Research classified by Journal of Economic Literature (JEL) codes

2018

• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan, 2018, "Differences in options investors’ expectations and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 315-336, DOI: 10.1016/j.jbankfin.2018.07.016.
• Frino, Alex & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom, 2018, "The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 27-43, DOI: 10.1016/j.jbankfin.2017.08.017.
• Gyntelberg, Jacob & Hördahl, Peter & Ters, Kristyna & Urban, Jörg, 2018, "Price discovery in euro area sovereign credit markets and the ban on naked CDS," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 106-125, DOI: 10.1016/j.jbankfin.2018.08.008.
• Chen, Linda H. & Jiang, George J. & Zhu, Kevin X., 2018, "Total attention: The effect of macroeconomic news on market reaction to earnings news," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 142-156, DOI: 10.1016/j.jbankfin.2018.10.004.
• Jungherr, Joachim, 2018, "Bank opacity and financial crises," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 157-176, DOI: 10.1016/j.jbankfin.2018.09.022.
• Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018, "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 257-269, DOI: 10.1016/j.jbankfin.2018.09.021.
• Al-Nasseri, Alya & Menla Ali, Faek, 2018, "What does investors' online divergence of opinion tell us about stock returns and trading volume?," Journal of Business Research, Elsevier, volume 86, issue C, pages 166-178, DOI: 10.1016/j.jbusres.2018.01.006.
• Chen, Tao, 2018, "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, volume 92, issue C, pages 105-117, DOI: 10.1016/j.jbusres.2018.07.027.
• Cheng, Lei, 2018, "Estimating the value of political connections in China: Evidence from sudden deaths of politically connected independent directors," Journal of Comparative Economics, Elsevier, volume 46, issue 2, pages 495-514, DOI: 10.1016/j.jce.2017.10.001.
• Ülkü, Numan & Rogers, Madeline, 2018, "Who drives the Monday effect?," Journal of Economic Behavior & Organization, Elsevier, volume 148, issue C, pages 46-65, DOI: 10.1016/j.jebo.2018.02.009.
• Bizzozero, Paolo & Flepp, Raphael & Franck, Egon, 2018, "The effect of fast trading on price discovery and efficiency: Evidence from a betting exchange," Journal of Economic Behavior & Organization, Elsevier, volume 156, issue C, pages 126-143, DOI: 10.1016/j.jebo.2018.09.020.
• Hasan, Iftekhar & Meslier, Céline & Tarazi, Amine & Zhou, Mingming, 2018, "Does it pay to get connected? An examination of bank alliance network and bond spread," Journal of Economics and Business, Elsevier, volume 95, issue C, pages 141-163, DOI: 10.1016/j.jeconbus.2017.12.003.
• Prokop, Jörg & Kammann, Benno, 2018, "The effect of the European Markets in Financial Instruments Directive on affiliated analysts’ earnings forecast optimism," Journal of Economics and Business, Elsevier, volume 95, issue C, pages 75-86, DOI: 10.1016/j.jeconbus.2017.06.004.
• Liu, Feng & Conlon, John R., 2018, "The simplest rational greater-fool bubble model," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 38-57, DOI: 10.1016/j.jet.2018.01.001.
• Yu, Edison G., 2018, "Dynamic market participation and endogenous information aggregation," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 491-517, DOI: 10.1016/j.jet.2018.02.002.
• Kendall, Chad, 2018, "The time cost of information in financial markets," Journal of Economic Theory, Elsevier, volume 176, issue C, pages 118-157, DOI: 10.1016/j.jet.2018.03.007.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2018, "Information acquisition, price informativeness, and welfare," Journal of Economic Theory, Elsevier, volume 177, issue C, pages 558-593, DOI: 10.1016/j.jet.2018.07.007.
• Akbas, Ferhat & Markov, Stanimir & Subasi, Musa & Weisbrod, Eric, 2018, "Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 366-388, DOI: 10.1016/j.jfineco.2017.11.005.
• Broer, Tobias, 2018, "Securitization bubbles: Structured finance with disagreement about default risk," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 505-518, DOI: 10.1016/j.jfineco.2017.12.001.
• Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2018, "Absolving beta of volatility’s effects," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 1-15, DOI: 10.1016/j.jfineco.2018.01.003.
• Song, Zhaogang & Zhu, Haoxiang, 2018, "Quantitative easing auctions of Treasury bonds," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 103-124, DOI: 10.1016/j.jfineco.2018.02.004.
• Bartram, Söhnke M. & Grinblatt, Mark, 2018, "Agnostic fundamental analysis works," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 125-147, DOI: 10.1016/j.jfineco.2016.11.008.
• George, Thomas J. & Hwang, Chuan-Yang & Li, Yuan, 2018, "The 52-week high, q-theory, and the cross section of stock returns," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 148-163, DOI: 10.1016/j.jfineco.2018.01.005.
• Huang, Jiekun, 2018, "The customer knows best: The investment value of consumer opinions," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 164-182, DOI: 10.1016/j.jfineco.2018.02.001.
• Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018, "High frequency trading and extreme price movements," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 253-265, DOI: 10.1016/j.jfineco.2018.02.002.
• Eckbo, B. Espen & Makaew, Tanakorn & Thorburn, Karin S., 2018, "Are stock-financed takeovers opportunistic?," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 443-465, DOI: 10.1016/j.jfineco.2018.03.006.
• Weber, Michael, 2018, "Cash flow duration and the term structure of equity returns," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 486-503, DOI: 10.1016/j.jfineco.2018.03.003.
• Frank, Murray Z. & Sanati, Ali, 2018, "How does the stock market absorb shocks?," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 136-153, DOI: 10.1016/j.jfineco.2018.04.002.
• Malamud, Semyon & Vilkov, Grigory, 2018, "Non-myopic betas," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 357-381, DOI: 10.1016/j.jfineco.2018.05.004.
• Gao, Lei & Han, Yufeng & Zhengzi Li, Sophia & Zhou, Guofu, 2018, "Market intraday momentum," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 394-414, DOI: 10.1016/j.jfineco.2018.05.009.
• Holderness, Clifford G., 2018, "Equity issuances and agency costs: The telling story of shareholder approval around the world," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 415-439, DOI: 10.1016/j.jfineco.2018.06.006.
• Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018, "Size matters, if you control your junk," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 479-509, DOI: 10.1016/j.jfineco.2018.05.006.
• Kallunki, Jenni & Kallunki, Juha-Pekka & Nilsson, Henrik & Puhakka, Mikko, 2018, "Do an insider's wealth and income matter in the decision to engage in insider trading?," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 135-165, DOI: 10.1016/j.jfineco.2018.06.005.
• Birru, Justin, 2018, "Day of the week and the cross-section of returns," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 182-214, DOI: 10.1016/j.jfineco.2018.06.008.
• Bao, Jack & O’Hara, Maureen & (Alex) Zhou, Xing, 2018, "The Volcker Rule and corporate bond market making in times of stress," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 95-113, DOI: 10.1016/j.jfineco.2018.06.001.
• Comerton-Forde, Carole & Malinova, Katya & Park, Andreas, 2018, "Regulating dark trading: Order flow segmentation and market quality," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 347-366, DOI: 10.1016/j.jfineco.2018.07.002.
• Dugast, Jérôme & Foucault, Thierry, 2018, "Data abundance and asset price informativeness," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 367-391, DOI: 10.1016/j.jfineco.2018.07.004.
• Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2018, "Company stock price reactions to the 2016 election shock: Trump, taxes, and trade," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 428-451, DOI: 10.1016/j.jfineco.2018.06.013.
• Lee, Jongsub & Naranjo, Andy & Velioglu, Guner, 2018, "When do CDS spreads lead? Rating events, private entities, and firm-specific information flows," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 556-578, DOI: 10.1016/j.jfineco.2018.07.011.
• Goetzmann, William N. & Huang, Simon, 2018, "Momentum in Imperial Russia," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 579-591, DOI: 10.1016/j.jfineco.2018.07.008.
