Research classified by Journal of Economic Literature (JEL) codes

2018

• Orbaneja, José R. Valdivia & Iyer, Subramanian R. & Simkins, Betty J., 2018, "Terrorism and oil markets: A cross-sectional evaluation," Finance Research Letters, Elsevier, volume 24, issue C, pages 42-48, DOI: 10.1016/j.frl.2017.06.016.
• Basse Mama, Houdou, 2018, "Innovative efficiency and stock returns: Should we care about nonlinearity?," Finance Research Letters, Elsevier, volume 24, issue C, pages 81-89, DOI: 10.1016/j.frl.2017.07.001.
• Dobrynskaya, Victoria, 2018, "Pricing within and across asset classes," Finance Research Letters, Elsevier, volume 25, issue C, pages 10-15, DOI: 10.1016/j.frl.2017.09.017.
• Kim, Jinyong & Kim, Yongsik, 2018, "Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea," Finance Research Letters, Elsevier, volume 25, issue C, pages 137-144, DOI: 10.1016/j.frl.2017.10.022.
• Jacoby, Gady & Li, Yingqi & Li, Tianze & Zheng, Steven Xiaofan, 2018, "Internal control weakness, investment and firm valuation," Finance Research Letters, Elsevier, volume 25, issue C, pages 165-171, DOI: 10.1016/j.frl.2017.10.018.
• Mensi, Walid & Boubaker, Ferihane Zaraa & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2018, "Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 230-238, DOI: 10.1016/j.frl.2017.10.032.
• Blau, Benjamin M. & Whitby, Ryan J., 2018, "How does short selling affect liquidity in financial markets?," Finance Research Letters, Elsevier, volume 25, issue C, pages 244-250, DOI: 10.1016/j.frl.2017.10.030.
• Jiang, Yonghong & Nie, He & Ruan, Weihua, 2018, "Time-varying long-term memory in Bitcoin market," Finance Research Letters, Elsevier, volume 25, issue C, pages 280-284, DOI: 10.1016/j.frl.2017.12.009.
• Choi, Hae Mi, 2018, "Short selling and the rounding of analysts’ forecasts," Finance Research Letters, Elsevier, volume 25, issue C, pages 47-54, DOI: 10.1016/j.frl.2017.10.001.
• Bernales, Alejandro & Cañón, Carlos & Verousis, Thanos, 2018, "Bid–ask spread and liquidity searching behaviour of informed investors in option markets," Finance Research Letters, Elsevier, volume 25, issue C, pages 96-102, DOI: 10.1016/j.frl.2017.10.025.
• Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018, "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 26, issue C, pages 100-105, DOI: 10.1016/j.frl.2017.12.008.
• Debata, Byomakesh & Dash, Saumya Ranjan & Mahakud, Jitendra, 2018, "Investor sentiment and emerging stock market liquidity," Finance Research Letters, Elsevier, volume 26, issue C, pages 15-31, DOI: 10.1016/j.frl.2017.11.006.
• Zhang, Xindong & Xie, Lixu & Zhai, Yue & Wang, Dong, 2018, "Can microstructure noise explain the MAX effect?," Finance Research Letters, Elsevier, volume 26, issue C, pages 185-191, DOI: 10.1016/j.frl.2018.01.006.
• Feng, Wenjun & Wang, Yiming & Zhang, Zhengjun, 2018, "Informed trading in the Bitcoin market," Finance Research Letters, Elsevier, volume 26, issue C, pages 63-70, DOI: 10.1016/j.frl.2017.11.009.
• Corbet, Shaen & Lucey, Brian & Yarovaya, Larisa, 2018, "Datestamping the Bitcoin and Ethereum bubbles," Finance Research Letters, Elsevier, volume 26, issue C, pages 81-88, DOI: 10.1016/j.frl.2017.12.006.
• Zhu, Zongyuan, 2018, "Safety promise, moral hazard and financial supervision: Evidence from peer-to-peer lending," Finance Research Letters, Elsevier, volume 27, issue C, pages 1-5, DOI: 10.1016/j.frl.2018.07.002.
• Będowska-Sójka, Barbara, 2018, "The coherence of liquidity measures. The evidence from the emerging market," Finance Research Letters, Elsevier, volume 27, issue C, pages 118-123, DOI: 10.1016/j.frl.2018.02.014.
