Research classified by Journal of Economic Literature (JEL) codes

2017

• Demirer, Rıza & Yuksel, Asli & Yuksel, Aydin, 2017, "Flight to quality and the predictability of reversals: The role of market states and global factors," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1445-1454, DOI: 10.1016/j.ribaf.2017.07.082.
• Khan, Mohammad Tariqul Islam & Tan, Siow-Hooi & Chong, Lee-Lee, 2017, "How past perceived portfolio returns affect financial behaviors—The underlying psychological mechanism," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 1478-1488, DOI: 10.1016/j.ribaf.2017.07.088.
• Song, Xiaojing & Tippett, Mark & Vivian, Andrew, 2017, "Assessing abnormal returns: the case of Chinese M&A acquiring firms," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 191-207, DOI: 10.1016/j.ribaf.2017.05.009.
• Lai, Ya-Wen & Windawati, Atif, 2017, "Risk, return, and liquidity during Ramadan: Evidence from Indonesian and Malaysian stock markets," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 233-241, DOI: 10.1016/j.ribaf.2017.04.054.
• Piccoli, Pedro & Chaudhury, Mo & Souza, Alceu, 2017, "How do stocks react to extreme market events? Evidence from Brazil," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 275-284, DOI: 10.1016/j.ribaf.2017.07.166.
• Hadhri, Sinda & Ftiti, Zied, 2017, "Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 39-60, DOI: 10.1016/j.ribaf.2017.04.057.
• Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar, 2017, "Dynamic herding analysis in a frontier market," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 496-508, DOI: 10.1016/j.ribaf.2017.01.006.
• Hiremath, Gourishankar S. & Kattuman, Paul, 2017, "Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 544-558, DOI: 10.1016/j.ribaf.2017.04.016.
• Wang, Li-Hsun, 2017, "Accounting quality and information asymmetry of foreign direct investment firms," Research in International Business and Finance, Elsevier, volume 42, issue C, pages 950-958, DOI: 10.1016/j.ribaf.2017.07.029.
• Alexandridis, G. & Sahoo, S. & Visvikis, I., 2017, "Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 98, issue C, pages 82-104, DOI: 10.1016/j.tre.2016.12.007.
• Valerio Filoso & Carlo Panico & Erasmo Papagni & Francesco Purificato & Marta Vázquez Suarez, 2017, "Causes and timing of the European debt crisis: An econometric evaluation," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2017/03, Jan.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-75, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2017-76, Nov.
• Gromb, Denis & Vayanos, Dimitri, 2017, "The dynamics of financially constrained arbitrage," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118954, Aug.
• Moffitt, Steven D. & Ziemba, William T., 2017, "Does it pay to buy the pot in the Canadian 6/49 Lotto: implications for lottery design," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70755, Feb.
• Etesami, Jalal & Habibnia, Ali & Kiyavash, Negar, 2017, "Econometric modeling of systemic risk: going beyond pairwise comparison and allowing for nonlinearity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 70769, Mar.
• Correia, Maria & Kang, Johnny & Richardson, Scott, 2018, "Asset volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 84405, Mar.
• Lleo, Sebastien & Ziemba, William, 2017, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 85131, Aug.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017, "The transmission of monetary policy shocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86163, Feb.
• Andrikogiannopoulou, Angie & Papakonstantinou, Filippos, 2017, "Individual reaction to past performance sequences: evidence from a real marketplace," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87997, Feb.
• Gregory S. Crawford & Nicola Pavanini & Fabiano Schivardi, 2017, "Asymmetric Information and Imperfect Competition in Lending Markets," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1712, revised Oct 2017.
• Armendáriz, Thelma & Ramírez, Claudia, 2017, "Estimación de un índice de condiciones financieras para México," El Trimestre Económico, Fondo de Cultura Económica, volume 0, issue 336, pages .899-946, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v84i.
• Camillo Lento & Wing Him Yeung, 2017, "Earnings benchmarks, earnings management and future stock performance of Chinese listed companies reporting under ASBE-IFRS," Asian Review of Accounting, Emerald Group Publishing Limited, volume 25, issue 4, pages 502-525, December, DOI: 10.1108/ARA-10-2016-0112.
