Research classified by Journal of Economic Literature (JEL) codes

2019

• Ed deHaan & David Larcker & Charles McClure, 2019, "Long-term economic consequences of hedge fund activist interventions," Review of Accounting Studies, Springer, volume 24, issue 2, pages 536-569, June, DOI: 10.1007/s11142-019-9480-8.
• John L. Campbell & Matthew D. DeAngelis & James R. Moon, 2019, "Skin in the game: personal stock holdings and investors’ response to stock analysis on social media," Review of Accounting Studies, Springer, volume 24, issue 3, pages 731-779, September, DOI: 10.1007/s11142-019-09498-9.
• Hans B. Christensen & Mark Maffett & Lauren Vollon, 2019, "Securities regulation, household equity ownership, and trust in the stock market," Review of Accounting Studies, Springer, volume 24, issue 3, pages 824-859, September, DOI: 10.1007/s11142-019-09499-8.
• Rebecca N. Hann & Heedong Kim & Yue Zheng, 2019, "Intra-industry information transfers: evidence from changes in implied volatility around earnings announcements," Review of Accounting Studies, Springer, volume 24, issue 3, pages 927-971, September, DOI: 10.1007/s11142-019-9487-1.
• Eddy Cardinaels & Stephan Hollander & Brian J. White, 2019, "Automatic summarization of earnings releases: attributes and effects on investors’ judgments," Review of Accounting Studies, Springer, volume 24, issue 3, pages 860-890, September, DOI: 10.1007/s11142-019-9488-0.
• Anja Frommherz, 2019, "Price discovery of German index derivatives during financial turmoil," Review of Managerial Science, Springer, volume 13, issue 1, pages 147-179, February, DOI: 10.1007/s11846-017-0241-4.
• Maximilian Sturm & Stephan Nüesch, 2019, "Strong shareholder rights, internal capital allocation efficiency, and the moderating role of market competition and external financing needs," Review of Managerial Science, Springer, volume 13, issue 1, pages 93-111, February, DOI: 10.1007/s11846-017-0244-1.
• Sebastian Utz, 2019, "Corporate scandals and the reliability of ESG assessments: evidence from an international sample," Review of Managerial Science, Springer, volume 13, issue 2, pages 483-511, April, DOI: 10.1007/s11846-017-0256-x.
• Thomas Johann & Stefan Scharnowski & Erik Theissen & Christian Westheide & Lukas Zimmermann, 2019, "Liquidity in the German Stock Market," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 71, issue 4, pages 443-473, October, DOI: 10.1007/s41464-019-00079-6.
• Adrian Jäggi & Martin Schlegel & Attilio Zanetti, 2019, "Macroeconomic surprises, market environment, and safe-haven currencies," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 155, issue 1, pages 1-21, December, DOI: 10.1186/s41937-019-0031-9.
• Yi-Mien Lin & Chia-Hua Chang & Yuh-Jiuan Parng, 2019, "The Effect of Accounting Conservatism on Equity Valuation: Evidence from Corporate Life Cycle," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 1, pages 1-1.
• Igor Semenenko, 2019, "Rumor Mill and Merger Waves: Analysis of Aggregate Market Activity," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 2, pages 1-5.
• Hsueh-Tien Lu, 2019, "Post-earnings-announcement drift anomaly: The role of operating and non-operating income in the Taiwanese stock market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 4, pages 1-7.
• Pei-wen Chen & Han-Ching Huang & Yung-chern Su, 2019, "The Imbalance-Based Trading Strategies on Taiwan Exchange Rate Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 4, pages 1-8.
• Yuxun Wang, 2019, "How does reserve ratio decreasing act on market: Empirical evidence from China," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 5, pages 1-2.
• Huadong Chang & Guozhi An, 2019, "Will History Repeat Itself? Empirical Research on A-Share Candlesticks in China Based on Matching Method," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 5, pages 1-8.
• Yuan Zhang, 2019, "Information in excess analyst coverage: Evidence from China’s stock market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 9, issue 6, pages 1-12.
• Huaibing Yu, 2019, "Long-run Cointegration and Market Equilibrium in Large Cap Stocks," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 1, pages 1-2.
• Huaibing Yu, 2019, "An Econometric Analysis on Influential Power Across Global Stock Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 8, issue 3, pages 1-1.
• Rahul Deb & Mallesh M. Pai & Maher Said, 2019, "Dynamic Incentives for Buy-Side Analysts," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 19-01.
• Lawrence J. White, 2019, "Using the Tools of Industrial Organization to Illuminate the Credit Rating Industry," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 19-02.
• Julia Darby & Hai Zhang & Jinkai Zhang, 2019, "Institutional trading in volatile markets: evidence from Chinese stock markets," Working Papers, University of Strathclyde Business School, Department of Economics, number 1912, Sep.
• Nico Katzke & Charlotte van Tiddens, 2019, "FTSE/JSE Index Migration: Testing for the Index Effect in Stocks Entering and Exiting the Top 40," Working Papers, Stellenbosch University, Department of Economics, number 10/2019.
