Research classified by Journal of Economic Literature (JEL) codes

2018

• Katsutoshi Shimizu & Kim Cuong Ly, 2018, "Did Basel regulations cause a significant procyclicality?," Working Papers, Swansea University, School of Management, number 2018-06, Feb.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Does connection with @realDonaldTrump affect stock prices?," Working Papers, Swansea University, School of Management, number 2018-07, Feb.
• Abu Chowdhury & Sabur Mollah & Mir A. Zaman, 2018, "What Motivates CEO and CFO Trading – Contrarian Beliefs or Superior Information?," Working Papers, Swansea University, School of Management, number 2018-10, Feb.
• Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2018, "Multiple credit ratings and market heterogeneity," Working Papers, Swansea University, School of Management, number 2018-26, Mar.
• Konstantinos Gavriilidis & Dimos S. Kambouroudis & Katerina Tsakou & Dimitris S. Tsouknidis, 2018, "Volatility forecasting across tanker freight rates: the role of oil price shocks," Working Papers, Swansea University, School of Management, number 2018-27, Mar.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Social media bots and stock markets," Working Papers, Swansea University, School of Management, number 2018-30, Mar.
• Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2018, "Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 5, pages 391-412, March, DOI: 10.1080/1351847X.2017.1307773.
• Manzur Quader & Karl Taylor, 2018, "Corporate efficiency, credit status and investment," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 6, pages 439-457, April, DOI: 10.1080/1351847X.2017.1312475.
• Terence C. Burnham & Harry Gakidis & Jeffrey Wurgler, 2018, "Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications," Financial Analysts Journal, Taylor & Francis Journals, volume 74, issue 1, pages 77-87, February, DOI: 10.2469/faj.v74.n1.8.
• Andrea Frazzini & David Kabiller & Lasse Heje Pedersen, 2018, "Buffett’s Alpha," Financial Analysts Journal, Taylor & Francis Journals, volume 74, issue 4, pages 35-55, September, DOI: 10.2469/faj.v74.n4.3.
• Daniel Levy & Avichai Snir, 2018, "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers, International School of Economics at TSU, Tbilisi, Republic of Georgia, number 001-18 JEL Codes: E31, E3.
• Eleni Gkeka & Kosmas Kosmidis & Georgios Simitsis, 2018, "The value relevance of dividend announcement: An empirical study of the Greek Stock Market," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 11, issue 2, pages 44-50, September.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-003/III, Jan.
• Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai, 2018, "Why did Warrant Markets Close in China but not Taiwan?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-051/III, May.
• Stan Olijslagers & Annelie Petersen & Nander de Vette & Sweder (S.J.G.) van Wijnbergen, 2018, "What Option Prices tell us about the ECB's Unconventional Monetary Policies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-096/VI, Dec.
• Renneboog, Luc & Goergen, M. & Zhao, Y., 2018, "Insider Trading and Networked Directors," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-036.
• Renneboog, Luc & Goergen, M. & Zhao, Y., 2018, "Insider Trading and Networked Directors," Other publications TiSEM, Tilburg University, School of Economics and Management, number c435e408-7658-4e25-bf8e-0.
• Hitoshi Matsushima, 2018, "Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1088, Jun.
• Albagli, Elias & Hellwig, Christian & Tsyvinski, Aleh, 2018, "Imperfect Financial Markets and Investment Inefficiencies," TSE Working Papers, Toulouse School of Economics (TSE), number 18-891, Feb, revised Feb 2023.
• Damir Becirovic & Emira Kozarevic, 2018, "Influence Of Frontier Capital Markets Interdependence And Efficiency On Shaping Investment Strategy Under The Financial Crisis Conditions," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 16, issue 1, pages 83-96, May.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-01, Jan.
• Estelle Cantillon & Aurelie Slechten, 2018, "Information Aggregation in Emissions Markets with Abatement," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/284533, Dec.
• Viktor Ivanitskiy & Vasily Tatyannikov, 2018, "Information Asymmetry in Financial Markets: Challenges and Threats," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 4, pages 1156-1167.
• Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018, "Predicting Bond Betas using Macro-Finance Variables," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/306546.
