Research classified by Journal of Economic Literature (JEL) codes

2018

• Xue Wang & Feng Cao & Kangtao Ye, 2018, "Mandatory Corporate Social Responsibility (CSR) Reporting and Financial Reporting Quality: Evidence from a Quasi-Natural Experiment," Journal of Business Ethics, Springer, volume 152, issue 1, pages 253-274, September, DOI: 10.1007/s10551-016-3296-2.
• Hyun Joung Jin & Jang-Chul Kim, 2018, "Effects of the “Gangnam Style Syndrome” on the South Korean stock market," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 42, issue 1, pages 139-161, February, DOI: 10.1007/s10824-017-9291-3.
• Seraina C. Anagnostopoulou & Aikaterini C. Ferentinou & Panagiotis A. Tsaousis & Andrianos E. Tsekrekos, 2018, "The Options Market Reaction to Bank Loan Announcements," Journal of Financial Services Research, Springer;Western Finance Association, volume 53, issue 1, pages 99-139, February, DOI: 10.1007/s10693-016-0243-4.
• Bhanu Balasubramnian & Ajay Palvia, 2018, "Can short sellers inform bank supervision?," Journal of Financial Services Research, Springer;Western Finance Association, volume 53, issue 1, pages 69-98, February, DOI: 10.1007/s10693-016-0256-z.
• Kei-Ichiro Inaba, 2018, "Liquidity and Pricing of Credit Default Swaps in Japan: Evidence from a Benchmark Index for Corporate Debt Claims," Journal of Financial Services Research, Springer;Western Finance Association, volume 54, issue 1, pages 111-143, August, DOI: 10.1007/s10693-016-0241-6.
• Ryan L. Davis & Stephen N. Jurich & Brian S. Roseman & Ethan D. Watson, 2018, "Short-Sale Restrictions and Price Clustering: Evidence from SEC Rule 201," Journal of Financial Services Research, Springer;Western Finance Association, volume 54, issue 3, pages 345-367, December, DOI: 10.1007/s10693-017-0272-7.
• Xiaoying Deng & Seow Eng Ong, 2018, "Real Earnings Management, Liquidity Risk and REITs SEO Dynamics," The Journal of Real Estate Finance and Economics, Springer, volume 56, issue 3, pages 410-442, April, DOI: 10.1007/s11146-017-9649-5.
• Štefan Lyócsa & Roman Horváth, 2018, "Stock Market Contagion: a New Approach," Open Economies Review, Springer, volume 29, issue 3, pages 547-577, July, DOI: 10.1007/s11079-018-9481-4.
• Iman Adeinat & Naseem Al Rahahleh & Peihwang Wei, 2018, "Did crisis alter trading of two major oil futures markets?," Review of Derivatives Research, Springer, volume 21, issue 1, pages 45-61, April, DOI: 10.1007/s11147-017-9133-7.
• Sutirtha Bagchi, 2018, "A Tale of Two Cities: An Examination of Medallion Prices in New York and Chicago," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 53, issue 2, pages 295-319, September, DOI: 10.1007/s11151-018-9612-5.
• Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018, "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 33-66, January, DOI: 10.1007/s11156-017-0622-4.
• Shuxing Yin & Khelifa Mazouz & Abdelhafid Benamraoui & Brahim Saadouni, 2018, "Stock price reaction to profit warnings: the role of time-varying betas," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 1, pages 67-93, January, DOI: 10.1007/s11156-017-0623-3.
• Thanos Verousis & Pietro Perotti & Georgios Sermpinis, 2018, "One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 353-392, February, DOI: 10.1007/s11156-017-0632-2.
• Jullavut Kittiakarasakun & Lalatendu Misra & Sinan Yildirim, 2018, "An analysis of closed-end funds discounts viewed from a lack of redemption perspective," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 415-440, February, DOI: 10.1007/s11156-017-0634-0.
• Nan Hu & Ling Liu & Lu Zhu, 2018, "Credit default swap spreads and annual report readability," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 591-621, February, DOI: 10.1007/s11156-017-0639-8.
• Florian Kiesel & Sascha Kolaric, 2018, "Measuring the effect of watch-preceded and direct rating changes: a note on credit markets," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 2, pages 653-672, February, DOI: 10.1007/s11156-017-0641-1.
