Research classified by Journal of Economic Literature (JEL) codes

2018

• Steffen Westermann & Scott Niblock & Michael Kortt, 2018, "Corporate social responsibility and the performance of Australian REITs: a rolling regression approach," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 4, pages 222-234, July, DOI: 10.1057/s41260-018-0079-6.
• Hannes Mohrschladt, 2018, "The impact of size and book-to-market among paired stocks," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 6, pages 384-393, October, DOI: 10.1057/s41260-018-0089-4.
• Jarno Tikkanen & Janne Äijö, 2018, "Does the F-score improve the performance of different value investment strategies in Europe?," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 7, pages 495-506, December, DOI: 10.1057/s41260-018-0098-3.
• Prachi Mishra & Papa N’Diaye & Lam Nguyen, 2018, "Effects of Fed Announcements on Emerging Markets: What Determines Financial Market Reactions?," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 66, issue 4, pages 732-762, December, DOI: 10.1057/s41308-018-0068-2.
• Toan Huynh Luu Duc & Sang Phu Nguyen, 2018, "Higher co-moments and asset pricing on emerging stock markets by quantile regression approach," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 1, pages 132-142, January, DOI: 10.15208/beh.2018.11.
• Gomes, Luís M. P. & Soares, Vasco J. S. & Gama, Sílvio M. A. & Matos, José A. O., 2018, "Long-term memory in Euronext stock indexes returns: an econophysics approach," Business and Economic Horizons (BEH), Prague Development Center, volume 14, issue 4, pages 862-881, August, DOI: http://dx.doi.org/10.15208/beh.2018.
• Béres, Dániel, 2018, "Securities Post-trading Infrastructure – Past, Present and Future," Public Finance Quarterly, Corvinus University of Budapest, volume 63, issue 4, pages 567-580.
• Ioan Ovidiu SPĂTĂCEAN & Cornel Ștefan NICOLA, 2018, "Rational vs. irational in investors’ behavior in response to financial reporting – empirical evidence on Bucharest stock exchange," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 58-72, December.
• Ioan Ovidiu SPĂTĂCEAN & Andrei Gabriel VULTUR, 2018, "Research considering the utility of technical analysis tools in portfolio management," Acta Marisiensis. Series Oeconomica, "George Emil Palade" University of Medicine, Pharmacy, Sciences and Technology of Târgu-Mureș, România - Faculty of Economics and Law, volume 1, pages 95-108, December.
• Carlos Francisco Alves & Duarte André de Castro Reis, 2018, "Evidence of Idiosyncratic Seasonality in ETFs Performance," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 603, Apr.
• Carlos Francisco Alves & Ana Luísa Nogueira Parada Ferreira e Silva, 2018, "Coverage news and companies’ stock abnormal returns," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 608, Nov.
• Abba Ahmed, Bello & Isah I, Salamatu & Aliyu Chika, Umar, 2018, "Long-run Relationship between Islamic Stock Indices and US Macroeconomic Variables," MPRA Paper, University Library of Munich, Germany, number 104167, Jan, revised 12 Jul 2018.
• Pincheira, Pablo & Hardy, Nicolas, 2018, "Forecasting Base Metal Prices with Commodity Currencies," MPRA Paper, University Library of Munich, Germany, number 83564, Jan.
• Dominique, C-Rene, 2018, "Could Noise Spectra of Strange Attractors Better Explained Wealth and Income Inequalities? Evidence from the S&P-500 Index," MPRA Paper, University Library of Munich, Germany, number 84182, Jan.
• Kodila-Tedika, Oasis, 2018, "Natural Resource Governance: Does Social Media Matter?," MPRA Paper, University Library of Munich, Germany, number 84809, Feb.
• Levy, Daniel & Snir, Avichai, 2018, "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," MPRA Paper, University Library of Munich, Germany, number 85264, Feb.
• Omane-Adjepong, Maurice & Boako, Gidoen & Alagidede, Paul, 2018, "Modelling heterogeneous speculation in Ghana’s foreign exchange market: Evidence from ARFIMA-FIGARCH and Semi-Parametric methods," MPRA Paper, University Library of Munich, Germany, number 86617, Feb.
