Research classified by Journal of Economic Literature (JEL) codes

2018

• 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.
• 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.
• James Bashall & Gizelle D. Willows & Darron West, 2018, "The Extent to Which Professional Advice Can Reduce the Disposition Effect: An Emerging Market Study," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 2, pages 229-249, August, DOI: 10.1177/0972652718776861.
• Radha M. Ladkani & Ashok Banerjee, 2018, "Emerging Market Bidder Returns and the Choice of Payment Method in Mergers and Acquisitions: Evidence from India," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3, pages 386-411, December, DOI: 10.1177/0972652718797817.
• Thai-Ha Le & Donghyun Park & Cong-Phu-Khanh Tran & Binh Tran-Nam, 2018, "The Impact of the Hai Yang Shi You 981 Event on Vietnam’s Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3_suppl, pages 344-375, December, DOI: 10.1177/0972652718798215.
• Nurwahida Yaakub & Mohamed Sherif & Roszaini Haniffa, 2018, "The Post-issue Market Performance of Initial Public Offerings: Empirical Evidence from the Malaysian Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 17, issue 3_suppl, pages 376-414, December, DOI: 10.1177/0972652718798188.
• Pedro Godinho & Pedro Cerqueira, 2018, "The Impact of Expectations, Match Importance, and Results in the Stock Prices of European Football Teams," Journal of Sports Economics, , volume 19, issue 2, pages 230-278, February, DOI: 10.1177/1527002515626222.
• Arne Feddersen & Brad R. Humphreys & Brian P. Soebbing, 2018, "Sentiment Bias in National Basketball Association Betting," Journal of Sports Economics, , volume 19, issue 4, pages 455-472, May, DOI: 10.1177/1527002516656726.
• Chiranjit Mukhopadhyay, 2018, "New More Powerful Likelihood Ratio Tests for Short Horizon Event Studies," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408700, Jun.
• Hong Rim & Robert Setaputra, 2018, "Study on the Co-movement between Stock Markets in Asia, Europe and the North America," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6408852, Jun.
• Abed ALNasser Abdallah & Wissam Abdallah, 2018, "Does cross-listing mitigate sub-optimal corporate investment?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409230, Jun.
• VICTORIA NIKULINA & Maxim Bouev, 2018, "Measuring herding behavior in the Russian stock market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6409412, Jun.
• Erkan POYRAZ & Bilge TÜRKÜN KAYA, 2018, "Effects of Sovereign Credit Rate Announcements on Turkey Stock Exchange Market," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 6508957, Jul.
• Kiran Kumar Kotha, 2018, "Mis-pricing in Single Stock Futures: Evidence from National Stock Exchange of India," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7310288, Nov.
• Cristiana Tudor, 2018, "Implications of Extreme Value Theory for stock market investments," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 7508377, Apr.
• Utku Altunoz, 2018, "Does Herd Behaviour Exist In Turkish Stock Markets? The Case Of Borsa Istanbul," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8109857, Nov.
• Alina Klein & Rudolf Klein, 2018, "Mean Reversion and Momentum in Central and Eastern European Countries ? A Case Study on Poland and Romania," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8208378, Jul.
• FARUK DAYI & Ibrahim Yasar GOK & Tolga ULUSOY, 2018, "The Relationship Between Footballer and Head Coach Transfer News and Stock Prices of Sport Clubs," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 8209526, Jul.
• Abdul Haque & Adeel Nasir, 2018, "The application of Value at Risk and Expected Shortfall as Controlling Mechanism of Systematic Risk of Pakistani Stock Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 7108551, Jun.
• Mejía Téllez, Juan De la Cruz, 2018, "Detecting random walk in stock market prices based on Markov chains: Examining The Mexican Stock Market Index / Detección de caminata aleatoria en precios bursátiles mediante cadenas de Markov: aplicación al Índice de Precios y Cotizaciones de México," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 8, issue 2, pages 183-204, julio-dic.
