Research classified by Journal of Economic Literature (JEL) codes

2018

• Li, Qian & Wang, Jiamin & Bao, Liang, 2018, "Do institutions trade ahead of false news? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 36, issue C, pages 98-113, DOI: 10.1016/j.jfs.2018.02.001.
• Lagziel, David & Lehrer, Ehud, 2018, "Reward schemes," Games and Economic Behavior, Elsevier, volume 107, issue C, pages 21-40, DOI: 10.1016/j.geb.2017.10.019.
• Banerjee, Pradip & Chatrath, Arjun & Christie-David, Rohan & Maitra, Debasish, 2018, "The effects of options listing and delisting in a short-sale-constrained market: Evidence from the Indian equities markets," Global Finance Journal, Elsevier, volume 35, issue C, pages 157-169, DOI: 10.1016/j.gfj.2017.10.002.
• Alderighi, Stefano, 2018, "The determinants of retail trading activity in emerging markets: A cross-market analysis," Global Finance Journal, Elsevier, volume 37, issue C, pages 152-167, DOI: 10.1016/j.gfj.2018.05.001.
• Park, Jin Suk & Newaz, Mohammad Khaleq, 2018, "Do terrorist attacks harm financial markets? A meta-analysis of event studies and the determinants of adverse impact," Global Finance Journal, Elsevier, volume 37, issue C, pages 227-247, DOI: 10.1016/j.gfj.2018.06.003.
• Cohen, Lee Jeremy & Marcus, Alan J. & Rezaee, Zabihollah & Tehranian, Hassan, 2018, "Waiting for guidance: Disclosure noise, verification delay, and the value-relevance of good-news versus bad-news management earnings forecasts," Global Finance Journal, Elsevier, volume 37, issue C, pages 79-99, DOI: 10.1016/j.gfj.2018.03.001.
• Ahmed, Yousry & Elshandidy, Tamer, 2018, "Why do over-deviated firms from target leverage undertake foreign acquisitions?," International Business Review, Elsevier, volume 27, issue 2, pages 309-327, DOI: 10.1016/j.ibusrev.2017.08.005.
• Pinar, Mehmet & Volkan, Engin, 2018, "Institutions and information flows, and their effect on capital flows," Information Economics and Policy, Elsevier, volume 43, issue C, pages 34-47, DOI: 10.1016/j.infoecopol.2018.01.002.
• Mensi, Walid & Hussain Shahzad, Syed Jawad & Hammoudeh, Shawkat & Al-Yahyaee, Khamis Hamed, 2018, "Asymmetric impacts of public and private investments on the non-oil GDP of Saudi Arabia," International Economics, Elsevier, volume 156, issue C, pages 15-30, DOI: 10.1016/j.inteco.2017.10.003.
• Ishigami, Shohei & Takeda, Fumiko, 2018, "Market reactions to stock rating and target price changes in analyst reports: Evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 52, issue C, pages 134-151, DOI: 10.1016/j.intfin.2017.09.014.
• Chen, Jing & Dong, Yizhe & Hou, Wenxuan & McMillan, David G., 2018, "Does feedback trading drive returns of cross-listed shares?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 179-199, DOI: 10.1016/j.intfin.2017.09.018.
• Füss, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2018, "Something in the air: Information density, news surprises, and price jumps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 53, issue C, pages 50-75, DOI: 10.1016/j.intfin.2017.09.011.
• Cumming, Douglas & Johan, Sofia & Peter, Rejo, 2018, "Developments in financial institutions, governance, agency costs, and misconduct," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 1-14, DOI: 10.1016/j.intfin.2017.06.004.
• To, Thomas Y. & Treepongkaruna, Sirimon & Wu, Eliza, 2018, "Are all insiders on the inside? Evidence from the initiation of CDS trading and short selling in the financial sector," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 114-129, DOI: 10.1016/j.intfin.2017.05.003.
• Cumming, Douglas & Peter Groh, Alexander & Johan, Sofia, 2018, "Same rules, different enforcement: Market abuse in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 130-151, DOI: 10.1016/j.intfin.2018.03.006.
• Aussenegg, Wolfgang & Jelic, Ranko & Ranzi, Robert, 2018, "Corporate insider trading in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 54, issue C, pages 27-42, DOI: 10.1016/j.intfin.2017.05.004.
• Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018, "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 57, issue C, pages 1-16, DOI: 10.1016/j.intfin.2018.04.001.
• Bliss, Barbara A. & Partnoy, Frank & Furchtgott, Michael, 2018, "Information bundling and securities litigation," Journal of Accounting and Economics, Elsevier, volume 65, issue 1, pages 61-84, DOI: 10.1016/j.jacceco.2017.11.013.
• Bushee, Brian J. & Gerakos, Joseph & Lee, Lian Fen, 2018, "Corporate jets and private meetings with investors," Journal of Accounting and Economics, Elsevier, volume 65, issue 2, pages 358-379, DOI: 10.1016/j.jacceco.2018.01.005.
• Chapman, Kimball, 2018, "Earnings notifications, investor attention, and the earnings announcement premium," Journal of Accounting and Economics, Elsevier, volume 66, issue 1, pages 222-243, DOI: 10.1016/j.jacceco.2018.05.002.
• Bradshaw, Mark T. & Christensen, Theodore E. & Gee, Kurt H. & Whipple, Benjamin C., 2018, "Analysts’ GAAP earnings forecasts and their implications for accounting research," Journal of Accounting and Economics, Elsevier, volume 66, issue 1, pages 46-66, DOI: 10.1016/j.jacceco.2018.01.003.