• Wenjing Ouyang & Samuel H. Szewczyk, 2018, "Stock price informativeness on the sensitivity of strategic M&A investment to Q," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 745-774, April, DOI: 10.1007/s11156-017-0645-x.
• Jorida Papakroni, 2018, "The dispersion anomaly and analyst recommendations," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 3, pages 861-896, April, DOI: 10.1007/s11156-017-0649-6.
• Dimitrios Koutmos & Konstantinos Bozos & Dionysia Dionysiou & Neophytos Lambertides, 2018, "The timing of new corporate debt issues and the risk-return tradeoff," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 943-978, May, DOI: 10.1007/s11156-017-0651-z.
• Bikki Jaggi & Alessandra Allini & Riccardo Macchioni & Annamaria Zampella, 2018, "Do investors find carbon information useful? Evidence from Italian firms," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1031-1056, May, DOI: 10.1007/s11156-017-0653-x.
• Marius Popescu & Zhaojin Xu, 2018, "Leading the herd: evidence from mutual funds’ buy and sell decisions," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1131-1146, May, DOI: 10.1007/s11156-017-0656-7.
• Cristhian Mellado-Cid & Surendranath R. Jory & Thanh N. Ngo, 2018, "Real activities manipulation and firm valuation," Review of Quantitative Finance and Accounting, Springer, volume 50, issue 4, pages 1201-1226, May, DOI: 10.1007/s11156-017-0659-4.
• Gregory McKee & Albert Kagan, 2018, "Community bank structure an x-efficiency approach," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 19-41, July, DOI: 10.1007/s11156-017-0662-9.
• Federica Salvadè, 2018, "Is less information better information? Evidence from the credit rating withdrawal," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 139-157, July, DOI: 10.1007/s11156-017-0666-5.
• Bin Wang & Wonseok Choi & Ibrahim Siraj, 2018, "Local investor attention and post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 1, pages 219-252, July, DOI: 10.1007/s11156-017-0669-2.
• Jason P. Berkowitz & Craig A. Depken, 2018, "A rational asymmetric reaction to news: evidence from English football clubs," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 347-374, August, DOI: 10.1007/s11156-017-0673-6.
• Hardy Johnson & Ansley Chua & Tianming Zhang, 2018, "Odd lot trading and earnings announcements," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 529-551, August, DOI: 10.1007/s11156-017-0679-0.
• Ajit Dayanandan & Han Donker & John Nofsinger, 2018, "Corporate goodness and profit warnings," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 2, pages 553-573, August, DOI: 10.1007/s11156-017-0680-7.
• Hsiu-Lang Chen, 2018, "Information diffusion of upstream and downstream industry-wide earnings surprises and its implications," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 751-784, October, DOI: 10.1007/s11156-017-0687-0.
• Eero J. Pätäri & Timo H. Leivo & Janne Hulkkonen & J. V. Samuli Honkapuro, 2018, "Enhancement of value investing strategies based on financial statement variables: the German evidence," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 813-845, October, DOI: 10.1007/s11156-017-0689-y.
• Veronika Vinogradova, 2018, "Value creation through external growth strategy: the architecture of successful performance," Review of Quantitative Finance and Accounting, Springer, volume 51, issue 3, pages 847-882, October, DOI: 10.1007/s11156-017-0690-5.
• Waqas Khan & Neelab Moulanazada, 2018, "Explanatory Analysis of Information Disclosure in Relation with Foreign Aid in Afghanistan," Kardan Journal of Economics and Management Sciences, Kardan University, Department of Economics, volume 1, issue 2, pages 7-8, April.
• Abdul Nasser Hasibuan, 2018, "Company Monitoring Analysis on Financial Report Quality in Indonesia Stock Exchange Manufacturing Sector," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, volume 4, issue 4, pages 162-175, December.
• Kentaro Iwatsubo & Clinton Watkins, 2018, "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers, Graduate School of Economics, Kobe University, number 1830, Dec.
• Musarrat SHAMSHIR & Mirza Jawwad BAIG & Khalid MUSTAFA, 2018, "Evidence of random walk in Pakistan stock exchange: An emerging stock market study," Journal of Economics Library, KSP Journals, volume 5, issue 1, pages 103-117, March.