• Patrycja Chodnicka-Jaworska, 2018, "Banks’ Credit Rating Changes and Their Stock Prices – the Impact of Political Divisions and Economy Development," Faculty of Management Working Paper Series, University of Warsaw, Faculty of Management, number 22018, Nov.
• Antonio Sánchez Serrano, 2018, "EU banks after the crisis: sinners in the hands of angry markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 9, pages 24-51, May.
• Mouna Rekik & Maha Kalai, 2018, "Determinants of banks’ profitability and efficiency: Empirical evidence from a sample of Banking Systems," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 9, pages 5-23, May.
• Krzysztof Borowski, 2018, "Normal Distribution of Returns of Warsaw Stock Exchange Indexes (Rozklad normalny stop zwrotu indeksow Gieldy Papierow Wartosciowych w Warszawie)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 11-45.
• Patrycja Chodnicka-Jaworska, 2018, "Sensitivity of the Central and Eastern European Stock Market to Credit Rating Changes (Wrazliwosc rynku akcji Europy Srodkowo-Wschodniej na zmiany credit ratingow)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 74, pages 46-61.
• Patrycja Chodnica-Jaworska, 2018, "Credit Rating Changes and the Bond Market – the Impact of Economic Development (Zmiana credit ratingu i rynek obligacji – wplyw poziomu rozwoju gospodarczego)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 176-189.
• Barbara Bedowska-Sojka, 2018, "Emerging and Mature Markets – Behaviour of Low-Frequency Liquidity Measures. The Case of the German and Polish Stock Markets (Rynek wschodzacy i rynek dojrzaly – zachowanie miar plynnosci o niskiej czestotliwosci na przykladzie niemieckiego i polskie," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 24-36.
• Dariusz Filip, 2018, "Multifactor models in the analysis of mutual fund effectiveness (Wieloczynnikowe modele w analizie efektywnosci funduszy inwestycyjnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 61-81.
• Jacek Karasinski, 2018, "Multifactor models in the analysis of mutual fund effectiveness (Wieloczynnikowe modele w analizie efektywnosci funduszy inwestycyjnych)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 16, issue 76, pages 82-96.
• Kamil Polak, 2018, "Investors’ Reaction to a Published Recommendation (Wplyw opublikowanej rekomendacji na reakcje inwestorow)," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 27, pages 127-135.
• Sophie van Huellen, 2018, "Too Much of a Good Thing? Speculative Effects on Commodity Futures Curves," Working Papers, Department of Economics, SOAS University of London, UK, number 211, Jul.
• Hakan BİLİR, 2018, "An Analysis of January Effect on Different BIST Indexes in Turkish Stock Markets," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(36).
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2018, "Individual Investors Look at Price Tags," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2018_17, Oct.
• George Chalamandaris & Nikos E. Vlachogiannakis, 2018, "Are financial ratios relevant for trading credit risk? Evidence from the CDS market," Annals of Operations Research, Springer, volume 266, issue 1, pages 395-440, July, DOI: 10.1007/s10479-016-2373-3.
• Xiaojie Xu, 2018, "Intraday price information flows between the CSI300 and futures market: an application of wavelet analysis," Empirical Economics, Springer, volume 54, issue 3, pages 1267-1295, May, DOI: 10.1007/s00181-017-1245-2.
• Diego Winkelried & Luis A. Iberico, 2018, "Calendar effects in Latin American stock markets," Empirical Economics, Springer, volume 54, issue 3, pages 1215-1235, May, DOI: 10.1007/s00181-017-1257-y.
• Pedro Pires Ribeiro & José Dias Curto, 2018, "How do zero-coupon inflation swaps predict inflation rates in the euro area? Evidence of efficiency and accuracy on 1-year contracts," Empirical Economics, Springer, volume 54, issue 4, pages 1451-1475, June, DOI: 10.1007/s00181-017-1268-8.