• Yi-Hsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu, 2018, "Textual Sentiment, Option Characteristics, and Stock Return Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1808, Jun.
• Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2018, "Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal," Working Papers on Finance, University of St. Gallen, School of Finance, number 1808, Feb.
• Manuel Ammann & Sebastian Fischer & Florian Weigert, 2018, "Risk Factor Exposure Variation and Mutual Fund Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1817, Aug, revised Nov 2018.
• Kirsten Tangaa Nielsen & Felix von Meyerinck, 2018, "Managerial Networks and Shareholder Value: Evidence from Sudden Deaths," Working Papers on Finance, University of St. Gallen, School of Finance, number 1821, Oct.
• Xue-Zhong He & Lei Shi & Marco Tolotti, 2018, "Are We Better-off for Working Hard?," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 391, Mar.
• Dmitry Levando & Maxim Sakharov, 2018, "Natural Instability of Equilibrium Prices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:01.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018, "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:03.
• Fausto Corradin & Domenico Sartore, 2018, "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2018:24.
• Yi-Hsien Wang & Kuang-Hsun Shih & Je-Wei Jang, 2018, "Relationship among Weather Effects, Investors' Moods and Stock Market Risk: An Analysis of Bull and Bear Markets in Taiwan, Japan and Hong Kong," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 2, pages 239-253.
• Aleksandar Naumoski & Metodija Nestorovski, 2018, "Ex-ante Equity Risk Premia: Expectational Estimates Using Stock Market Returns Forecasts in the Emerging Equity Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 65, issue 4, pages 479-507.
• Alexandra Yancheva, 2018, "Some Aspects of Information Asymmetry and its Effect on the Cost of Capital," Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series, Union of Scientists - Varna, Economic Sciences Section, volume 7, issue 3, pages 140-148, December.
• Svetoslav Velinov Borisov, 2018, "Accruals Approach in Income Smoothing and Permanent Earnings Hypothesis," Business & Management Compass, University of Economics Varna, issue 1, pages 31-45.
• Bhattacharjee Nayanjyoti & De Anupam, 2018, "A Perspective on Industry Classification and Market Reaction to Corporate News: Evidence from India," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 1, pages 31-50, March, DOI: 10.2478/saeb-2018-0001.
• Bação Pedro & Duarte António Portugal & Sebastião Helder & Redzepagic Srdjan, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 2, pages 97-117, June, DOI: 10.2478/saeb-2018-0013.
• Lobão Júlio, 2018, "Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies," Scientific Annals of Economics and Business, Sciendo, volume 65, issue 3, pages 283-301, September, DOI: 10.2478/saeb-2018-0023.
• Ślepaczuk Robert & Zenkova Maryna, 2018, "Robustness of Support Vector Machines in Algorithmic Trading on Cryptocurrency Market," Central European Economic Journal, Sciendo, volume 5, issue 52, pages 186-205, January, DOI: 10.1515/ceej-2018-0022.
• Leković Miljan, 2018, "Evidence for and Against the Validity of Efficient Market Hypothesis," Economic Themes, Sciendo, volume 56, issue 3, pages 369-387, September, DOI: 10.2478/ethemes-2018-0022.
• Jasiniak Magdalena, 2018, "Determinants of Investment Decisions on the Capital Market," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 14, issue 2, pages 1-8, June, DOI: 10.2478/fiqf-2018-0007.
• Ślepaczuk Robert & Sakowski Paweł & Zakrzewski Grzegorz, 2018, "Investment Strategies that Beat the Market. What Can We Squeeze from the Market?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 14, issue 4, pages 36-55, December, DOI: 10.2478/fiqf-2018-0026.
• Wierzbicka Katarzyna, 2018, "Crowdfunding as an Alternative Method of Raising Capital," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 14, issue 4, pages 56-66, December, DOI: 10.2478/fiqf-2018-0027.
• Podgórski Błażej, 2018, "Impact of the January Effect on Return Rates in the Markets of the 2004 EU Enlargement," Journal of Management and Business Administration. Central Europe, Sciendo, volume 26, issue 1, pages 27-48, March, DOI: 10.7206/jmba.ce.2450-7814.218.