• Estelle Cantillon & Aurelie Cecile Dominique Slechten, 2018, "Information Aggregation in Emissions Markets with Abatement," Working Papers, Lancaster University Management School, Economics Department, number 251505309.
• Juan José María Martínez, 2018, "Modelo de autómatas celulares para la dinámica de un mercado financiero. Estrategias, imitación y estados de ánimo," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 46-94, January-D.
• Cécile EDLINGER & Maxime MERLI & Antoine PARENT, 2018, "Financial Diversification before WW1 : A Risk/Return Analysis of Portfolio’s Advice of French Financial Analyst Alfred Neymarck," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2018-03.
• Nusrat Fatema, 2018, "Stimulation of Efficient Employee Performance through Human Resource Management Practices: A Study on the Health Care Sector of Bangladesh," International Journal of Business and Social Research, LAR Center Press, volume 8, issue 1, pages 1-18, January.
• Huang Yi & Yang Xiugang, 2018, "Investors’ Sentiment and Enterprise's Non-Efficient investment: The Intermediary Effect of Stock Price Volatility," International Journal of Business and Social Research, LAR Center Press, volume 8, issue 7, pages 1-14, July.
• Katrin Hussinger & Sebastian Pacher, 2018, "Information Ambiguity, Patents and the Market Value of Innovative Assets," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 18-17.
• Arnaud Bourgain & Luisito Bertinelli & Florian Leon, 2018, "Corruption and tax compliance: Evidence from small retailers in Bamako, Mali," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 18-18.
• Soraia de Sousa Bornett & Carlos Manuel Pinheiro, 2018, "O Mercado Segurador em Portugal: O Papel dos Gestores na Constituição de Provisões," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 0112, Oct, revised Oct 2018.
• Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 4, issue 2, pages 111-125, DOI: 10.11118/ejobsat.v4i2.120.
• Sri Noor Aishah Binti Mohd Salleh & Karren Lee-Hwei Khaw, 2018, "Frequency and Sequence: Convertible Debt Issuance Announcement Effect on Stock Returns," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 1-20.
• Subashini Maniam & Chin Lee, 2018, "Stock Market Liberalization Impact on Sectoral Stock Market Return in Malaysia," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 21-31.
• Jasman Tuyon & Zamri Ahmad, 2018, "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, volume 26, issue 2, pages 32-52.
• Yuriy Zabolotnyuk, 2018, "Wealth Effects of Bond Rating Announcements," Multinational Finance Journal, Multinational Finance Journal, volume 22, issue 3-4, pages 211-254, September.
• Diego d'Andria, 2018, "Start-ups, Venture Capital Financing, and Tax Policy under Adverse Selection," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, volume 74, issue 4, pages 462-480, December, DOI: 10.1628/fa-2018-0018.
• David De Villiers & Natalya Apopo & Andrew Phiri, 2018, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Working Papers, Department of Economics, Nelson Mandela University, number 1826, Jul.
• Utz Weitzel & Christoph Huber & Jürgen Huber & Michael Kirchler & Florian Lindner & Julia Rose, 2018, "Bubbles and Financial Professionals," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2018_09, Jun, revised Mar 2019.
• Martin Hellwig, 2018, "Bargeld, Giralgeld, Vollgeld: Zur Diskussion um das Geldwesen nach der Finanzkrise," Discussion Paper Series of the Max Planck Institute for Behavioral Economics, Max Planck Institute for Behavioral Economics, number 2018_10, Jun.
• E. James Cowan & Karen C. Denning & Anne Anderson & Xiaohui Yang, 2018, "Divergent Market Responses to Human Capital Reorganizations," Business and Economic Research, Macrothink Institute, volume 8, issue 1, pages 212-243, March.
• Carlos Jorge Lenczewski Martins, 2018, "Toxic liquidity – is it here to stay?," Bank i Kredyt, Narodowy Bank Polski, volume 49, issue 1, pages 1-16.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail That Keeps the Riskless Rate Low," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2018, volume 33".