• Gopal K. Basak & Arnab Bhattacharjee & Samarjit Das, 2018, "Causal ordering and inference on acyclic networks," Empirical Economics, Springer, volume 55, issue 1, pages 213-232, August, DOI: 10.1007/s00181-018-1454-3.
• Syed F. Mahmud & Murat Tiniç, 2018, "Herding in Chinese stock markets: a nonparametric approach," Empirical Economics, Springer, volume 55, issue 2, pages 679-711, September, DOI: 10.1007/s00181-017-1281-y.
• A. Can Inci, 2018, "Financials sector intraday volatility characteristics in the emerging Turkish economy," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 215-229, August, DOI: 10.1007/s40822-017-0085-x.
• Madhavi Latha Challa & Venkataramanaiah Malepati & Siva Nageswara Rao Kolusu, 2018, "Forecasting risk using auto regressive integrated moving average approach: an evidence from S&P BSE Sensex," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 4, issue 1, pages 1-17, December, DOI: 10.1186/s40854-018-0107-z.
• Anna Aksamit & Tahir Choulli & Jun Deng & Monique Jeanblanc, 2018, "No-arbitrage under a class of honest times," Finance and Stochastics, Springer, volume 22, issue 1, pages 127-159, January, DOI: 10.1007/s00780-017-0345-3.
• Umut Çetin, 2018, "Financial equilibrium with asymmetric information and random horizon," Finance and Stochastics, Springer, volume 22, issue 1, pages 97-126, January, DOI: 10.1007/s00780-017-0348-0.
• Monique Jeanblanc & Libo Li & Shiqi Song, 2018, "An enlargement of filtration formula with applications to multiple non-ordered default times," Finance and Stochastics, Springer, volume 22, issue 1, pages 205-240, January, DOI: 10.1007/s00780-017-0349-z.
• Omar Euch & Masaaki Fukasawa & Mathieu Rosenbaum, 2018, "The microstructural foundations of leverage effect and rough volatility," Finance and Stochastics, Springer, volume 22, issue 2, pages 241-280, April, DOI: 10.1007/s00780-018-0360-z.
• Li Jiang & Jeong-Bon Kim & Lei Pang, 2018, "Foreign institutional investors and stock return comovement," Frontiers of Business Research in China, Springer, volume 12, issue 1, pages 1-31, December, DOI: 10.1186/s11782-018-0036-8.
• Jose Gutierrez & Steve Johnson & Robert Stretcher, 2018, "A synthesized model of short selling constraints and their impact on stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 1, pages 191-210, January, DOI: 10.1007/s12197-017-9393-y.
• Serkan Karadas, 2018, "Family ties and informed trading: evidence from Capitol Hill," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 211-248, April, DOI: 10.1007/s12197-017-9384-z.
• Robert M. Hull & Sungkyu Kwak & Rosemary Walker, 2018, "Hedge fund attributes, insider behavior, and IPO volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 2, pages 268-292, April, DOI: 10.1007/s12197-017-9396-8.
• Marius Popescu & Zhaojin Xu, 2018, "Mutual fund herding and reputational concerns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 3, pages 550-565, July, DOI: 10.1007/s12197-017-9405-y.
• James Mark Gbeda & James Atta Peprah, 2018, "Day of the week effect and stock market volatility in Ghana and Nairobi stock exchanges," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 727-745, October, DOI: 10.1007/s12197-017-9409-7.
• Pei-I Chou & Chia-Hao Lee, 2018, "The asymmetric relation between earnings management behaviors: evidence from executive compensation incentives," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 765-778, October, DOI: 10.1007/s12197-018-9426-1.
• Corey A. Shank, 2018, "Is the NFL betting market still inefficient?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 42, issue 4, pages 818-827, October, DOI: 10.1007/s12197-018-9431-4.
• Richard Bookstaber & Mark Paddrik & Brian Tivnan, 2018, "An agent-based model for financial vulnerability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 2, pages 433-466, July, DOI: 10.1007/s11403-017-0188-1.