• Todea Anita, 2018, "Financial Literacy and Stock Price Informativeness: a Cross-Country Study," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 63, issue 1, pages 63-72, April, DOI: 10.2478/subboec-2018-0004.
• Krzysztof Kość & Paweł Sakowski & Robert Ślepaczuk, 2018, "Momentum and contrarian effects on the cryptocurrency market," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-09.
• Małgorzata Jabłczyńska & Krzysztof Kosc & Przemysław Ryś & Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-18.
• Przemysław Ryś & Robert Ślepaczuk, 2018, "Machine learning in algorithmic trading strategy optimization - implementation and efficiency," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-25.
• Fraiberger,Samuel Paul & Lee,Do & Puy,Damien & Rancier,Romain, 2018, "Media Sentiment and International Asset Prices," Policy Research Working Paper Series, The World Bank, number 8649, Nov.
• Ralf Fendel & Frederik Neugebauer, 2018, "Country-Specific Euro Area Government Bond Yield Reactions to ECB’s Non-Standard Monetary Policy Announcements," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 18-02, Jun.
• Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2018, "Strategic Trading in Informationally Complex Environments," Econometrica, Econometric Society, volume 86, issue 4, pages 1119-1157, July, DOI: 10.3982/ECTA12635.
• Kerry Back & Pierre Collin‐Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2018, "Activism, Strategic Trading, and Liquidity," Econometrica, Econometric Society, volume 86, issue 4, pages 1431-1463, July, DOI: 10.3982/ECTA14917.
• Ana Babus & Péter Kondor, 2018, "Trading and Information Diffusion in Over‐the‐Counter Markets," Econometrica, Econometric Society, volume 86, issue 5, pages 1727-1769, September, DOI: 10.3982/ECTA12043.
• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018, "The Economic Effects of Brexit: Evidence from the Stock Market," Fiscal Studies, John Wiley & Sons, volume 39, issue 4, pages 581-623, December, DOI: 10.1111/1475-5890.12175.
• Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018, "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 10, pages 1262-1281, October, DOI: 10.1002/fut.21938.
• Marcello Pericoli & Giovanni Veronese, 2018, "Monetary Policy Surprises over Time," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-60, March, DOI: 10.1142/S2010139218400025.
• Charles-Albert Lehalle & Sophie Laruelle (ed.), 2018, "Market Microstructure in Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10739, ISBN: ARRAY(0x74ec0958), September.
• Charles-Albert Lehalle & Sophie Laruelle, 2018, "Monitoring the Fragmentation at Any Scale," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2018, "Understanding the Stakes and the Roots of Fragmentation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Charles-Albert Lehalle & Sophie Laruelle, 2018, "Optimal Organizations for Optimal Trading," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Charles-Albert Lehalle & Sophie Laruelle, "Market Microstructure in Practice".
• Crocker H. Liu & Adam Nowak & Patrick S. Smith, 2018, "Does the Asset Pricing Premium Reflect Asymmetric or Incomplete Information?," Working Papers, Department of Economics, West Virginia University, number 18-06, Apr.
• Sung Jun Park & Ki Young Park, 2018, "Can Investors Profit from Security Analyst Recommendations?," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2018rwp-131, Oct.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018, "The real value of China’s stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2018.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2018, "The real value of China's stock market," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 2/2018.
• Bai, Yiyi & Dang, Tri Vi & He, Qing & Lu, Liping, 2018, "Does lending relationship help or alleviate the transmission of liquidity shocks? Evidence from a liquidity crunch in China," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 13/2018.
• Lof, Matthijs & Bommel, Jos van, 2018, "Asymmetric information and the distribution of trading volume," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2018.
• Lof, Matthijs & Bommel, Jos van, 2018, "Asymmetric information and the distribution of trading volume," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2018.
• Ambrocio, Gene & Hasan, Iftekhar, 2018, "Private information and lender discretion across time and institutions," Bank of Finland Research Discussion Papers, Bank of Finland, number 17/2018.
• Battaglia, Francesca & Buchanan, Bonnie G. & Fiordelisi, Franco & Ricci, Ornella, 2018, "Securitization and crash risk: Evidence from large European banks," Bank of Finland Research Discussion Papers, Bank of Finland, number 26/2018.
