Research classified by Journal of Economic Literature (JEL) codes

2017

• Keith Jakob & Ryan Whitby, 2017, "The impact of nominal stock price on ex-dividend price responses," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 939-953, May, DOI: 10.1007/s11156-016-0574-0.
• Sharad Asthana, 2017, "Diversification by the audit offices in the US and its impact on audit quality," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 1003-1030, May, DOI: 10.1007/s11156-016-0576-y.
• Cathy Yi-Hsuan Chen & Thomas C. Chiang, 2017, "Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 1-28, July, DOI: 10.1007/s11156-016-0584-y.
• J. Barry Lin & Christos Pantzalis & Jung Chul Park, 2017, "Corporate derivatives use policy and information environment," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 159-194, July, DOI: 10.1007/s11156-016-0586-9.
• Semih Tartaroglu & Michael Imhof, 2017, "Insider trading and response to earnings announcements: the impact of accelerated disclosure requirements," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 2, pages 315-336, August, DOI: 10.1007/s11156-016-0592-y.
• Jungshik Hur & Cedric Mbanga Luma, 2017, "Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 2, pages 407-433, August, DOI: 10.1007/s11156-016-0595-8.
• Maggie Hao & Dana A. Forgione & Liang Guo & Hongxian Zhang, 2017, "Improvement in clinical trial disclosures and analysts’ forecast accuracy: evidence from the pharmaceutical industry," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 785-810, October, DOI: 10.1007/s11156-016-0608-7.
• Miriam Marra, 2017, "Explaining co-movements between equity and CDS bid-ask spreads," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 811-853, October, DOI: 10.1007/s11156-016-0609-6.
• Dimitris Andriosopoulos & Leonidas G. Barbopoulos, 2017, "Relative equity market valuation conditions and acquirers’ gains," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 855-884, October, DOI: 10.1007/s11156-016-0610-0.
• Houdou Basse Mama & Stefan Mueller & Ulrich Pape, 2017, "What’s in the news? The ambiguity of the information content of index reconstitutions in Germany," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 4, pages 1087-1119, November, DOI: 10.1007/s11156-017-0617-1.
• Chaoshin Chiao & Zi-May Wang & Shiau-Yuan Tong, 2017, "Order cancellations across investor groups: evidence from an emerging order-driven market," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 4, pages 1167-1193, November, DOI: 10.1007/s11156-017-0620-6.
• Bongini, Paola & Nieri, Laura & Pelagatti, Matteo & Piccini, Andrea, 2017, "Curbing systemic risk in the insurance sector: A mission impossible?," The British Accounting Review, Elsevier, volume 49, issue 2, pages 256-273, DOI: 10.1016/j.bar.2016.08.002.
• Mak, Chun Yu, 2017, "How do financial analysts interpret industrial firms' corporate refocusing announcements?," The British Accounting Review, Elsevier, volume 49, issue 5, pages 493-511, DOI: 10.1016/j.bar.2016.10.003.
• Borochin, Paul & Yang, Jie, 2017, "Options, equity risks, and the value of capital structure adjustments," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 150-178, DOI: 10.1016/j.jcorpfin.2016.11.010.
• Choy, Siu Kai & Lai, Tat-Kei & Ng, Travis, 2017, "Do tax havens create firm value?," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 198-220, DOI: 10.1016/j.jcorpfin.2016.10.016.
• Santos, Francisco, 2017, "IPO market timing with uncertain aftermarket retail demand," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 247-266, DOI: 10.1016/j.jcorpfin.2016.11.013.
• Jiang, Fuxiu & Ma, Yunbiao & Shi, Beibei, 2017, "Stock liquidity and dividend payouts," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 295-314, DOI: 10.1016/j.jcorpfin.2016.12.005.
• Chen, Changling & Kim, Jeong-Bon & Yao, Li, 2017, "Earnings smoothing: Does it exacerbate or constrain stock price crash risk?," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 36-54, DOI: 10.1016/j.jcorpfin.2016.11.004.
• Mc Namara, Andrea & Murro, Pierluigi & O'Donohoe, Sheila, 2017, "Countries lending infrastructure and capital structure determination: The case of European SMEs," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 122-138, DOI: 10.1016/j.jcorpfin.2016.12.008.
• Gounopoulos, Dimitrios & Kallias, Antonios & Kallias, Konstantinos & Tzeremes, Panayiotis G., 2017, "Political money contributions of U.S. IPOs," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 19-38, DOI: 10.1016/j.jcorpfin.2016.12.011.
• Huseynov, Fariz & Sardarli, Sabuhi & Zhang, Wei, 2017, "Does index addition affect corporate tax avoidance?," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 241-259, DOI: 10.1016/j.jcorpfin.2017.01.008.
• Anjos, Fernando & Kang, Chang-Mo, 2017, "Managerial myopia, financial expertise, and executive-firm matching," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 464-479, DOI: 10.1016/j.jcorpfin.2017.02.010.
• Dass, Nishant & Nanda, Vikram & Xiao, Steven Chong, 2017, "Truncation bias corrections in patent data: Implications for recent research on innovation," Journal of Corporate Finance, Elsevier, volume 44, issue C, pages 353-374, DOI: 10.1016/j.jcorpfin.2017.03.010.
• Marks, Joseph M. & Musumeci, Jim, 2017, "Misspecification in event studies," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 333-341, DOI: 10.1016/j.jcorpfin.2017.05.003.