• Hazem Krichene & Mhamed-Ali El-Aroui, 2018, "Artificial stock markets with different maturity levels: simulation of information asymmetry and herd behavior using agent-based and network models," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 13, issue 3, pages 511-535, October, DOI: 10.1007/s11403-017-0191-6.
• David Court & Benjamin Gillen & Jordi McKenzie & Charles R. Plott, 2018, "Two information aggregation mechanisms for predicting the opening weekend box office revenues of films: Boxoffice Prophecy and Guess of Guesses," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 65, issue 1, pages 25-54, January, DOI: 10.1007/s00199-017-1036-1.
• Anna Bayona, 2018, "The social value of information with an endogenous public signal," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 66, issue 4, pages 1059-1087, December, DOI: 10.1007/s00199-017-1081-9.
• Sarveshwar Kumar Inani, 2018, "Price Discovery and Efficiency of Indian Agricultural Commodity Futures Market: An Empirical Investigation," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 129-154, March, DOI: 10.1007/s40953-017-0074-7.
• Vinodh Madhavan & Partha Ray, 2018, "Evolving Efficiency of Dually-Listed Indian Stocks: A Nonlinear Perspective," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 13-35, March, DOI: 10.1007/s40953-017-0076-5.
• Alok Dixit & Shivam Singh, 2018, "Ad-Hoc Black–Scholes vis-à-vis TSRV-based Black–Scholes: Evidence from Indian Options Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 16, issue 1, pages 57-88, March, DOI: 10.1007/s40953-017-0078-3.
• Imlak Shaikh, 2018, "Brexit and Global Implied Volatility Indices," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Time Series Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-02194-8_6.
• Yujing Gong & Kung-Cheng Ho, 2018, "Does corporate social responsibility matter for corporate stability? Evidence from China," Quality & Quantity: International Journal of Methodology, Springer, volume 52, issue 5, pages 2291-2319, September, DOI: 10.1007/s11135-017-0665-6.
• Maria Correia & Johnny Kang & Scott Richardson, 2018, "Asset volatility," Review of Accounting Studies, Springer, volume 23, issue 1, pages 37-94, March, DOI: 10.1007/s11142-017-9431-1.
• Jose M. Carabias, 2018, "The real-time information content of macroeconomic news: implications for firm-level earnings expectations," Review of Accounting Studies, Springer, volume 23, issue 1, pages 136-166, March, DOI: 10.1007/s11142-017-9436-9.
• Ciao-Wei Chen & Bradford F. Hepfer & Phillip J. Quinn & Ryan J. Wilson, 2018, "The effect of tax-motivated income shifting on information asymmetry," Review of Accounting Studies, Springer, volume 23, issue 3, pages 958-1004, September, DOI: 10.1007/s11142-018-9439-1.
• Ewa Sletten & Yonca Ertimur & Jayanthi Sunder & Joseph Weber, 2018, "When and why do IPO firms manage earnings?," Review of Accounting Studies, Springer, volume 23, issue 3, pages 872-906, September, DOI: 10.1007/s11142-018-9445-3.
• Jason V. Chen & Venky Nagar & Jordan Schoenfeld, 2018, "Manager-analyst conversations in earnings conference calls," Review of Accounting Studies, Springer, volume 23, issue 4, pages 1315-1354, December, DOI: 10.1007/s11142-018-9453-3.
• Mei Luo & Shuai Shao & Frank Zhang, 2018, "Does financial reporting above or below operating income matter to firms and investors? The case of investment income in China," Review of Accounting Studies, Springer, volume 23, issue 4, pages 1754-1790, December, DOI: 10.1007/s11142-018-9455-1.
• Lale Guler, 2018, "Has SFAS 142 improved the usefulness of goodwill impairment loss and goodwill balances for investors?," Review of Managerial Science, Springer, volume 12, issue 3, pages 559-592, July, DOI: 10.1007/s11846-016-0223-y.