• Klein, Arne C. & Pliszka, Kamil, 2018, "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers, Deutsche Bundesbank, number 14/2018.
• Goergen, Marc & Limbach, Peter & Scholz-Daneshgari, Meik, 2019, "Firms’ rationales for CEO duality: Evidence from a mandatory disclosure regulation," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 18-06, revised 2019.
• Félix, Luiz & Kräussl, Roman & Stork, Philip, 2018, "Predictable biases in macroeconomic forecasts and their impact across asset classes," CFS Working Paper Series, Center for Financial Studies (CFS), number 596.
• Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018, "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series, Center for Financial Studies (CFS), number 616.
• Pühringer, Stephan & Liedl, Bernd, 2018, "Ökonomische Expertise und politökonomische Machtstrukturen," Working Paper Serie des Instituts für Ökonomie, Hochschule für Gesellschaftsgestaltung (HfGG), Institut für Ökonomie, number Ök-40.
• Ötsch, Walter, 2018, "Wissen und Nicht-Wissen angesichts "des Marktes": Das Konzept von Hayek," Working Paper Serie des Instituts für Ökonomie, Hochschule für Gesellschaftsgestaltung (HfGG), Institut für Ökonomie, number Ök-43.
• Levy, Daniel & Snir, Avichai, 2018, "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 175843.
• Shachmurove, Yochanan & Vulanovic, Milos, 2018, "SPAC IPOs," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 177392.
• Auer, Benjamin R. & Rottmann, Horst, 2018, "Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 64.
• Wixforth, Harald, 2018, "Bankiers in der Krise: Verletzen sie ihre Regeln und Normen?," IBF Paper Series, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main, number 04-18.
• Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018, "The pitfalls of central clearing in the presence of systematic risk," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 31/18.
• Booth, Philip & Zuluaga, Diego, 2018, "Socially useless? The crucial contribution of finance to economic life," IEA Discussion Papers, Institute of Economic Affairs (IEA), number 87.
• Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2018, "Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-68.
• Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018, "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2018-.
• Warmdt, Luca & Užik, Martin & Löcher, Markus, 2018, "Financial signaling with open market share repurchases and private redemptions," Working Papers, Berlin School of Economics and Law, Institute of Management Berlin (IMB), number 93.
• Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2018, "Textual Sentiment, Option Characteristics, and Stock Return Predictability," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-023.
• Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2018, "Textual Sentiment and Sector specific reaction," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-043.
• Pelizzon, Loriana & Sottocornola, Matteo, 2018, "The impact of monetary policy iInterventions on the insurance industry," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 204, DOI: 10.2139/ssrn.3167148.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2018, "Central bank-driven mispricing," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 226, revised 2018, DOI: 10.2139/ssrn.3239407.
• Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya, 2021, "Recovery from fast crashes: Role of mutual funds," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 227, revised 2021, DOI: 10.2139/ssrn.3239440.
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2018, "Liquidity provider incentives in fragmented securities markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 231, DOI: 10.2139/ssrn.2970452.
• Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila, 2019, "Pitfalls of central clearing in the presence of systematic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 235, revised 2019, DOI: 10.2139/ssrn.3278582.
• Rebeggiani, Luca & Gross, Johannes, 2018, "Chance or Ability? The Efficiency of the Football Betting Market Revisited," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181563.
• Rehse, Dominik & Riordan, Ryan & Rottke, Nico & Zietz, Joachim, 2018, "The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-024.
• Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018, "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 33-66, January, DOI: 10.1007/s11156-017-0622-4.
• Shuxing Yin & Khelifa Mazouz & Abdelhafid Benamraoui & Brahim Saadouni, 2018, "Stock price reaction to profit warnings: the role of time-varying betas," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 67-93, January, DOI: 10.1007/s11156-017-0623-3.
• Thanos Verousis & Pietro Perotti & Georgios Sermpinis, 2018, "One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 353-392, February, DOI: 10.1007/s11156-017-0632-2.
• Jullavut Kittiakarasakun & Lalatendu Misra & Sinan Yildirim, 2018, "An analysis of closed-end funds discounts viewed from a lack of redemption perspective," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 415-440, February, DOI: 10.1007/s11156-017-0634-0.