• Anderson, Christopher W. & Huang, Jian & Torna, Gökhan, 2017, "Can investors anticipate post-IPO mergers and acquisitions?," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 496-521, DOI: 10.1016/j.jcorpfin.2017.05.006.
• Bajo, Emanuele & Raimondo, Carlo, 2017, "Media sentiment and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 46, issue C, pages 139-153, DOI: 10.1016/j.jcorpfin.2017.06.003.
• Chan, Konan & Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun, 2017, "What do stock price levels tell us about the firms?," Journal of Corporate Finance, Elsevier, volume 46, issue C, pages 34-50, DOI: 10.1016/j.jcorpfin.2017.06.013.
• Huang, Xiaoran & Kang, Jun-Koo, 2017, "Geographic concentration of institutions, corporate governance, and firm value," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 191-218, DOI: 10.1016/j.jcorpfin.2017.09.016.
• Sun, Hanwen & Yin, Shuxing, 2017, "Information leakage in family firms: Evidence from short selling around insider sales," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 72-87, DOI: 10.1016/j.jcorpfin.2017.09.005.
• Fang, Dawei & Holmén, Martin & Kleinlercher, Daniel & Kirchler, Michael, 2017, "How tournament incentives affect asset markets: A comparison between winner-take-all tournaments and elimination contests," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 1-27, DOI: 10.1016/j.jedc.2016.11.006.
• Berentsen, Aleksander & McBride, Michael & Rocheteau, Guillaume, 2017, "Limelight on dark markets: Theory and experimental evidence on liquidity and information," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 70-90, DOI: 10.1016/j.jedc.2016.11.003.
• Schmitt, Noemi & Westerhoff, Frank, 2017, "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," Journal of Economic Dynamics and Control, Elsevier, volume 80, issue C, pages 34-53, DOI: 10.1016/j.jedc.2017.05.002.
• Bernales, Alejandro & Chen, Louisa & Valenzuela, Marcela, 2017, "Learning and forecasts about option returns through the volatility risk premium," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 312-330, DOI: 10.1016/j.jedc.2017.06.007.
• Halkos, George & Managi, Shunsuke & Zisiadou, Argyro, 2017, "Analyzing the determinants of terrorist attacks and their market reactions," Economic Analysis and Policy, Elsevier, volume 54, issue C, pages 57-73, DOI: 10.1016/j.eap.2017.02.002.
• Xue, Wen-Jun & Zhang, Li-Wen, 2017, "Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models," Economic Modelling, Elsevier, volume 60, issue C, pages 391-401, DOI: 10.1016/j.econmod.2016.09.024.
• Liang, Hanchao & Yang, Chunpeng & Cai, Chuangqun, 2017, "Beauty contest, bounded rationality, and sentiment pricing dynamics," Economic Modelling, Elsevier, volume 60, issue C, pages 71-80, DOI: 10.1016/j.econmod.2016.09.010.
• Wei, Yu & Cao, Yang, 2017, "Forecasting house prices using dynamic model averaging approach: Evidence from China," Economic Modelling, Elsevier, volume 61, issue C, pages 147-155, DOI: 10.1016/j.econmod.2016.12.002.
• Leung, Henry & Schiereck, Dirk & Schroeder, Florian, 2017, "Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises," Economic Modelling, Elsevier, volume 61, issue C, pages 169-180, DOI: 10.1016/j.econmod.2016.12.011.
• Wang, Kun Tracy & Wang, Wanbin Walter, 2017, "Competition in the stock market with asymmetric information," Economic Modelling, Elsevier, volume 61, issue C, pages 40-49, DOI: 10.1016/j.econmod.2016.11.024.
• Todorova, Neda, 2017, "The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis," Economic Modelling, Elsevier, volume 64, issue C, pages 221-230, DOI: 10.1016/j.econmod.2017.03.022.
• Jawadi, Fredj & Ftiti, Zied & Hdia, Mouna, 2017, "Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach," Economic Modelling, Elsevier, volume 64, issue C, pages 567-588, DOI: 10.1016/j.econmod.2017.04.021.
• Marins, Jaqueline Terra Moura & Vicente, José Valentim Machado, 2017, "Do the central bank actions reduce interest rate volatility?," Economic Modelling, Elsevier, volume 65, issue C, pages 129-137, DOI: 10.1016/j.econmod.2017.05.016.
• Zaremba, Adam & Czapkiewicz, Anna, 2017, "The cross section of international government bond returns," Economic Modelling, Elsevier, volume 66, issue C, pages 171-183, DOI: 10.1016/j.econmod.2017.06.011.
• Wei, Yu-Chen & Lu, Yang-Cheng & Chen, Jen-Nan & Hsu, Yen-Ju, 2017, "Informativeness of the market news sentiment in the Taiwan stock market," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 158-181, DOI: 10.1016/j.najef.2016.10.004.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2017, "Does options trading convey information on futures prices?," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 182-196, DOI: 10.1016/j.najef.2016.10.005.
• Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017, "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 107-131, DOI: 10.1016/j.najef.2017.07.005.
• Lai, Ya-Wen & Lin, Chiou-Fa & Tang, Mei-Ling, 2017, "Mispricing and trader positions in the S&P 500 index futures market," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 250-265, DOI: 10.1016/j.najef.2017.07.012.