• Sonntag, Dominik, 2018, "Die Theorie der fairen geometrischen Rendite
  [The Theory of Fair Geometric Returns]," MPRA Paper, University Library of Munich, Germany, number 87082, May.
• Gross, Johannes & Rebeggiani, Luca, 2018, "Chance or Ability? The Efficiency of the Football Betting Market Revisited," MPRA Paper, University Library of Munich, Germany, number 87230, Jun.
• Tchamyou, Vanessa & Asongu, Simplice & Nwachukwu, Jacinta, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," MPRA Paper, University Library of Munich, Germany, number 87870, Jan.
• De Villeris, David & Apopo, Natalya & Phiri, Andrew, 2018, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," MPRA Paper, University Library of Munich, Germany, number 87963, Jul.
• Wadhwa, Manick & Wadhwa, Ankit, 2018, "Differential Voting Right Shares in India - Legal and Valuation Perspective," MPRA Paper, University Library of Munich, Germany, number 87996, Jul.
• Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva & Morone, Andrea, 2018, "Crowding out effect and traders' overreliance on public information in financial markets: a lesson from the lab," MPRA Paper, University Library of Munich, Germany, number 88866, Sep.
• Drivas, Kyriakos & Gounopoulos, Dimitrios & Konstantios, Dimitrios & Tsiritakis, Emmanuel, 2018, "Trademarks, Firm Longevity and IPO Underpricing," MPRA Paper, University Library of Munich, Germany, number 89430, Oct.
• Naser, Hanan, 2018, "Financial Development and Economic Growth in Oil-Dependent Economy: The case of Bahrain," MPRA Paper, University Library of Munich, Germany, number 89743, Jul, revised 04 Sep 2018.
• Condorelli, Stefano, 2018, "Price momentum and the 1719-20 bubbles: A method to compare and interpret booms and crashes in asset markets," MPRA Paper, University Library of Munich, Germany, number 89888, Sep.
• Cifarelli, Giulio & Paesani, Paolo, 2018, "Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing," MPRA Paper, University Library of Munich, Germany, number 90470, Dec.
• Chong, Terence Tai Leung & Wang, Qiyu, 2018, "Co-integrated or not? After the Shanghai-Hong Kong and Shenzhen-Hong Kong Stock Connection Schemes," MPRA Paper, University Library of Munich, Germany, number 92012, Feb.
• Chong, Terence Tai Leung & Wu, Yueer, 2018, "The Unusual Trading Volume and Earnings Surprises in China’s Market," MPRA Paper, University Library of Munich, Germany, number 92162, Feb.
• Vicentina Gomes, Liliane & Odálio dos Santos, José & Lana Silva, Cristiane & Ferreira de Souza, Maurício, 2018, "Divulgações de informações e o efeito no retorno de ações da maior empresa de educação listada na B3 (Brasil, Bolsa, Balcão)
  [Information disclosures and the effect on the return of stocks of the largest education company listed on B3 (Brasil, Bol," MPRA Paper, University Library of Munich, Germany, number 93123, Jan, revised 30 May 2018.
• Degiannakis, Stavros & Filis, George & Tsemperlidis, Stefanos, 2018, "Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component," MPRA Paper, University Library of Munich, Germany, number 94176, Nov.
• Mittal, Amit & Garg, Ajay Kumar, 2018, "Bank stocks inform higher growth – A System GMM analysis of ten emerging markets in Asia," MPRA Paper, University Library of Munich, Germany, number 98253, Dec.
• Qiang Ji & Hardik A. Marfatia & Rangan Gupta, 2018, "Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis," Working Papers, University of Pretoria, Department of Economics, number 201815, Feb.
• Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018, "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers, University of Pretoria, Department of Economics, number 201824, Apr.
• Rangan Gupta & Vasilios Plakandaras, 2018, "Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability," Working Papers, University of Pretoria, Department of Economics, number 201836, Jun.
• Xolani Sibande & Rangan Gupta & Mark E. Wohar, 2018, "Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017," Working Papers, University of Pretoria, Department of Economics, number 201863, Oct.