• David E. Allen & Michael McAleer & Abhay K. Singh, 2019, "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, volume 51, issue 30, pages 3212-3235, June, DOI: 10.1080/00036846.2018.1564115.
• Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2019, "On the efficiency of racetrack betting market: a new test for the favourite-longshot bias," Applied Economics, Taylor & Francis Journals, volume 51, issue 54, pages 5817-5828, November, DOI: 10.1080/00036846.2019.1624918.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2019, "Exchange rate returns and volatility: the role of time-varying rare disaster risks," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 2, pages 190-203, January, DOI: 10.1080/1351847X.2018.1534750.
• Dirk Schoenmaker & Willem Schramade, 2019, "Investing for long-term value creation," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, volume 9, issue 4, pages 356-377, October, DOI: 10.1080/20430795.2019.1625012.
• Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2019, "On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators," Quantitative Finance, Taylor & Francis Journals, volume 19, issue 5, pages 843-858, May, DOI: 10.1080/14697688.2018.1524154.
• Goergen, Marc & Renneboog, Luc & Zhao, Yang, 2019, "Insider trading and networked directors," Other publications TiSEM, Tilburg University, School of Economics and Management, number dd590177-d348-410e-a971-b.
• Antonio Amendola & Dennis M. Montagna & Mario Maggi, 2019, "Analysis of Equity Beta Components: New Results and Prospectives in a Low Beta Framework," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 3, issue 1, pages 1-26, DOI: http://dx.doi.org/10.1991/jefa.v3i1.
• Ji Cao & Marc Oliver Rieger & Lei Zhao, 2019, "Safety First, Loss Probability, and the Cross Section of Expected Stock Returns," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2019-02.
• Bianchi, Milo & Jehiel, Philippe, 2019, "Bundlers Dilemmas in Financial Markets with Sampling Investors," TSE Working Papers, Toulouse School of Economics (TSE), number 19-1042, Oct.
• Hong, Jieying & Pouget, Sébastien, 2021, "Liquidity Formation and Preopening Periods in Financial Markets," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1283, Dec.
• John Cotter & Stuart Gabriel & Richard Roll, 2019, "Nowhere to Run, Nowhere to Hide - Asset Diversification in a Flat World," Working Papers, Geary Institute, University College Dublin, number 201909, May.
• Thomas Conlon & John Cotter & Chenglu Jin, 2019, "Co-skewness across Return Horizons," Working Papers, Geary Institute, University College Dublin, number 201910, Jul.
• Álvaro Chamizo & Alfonso Novales, 2019, "Market risk when hedging a global credit portfolio," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-28, Sep.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2019, "The Tail That Keeps the Riskless Rate Low," NBER Macroeconomics Annual, University of Chicago Press, volume 33, issue 1, pages 253-283, DOI: 10.1086/700895.
• Lily Shen & Stephen L. Ross, 2019, "Information Value of Property Description: A Machine Learning Approach," Working papers, University of Connecticut, Department of Economics, number 2019-20, Dec, revised Sep 2020.
• Zhenzhen Zhu & Zhidong Bai & João Paulo Vieito & Wing-Keung Wong, 2019, "The impact of the global financial crisis on the efficiency and performance of Latin American stock markets," Estudios de Economia, University of Chile, Department of Economics, volume 46, issue 1, pages 5-30, June.
• Gustavo Fruet Dias & Marcelo Fernandes & Cristina Mabel Scherrer, 2019, "Price discovery in a continuous-time setting," University of East Anglia School of Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK., number 2019-02, Aug.
• Royman Guao Samper, 2019, "Information economics and financial markets. Interpretation of Stiglitz’s thought," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 44, issue 47, pages 149-173, January-J.
• Vladimir Asriyan & Victoria Vanasco, 2019, "Security design in non-exclusive markets with asymmetric information," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1712, Nov, revised Jun 2021.
• Kilian R. Dinkelaker & Andreas-Walter Mattig & Stefan Morkoetter, 2019, "A Closer Look at Credt Rating Processes: Uncovering the Impact of Analyst Rotation," Working Papers on Finance, University of St. Gallen, School of Finance, number 1911, Aug.
• Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2019, "Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal," Working Papers on Finance, University of St. Gallen, School of Finance, number 1912, Jul.
• F. Douglas Foster & Xue-Zhong He & Junqing Kang & Shen Lin, 2019, "The Microstructure of Endogenous Liquidity Provision," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 402, Nov.
• Xue-Zhong He & Shen Lin, 2019, "Reinforcement Learning in Limit Order Markets," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 403, Feb.
• Erasmus Kersting & Christopher Kilby, 2019, "Does the World Bank Move Markets?," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 42, Aug.