• Lee, Kyuseok, 2017, "Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 266-284, DOI: 10.1016/j.najef.2017.07.006.
• Iyer, Subramanian R. & Sankaran, Harikumar & Nejadmalayeri, Ali, 2017, "CEO overconfidence and agency cost of debt: An empirical analysis of CEO turnover events," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 300-313, DOI: 10.1016/j.najef.2017.07.014.
• Khanal, Aditya R. & Mishra, Ashok K., 2017, "Stock price reactions to stock dividend announcements: A case from a sluggish economic period," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 338-345, DOI: 10.1016/j.najef.2017.08.002.
• Li, Jinfang, 2017, "Investor sentiment, heterogeneous agents and asset pricing model," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 504-512, DOI: 10.1016/j.najef.2017.08.006.
• Shaikh, Imlak, 2017, "The 2016 U.S. presidential election and the Stock, FX and VIX markets," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 546-563, DOI: 10.1016/j.najef.2017.08.014.
• Brigida, Matt & Pratt, William R., 2017, "Fake news," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 564-573, DOI: 10.1016/j.najef.2017.08.012.
• Ramos, Henrique P. & Perlin, Marcelo S. & Righi, Marcelo B., 2017, "Mispricing in the odd lots market in Brazil," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 618-628, DOI: 10.1016/j.najef.2017.09.004.
• Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017, "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 640-653, DOI: 10.1016/j.najef.2017.09.007.
• Ryu, Doojin & Yang, Heejin, 2017, "Price disagreements and adjustments in index derivatives markets," Economics Letters, Elsevier, volume 151, issue C, pages 104-106, DOI: 10.1016/j.econlet.2016.12.016.
• Plante, Michael & Dhaliwal, Navi, 2017, "Inventory shocks and the oil–ethanol–grain price nexus," Economics Letters, Elsevier, volume 156, issue C, pages 58-60, DOI: 10.1016/j.econlet.2017.03.036.
• Grobys, Klaus & Heinonen, Jari-Pekka, 2017, "Option-implied volatility spillover indices for FX risk factors," Economics Letters, Elsevier, volume 157, issue C, pages 83-87, DOI: 10.1016/j.econlet.2017.05.026.
• Le Bris, David & Rezaee, Amir, 2017, "Stocks and bonds during the gold standard," Economics Letters, Elsevier, volume 159, issue C, pages 119-122, DOI: 10.1016/j.econlet.2017.07.021.
• Urquhart, Andrew, 2017, "Price clustering in Bitcoin," Economics Letters, Elsevier, volume 159, issue C, pages 145-148, DOI: 10.1016/j.econlet.2017.07.035.
• Siikanen, Milla & Kanniainen, Juho & Luoma, Arto, 2017, "What drives the sensitivity of limit order books to company announcement arrivals?," Economics Letters, Elsevier, volume 159, issue C, pages 65-68, DOI: 10.1016/j.econlet.2017.07.018.
• King, Timothy & Bozos, Konstantinos & Koutmos, Dimitrios, 2017, "Shareholder activism and equity price reactions," Economics Letters, Elsevier, volume 160, issue C, pages 100-104, DOI: 10.1016/j.econlet.2017.09.012.
• Jansen, Dennis W. & Zervou, Anastasia, 2017, "The time varying effect of monetary policy on stock returns," Economics Letters, Elsevier, volume 160, issue C, pages 54-58, DOI: 10.1016/j.econlet.2017.08.022.
• Bariviera, Aurelio F., 2017, "The inefficiency of Bitcoin revisited: A dynamic approach," Economics Letters, Elsevier, volume 161, issue C, pages 1-4, DOI: 10.1016/j.econlet.2017.09.013.
• Anthony, John & Docherty, Paul & Lee, Doowon & Shamsuddin, Abul, 2017, "Liquidity commonality in the secondary corporate loan market," Economics Letters, Elsevier, volume 161, issue C, pages 10-14, DOI: 10.1016/j.econlet.2017.09.016.
• Sensoy, Ahmet & Fabozzi, Frank J. & Eraslan, Veysel, 2017, "Predictability dynamics of emerging sovereign CDS markets," Economics Letters, Elsevier, volume 161, issue C, pages 5-9, DOI: 10.1016/j.econlet.2017.09.015.
• Darolles, Serge & Le Fol, Gaëlle & Mero, Gulten, 2017, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 367-383, DOI: 10.1016/j.jeconom.2017.08.014.
• Zaremba, Adam & Czapkiewicz, Anna, 2017, "Digesting anomalies in emerging European markets: A comparison of factor pricing models," Emerging Markets Review, Elsevier, volume 31, issue C, pages 1-15, DOI: 10.1016/j.ememar.2016.12.002.
• Chauhan, Yogesh & Kumar, Satish, 2017, "Does founder ownership affect foreign investments? Evidence from India," Emerging Markets Review, Elsevier, volume 32, issue C, pages 116-129, DOI: 10.1016/j.ememar.2017.06.001.
• Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Zeitun, Rami & Rehman, Mobeen Ur, 2017, "Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach," Emerging Markets Review, Elsevier, volume 32, issue C, pages 130-147, DOI: 10.1016/j.ememar.2017.06.002.
• Ülkü, Numan & Kuruppuarachchi, Duminda & Kuzmicheva, Olga, 2017, "Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model," Emerging Markets Review, Elsevier, volume 33, issue C, pages 140-154, DOI: 10.1016/j.ememar.2017.09.004.