• Yugang Yin & Bin Tan, 2017, "Analyst’s ability, media selection and investor interests: evidence from China," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 1, pages 67-84, February, DOI: 10.1108/CFRI-06-2016-0049.
• Trung Hoang Bao & Cesario Mateus, 2017, "Impact of FOMC announcement on stock price index in Southeast Asian countries," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 3, pages 370-386, August, DOI: 10.1108/CFRI-06-2016-0051.
• Muhammad Zubair Tauni & Zia-ur-Rehman Rao & Hongxing Fang & Sultan Sikandar Mirza & Zulfiqar Ali Memon & Khalil Jebran, 2017, "Do investor’s Big Five personality traits influence the association between information acquisition and stock trading behavior?," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 4, pages 450-477, September, DOI: 10.1108/CFRI-06-2016-0059.
• Xuejun Fan & De Du, 2017, "The spillover effect between CSI 500 index futures market and the spot market," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 2, pages 249-272, May, DOI: 10.1108/CFRI-08-2016-0103.
• Yurun Yang & Ahmet Goncu & Athanasios Pantelous, 2017, "Pairs trading with commodity futures: evidence from the Chinese market," China Finance Review International, Emerald Group Publishing Limited, volume 7, issue 3, pages 274-294, August, DOI: 10.1108/CFRI-09-2016-0109.
• Ling Liu, 2017, "Analysts issuing forecasts on weekends," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 25, issue 2, pages 201-216, May, DOI: 10.1108/IJAIM-03-2016-0024.
• Jaume Roig Hernando, 2017, "The securitization of residential rental revenue streams in Europe," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 10, issue 4, pages 503-518, June, DOI: 10.1108/IJHMA-07-2016-0057.
• Andriansyah Andriansyah, 2017, "The real effects of primary and secondary equity markets on firm performance," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 13, issue 4, pages 397-418, August, DOI: 10.1108/IJMF-01-2017-0006.
• Serkan Yuksel, 2017, "The causality between returns of interest-based banks and Islamic banks: the case of Turkey," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 10, issue 4, pages 519-535, October, DOI: 10.1108/IMEFM-12-2013-0133.
• Erick Rading Outa & Peterson Ozili & Paul Eisenberg, 2017, "IFRS convergence and revisions: value relevance of accounting information from East Africa," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 7, issue 3, pages 352-368, August, DOI: 10.1108/JAEE-11-2014-0062.
• Peterson K. Ozili, 2017, "Earnings management in interconnected networks: a perspective," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 33, issue 2, pages 150-163, November, DOI: 10.1108/JEAS-02-2017-0003.
• Deniz Ilalan, 2017, "How stock markets become desensitized to terror," Journal of Financial Crime, Emerald Group Publishing Limited, volume 24, issue 4, pages 704-711, October, DOI: 10.1108/JFC-07-2016-0049.
• Martin F. Grace & Jannes Rauch & Sabine Wende, 2017, "The effect of monetary policy announcements and government interventions on the US insurance industry during the 2007-2009 crisis," Journal of Risk Finance, Emerald Group Publishing Limited, volume 18, issue 5, pages 500-522, November, DOI: 10.1108/JRF-02-2017-0039.
• Liping Zou & William Robert Wilson, 2017, "How important are earnings announcements in China?," Pacific Accounting Review, Emerald Group Publishing Limited, volume 29, issue 3, pages 380-396, August, DOI: 10.1108/PAR-02-2017-0011.
• Amal Hamrouni & Ramzi Benkraiem & Majdi Karmani, 2017, "Voluntary information disclosure and sell-side analyst coverage intensity," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 2, pages 260-280, May, DOI: 10.1108/RAF-02-2015-0024.
• Houda Litimi, 2017, "Herd behavior in the French stock market," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 4, pages 497-515, November, DOI: 10.1108/RAF-11-2016-0188.
• Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2017, "Stock return autocorrelation, day of the week and volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 2, pages 218-238, May, DOI: 10.1108/RAF-12-2014-0146.
