Research classified by Journal of Economic Literature (JEL) codes

2018

• 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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), Paradigm, 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), Paradigm, 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), Paradigm, 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, Paradigm, 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, Paradigm, 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, Apr.
• 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, Dec.
• 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(0x7ca41ca8), March.
• 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".
• Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Investment Strategies That Beat The Market. What Can We Squeeze From The Market?," Financial Internet Quarterly, University of Information Technology and Management in Rzeszów, volume 14, issue 4, pages 36-55, March, DOI: 10.2478/fiqf-2018-0026.
• 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.
• Yih-Bey Lin & Fu-Min Chang & Yu-Hin Leung & Jui-Feng Lin & Nicholas Lee, 2018, "Do European Central Bank Asset Purchase Programmes Matter for the Euro-area Stock Markets and Brent Crude Market?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 8, issue 3, pages 115-120.
• Gounopoulos, Dimitrios & Pham, Hang, 2018, "Financial Expert CEOs and Earnings Management Around Initial Public Offerings," The International Journal of Accounting, Elsevier, volume 53, issue 2, pages 102-117, DOI: 10.1016/j.intacc.2018.04.002.
• Charitou, Andreas & Floropoulos, Nikolaos & Karamanou, Irene & Loizides, George, 2018, "Non-GAAP Earnings Disclosures on the Face of the Income Statement by UK Firms: The Effect on Market Liquidity," The International Journal of Accounting, Elsevier, volume 53, issue 3, pages 183-202, DOI: 10.1016/j.intacc.2018.07.003.
• Hart, Matthew, 2018, "How informative is qualitative management earnings guidance?," Advances in accounting, Elsevier, volume 41, issue C, pages 59-73, DOI: 10.1016/j.adiac.2018.03.003.
• Afego, Pyemo N., 2018, "Index shocks, investor action and long-run stock performance in Japan: A case of cultural behaviouralism?," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 54-66, DOI: 10.1016/j.jbef.2018.01.006.
• Li, Kun, 2018, "Reaction to news in the Chinese stock market: A study on Xiong’an New Area Strategy," Journal of Behavioral and Experimental Finance, Elsevier, volume 19, issue C, pages 36-38, DOI: 10.1016/j.jbef.2018.03.004.
• Shakina, Ekaterina & Angerer, Martin, 2018, "Coordination and communication during bank runs," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 115-130, DOI: 10.1016/j.jbef.2018.09.002.
• Youssef, Mouna & Mokni, Khaled, 2018, "On the effect of herding behavior on dependence structure between stock markets: Evidence from GCC countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 52-63, DOI: 10.1016/j.jbef.2018.07.003.
• Fan, Qingliang & Wang, Ting, 2018, "Game day effect on stock market: Evidence from four major sports leagues in US," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 9-18, DOI: 10.1016/j.jbef.2018.03.005.
• Imisiker, Serkan & Tas, Bedri Kamil Onur, 2018, "Wash trades as a stock market manipulation tool," Journal of Behavioral and Experimental Finance, Elsevier, volume 20, issue C, pages 92-98, DOI: 10.1016/j.jbef.2018.08.004.
• Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018, "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, volume 50, issue 4, pages 402-424, DOI: 10.1016/j.bar.2017.11.003.
• Alhadab, Mohammad & Clacher, Iain, 2018, "The impact of audit quality on real and accrual earnings management around IPOs," The British Accounting Review, Elsevier, volume 50, issue 4, pages 442-461, DOI: 10.1016/j.bar.2017.12.003.
• Casalin, Fabrizio, 2018, "Determinants of holiday effects in mainland Chinese and Hong-Kong markets," China Economic Review, Elsevier, volume 49, issue C, pages 45-67, DOI: 10.1016/j.chieco.2017.12.011.
• Huang, Winifred & Mazouz, Khelifa, 2018, "Excess cash, trading continuity, and liquidity risk," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 275-291, DOI: 10.1016/j.jcorpfin.2017.11.005.