• YAMAK, Nebiye & YAMAK, Rahmi & SAMUT, Serkan, 2019, "Causal Relationship Between Bitcoin Price Volatility And Trading Volume: Rolling Window Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 23, issue 3, pages 6-20, September.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019, "The Adaptive Market Hypothesis and the Day-of-the-Week Effect in African Stock Markets: the Markov Switching Model," Comparative Economic Research, Paradigm, volume 22, issue 3, pages 145-162, September, DOI: 10.2478/cer-2019-0028.
• Škrinjarić Tihana, 2019, "Effects of changes in stock market index composition on stock returns: event study methodology on Zagreb Stock Exchange," Croatian Review of Economic, Business and Social Statistics, Paradigm, volume 5, issue 1, pages 43-54, May, DOI: 10.2478/crebss-2019-0005.
• Hadro Dominika & Pauka Marek, 2019, "Underpricing on the Selected European Alternative Investment Markets," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 15, issue 2, pages 87-94, June, DOI: 10.2478/fiqf-2019-0014.
• Polak Mateusz & Polczyk Romuald, 2019, "Misinformation About Dividend Payouts Influences Transaction Prices in Experimental Asset Markets," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 15, issue 4, pages 44-54, December, DOI: 10.2478/fiqf-2019-0027.
• Mielus Piotr, 2019, "How to Measure the Economic Integrity of Ibor Panels? A Behavioural Approach," Financial Sciences. Nauki o Finansach, Paradigm, volume 24, issue 1, pages 51-73, March, DOI: 10.15611/fins.2019.1.04.
• Senarathne Chamil W. & Šoja Tijana, 2019, "Heteroskedasticity in Excess Bitcoin Return Data: Google Trend vs. Garch Effects," Financial Sciences. Nauki o Finansach, Paradigm, volume 24, issue 3, pages 35-45, September, DOI: 10.15611/fins.2019.3.04.
• Piekunko-Mantiuk Iwona, 2019, "Parameterized Trade on the Futures Market on the WIG20," Folia Oeconomica Stetinensia, Paradigm, volume 19, issue 1, pages 114-125, June, DOI: 10.2478/foli-2019-0008.
• Lizińska Joanna & Czapiewski Leszek, 2019, "Long-Term Equity Performance in Poland – Searching for Answers with the Calendar-Time Portfolio Approach," Folia Oeconomica Stetinensia, Paradigm, volume 19, issue 1, pages 43-55, June, DOI: 10.2478/foli-2019-0004.
• Karime Sleiman & Sayilir Özlem, 2019, "Political news and stock market reactions: evidence from Turkey over the period 2008–2017," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 55, issue 2, pages 83-98, June, DOI: 10.2478/ijme-2019-0013.
• Smuda-Kocoń Marlena, 2019, "Corporate governance vs management of the intellectual capital of banks: Structural equation modeling (SEM)," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 55, issue 4, pages 319-330, December, DOI: 10.2478/ijme-2019-0022.
• Obalade Adefemi A. & Muzindutsi Paul-Francois, 2019, "Calendar Anomalies, Market Regimes, and the Adaptive Market Hypothesis in African Stock Markets," Journal of Management and Business Administration. Central Europe, Paradigm, volume 27, issue 4, pages 71-94, December, DOI: 10.7206/cemj.2658-0845.10.
• Erdas Mehmet Levent, 2019, "Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests," Review of Economic Perspectives, Paradigm, volume 19, issue 4, pages 399-428, December, DOI: 10.2478/revecp-2019-0020.
• Kramarić Tomislava Pavić & Miletić Marko, 2019, "The Boone Indicator as Determinant of Croatian Insurance Market Soundness," South East European Journal of Economics and Business, Paradigm, volume 14, issue 2, pages 1-12, December, DOI: 10.2478/jeb-2019-0009.
• Draženović Bojana Olgić & Hodžić Sabina & Maradin Dario, 2019, "The Efficiency of Mandatory Pension Funds: Case of Croatia," South East European Journal of Economics and Business, Paradigm, volume 14, issue 2, pages 82-94, December, DOI: 10.2478/jeb-2019-0015.
• Nageri Kamaldeen Ibraheem, 2019, "Evaluating Good and Bad News During Pre and Post Financial Meltdown: Nigerian Stock Market Evidence," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 64, issue 3, pages 1-22, December, DOI: 10.2478/subboec-2019-0012.
• Nageri Kamaldeen Ibraheem & Abdulkadir Rihanat Idowu, 2019, "Is the Nigerian Stock Market Efficient? Pre and Post 2007-2009 Meltdown Analysis," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Paradigm, volume 29, issue 3, pages 38-63, September, DOI: 10.2478/sues-2019-0011.
• Yang Hu & Yang (Greg) Hou & Les Oxley, 2019, "Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective," Working Papers in Economics, University of Waikato, number 19/13, Aug.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019, "Corporate Governance, Information Uncertainty and Market Reaction to Information Signals," Working Papers in Economics, University of Waikato, number 19/15, Jul.
• Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019, "The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy," Working Papers in Economics, University of Waikato, number 19/16, Jul.