• ATM Adnan, 2018, "Home vs. Cross-Border Takeovers: Is There Any Difference in Investor Perception?," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2018, issue 2, pages 59-84, DOI: 10.18267/j.efaj.210.
• Umut Ugurlu & Oktay Tas & Celal Barkan Guran & Aysun Guran, 2018, "SSD Efficiency at Multiple Data Frequencies: Application on the OECD Countries," Prague Economic Papers, Prague University of Economics and Business, volume 2018, issue 2, pages 169-195, DOI: 10.18267/j.pep.649.
• Pavel Srbek, 2018, "Odhad Hurstova exponentu v časových řadách denních výnosů akciových indexů
  [Estimation of the Hurst Exponent in Time Series of Daily Returns of Stock Indices]," Politická ekonomie, Prague University of Economics and Business, volume 2018, issue 4, pages 508-524, DOI: 10.18267/j.polek.1207.
• Maryam Farboodi & Adrien Matray & Laura Veldkamp, 2018, "Where Has All the Big Data Gone?," Working Papers, Princeton University. Economics Department., number 2018-5, Apr.
• Stefano Lucarelli & Gaetano Perone, 2018, "La loggia P2 e il mondo finanziario italiano. Alcune evidenze empiriche basate sulla social network analysis," Moneta e Credito, Economia civile, volume 71, issue 284, pages 369-390.
• Magdalena RADULESCU, 2018, "Developments Of The Romanian Banking Sector After The Financial Crisis," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 17, issue 1, pages 3-13.
• Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger, 2018, "Positive Stock Information In Out-Of-The-Money Option Prices," Working Papers, Queen Mary University of London, School of Economics and Finance, number 859, May.
• Luis Raul Rodriguez Reyes, 2018, "The halo effect, private knowledge and retirement fund choice: A theoretical model for the case of Mexico's Afores," EconoQuantum, Revista de Economia y Finanzas, Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia., volume 15, issue 2, pages 7-20, Julio-Dic.
• Alasdair Brown & James Reade & Leighton Vaughan Williams, 2018, "Prediction Markets and Poll Releases: When Are Prices Most Informative?," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2018-02, Mar.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail that Keeps the Riskless Rate Low," 2018 Meeting Papers, Society for Economic Dynamics, number 1111.
• Nina Boyarchenko & Matthew Plosser & Valentin Haddad, 2018, "Federal Reserve and Market Confidence," 2018 Meeting Papers, Society for Economic Dynamics, number 781.
• Narinder Pal Singh & Archana Singh, 2018, "Global Financial Crisis and Price Risk Management in Gold Futures Market- Evidences from Indian & US Markets," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 21, issue 68, pages 111-120, June.
• Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018, "An Auction-Based Test of Private Information in an Interdealer FX Market," Working papers, Red Investigadores de Economía, number 1, Aug.
• Małgorzata Lubelska-Sazanów, 2018, "The Wild Differences in Law when Trading in Wild Animals: a US and EU Perspective," American Journal of Trade and Policy, Asian Business Consortium, volume 5, issue 2, pages 39-48.
• Valentina Galvani & Lifang Li, 2018, "Asymmetric Information, Predictability and Momentum in the Corporate Bond Market," Working Papers, University of Alberta, Department of Economics, number 2018-17, Nov.
• Yusuf Varlı, 2018, "Who Are the Market Beaters: Lucky Investors, Insiders or Who Else?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 1, pages 87-107.
• Ali Ihsan Akgun, 2018, "Do Accounting Standards affect the Business Performance and Financial Statement Manipulation on the banks?," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 9, issue 3, pages 589-603.
• Mohamed-Ali Akari & Ramzi Ben-Abdallah & Michèle Breton & Georges Dionne, 2018, "The impact of central clearing on the market for single-name credit default swaps," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 18-1, Apr.
• Maham Ejaz & Rubeena Tashfeen & Kinza Younas & Abubaker Naeem, 2018, "Economic Value Added or Earnings per Share? An Incremental Content Analysis," Empirical Economic Review, Department of Economics and Statistics, Dr Hassan Murad School of Management, University of Management and Technology, Lahore, volume 1, issue 2, pages 63-90.
