Research classified by Journal of Economic Literature (JEL) codes

2018

• 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.
• Mária Bohdalová & Michal Greguš, 2018, "China’S Market And Global Economic Factors," CBU International Conference Proceedings, ISE Research Institute, volume 6, issue 0, pages 58-61, September, DOI: 10.12955/cbup.v6.1133.
• Jukka Ilomäki & Hannu Laurila, 2018, "The Noise Trader Effect In A Walrasian Financial Market," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 405-419, December.
• Abderrazak Said Belabes, 2018, "Book Review of "The Lie of Financial Markets: Mathematics, Price Signal and the Planet By: Nicolas Bouleau, Reviewed by: Abderrazak Said Belabes مراجعة علمية لكتاب: "أكذوبة الأسواق المالية: ," Book reviews and book reports published in the Journal of King Abdulaziz University: Islamic Economics., King Abdulaziz University, Islamic Economics Institute., number 723, Oct, DOI: 10.4197/Islec.31-3.10.
• Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/007, Jan.
• Hakan Altın & Cemil Süslü, 2018, "Evaluatıon of the Performance of the Tourısm Companıes Trade on Borsa Istanbul: An Applıcatıon on Restaurants and Hotels," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 109, pages 31-50, April, DOI: https://doi.org/10.33203/mfy.341805.
• Estelle Cantillon & Aurélie Slechten, 2018, "Information Aggregation in Emissions Markets with Abatement," Annals of Economics and Statistics, GENES, issue 132, pages 53-79, DOI: 10.15609/annaeconstat2009.132.0053.
• Albert H. Choi & Kathryn E. Spier, 2018, "Taking a Financial Position in Your Opponent in Litigation," American Economic Review, American Economic Association, volume 108, issue 12, pages 3626-3650, December.
• Jianjun Miao & Pengfei Wang, 2018, "Asset Bubbles and Credit Constraints," American Economic Review, American Economic Association, volume 108, issue 9, pages 2590-2628, September.
• Ruben Enikolopov & Maria Petrova & Konstantin Sonin, 2018, "Social Media and Corruption," American Economic Journal: Applied Economics, American Economic Association, volume 10, issue 1, pages 150-174, January.
• Hannes Schwandt, 2018, "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," American Economic Journal: Applied Economics, American Economic Association, volume 10, issue 4, pages 349-377, October.
• Justin Wolfers & Eric Zitzewitz, 2018, "The "Standard Error" of Event Studies: Lessons from the 2016 Election," AEA Papers and Proceedings, American Economic Association, volume 108, pages 584-589, May.
• Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018, "Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform," AEA Papers and Proceedings, American Economic Association, volume 108, pages 590-596, May.
• Gur Huberman & Tobias Konitzer & Masha Krupenkin & David Rothschild & Shawndra Hill, 2018, "Economic Expectations, Voting, and Economic Decisions around Elections," AEA Papers and Proceedings, American Economic Association, volume 108, pages 597-602, May.
• Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/006, Jan.
• Kerry McCullough, 2018, "Intraday Information Transmission in the South African Equities Market," The African Finance Journal, Africagrowth Institute, volume 20, issue 2, pages 1-20.
• Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/007, Jan.
• Ayhan KIRBAŞ, 2018, "Temettü Duyurularinin Hi̇sse Senedi̇ Geti̇ri̇leri̇ne Olan Etki̇leri̇ni̇n Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 3, issue 2, pages 133-148, DOI: 10.30784/epfad.440313.
• Anita Todea, 2018, "Culture And Stock Price Reaction To Private Information," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 21, pages 117-130, June.
• Nayanjyoti Bhattacharjee & Anupam De, 2018, "A Perspective on Industry Classification and Market Reaction to Corporate News: Evidence from India," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 1, pages 31-50, March.
• Pedro Bação & António Portugal Duarte & Helder Sebastião & Srdjan Redzepagic, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 2, pages 97-117, June.