• Ryo Takahashi, 2019, "How to stimulate environmentally friendly consumption: Evidence from a nationwide social experiment to promote eco-friendly coffee," Working Papers, Waseda University, Faculty of Political Science and Economics, number 1917, Sep.
• Maryna Zenkova & Robert Ślepaczuk, 2019, "Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-02, Jan.
• Michał Latoszek & Robert Ślepaczuk, 2019, "Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-14, Aug.
• Kamil Korzeń & Robert Ślepaczuk, 2019, "Hybrid Investment Strategy Based on Momentum and Macroeconomic Approach," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2019-17, Oct.
• Kim,Young Eun & Loayza,Norman V., 2019, "Productivity Growth : Patterns and Determinants across the World," Policy Research Working Paper Series, The World Bank, number 8852, May.
• Nidhi Aggarwal & Susan Thomas, 2019, "When stock futures dominate price discovery," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 39, issue 3, pages 263-278, March, DOI: 10.1002/fut.21973.
• Barardehi, Yashar H. & Bernhardt, Dan & Ruchti, Thomas G. & Weidenmier, Marc, 2019, "The Night and Day of Amihud’s (2002) Liquidity Measure," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1211.
• Zachary McGurk & Adam Nowak & Joshua C. Hall, 2019, "Stock Returns and Investor Sentiment: Textual Analysis and Social Media," Working Papers, Department of Economics, West Virginia University, number 19-03.
• Tihana Škrinjarić Patrik Barišić, 2019, "Effects of Football Match Results of Croatian National Team on Stock Returns: Evidence from Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 22, issue 1, pages 13-45, May, DOI: 10.2478/zireb-2019-0010.
• de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2019, "OTC discount," Discussion Papers, Deutsche Bundesbank, number 42/2019.
• Rauter, Thomas, 2019, "Disclosure Regulation, Corruption, and Investment: Evidence from Natural Resource Extraction," Working Papers, The University of Chicago Booth School of Business, George J. Stigler Center for the Study of the Economy and the State, number 286.
• Johann, Thomas & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian & Zimmermann, Lukas, 2019, "Liquidity in the German stock market," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 19-02.
• Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe, 2019, "Measuring euro area monetary policy," CFS Working Paper Series, Center for Financial Studies (CFS), number 624.
• Gürkaynak, Refet S. & Karasoy-Can, Hatice Gökçe & Lee, Sang Seok, 2019, "Stock market's assessment of monetary policy transmission: The cash flow effect," CFS Working Paper Series, Center for Financial Studies (CFS), number 628.
• Gonçalves, Jorge & Kräussl, Roman & Levin, Vladimir, 2019, "Do "speed bumps" prevent accidents in financial markets?," CFS Working Paper Series, Center for Financial Studies (CFS), number 636.
• Khan, Muhammad Salman & Khan, Kanwal Iqbal & Mahmood, Shahid & Sheeraz, Muhammad, 2019, "Symmetric and Asymmetric Volatility Clustering Via GARCH Family Models: An Evidence from Religion Dominant Countries," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 13, issue 1, pages 20-25, DOI: 10.24312/1900148130104.
• Zhang, Chris H. & Frijns, Bart, 2019, "Noise trading and informational efficiency," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 198037.
• Stadtmann, Georg & Croonenbroeck, Carsten, 2019, "The ups and downs of Wirecard AG: An application of the reversed news model," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 414.
• Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2019, "The difference in the intraday return-volume relationships of spot and futures: A quantile regression approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 13, pages 1-38, DOI: 10.5018/economics-ejournal.ja.2019-.

2018

• Alasdair Brown & James Reade & Leighton Vaughan Williams, 2018, "Prediction Markets and Poll Releases: When Are Prices Most Informative?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2018-02, Mar.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers, Society for Economic Dynamics, number 1111.
• Nina Boyarchenko & Matthew Plosser & Valentin Haddad, 2018, "Federal Reserve and Market Confidence," 2018 Meeting Papers, Society for Economic Dynamics, number 781.
• Narinder Pal Singh & Archana Singh, 2018, "Global Financial Crisis and Price Risk Management in Gold Futures Market- Evidences from Indian & US Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 21, issue 68, pages 111-120, June.
• Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018, "An Auction-Based Test of Private Information in an Interdealer FX Market," Working papers, Red Investigadores de Economía, number 1, Aug.
• Małgorzata Lubelska-Sazanów, 2018, "The Wild Differences in Law when Trading in Wild Animals: a US and EU Perspective," American Journal of Trade and Policy, Asian Business Consortium, volume 5, issue 2, pages 39-48.
• Valentina Galvani & Lifang Li, 2018, "Asymmetric Information, Predictability and Momentum in the Corporate Bond Market," Working Papers, University of Alberta, Department of Economics, number 2018-17, Nov.
• Yusuf Varlı, 2018, "Who Are the Market Beaters: Lucky Investors, Insiders or Who Else?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 87-107.