• Yu, Kun & Hagigi, Moshe & Stewart, Scott D., 2018, "Income smoothing may result in increased perceived riskiness: Evidence from bid-ask spreads around loss announcements," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 442-459, DOI: 10.1016/j.jcorpfin.2017.11.007.
• Ben-Nasr, Hamdi & Ghouma, Hatem, 2018, "Employee welfare and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 700-725, DOI: 10.1016/j.jcorpfin.2017.12.007.
• Bedendo, Mascia & Siming, Linus, 2018, "The mitigating effect of bank financing on shareholder value and firm policies following rating downgrades," Journal of Corporate Finance, Elsevier, volume 48, issue C, pages 94-108, DOI: 10.1016/j.jcorpfin.2017.10.019.
• Liu, Tingting & Mulherin, J. Harold, 2018, "How has takeover competition changed over time?," Journal of Corporate Finance, Elsevier, volume 49, issue C, pages 104-119, DOI: 10.1016/j.jcorpfin.2018.01.005.
• Li, Yuanpeng & Sun, Qian & Tian, Shu, 2018, "The impact of IPO approval on the price of existing stocks: Evidence from China," Journal of Corporate Finance, Elsevier, volume 50, issue C, pages 109-127, DOI: 10.1016/j.jcorpfin.2018.03.002.
• Deng, Baijun & Li, Zhongfei & Li, Yong, 2018, "Foreign institutional ownership and liquidity commonality around the world," Journal of Corporate Finance, Elsevier, volume 51, issue C, pages 20-49, DOI: 10.1016/j.jcorpfin.2018.04.005.
• Hu, Gang & Jo, Koren M. & Wang, Yi Alex & Xie, Jing, 2018, "Institutional trading and Abel Noser data," Journal of Corporate Finance, Elsevier, volume 52, issue C, pages 143-167, DOI: 10.1016/j.jcorpfin.2018.08.005.
• Liu, Qi & Sun, Bo, 2018, "Managerial manipulation, corporate governance, and limited market participation," Journal of Economic Dynamics and Control, Elsevier, volume 90, issue C, pages 98-117, DOI: 10.1016/j.jedc.2017.12.004.
• He, Xue-Zhong & Li, Kai & Li, Youwei, 2018, "Asset allocation with time series momentum and reversal," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 441-457, DOI: 10.1016/j.jedc.2018.02.004.
• Chen, Xiao & Huang, Bihong & Ye, Dezhu, 2018, "The role of punctuation in P2P lending: Evidence from China," Economic Modelling, Elsevier, volume 68, issue C, pages 634-643, DOI: 10.1016/j.econmod.2017.05.007.
• Shen, Dehua & Li, Xiao & Zhang, Wei, 2018, "Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis," Economic Modelling, Elsevier, volume 69, issue C, pages 127-133, DOI: 10.1016/j.econmod.2017.09.012.
• Zhang, Wei & Wang, Guanying & Wang, Xingchun & Xiong, Xiong & Lei, Xuan, 2018, "Profitability of reversal strategies: A modified version of the Carhart model in China," Economic Modelling, Elsevier, volume 69, issue C, pages 26-37, DOI: 10.1016/j.econmod.2017.09.003.
• Aouadi, Amal & Arouri, Mohamed & Roubaud, David, 2018, "Information demand and stock market liquidity: International evidence," Economic Modelling, Elsevier, volume 70, issue C, pages 194-202, DOI: 10.1016/j.econmod.2017.11.005.
• Staglianò, Raffaele & La Rocca, Maurizio & Gerace, Dionigi, 2018, "The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market," Economic Modelling, Elsevier, volume 70, issue C, pages 203-214, DOI: 10.1016/j.econmod.2017.11.004.
• Mi, Lin & Benson, Karen & Faff, Robert, 2018, "A specialised volatility index for the new GICS sector - Real estate," Economic Modelling, Elsevier, volume 70, issue C, pages 438-446, DOI: 10.1016/j.econmod.2017.08.025.
• Marinescu, Ion-Iulian & Horobet, Alexandra & Lupu, Radu, 2018, "Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy," Economic Modelling, Elsevier, volume 70, issue C, pages 56-66, DOI: 10.1016/j.econmod.2017.10.009.