• Vidal-Tomás, David & Ibañez, Ana, 2018, "Semi-strong efficiency of Bitcoin," Finance Research Letters, Elsevier, volume 27, issue C, pages 259-265, DOI: 10.1016/j.frl.2018.03.013.
• Elaut, Gert & Frömmel, Michael & Lampaert, Kevin, 2018, "Intraday momentum in FX markets: Disentangling informed trading from liquidity provision," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 35-51, DOI: 10.1016/j.finmar.2016.09.002.
• Kim, Donghan & Kim, Jun Sik & Seo, Sung Won, 2018, "What options to trade and when: Evidence from seasoned equity offerings," Journal of Financial Markets, Elsevier, volume 37, issue C, pages 70-96, DOI: 10.1016/j.finmar.2016.09.006.
• Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018, "Politics and liquidity," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 1-13, DOI: 10.1016/j.finmar.2017.07.004.
• Lin, Qi, 2018, "Technical analysis and stock return predictability: An aligned approach," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 103-123, DOI: 10.1016/j.finmar.2017.09.003.
• Cenesizoglu, Tolga & Grass, Gunnar, 2018, "Bid- and ask-side liquidity in the NYSE limit order book," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 14-38, DOI: 10.1016/j.finmar.2017.10.002.
• Ho, Hwai-Chung & Wang, Hsiao-Chuan, 2018, "Momentum lost and found in corporate bond returns," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 60-82, DOI: 10.1016/j.finmar.2017.10.003.
• Baltas, Nick & Karyampas, Dimitrios, 2018, "Forecasting the equity risk premium: The importance of regime-dependent evaluation," Journal of Financial Markets, Elsevier, volume 38, issue C, pages 83-102, DOI: 10.1016/j.finmar.2017.11.002.
• Benos, Evangelos & Žikeš, Filip, 2018, "Funding constraints and liquidity in two-tiered OTC markets," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 24-43, DOI: 10.1016/j.finmar.2018.01.002.
• Kang, Moonsoo & Khaksari, S. & Nam, Kiseok, 2018, "Corporate investment, short-term return reversal, and stock liquidity," Journal of Financial Markets, Elsevier, volume 39, issue C, pages 68-83, DOI: 10.1016/j.finmar.2018.02.001.
• Fleming, Michael J. & Mizrach, Bruce & Nguyen, Giang, 2018, "The microstructure of a U.S. Treasury ECN: The BrokerTec platform," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 2-22, DOI: 10.1016/j.finmar.2017.05.004.
• Mills, Brian M. & Salaga, Steven, 2018, "A natural experiment for efficient markets: Information quality and influential agents," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 23-39, DOI: 10.1016/j.finmar.2018.07.002.
• Borochin, Paul A. & Cicon, James E. & DeLisle, R. Jared & Price, S. McKay, 2018, "The effects of conference call tones on market perceptions of value uncertainty," Journal of Financial Markets, Elsevier, volume 40, issue C, pages 75-91, DOI: 10.1016/j.finmar.2017.12.003.
• Hillert, Alexander & Jacobs, Heiko & Müller, Sebastian, 2018, "Journalist disagreement," Journal of Financial Markets, Elsevier, volume 41, issue C, pages 57-76, DOI: 10.1016/j.finmar.2018.09.002.
• Mária Bohdalová & Michal Greguš, 2018, "China’S Market And Global Economic Factors," CBU International Conference Proceedings, ISE Research Institute, volume 6, issue 0, pages 58-61, September, DOI: 10.12955/cbup.v6.1133.
• Jukka Ilomäki & Hannu Laurila, 2018, "The Noise Trader Effect In A Walrasian Financial Market," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 405-419, December.
• Abderrazak Said Belabes, 2018, "Book Review of "The Lie of Financial Markets: Mathematics, Price Signal and the Planet By: Nicolas Bouleau, Reviewed by: Abderrazak Said Belabes مراجعة علمية لكتاب: "أكذوبة الأسواق المالية: الرياضيات والإشارات السعرية ومصير الأرض من الناحية," Book reviews and book reports published in the Journal of King Abdulaziz University: Islamic Economics., King Abdulaziz University, Islamic Economics Institute., number 723, Oct, DOI: 10.4197/Islec.31-3.10.
• Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/007, Jan.