• Ali Ihsan Akgun, 2018, "Do Accounting Standards affect the Business Performance and Financial Statement Manipulation on the banks?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 3, pages 589-603.
• Mohamed-Ali Akari & Ramzi Ben-Abdallah & Michèle Breton & Georges Dionne, 2018, "The impact of central clearing on the market for single-name credit default swaps," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-1, Apr.
• Maham Ejaz & Rubeena Tashfeen & Kinza Younas & Abubaker Naeem, 2018, "Economic Value Added or Earnings per Share? An Incremental Content Analysis," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 2, pages 63-90.
• Bisharat Hussain Chang & Pervaiz Ahmed Memon & Niaz Ghumro & Mujeeb-ur- Rehman, 2018, "Are gold markets weak form efficient? Evidence from China, India and Russia," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 5, issue 1, pages 52-65.
• Jamal Bouoiyour & Refk Selmi, 2018, "Are BRICS Markets Equally Exposed to Trump’s Agenda?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 2, pages 1203-1233.
• Julijana Angelovska, 2018, "Testing Weak Form Of Stock Market Efficiency At The Macedonian Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 9, issue 2, pages 133-144.
• Mircea BAHNA & Cosmin-Octavian CEPOI & Bogdan Andrei DUMITRESCU & Virgil DAMIAN, 2018, "Estimating the Price Impact of Market Orders on the Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 120-133, December.
• Alan Meng Li & Dharmendra Naidu & Farshid Navissi & Kumari Ranjeeni, 2018, "Net stock issuance anomaly and cash flow explanation: A research note," Australian Journal of Management, Australian School of Business, volume 43, issue 2, pages 286-304, May, DOI: 10.1177/0312896217717306.
• Li Yu (Colly) He & Sue Wright & Elaine Evans, 2018, "Is fair value information relevant to investment decision-making: Evidence from the Australian agricultural sector?," Australian Journal of Management, Australian School of Business, volume 43, issue 4, pages 555-574, November, DOI: 10.1177/0312896218765236.
• James Bashall & Gizelle D. Willows & Darron West, 2018, "The Extent to Which Professional Advice Can Reduce the Disposition Effect: An Emerging Market Study," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 2, pages 229-249, August, DOI: 10.1177/0972652718776861.
• Radha M. Ladkani & Ashok Banerjee, 2018, "Emerging Market Bidder Returns and the Choice of Payment Method in Mergers and Acquisitions: Evidence from India," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3, pages 386-411, December, DOI: 10.1177/0972652718797817.
• Thai-Ha Le & Donghyun Park & Cong-Phu-Khanh Tran & Binh Tran-Nam, 2018, "The Impact of the Hai Yang Shi You 981 Event on Vietnam’s Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3_suppl, pages 344-375, December, DOI: 10.1177/0972652718798215.
• Nurwahida Yaakub & Mohamed Sherif & Roszaini Haniffa, 2018, "The Post-issue Market Performance of Initial Public Offerings: Empirical Evidence from the Malaysian Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3_suppl, pages 376-414, December, DOI: 10.1177/0972652718798188.
• Pedro Godinho & Pedro Cerqueira, 2018, "The Impact of Expectations, Match Importance, and Results in the Stock Prices of European Football Teams," Journal of Sports Economics, , volume 19, issue 2, pages 230-278, February, DOI: 10.1177/1527002515626222.
• Arne Feddersen & Brad R. Humphreys & Brian P. Soebbing, 2018, "Sentiment Bias in National Basketball Association Betting," Journal of Sports Economics, , volume 19, issue 4, pages 455-472, May, DOI: 10.1177/1527002516656726.
• Chiranjit Mukhopadhyay, 2018, "New More Powerful Likelihood Ratio Tests for Short Horizon Event Studies," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408700, Jun.
• Hong Rim & Robert Setaputra, 2018, "Study on the Co-movement between Stock Markets in Asia, Europe and the North America," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408852, Jun.
• Abed ALNasser Abdallah & Wissam Abdallah, 2018, "Does cross-listing mitigate sub-optimal corporate investment?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409230, Jun.
• VICTORIA NIKULINA & Maxim Bouev, 2018, "Measuring herding behavior in the Russian stock market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409412, Jun.
• Erkan POYRAZ & Bilge TÜRKÜN KAYA, 2018, "Effects of Sovereign Credit Rate Announcements on Turkey Stock Exchange Market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6508957, Jul.
• Kiran Kumar Kotha, 2018, "Mis-pricing in Single Stock Futures: Evidence from National Stock Exchange of India," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7310288, Nov.
• Cristiana Tudor, 2018, "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508377, Apr.
• Utku Altunoz, 2018, "Does Herd Behaviour Exist In Turkish Stock Markets? The Case Of Borsa Istanbul," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109857, Nov.
• Alina Klein & Rudolf Klein, 2018, "Mean Reversion and Momentum in Central and Eastern European Countries ? A Case Study on Poland and Romania," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8208378, Jul.