• Jebabli, Ikram & Roubaud, David, 2018, "Time-varying efficiency in food and energy markets: Evidence and implications," Economic Modelling, Elsevier, volume 70, issue C, pages 97-114, DOI: 10.1016/j.econmod.2017.10.013.
• Jaballah, Jamil & Peillex, Jonathan & Weill, Laurent, 2018, "Is Being Sharia compliant worth it?," Economic Modelling, Elsevier, volume 72, issue C, pages 353-362, DOI: 10.1016/j.econmod.2018.02.011.
• Pham, Huy Nguyen Anh & Ramiah, Vikash & Moosa, Nisreen & Huynh, Tam & Pham, Nhi, 2018, "The financial effects of Trumpism," Economic Modelling, Elsevier, volume 74, issue C, pages 264-274, DOI: 10.1016/j.econmod.2018.05.020.
• Degenhardt, Thomas & Auer, Benjamin R., 2018, "The “Sell in May” effect: A review and new empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 43, issue C, pages 169-205, DOI: 10.1016/j.najef.2017.09.003.
• Gupta, Rangan & Yoon, Seong-Min, 2018, "OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 206-214, DOI: 10.1016/j.najef.2018.02.010.
• Ji, Qiang & Marfatia, Hardik & Gupta, Rangan, 2018, "Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis," The North American Journal of Economics and Finance, Elsevier, volume 46, issue C, pages 103-113, DOI: 10.1016/j.najef.2018.04.002.
• Draper, Paul & Duboisée de Ricquebourg, Alan & Clacher, Iain, 2018, "Auctions, market efficiency, and the trade in second-hand and antique silver," Economics Letters, Elsevier, volume 162, issue C, pages 45-48, DOI: 10.1016/j.econlet.2017.10.022.
• Wang, Qiyu & Chong, Terence Tai-Leung, 2018, "Co-integrated or not? After the Shanghai–Hong Kong and Shenzhen–Hong Kong Stock Connection Schemes," Economics Letters, Elsevier, volume 163, issue C, pages 167-171, DOI: 10.1016/j.econlet.2017.12.009.
• Kim, Daniel S. & Li, Yun & Tarzia, Domenico, 2018, "Value of corruption in China: Evidence from anti-corruption investigation," Economics Letters, Elsevier, volume 164, issue C, pages 112-116, DOI: 10.1016/j.econlet.2018.01.021.
• Brauneis, Alexander & Mestel, Roland, 2018, "Price discovery of cryptocurrencies: Bitcoin and beyond," Economics Letters, Elsevier, volume 165, issue C, pages 58-61, DOI: 10.1016/j.econlet.2018.02.001.
• Urquhart, Andrew, 2018, "What causes the attention of Bitcoin?," Economics Letters, Elsevier, volume 166, issue C, pages 40-44, DOI: 10.1016/j.econlet.2018.02.017.
• Berninger, Marc & Kiesel, Florian & Schiereck, Dirk, 2018, "When your regulator becomes your new neighbor: Bank regulation and the relocation of EBA and EMA," Economics Letters, Elsevier, volume 167, issue C, pages 108-111, DOI: 10.1016/j.econlet.2018.03.023.
• Cheah, Eng-Tuck & Mishra, Tapas & Parhi, Mamata & Zhang, Zhuang, 2018, "Long Memory Interdependency and Inefficiency in Bitcoin Markets," Economics Letters, Elsevier, volume 167, issue C, pages 18-25, DOI: 10.1016/j.econlet.2018.02.010.
• Khuntia, Sashikanta & Pattanayak, J.K., 2018, "Adaptive market hypothesis and evolving predictability of bitcoin," Economics Letters, Elsevier, volume 167, issue C, pages 26-28, DOI: 10.1016/j.econlet.2018.03.005.
• Leaño, Miguel & Pedraza, Alvaro, 2018, "Ownership concentration and market liquidity: Evidence from a natural experiment," Economics Letters, Elsevier, volume 167, issue C, pages 56-59, DOI: 10.1016/j.econlet.2018.02.024.