• Meredith Crowley & Ning Meng & Huasheng Song, 2018, "Policy Shocks and Stock Market Returns: Evidence from Chinese Solar Panels," NBER Chapters, National Bureau of Economic Research, Inc, "Globalization and Welfare Impacts of International Trade".
• Bing Han & David Hirshleifer & Johan Walden, 2018, "Social Transmission Bias and Investor Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 24281, Feb.
• Kenneth R. Ahern, 2018, "Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades," NBER Working Papers, National Bureau of Economic Research, Inc, number 24297, Feb.
• Julian Kozlowski & Laura Veldkamp & Venky Venkateswaran, 2018, "The Tail that Keeps the Riskless Rate Low," NBER Working Papers, National Bureau of Economic Research, Inc, number 24362, Feb.
• Shinichi Kamiya & Jun-Koo Kang & Jungmin Kim & Andreas Milidonis & René M. Stulz, 2018, "What is the Impact of Successful Cyberattacks on Target Firms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24409, Mar.
• Charles W. Calomiris & Harry Mamaysky, 2018, "How News and Its Context Drive Risk and Returns Around the World," NBER Working Papers, National Bureau of Economic Research, Inc, number 24430, Mar.
• Yong Chen & Bryan Kelly & Wei Wu, 2018, "Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 24552, Apr.
• George O. Aragon & Rajnish Mehra & Sunil Wahal, 2018, "Do Properly Anticipated Prices Fluctuate Randomly? Evidence from VIX Futures Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 24575, May.
• Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018, "Market-making with Search and Information Frictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 24648, May.
• David Hirshleifer & Danling Jiang & Yuting Meng, 2018, "Mood Betas and Seasonalities in Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 24676, Jun.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2018, "q⁵," NBER Working Papers, National Bureau of Economic Research, Inc, number 24709, Jun.
• Pablo Kurlat, 2018, "How I Learned to Stop Worrying and Love Fire Sales," NBER Working Papers, National Bureau of Economic Research, Inc, number 24752, Jun.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang, 2018, "Do Foreign Investors Improve Market Efficiency?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24765, Jun.
• Huaizhi Chen & Lauren Cohen & Umit Gurun & Dong Lou & Christopher Malloy, 2018, "IQ from IP: Simplifying Search in Portfolio Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 24801, Jul.
• Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2018, "Asset Insulators," NBER Working Papers, National Bureau of Economic Research, Inc, number 24973, Aug.
• Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright, 2018, "Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises," NBER Working Papers, National Bureau of Economic Research, Inc, number 25016, Sep.
• Anna Cieslak & Andreas Schrimpf, 2018, "Non-Monetary News in Central Bank Communication," NBER Working Papers, National Bureau of Economic Research, Inc, number 25032, Sep.
• Efraim Benmelech & Nittai Bergman, 2018, "Debt, Information, and Illiquidity," NBER Working Papers, National Bureau of Economic Research, Inc, number 25054, Sep.
• Lauren Cohen & Christopher Malloy & Quoc Nguyen, 2018, "Lazy Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 25084, Sep.
• Usman Ali & David Hirshleifer, 2018, "Shared Analyst Coverage: Unifying Momentum Spillover Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 25201, Oct.
• Eduardo Dávila & Cecilia Parlatore, 2018, "Identifying Price Informativeness," NBER Working Papers, National Bureau of Economic Research, Inc, number 25210, Nov.
• Elisabeth Kempf & Margarita Tsoutsoura, 2018, "Partisan Professionals: Evidence from Credit Rating Analysts," NBER Working Papers, National Bureau of Economic Research, Inc, number 25292, Nov.
• Stefano Ramelli & Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018, "Investor Rewards to Climate Responsibility: Evidence from the 2016 Climate Policy Shock," NBER Working Papers, National Bureau of Economic Research, Inc, number 25310, Nov.
• Samuel P. Fraiberger & Do Lee & Damien Puy & Romain Rancière, 2018, "Media Sentiment and International Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 25353, Dec.
• Triperina Panagiota, 2018, "Analysis And Evaluation Of Strategic Management In The Greek Banking Sector Before And During The Economic Crisis, 2000-2015," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 14, issue 1, pages 156-164.