• Júlio Lobão, 2018, "Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 3, pages 283-301, September.
• Aleksy Kwilinski, 2018, "Mechanism of formation of industrial enterprise development strategy in the information economy," Virtual Economics, The London Academy of Science and Business, volume 1, issue 1, pages 7-25, October, DOI: 10.34021/ve.2018.01.01(1).
• Sebastian Alia Gabriela DUTA, 2018, "Methodology of Bank Relationship Research and Banking Risks. First Part," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 127-130, November.
• Philip Z. MAYMIN, 2018, "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 74-84, November.
• OAlia Gabriela DUTA & Victor Mihăiță DUTA, 2018, "Governance and Moral Risk: New Approaches," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 85-96, November.
• Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018, "High frequency trading and extreme price movements," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018009, Jan.
• Rizwan Raheem Ahmed & Jolita Vveinhardt, 2018, "Estimation of Causal Relationship between World Gold Prices and Kse 100 Index: Evidence from Johansen Cointegration Technique," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 1, pages 51-77, March.
• Sylwester Białowąs & Tomasz Potocki & Anna Rogozińska, 2018, "Financial Returns and Cultural Price Determinants in the Polish Art Market, 1991–2012," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 4, pages 591-615, December.
• Juan José María Martínez, 2018, "Modelo de autómatas celulares para la dinámica de un mercado financiero. Estrategias, imitación y estados de ánimo," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 46-94, January-D.
• Imdat Dogan, , "Testing The Merger Premiums In Publicly Traded Firms: The Case Of U.S. Commercial Banks," Review of Socio - Economic Perspectives, Reviewsep, number 201831, DOI: https://doi.org/10.19275/RSEP055.
• Chaima Kooli & Raoudha Trabelsi & Fethi Tlili, 2018, "The Impact of Accounting Disclosure On Emerging Stock Market Prediction in an Unstable Socio-Political Context," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 3, pages 313-329, September.
• Guofu Zhou, 2018, "Measuring Investor Sentiment," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 239-259, November, DOI: 10.1146/annurev-financial-110217-02.
• Stephen Figlewski, 2018, "Risk-Neutral Densities: A Review," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 329-359, November, DOI: 10.1146/annurev-financial-110217-02.
• Hao Zhou, 2018, "Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 481-497, November, DOI: 10.1146/annurev-financial-110217-02.
• Samuel M. Hartzmark & David H. Solomon, 2018, "Recurring Firm Events and Predictable Returns: The Within-Firm Time Series," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 499-517, November, DOI: 10.1146/annurev-financial-110217-02.
• Майгожина Г.К. // Maigozhina G.K. & Доктор Кин Бун Танг // Dr. Kin Boon Tang, 2018, "Анализ реакции рынка акций на международные события и экономические последствия для принимающих стран методами событийного исследования. // An event-study analysis of equity market reaction to international events and economic activity implications o," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2, pages 3-36.
• Nektarios Aslanidis & Aurelio F. Bariviera & Oscar Martinez-Iba~nez, 2018, "An analysis of cryptocurrencies conditional cross correlations," Papers, arXiv.org, number 1811.08365, Nov, revised Feb 2019.
• Nikolaus Hautsch & Christoph Scheuch & Stefan Voigt, 2018, "Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets," Papers, arXiv.org, number 1812.00595, Dec, revised Oct 2023.
• Sara Negrelli, 2018, "Bubbles and Persuasion with Second Order Uncertainty," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1876.
• Liudmyla Zakharkina & Maryna Abramchuk, 2018, "The Correctness Of The Capm-Model Application In The Ukrainian Reality In Terms Of Investors Financial Security," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 1, DOI: 10.30525/2256-0742/2018-4-1-163-168.
• Valentyn Halunko & Kseniia Kurkova & Vitalii Oksin, 2018, "Methods Of Assessing The Efficiency Of Internet Marketing Communications," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-76-86.