• Wei, Wang Chun, 2018, "Liquidity and market efficiency in cryptocurrencies," Economics Letters, Elsevier, volume 168, issue C, pages 21-24, DOI: 10.1016/j.econlet.2018.04.003.
• Wang, Wenzhao, 2018, "The mean–variance relation and the role of institutional investor sentiment," Economics Letters, Elsevier, volume 168, issue C, pages 61-64, DOI: 10.1016/j.econlet.2018.04.008.
• Henseler, Kai & Rapp, Marc Steffen, 2018, "Stock market effects of ECB’s Asset Purchase Programmes: Firm-level evidence," Economics Letters, Elsevier, volume 169, issue C, pages 7-10, DOI: 10.1016/j.econlet.2018.04.028.
• Hemmings, Danial & Hodgkinson, Lynn & Wang, Qingwei, 2018, "Heterogeneous effects of the SEC’s Securities Offering Reform," Economics Letters, Elsevier, volume 170, issue C, pages 131-135, DOI: 10.1016/j.econlet.2018.06.013.
• Hamill, Philip A. & Hutchinson, Mark & Nguyen, Quang Minh Nhi & Mulcahy, Mark, 2018, "FDA approval announcements: Attention-grabbing or event-day misspecification?," Economics Letters, Elsevier, volume 170, issue C, pages 171-174, DOI: 10.1016/j.econlet.2018.06.024.
• Dyhrberg, Anne H. & Foley, Sean & Svec, Jiri, 2018, "How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets," Economics Letters, Elsevier, volume 171, issue C, pages 140-143, DOI: 10.1016/j.econlet.2018.07.032.
• Wei, Wang Chun, 2018, "The impact of Tether grants on Bitcoin," Economics Letters, Elsevier, volume 171, issue C, pages 19-22, DOI: 10.1016/j.econlet.2018.07.001.
• Akyildirim, Erdinc & Nguyen, Duc Khuong & Sensoy, Ahmet, 2018, "A tale of two risks in the EMU sovereign debt markets," Economics Letters, Elsevier, volume 172, issue C, pages 102-106, DOI: 10.1016/j.econlet.2018.08.042.
• Baur, Dirk G. & Dimpfl, Thomas, 2018, "Asymmetric volatility in cryptocurrencies," Economics Letters, Elsevier, volume 173, issue C, pages 148-151, DOI: 10.1016/j.econlet.2018.10.008.
• Suhonen, Niko & Saastamoinen, Jani & Kainulainen, Tuomo & Forrest, David, 2018, "Is timing everything in horse betting? Bet amount, timing and bettors’ returns in pari-mutuel wagering markets," Economics Letters, Elsevier, volume 173, issue C, pages 97-99, DOI: 10.1016/j.econlet.2018.09.021.
• Dong, Chaohua & Linton, Oliver, 2018, "Additive nonparametric models with time variable and both stationary and nonstationary regressors," Journal of Econometrics, Elsevier, volume 207, issue 1, pages 212-236, DOI: 10.1016/j.jeconom.2018.05.007.
• Challe, Edouard & Chrétien, Edouard, 2018, "Market microstructure, information aggregation and equilibrium uniqueness in a global game," European Economic Review, Elsevier, volume 102, issue C, pages 82-99, DOI: 10.1016/j.euroecorev.2017.12.004.
• Davies, Ronald B. & Studnicka, Zuzanna, 2018, "The heterogeneous impact of Brexit: Early indications from the FTSE," European Economic Review, Elsevier, volume 110, issue C, pages 1-17, DOI: 10.1016/j.euroecorev.2018.08.003.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Yahyaee, Khamis H., 2018, "Extreme dependence and risk spillovers between oil and Islamic stock markets," Emerging Markets Review, Elsevier, volume 34, issue C, pages 42-63, DOI: 10.1016/j.ememar.2017.10.003.
• Zhou, Zhengyi, 2018, "Housing market sentiment and intervention effectiveness: Evidence from China," Emerging Markets Review, Elsevier, volume 35, issue C, pages 91-110, DOI: 10.1016/j.ememar.2017.12.005.