• Nan Hu & Ling Liu & Lu Zhu, 2018, "Credit default swap spreads and annual report readability," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 591-621, February, DOI: 10.1007/s11156-017-0639-8.
• Florian Kiesel & Sascha Kolaric, 2018, "Measuring the effect of watch-preceded and direct rating changes: a note on credit markets," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 653-672, February, DOI: 10.1007/s11156-017-0641-1.
• Wenjing Ouyang & Samuel H. Szewczyk, 2018, "Stock price informativeness on the sensitivity of strategic M&A investment to Q," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 745-774, April, DOI: 10.1007/s11156-017-0645-x.
• Jorida Papakroni, 2018, "The dispersion anomaly and analyst recommendations," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 861-896, April, DOI: 10.1007/s11156-017-0649-6.
• Dimitrios Koutmos & Konstantinos Bozos & Dionysia Dionysiou & Neophytos Lambertides, 2018, "The timing of new corporate debt issues and the risk-return tradeoff," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 943-978, May, DOI: 10.1007/s11156-017-0651-z.
• Bikki Jaggi & Alessandra Allini & Riccardo Macchioni & Annamaria Zampella, 2018, "Do investors find carbon information useful? Evidence from Italian firms," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1031-1056, May, DOI: 10.1007/s11156-017-0653-x.
• Marius Popescu & Zhaojin Xu, 2018, "Leading the herd: evidence from mutual funds’ buy and sell decisions," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1131-1146, May, DOI: 10.1007/s11156-017-0656-7.
• Cristhian Mellado-Cid & Surendranath R. Jory & Thanh N. Ngo, 2018, "Real activities manipulation and firm valuation," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1201-1226, May, DOI: 10.1007/s11156-017-0659-4.
• Gregory McKee & Albert Kagan, 2018, "Community bank structure an x-efficiency approach," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 19-41, July, DOI: 10.1007/s11156-017-0662-9.
• Federica Salvadè, 2018, "Is less information better information? Evidence from the credit rating withdrawal," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 139-157, July, DOI: 10.1007/s11156-017-0666-5.
• Bin Wang & Wonseok Choi & Ibrahim Siraj, 2018, "Local investor attention and post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 219-252, July, DOI: 10.1007/s11156-017-0669-2.
• Jason P. Berkowitz & Craig A. Depken, 2018, "A rational asymmetric reaction to news: evidence from English football clubs," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 347-374, August, DOI: 10.1007/s11156-017-0673-6.
• Hardy Johnson & Ansley Chua & Tianming Zhang, 2018, "Odd lot trading and earnings announcements," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 529-551, August, DOI: 10.1007/s11156-017-0679-0.
• Ajit Dayanandan & Han Donker & John Nofsinger, 2018, "Corporate goodness and profit warnings," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 553-573, August, DOI: 10.1007/s11156-017-0680-7.
• Hsiu-Lang Chen, 2018, "Information diffusion of upstream and downstream industry-wide earnings surprises and its implications," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 751-784, October, DOI: 10.1007/s11156-017-0687-0.
• Eero J. Pätäri & Timo H. Leivo & Janne Hulkkonen & J. V. Samuli Honkapuro, 2018, "Enhancement of value investing strategies based on financial statement variables: the German evidence," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 813-845, October, DOI: 10.1007/s11156-017-0689-y.
• Veronika Vinogradova, 2018, "Value creation through external growth strategy: the architecture of successful performance," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 847-882, October, DOI: 10.1007/s11156-017-0690-5.
• Waqas Khan & Neelab Moulanazada, 2018, "Explanatory Analysis of Information Disclosure in Relation with Foreign Aid in Afghanistan," Kardan Journal of Economics and Management Sciences, Kardan University, Department of Economics, volume 1, issue 2, pages 7-8, April.
• Abdul Nasser Hasibuan, 2018, "Company Monitoring Analysis on Financial Report Quality in Indonesia Stock Exchange Manufacturing Sector," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 4, pages 162-175, December.
• Kentaro Iwatsubo & Clinton Watkins, 2018, "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers, Graduate School of Economics, Kobe University, number 1830, Dec.