• Martin Angerer & Georg Peter & Sebastian Stoeckl & Thomas Wachter & Matthias Bank & Marco Menichetti, 2018, "Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 70, issue 3, pages 209-230, July, DOI: 10.1007/s41464-018-0049-z.
• Vasyl Golosnoy, 2018, "Sequential monitoring of portfolio betas," Statistical Papers, Springer, volume 59, issue 2, pages 663-684, June, DOI: 10.1007/s00362-016-0783-6.
• Richard W. Booser, 2018, "An Algorithm Exploiting Episodes of Inefficient Asset Pricing to Derive a Macro-Foundation Scaled Metric for Systemic Risk: A Time-Series Martingale Representation," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 1, pages 1-3.
• Ioannis N. Kallianiotis, 2018, "Exchange Rate Expectations," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 2, pages 1-5.
• Han-Ching Huang & Shiao-Ru Peng, 2018, "The Impact of the Company's Market Timing on Insider Trading of Repurchase Announcement," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 4, pages 1-8.
• Han-ching Huang & Yong-chern Su & Hsin-Pei Tu, 2018, "Illiquid Trades on Investment Banks in Financial Crisis," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 8, issue 5, pages 1-5.
• Beber, Alessandro & Fabbri, Daniela & Pagano, Marco & Simonelli, Saverio, 2018, "Short-selling bans and bank stability," ESRB Working Paper Series, European Systemic Risk Board, number 64, Jan.
• Perea, Maite De Sola & Dunne, Peter G. & Puhl, Martin & Reininger, Thomas, 2018, "Sovereign bond-backed securities: a VAR-for-VaR and Marginal Expected Shortfall assessment," ESRB Working Paper Series, European Systemic Risk Board, number 65, Jan.
• Ellul, Andrew & Jotikasthira, Chotibhak & Kartasheva, Anastasia & Lundblad, Christian T. & Wagner, Wolf, 2018, "Insurers as asset managers and systemic risk," ESRB Working Paper Series, European Systemic Risk Board, number 75, May.
• Paul BARNES, 2018, "Crypto Currency and its Susceptibility to Speculative Bubbles Manipulation Scams and Fraud," Journal of Advanced Studies in Finance, ASERS Publishing, volume 9, issue 2, pages 60-77.
• Giulio Bottazzi & Pietro Dindo & Daniele Giachini, 2018, "Momentum and Reversal in Financial Markets with Persistent Heterogeneity," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2018/04, Feb.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail that Keeps the Riskless Rate Low," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 18-01.
• Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018, "Market-making with Search and Information Frictions," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 18-11.
• Holger Breinlichy & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018, "The Economic Effects of Brexit - Evidence from the Stock Market," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0918, Aug.
• Theodoros Chatzivasileiadis & Richard S.J. Tol & Francisco Estrada & Marjan W. Hofkes, 2018, "The stock markets’ reflection on the IPCC’s findings," Working Paper Series, Department of Economics, University of Sussex Business School, number 1118, May.
• Michele Dell’Era, 2018, "Financial Transaction Taxes and Expert Advice," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2018, Oct.
• Katsutoshi Shimizu & Kim Cuong Ly, 2018, "Did Basel regulations cause a significant procyclicality?," Working Papers, Swansea University, School of Management, number 2018-06, Feb.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Does connection with @realDonaldTrump affect stock prices?," Working Papers, Swansea University, School of Management, number 2018-07, Feb.
• Abu Chowdhury & Sabur Mollah & Mir A. Zaman, 2018, "What Motivates CEO and CFO Trading – Contrarian Beliefs or Superior Information?," Working Papers, Swansea University, School of Management, number 2018-10, Feb.
• Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2018, "Multiple credit ratings and market heterogeneity," Working Papers, Swansea University, School of Management, number 2018-26, Mar.