• Carlos Colón-De-Armas & Javier Rodriguez & Herminio Romero, 2017, "Investor sentiment and US presidential elections," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 9, issue 3, pages 227-241, October, DOI: 10.1108/RBF-02-2016-0003.
• Andres Bello & Jan Smolarski & Gökçe Soydemir & Linda Acevedo, 2017, "Investor behavior: hedge fund returns and strategies," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 9, issue 1, pages 14-42, April, DOI: 10.1108/RBF-09-2015-0036.
• Charilaos Mertzanis, 2017, "Short selling regulation, return volatility and market volatility in the Athens Exchange," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 34, issue 1, pages 82-104, March, DOI: 10.1108/SEF-06-2015-0157.
• Kentaro IWATSUBO & Clinton WATKINS & Tao XU, 2017, "Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17120, Nov.
• Barbara Bedowska-Sojka, 2017, "How Jumps Affect Liquidity? The Evidence from Poland," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 1, pages 39-52, March.
• Sema Bayraktar & Thomas C. Chiang, 2017, "Comovements of Stock Markets between Turkey and Global Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 3, pages 250-275, June.
• Berna Kirkulak-Uludag & Zorikto Lkhamazhapov, 2017, "Volatility Dynamics of Precious Metals: Evidence from Russia," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 4, pages 300-317, August.
• Jose E. Farinos & Begona Herrero & Miguel A. Latorre, 2017, "Self-selection Bias and the Listing Status of Target Firms: Value Effects in the Spanish Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 67, issue 5, pages 423-438, October.
• Silvia Miranda-Agrippino & Giovanni Ricco, 2017, "The transmission of monetary policy shocks," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2017-15, May.
• Carvalho, Antonio Gledson de & Pinheiro, Roberto Benjamin & Sampaio, Joelson Oliveira, 2017, "Dotcom bubble and underpricing: conjectures and evidence," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 441.
• Nikolay Gospodinov, 2017, "Asset Co-movements: Features and Challenges," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2017-11, Nov.
• Ali Ozdagli & Michael Weber, 2017, "Monetary policy through production networks: evidence from the stock market," Working Papers, Federal Reserve Bank of Boston, number 17-15, Oct.
• Antonio Gledson de Carvalho & Roberto Pinheiro & Joelson Oliveira Sampaio, 2017, "Dotcom Price Spiral," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1713, Jul, DOI: 10.26509/frbc-wp-201713.
• Antonio Gledson de Carvalho & Roberto Pinheiro & Joelson Oliveira Sampaio, 2017, "Dotcom Extreme Underpricing," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1714, Jul, DOI: 10.26509/frbc-wp-201714.
• Esen Onur & John S. Roberts & Tugkan Tuzun, 2017, "Trader Positions and Marketwide Liquidity Demand," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-103, Oct, DOI: 10.17016/FEDS.2017.103.
• Nathan Swem, 2017, "Information in Financial Markets : Who Gets It First?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2017-023, Feb, DOI: 10.17016/FEDS.2017.023.
• Sirio Aramonte & Mohammad Jahan-Parvar & Samuel Rosen & John W. Schindler, 2017, "Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1212, Aug, DOI: 10.17016/IFDP.2017.1212.
• Dominic Anene & Stefania D'Amico, 2017, "A Tale of Four Tails: Inflation, the Policy Rate, Longer-Term Rates, and Stock Prices," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2017-26, Dec.
• Kris Boudt & Christopher J. Neely & Piet Sercu & Marjan Wauters, 2017, "The response of multinationals’ foreign exchange rate exposure to macroeconomic news," Working Papers, Federal Reserve Bank of St. Louis, number 2017-20, Jul, DOI: 10.20955/wp.2017.020.
• Paul S. Calem & Lauren Lambie-Hanson & Leonard I. Nakamura, 2017, "Appraising Home Purchase Appraisals," Working Papers, Federal Reserve Bank of Philadelphia, number 17-23, Jul.
• Zachary Bethune & Bruno Sultanum & Nicholas Trachter, 2017, "Asset Issuance in Over-the-Counter Markets," Working Paper, Federal Reserve Bank of Richmond, number 17-13, Oct.