• 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, KSP Journals, volume 5, issue 1, pages 103-117, March.
• Estelle Cantillon & Aurelie Cecile Dominique Slechten, 2018, "Information Aggregation in Emissions Markets with Abatement," Working Papers, Lancaster University Management School, Economics Department, number 251505309.
• Juan José María Martínez, 2018, "Modelo de autómatas celulares para la dinámica de un mercado financiero. Estrategias, imitación y estados de ánimo," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 46-94, January-D.
• Cécile EDLINGER & Maxime MERLI & Antoine PARENT, 2018, "Financial Diversification before WW1 : A Risk/Return Analysis of Portfolio’s Advice of French Financial Analyst Alfred Neymarck," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2018-03.
• Nusrat Fatema, 2018, "Stimulation of Efficient Employee Performance through Human Resource Management Practices: A Study on the Health Care Sector of Bangladesh," International Journal of Business and Social Research, LAR Center Press, volume 8, issue 1, pages 1-18, January.
• Huang Yi & Yang Xiugang, 2018, "Investors’ Sentiment and Enterprise's Non-Efficient investment: The Intermediary Effect of Stock Price Volatility," International Journal of Business and Social Research, LAR Center Press, volume 8, issue 7, pages 1-14, July.
• Katrin Hussinger & Sebastian Pacher, 2018, "Information Ambiguity, Patents and the Market Value of Innovative Assets," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 18-17.
• Arnaud Bourgain & Luisito Bertinelli & Florian Leon, 2018, "Corruption and tax compliance: Evidence from small retailers in Bamako, Mali," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 18-18.
• Soraia de Sousa Bornett & Carlos Manuel Pinheiro, 2018, "O Mercado Segurador em Portugal: O Papel dos Gestores na Constituição de Provisões," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0112, Oct, revised Oct 2018.
• Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 4, issue 2, pages 111-125, DOI: 10.11118/ejobsat.v4i2.120.
• Sri Noor Aishah Binti Mohd Salleh & Karren Lee-Hwei Khaw, 2018, "Frequency and Sequence: Convertible Debt Issuance Announcement Effect on Stock Returns," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 1-20.
• Subashini Maniam & Chin Lee, 2018, "Stock Market Liberalization Impact on Sectoral Stock Market Return in Malaysia," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 21-31.
• Jasman Tuyon & Zamri Ahmad, 2018, "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 32-52.
• Yuriy Zabolotnyuk, 2018, "Wealth Effects of Bond Rating Announcements," Multinational Finance Journal, Multinational Finance Journal, volume 22, issue 3-4, pages 211-254, September.
• Diego d'Andria, 2018, "Start-ups, Venture Capital Financing, and Tax Policy under Adverse Selection," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 74, issue 4, pages 462-480, December, DOI: 10.1628/fa-2018-0018.
• David De Villiers & Natalya Apopo & Andrew Phiri, 2018, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Working Papers, Department of Economics, Nelson Mandela University, number 1826, Jul.
• Utz Weitzel & Christoph Huber & Jürgen Huber & Michael Kirchler & Florian Lindner & Julia Rose, 2018, "Bubbles and Financial Professionals," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2018_09, Jun, revised Mar 2019.
• Martin Hellwig, 2018, "Bargeld, Giralgeld, Vollgeld: Zur Diskussion um das Geldwesen nach der Finanzkrise," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2018_10, Jun.
• E. James Cowan & Karen C. Denning & Anne Anderson & Xiaohui Yang, 2018, "Divergent Market Responses to Human Capital Reorganizations," Business and Economic Research, Macrothink Institute, volume 8, issue 1, pages 212-243, March.
• Carlos Jorge Lenczewski Martins, 2018, "Toxic liquidity – is it here to stay?," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 1, pages 1-16.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail That Keeps the Riskless Rate Low," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2018, volume 33".
• Meredith Crowley & Ning Meng & Huasheng Song, 2018, "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," NBER Chapters, National Bureau of Economic Research, Inc, "Globalization and Welfare Impacts of International Trade".
• Bing Han & David Hirshleifer & Johan Walden, 2018, "Social Transmission Bias and Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 24281, Feb.