• Hakan Altın & Cemil Süslü, 2018, "Evaluatıon of the Performance of the Tourısm Companıes Trade on Borsa Istanbul: An Applıcatıon on Restaurants and Hotels," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 109, pages 31-50, April, DOI: https://doi.org/10.33203/mfy.341805.
• Estelle Cantillon & Aurélie Slechten, 2018, "Information Aggregation in Emissions Markets with Abatement," Annals of Economics and Statistics, GENES, issue 132, pages 53-79, DOI: 10.15609/annaeconstat2009.132.0053.
• Albert H. Choi & Kathryn E. Spier, 2018, "Taking a Financial Position in Your Opponent in Litigation," American Economic Review, American Economic Association, volume 108, issue 12, pages 3626-3650, December.
• Jianjun Miao & Pengfei Wang, 2018, "Asset Bubbles and Credit Constraints," American Economic Review, American Economic Association, volume 108, issue 9, pages 2590-2628, September.
• Ruben Enikolopov & Maria Petrova & Konstantin Sonin, 2018, "Social Media and Corruption," American Economic Journal: Applied Economics, American Economic Association, volume 10, issue 1, pages 150-174, January.
• Hannes Schwandt, 2018, "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," American Economic Journal: Applied Economics, American Economic Association, volume 10, issue 4, pages 349-377, October.
• Justin Wolfers & Eric Zitzewitz, 2018, "The "Standard Error" of Event Studies: Lessons from the 2016 Election," AEA Papers and Proceedings, American Economic Association, volume 108, pages 584-589, May.
• Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018, "Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform," AEA Papers and Proceedings, American Economic Association, volume 108, pages 590-596, May.
• Gur Huberman & Tobias Konitzer & Masha Krupenkin & David Rothschild & Shawndra Hill, 2018, "Economic Expectations, Voting, and Economic Decisions around Elections," AEA Papers and Proceedings, American Economic Association, volume 108, pages 597-602, May.
• Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/006, Jan.
• Kerry McCullough, 2018, "Intraday Information Transmission in the South African Equities Market," The African Finance Journal, Africagrowth Institute, volume 20, issue 2, pages 1-20.
• Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/007, Jan.
• Ayhan KIRBAŞ, 2018, "Temettü Duyurularinin Hi̇sse Senedi̇ Geti̇ri̇leri̇ne Olan Etki̇leri̇ni̇n Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 3, issue 2, pages 133-148, DOI: 10.30784/epfad.440313.
• Anita Todea, 2018, "Culture And Stock Price Reaction To Private Information," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 21, pages 117-130, June.
• Nayanjyoti Bhattacharjee & Anupam De, 2018, "A Perspective on Industry Classification and Market Reaction to Corporate News: Evidence from India," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 1, pages 31-50, March.
• Pedro Bação & António Portugal Duarte & Helder Sebastião & Srdjan Redzepagic, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 2, pages 97-117, June.
• Júlio Lobão, 2018, "Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 3, pages 283-301, September.
• Aleksy Kwilinski, 2018, "Mechanism of formation of industrial enterprise development strategy in the information economy," Virtual Economics, The London Academy of Science and Business, volume 1, issue 1, pages 7-25, October, DOI: 10.34021/ve.2018.01.01(1).
• Sebastian Alia Gabriela DUTA, 2018, "Methodology of Bank Relationship Research and Banking Risks. First Part," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 127-130, November.
• Philip Z. MAYMIN, 2018, "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 74-84, November.
• OAlia Gabriela DUTA & Victor Mihăiță DUTA, 2018, "Governance and Moral Risk: New Approaches," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 85-96, November.
• Assoc.Prof. Katarína Belanová Ph. D, 2018, "Availability Of External Sources Of Finance For Smes In Investment Process In Slovakia," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 30, pages 51-57, April.
• Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018, "High frequency trading and extreme price movements," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018009, Jan.
• Rizwan Raheem Ahmed & Jolita Vveinhardt, 2018, "Estimation of Causal Relationship between World Gold Prices and Kse 100 Index: Evidence from Johansen Cointegration Technique," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 1, pages 51-77, March.
• Sylwester Białowąs & Tomasz Potocki & Anna Rogozińska, 2018, "Financial Returns and Cultural Price Determinants in the Polish Art Market, 1991–2012," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 4, pages 591-615, December.