• Pawan Jain & Wen-Jun Xue, 2017, "Global Investigation of Return Autocorrelation and its Determinants," Working Papers, Florida International University, Department of Economics, number 1704, Apr.
• Eugster, Nicolas & Isakov, Dusan, 2017, "Founding family ownership,stock market returns, and agency problems," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 490, Nov.
• Alexandra Gabriela Ţiţan, 2017, "Efectul zilei din săptămână pe piaţa de capital din România," Journal of Financial Studies, Institute of Financial Studies, volume 2, issue 2, pages 15-25, June.
• Florin Ţurcaş, 2017, "Aplicarea analizei tehnice în selecția portofoliilor," Journal of Financial Studies, Institute of Financial Studies, volume 2, issue 2, pages 70-86, June.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V. & Gurevich Vladimir, 2017, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-23, February.
• Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Lyashok V., 2017, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-23, February.
• Dany Bahar & Miguel Angel Santos & Carlos Alberto Molina, 2017, "Fool’s Gold: Currency Devaluations and Stock Prices of Multinational Companies Operating in Venezuela," Growth Lab Working Papers, Harvard's Growth Lab, number 98, May.
• Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017, "Where is the Information on USD/Bitcoin Hourly Prices?," Notas Económicas, Faculty of Economics, University of Coimbra, issue 45, pages 7-25, December, DOI: 10.14195/2183-203X_45_1.
• Helder Sebastião & António Portugal Duarte & Gabriel Guerreiro, 2017, "Where is the information on USD/Bitcoins hourly price movements?," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2017-05, May.
• Scaillet, Olivier & Treccani, Adrien & Trevisan, Christopher, 2017, "High-frequency jump analysis of the bitcoin market," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:93900.
• Sulaeman Rahman Nidar, 2017, "Overreaction Market Analysis, Dividend Policy, Firm Size, and Seasonality to Price Reversal Phenomena," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number afr136, Apr.
• Embun Prowanta, 2017, "The Impact of Macro Economy on Stock Price Index: An Empirical Study of Five ASEAN Countries," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr467, Apr.
• Kui Ming Tiong, 2017, "Cross-cultural Adaptation Index of Chinese Expatriates in Malaysia: Extended Location-Specific Advantages," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr474, Jul.
• Yuanyuan Li & Bertrand Wigniolle, 2017, "Endogenous information revelation in a competitive credit market and credit crunch," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-01509773, DOI: 10.1016/j.jmateco.2016.09.008.
• Albert Menkveld & Marius Andrei Zoican, 2017, "Need for Speed? Exchange Latency and Liquidity," Post-Print, HAL, number hal-01501352, DOI: 10.1093/rfs/hhx006.
• Hamrouni Amal & Ramzi Benkraiem & Karmani Majdi, 2017, "Voluntary information disclosure and sell-side analyst coverage intensity," Post-Print, HAL, number hal-01528402, May.
• Siu Kai Choy & Tat-Kei Lai & Travis Ng, 2017, "Do tax havens create firm value?," Post-Print, HAL, number hal-01533521, Feb, DOI: 10.1016/j.jcorpfin.2016.10.016.
• Georges Prat & Remzi Uctum, 2017, "Do markets learn to rationally expect US interest rates? Evidence from survey data," Post-Print, HAL, number hal-01589223.
• Serge Darolles & Gaëlle Le Fol & Gulten Mero, 2017, "Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows," Post-Print, HAL, number hal-01593402, DOI: 10.1016/j.jeconom.2017.08.014.
• Amélie Charles & Olivier Darné & Jae H Kim, 2017, "International Stock Return Predictability: Evidence from New Statistical Tests," Post-Print, HAL, number hal-01626101, Oct, DOI: 10.1016/j.irfa.2016.06.005.
• Louis Raffestin, 2017, "Do bond credit ratings lead to excess comovement?," Post-Print, HAL, number hal-01649992.
• Olivier Rousse & Benoît Sévi, 2017, "Informed trading in oil futures markets," Post-Print, HAL, number hal-02089758, May.
• Olivier Rousse & Benoît Sévi, 2017, "Informed trading in oil futures markets," Post-Print, HAL, number hal-02089772, Jun.