• Konstantinos Gavriilidis & Dimos S. Kambouroudis & Katerina Tsakou & Dimitris S. Tsouknidis, 2018, "Volatility forecasting across tanker freight rates: the role of oil price shocks," Working Papers, Swansea University, School of Management, number 2018-27, Mar.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2018, "Social media bots and stock markets," Working Papers, Swansea University, School of Management, number 2018-30, Mar.
• Roman Horváth & Štefan Lyócsa & Eduard Baumöhl, 2018, "Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 5, pages 391-412, March, DOI: 10.1080/1351847X.2017.1307773.
• Manzur Quader & Karl Taylor, 2018, "Corporate efficiency, credit status and investment," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 6, pages 439-457, April, DOI: 10.1080/1351847X.2017.1312475.
• Terence C. Burnham & Harry Gakidis & Jeffrey Wurgler, 2018, "Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications," Financial Analysts Journal, Taylor & Francis Journals, volume 74, issue 1, pages 77-87, February, DOI: 10.2469/faj.v74.n1.8.
• Andrea Frazzini & David Kabiller & Lasse Heje Pedersen, 2018, "Buffett’s Alpha," Financial Analysts Journal, Taylor & Francis Journals, volume 74, issue 4, pages 35-55, September, DOI: 10.2469/faj.v74.n4.3.
• Daniel Levy & Avichai Snir, 2018, "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," Working Papers, International School of Economics at TSU, Tbilisi, Republic of Georgia, number 001-18 JEL Codes: E31, E3.
• Eleni Gkeka & Kosmas Kosmidis & Georgios Simitsis, 2018, "The value relevance of dividend announcement: An empirical study of the Greek Stock Market," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 11, issue 2, pages 44-50, September.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "An Event Study of Chinese Tourists to Taiwan," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-003/III, Jan.
• Wing-Keung Wong & Hooi Hoi Lean & Michael McAleer & Feng-Tse Tsai, 2018, "Why did Warrant Markets Close in China but not Taiwan?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-051/III, May.
• Stan Olijslagers & Annelie Petersen & Nander de Vette & Sweder (S.J.G.) van Wijnbergen, 2018, "What Option Prices tell us about the ECB's Unconventional Monetary Policies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-096/VI, Dec.
• Renneboog, Luc & Goergen, M. & Zhao, Y., 2018, "Insider Trading and Networked Directors," Discussion Paper, Tilburg University, Center for Economic Research, number 2018-036.
• Renneboog, Luc & Goergen, M. & Zhao, Y., 2018, "Insider Trading and Networked Directors," Other publications TiSEM, Tilburg University, School of Economics and Management, number c435e408-7658-4e25-bf8e-0.
• Hitoshi Matsushima, 2018, "Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-1088, Jun.
• Albagli, Elias & Hellwig, Christian & Tsyvinski, Aleh, 2018, "Imperfect Financial Markets and Investment Inefficiencies," TSE Working Papers, Toulouse School of Economics (TSE), number 18-891, Feb, revised Feb 2023.
• Damir Becirovic & Emira Kozarevic, 2018, "Influence Of Frontier Capital Markets Interdependence And Efficiency On Shaping Investment Strategy Under The Financial Crisis Conditions," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, volume 16, issue 1, pages 83-96, May.
• Chia-Lin Chang & Shu-Han Hsu & Michael McAleer, 2018, "An event study of chinese tourists to Taiwan," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-01, Jan.
• Estelle Cantillon & Aurelie Slechten, 2018, "Information Aggregation in Emissions Markets with Abatement," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/284533, Dec.
• Viktor Ivanitskiy & Vasily Tatyannikov, 2018, "Information Asymmetry in Financial Markets: Challenges and Threats," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, volume 1, issue 4, pages 1156-1167.
• Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics, 2018, "Predicting Bond Betas using Macro-Finance Variables," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/306546.