• FARUK DAYI & Ibrahim Yasar GOK & Tolga ULUSOY, 2018, "The Relationship Between Footballer and Head Coach Transfer News and Stock Prices of Sport Clubs," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8209526, Jul.
• Abdul Haque & Adeel Nasir, 2018, "The application of Value at Risk and Expected Shortfall as Controlling Mechanism of Systematic Risk of Pakistani Stock Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 7108551, Jun.
• Mejía Téllez, Juan De la Cruz, 2018, "Detecting random walk in stock market prices based on Markov chains: Examining The Mexican Stock Market Index / Detección de caminata aleatoria en precios bursátiles mediante cadenas de Markov: aplicación al Índice de Precios y Cotizaciones de México," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 2, pages 183-204, julio-dic.
• Patrycja Chodnicka-Jaworska, 2018, "Banks’ Credit Rating Changes and Their Stock Prices – the Impact of Political Divisions and Economy Development," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 22018, Nov.
• Antonio Sánchez Serrano, 2018, "EU banks after the crisis: sinners in the hands of angry markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 9, pages 24-51, May.
• Mouna Rekik & Maha Kalai, 2018, "Determinants of banks’ profitability and efficiency: Empirical evidence from a sample of Banking Systems," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 9, pages 5-23, May.
• Krzysztof Borowski, 2018, "Normal Distribution of Returns of Warsaw Stock Exchange Indexes (Rozklad normalny stop zwrotu indeksow Gieldy Papierow Wartosciowych w Warszawie)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 11-45.
• Patrycja Chodnicka-Jaworska, 2018, "Sensitivity of the Central and Eastern European Stock Market to Credit Rating Changes (Wrazliwosc rynku akcji Europy Srodkowo-Wschodniej na zmiany credit ratingow)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 46-61.
• Patrycja Chodnica-Jaworska, 2018, "Credit Rating Changes and the Bond Market – the Impact of Economic Development (Zmiana credit ratingu i rynek obligacji – wplyw poziomu rozwoju gospodarczego)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 176-189.
• Barbara Bedowska-Sojka, 2018, "Emerging and Mature Markets – Behaviour of Low-Frequency Liquidity Measures. The Case of the German and Polish Stock Markets (Rynek wschodzacy i rynek dojrzaly – zachowanie miar plynnosci o niskiej czestotliwosci na przykladzie niemieckiego i polskie," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 24-36.
• Dariusz Filip, 2018, "Multifactor models in the analysis of mutual fund effectiveness (Wieloczynnikowe modele w analizie efektywnosci funduszy inwestycyjnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 61-81.
• Jacek Karasinski, 2018, "Multifactor models in the analysis of mutual fund effectiveness (Wieloczynnikowe modele w analizie efektywnosci funduszy inwestycyjnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 82-96.
• Kamil Polak, 2018, "Investors’ Reaction to a Published Recommendation (Wplyw opublikowanej rekomendacji na reakcje inwestorow)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 127-135.
• Sophie van Huellen, 2018, "Too Much of a Good Thing? Speculative Effects on Commodity Futures Curves," Working Papers, Department of Economics, SOAS University of London, UK, number 211, Jul.
• Hakan BİLİR, 2018, "An Analysis of January Effect on Different BIST Indexes in Turkish Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(36).
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2018, "Individual Investors Look at Price Tags," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2018_17, Oct.
• George Chalamandaris & Nikos E. Vlachogiannakis, 2018, "Are financial ratios relevant for trading credit risk? Evidence from the CDS market," Annals of Operations Research, Springer, volume 266, issue 1, pages 395-440, July, DOI: 10.1007/s10479-016-2373-3.
• Xiaojie Xu, 2018, "Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis," Empirical Economics, Springer, volume 54, issue 3, pages 1267-1295, May, DOI: 10.1007/s00181-017-1245-2.
• Diego Winkelried & Luis A. Iberico, 2018, "Calendar effects in Latin American stock markets," Empirical Economics, Springer, volume 54, issue 3, pages 1215-1235, May, DOI: 10.1007/s00181-017-1257-y.
• Pedro Pires Ribeiro & José Dias Curto, 2018, "How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts," Empirical Economics, Springer, volume 54, issue 4, pages 1451-1475, June, DOI: 10.1007/s00181-017-1268-8.
• Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018, "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, volume 55, issue 1, pages 213-232, August, DOI: 10.1007/s00181-018-1454-3.
• Syed F. Mahmud & Murat Tiniç, 2018, "Herding in Chinese stock markets: a nonparametric approach," Empirical Economics, Springer, volume 55, issue 2, pages 679-711, September, DOI: 10.1007/s00181-017-1281-y.
• A. Can Inci, 2018, "Financials sector intraday volatility characteristics in the emerging Turkish economy," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 215-229, August, DOI: 10.1007/s40822-017-0085-x.