• Deng, Yongheng & Liu, Xin & Wei, Shang-Jin, 2018, "One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 663-692, DOI: 10.1016/j.jfineco.2018.04.009.
• Cziraki, Peter, 2018, "Trading by bank insiders before and during the 2007–2008 financial crisis," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 58-82, DOI: 10.1016/j.jfi.2017.08.002.
• Johnson, William C. & Kang, Jun-Koo & Masulis, Ronald W. & Yi, Sangho, 2018, "Seasoned equity offerings and customer–supplier relationships," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 98-114, DOI: 10.1016/j.jfi.2017.09.003.
• Chronopoulos, Dimitris K. & Papadimitriou, Fotios I. & Vlastakis, Nikolaos, 2018, "Information demand and stock return predictability," Journal of International Money and Finance, Elsevier, volume 80, issue C, pages 59-74, DOI: 10.1016/j.jimonfin.2017.10.001.
• Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018, "Private information, capital flows, and exchange rates," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 40-55, DOI: 10.1016/j.jimonfin.2017.10.005.
• Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain, 2018, "The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 40-57, DOI: 10.1016/j.jimonfin.2018.03.005.
• de Groot, Wilma & Huij, Joop, 2018, "Are the Fama-French factors really compensation for distress risk?," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 50-69, DOI: 10.1016/j.jimonfin.2018.03.002.
• Khan, Mostafa Saidur Rahim & Bremer, Marc & Kato, Hideaki Kiyoshi, 2018, "Are short-sales constraints binding when there is a centralized lendable securities market? Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, volume 48, issue C, pages 85-96, DOI: 10.1016/j.jjie.2017.11.003.
• Griffin, Paul A. & Lont, David H., 2018, "Game changer? The impact of the VW emission-cheating scandal on the interrelation between large automakers’ equity and credit markets," Journal of Contemporary Accounting and Economics, Elsevier, volume 14, issue 2, pages 179-196, DOI: 10.1016/j.jcae.2018.05.004.
• Beaumont, Stacey & Clarkson, Peter & Tutticci, Irene, 2018, "Identifying lobbying strategies: An analysis of public responses to the Productivity Commission Inquiry into executive remuneration in Australia," Journal of Contemporary Accounting and Economics, Elsevier, volume 14, issue 3, pages 288-306, DOI: 10.1016/j.jcae.2018.07.001.
• Main, Scott & Irwin, Scott H. & Sanders, Dwight R. & Smith, Aaron, 2018, "Financialization and the returns to commodity investments," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 22-28, DOI: 10.1016/j.jcomm.2018.05.004.
• Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018, "Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 59-71, DOI: 10.1016/j.jcomm.2018.05.001.
• Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia, 2018, "The nexus between natural gas spot and futures prices at NYMEX: Do weather shocks and non-linear causality in low frequencies matter?," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00100.
• Stöckl, Thomas & Palan, Stefan, 2018, "Catch me if you can. Can human observers identify insiders in asset markets?," Journal of Economic Psychology, Elsevier, volume 67, issue C, pages 1-17, DOI: 10.1016/j.joep.2018.04.004.
• Corbet, Shaen & McMullan, Caroline, 2018, "Stock market reaction to irregular supermarket chain behaviour: An investigation in the retail sectors of Ireland and the United Kingdom," Journal of Retailing and Consumer Services, Elsevier, volume 43, issue C, pages 20-29, DOI: 10.1016/j.jretconser.2018.02.011.
• Aslan, Hadiye & Kumar, Praveen, 2018, "The real effects of forced sales of corporate bonds," Journal of Monetary Economics, Elsevier, volume 95, issue C, pages 1-17, DOI: 10.1016/j.jmoneco.2018.02.004.
• Ghadhab, Imen, 2018, "Arbitrage opportunities and liquidity: An intraday event study on cross-listed stocks," Journal of Multinational Financial Management, Elsevier, volume 46, issue C, pages 1-10, DOI: 10.1016/j.mulfin.2018.07.002.