• Kenneth R. Ahern, 2018, "Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades," NBER Working Papers, National Bureau of Economic Research, Inc, number 24297, Feb.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail that Keeps the Riskless Rate Low," NBER Working Papers, National Bureau of Economic Research, Inc, number 24362, Feb.
• Shinichi Kamiya & Jun-Koo Kang & Jungmin Kim & Andreas Milidonis & René M. Stulz, 2018, "What is the Impact of Successful Cyberattacks on Target Firms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24409, Mar.
• Charles W. Calomiris & Harry Mamaysky, 2018, "How News and Its Context Drive Risk and Returns Around the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 24430, Mar.
• Yong Chen & Bryan Kelly & Wei Wu, 2018, "Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 24552, Apr.
• George O. Aragon & Rajnish Mehra & Sunil Wahal, 2018, "Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 24575, May.
• Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018, "Market-making with Search and Information Frictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 24648, May.
• David Hirshleifer & Danling Jiang & Yuting Meng, 2018, "Mood Betas and Seasonalities in Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 24676, Jun.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2018, "q⁵," NBER Working Papers, National Bureau of Economic Research, Inc, number 24709, Jun.
• Pablo Kurlat, 2018, "How I Learned to Stop Worrying and Love Fire Sales," NBER Working Papers, National Bureau of Economic Research, Inc, number 24752, Jun.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang, 2018, "Do Foreign Investors Improve Market Efficiency?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24765, Jun.
• Huaizhi Chen & Lauren Cohen & Umit Gurun & Dong Lou & Christopher Malloy, 2018, "IQ from IP: Simplifying Search in Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 24801, Jul.
• Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2018, "Asset Insulators," NBER Working Papers, National Bureau of Economic Research, Inc, number 24973, Aug.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," NBER Working Papers, National Bureau of Economic Research, Inc, number 25016, Sep.
• Anna Cieslak & Andreas Schrimpf, 2018, "Non-Monetary News in Central Bank Communication," NBER Working Papers, National Bureau of Economic Research, Inc, number 25032, Sep.
• Efraim Benmelech & Nittai Bergman, 2018, "Debt, Information, and Illiquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 25054, Sep.
• Lauren Cohen & Christopher Malloy & Quoc Nguyen, 2018, "Lazy Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 25084, Sep.
• Usman Ali & David Hirshleifer, 2018, "Shared Analyst Coverage: Unifying Momentum Spillover Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 25201, Oct.
• Eduardo Dávila & Cecilia Parlatore, 2018, "Identifying Price Informativeness," NBER Working Papers, National Bureau of Economic Research, Inc, number 25210, Nov.
• Elisabeth Kempf & Margarita Tsoutsoura, 2018, "Partisan Professionals: Evidence from Credit Rating Analysts," NBER Working Papers, National Bureau of Economic Research, Inc, number 25292, Nov.
• Stefano Ramelli & Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018, "Investor Rewards to Climate Responsibility: Evidence from the 2016 Climate Policy Shock," NBER Working Papers, National Bureau of Economic Research, Inc, number 25310, Nov.
• Samuel P. Fraiberger & Do Lee & Damien Puy & Romain Rancière, 2018, "Media Sentiment and International Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 25353, Dec.
• Triperina Panagiota, 2018, "Analysis And Evaluation Of Strategic Management In The Greek Banking Sector Before And During The Economic Crisis, 2000-2015," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 14, issue 1, pages 156-164.
• Shao, Diana & Ritter, Jay R., 2018, "Closed-End Fund IPOs: Sold, Not Bought," Critical Finance Review, now publishers, volume 7, issue 2, pages 201-240, December, DOI: 10.1561/104.00000065.
• Bozhidar Nedev, 2018, "Short-term Predictability on the International Capital Markets – Momentum Effect," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 121-135, April.
• Ani Stoykova, 2018, "Market Dynamics of Stock Exchanges of South East Europe – Efficiency and Harmonization," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 70-87, April.
• Vera Pirimova & Ekaterina Sotirova, 2018, "Liquidity of the Banking Sector and the State of Bulgaria’s Economy," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 5-13, December.
• Mihir Dash & Sadguna Kantheti & Guttula Krishna Teja, 2018, "The Book-to-Market Anomaly for Banking Stocks in the Indian Stock Market: A Panel Regression Analysis," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 1, pages 15-23, February.