• Neveen Ahmed & Aliaa Bassiouny, 2018, "The Effects of Index Changes on Stock Trading: Evidence from the EGX," Review of Economics & Finance, Better Advances Press, Canada, volume 11, pages 55-66, February.
• Daniel Castillo & Joseph Falzon, 2018, "An Analysis of the Impact of WannaCry Cyberattack on Cybersecurity Stock Returns," Review of Economics & Finance, Better Advances Press, Canada, volume 13, pages 93-100, August.
• Bozhidar Nedev, 2018, "Traditional or behavioral finance?," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 113-134.
• Michael Brolley & David A. Cimon, 2018, "Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays," Staff Working Papers, Bank of Canada, number 18-16, DOI: 10.34989/swp-2018-16.
• Lisa Anderson & Emad Andrews & Baiju Devani & Michael Mueller & Adrian Walton, 2018, "Speed Segmentation on Exchanges: Competition for Slow Flow," Staff Working Papers, Bank of Canada, number 18-3, DOI: 10.34989/swp-2018-3.
• David Beers & Jamshid Mavalwalla, 2018, "The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?," Staff Working Papers, Bank of Canada, number 18-30, DOI: 10.34989/swp-2018-30.
• Marie Chen & Corey Garriott, 2018, "High-Frequency Trading and Institutional Trading Costs," Staff Working Papers, Bank of Canada, number 18-8, DOI: 10.34989/swp-2018-8.
• Corey Garriott & Jesse Johal, 2018, "Customer Liquidity Provision in Canadian Bond Markets," Staff Analytical Notes, Bank of Canada, number 2018-12, May, DOI: 10.34989/san-2018-12.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-30, DOI: 10.34989/san-2018-30.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-31, DOI: 10.34989/san-2018-31.
• Bruno Feunou & James Kyeong & Raisa Leiderman, 2018, "Markets Look Beyond the Headline," Staff Analytical Notes, Bank of Canada, number 2018-37, DOI: 10.34989/san-2018-37.
• Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018, "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes, Bank of Canada, number 2018-39, DOI: 10.34989/san-2018-39.
• Omer ISKENDEROGLU & Asuman BALAT, 2018, "The Impact of Sovereign Ratings on the CDS Premiums: An Application on BRICS Countries and Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 12, issue 2, pages 47-64.
• Emrah Ismail CEVIK, 2018, "Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 12, issue 2, pages 9-30.
• Guido Bulligan & Davide Delle Monache, 2018, "Financial markets effects of ECB unconventional monetary policy announcements," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 424, Feb.
• Guerino Ardizzi & Michele Savini Zangrandi, 2018, "The impact of the interchange fee regulation on merchants: evidence from Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 434, Jun.
• Guido Bulligan, 2018, "The effect of the Eurosystem expanded Asset Purchase Programme on inflation expectations: evidence from the ECB Survey of Professional Forecasters," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 455, Oct.
• Antonio Di Cesare & Anna Rogantini Picco, 2018, "A Survey of Systemic Risk Indicators," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 458, Oct.
• Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
• Pierluigi Bologna & Arianna Miglietta & Anatoli Segura, 2018, "Contagion in the CoCos market? A case study of two stress events," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1201, Nov.
• Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018, "An Auction-Based Test of Private Information in an Interdealer FX Market," Borradores de Economia, Banco de la Republica de Colombia, number 1049, Aug, DOI: 10.32468/be.1049.
• Dragana Draganac, 2018, "Racionalni Cenovni Baloni Tokom Istorije I Pogled Tradicionalnih I Bihevioralnih Finansija Na Njih (Rational Price Bubbles During The History And View Of Traditional And Behavioral Finance On Them)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 29, pages 37-58, June.
• Ro’i Zultan & Todd R. Kaplan & Lawrence Choo, 2018, "Information Aggregation in Arrow-Debreu Markets: An Experiment," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1807.