• Bisharat Hussain Chang & Pervaiz Ahmed Memon & Niaz Ghumro & Mujeeb-ur- Rehman, 2018, "Are gold markets weak form efficient? Evidence from China, India and Russia," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 5, issue 1, pages 52-65.
• Jamal Bouoiyour & Refk Selmi, 2018, "Are BRICS Markets Equally Exposed to Trump’s Agenda?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 33, issue 2, pages 1203-1233.
• Julijana Angelovska, 2018, "Testing Weak Form Of Stock Market Efficiency At The Macedonian Stock Exchange," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, volume 9, issue 2, pages 133-144.
• Mircea BAHNA & Cosmin-Octavian CEPOI & Bogdan Andrei DUMITRESCU & Virgil DAMIAN, 2018, "Estimating the Price Impact of Market Orders on the Bucharest Stock Exchange," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 120-133, December.
• Aadila Hoosain & Alain Kabundi & Alta Joubert, 2018, "Order flow and rand/dollar exchange rate dynamics," ERSA Working Paper Series, Economic Research Southern Africa, number 770, Dec.
• Alan Meng Li & Dharmendra Naidu & Farshid Navissi & Kumari Ranjeeni, 2018, "Net stock issuance anomaly and cash flow explanation: A research note," Australian Journal of Management, Australian School of Business, volume 43, issue 2, pages 286-304, May, DOI: 10.1177/0312896217717306.
• Li Yu (Colly) He & Sue Wright & Elaine Evans, 2018, "Is fair value information relevant to investment decision-making: Evidence from the Australian agricultural sector?," Australian Journal of Management, Australian School of Business, volume 43, issue 4, pages 555-574, November, DOI: 10.1177/0312896218765236.
• 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.
• Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018, "High frequency trading and extreme price movements," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018009, Jan.
• Rizwan Raheem Ahmed & Jolita Vveinhardt, 2018, "Estimation of Causal Relationship between World Gold Prices and Kse 100 Index: Evidence from Johansen Cointegration Technique," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 1, pages 51-77, March.
• Sylwester Białowąs & Tomasz Potocki & Anna Rogozińska, 2018, "Financial Returns and Cultural Price Determinants in the Polish Art Market, 1991–2012," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 4, pages 591-615, December.
• Juan José María Martínez, 2018, "Modelo de autómatas celulares para la dinámica de un mercado financiero. Estrategias, imitación y estados de ánimo," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 46-94, January-D.
• Imdat Dogan, , "Testing The Merger Premiums In Publicly Traded Firms: The Case Of U.S. Commercial Banks," Review of Socio - Economic Perspectives, Reviewsep, number 201831, DOI: https://doi.org/10.19275/RSEP055.
• Chaima Kooli & Raoudha Trabelsi & Fethi Tlili, 2018, "The Impact of Accounting Disclosure On Emerging Stock Market Prediction in an Unstable Socio-Political Context," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 3, pages 313-329, September.
• Guofu Zhou, 2018, "Measuring Investor Sentiment," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 239-259, November, DOI: 10.1146/annurev-financial-110217-02.
• Stephen Figlewski, 2018, "Risk-Neutral Densities: A Review," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 329-359, November, DOI: 10.1146/annurev-financial-110217-02.
• Hao Zhou, 2018, "Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 481-497, November, DOI: 10.1146/annurev-financial-110217-02.
• Samuel M. Hartzmark & David H. Solomon, 2018, "Recurring Firm Events and Predictable Returns: The Within-Firm Time Series," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 499-517, November, DOI: 10.1146/annurev-financial-110217-02.
• Майгожина Г.К. // Maigozhina G.K. & Доктор Кин Бун Танг // Dr. Kin Boon Tang, 2018, "Анализ реакции рынка акций на международные события и экономические последствия для принимающих стран методами событийного исследования. // An event-study analysis of equity market reaction to international events and economic activity implications o," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2, pages 3-36.
• Nektarios Aslanidis & Aurelio F. Bariviera & Oscar Martinez-Iba~nez, 2018, "An analysis of cryptocurrencies conditional cross correlations," Papers, arXiv.org, number 1811.08365, Nov, revised Feb 2019.