• Yi-Hsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu, 2018, "Textual Sentiment, Option Characteristics, and Stock Return Predictability," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1808, Jun.
• Francis Breedon & Louisa Chen & Angelo Ranaldo & Nicholas Vause, 2018, "Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal," Working Papers on Finance, University of St. Gallen, School of Finance, number 1808, Feb.
• Manuel Ammann & Sebastian Fischer & Florian Weigert, 2018, "Risk Factor Exposure Variation and Mutual Fund Performance," Working Papers on Finance, University of St. Gallen, School of Finance, number 1817, Aug, revised Nov 2018.
• Kirsten Tangaa Nielsen & Felix von Meyerinck, 2018, "Managerial Networks and Shareholder Value: Evidence from Sudden Deaths," Working Papers on Finance, University of St. Gallen, School of Finance, number 1821, Oct.
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• 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.
• Małgorzata Jabłczyńska & Krzysztof Kosc & Przemysław Ryś & Robert Ślepaczuk & Paweł Sakowski & Grzegorz Zakrzewski, 2018, "Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-18.
• Przemysław Ryś & Robert Ślepaczuk, 2018, "Machine learning in algorithmic trading strategy optimization - implementation and efficiency," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2018-25.
• Fraiberger,Samuel Paul & Lee,Do & Puy,Damien & Rancier,Romain, 2018, "Media Sentiment and International Asset Prices," Policy Research Working Paper Series, The World Bank, number 8649, Nov.
• Ralf Fendel & Frederik Neugebauer, 2018, "Country-Specific Euro Area Government Bond Yield Reactions to ECB’s Non-Standard Monetary Policy Announcements," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 18-02, Jun.
• Nicolas S. Lambert & Michael Ostrovsky & Mikhail Panov, 2018, "Strategic Trading in Informationally Complex Environments," Econometrica, Econometric Society, volume 86, issue 4, pages 1119-1157, July, DOI: 10.3982/ECTA12635.
• Kerry Back & Pierre Collin‐Dufresne & Vyacheslav Fos & Tao Li & Alexander Ljungqvist, 2018, "Activism, Strategic Trading, and Liquidity," Econometrica, Econometric Society, volume 86, issue 4, pages 1431-1463, July, DOI: 10.3982/ECTA14917.
• Ana Babus & Péter Kondor, 2018, "Trading and Information Diffusion in Over‐the‐Counter Markets," Econometrica, Econometric Society, volume 86, issue 5, pages 1727-1769, September, DOI: 10.3982/ECTA12043.
• Holger Breinlich & Elsa Leromain & Dennis Novy & Thomas Sampson & Ahmed Usman, 2018, "The Economic Effects of Brexit: Evidence from the Stock Market," Fiscal Studies, John Wiley & Sons, volume 39, issue 4, pages 581-623, December, DOI: 10.1111/1475-5890.12175.
• Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018, "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 38, issue 10, pages 1262-1281, October, DOI: 10.1002/fut.21938.
• Marcello Pericoli & Giovanni Veronese, 2018, "Monetary Policy Surprises over Time," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 8, issue 01, pages 1-60, March, DOI: 10.1142/S2010139218400025.
• Charles-Albert Lehalle & Sophie Laruelle (ed.), 2018, "Market Microstructure in Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10739, ISBN: ARRAY(0x62ed69b0), May.
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• 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, January, 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.
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• 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.
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• Battaglia, Francesca & Buchanan, Bonnie G. & Fiordelisi, Franco & Ricci, Ornella, 2018, "Securitization and crash risk: Evidence from large European banks," Bank of Finland Research Discussion Papers, Bank of Finland, number 26/2018.
• Klein, Arne C. & Pliszka, Kamil, 2018, "The time-varying impact of systematic risk factors on corporate bond spreads," Discussion Papers, Deutsche Bundesbank, number 14/2018.
• Goergen, Marc & Limbach, Peter & Scholz-Daneshgari, Meik, 2019, "Firms’ rationales for CEO duality: Evidence from a mandatory disclosure regulation," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 18-06, revised 2019.