• Juan José María Martínez, 2018, "Modelo de autómatas celulares para la dinámica de un mercado financiero. Estrategias, imitación y estados de ánimo," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 46-94, January-D.
• Imdat Dogan, undated, "Testing The Merger Premiums In Publicly Traded Firms: The Case Of U.S. Commercial Banks," Review of Socio - Economic Perspectives, Reviewsep, number 201831, DOI: https://doi.org/10.19275/RSEP055.
• Chaima Kooli & Raoudha Trabelsi & Fethi Tlili, 2018, "The Impact of Accounting Disclosure On Emerging Stock Market Prediction in an Unstable Socio-Political Context," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 3, pages 313-329, September.
• Guofu Zhou, 2018, "Measuring Investor Sentiment," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 239-259, November, DOI: 10.1146/annurev-financial-110217-02.
• Stephen Figlewski, 2018, "Risk-Neutral Densities: A Review," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 329-359, November, DOI: 10.1146/annurev-financial-110217-02.
• Hao Zhou, 2018, "Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 481-497, November, DOI: 10.1146/annurev-financial-110217-02.
• Samuel M. Hartzmark & David H. Solomon, 2018, "Recurring Firm Events and Predictable Returns: The Within-Firm Time Series," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 499-517, November, DOI: 10.1146/annurev-financial-110217-02.
• Майгожина Г.К. // Maigozhina G.K. & Доктор Кин Бун Танг // Dr. Kin Boon Tang, 2018, "Анализ реакции рынка акций на международные события и экономические последствия для принимающих стран методами событийного исследования. // An event-study analysis of equity market reaction to international events and economic activity implications o," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2, pages 3-36.
• Nektarios Aslanidis & Aurelio F. Bariviera & Oscar Martinez-Iba~nez, 2018, "An analysis of cryptocurrencies conditional cross correlations," Papers, arXiv.org, number 1811.08365, Nov, revised Feb 2019.
• Nikolaus Hautsch & Christoph Scheuch & Stefan Voigt, 2018, "Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets," Papers, arXiv.org, number 1812.00595, Dec, revised Oct 2023.
• Sara Negrelli, 2018, "Bubbles and Persuasion with Second Order Uncertainty," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1876.
• Liudmyla Zakharkina & Maryna Abramchuk, 2018, "The Correctness Of The Capm-Model Application In The Ukrainian Reality In Terms Of Investors Financial Security," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 1, DOI: 10.30525/2256-0742/2018-4-1-163-168.
• Valentyn Halunko & Kseniia Kurkova & Vitalii Oksin, 2018, "Methods Of Assessing The Efficiency Of Internet Marketing Communications," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-76-86.
• Neveen Ahmed & Aliaa Bassiouny, 2018, "The Effects of Index Changes on Stock Trading: Evidence from the EGX," Review of Economics & Finance, Better Advances Press, Canada, volume 11, pages 55-66, February.
• Daniel Castillo & Joseph Falzon, 2018, "An Analysis of the Impact of WannaCry Cyberattack on Cybersecurity Stock Returns," Review of Economics & Finance, Better Advances Press, Canada, volume 13, pages 93-100, August.
• Bozhidar Nedev, 2018, "Traditional or behavioral finance?," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 113-134.
• Michael Brolley & David A. Cimon, 2018, "Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays," Staff Working Papers, Bank of Canada, number 18-16, DOI: 10.34989/swp-2018-16.
• Lisa Anderson & Emad Andrews & Baiju Devani & Michael Mueller & Adrian Walton, 2018, "Speed Segmentation on Exchanges: Competition for Slow Flow," Staff Working Papers, Bank of Canada, number 18-3, DOI: 10.34989/swp-2018-3.
• David Beers & Jamshid Mavalwalla, 2018, "The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?," Staff Working Papers, Bank of Canada, number 18-30, DOI: 10.34989/swp-2018-30.
• Marie Chen & Corey Garriott, 2018, "High-Frequency Trading and Institutional Trading Costs," Staff Working Papers, Bank of Canada, number 18-8, DOI: 10.34989/swp-2018-8.
• Corey Garriott & Jesse Johal, 2018, "Customer Liquidity Provision in Canadian Bond Markets," Staff Analytical Notes, Bank of Canada, number 2018-12, May, DOI: 10.34989/san-2018-12.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-30, DOI: 10.34989/san-2018-30.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-31, DOI: 10.34989/san-2018-31.