• Nikolaus Hautsch & Christoph Scheuch & Stefan Voigt, 2018, "Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets," Papers, arXiv.org, number 1812.00595, Dec, revised Oct 2023.
• Sara Negrelli, 2018, "Bubbles and Persuasion with Second Order Uncertainty," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1876.
• Liudmyla Zakharkina & Maryna Abramchuk, 2018, "The Correctness Of The Capm-Model Application In The Ukrainian Reality In Terms Of Investors Financial Security," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 1, DOI: 10.30525/2256-0742/2018-4-1-163-168.
• Valentyn Halunko & Kseniia Kurkova & Vitalii Oksin, 2018, "Methods Of Assessing The Efficiency Of Internet Marketing Communications," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 4, issue 4, DOI: 10.30525/2256-0742/2018-4-4-76-86.
• Neveen Ahmed & Aliaa Bassiouny, 2018, "The Effects of Index Changes on Stock Trading: Evidence from the EGX," Review of Economics & Finance, Better Advances Press, Canada, volume 11, pages 55-66, February.
• Daniel Castillo & Joseph Falzon, 2018, "An Analysis of the Impact of WannaCry Cyberattack on Cybersecurity Stock Returns," Review of Economics & Finance, Better Advances Press, Canada, volume 13, pages 93-100, August.
• Bozhidar Nedev, 2018, "Traditional or behavioral finance?," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 113-134.
• Michael Brolley & David A. Cimon, 2018, "Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays," Staff Working Papers, Bank of Canada, number 18-16, DOI: 10.34989/swp-2018-16.
• Lisa Anderson & Emad Andrews & Baiju Devani & Michael Mueller & Adrian Walton, 2018, "Speed Segmentation on Exchanges: Competition for Slow Flow," Staff Working Papers, Bank of Canada, number 18-3, DOI: 10.34989/swp-2018-3.
• David Beers & Jamshid Mavalwalla, 2018, "The BoC-BoE Sovereign Default Database Revisited: What’s New in 2018?," Staff Working Papers, Bank of Canada, number 18-30, DOI: 10.34989/swp-2018-30.
• Marie Chen & Corey Garriott, 2018, "High-Frequency Trading and Institutional Trading Costs," Staff Working Papers, Bank of Canada, number 18-8, DOI: 10.34989/swp-2018-8.
• Corey Garriott & Jesse Johal, 2018, "Customer Liquidity Provision in Canadian Bond Markets," Staff Analytical Notes, Bank of Canada, number 2018-12, May, DOI: 10.34989/san-2018-12.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-30, DOI: 10.34989/san-2018-30.
• Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang, 2018, "Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?," Staff Analytical Notes, Bank of Canada, number 2018-31, DOI: 10.34989/san-2018-31.
• Bruno Feunou & James Kyeong & Raisa Leiderman, 2018, "Markets Look Beyond the Headline," Staff Analytical Notes, Bank of Canada, number 2018-37, DOI: 10.34989/san-2018-37.
• Adam Albogatchiev & Jean-Sébastien Fontaine & Jabir Sandhu & Reginald Xie, 2018, "The Impact of Surprising Monetary Policy Announcements on Exchange Rate Volatility," Staff Analytical Notes, Bank of Canada, number 2018-39, DOI: 10.34989/san-2018-39.
• Omer ISKENDEROGLU & Asuman BALAT, 2018, "The Impact of Sovereign Ratings on the CDS Premiums: An Application on BRICS Countries and Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 12, issue 2, pages 47-64.
• Emrah Ismail CEVIK, 2018, "Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 12, issue 2, pages 9-30.
• Guido Bulligan & Davide Delle Monache, 2018, "Financial markets effects of ECB unconventional monetary policy announcements," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 424, Feb.
• Guerino Ardizzi & Michele Savini Zangrandi, 2018, "The impact of the interchange fee regulation on merchants: evidence from Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 434, Jun.
• Guido Bulligan, 2018, "The effect of the Eurosystem expanded Asset Purchase Programme on inflation expectations: evidence from the ECB Survey of Professional Forecasters," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 455, Oct.