• Seif, Mostafa & Docherty, Paul & Shamsuddin, Abul, 2018, "Limits to arbitrage and the MAX anomaly in advanced emerging markets," Emerging Markets Review, Elsevier, volume 36, issue C, pages 95-109, DOI: 10.1016/j.ememar.2018.03.004.
• Foye, James, 2018, "A comprehensive test of the Fama-French five-factor model in emerging markets," Emerging Markets Review, Elsevier, volume 37, issue C, pages 199-222, DOI: 10.1016/j.ememar.2018.09.002.
• Faria, Gonçalo & Verona, Fabio, 2018, "Forecasting stock market returns by summing the frequency-decomposed parts," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 228-242, DOI: 10.1016/j.jempfin.2017.11.009.
• Tu, Anthony H. & Chen, Cathy Yi-Hsuan, 2018, "A factor-based approach of bond portfolio value-at-risk: The informational roles of macroeconomic and financial stress factors," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 243-268, DOI: 10.1016/j.jempfin.2017.11.010.
• Dzieliński, Michał & Rieger, Marc Oliver & Talpsepp, Tõnn, 2018, "Asymmetric attention and volatility asymmetry," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 59-67, DOI: 10.1016/j.jempfin.2017.09.010.
• Li, Lin & Tong, Wilson H.S., 2018, "Information uncertainty and target valuation in mergers and acquisitions," Journal of Empirical Finance, Elsevier, volume 45, issue C, pages 84-107, DOI: 10.1016/j.jempfin.2017.09.009.
• Wei, Jason, 2018, "Behavioral biases in the corporate bond market," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 34-55, DOI: 10.1016/j.jempfin.2017.12.003.
• Chen, Ren-Raw & Hsieh, Pei-lin & Huang, Jeffrey, 2018, "Crash risk and risk neutral densities," Journal of Empirical Finance, Elsevier, volume 47, issue C, pages 162-189, DOI: 10.1016/j.jempfin.2018.03.006.
• Stotz, Olaf, 2018, "A labor news hedge portfolio and the cross-section of expected stock returns," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 123-139, DOI: 10.1016/j.jempfin.2018.06.009.
• Atanasov, Victoria, 2018, "World output gap and global stock returns," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 181-197, DOI: 10.1016/j.jempfin.2018.06.010.
• Schnitzler, Jan, 2018, "S&P 500 inclusions and stock supply," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 341-356, DOI: 10.1016/j.jempfin.2018.07.004.
• Aldrich, Eric M. & Lee, Seung, 2018, "Relative spread and price discovery," Journal of Empirical Finance, Elsevier, volume 48, issue C, pages 81-98, DOI: 10.1016/j.jempfin.2018.06.007.
• Gu, Chen & Kurov, Alexander & Wolfe, Marketa Halova, 2018, "Relief Rallies after FOMC Announcements as a Resolution of Uncertainty," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2018.08.003.
• Andreou, Panayiotis C. & Cooper, Ilan & de Olalla Lopez, Ignacio Garcia & Louca, Christodoulos, 2018, "Managerial overconfidence and the buyback anomaly," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 142-156, DOI: 10.1016/j.jempfin.2018.09.005.
• Ibikunle, Gbenga, 2018, "Trading places: Price leadership and the competition for order flow," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 178-200, DOI: 10.1016/j.jempfin.2018.09.007.
• Chen, Qinhua & Chi, Yeguang, 2018, "Smart beta, smart money," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 19-38, DOI: 10.1016/j.jempfin.2018.08.002.
• Reyes, Tomas, 2018, "Limited attention and M&A announcements," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 201-222, DOI: 10.1016/j.jempfin.2018.10.001.
• Li, Fengyun & Zhang, Huacheng & Zheng, Dazhi, 2018, "Seasonality in the cross section of stock returns: Advanced markets versus emerging markets," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 263-281, DOI: 10.1016/j.jempfin.2018.11.001.
• Gu, Lifeng & Wang, Yixin & Yao, Wentao & Zhang, Yilin, 2018, "Stock liquidity and corporate diversification: Evidence from China’s split share structure reform," Journal of Empirical Finance, Elsevier, volume 49, issue C, pages 57-80, DOI: 10.1016/j.jempfin.2018.09.002.
