j.jfineco.2018.08.007.
• Huang, Shiyang & Huang, Yulin & Lin, Tse-Chun, 2019, "Attention allocation and return co-movement: Evidence from repeated natural experiments," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 369-383, DOI: 10.1016/j.jfineco.2018.10.006.
• Choi, Jin Hyuk & Larsen, Kasper & Seppi, Duane J., 2019, "Information and trading targets in a dynamic market equilibrium," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 22-49, DOI: 10.1016/j.jfineco.2018.11.003.
• Lee, Charles M.C. & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2019, "Technological links and predictable returns," Journal of Financial Economics, Elsevier, volume 132, issue 3, pages 76-96, DOI: 10.1016/j.jfineco.2018.11.008.
• Hirshleifer, David & Levi, Yaron & Lourie, Ben & Teoh, Siew Hong, 2019, "Decision fatigue and heuristic analyst forecasts," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 83-98, DOI: 10.1016/j.jfineco.2019.01.005.
• Comerton-Forde, Carole & Grégoire, Vincent & Zhong, Zhuo, 2019, "Inverted fee structures, tick size, and market quality," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 141-164, DOI: 10.1016/j.jfineco.2019.03.005.
• Green, T. Clifton & Huang, Ruoyan & Wen, Quan & Zhou, Dexin, 2019, "Crowdsourced employer reviews and stock returns," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 236-251, DOI: 10.1016/j.jfineco.2019.03.012.
• Jondeau, Eric & Zhang, Qunzi & Zhu, Xiaoneng, 2019, "Average skewness matters," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 29-47, DOI: 10.1016/j.jfineco.2019.03.003.
• Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2019, "Size and value in China," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 48-69, DOI: 10.1016/j.jfineco.2019.03.008.