• Cai, Kelly & Lee, Heiwai & Valero, Magali, 2018, "The roles of the information environment and the stock price performance of foreign firms in their decision to delist from U.S. exchanges," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 1-13, DOI: 10.1016/j.mulfin.2018.09.002.
• Alhaj-Yaseen, Yaseen S. & Yau, Siu-Kong, 2018, "Herding tendency among investors with heterogeneous information: Evidence from China’s equity markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 60-75, DOI: 10.1016/j.mulfin.2018.11.001.
• Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2018, "Top managerial power and stock price efficiency: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 20-38, DOI: 10.1016/j.pacfin.2017.11.004.
• Alhashel, Bader S. & Almudhaf, Fahad W. & Hansz, J. Andrew, 2018, "Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 92-108, DOI: 10.1016/j.pacfin.2017.12.005.
• Chung, San-Lin & Liu, Wenchien & Liu, Wen-Rang & Tseng, Kevin, 2018, "Investor network: Implications for information diffusion and asset prices," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 186-209, DOI: 10.1016/j.pacfin.2018.02.004.
• Su, Fei & Zhang, Jingjing, 2018, "Global price discovery in the Australian dollar market and its determinants," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 35-55, DOI: 10.1016/j.pacfin.2018.01.002.
• Yang, Nien-Tzu & Chu, Hsiang-Hui & Ko, Kuan-Cheng & Lee, Shiou-Wen, 2018, "Continuing overreaction and momentum in a market with price limits," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 56-71, DOI: 10.1016/j.pacfin.2018.01.005.
• Hodgson, Allan & Da Lim, Wei & Mi, Lin, 2018, "Insider sales vs. short selling: Negative information trading in Australia," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 72-83, DOI: 10.1016/j.pacfin.2017.12.009.
• Wu, Lei & Liu, Chunlin & Meng, Qingbin & Zeng, Hongchao, 2018, "Price discovery in China's inter-bank bond market," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 84-98, DOI: 10.1016/j.pacfin.2017.12.010.
• Li, Xiao & Shen, Dehua & Zhang, Wei, 2018, "Do Chinese internet stock message boards convey firm-specific information?," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 1-14, DOI: 10.1016/j.pacfin.2018.03.003.
• Moriyasu, Hiroshi & Wee, Marvin & Yu, Jing, 2018, "The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 103-128, DOI: 10.1016/j.pacfin.2018.04.004.
• Krishnamurti, Chandrasekhar & Velayutham, Eswaran, 2018, "The influence of board committee structures on voluntary disclosure of greenhouse gas emissions: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 65-81, DOI: 10.1016/j.pacfin.2017.09.003.
• Gordon, Narelle & Wu, Qiongbing, 2018, "The high-volume return premium and changes in investor recognition," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 121-136, DOI: 10.1016/j.pacfin.2018.06.006.
• Ikeda, Taro, 2018, "Multifractal structures for the Russian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 2123-2128, DOI: 10.1016/j.physa.2017.11.129.
• Gkillas (Gillas), Konstantinos & Vortelinos, Dimitrios I. & Saha, Shrabani, 2018, "The properties of realized volatility and realized correlation: Evidence from the Indian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 343-359, DOI: 10.1016/j.physa.2017.10.007.
• Ni, Yensen & Cheng, Yirung & Huang, Paoyu & Day, Min-Yuh, 2018, "Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 501, issue C, pages 188-204, DOI: 10.1016/j.physa.2018.02.038.
• Mensi, Walid & Hamdi, Atef & Shahzad, Syed Jawad Hussain & Shafiullah, Muhammad & Al-Yahyaee, Khamis Hamed, 2018, "Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 502, issue C, pages 576-589, DOI: 10.1016/j.physa.2018.02.146.
• Mensi, Walid & Hamdi, Atef & Yoon, Seong-Min, 2018, "Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 1107-1116, DOI: 10.1016/j.physa.2018.08.130.
• Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Naveed & Al-Yahyaee, Khamis Hamed, 2018, "Stock market efficiency: A comparative analysis of Islamic and conventional stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 139-153, DOI: 10.1016/j.physa.2018.02.169.