• Märkle-Huß, Joscha & Feuerriegel, Stefan & Neumann, Dirk, 2018, "Contract durations in the electricity market: Causal impact of 15min trading on the EPEX SPOT market," Energy Economics, Elsevier, volume 69, issue C, pages 367-378, DOI: 10.1016/j.eneco.2017.11.019.
• Sabet, Amir H. & Agha, Mahmoud & Heaney, Richard, 2018, "Value of investment: Evidence from the oil and gas industry," Energy Economics, Elsevier, volume 70, issue C, pages 190-204, DOI: 10.1016/j.eneco.2018.01.006.
• Junttila, Juha & Myllymäki, Valtteri & Raatikainen, Juhani, 2018, "Pricing of electricity futures based on locational price differences: The case of Finland," Energy Economics, Elsevier, volume 71, issue C, pages 222-237, DOI: 10.1016/j.eneco.2018.02.018.
• Lundgren, Amanda Ivarsson & Milicevic, Adriana & Uddin, Gazi Salah & Kang, Sang Hoon, 2018, "Connectedness network and dependence structure mechanism in green investments," Energy Economics, Elsevier, volume 72, issue C, pages 145-153, DOI: 10.1016/j.eneco.2018.04.015.
• López, Raquel, 2018, "The behaviour of energy-related volatility indices around scheduled news announcements: Implications for variance swap investments," Energy Economics, Elsevier, volume 72, issue C, pages 356-364, DOI: 10.1016/j.eneco.2018.04.040.
• Proelss, Juliane & Schweizer, Denis & Seiler, Volker, 2018, "Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market," Energy Economics, Elsevier, volume 73, issue C, pages 1-23, DOI: 10.1016/j.eneco.2018.05.004.
• Diaz-Rainey, Ivan & Tulloch, Daniel J., 2018, "Carbon pricing and system linking: Lessons from the New Zealand Emissions Trading Scheme," Energy Economics, Elsevier, volume 73, issue C, pages 66-79, DOI: 10.1016/j.eneco.2018.04.035.
• Demirer, Riza & Gupta, Rangan & Suleman, Tahir & Wohar, Mark E., 2018, "Time-varying rare disaster risks, oil returns and volatility," Energy Economics, Elsevier, volume 75, issue C, pages 239-248, DOI: 10.1016/j.eneco.2018.08.021.
• Baur, Dirk G. & Dimpfl, Thomas, 2018, "The asymmetric return-volatility relationship of commodity prices," Energy Economics, Elsevier, volume 76, issue C, pages 378-387, DOI: 10.1016/j.eneco.2018.10.022.
• Degiannakis, Stavros & Filis, George, 2018, "Forecasting oil prices: High-frequency financial data are indeed useful," Energy Economics, Elsevier, volume 76, issue C, pages 388-402, DOI: 10.1016/j.eneco.2018.10.026.
• Zhang, Dayong & Wang, Tiantian & Shi, Xunpeng & Liu, Jia, 2018, "Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test," Energy Economics, Elsevier, volume 76, issue C, pages 495-503, DOI: 10.1016/j.eneco.2018.11.001.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Arreola & Al-Yahyaee, Khamis Hamed & Jammazi, Rania, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Energy Policy, Elsevier, volume 118, issue C, pages 182-198, DOI: 10.1016/j.enpol.2018.03.074.
• Chau, Frankie & Han, Chulwoo & Shi, Shimeng, 2018, "Dynamics and determinants of credit risk discovery: Evidence from CDS and stock markets," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 156-169, DOI: 10.1016/j.irfa.2017.11.004.
• Tian, Shu & Wu, Eliza & Wu, Qiongbing, 2018, "Who exacerbates the extreme swings in the Chinese stock market?," International Review of Financial Analysis, Elsevier, volume 55, issue C, pages 50-59, DOI: 10.1016/j.irfa.2017.10.009.
• Hsieh, Tsung-Han & Li, Youwei & McKillop, Donal G. & Wu, Yuliang, 2018, "Liquidity skewness in the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 12-18, DOI: 10.1016/j.irfa.2017.12.006.