• David Lagziel & Ehud Lehrer, 2018, "Transferable Deposits as a Screening Mechanism," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1808.
• Jose Luis Gallizo & Jordi Moreno & Manuel Salvador, 2018, "The Baltic banking system in the enlarged European Union: the effect of the financial crisis on efficiency," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 18, issue 1, pages 1-24.
• Vladyslav Sushko & Grant Turner, 2018, "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
• Kristyna Ters & Jörg Urban, 2018, "Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model," BIS Working Papers, Bank for International Settlements, number 689, Jan.
• Fabrizio Spargoli & Christian Upper, 2018, "Are banks opaque? Evidence from insider trading," BIS Working Papers, Bank for International Settlements, number 697, Feb.
• Güneş Kamber & Madhusudan Mohanty, 2018, "Do interest rates play a major role in monetary policy transmission in China?," BIS Working Papers, Bank for International Settlements, number 714, Apr.
• Daniel Levy & Avichai Snir, 2018, "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers, Bar-Ilan University, Department of Economics, number 2018-01, Jan.
• Christian Andres & André Betzer & Markus Doumet & Erik Theissen, 2018, "Open Market Share Repurchases in Germany: A Conditional Event Study Approach," Abacus, Accounting Foundation, University of Sydney, volume 54, issue 4, pages 417-444, December, DOI: 10.1111/abac.12094.
• Adam Nowak & Amanda Ross & Christopher Yencha, 2018, "Small Business Borrowing And Peer‐To‐Peer Lending: Evidence From Lending Club," Contemporary Economic Policy, Western Economic Association International, volume 36, issue 2, pages 318-336, April, DOI: 10.1111/coep.12252.
• Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2018, "Forecasting With Social Media: Evidence From Tweets On Soccer Matches," Economic Inquiry, Western Economic Association International, volume 56, issue 3, pages 1748-1763, July, DOI: 10.1111/ecin.12506.
• Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Economic Inquiry, Western Economic Association International, volume 56, issue 4, pages 2137-2157, October, DOI: 10.1111/ecin.12688.
• Kentaro Iwatsubo & Tomoki Taishi, 2018, "Quantitative Easing and Liquidity in the Japanese Government Bond Market," International Review of Finance, International Review of Finance Ltd., volume 18, issue 3, pages 463-475, September, DOI: 10.1111/irfi.12134.
• Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018, "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., volume 18, issue 4, pages 705-715, December, DOI: 10.1111/irfi.12148.
• Pablo Kurlat, 2018, "Liquidity as Social Expertise," Journal of Finance, American Finance Association, volume 73, issue 2, pages 619-656, April, DOI: 10.1111/jofi.12606.
• Roger K. Loh & René M. Stulz, 2018, "Is Sell‐Side Research More Valuable in Bad Times?," Journal of Finance, American Finance Association, volume 73, issue 3, pages 959-1013, June, DOI: 10.1111/jofi.12611.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1663-1712, August, DOI: 10.1111/jofi.12696.
• Denis Gromb & Dimitri Vayanos, 2018, "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1713-1750, August, DOI: 10.1111/jofi.12689.
• Itzhak Ben‐David & Francesco Franzoni & Rabih Moussawi, 2018, "Do ETFs Increase Volatility?," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2471-2535, December, DOI: 10.1111/jofi.12727.
• Paul†Olivier Klein & Laurent Weill & Christophe J. Godlewski, 2018, "How sukuk shapes firm performance," The World Economy, Wiley Blackwell, volume 41, issue 3, pages 699-722, March, DOI: 10.1111/twec.12509.
• Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2018, "Judgement Day: algorithmic trading around the Swiss franc cap removal," Bank of England working papers, Bank of England, number 711, Feb.
• David Beers & Jamshid Mavalwalla, 2018, "The BoC-BoE sovereign default database revisited: what’s new in 2018?," Bank of England working papers, Bank of England, number 739, Jul.