• Gama, Ana Paula Matias & Duarte, Fábio Dias & Esperança, José Paulo, 2017, "Why discouraged borrowers exist? An empirical (re)examination from less developed countries," Emerging Markets Review, Elsevier, volume 33, issue C, pages 19-41, DOI: 10.1016/j.ememar.2017.08.003.
• Wagner, Moritz & Margaritis, Dimitris, 2017, "All about fun(ds) in emerging markets? The case of equity mutual funds," Emerging Markets Review, Elsevier, volume 33, issue C, pages 62-78, DOI: 10.1016/j.ememar.2017.08.004.
• Inci, A. Can & Ozenbas, Deniz, 2017, "Intraday volatility and the implementation of a closing call auction at Borsa Istanbul," Emerging Markets Review, Elsevier, volume 33, issue C, pages 79-89, DOI: 10.1016/j.ememar.2017.09.002.
• Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert, 2017, "Improving the accuracy of asset price bubble start and end date estimators," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 121-138, DOI: 10.1016/j.jempfin.2016.11.001.
• Bernales, Alejandro, 2017, "The success of option listings," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 139-161, DOI: 10.1016/j.jempfin.2016.10.004.
• Kinnunen, Jyri, 2017, "Dynamic cross-autocorrelation in stock returns," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 162-173, DOI: 10.1016/j.jempfin.2016.08.005.
• Barinov, Alexander, 2017, "Institutional ownership and aggregate volatility risk," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 20-38, DOI: 10.1016/j.jempfin.2016.11.003.
• Jiang, George J. & Yuksel, H. Zafer, 2017, "What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 39-58, DOI: 10.1016/j.jempfin.2016.11.005.
• Huszár, Zsuzsa R. & Tan, Ruth S.K. & Zhang, Weina, 2017, "Do short sellers exploit industry information?," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 118-139, DOI: 10.1016/j.jempfin.2016.10.001.
• Aitken, Michael & Chen, Haoming & Foley, Sean, 2017, "The impact of fragmentation, exchange fees and liquidity provision on market quality," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 140-160, DOI: 10.1016/j.jempfin.2016.10.002.
• Li, Wei-Xuan & French, Joseph J. & Chen, Clara Chia-Sheng, 2017, "Informed trading in S&P index options? Evidence from the 2008 financial crisis," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 40-65, DOI: 10.1016/j.jempfin.2017.01.001.
• Blitz, David & Vidojevic, Milan, 2017, "The profitability of low-volatility," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 33-42, DOI: 10.1016/j.jempfin.2017.05.001.
• Chen, Yu-Lun & Tsai, Wei-Che, 2017, "Determinants of price discovery in the VIX futures market," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 59-73, DOI: 10.1016/j.jempfin.2017.05.002.
• Chakrabarty, Bidisha & Moulton, Pamela C. & Pascual, Roberto, 2017, "Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 74-90, DOI: 10.1016/j.jempfin.2017.05.004.
• Li, Xindan & Geng, Ziyang & Subrahmanyam, Avanidhar & Yu, Honghai, 2017, "Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2017.07.001.
• Siegmann, Arjen & Stefanova, Denitsa, 2017, "The evolving beta-liquidity relationship of hedge funds," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 286-303, DOI: 10.1016/j.jempfin.2017.04.002.
• Gębka, Bartosz & Korczak, Adriana & Korczak, Piotr & Traczykowski, Jędrzej, 2017, "Profitability of insider trading in Europe: A performance evaluation approach," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 66-90, DOI: 10.1016/j.jempfin.2017.08.001.
• Kang, Sang Hoon & McIver, Ron & Yoon, Seong-Min, 2017, "Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets," Energy Economics, Elsevier, volume 62, issue C, pages 19-32, DOI: 10.1016/j.eneco.2016.12.011.
• Chen, Jiayuan & Muckley, Cal B. & Bredin, Don, 2017, "Is information assimilated at announcements in the European carbon market?," Energy Economics, Elsevier, volume 63, issue C, pages 234-247, DOI: 10.1016/j.eneco.2017.02.009.
• Datta, Deepa Dhume & Londono, Juan M. & Ross, Landon J., 2017, "Generating options-implied probability densities to understand oil market events," Energy Economics, Elsevier, volume 64, issue C, pages 440-457, DOI: 10.1016/j.eneco.2016.01.006.
• Kiesel, Rüdiger & Paraschiv, Florentina, 2017, "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, volume 64, issue C, pages 77-90, DOI: 10.1016/j.eneco.2017.03.002.
• Balcılar, Mehmet & Demirer, Rıza & Ulussever, Talat, 2017, "Does speculation in the oil market drive investor herding in emerging stock markets?," Energy Economics, Elsevier, volume 65, issue C, pages 50-63, DOI: 10.1016/j.eneco.2017.04.031.
• Mensi, Walid & Tiwari, Aviral & Bouri, Elie & Roubaud, David & Al-Yahyaee, Khamis H., 2017, "The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes," Energy Economics, Elsevier, volume 66, issue C, pages 122-139, DOI: 10.1016/j.eneco.2017.06.007.
• Ma, Feng & Wahab, M.I.M. & Huang, Dengshi & Xu, Weiju, 2017, "Forecasting the realized volatility of the oil futures market: A regime switching approach," Energy Economics, Elsevier, volume 67, issue C, pages 136-145, DOI: 10.1016/j.eneco.2017.08.004.
• Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Sensoy, Ahmet & Kang, Sang Hoon, 2017, "Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications," Energy Economics, Elsevier, volume 67, issue C, pages 454-475, DOI: 10.1016/j.eneco.2017.08.031.
• Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Al-Yahyaee, Khamis Hamed & Shahbaz, Muhammad, 2017, "Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas," Energy Economics, Elsevier, volume 67, issue C, pages 476-495, DOI: 10.1016/j.eneco.2017.08.036.
• Hess, Markus, 2017, "Modeling positive electricity prices with arithmetic jump-diffusions," Energy Economics, Elsevier, volume 67, issue C, pages 496-507, DOI: 10.1016/j.eneco.2017.08.016.
• Chen, Chun-Da & Cheng, Chiao-Ming & Demirer, Rıza, 2017, "Oil and stock market momentum," Energy Economics, Elsevier, volume 68, issue C, pages 151-159, DOI: 10.1016/j.eneco.2017.09.025.
• Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017, "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 113-127, DOI: 10.1016/j.irfa.2016.12.010.
• Rosati, Pierangelo & Cummins, Mark & Deeney, Peter & Gogolin, Fabian & van der Werff, Lisa & Lynn, Theo, 2017, "The effect of data breach announcements beyond the stock price: Empirical evidence on market activity," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 146-154, DOI: 10.1016/j.irfa.2017.01.001.
• Zhang, Zhichao & Li, He & Zhang, Chuanjie, 2017, "Oral intervention in China: Efficacy of Chinese exchange rate communications," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 24-34, DOI: 10.1016/j.irfa.2016.11.006.
• Premti, Arjan & Garcia-Feijoo, Luis & Madura, Jeff, 2017, "Information content of analyst recommendations in the banking industry," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 35-47, DOI: 10.1016/j.irfa.2016.11.005.
• Alda, Mercedes, 2017, "The relationship between pension funds and the stock market: Does the aging population of Europe affect it?," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 83-97, DOI: 10.1016/j.irfa.2016.12.008.
• Xu, Liao & Yin, Xiangkang, 2017, "Does ETF trading affect the efficiency of the underlying index?," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 82-101, DOI: 10.1016/j.irfa.2017.02.009.
• Alwathnani, Abdulaziz M. & Dubofsky, David A. & Al-Zoubi, Haitham A., 2017, "Under-or-overreaction: Market responses to announcements of earnings surprises," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 160-171, DOI: 10.1016/j.irfa.2017.07.006.
• Murray, Benjamin & Svec, Jiri & Wright, Danika, 2017, "Wealth transfer, signaling and leverage in M&A," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 203-212, DOI: 10.1016/j.irfa.2017.06.002.
• Afego, Pyemo N., 2017, "Effects of changes in stock index compositions: A literature survey," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 228-239, DOI: 10.1016/j.irfa.2017.06.004.
• Fu, Yufen & Blazenko, George W., 2017, "Normative portfolio theory," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 240-251, DOI: 10.1016/j.irfa.2017.07.002.
• Kim, Jae H., 2017, "Stock returns and investors' mood: Good day sunshine or spurious correlation?," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 94-103, DOI: 10.1016/j.irfa.2017.05.004.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017, "Assessing the impact of an EU financial transactions tax on asset volatility: An event study," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 12-24, DOI: 10.1016/j.irfa.2017.08.002.
• Sun, Yuxin & Ibikunle, Gbenga, 2017, "Informed trading and the price impact of block trades: A high frequency trading analysis," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 114-129, DOI: 10.1016/j.irfa.2016.07.005.
• Kariofyllas, Spyridon & Philippas, Dionisis & Siriopoulos, Costas, 2017, "Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 54-62, DOI: 10.1016/j.irfa.2017.09.003.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017, "International stock return predictability: Evidence from new statistical tests," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 97-113, DOI: 10.1016/j.irfa.2016.06.005.
• Kim, Sangwan & Lim, Steve C., 2017, "Earnings comparability and informed trading," Finance Research Letters, Elsevier, volume 20, issue C, pages 130-136, DOI: 10.1016/j.frl.2016.09.013.
• Zhang, Yongjie & An, Yahui & Feng, Xu & Jin, Xi, 2017, "Celebrities and ordinaries in social networks: Who knows more information?," Finance Research Letters, Elsevier, volume 20, issue C, pages 153-161, DOI: 10.1016/j.frl.2016.09.021.
• Tielmann, Artur & Schiereck, Dirk, 2017, "Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great Britain," Finance Research Letters, Elsevier, volume 20, issue C, pages 22-28, DOI: 10.1016/j.frl.2016.08.006.
• Harris, Terry, 2017, "Earnings announcements and quoted bid-ask spreads of U.S. Bank Holding Companies," Finance Research Letters, Elsevier, volume 20, issue C, pages 223-228, DOI: 10.1016/j.frl.2016.10.003.
• Śmiech, Sławomir & Papież, Monika, 2017, "In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework," Finance Research Letters, Elsevier, volume 20, issue C, pages 238-244, DOI: 10.1016/j.frl.2016.10.006.
• Dong, Xi & Feng, Shu & Ling, Leng & Song, Pingping, 2017, "Dynamic autocorrelation of intraday stock returns," Finance Research Letters, Elsevier, volume 20, issue C, pages 274-280, DOI: 10.1016/j.frl.2016.10.008.
• Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej, 2017, "The distant echo of Brexit: Did exporters suffer the most?," Finance Research Letters, Elsevier, volume 21, issue C, pages 132-139, DOI: 10.1016/j.frl.2016.11.012.
• Mensi, Walid & Hammoudeh, Shawkat & Kang, Sang Hoon, 2017, "Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis," Finance Research Letters, Elsevier, volume 21, issue C, pages 26-33, DOI: 10.1016/j.frl.2016.11.016.
• Siikanen, Milla & Kanniainen, Juho & Valli, Jaakko, 2017, "Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic," Finance Research Letters, Elsevier, volume 21, issue C, pages 264-271, DOI: 10.1016/j.frl.2016.12.016.
• Leirvik, Thomas & Fiskerstrand, Sondre R. & Fjellvikås, Anders B., 2017, "Market liquidity and stock returns in the Norwegian stock market," Finance Research Letters, Elsevier, volume 21, issue C, pages 272-276, DOI: 10.1016/j.frl.2016.12.033.
• Davies, Richard & Fletcher, Mary & Marshall, Andrew, 2017, "Time-varying investment barriers and closed-end country fund pricing," Finance Research Letters, Elsevier, volume 21, issue C, pages 66-71, DOI: 10.1016/j.frl.2017.01.004.
• Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2017, "High turnover with high price delay? Dissecting the puzzling phenomenon for China's A-shares," Finance Research Letters, Elsevier, volume 22, issue C, pages 105-113, DOI: 10.1016/j.frl.2017.06.004.
• Huang, Hsin-Yi & Chiang, Min-Hsien & Lin, Jia-Hui & Lin, Yun, 2017, "Fixed-price, auction, and bookbuilding IPOs: Empirical evidence in Taiwan," Finance Research Letters, Elsevier, volume 22, issue C, pages 11-19, DOI: 10.1016/j.frl.2017.04.002.
• Hudson, Robert & McGroarty, Frank & Urquhart, Andrew, 2017, "Sampling frequency and the performance of different types of technical trading rules," Finance Research Letters, Elsevier, volume 22, issue C, pages 136-139, DOI: 10.1016/j.frl.2016.12.015.
• Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2017, "Brexit: Short-term stock price effects and the impact of firm-level internationalization," Finance Research Letters, Elsevier, volume 22, issue C, pages 175-181, DOI: 10.1016/j.frl.2016.12.024.
• Zaremba, Adam, 2017, "Performance persistence of government bond factor premia," Finance Research Letters, Elsevier, volume 22, issue C, pages 182-189, DOI: 10.1016/j.frl.2016.12.022.
• Li, Bingqing & Wang, Lijia & Lu, Guoxiang, 2017, "Price dynamics, social networks and communication," Finance Research Letters, Elsevier, volume 22, issue C, pages 197-201, DOI: 10.1016/j.frl.2017.06.013.
• Hachenberg, Britta & Kiesel, Florian & Kolaric, Sascha & Schiereck, Dirk, 2017, "The impact of expected regulatory changes: The case of banks following the 2016U.S. election," Finance Research Letters, Elsevier, volume 22, issue C, pages 268-273, DOI: 10.1016/j.frl.2016.12.021.
• Liao, Qunfeng & Mehdian, Seyed & Rezvanian, Rasoul, 2017, "An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook," Finance Research Letters, Elsevier, volume 22, issue C, pages 58-65, DOI: 10.1016/j.frl.2016.12.034.
• Sheng, Xin & Brzeszczyński, Janusz & Ibrahim, Boulis M., 2017, "International stock return co-movements and trading activity," Finance Research Letters, Elsevier, volume 23, issue C, pages 12-18, DOI: 10.1016/j.frl.2017.06.006.
• BenSaïda, Ahmed, 2017, "Herding effect on idiosyncratic volatility in U.S. industries," Finance Research Letters, Elsevier, volume 23, issue C, pages 121-132, DOI: 10.1016/j.frl.2017.03.001.
• Shen, Dehua & Li, Xiao & Zhang, Wei, 2017, "Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks," Finance Research Letters, Elsevier, volume 23, issue C, pages 210-216, DOI: 10.1016/j.frl.2017.06.008.
• Hood, Matthew & Lesseig, Vance, 2017, "Investor inattention around stock market holidays," Finance Research Letters, Elsevier, volume 23, issue C, pages 217-222, DOI: 10.1016/j.frl.2017.07.015.
• Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick, 2017, "Intraday price discovery in fragmented markets," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 28-48, DOI: 10.1016/j.finmar.2016.10.001.
• Alexander, Gordon J. & Peterson, Mark A., 2017, "Short selling and the pricing of closed-end funds," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 124-142, DOI: 10.1016/j.finmar.2016.08.001.
• Lee, Eunju & Piqueira, Natalia, 2017, "Short selling around the 52-week and historical highs," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 75-101, DOI: 10.1016/j.finmar.2016.03.001.
• Gresse, Carole, 2017, "Effects of lit and dark market fragmentation on liquidity," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 1-20, DOI: 10.1016/j.finmar.2017.05.003.
• Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2017, "Price discovery in equity and CDS markets," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 21-46, DOI: 10.1016/j.finmar.2017.07.006.