• Dominique Henriet & Jean-Charles Rochet, 2017, "Modèles macroéconomiques avec frictions financières et cycles d'assurance," Post-Print, HAL, number hal-02290532, DOI: 10.3917/ecofi.126.0085.
• Paul-Olivier Klein & Rima Turk & Laurent Weill, 2017, "Religiosity vs. well-being effects on investor behavior," Post-Print, HAL, number hal-03053249, Jun, DOI: 10.1016/j.jebo.2017.04.009.
• Thomas Renault, 2017, "Intraday online investor sentiment and return patterns in the U.S. stock market," Post-Print, HAL, number hal-03205113, Nov, DOI: 10.1016/j.jbankfin.2017.07.002.
• Yuanyuan Li & Bertrand Wigniolle, 2017, "Endogenous information revelation in a competitive credit market and credit crunch," Post-Print, HAL, number halshs-01509773, DOI: 10.1016/j.jmateco.2016.09.008.
• James Dow & Itay Goldstein & Alexander Guembel, 2017, "Incentives for Information Production in Markets where Prices Affect Real Investment," Post-Print, HAL, number halshs-01698541, Aug, DOI: 10.1093/jeea/jvw023.
• Sébastien Pouget & Julien Sauvagnat & Stéphane Villeneuve, 2017, "A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets," Post-Print, HAL, number halshs-01698658, Jun, DOI: 10.1093/rfs/hhw100.
• Remzi Uctum & Patricia Renou-Maissant & Georges Prat & Sylvie Lecarpentier-Moyal, 2017, "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Post-Print, HAL, number halshs-02080313, Nov, DOI: 10.1016/j.rfe.2017.03.001.
• Yuanyuan Li & Bertrand Wigniolle, 2017, "Endogenous information revelation in a competitive credit market and credit crunch," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01509773, DOI: 10.1016/j.jmateco.2016.09.008.
• Sofiane Aboura & Björn van Roye, 2017, "Financial stress and economic dynamics: An application to France," Working Papers, HAL, number hal-01526393, May.
• Ioanid Rosu & Elvira Sojli & Wing Wah Tham, 2017, "Quotes, Trades and the Cost of Capital," Working Papers, HAL, number hal-01941510, Jul.
• Thomas Stebro & Manuel Fernnndez Sierra & Stefano Lovo & Nir Vulkan, 2017, "Herding in Equity Crowdfunding," Working Papers, HAL, number hal-01970724, Dec.
• Houdou Basse Mama & Rachidi Kotchoni, 2017, "Investor Relations' Quality and Mispricing," Working Papers, HAL, number hal-04141636.
• Mohamed Ilyes Gritli & Serge Rey, 2017, "Quel impact de la libéralisation du compte capital sur le développement financier en Tunisie ? Les enseignements d'un modèle ARDL," Working papers of CATT, HAL, number hal-01880318, Sep.
• Bryan Engelhardt & Victor Matheson & Alex Yen & Maxwell Chisholm, 2017, "The Economic Impact of Olympic Games: Effects of Host Country Announcements on Stock Market Returns," Working Papers, College of the Holy Cross, Department of Economics, number 1704, Aug.
• Feng, Xunan & Johansson, Anders C., 2017, "Top Executives on Social Media and Information in the Capital Market: Evidence from China," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2017-47, Nov.
• Hollifield, Burton & Sandås, Patrik & Todd, Andrew, 2017, "Latency Arbitrage When Markets Become Faster," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 338, May.
• Åhl, Magnus, 2017, "How big is the toolbox of a central banker? Managing expectations with policy-rate forecasts: Evidence from Sweden," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 339, May.
• Lundström, Christian, 2017, "On the Returns of Trend-Following Trading Strategies," Umeå Economic Studies, Umeå University, Department of Economics, number 948, Mar.
• Elena Chirkova & Vladislav Petrov, 2017, "Testing for Insider Trading in the Depositary Receipts and Common Shares of the Russian Public Companies," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 3, pages 482-514.
• Victoria Dobrynskaya, 2017, "Dynamic Momentum and Contrarian Trading," HSE Working papers, National Research University Higher School of Economics, number WP BRP 61/FE/2017.