• Jonathan Fullwood & Daniele Massacci, 2018, "Liquidity resilience in the UK gilt futures market: evidence from the order book," Bank of England working papers, Bank of England, number 744, Jul.
• James Brugler & Oliver Linton & Joseph Noss & Lucas Pedace, 2018, "The cross-sectional spillovers of single stock circuit breakers," Bank of England working papers, Bank of England, number 759, Oct.
• Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018, "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers, Bank of Israel, number 2018.10, Oct.
• Cheolbeom Park & Suyeon Park, 2018, "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers, Economic Research Institute, Bank of Korea, number 2018-8, Mar.
• André Stenzel & Wolf Wagner, 2018, "Opacity, Liquidity and Disclosure Policies," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_065, Dec.
• Ahmed Bouteska & Boutheina Regaieg, 2018, "Investor characteristics and the effect of disposition bias on the Tunisian stock market," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 282-299, December.
• Faias Marta & Luque Jaime, 2018, "Cross-listed Securities and Multiple Exchange Memberships: Demand Differentiability and Equilibrium Existence," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-12, January, DOI: 10.1515/bejte-2016-0114.
• Giannikos Christos & Gousgounis Eleni, 2018, "Short Sale Constraints, Correlation and Market Efficiency," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 2, pages 1-18, July, DOI: 10.1515/bejte-2016-0085.
• Kanchanapoom Termkiat & Padungsaksawasdi Chaiyuth & Chunhachinda Pornchai & de Boyrie Maria E., 2018, "Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials," Global Economy Journal, De Gruyter, volume 18, issue 3, pages 1-11, September, DOI: 10.1515/gej-2018-0041.
• Ahmed Muhammad Farid & Satchell Stephen, 2018, "What Proportion of Time is a Particular Market Inefficient? … A Method for Analysing the Frequency of Market Efficiency when Equity Prices Follow Threshold Autoregressions," Journal of Time Series Econometrics, De Gruyter, volume 10, issue 2, pages 1-22, July, DOI: 10.1515/jtse-2016-0021.
• Mietzner Mark & Göbell Moritz & Schiereck Dirk, 2018, "Renditeeffekte beim Ankauf von Unternehmensanleihen in Deutschland: Ein Kommentar zum Corporate Sector Purchase Programme (CSPP) der EZB," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 19, issue 4, pages 331-344, December, DOI: 10.1515/pwp-2017-0032.
• Hundt Steffen & Horsch Andreas, 2018, "The Effects of Sanctions on the Lending Policy and the Value of International Banks: the Case of Iran," Review of Middle East Economics and Finance, De Gruyter, volume 14, issue 3, pages 1-13, December, DOI: 10.1515/rmeef-2018-0010.
• Winter, Christoph, 2018, "The Impact of Heterogeneous Signals on Stock Price Predictability in a Rational Expectations Model," Working papers, Faculty of Business and Economics - University of Basel, number 2018/21.
• Arthur Korus & Kaan Celebi, 2018, "The Impact of Brexit on the British Pound/Euro Exchange rate," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei243, Apr.
• Samir Kadiric & Arthur Korus, 2018, "Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei251, Sep.
• Marie Obidzinski, 2018, "L'efficacité de la dissuasion des opérations d'initiés," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 193-204.
• Jean-Édouard Colliard, 2018, "Les taxes sur les transactions financières : un outil dépassé ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 135-150.
• De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018, "Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment," Research Technical Papers, Central Bank of Ireland, number 3/RT/18, Feb.
• Warwick Anderson & Wen Kang, 2018, "The Relative Announcement Effects of Ordinary Dividends, Special Dividends and Share Buybacks in New Zealand," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/02, Jan.
• Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/06, Apr.
• Moritz Wagner & John Byong-Tek Lee & Dimitris Margaritis, 2018, "Mutual Fund Flows and Seasonalities in Stock Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/17, Oct.
• Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018, "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/6, Jan.
• Pippenger, John, 2018, "Forward Bias, Uncovered Interest Parity And Related Puzzles," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt1778z416, Mar.
• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018, "The economic effects of Brexit - evidence from the stock market," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1570, Sep.
• Martin C. Schmalz & Sergey Zhuk, 2018, "Revealing Downturns," CESifo Working Paper Series, CESifo, number 6879.
• Antonio Cabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez, 2018, "Can there be a Market for Cheap-Talk Information? An Experimental Investigation," CESifo Working Paper Series, CESifo, number 6975.
• Cristina Sattarhoff & Marc Gronwald, 2018, "How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market," CESifo Working Paper Series, CESifo, number 7102.
• Benjamin R. Auer & Horst Rottmann, 2018, "Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?," CESifo Working Paper Series, CESifo, number 7204.
• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018, "The Economic Effects of Brexit - Evidence from the Stock Market," CESifo Working Paper Series, CESifo, number 7224.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CESifo Working Paper Series, CESifo, number 7229.
• Giovanni Cespa & Xavier Vives, 2018, "Exchange Competition, Entry, and Welfare," CESifo Working Paper Series, CESifo, number 7432.
• Makoto Nirei & John Stachurski & Tsutomu Watanabe, 2018, "Trade Clustering and Power Laws in Financial Markets (Published in Theoretical Economics, 15:1365?1398, 2020)," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-450, Nov.
• Peter Kondor & Gabor Pinter, 2018, "Private Information and Client Connections in Government Bond Markets," Discussion Papers, Centre for Macroeconomics (CFM), number 1901, Dec.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Sampson, Thomas, 2018, "The Economic E¤ects of Brexit - Evidence from the Stock Market," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 388.
• Harald Hau & Peter Hoffmann & Sam Langfield & Yannick Timmer, 2017, "Discriminatory Pricing of Over-the-Counter Derivatives," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-70, Dec.
• Florent Gallien & Serge Kassibrakis & Nataliya Klimenko & Semyon Malamud & Alberto Teguia, 2018, "Liquidity Provision in the Foreign Exchange Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-56, Aug, revised Aug 2018.
• Stefano Ramelli & Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018, "Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-63, Sep.
• Dario Cestau & Burton Hollifield & Dan Li & Norman Schürhoff, 2018, "Municipal Bond Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-69, Oct.
• Brice Corgnet & Mark DeSantis & David Porter, 2018, "The Distribution of Information and the Price Efficiency of Markets," Working Papers, Chapman University, Economic Science Institute, number 18-09.
• Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018, "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers, Chapman University, Economic Science Institute, number 18-15.
• Walid Mensi & Syed Jawad Hussain Shahzad & Shawkat Hammoudeh & Khamis Hamed Al-Yahyaee, 2018, "Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia," International Economics, CEPII research center, issue 156, pages 15-30.
• Diego A. Agudelo & Sergio Preciado & Carlos Castro, 2018, "Measuring the effectiveness of volatility auctions," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16943, Jul.
• David Ferreira Lopes Santos, 2018, "Restricao financeira e a sensibilidade do fluxo de caixa das empresas brasileiras," Estudios Gerenciales, Universidad Icesi, volume 34, issue 149, pages 373-384.
• Miguel Angel Santos & Dany Bahar & Carlos A. Molina, 2018, "Fool’s Gold: The Impact of Venezuelan Currency Devaluations on Multinational Stock Prices," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2018, pages 93-128.
• Erick Translateur, 2018, "Predicción del mercado de TES en el corto plazo," Documentos de Trabajo, Quantil, number 16556, Apr.
• CANDELON Bertrand, & HASSE Jean-Baptiste, & LAJAUNIE Quentin,, 2018, "SRI: Truths and lies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018034, Dec.