• Demirovic, Amer & Guermat, Cherif & Tucker, Jon, 2017, "The relationship between equity and bond returns: An empirical investigation," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 47-64, DOI: 10.1016/j.finmar.2017.08.001.
• Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2017, "Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 84-103, DOI: 10.1016/j.finmar.2016.12.003.
• Chiyachantana, Chiraphol & Jain, Pankaj K. & Jiang, Christine & Sharma, Vivek, 2017, "Permanent price impact asymmetry of trades with institutional constraints," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 1-16, DOI: 10.1016/j.finmar.2017.07.005.
• Han, Jianlei & Pan, Zheyao, 2017, "On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 115-131, DOI: 10.1016/j.finmar.2016.12.002.
• Henry, Darren & Nguyen, Lily & Pham, Viet Hung, 2017, "Institutional trading before dividend reduction announcements," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 40-55, DOI: 10.1016/j.finmar.2017.07.003.
• Li, Jiahan & Tsiakas, Ilias, 2017, "Equity premium prediction: The role of economic and statistical constraints," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 56-75, DOI: 10.1016/j.finmar.2016.09.001.
• Mazboudi, Mohamad & Khalil, Samer, 2017, "The attenuation effect of social media: Evidence from acquisitions by large firms," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 115-124, DOI: 10.1016/j.jfs.2016.11.010.
• Bai, Xuelian & Hu, Nan & Liu, Ling & Zhu, Lu, 2017, "Credit derivatives and stock return synchronicity," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 79-90, DOI: 10.1016/j.jfs.2016.12.006.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017, "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 1-12, DOI: 10.1016/j.jfs.2017.01.002.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2017, "The asymmetric relationship between returns and implied volatility: Evidence from global stock markets," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 156-174, DOI: 10.1016/j.jfs.2017.05.006.
• Qian, Meijun & Tanyeri, Başak, 2017, "Litigation and mutual-fund runs," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 119-135, DOI: 10.1016/j.jfs.2017.05.011.
• Jung, Hosung & Lee, Jieun, 2017, "The effects of macroprudential policies on house prices: Evidence from an event study using Korean real transaction data," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 167-185, DOI: 10.1016/j.jfs.2017.07.001.
• Sensoy, Ahmet, 2017, "Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 62-80, DOI: 10.1016/j.jfs.2017.06.007.
• Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro, 2017, "The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 81-92, DOI: 10.1016/j.jfs.2017.05.003.
• Lazzari, Valter & Vena, Luigi & Venegoni, Andrea, 2017, "Stress tests and asset quality reviews of banks: A policy announcement tool," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 86-98, DOI: 10.1016/j.jfs.2017.09.001.
• Kosmidou, Kyriaki & Kousenidis, Dimitrios & Ladas, Anestis & Negkakis, Christos, 2017, "Determinants of risk in the banking sector during the European Financial Crisis," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 285-296, DOI: 10.1016/j.jfs.2017.06.006.
• Piao, Xiaorui & Mei, Bin & Zhang, Weiyi, 2017, "Long-term event study of timber real estate investment trust conversions," Forest Policy and Economics, Elsevier, volume 78, issue C, pages 1-9, DOI: 10.1016/j.forpol.2016.12.009.
• Chen, Haiwei & Ngo, Thanh, 2017, "Leverage-based index revisions: The case of Dow Jones Islamic Market World Index," Global Finance Journal, Elsevier, volume 32, issue C, pages 16-34, DOI: 10.1016/j.gfj.2016.06.007.
• Keiber, Karl Ludwig & Samyschew, Helene, 2017, "The world price of sentiment risk," Global Finance Journal, Elsevier, volume 32, issue C, pages 62-82, DOI: 10.1016/j.gfj.2016.06.002.
• Tang, Wenbin & Zhu, Lili, 2017, "How security prices respond to a surge in investor attention: Evidence from Google Search of ADRs," Global Finance Journal, Elsevier, volume 33, issue C, pages 38-50, DOI: 10.1016/j.gfj.2016.09.001.
• Zhou, Haoyong & He, Fan & Wang, Yangbo, 2017, "Did family firms perform better during the financial crisis? New insights from the S&P 500 firms," Global Finance Journal, Elsevier, volume 33, issue C, pages 88-103, DOI: 10.1016/j.gfj.2017.01.001.
• Muto, Ichiro, 2017, "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, volume 34, issue C, pages 16-31, DOI: 10.1016/j.gfj.2017.03.005.
• Mager, Ferdinand & Meyer-Fackler, Martin, 2017, "Mergers and acquisitions in Germany: 1981–2010," Global Finance Journal, Elsevier, volume 34, issue C, pages 32-42, DOI: 10.1016/j.gfj.2017.03.004.
• Pieters, Gina & Vivanco, Sofia, 2017, "Financial regulations and price inconsistencies across Bitcoin markets," Information Economics and Policy, Elsevier, volume 39, issue C, pages 1-14, DOI: 10.1016/j.infoecopol.2017.02.002.
• Chamon, Marcos & Garcia, Márcio & Souza, Laura, 2017, "FX interventions in Brazil: A synthetic control approach," Journal of International Economics, Elsevier, volume 108, issue C, pages 157-168, DOI: 10.1016/j.jinteco.2017.05.005.
• Aboura, Sofiane & Roye, Bjoern van, 2017, "Financial stress and economic dynamics: The case of France," International Economics, Elsevier, volume 149, issue C, pages 57-73, DOI: 10.1016/j.inteco.2016.11.001.