• Madhavi Latha Challa & Venkataramanaiah Malepati & Siva Nageswara Rao Kolusu, 2018, "Forecasting risk using auto regressive integrated moving average approach: an evidence from S&P BSE Sensex," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 4, issue 1, pages 1-17, December, DOI: 10.1186/s40854-018-0107-z.
• Anna Aksamit & Tahir Choulli & Jun Deng & Monique Jeanblanc, 2018, "No-arbitrage under a class of honest times," Finance and Stochastics, Springer, volume 22, issue 1, pages 127-159, January, DOI: 10.1007/s00780-017-0345-3.
• Umut Çetin, 2018, "Financial equilibrium with asymmetric information and random horizon," Finance and Stochastics, Springer, volume 22, issue 1, pages 97-126, January, DOI: 10.1007/s00780-017-0348-0.
• Monique Jeanblanc & Libo Li & Shiqi Song, 2018, "An enlargement of filtration formula with applications to multiple non-ordered default times," Finance and Stochastics, Springer, volume 22, issue 1, pages 205-240, January, DOI: 10.1007/s00780-017-0349-z.
• Omar Euch & Masaaki Fukasawa & Mathieu Rosenbaum, 2018, "The microstructural foundations of leverage effect and rough volatility," Finance and Stochastics, Springer, volume 22, issue 2, pages 241-280, April, DOI: 10.1007/s00780-018-0360-z.
• Li Jiang & Jeong-Bon Kim & Lei Pang, 2018, "Foreign institutional investors and stock return comovement," Frontiers of Business Research in China, Springer, volume 12, issue 1, pages 1-31, December, DOI: 10.1186/s11782-018-0036-8.
• Jose Gutierrez & Steve Johnson & Robert Stretcher, 2018, "A synthesized model of short selling constraints and their impact on stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 191-210, January, DOI: 10.1007/s12197-017-9393-y.
• Serkan Karadas, 2018, "Family ties and informed trading: evidence from Capitol Hill," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 211-248, April, DOI: 10.1007/s12197-017-9384-z.
• Robert M. Hull & Sungkyu Kwak & Rosemary Walker, 2018, "Hedge fund attributes, insider behavior, and IPO volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 268-292, April, DOI: 10.1007/s12197-017-9396-8.
• Marius Popescu & Zhaojin Xu, 2018, "Mutual fund herding and reputational concerns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 550-565, July, DOI: 10.1007/s12197-017-9405-y.
• James Mark Gbeda & James Atta Peprah, 2018, "Day of the week effect and stock market volatility in Ghana and Nairobi stock exchanges," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 727-745, October, DOI: 10.1007/s12197-017-9409-7.
• Pei-I Chou & Chia-Hao Lee, 2018, "The asymmetric relation between earnings management behaviors: evidence from executive compensation incentives," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 765-778, October, DOI: 10.1007/s12197-018-9426-1.
• Corey A. Shank, 2018, "Is the NFL betting market still inefficient?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 818-827, October, DOI: 10.1007/s12197-018-9431-4.
• Richard Bookstaber & Mark Paddrik & Brian Tivnan, 2018, "An agent-based model for financial vulnerability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 2, pages 433-466, July, DOI: 10.1007/s11403-017-0188-1.
• Hazem Krichene & Mhamed-Ali El-Aroui, 2018, "Artificial stock markets with different maturity levels: simulation of information asymmetry and herd behavior using agent-based and network models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 3, pages 511-535, October, DOI: 10.1007/s11403-017-0191-6.
• David Court & Benjamin Gillen & Jordi McKenzie & Charles R. Plott, 2018, "Two information aggregation mechanisms for predicting the opening weekend box office revenues of films: Boxoffice Prophecy and Guess of Guesses," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 65, issue 1, pages 25-54, January, DOI: 10.1007/s00199-017-1036-1.
• Anna Bayona, 2018, "The social value of information with an endogenous public signal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 66, issue 4, pages 1059-1087, December, DOI: 10.1007/s00199-017-1081-9.
• Sarveshwar Kumar Inani, 2018, "Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 129-154, March, DOI: 10.1007/s40953-017-0074-7.
• Vinodh Madhavan & Partha Ray, 2018, "Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 13-35, March, DOI: 10.1007/s40953-017-0076-5.
• Alok Dixit & Shivam Singh, 2018, "Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 57-88, March, DOI: 10.1007/s40953-017-0078-3.
• Imlak Shaikh, 2018, "Brexit and Global Implied Volatility Indices," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_6.
• Yujing Gong & Kung-Cheng Ho, 2018, "Does corporate social responsibility matter for corporate stability? Evidence from China," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 5, pages 2291-2319, September, DOI: 10.1007/s11135-017-0665-6.
• Maria Correia & Johnny Kang & Scott Richardson, 2018, "Asset volatility," Review of Accounting Studies, Springer, volume 23, issue 1, pages 37-94, March, DOI: 10.1007/s11142-017-9431-1.