• Antonio Di Cesare & Anna Rogantini Picco, 2018, "A Survey of Systemic Risk Indicators," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 458, Oct.
• Alessio Ciarlone & Andrea Colabella, 2018, "Asset price volatility in EU-6 economies: how large is the role played by the ECB?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1175, Jun.
• Pierluigi Bologna & Arianna Miglietta & Anatoli Segura, 2018, "Contagion in the CoCos market? A case study of two stress events," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1201, Nov.
• Pietro Bonaldi & Mauricio Villamizar-Villegas, 2018, "An Auction-Based Test of Private Information in an Interdealer FX Market," Borradores de Economia, Banco de la Republica de Colombia, number 1049, Aug, DOI: 10.32468/be.1049.
• Dragana Draganac, 2018, "Racionalni Cenovni Baloni Tokom Istorije I Pogled Tradicionalnih I Bihevioralnih Finansija Na Njih (Rational Price Bubbles During The History And View Of Traditional And Behavioral Finance On Them)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 29, pages 37-58, June.
• Ro’i Zultan & Todd R. Kaplan & Lawrence Choo, 2018, "Information Aggregation in Arrow-Debreu Markets: An Experiment," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1807.
• David Lagziel & Ehud Lehrer, 2018, "Transferable Deposits as a Screening Mechanism," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 1808.
• Jose Luis Gallizo & Jordi Moreno & Manuel Salvador, 2018, "The Baltic banking system in the enlarged European Union: the effect of the financial crisis on efficiency," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 18, issue 1, pages 1-24.
• Vladyslav Sushko & Grant Turner, 2018, "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
• Kristyna Ters & Jörg Urban, 2018, "Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model," BIS Working Papers, Bank for International Settlements, number 689, Jan.
• Fabrizio Spargoli & Christian Upper, 2018, "Are banks opaque? Evidence from insider trading," BIS Working Papers, Bank for International Settlements, number 697, Feb.
• Güneş Kamber & Madhusudan Mohanty, 2018, "Do interest rates play a major role in monetary policy transmission in China?," BIS Working Papers, Bank for International Settlements, number 714, Apr.
• Daniel Levy & Avichai Snir, 2018, "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers, Bar-Ilan University, Department of Economics, number 2018-01, Jan.
• Christian Andres & André Betzer & Markus Doumet & Erik Theissen, 2018, "Open Market Share Repurchases in Germany: A Conditional Event Study Approach," Abacus, Accounting Foundation, University of Sydney, volume 54, issue 4, pages 417-444, December, DOI: 10.1111/abac.12094.
• Adam Nowak & Amanda Ross & Christopher Yencha, 2018, "Small Business Borrowing And Peer‐To‐Peer Lending: Evidence From Lending Club," Contemporary Economic Policy, Western Economic Association International, volume 36, issue 2, pages 318-336, April, DOI: 10.1111/coep.12252.
• Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2018, "Forecasting With Social Media: Evidence From Tweets On Soccer Matches," Economic Inquiry, Western Economic Association International, volume 56, issue 3, pages 1748-1763, July, DOI: 10.1111/ecin.12506.
• Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Economic Inquiry, Western Economic Association International, volume 56, issue 4, pages 2137-2157, October, DOI: 10.1111/ecin.12688.
• Kentaro Iwatsubo & Tomoki Taishi, 2018, "Quantitative Easing and Liquidity in the Japanese Government Bond Market," International Review of Finance, International Review of Finance Ltd., volume 18, issue 3, pages 463-475, September, DOI: 10.1111/irfi.12134.
• Muhammad A. Cheema & Gilbert V. Nartea & Yimei Man, 2018, "Cross‐Sectional and Time Series Momentum Returns and Market States," International Review of Finance, International Review of Finance Ltd., volume 18, issue 4, pages 705-715, December, DOI: 10.1111/irfi.12148.
• Pablo Kurlat, 2018, "Liquidity as Social Expertise," Journal of Finance, American Finance Association, volume 73, issue 2, pages 619-656, April, DOI: 10.1111/jofi.12606.