• Schmalz, Martin & Zhuk, Sergey, 2018, "Revealing Downturns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12597, Jan.
• Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2018, "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12657, Jan.
• Pedersen, Lasse Heje & Garleanu, Nicolae Bogdan, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12664, Jan.
• Pedersen, Lasse Heje & Asness, Clifford S. & Liew, John M. & Thapar, Ashwin K, 2018, "Deep Value," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12685, Feb.
• Pedersen, Lasse Heje & Asness, Clifford S. & Frazzini, Andrea & Gormsen, Niels Joachim, 2018, "Betting Against Correlation: Testing Theories of the Low-Risk Effect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12686, Feb.
• Moretti, Enrico & Malmendier, Ulrike M. & Peters, Florian, 2018, "Winning by Losing: Evidence on the Long-Run Effects of Mergers," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12830, Mar.
• Wagner, Wolf & Kartasheva, Anastasia & Chotibhak, Jotikasthira & Ellul, Andrew & Lundblad, Christian, 2018, "Insurers as Asset Managers and Systemic Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12849, Apr.
• Buss, Adrian & Breugem, Matthijs, 2018, "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12900, Apr.
• Bayer, Christian & Kim, Chi Hyun & Kriwoluzky, Alexander, 2018, "The term structure of redenomination risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 12965, May.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018, "The Economic Effects of Brexit - Evidence from the Stock Market," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13147, Aug.
• Gürkaynak, Refet & KısacıkoÄŸlu, Burçin & Wright, Jonathan, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13153, Sep.
• Schoenmaker, Dirk & Schramade, Willem, 2018, "Investing for Long-Term Value Creation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13175, Sep.
• Cukierman, Alex & Lustenberger, Thomas & Meltzer, Allan H., 2018, "The permanent-transitory confusion: Implications for tests of market efficiency and for expected inflation during turbulent and," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13187, Nov.
• Wagner, Alexander F. & Ramelli, Stefano & Zeckhauser, Richard & Ziegler, Alexandre, 2018, "Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13206, Sep.
• Veldkamp, Laura & Farboodi, Maryam, 2018, "Long Run Growth of Financial Data Technology," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13278, Oct.
• Schürhoff, Norman & Li, Dan & Cestau, Dario & Hollifield, Burton, 2018, "Municipal Bond Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13301, Nov.
• Balasubramaniam, Vimal & Anagol, Santosh, 2018, "Learning from Noise: Evidence from India’s IPO Lotteries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13314, Nov.
• Cantillon, Estelle & Slechten, Aurélie, 2018, "Information Aggregation in Emissions Markets with Abatement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13343, Nov.
• van Wijnbergen, Sweder & Olijslagers, Stan & Petersen, Annelie & de Vette, Nander, 2018, "What Option Prices tell us about the ECB's Unconventional Monetary Policies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13371, Dec.
• Ricco, Giovanni & Miranda-Agrippino, Silvia, 2018, "The Transmission of Monetary Policy Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13396, Dec.
• Faia, Ester & Pezone, Vincenzo, 2018, "The Cost of Wage Rigidity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13407, Dec.
• Vives, Xavier & Cespa, Giovanni, 2018, "Exchange Competition, Entry, and Welfare," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13415, Dec.
• Martin T. Bohl & Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2018, "Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7518, Oct.
• Martin T. Bohl & Alexander Pütz & Pierre L. Siklos & Christoph Sulewski, 2018, "Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7618, Oct.
• Joan Hortalà & Damià Rey, 2018, "Mercados financieros: El “trilema” competencia-calidad-regulación," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 41, issue 117, pages 99-999, Noviembre.
• Afees A. Salisu & Kazeem Isah & Lateef O. Akanni, 2018, "Predicting the stock prices of G7 countries with Bitcoin prices," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 054, Apr.
• Kazeem Isah & Ibrahim D. Raheem, 2018, "The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 056, May.