• Stefán B. Gunnlaugsson, 2018, "Trading Rules On A Small Stock Market," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 46-55, March.
• Dražen Koški, 2018, "The Effectiveness of Foreign Exchange Interventions in the Republic of Croatia: The Event Study," Occasional Publications, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, chapter 10, "Financije teorija i suvremena pitanja = Finance - theory and contemporary issues".
• Kenji Hatakenaka, 2018, "Relationship between tick size reduction and price information of open limit order book," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 18-13, May.
• Gordon L Clark, 2018, "Learning-by-doing and knowledge management in financial markets," Journal of Economic Geography, Oxford University Press, volume 18, issue 2, pages 271-292.
• Wei Lan & Long Feng & Ronghua Luo, 2018, "Testing High-Dimensional Linear Asset Pricing Models," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 191-210.
• Piotr Kokoszka & Hong Miao & Matthew Reimherr & Bahaeddine Taoufik, 2018, "Dynamic Functional Regression with Application to the Cross-section of Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 3, pages 461-485.
• Albert S Kyle & Anna A Obizhaeva & Yajun Wang, 2018, "Smooth Trading with Overconfidence and Market Power," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 611-662.
• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2018, "Endowment Effects in the Field: Evidence from India’s IPO Lotteries," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 4, pages 1971-2004.
• Deniz Anginer & Çelim Yıldızhan, 2018, "Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns
  [The risk-adjusted cost of financial distress]," Review of Finance, European Finance Association, volume 22, issue 2, pages 633-660.
• Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2018, "Informational Contagion in the Laboratory," Review of Finance, European Finance Association, volume 22, issue 3, pages 877-904.
• Menachem Meni Abudy & Avi Wohl, 2018, "Corporate Bond Trading on a Limit Order Book Exchange," Review of Finance, European Finance Association, volume 22, issue 4, pages 1413-1440.
• Alex Edmans & Luis Goncalves-Pinto & Moqi Groen-Xu & Yanbo Wang, 2018, "Strategic News Releases in Equity Vesting Months," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 11, pages 4099-4141.
• Ulf Brüggemann & Aditya Kaul & Christian Leuz & Ingrid M. Werner, 2018, "The Twilight Zone: OTC Regulatory Regimes and Market Quality," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 898-942.
• David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2018, "Innovative Originality, Profitability, and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2553-2605.
• Ulrike Malmendier & Enrico Moretti & Florian S Peters, 2018, "Winning by Losing: Evidence on the Long-run Effects of Mergers," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 8, pages 3212-3264.
• MiloÈ™ Marius Cristian & MiloÈ™ Laura Raisa, 2018, "Short-Selling Regulation and the Development of the Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 470-475, July.
• MiloÅŸ Laura Raisa & MiloÅŸ Marius Cristian, 2018, "Accounting Disclosure and Stock Market Reaction. Empirical Analysis on Bucharest Stock Exchange," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 643-648, December.
• G—mez Mart’nez, Raœl & Paule Vianes, Jessica & Martínez Naval—n, Juan Gabriel, 2018, "Eficacia de las prohibiciones de las ventas en corto en Espa–a || Effectiveness of Short Sales Bans in Spain," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 250-268, Diciembre.
• Samaniego, Ángel & Rodríguez-Reyes, Luis Raúl, 2018, "Passive Portfolio Management by Indexing: A Performance Analysis of High, Medium and Low Capitalization Indices in Mexico || Administración pasiva de portafolios mediante indexación: un análisis del desempeño de los índices de alta, mediana y baja ca," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 269-293, Diciembre.
• Wai Mun Fong, 2018, "“Safe” stocks," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 93-98, March, DOI: 10.1057/s41260-017-0050-y.
• Demir Bektić & Tobias Regele, 2018, "Exploiting uncertainty with market timing in corporate bond markets," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 79-92, March, DOI: 10.1057/s41260-017-0063-6.
• Konstantina Kappou, 2018, "The diminished effect of index rebalances," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 4, pages 235-244, July, DOI: 10.1057/s41260-018-0077-8.