• Jose M. Carabias, 2018, "The real-time information content of macroeconomic news: implications for firm-level earnings expectations," Review of Accounting Studies, Springer, volume 23, issue 1, pages 136-166, March, DOI: 10.1007/s11142-017-9436-9.
• Ciao-Wei Chen & Bradford F. Hepfer & Phillip J. Quinn & Ryan J. Wilson, 2018, "The effect of tax-motivated income shifting on information asymmetry," Review of Accounting Studies, Springer, volume 23, issue 3, pages 958-1004, September, DOI: 10.1007/s11142-018-9439-1.
• Ewa Sletten & Yonca Ertimur & Jayanthi Sunder & Joseph Weber, 2018, "When and why do IPO firms manage earnings?," Review of Accounting Studies, Springer, volume 23, issue 3, pages 872-906, September, DOI: 10.1007/s11142-018-9445-3.
• Jason V. Chen & Venky Nagar & Jordan Schoenfeld, 2018, "Manager-analyst conversations in earnings conference calls," Review of Accounting Studies, Springer, volume 23, issue 4, pages 1315-1354, December, DOI: 10.1007/s11142-018-9453-3.
• Mei Luo & Shuai Shao & Frank Zhang, 2018, "Does financial reporting above or below operating income matter to firms and investors? The case of investment income in China," Review of Accounting Studies, Springer, volume 23, issue 4, pages 1754-1790, December, DOI: 10.1007/s11142-018-9455-1.
• Lale Guler, 2018, "Has SFAS 142 improved the usefulness of goodwill impairment loss and goodwill balances for investors?," Review of Managerial Science, Springer, volume 12, issue 3, pages 559-592, July, DOI: 10.1007/s11846-016-0223-y.
• Martin Angerer & Georg Peter & Sebastian Stoeckl & Thomas Wachter & Matthias Bank & Marco Menichetti, 2018, "Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 70, issue 3, pages 209-230, July, DOI: 10.1007/s41464-018-0049-z.
• Vasyl Golosnoy, 2018, "Sequential monitoring of portfolio betas," Statistical Papers, Springer, volume 59, issue 2, pages 663-684, June, DOI: 10.1007/s00362-016-0783-6.
• Richard W. Booser, 2018, "An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 1, pages 1-3.
• Ioannis N. Kallianiotis, 2018, "Exchange Rate Expectations," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 2, pages 1-5.
• Han-Ching Huang & Shiao-Ru Peng, 2018, "The Impact of the Company's Market Timing on Insider Trading of Repurchase Announcement," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 4, pages 1-8.
• Han-ching Huang & Yong-chern Su & Hsin-Pei Tu, 2018, "Illiquid Trades on Investment Banks in Financial Crisis," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 5, pages 1-5.
• Beber, Alessandro & Fabbri, Daniela & Pagano, Marco & Simonelli, Saverio, 2018, "Short-selling bans and bank stability," ESRB Working Paper Series, European Systemic Risk Board, number 64, Jan.
• Perea, Maite De Sola & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018, "Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment," ESRB Working Paper Series, European Systemic Risk Board, number 65, Jan.
• Ellul, Andrew & Jotikasthira, Chotibhak & Kartasheva, Anastasia & Lundblad, Christian T. & Wagner, Wolf, 2018, "Insurers as asset managers and systemic risk," ESRB Working Paper Series, European Systemic Risk Board, number 75, May.
• Paul BARNES, 2018, "Crypto Currency and its Susceptibility to Speculative Bubbles Manipulation Scams and Fraud," Journal of Advanced Studies in Finance, ASERS Publishing, volume 9, issue 2, pages 60-77.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018, "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2018/04, Feb.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail that Keeps the Riskless Rate Low," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 18-01.
• Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018, "Market-making with Search and Information Frictions," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 18-11.
• Holger Breinlichy & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018, "The Economic Effects of Brexit - Evidence from the Stock Market," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0918, Aug.
• Theodoros Chatzivasileiadis & Richard S.J. Tol & Francisco Estrada & Marjan W. Hofkes, 2018, "The stock markets’ reflection on the IPCC’s findings," Working Paper Series, Department of Economics, University of Sussex Business School, number 1118, May.
• Michele Dell’Era, 2018, "Financial Transaction Taxes and Expert Advice," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2018, Oct.
• Katsutoshi Shimizu & Kim Cuong Ly, 2018, "Did Basel regulations cause a significant procyclicality?," Working Papers, Swansea University, School of Management, number 2018-06, Feb.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Does connection with @realDonaldTrump affect stock prices?," Working Papers, Swansea University, School of Management, number 2018-07, Feb.
• Abu Chowdhury & Sabur Mollah & Mir A. Zaman, 2018, "What Motivates CEO and CFO Trading – Contrarian Beliefs or Superior Information?," Working Papers, Swansea University, School of Management, number 2018-10, Feb.
• Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2018, "Multiple credit ratings and market heterogeneity," Working Papers, Swansea University, School of Management, number 2018-26, Mar.