• Afees A. Salisu & Ibrahim D. Raheem, 2018, "A new procedure for pre-testing the distribution properties of Stock returns," Working Papers, Centre for Econometric and Allied Research, University of Ibadan, number 057, Jun.
• Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2018, "Could crowdsourced financial analysis replace the equity research by investment banks?," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2018/03, Oct.
• Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018, "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, EconSciences Journals, volume 5, issue 1, pages 103-117, March.
• Stefan SIMEONOV & Teodor TODOROV, 2018, "Designing The Investment Profile Of The Shares Traded On The Bulgarian Stock Exchange In The Period From August 2016 To December 2017," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 70-100.
• Стефан Симеонов & Теодор Тодоров, 2018, "Формиране На Инвестиционен Профил За Акции, Търгувани На Българската Фондова Борса За Периода Август 2016 – Декември 2017," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 85-116.
• Armin Varmaz & Nermin Varmaz, 2018, "Eine empirische Analyse von Initial Coin Offerings (ICO)," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 3, pages 129-150, DOI: 10.3790/vjh.87.3.129.
• Karl-Peter Schackmann-Fallis & Mirko Weiß, 2018, "Post-financial Crisis Times: Only a Short Phase of Re-intermediation and Re-direction to Boring Banking Business Models? Regulatory Burden, Fintech Competition and Concentration Processes," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 87, issue 4, pages 87-117, DOI: 10.3790/vjh.87.4.87.
• Christian Bayer & Chi Hyun Kim & Alexander Kriwoluzky, 2018, "The Term Structure of Redenomination Risk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1740.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two horizons framework," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2018-25.
• ROBINSON, C. Justin & BANGWAYO-SKEETE, Prosper, F., 2018, "The Information Content Of Dividend Announcements: Evidence From Frontier Markets With Varying Tax Regimes In Jamaica And Trinidad And Tobago, 2001-2017," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 18, issue 2, pages 73-86.
• Foucault, Thierry & Benamar, Hedi & Vega, Clara, 2018, "Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News," HEC Research Papers Series, HEC Paris, number 1263, Apr, revised 03 May 2018.
• Estelle Cantillon & Aurelie Slechten, 2018, "Information Aggregation in Emissions Markets with Abatement," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2018-37, Dec.
• Jurkšas, Linas & Kapp, Daniel & Nyholm, Ken & von Landesberger, Julian, 2018, "Euro area sovereign bond market liquidity since the start of the PSPP," Economic Bulletin Boxes, European Central Bank, volume 2.
• Ramelli, Stefano & Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2018, "Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp18-037, Sep.
• Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2018, "Motivating Factors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-03, Jan.
• Kamiya, Shinichi & Kang, Jun-Koo & Kim, Jungmin & Milidonis, Andreas & Stulz, Rene M., 2018, "What Is the Impact of Successful Cyberattacks on Target Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-04, Mar.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi, 2018, "Capital Market Anomalies and Quantitative Research," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-07, Mar.
• Ben-David, Itzhak & Li, Zhi & Wang, Zexi, 2018, "Financial Constraints and Industry Dynamics," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-09, Mar.
• Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2018, "Q5," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2018-10, Mar.
• Barth, Mary E. & Clinch, Greg & Ma, Paul, 2018, "Information in Mandatory and Voluntary Earnings Announcement Date Forecasts," Research Papers, Stanford University, Graduate School of Business, number 3661, Apr.
• deHaan, Ed & Larcker, David F. & McClure, Charles, 2018, "Long-Term Economic Consequences of Hedge Fund Activist Interventions," Research Papers, Stanford University, Graduate School of Business, number 3741, Oct.
• Mishelle Doorasamy & Prince Kwasi Sarpong, 2018, "Fractal Market Hypothesis and Markov Regime Switching Model: A Possible Synthesis and Integration," International Journal of Economics and Financial Issues, Econjournals, volume 8, issue 1, pages 93-100.