• Davor Kunovac & Rafael Ravnik, 2017, "Are sovereign credit ratings overrated?," Working Papers, The Croatian National Bank, Croatia, number 47, Feb.
• Radu LUPU & Alexandra MATEESCU & Mihai MITRACHE, 2017, "Analysis of Macroeconomic Events Impact Using the Event Study Methodology," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 5, issue 2, pages 3-13, June.
• Ilona Melnychenko, 2017, "Functions, Methods and Principles of Accounting in Improving an Enterprise's Economic Security," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 50-56, June.
• Nataliya Trusova, 2017, "Structure of the Total Financial Potential of Agriculture: Regional Aspect," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 119-125, September.
• Nataliya Trusova, 2017, "Environment of Multifactorial Risk in the Financial System of Agribusiness Enterprises," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 127-138, December.
• Chih-Wen Yang & Chun-An Li & Sam Ting-Hsin Hsu, 2017, "An Explanation Of Financial Market Anomalies: Risk-Based Or Behavioral View? A New Perspective On Financial Constraints," Global Journal of Business Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 27-42.
• Chris, C. Hsu, 2017, "How Fuel Price Shocks Affect Airline Stock Returns: An Empirical Study Of Major Us Carriers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 51-59.
• Chih-Wen Yang & Chun-An Li & Sam Ting-Hsin Hsu, 2017, "Investor Attention, Psychological Anchors, And The Stealth Index," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 79-92.
• Eduardo E Sandoval & Sandra P Borotto, 2017, "The Effect On Shareholders’ Wealth In Companies Of The Automotive Industry, After The Volkswagen Announcement Of Cheating In The Gas Emission Contaminants Of Its Vehicles, Efecto En La Riqueza De Los Accionistas De Las Companias Lideres Del Mercado," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 1-16.
• Juan Carlos Lezama Palomino & Miguel Angel Laverde Sarmiento & Carlos Arturo Gómez Restrepo, 2017, "The Stock Market And Its Impact On The Economy: A Colombian Case Study 2001-2013, El Mercado De Valores Y Su Influencia En La Economia: Estudio Del Caso Colombiano 2001-2013," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 29-39.
• Juan Carlos Alonso & Mario Luis Perossa & Pablo Waldman & Santiago Gigler, 2017, "The Effects Of Information On Stock Indexes: The Contagion Of The 2007/2008 Crisis From The Core Countries To The Periphery, El Efecto De La Informacion Sobre Los Indices Bursatiles: La Transferencia De La Crisis 2007/2008 De Los Paises Centrales A L," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 41-52.
• Mario Luis Perossa & Alejandra Marinaro & Walter Velardez, 2017, "Evolution Of Energy Company Share Prices And Their Relationship With Macroeconomic Variables: Evidence From Argentina Evolucion De Precios De Acciones De Empresa De Energia Y Su Relacion Con Las Variables Macroeconomicas: Evidencia De Argentina," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 4, pages 1-14.
• Vasiliki A. Basdekidou & Artemis A. Styliadou, 2017, "Corporate Social Responsibility & Market Volatility: Relationship and Trading Opportunities," International Business Research, Canadian Center of Science and Education, volume 10, issue 5, pages 1-12, May.
• Ali Rama, 2017, "An Exploration Of Customers’ Switching Behavior In Islamic Banking Industry," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 2, issue 2, pages 221-250, February, DOI: https://doi.org/10.21098/jimf.v2i2..
• Nadiah Hidayati & Hermanto Siregar & Syamsul Hidayat Pasaribu, 2017, "Determinant Of Efficiency Of The Islamic Banking In Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 1, pages 29-48, July, DOI: https://doi.org/10.21098/bemp.v20i1.
• Christophe Boya, 2017, "Testing capital market efficiency," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 19, issue 2, pages 194-224.
• Oskar Kowalewksi & Piotr Spiewanowski, 2017, "Stock market response to potash mine disasters," Working Papers, IESEG School of Management, number 2017-ACF-02, Mar.
• Chaohua Dong & Oliver Linton, 2017, "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP59/17, Dec.
• Marios Panayides & Barbara Rindi & Ingrid M. Werner, 2017, "Trading Fees and Intermarket Competition," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 595.