• Bruno Feunou & James Kyeong & Raisa Leiderman, 2018, "Markets Look Beyond the Headline," Staff Analytical Notes, Bank of Canada, number 2018-37, DOI: 10.34989/san-2018-37.
• Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018, "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes, Bank of Canada, number 2018-39, DOI: 10.34989/san-2018-39.
• Omer ISKENDEROGLU & Asuman BALAT, 2018, "The Impact of Sovereign Ratings on the CDS Premiums: An Application on BRICS Countries and Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 12, issue 2, pages 47-64.
• Emrah Ismail CEVIK, 2018, "Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 12, issue 2, pages 9-30.
• Guido Bulligan & Davide Delle Monache, 2018, "Financial markets effects of ECB unconventional monetary policy announcements," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 424, Feb.
• Guerino Ardizzi & Michele Savini Zangrandi, 2018, "The impact of the interchange fee regulation on merchants: evidence from Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 434, Jun.
• Guido Bulligan, 2018, "The effect of the Eurosystem expanded Asset Purchase Programme on inflation expectations: evidence from the ECB Survey of Professional Forecasters," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 455, Oct.
• Antonio Di Cesare & Anna Rogantini Picco, 2018, "A Survey of Systemic Risk Indicators," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 458, Oct.
• Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
• Pierluigi Bologna & Arianna Miglietta & Anatoli Segura, 2018, "Contagion in the CoCos market? A case study of two stress events," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1201, Nov.
• Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018, "An Auction-Based Test of Private Information in an Interdealer FX Market," Borradores de Economia, Banco de la Republica de Colombia, number 1049, Aug, DOI: 10.32468/be.1049.
• Dragana Draganac, 2018, "Racionalni Cenovni Baloni Tokom Istorije I Pogled Tradicionalnih I Bihevioralnih Finansija Na Njih (Rational Price Bubbles During The History And View Of Traditional And Behavioral Finance On Them)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 29, pages 37-58, June.
• Ro’i Zultan & Todd R. Kaplan & Lawrence Choo, 2018, "Information Aggregation in Arrow-Debreu Markets: An Experiment," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1807.
• David Lagziel & Ehud Lehrer, 2018, "Transferable Deposits as a Screening Mechanism," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1808.
• Jose Luis Gallizo & Jordi Moreno & Manuel Salvador, 2018, "The Baltic banking system in the enlarged European Union: the effect of the financial crisis on efficiency," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 18, issue 1, pages 1-24.
• Vladyslav Sushko & Grant Turner, 2018, "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
• Kristyna Ters & Jörg Urban, 2018, "Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model," BIS Working Papers, Bank for International Settlements, number 689, Jan.
• Fabrizio Spargoli & Christian Upper, 2018, "Are banks opaque? Evidence from insider trading," BIS Working Papers, Bank for International Settlements, number 697, Feb.
• Güneş Kamber & Madhusudan Mohanty, 2018, "Do interest rates play a major role in monetary policy transmission in China?," BIS Working Papers, Bank for International Settlements, number 714, Apr.
• Daniel Levy & Avichai Snir, 2018, "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers, Bar-Ilan University, Department of Economics, number 2018-01, Jan.
• Christian Andres & André Betzer & Markus Doumet & Erik Theissen, 2018, "Open Market Share Repurchases in Germany: A Conditional Event Study Approach," Abacus, Accounting Foundation, University of Sydney, volume 54, issue 4, pages 417-444, December, DOI: 10.1111/abac.12094.
• Adam Nowak & Amanda Ross & Christopher Yencha, 2018, "Small Business Borrowing And Peer‐To‐Peer Lending: Evidence From Lending Club," Contemporary Economic Policy, Western Economic Association International, volume 36, issue 2, pages 318-336, April, DOI: 10.1111/coep.12252.
• Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2018, "Forecasting With Social Media: Evidence From Tweets On Soccer Matches," Economic Inquiry, Western Economic Association International, volume 56, issue 3, pages 1748-1763, July, DOI: 10.1111/ecin.12506.
• Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Economic Inquiry, Western Economic Association International, volume 56, issue 4, pages 2137-2157, October, DOI: 10.1111/ecin.12688.
• Kentaro Iwatsubo & Tomoki Taishi, 2018, "Quantitative Easing and Liquidity in the Japanese Government Bond Market," International Review of Finance, International Review of Finance Ltd., volume 18, issue 3, pages 463-475, September, DOI: 10.1111/irfi.12134.
• Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018, "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., volume 18, issue 4, pages 705-715, December, DOI: 10.1111/irfi.12148.
• Pablo Kurlat, 2018, "Liquidity as Social Expertise," Journal of Finance, American Finance Association, volume 73, issue 2, pages 619-656, April, DOI: 10.1111/jofi.12606.
• Roger K. Loh & René M. Stulz, 2018, "Is Sell‐Side Research More Valuable in Bad Times?," Journal of Finance, American Finance Association, volume 73, issue 3, pages 959-1013, June, DOI: 10.1111/jofi.12611.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1663-1712, August, DOI: 10.1111/jofi.12696.
• Denis Gromb & Dimitri Vayanos, 2018, "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1713-1750, August, DOI: 10.1111/jofi.12689.
• Itzhak Ben‐David & Francesco Franzoni & Rabih Moussawi, 2018, "Do ETFs Increase Volatility?," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2471-2535, December, DOI: 10.1111/jofi.12727.
• Paul†Olivier Klein & Laurent Weill & Christophe J. Godlewski, 2018, "How sukuk shapes firm performance," The World Economy, Wiley Blackwell, volume 41, issue 3, pages 699-722, March, DOI: 10.1111/twec.12509.
• Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2018, "Judgement Day: algorithmic trading around the Swiss franc cap removal," Bank of England Staff Working Paper series, Bank of England, number 711, Feb.
• David Beers & Jamshid Mavalwalla, 2018, "The BoC-BoE sovereign default database revisited: what’s new in 2018?," Bank of England Staff Working Paper series, Bank of England, number 739, Jul.
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• Cheolbeom Park & Suyeon Park, 2018, "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers, Economic Research Institute, Bank of Korea, number 2018-8, Mar.
• André Stenzel & Wolf Wagner, 2018, "Opacity, Liquidity and Disclosure Policies," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_065, Dec.
• Ahmed Bouteska & Boutheina Regaieg, 2018, "Investor characteristics and the effect of disposition bias on the Tunisian stock market," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 282-299, December.
• Faias Marta & Luque Jaime, 2018, "Cross-listed Securities and Multiple Exchange Memberships: Demand Differentiability and Equilibrium Existence," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-12, January, DOI: 10.1515/bejte-2016-0114.
• Giannikos Christos & Gousgounis Eleni, 2018, "Short Sale Constraints, Correlation and Market Efficiency," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 2, pages 1-18, July, DOI: 10.1515/bejte-2016-0085.
• Kanchanapoom Termkiat & Padungsaksawasdi Chaiyuth & Chunhachinda Pornchai & de Boyrie Maria E., 2018, "Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials," Global Economy Journal, De Gruyter, volume 18, issue 3, pages 1-11, September, DOI: 10.1515/gej-2018-0041.
• Ahmed Muhammad Farid & Satchell Stephen, 2018, "What Proportion of Time is a Particular Market Inefficient? … A Method for Analysing the Frequency of Market Efficiency when Equity Prices Follow Threshold Autoregressions," Journal of Time Series Econometrics, De Gruyter, volume 10, issue 2, pages 1-22, July, DOI: 10.1515/jtse-2016-0021.
• Mietzner Mark & Göbell Moritz & Schiereck Dirk, 2018, "Renditeeffekte beim Ankauf von Unternehmensanleihen in Deutschland: Ein Kommentar zum Corporate Sector Purchase Programme (CSPP) der EZB," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 19, issue 4, pages 331-344, December, DOI: 10.1515/pwp-2017-0032.
• Hundt Steffen & Horsch Andreas, 2018, "The Effects of Sanctions on the Lending Policy and the Value of International Banks: the Case of Iran," Review of Middle East Economics and Finance, De Gruyter, volume 14, issue 3, pages 1-13, December, DOI: 10.1515/rmeef-2018-0010.
• Winter, Christoph, 2018, "The Impact of Heterogeneous Signals on Stock Price Predictability in a Rational Expectations Model," Working papers, Faculty of Business and Economics - University of Basel, number 2018/21.
• Arthur Korus & Kaan Celebi, 2018, "The Impact of Brexit on the British Pound/Euro Exchange rate," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei243, Apr.