• Zhang, Guofu & Li, Jingjing, 2018, "Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 611-622, DOI: 10.1016/j.physa.2018.02.139.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Areola & Hanif, Waqas & Kayani, Ghulam Mujtaba, 2018, "Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 506, issue C, pages 433-450, DOI: 10.1016/j.physa.2018.04.016.
• Lehrer, Nimrod David, 2018, "The value of political connections in a multiparty parliamentary democracy: Evidence from the 2015 elections in Israel," European Journal of Political Economy, Elsevier, volume 53, issue C, pages 13-58, DOI: 10.1016/j.ejpoleco.2017.07.001.
• Zheng, Yao & Osmer, Eric & Zheng, Liancun, 2018, "The relative pricing of cross-listed securities: The case of Chinese A- and H-share," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 297-310, DOI: 10.1016/j.qref.2017.07.010.
• Ichkitidze, Yuri, 2018, "Temporary price trends in the stock market with rational agents," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 103-117, DOI: 10.1016/j.qref.2017.11.014.
• Corbet, Shaen & Gurdgiev, Constantin & Meegan, Andrew, 2018, "Long-term stock market volatility and the influence of terrorist attacks in Europe," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 118-131, DOI: 10.1016/j.qref.2017.11.012.
• Hong, Hui & Chen, Naiwei & O’Brien, Fergal & Ryan, James, 2018, "Stock return predictability and model instability: Evidence from mainland China and Hong Kong," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 132-142, DOI: 10.1016/j.qref.2017.11.007.
• Staer, Arsenio & Sottile, Pedro, 2018, "Equivalent volume and comovement," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 143-157, DOI: 10.1016/j.qref.2017.11.001.
• Chen, Sheng-Syan & Lin, Chih-Yen, 2018, "Managerial ability and acquirer returns," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 171-182, DOI: 10.1016/j.qref.2017.09.004.
• Markellos, Raphael N. & Psychoyios, Dimitris, 2018, "Interest rate volatility and risk management: Evidence from CBOE Treasury options," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 190-202, DOI: 10.1016/j.qref.2017.08.005.
• Muhl, Stefan & Talpsepp, Tõnn, 2018, "Faster learning in troubled times: How market conditions affect the disposition effect," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 226-236, DOI: 10.1016/j.qref.2017.08.002.
• Xing, Xuejing & Yan, Shan, 2018, "Labor unions and information asymmetry among investors," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 174-187, DOI: 10.1016/j.qref.2018.02.004.
• Mensi, Walid & Hkiri, Besma & Al-Yahyaee, Khamis H. & Kang, Sang Hoon, 2018, "Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 74-102, DOI: 10.1016/j.iref.2017.07.032.
• Chang, Chu-Hsuan & Lin, Hsiou-Wei William, 2018, "Does there prevail momentum in earnings management for seasoned equity offering firms?," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 111-129, DOI: 10.1016/j.iref.2017.12.015.
• Stona, Filipe & Morais, Igor A.C. & Triches, Divanildo, 2018, "Economic dynamics during periods of financial stress: Evidences from Brazil," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 130-144, DOI: 10.1016/j.iref.2018.02.006.
• Wang, Jai-Jen & Lee, Jin-Ping & Zhao, Yang, 2018, "Pair-trading profitability and short-selling restriction: Evidence from the Taiwan stock market," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 173-184, DOI: 10.1016/j.iref.2017.07.021.
• Chiu, Junmao & Chung, Huimin & Ho, Keng-Yu & Wu, Chih-Chiang, 2018, "Investor sentiment and evaporating liquidity during the financial crisis," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 21-36, DOI: 10.1016/j.iref.2018.01.006.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2018, "Retrieving aggregate information from option volume," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 220-232, DOI: 10.1016/j.iref.2017.07.018.
• Weng, Pei-Shih & Tsai, Wei-Che, 2018, "Do foreign institutional traders have private information for the market index? The aspect of market microstructure," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 308-323, DOI: 10.1016/j.iref.2017.07.011.