• Pierpaolo Battigalli & Carlo Chiarella & Stefano Gatti & Tommaso Orlando, 2017, "M&A negotiations with limited information: how do opaque firms buy and get bought?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 596.
• Luo Wang & Bin Li & Rakesh Gupta & Jen-Je Su & Benjamin Liu, 2017, "Return Predictability in Australian Managed Funds," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 16, issue 1, pages 1-19, June.
• Sylvester Eijffinger & Ronald Mahieu & Louis Raes, 2017, "Can the Fed Talk the Hind Legs Off the Stock Market?," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 1, pages 53-94, February.
• Douglas Davis & Edward Simpson Prescott, 2017, "Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 2, pages 33-71, June.
• Gustavo Adolfo Díaz Valencia, 2017, "La influencia de la vivienda en la aversión al riesgo de portafolios familiares," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 12, issue 3, pages 89-119, Julio-Sep.
• Alonso-Rivera, Angélica & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2017, "Variables monetarias y formación de burbujas especulativas: un análisis de sincronización de frecuencias (1992-2013)," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 24, pages 7-24, Primer se.
• Diego d'Andria, 2017, "Tax policy and entrepreneurial entry with information asymmetry and learning," JRC Working Papers on Taxation & Structural Reforms, Joint Research Centre, number 2017-01, Feb.
• António Afonso & Pedro Cardoso, 2017, "Exchange-traded Funds as an Alternative Investment Option: a Case Study," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/22, Dec.
• Wasim K. Al-Shattarat & Basiem K. Al-Shattarat, 2017, "The Relationship Between Cumulative Abnormal Returns And Earnings: Evidence From Emerging Markets," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 2, pages 357-368, April-Jun.
• Emmanuel Numapau Gyamfi & Kwabena A. Kyei & Ryan Gill, 2017, "Market efficiency of African stock markets: A Meta-Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 69-80, October-D.
• Fitriya Fauzi & Dani Foo & Abdul Basyith, 2017, "Islamic Bond Announcement: Is There Any Effect on Returns?," 2017 Papers, Job Market Papers, number pfa366, Apr.
• Gregori, Wildmer & Sacchi, Agnese, 2017, "Has the Grexit news affected euro area financial markets?," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2017-13, Dec.
• Muhammad Fayyaz Sheikh & Syed Zulfiqar Ali Shah & Shahid Mahmood, 2017, "Weather Effects on Stock Returns and Volatility in South Asian Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 2, pages 75-107, June, DOI: 10.1007/s10690-017-9225-2.
• Ebenezer Asem & Vishaal Baulkaran & Rossitsa Yalamova & Xiaofei Zhang, 2017, "Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 4, pages 253-267, December, DOI: 10.1007/s10690-017-9232-3.
• Chune Young Chung & Yunjae Lee & Doojin Ryu, 2017, "Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 4, pages 309-322, December, DOI: 10.1007/s10690-017-9235-0.
• Karim Jamal & Michael Maier & Shyam Sunder, 2017, "Simple Agents, Intelligent Markets," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 4, pages 653-675, April, DOI: 10.1007/s10614-016-9582-3.
• Karin Haldrup, 2017, "On security of collateral in Danish mortgage finance: a formula of property rights, incentives and market mechanisms," European Journal of Law and Economics, Springer, volume 43, issue 1, pages 1-29, February, DOI: 10.1007/s10657-014-9448-x.
• Mihály Ormos & Dusán Timotity, 2017, "Expected downside risk and asset prices: characteristics of emerging and developed European markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 3, pages 529-546, August, DOI: 10.1007/s10663-016-9329-3.
• Michael Busack & Wolfgang Drobetz & Jan Tille, 2017, "Can investors benefit from the performance of alternative UCITS funds?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 1, pages 69-111, February, DOI: 10.1007/s11408-016-0283-7.
• Evan Gatev & Mingxin Li, 2017, "Hedge funds as international liquidity providers: evidence from convertible bond arbitrage in Canada," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 2, pages 117-136, May, DOI: 10.1007/s11408-017-0285-0.