• Tatsuo Tanaka, 2017, "Effect of Flaming on Stock Price: Case of Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-003, Jan.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1718, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1719, Dec.
• 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, Graduate School of Economics, Kobe University, number 1722, Nov.
• Md. Abu HASAN, 2017, "Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis," Turkish Economic Review, KSP Journals, volume 4, issue 2, pages 239-249, June.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2017, "A Predictive Analysis of the Indian FMCG Sector using Time Series Decomposition - Based Approach," Journal of Economics Library, KSP Journals, volume 4, issue 2, pages 206-226, June.
• Eduardo Quiroga, 2017, "Eficiencia en los mercados financieros y predicción de precios de los activos," Revista Ciencias Administrativas (CADM), IIA, Universidad Nacional de La Plata, Instituto de Investigaciones Administrativas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, issue 10, pages 47-54, July-Dece, DOI: 10.24215/23143738e011.
• Paul-Olivier KLEIN & Rima TURK & Laurent WEILL, 2017, "How Religiosity Shapes Investor Behavior: Sukuk Issuances During Ramadan," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2017-01.
• Paul-Olivier KLEIN, 2017, "Do Shareholders Value Bond Offerings? A Meta-Analysis," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2017-04.
• Julio César Alonso Cifuentes & Andrés Mauricio Arcila Vásquez & Sebastián Montenegro Arana, 2017, "Internal price stabilization tools in the Colombian sugar market: Do they work?," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 105-126, Enero - J, DOI: 10.17533/udea.le.n86a04.
• Husni Charif & Ata Assaf, 2017, "Market Efficiency in the MENA Equity Markets: Evidence from Newly Developed Tests and Regime Change," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 15-32.
• Fausto Pacicco & Luigi Vena & Andrea Venegoni, 2017, "Market Reactions to ECB Policy Innovations: A Cross-Country Analysis," LIUC Papers in Economics, Cattaneo University (LIUC), number 2017-4, Jul.
• Urbschat, Florian & Watzka, Sebastian, 2017, "Quantitative Easing in the Euro Area," Discussion Papers in Economics, University of Munich, Department of Economics, number 37365, May.
• Pourkazemi, Mohammad Hosein & Sedaghat Parast, Eldar & Zirak, Hamed, 2017, "Assessing Bank Branch Growth Potential by Using Data Envelopment Analysis," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 33, pages 383-408, November.
• Abdolhossein Zameni & Othman Yong, 2017, "Substantial Shareholders and Their Trading Behaviour around Lock-Up Expiry: Evidence from Emerging Markets," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 1-18.
• Shangkari V. Anusakumar & Ruhani Ali, 2017, "Momentum and Investor Sentiment: Evidence from Asian Stock Markets," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 26-42.
• Ahmad Fawwaz Mohd Nasarudin & Bany Ariffin Amin Noordin & Siong Hook Law & Mohd Hisham Yahya, 2017, "Investigation of Herding Behaviour in Developed and Developing Countries: Does Country Governance Factor Matters?," Capital Markets Review, Malaysian Finance Association, volume 25, issue 2, pages 1-14.
• Carlos J. Perez & Manuel Santos, 2017, "On the Dynamics of Speculation in a Model of Bubbles and Manias," Working Papers, University of Miami, Department of Economics, number 2017-02, Apr.
• Daniel J. Henderson & Christopher F. Parmeter & Liangjun Su, 2017, "M-Estimation of a Nonparametric Threshold Regression Model," Working Papers, University of Miami, Department of Economics, number 2017-15, Oct.
• Rafael Franco, 2017, "Del patrimonio virtual al patrimonio potencial Patterns in Neighboring Areas: Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 18, pages 90-109, Septiembr.
• Zi-Yi Guo & Yangxiaoteng Luo, 2017, "Credit Constraint Exports in Countries with Different Degrees of Contract Enforcement," Business and Economic Research, Macrothink Institute, volume 7, issue 1, pages 227-241, June.
• Xiao CHEN & Bihong HUANG & Dezhu YE, 2017, "The Role of Punctuation in P2P Lending: Evidence from China," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1707, Jul.
• Juan Benjamin Duarte Duarte & Leonardo Hernán Talero Sarmiento & Katherine Julieth Sierra Suárez, 2017, "Evaluación del efecto de la psicología del inversionista en un mercado bursátil artificial mediante su grado de eficiencia," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1345-1360, Octubre-D.
• Juan Benjamin Duarte Duarte & Leonardo Hernán Talero Sarmiento & Katherine Julieth Sierra Suárez, 2017, "Evaluation of the effect of investor psychology on an artificial stock market through its degree of efficiency," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1361-1376, Octubre-D.
• Emrah Arbak, 2017, "Identifying the provisioning policies of Belgian banks," Working Paper Research, National Bank of Belgium, number 326, Aug.
• Michał Fronc & Piotr Mielus, 2017, "Financial convergence on emerging markets: the case of CEE countries," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 2, pages 149-172.
• Charles G. Nathanson & Eric Zwick, 2017, "Arrested Development: Theory and Evidence of Supply-Side Speculation in the Housing Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 23030, Jan.
• Alexander Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017, "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 23152, Feb.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017, "Bubbles for Fama," NBER Working Papers, National Bureau of Economic Research, Inc, number 23191, Feb.