• Roger K. Loh & René M. Stulz, 2018, "Is Sell‐Side Research More Valuable in Bad Times?," Journal of Finance, American Finance Association, volume 73, issue 3, pages 959-1013, June, DOI: 10.1111/jofi.12611.
• Nicolae Gârleanu & Lasse Heje Pedersen, 2018, "Efficiently Inefficient Markets for Assets and Asset Management," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1663-1712, August, DOI: 10.1111/jofi.12696.
• Denis Gromb & Dimitri Vayanos, 2018, "The Dynamics of Financially Constrained Arbitrage," Journal of Finance, American Finance Association, volume 73, issue 4, pages 1713-1750, August, DOI: 10.1111/jofi.12689.
• Itzhak Ben‐David & Francesco Franzoni & Rabih Moussawi, 2018, "Do ETFs Increase Volatility?," Journal of Finance, American Finance Association, volume 73, issue 6, pages 2471-2535, December, DOI: 10.1111/jofi.12727.
• Paul†Olivier Klein & Laurent Weill & Christophe J. Godlewski, 2018, "How sukuk shapes firm performance," The World Economy, Wiley Blackwell, volume 41, issue 3, pages 699-722, March, DOI: 10.1111/twec.12509.
• Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2018, "Judgement Day: algorithmic trading around the Swiss franc cap removal," Bank of England working papers, Bank of England, number 711, Feb.
• David Beers & Jamshid Mavalwalla, 2018, "The BoC-BoE sovereign default database revisited: what’s new in 2018?," Bank of England working papers, Bank of England, number 739, Jul.
• Jonathan Fullwood & Daniele Massacci, 2018, "Liquidity resilience in the UK gilt futures market: evidence from the order book," Bank of England working papers, Bank of England, number 744, Jul.
• James Brugler & Oliver Linton & Joseph Noss & Lucas Pedace, 2018, "The cross-sectional spillovers of single stock circuit breakers," Bank of England working papers, Bank of England, number 759, Oct.
• Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018, "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers, Bank of Israel, number 2018.10, Oct.
• Cheolbeom Park & Suyeon Park, 2018, "Rare Disasters and Exchange Rates: An Empirical Investigation of South Korean Exchange Rates under Tension between the Two Koreas," Working Papers, Economic Research Institute, Bank of Korea, number 2018-8, Mar.
• André Stenzel & Wolf Wagner, 2018, "Opacity, Liquidity and Disclosure Policies," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2018_065, Dec.
• Ahmed Bouteska & Boutheina Regaieg, 2018, "Investor characteristics and the effect of disposition bias on the Tunisian stock market," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 4, pages 282-299, December.
• Faias Marta & Luque Jaime, 2018, "Cross-listed Securities and Multiple Exchange Memberships: Demand Differentiability and Equilibrium Existence," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 1, pages 1-12, January, DOI: 10.1515/bejte-2016-0114.
• Giannikos Christos & Gousgounis Eleni, 2018, "Short Sale Constraints, Correlation and Market Efficiency," The B.E. Journal of Theoretical Economics, De Gruyter, volume 18, issue 2, pages 1-18, July, DOI: 10.1515/bejte-2016-0085.
• Kanchanapoom Termkiat & Padungsaksawasdi Chaiyuth & Chunhachinda Pornchai & de Boyrie Maria E., 2018, "Uncovered Interest Rate Parity, Carry Trade, and Country Equity Return Differentials," Global Economy Journal, De Gruyter, volume 18, issue 3, pages 1-11, September, DOI: 10.1515/gej-2018-0041.
• Ahmed Muhammad Farid & Satchell Stephen, 2018, "What Proportion of Time is a Particular Market Inefficient? … A Method for Analysing the Frequency of Market Efficiency when Equity Prices Follow Threshold Autoregressions," Journal of Time Series Econometrics, De Gruyter, volume 10, issue 2, pages 1-22, July, DOI: 10.1515/jtse-2016-0021.
• Mietzner Mark & Göbell Moritz & Schiereck Dirk, 2018, "Renditeeffekte beim Ankauf von Unternehmensanleihen in Deutschland: Ein Kommentar zum Corporate Sector Purchase Programme (CSPP) der EZB," Perspektiven der Wirtschaftspolitik, De Gruyter, volume 19, issue 4, pages 331-344, December, DOI: 10.1515/pwp-2017-0032.