• Shao, Diana & Ritter, Jay R., 2018, "Closed-End Fund IPOs: Sold, Not Bought," Critical Finance Review, now publishers, volume 7, issue 2, pages 201-240, December, DOI: 10.1561/104.00000065.
• Bozhidar Nedev, 2018, "Short-term Predictability on the International Capital Markets – Momentum Effect," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 121-135, April.
• Ani Stoykova, 2018, "Market Dynamics of Stock Exchanges of South East Europe – Efficiency and Harmonization," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 70-87, April.
• Vera Pirimova & Ekaterina Sotirova, 2018, "Liquidity of the Banking Sector and the State of Bulgaria’s Economy," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 5-13, December.
• Mihir Dash & Sadguna Kantheti & Guttula Krishna Teja, 2018, "The Book-to-Market Anomaly for Banking Stocks in the Indian Stock Market: A Panel Regression Analysis," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, volume 7, issue 1, pages 15-23, February.
• Stefán B. Gunnlaugsson, 2018, "Trading Rules On A Small Stock Market," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, volume 3, issue 1, pages 46-55, March.
• Dražen Koški, 2018, "The Effectiveness of Foreign Exchange Interventions in the Republic of Croatia: The Event Study," Occasional Publications, Josip Juraj Strossmayer University of Osijek, Faculty of Economics, chapter 10, "Financije teorija i suvremena pitanja = Finance - theory and contemporary issues".
• Kenji Hatakenaka, 2018, "Relationship between tick size reduction and price information of open limit order book," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 18-13, May.
• Gordon L Clark, 2018, "Learning-by-doing and knowledge management in financial markets," Journal of Economic Geography, Oxford University Press, volume 18, issue 2, pages 271-292.
• Wei Lan & Long Feng & Ronghua Luo, 2018, "Testing High-Dimensional Linear Asset Pricing Models," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 2, pages 191-210.
• Piotr Kokoszka & Hong Miao & Matthew Reimherr & Bahaeddine Taoufik, 2018, "Dynamic Functional Regression with Application to the Cross-section of Returns," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 3, pages 461-485.
• Albert S Kyle & Anna A Obizhaeva & Yajun Wang, 2018, "Smooth Trading with Overconfidence and Market Power," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 1, pages 611-662.
• Santosh Anagol & Vimal Balasubramaniam & Tarun Ramadorai, 2018, "Endowment Effects in the Field: Evidence from India’s IPO Lotteries," The Review of Economic Studies, Review of Economic Studies Ltd, volume 85, issue 4, pages 1971-2004.
• Deniz Anginer & Çelim Yıldızhan, 2018, "Is There a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross-section of Equity Returns
  [The risk-adjusted cost of financial distress]," Review of Finance, European Finance Association, volume 22, issue 2, pages 633-660.
• Marco Cipriani & Antonio Guarino & Giovanni Guazzarotti & Federico Tagliati & Sven Fischer, 2018, "Informational Contagion in the Laboratory," Review of Finance, European Finance Association, volume 22, issue 3, pages 877-904.
• Menachem Meni Abudy & Avi Wohl, 2018, "Corporate Bond Trading on a Limit Order Book Exchange," Review of Finance, European Finance Association, volume 22, issue 4, pages 1413-1440.
• Alex Edmans & Luis Goncalves-Pinto & Moqi Groen-Xu & Yanbo Wang, 2018, "Strategic News Releases in Equity Vesting Months," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 11, pages 4099-4141.
• Ulf Brüggemann & Aditya Kaul & Christian Leuz & Ingrid M. Werner, 2018, "The Twilight Zone: OTC Regulatory Regimes and Market Quality," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 3, pages 898-942.
• David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2018, "Innovative Originality, Profitability, and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 7, pages 2553-2605.
• Ulrike Malmendier & Enrico Moretti & Florian S Peters, 2018, "Winning by Losing: Evidence on the Long-run Effects of Mergers," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 8, pages 3212-3264.
• MiloÈ™ Marius Cristian & MiloÈ™ Laura Raisa, 2018, "Short-Selling Regulation and the Development of the Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 470-475, July.
• MiloÅŸ Laura Raisa & MiloÅŸ Marius Cristian, 2018, "Accounting Disclosure and Stock Market Reaction. Empirical Analysis on Bucharest Stock Exchange," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 643-648, December.