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• Marie Obidzinski, 2018, "L'efficacité de la dissuasion des opérations d'initiés," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 193-204.
• Jean-Édouard Colliard, 2018, "Les taxes sur les transactions financières : un outil dépassé ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 135-150.
• De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018, "Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment," Research Technical Papers, Central Bank of Ireland, number 3/RT/18, Feb.
• Warwick Anderson & Wen Kang, 2018, "The Relative Announcement Effects of Ordinary Dividends, Special Dividends and Share Buybacks in New Zealand," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/02, Jan.
• Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/06, Apr.
• Moritz Wagner & John Byong-Tek Lee & Dimitris Margaritis, 2018, "Mutual Fund Flows and Seasonalities in Stock Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/17, Oct.
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• Pippenger, John, 2018, "Forward Bias, Uncovered Interest Parity And Related Puzzles," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt1778z416, Mar.
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• Cristina Sattarhoff & Marc Gronwald, 2018, "How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market," CESifo Working Paper Series, CESifo, number 7102.
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• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018, "The Economic Effects of Brexit - Evidence from the Stock Market," CESifo Working Paper Series, CESifo, number 7224.
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• Stefano Ramelli & Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018, "Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 18-63, Sep.
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• Diego A. Agudelo & Sergio Preciado & Carlos Castro, 2018, "Measuring the effectiveness of volatility auctions," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 16943, Jul.
• David Ferreira Lopes Santos, 2018, "Restricao financeira e a sensibilidade do fluxo de caixa das empresas brasileiras," Estudios Gerenciales, Universidad Icesi, volume 34, issue 149, pages 373-384.
• Miguel Angel Santos & Dany Bahar & Carlos A. Molina, 2018, "Fool’s Gold: The Impact of Venezuelan Currency Devaluations on Multinational Stock Prices," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, volume 0, issue Fall 2018, pages 93-128.
• Erick Translateur, 2018, "Predicción del mercado de TES en el corto plazo," Documentos de Trabajo, Quantil, number 16556, Apr.
• CANDELON Bertrand, & HASSE Jean-Baptiste, & LAJAUNIE Quentin,, 2018, "SRI: Truths and lies," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2018034, Dec.
• Schmalz, Martin & Zhuk, Sergey, 2018, "Revealing Downturns," CEPR Discussion Papers, Centre for Economic Policy Research, number 12597, Jan.
• Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2018, "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," CEPR Discussion Papers, Centre for Economic Policy Research, number 12657, Jan.
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• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018, "The Economic Effects of Brexit - Evidence from the Stock Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 13147, Aug.
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• Ramelli, Stefano & Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2018, "Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections," CEPR Discussion Papers, Centre for Economic Policy Research, number 13206, Sep.
• Farboodi, Maryam & Veldkamp, Laura, 2018, "Long Run Growth of Financial Data Technology," CEPR Discussion Papers, Centre for Economic Policy Research, number 13278, Oct.
• Cestau, Dario & Hollifield, Burton & Li, Dan & Schürhoff, Norman, 2018, "Municipal Bond Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 13301, Nov.
• Anagol, Santosh & Ramadorai, Tarun & Balasubramaniam, Vimal, 2018, "Learning from Noise: Evidence from India’s IPO Lotteries," CEPR Discussion Papers, Centre for Economic Policy Research, number 13314, Nov.
• Cantillon, Estelle & Slechten, Aurélie, 2018, "Information Aggregation in Emissions Markets with Abatement," CEPR Discussion Papers, Centre for Economic Policy Research, number 13343, Nov.
• Olijslagers, Stan & Petersen, Annelie & de Vette, Nander & van Wijnbergen, Sweder, 2018, "What Option Prices tell us about the ECB's Unconventional Monetary Policies," CEPR Discussion Papers, Centre for Economic Policy Research, number 13371, Dec.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2018, "The Transmission of Monetary Policy Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 13396, Dec.
• Faia, Ester & Pezone, Vincenzo, 2018, "The Cost of Wage Rigidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 13407, Dec.
• Cespa, Giovanni & Vives, Xavier, 2018, "Exchange Competition, Entry, and Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 13415, Dec.
• Martin T. Bohl & Pierre L. Siklos & Martin Stefan & Claudia Wellenreuther, 2018, "Price Discovery in Agricultural Commodity Markets: Do Speculators Contribute?," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7518, Oct.