• Ichev, Riste & Marinč, Matej, 2018, "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 153-166, DOI: 10.1016/j.irfa.2017.12.004.
• Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2018, "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 167-180, DOI: 10.1016/j.irfa.2018.01.008.
• 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," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 208-220, DOI: 10.1016/j.irfa.2018.01.011.
• Farinha, Jorge & Mateus, Cesario & Soares, Nuno, 2018, "Cash holdings and earnings quality: evidence from the Main and Alternative UK markets," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 238-252, DOI: 10.1016/j.irfa.2018.01.012.
• Grobys, Klaus & Heinonen, Jari-Pekka & Kolari, James, 2018, "Return dispersion risk in FX and global equity markets: Does it explain currency momentum?," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 264-280, DOI: 10.1016/j.irfa.2018.01.010.
• Karpavičius, Sigitas & Suchard, Jo-Ann, 2018, "Institutional ownership and the choice of equity issue method," International Review of Financial Analysis, Elsevier, volume 56, issue C, pages 73-84, DOI: 10.1016/j.irfa.2017.12.009.
• Hao, Ying & Chou, Robin K. & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2018, "The 52-week high, momentum, and investor sentiment," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 167-183, DOI: 10.1016/j.irfa.2018.01.014.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2018, "Risk perception in financial markets: On the flip side," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 184-206, DOI: 10.1016/j.irfa.2018.03.005.
• Ly, Kim Cuong & Shimizu, Katsutoshi, 2018, "Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization?," International Review of Financial Analysis, Elsevier, volume 57, issue C, pages 77-89, DOI: 10.1016/j.irfa.2017.12.011.
• Schmidbauer, Harald & Rösch, Angi, 2018, "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 117-131, DOI: 10.1016/j.irfa.2018.03.006.
• Gray, Philip & Liao, Iris Siyu & Strydom, Maria, 2018, "The profitability of trading NOA and accruals: One effect or two?," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 211-224, DOI: 10.1016/j.irfa.2017.10.004.
• Betton, Sandra & Davis, Frederick & Walker, Thomas, 2018, "Rumor rationales: The impact of message justification on article credibility," International Review of Financial Analysis, Elsevier, volume 58, issue C, pages 271-287, DOI: 10.1016/j.irfa.2018.03.013.
• Bathia, Deven & Bredin, Don, 2018, "Investor sentiment: Does it augment the performance of asset pricing models?," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 290-303, DOI: 10.1016/j.irfa.2018.03.014.
• Chen, Zhongdong & Daves, Phillip R., 2018, "The January sentiment effect in the U.S. stock market," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 94-104, DOI: 10.1016/j.irfa.2018.07.008.
• Kwabi, Frank O. & Boateng, Agyenim & Adegbite, Emmanuel, 2018, "The impact of stringent insider trading laws and institutional quality on cost of capital," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 127-137, DOI: 10.1016/j.irfa.2018.07.011.
• Sensoy, Ahmet & Omole, John, 2018, "Implied volatility indices: A review and extension in the Turkish case," International Review of Financial Analysis, Elsevier, volume 60, issue C, pages 151-161, DOI: 10.1016/j.irfa.2018.08.006.
• Zaremba, Adam & Czapkiewicz, Anna & Będowska-Sójka, Barbara, 2018, "Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight," Finance Research Letters, Elsevier, volume 24, issue C, pages 163-167, DOI: 10.1016/j.frl.2017.09.002.
• Pruna, Radu T. & Polukarov, Maria & Jennings, Nicholas R., 2018, "Avoiding regret in an agent-based asset pricing model," Finance Research Letters, Elsevier, volume 24, issue C, pages 273-277, DOI: 10.1016/j.frl.2017.09.014.
• Liu, Ningyue & Laing, Elaine & Cao, Yue & Zhang, Xiaofei, 2018, "Institutional ownership and corporate transparency in China," Finance Research Letters, Elsevier, volume 24, issue C, pages 328-336, DOI: 10.1016/j.frl.2017.12.001.