• G—mez Mart’nez, Raœl & Paule Vianes, Jessica & Martínez Naval—n, Juan Gabriel, 2018, "Eficacia de las prohibiciones de las ventas en corto en Espa–a || Effectiveness of Short Sales Bans in Spain," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 250-268, Diciembre.
• Samaniego, Ángel & Rodríguez-Reyes, Luis Raúl, 2018, "Passive Portfolio Management by Indexing: A Performance Analysis of High, Medium and Low Capitalization Indices in Mexico || Administración pasiva de portafolios mediante indexación: un análisis del desempeño de los índices de alta, mediana y baja ca," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 26, issue 1, pages 269-293, Diciembre.
• Wai Mun Fong, 2018, "“Safe” stocks," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 93-98, March, DOI: 10.1057/s41260-017-0050-y.
• Demir Bektić & Tobias Regele, 2018, "Exploiting uncertainty with market timing in corporate bond markets," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 2, pages 79-92, March, DOI: 10.1057/s41260-017-0063-6.
• Konstantina Kappou, 2018, "The diminished effect of index rebalances," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 4, pages 235-244, July, DOI: 10.1057/s41260-018-0077-8.
• 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.
• Mária Bohdalová & Michal Greguš, 2018, "China’S Market And Global Economic Factors," CBU International Conference Proceedings, ISE Research Institute, volume 6, issue 0, pages 58-61, September, DOI: 10.12955/cbup.v6.1133.
• Jukka Ilomäki & Hannu Laurila, 2018, "The Noise Trader Effect In A Walrasian Financial Market," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 405-419, December.
• Abderrazak Said Belabes, 2018, "Book Review of "The Lie of Financial Markets: Mathematics, Price Signal and the Planet By: Nicolas Bouleau, Reviewed by: Abderrazak Said Belabes مراجعة علمية لكتاب: "أكذوبة الأسواق المالية: الرياضيات والإشارات السعرية ومصير الأرض من الناحية," Book reviews and book reports published in the Journal of King Abdulaziz University: Islamic Economics., King Abdulaziz University, Islamic Economics Institute., number 723, Oct, DOI: 10.4197/Islec.31-3.10.
• Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," Research Africa Network Working Papers, Research Africa Network (RAN), number 18/007, Jan.
• Hakan Altın & Cemil Süslü, 2018, "Evaluatıon of the Performance of the Tourısm Companıes Trade on Borsa Istanbul: An Applıcatıon on Restaurants and Hotels," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 33, issue 109, pages 31-50, April, DOI: https://doi.org/10.33203/mfy.341805.
• Estelle Cantillon & Aurélie Slechten, 2018, "Information Aggregation in Emissions Markets with Abatement," Annals of Economics and Statistics, GENES, issue 132, pages 53-79, DOI: 10.15609/annaeconstat2009.132.0053.
• Albert H. Choi & Kathryn E. Spier, 2018, "Taking a Financial Position in Your Opponent in Litigation," American Economic Review, American Economic Association, volume 108, issue 12, pages 3626-3650, December.
• Jianjun Miao & Pengfei Wang, 2018, "Asset Bubbles and Credit Constraints," American Economic Review, American Economic Association, volume 108, issue 9, pages 2590-2628, September.
• Ruben Enikolopov & Maria Petrova & Konstantin Sonin, 2018, "Social Media and Corruption," American Economic Journal: Applied Economics, American Economic Association, volume 10, issue 1, pages 150-174, January.
• Hannes Schwandt, 2018, "Wealth Shocks and Health Outcomes: Evidence from Stock Market Fluctuations," American Economic Journal: Applied Economics, American Economic Association, volume 10, issue 4, pages 349-377, October.
• Justin Wolfers & Eric Zitzewitz, 2018, "The "Standard Error" of Event Studies: Lessons from the 2016 Election," AEA Papers and Proceedings, American Economic Association, volume 108, pages 584-589, May.
• Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018, "Unequal Rewards to Firms: Stock Market Responses to the Trump Election and the 2017 Corporate Tax Reform," AEA Papers and Proceedings, American Economic Association, volume 108, pages 590-596, May.