• Chen, Sheng-Syan & Lin, Chih-Yen & Tsai, Yun-Ching, 2018, "New product strategies and firm performance: CEO optimism," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 37-53, DOI: 10.1016/j.iref.2018.01.021.
• Tsukioka, Yasutomo & Yanagi, Junya & Takada, Teruko, 2018, "Investor sentiment extracted from internet stock message boards and IPO puzzles," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 205-217, DOI: 10.1016/j.iref.2017.10.025.
• Lin, Wen-Chun & Liao, Tsai-Ling, 2018, "Managerial reporting behavior around exchange switching: Consideration of current and future performance," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 218-237, DOI: 10.1016/j.iref.2017.10.026.
• Dang, Vinh Q.T. & So, Erin P.K. & Yan, Isabel K.M., 2018, "The value of political connection: Evidence from the 2011 Egyptian revolution," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 238-257, DOI: 10.1016/j.iref.2017.10.027.
• Blau, Benjamin M., 2018, "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 299-311, DOI: 10.1016/j.iref.2018.04.002.
• Dimic, Nebojsa & Neudl, Manfred & Orlov, Vitaly & Äijö, Janne, 2018, "Investor sentiment, soccer games and stock returns," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 90-98, DOI: 10.1016/j.ribaf.2017.07.134.
• Anderson, Hamish D. & Balli, Faruk & Godber, Cara, 2018, "The effect of macroeconomic announcements at a sectoral level in the US and European Union," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 256-272, DOI: 10.1016/j.ribaf.2017.07.095.
• Maigoshi, Zaharaddeen Salisu & Latif, Rohaida Abdul & Kamardin, Hasnah, 2018, "Change in value-relevance of disclosed RPT across accounting regimes: Evidence from Malaysia," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 422-433, DOI: 10.1016/j.ribaf.2017.07.114.
• Karaa, Rabaa & Slim, Skander & Hmaied, Dorra Mezzez, 2018, "Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 88-99, DOI: 10.1016/j.ribaf.2017.01.010.
• Angelini, Eliana & Foglia, Matteo & Ortolano, Alessandra & Leone, Maria, 2018, "The “Donald” and the market: Is there a cointegration?," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 30-37, DOI: 10.1016/j.ribaf.2017.07.129.
• Kim, Hyonok & Yasuda, Yukihiro, 2018, "Business risk disclosure and firm risk: Evidence from Japan," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 413-426, DOI: 10.1016/j.ribaf.2017.07.172.
• Mateev, Miroslav & Andonov, Kristiyan, 2018, "Do European bidders pay more in cross-border than in domestic acquisitions? New evidence from Continental Europe and the UK," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 529-556, DOI: 10.1016/j.ribaf.2017.09.003.
• Shahzad, Khurram & Pouw, Thierry & Rubbaniy, Ghulame & El-Temtamy, Osama, 2018, "Audit quality during the global financial crisis: The investors’ perspective," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 94-105, DOI: 10.1016/j.ribaf.2017.07.137.
• Zaremba, Adam & Shemer, Jacob, 2018, "Is there momentum in factor premia? Evidence from international equity markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 120-130, DOI: 10.1016/j.ribaf.2017.12.002.
• Dbouk, Wassim & Jamali, Ibrahim, 2018, "Predicting daily oil prices: Linear and non-linear models," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 149-165, DOI: 10.1016/j.ribaf.2018.01.003.
• Wang, Wenzhao, 2018, "Investor sentiment and the mean-variance relationship: European evidence," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 227-239, DOI: 10.1016/j.ribaf.2018.02.006.
• Jitmaneeroj, Boonlert, 2018, "Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 324-341, DOI: 10.1016/j.ribaf.2018.04.006.
• Lau, Chi Keung Marco & Sheng, Xin, 2018, "Inter- and intra-regional analysis on spillover effects across international stock markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 420-429, DOI: 10.1016/j.ribaf.2018.04.013.
• Kumar, Satish, 2018, "Price discovery in emerging currency markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 528-536, DOI: 10.1016/j.ribaf.2018.07.001.
• 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.