• Juha Joenväärä & Bernd Scherer, 2017, "A note on the valuation of asset management firms," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 2, pages 181-199, May, DOI: 10.1007/s11408-017-0287-y.
• Xiaojie Xu, 2017, "The rolling causal structure between the Chinese stock index and futures," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 4, pages 491-509, November, DOI: 10.1007/s11408-017-0299-7.
• James Ming Chen, 2017, "Even-Keeled Moments of Doubt," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 23, issue 3, pages 353-354, August, DOI: 10.1007/s11294-017-9643-y.
• Manuel Hoffmann & Matthias Neuenkirch, 2017, "The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine," International Economics and Economic Policy, Springer, volume 14, issue 1, pages 61-73, January, DOI: 10.1007/s10368-015-0321-3.
• María del Mar Miralles-Quirós & José Luis Miralles-Quirós, 2017, "Improving Diversification Opportunities for Socially Responsible Investors," Journal of Business Ethics, Springer, volume 140, issue 2, pages 339-351, January, DOI: 10.1007/s10551-015-2691-4.
• Wolfgang Breuer & Moritz Felde & Bertram I. Steininger, 2017, "The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries," Journal of Business Ethics, Springer, volume 144, issue 3, pages 533-547, September, DOI: 10.1007/s10551-015-2814-y.
• Jun (Tony) Ruan & Tongshu Ma, 2017, "Bid-Ask Spread, Quoted Depths, and Unexpected Duration Between Trades," Journal of Financial Services Research, Springer;Western Finance Association, volume 51, issue 3, pages 385-436, June, DOI: 10.1007/s10693-015-0233-y.
• Sheng Guo & William G. Hardin, 2017, "Financial and Housing Wealth, Expenditures and the Dividend to Ownership," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 1, pages 58-96, January, DOI: 10.1007/s11146-015-9540-1.
• Peter Chinloy & William Hardin & Zhonghua Wu, 2017, "Foreclosure, REO, and Market Sales in Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 2, pages 188-215, February, DOI: 10.1007/s11146-015-9544-x.
• Geoffrey M. Ngene & Daniel P. Sohn & M. Kabir Hassan, 2017, "Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 482-514, May, DOI: 10.1007/s11146-016-9552-5.
• S. McKay Price & Michael J. Seiler & Jiancheng Shen, 2017, "Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 515-557, May, DOI: 10.1007/s11146-016-9557-0.
• Lamont Black & John Krainer & Joseph Nichols, 2017, "From Origination to Renegotiation: A Comparison of Portfolio and Securitized Commercial Real Estate Loans," The Journal of Real Estate Finance and Economics, Springer, volume 55, issue 1, pages 1-31, July, DOI: 10.1007/s11146-016-9548-1.
• Ralf Meyer, 2017, "Profitability patterns in the interest rate derivatives market," Review of Derivatives Research, Springer, volume 20, issue 3, pages 231-254, October, DOI: 10.1007/s11147-017-9129-3.
• Vincent Xiang & Michael T. Chng & Victor Fang, 2017, "The economic significance of CDS price discovery," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 1-30, January, DOI: 10.1007/s11156-015-0540-2.
• James Cicon, 2017, "Say it again Sam: the information content of corporate conference calls," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 57-81, January, DOI: 10.1007/s11156-015-0542-0.
• Sati P. Bandyopadhyay & Alan Guoming Huang & Kevin Jialin Sun & Tony S. Wirjanto, 2017, "The return premiums to accruals quality," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 83-115, January, DOI: 10.1007/s11156-015-0543-z.
• Debarati Bhattacharya & Wei-Hsien Li & Gokhan Sonaer, 2017, "Has momentum lost its momentum?," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 191-218, January, DOI: 10.1007/s11156-015-0547-8.
• Jeffrey Hobbs & Hei Wai Lee & Vivek Singh, 2017, "New evidence on the effect of belief heterogeneity on stock returns," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 2, pages 289-309, February, DOI: 10.1007/s11156-016-0551-7.
• Paul Brockman & Dennis Y. Chung & Kenneth W. Shaw, 2017, "The R&D-abnormal return anomaly: a transaction cost explanation," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 2, pages 385-406, February, DOI: 10.1007/s11156-016-0555-3.