• Gur Huberman & Tobias Konitzer & Masha Krupenkin & David Rothschild & Shawndra Hill, 2018, "Economic Expectations, Voting, and Economic Decisions around Elections," AEA Papers and Proceedings, American Economic Association, volume 108, pages 597-602, May.
• Vanessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," AFEA Working Papers, African Finance and Economic Association (AFEA), number 18/006, Jan.
• Kerry McCullough, 2018, "Intraday Information Transmission in the South African Equities Market," The African Finance Journal, Africagrowth Institute, volume 20, issue 2, pages 1-20.
• Vanessa Tchamyou & Simplice Asongu & Jacinta Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 18/007, Jan.
• Ayhan KIRBAŞ, 2018, "Temettü Duyurularinin Hi̇sse Senedi̇ Geti̇ri̇leri̇ne Olan Etki̇leri̇ni̇n Anali̇zi̇," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 3, issue 2, pages 133-148, DOI: 10.30784/epfad.440313.
• Anita Todea, 2018, "Culture And Stock Price Reaction To Private Information," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 21, pages 117-130, June.
• Nayanjyoti Bhattacharjee & Anupam De, 2018, "A Perspective on Industry Classification and Market Reaction to Corporate News: Evidence from India," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 1, pages 31-50, March.
• Pedro Bação & António Portugal Duarte & Helder Sebastião & Srdjan Redzepagic, 2018, "Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 2, pages 97-117, June.
• Júlio Lobão, 2018, "Are African Stock Markets Inefficient? New Evidence on Seasonal Anomalies," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 3, pages 283-301, September.
• Aleksy Kwilinski, 2018, "Mechanism of formation of industrial enterprise development strategy in the information economy," Virtual Economics, The London Academy of Science and Business, volume 1, issue 1, pages 7-25, October, DOI: 10.34021/ve.2018.01.01(1).
• Sebastian Alia Gabriela DUTA, 2018, "Methodology of Bank Relationship Research and Banking Risks. First Part," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 127-130, November.
• Philip Z. MAYMIN, 2018, "The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 74-84, November.
• OAlia Gabriela DUTA & Victor Mihăiță DUTA, 2018, "Governance and Moral Risk: New Approaches," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 20, pages 85-96, November.
• Assoc.Prof. Katarína Belanová Ph. D, 2018, "Availability Of External Sources Of Finance For Smes In Investment Process In Slovakia," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 30, pages 51-57, April.
• Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018, "High frequency trading and extreme price movements," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2018009, Jan.
• Rizwan Raheem Ahmed & Jolita Vveinhardt, 2018, "Estimation of Causal Relationship between World Gold Prices and Kse 100 Index: Evidence from Johansen Cointegration Technique," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 1, pages 51-77, March.
• Sylwester Białowąs & Tomasz Potocki & Anna Rogozińska, 2018, "Financial Returns and Cultural Price Determinants in the Polish Art Market, 1991–2012," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 68, issue 4, pages 591-615, December.
• Juan José María Martínez, 2018, "Modelo de autómatas celulares para la dinámica de un mercado financiero. Estrategias, imitación y estados de ánimo," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 64, pages 46-94, January-D.
• Imdat Dogan, undated, "Testing The Merger Premiums In Publicly Traded Firms: The Case Of U.S. Commercial Banks," Review of Socio - Economic Perspectives, Reviewsep, number 201831, DOI: https://doi.org/10.19275/RSEP055.
• Chaima Kooli & Raoudha Trabelsi & Fethi Tlili, 2018, "The Impact of Accounting Disclosure On Emerging Stock Market Prediction in an Unstable Socio-Political Context," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 17, issue 3, pages 313-329, September.
• Guofu Zhou, 2018, "Measuring Investor Sentiment," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 239-259, November, DOI: 10.1146/annurev-financial-110217-02.
• Stephen Figlewski, 2018, "Risk-Neutral Densities: A Review," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 329-359, November, DOI: 10.1146/annurev-financial-110217-02.
• Hao Zhou, 2018, "Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty," Annual Review of Financial Economics, Annual Reviews, volume 10, issue 1, pages 481-497, November, DOI: 10.1146/annurev-financial-110217-02.