• Hundt Steffen & Horsch Andreas, 2018, "The Effects of Sanctions on the Lending Policy and the Value of International Banks: the Case of Iran," Review of Middle East Economics and Finance, De Gruyter, volume 14, issue 3, pages 1-13, December, DOI: 10.1515/rmeef-2018-0010.
• Winter, Christoph, 2018, "The Impact of Heterogeneous Signals on Stock Price Predictability in a Rational Expectations Model," Working papers, Faculty of Business and Economics - University of Basel, number 2018/21.
• Arthur Korus & Kaan Celebi, 2018, "The Impact of Brexit on the British Pound/Euro Exchange rate," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei243, Apr.
• Samir Kadiric & Arthur Korus, 2018, "Effects of Brexit on Corporate Yield Spreads: Evidence from UK and Eurozone Corporate Bond Markets," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei251, Sep.
• Marie Obidzinski, 2018, "L'efficacité de la dissuasion des opérations d'initiés," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 193-204.
• Jean-Édouard Colliard, 2018, "Les taxes sur les transactions financières : un outil dépassé ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 135-150.
• De Sola Perea, Maite & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018, "Sovereign Bond-Backed Securities: A VAR-for-VaR and Marginal Expected Shortfall Assessment," Research Technical Papers, Central Bank of Ireland, number 3/RT/18, Feb.
• Warwick Anderson & Wen Kang, 2018, "The Relative Announcement Effects of Ordinary Dividends, Special Dividends and Share Buybacks in New Zealand," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/02, Jan.
• Glenn Boyle & Gerald Ward, 2018, "Do Better Informed Investors Always Do Better? A Buyback Puzzle," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/06, Apr.
• Moritz Wagner & John Byong-Tek Lee & Dimitris Margaritis, 2018, "Mutual Fund Flows and Seasonalities in Stock Returns," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 18/17, Oct.
• Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018, "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2018/6, Jan.
• Pippenger, John, 2018, "Forward Bias, Uncovered Interest Parity And Related Puzzles," University of California at Santa Barbara, Economics Working Paper Series, Department of Economics, UC Santa Barbara, number qt1778z416, Mar.
• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018, "The economic effects of Brexit - evidence from the stock market," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1570, Sep.
• Martin C. Schmalz & Sergey Zhuk, 2018, "Revealing Downturns," CESifo Working Paper Series, CESifo, number 6879.
• Antonio Cabrales & Francesco Feri & Piero Gottardi & Miguel A. Meléndez-Jiménez, 2018, "Can there be a Market for Cheap-Talk Information? An Experimental Investigation," CESifo Working Paper Series, CESifo, number 6975.
• Cristina Sattarhoff & Marc Gronwald, 2018, "How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market," CESifo Working Paper Series, CESifo, number 7102.
• Benjamin R. Auer & Horst Rottmann, 2018, "Have Capital Market Anomalies Worldwide Attenuated in the Recent Era of High Liquidity and Trading Activity?," CESifo Working Paper Series, CESifo, number 7204.
• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018, "The Economic Effects of Brexit - Evidence from the Stock Market," CESifo Working Paper Series, CESifo, number 7224.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," CESifo Working Paper Series, CESifo, number 7229.
• Giovanni Cespa & Xavier Vives, 2018, "Exchange Competition, Entry, and Welfare," CESifo Working Paper Series, CESifo, number 7432.
• Makoto Nirei & John Stachurski & Tsutomu Watanabe, 2018, "Trade Clustering and Power Laws in Financial Markets (Published in Theoretical Economics, 15:1365?1398, 2020)," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-450, Nov.
• Peter Kondor & Gabor Pinter, 2018, "Private Information and Client Connections in Government Bond Markets," Discussion Papers, Centre for Macroeconomics (CFM), number 1901, Dec.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Sampson, Thomas, 2018, "The Economic E¤ects of Brexit - Evidence from the Stock Market," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 388.