• Félix, Luiz & Kräussl, Roman & Stork, Philip, 2018, "Predictable biases in macroeconomic forecasts and their impact across asset classes," CFS Working Paper Series, Center for Financial Studies (CFS), number 596.
• Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018, "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series, Center for Financial Studies (CFS), number 616.
• Pühringer, Stephan & Liedl, Bernd, 2018, "Ökonomische Expertise und politökonomische Machtstrukturen," Working Paper Serie des Instituts für Ökonomie, Hochschule für Gesellschaftsgestaltung (HfGG), Institut für Ökonomie, number Ök-40.
• Ötsch, Walter, 2018, "Wissen und Nicht-Wissen angesichts "des Marktes": Das Konzept von Hayek," Working Paper Serie des Instituts für Ökonomie, Hochschule für Gesellschaftsgestaltung (HfGG), Institut für Ökonomie, number Ök-43.
• Levy, Daniel & Snir, Avichai, 2018, "Here Lives a Wealthy Man: Price Rigidity and Predictability in Luxury Housing Markets," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 175843.
• Shachmurove, Yochanan & Vulanovic, Milos, 2018, "SPAC IPOs," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 177392.
• Auer, Benjamin R. & Rottmann, Horst, 2018, "Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?," Weidener Diskussionspapiere, University of Applied Sciences Amberg-Weiden (OTH), number 64.
• Wixforth, Harald, 2018, "Bankiers in der Krise: Verletzen sie ihre Regeln und Normen?," IBF Paper Series, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main, number 04-18.
• Kubitza, Christian & Pelizzon, Loriana & Getmansky, Mila, 2018, "The pitfalls of central clearing in the presence of systematic risk," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 31/18.
• Booth, Philip & Zuluaga, Diego, 2018, "Socially useless? The crucial contribution of finance to economic life," IEA Discussion Papers, Institute of Economic Affairs (IEA), number 87.
• Lee, Jaeram & Lee, Geul & Ryu, Doojin, 2018, "Difference in the intraday return-volume relationships of spots and futures: A quantile regression approach," Economics Discussion Papers, Kiel Institute for the World Economy, number 2018-68.
• Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018, "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 12, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2018-.
• Warmdt, Luca & Užik, Martin & Löcher, Markus, 2018, "Financial signaling with open market share repurchases and private redemptions," Working Papers, Berlin School of Economics and Law, Institute of Management Berlin (IMB), number 93.
• Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2018, "Textual Sentiment, Option Characteristics, and Stock Return Predictability," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-023.
• Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2018, "Textual Sentiment and Sector specific reaction," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2018-043.
• Pelizzon, Loriana & Sottocornola, Matteo, 2018, "The impact of monetary policy iInterventions on the insurance industry," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 204, DOI: 10.2139/ssrn.3167148.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2018, "Central bank-driven mispricing," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 226, revised 2018, DOI: 10.2139/ssrn.3239407.
• Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya, 2021, "Recovery from fast crashes: Role of mutual funds," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 227, revised 2021, DOI: 10.2139/ssrn.3239440.
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• Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila, 2019, "Pitfalls of central clearing in the presence of systematic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 235, revised 2019, DOI: 10.2139/ssrn.3278582.
• Rebeggiani, Luca & Gross, Johannes, 2018, "Chance or Ability? The Efficiency of the Football Betting Market Revisited," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181563.
• Rehse, Dominik & Riordan, Ryan & Rottke, Nico & Zietz, Joachim, 2018, "The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-024.
• Juhyun Jung & Kathleen Herbohn & Peter Clarkson, 2018, "Carbon Risk, Carbon Risk Awareness and the Cost of Debt Financing," Journal of Business Ethics, Springer, volume 150, issue 4, pages 1151-1171, July, DOI: 10.1007/s10551-016-3207-6.