• Lawrence, Alastair & Ryans, James & Sun, Estelle & Laptev, Nikolay, 2018, "Earnings announcement promotions: A Yahoo Finance field experiment," Journal of Accounting and Economics, Elsevier, volume 66, issue 2, pages 399-414, DOI: 10.1016/j.jacceco.2018.08.004.
• Akhigbe, Aigbe & Makar, Stephen & Wang, Li & Whyte, Ann Marie, 2018, "Interest rate derivatives use in banking: Market pricing implications of cash flow hedges," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 113-126, DOI: 10.1016/j.jbankfin.2017.09.009.
• Fernandez-Perez, Adrian & Frijns, Bart & Fuertes, Ana-Maria & Miffre, Joelle, 2018, "The skewness of commodity futures returns," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 143-158, DOI: 10.1016/j.jbankfin.2017.06.015.
• Chen, Fan & Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2018, "In search for managerial skills beyond common performance measures," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 224-239, DOI: 10.1016/j.jbankfin.2015.12.008.
• Woltering, René-Ojas & Weis, Christian & Schindler, Felix & Sebastian, Steffen, 2018, "Capturing the value premium – global evidence from a fair value-based investment strategy," Journal of Banking & Finance, Elsevier, volume 86, issue C, pages 53-69, DOI: 10.1016/j.jbankfin.2017.06.009.
• Borochin, Paul & Cu, Wei Hua, 2018, "Alternative corporate governance: Domestic media coverage of mergers and acquisitions in China," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 1-25, DOI: 10.1016/j.jbankfin.2017.08.020.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2018, "Bid-to-cover and yield changes around public debt auctions in the euro area," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 118-134, DOI: 10.1016/j.jbankfin.2017.10.006.
• Jiang, Fuwei & Qi, Xinlin & Tang, Guohao, 2018, "Q-theory, mispricing, and profitability premium: Evidence from China," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 135-149, DOI: 10.1016/j.jbankfin.2017.10.001.
• Byun, Seong K. & Oh, Jong-Min, 2018, "Local corporate social responsibility, media coverage, and shareholder value," Journal of Banking & Finance, Elsevier, volume 87, issue C, pages 68-86, DOI: 10.1016/j.jbankfin.2017.09.010.
• Meng, Yun & Pantzalis, Christos, 2018, "Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 176-191, DOI: 10.1016/j.jbankfin.2017.11.012.
• Gibbs, Michael & Hao, (Grace) Qing, 2018, "Short selling around the expiration of IPO share lockups," Journal of Banking & Finance, Elsevier, volume 88, issue C, pages 30-43, DOI: 10.1016/j.jbankfin.2017.09.018.
• Wang, Yu-Chun & Chou, Robin K., 2018, "The impact of share pledging regulations on stock trading and firm valuation," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 1-13, DOI: 10.1016/j.jbankfin.2018.01.016.
• Marmora, Paul & Rytchkov, Oleg, 2018, "Learning about noise," Journal of Banking & Finance, Elsevier, volume 89, issue C, pages 209-224, DOI: 10.1016/j.jbankfin.2018.02.005.
• Vitale, Paolo, 2018, "Robust trading for ambiguity-averse insiders," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 113-130, DOI: 10.1016/j.jbankfin.2018.03.007.
• Bertoni, Fabio & Lugo, Stefano, 2018, "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 146-158, DOI: 10.1016/j.jbankfin.2018.03.009.
• Lin, Chu-Bin & Chou, Robin K. & Wang, George H.K., 2018, "Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 17-31, DOI: 10.1016/j.jbankfin.2018.02.014.
• Antón, Miguel & Mayordomo, Sergio & Rodríguez‐Moreno, María, 2018, "Dealing with dealers: Sovereign CDS comovements," Journal of Banking & Finance, Elsevier, volume 90, issue C, pages 96-112, DOI: 10.1016/j.jbankfin.2018.03.004.
• Box, Travis, 2018, "Qualitative similarity and stock price comovement," Journal of Banking & Finance, Elsevier, volume 91, issue C, pages 49-69, DOI: 10.1016/j.jbankfin.2018.04.010.
• Avramov, Doron & Kaplanski, Guy & Levy, Haim, 2018, "Talking Numbers: Technical versus fundamental investment recommendations," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 100-114, DOI: 10.1016/j.jbankfin.2018.05.005.
• Baxamusa, Mufaddal & Jalal, Abu & Jha, Anand, 2018, "It pays to partner with a firm that writes annual reports well✰," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 13-34, DOI: 10.1016/j.jbankfin.2018.04.020.
• Acker, Daniella & Orujov, Ayan & Simpson, Helen, 2018, "Political donations and political risk in the UK: Evidence from a closely-fought election," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 146-167, DOI: 10.1016/j.jbankfin.2018.05.009.
• Du, Brian & Fung, Scott & Loveland, Robert, 2018, "The informational role of options markets: Evidence from FOMC announcements," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 237-256, DOI: 10.1016/j.jbankfin.2018.05.013.
• Lindblom, Ted & Mavruk, Taylan & Sjögren, Stefan, 2018, "East or west, home is best: The birthplace bias of individual investors," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 323-339, DOI: 10.1016/j.jbankfin.2016.10.002.
• Choi, Hae Mi, 2018, "A tale of two uncertainties," Journal of Banking & Finance, Elsevier, volume 92, issue C, pages 81-99, DOI: 10.1016/j.jbankfin.2018.04.007.
• Lin, Zih-Ying & Chang, Chuang-Chang & Wang, Yaw-Huei, 2018, "The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 152-165, DOI: 10.1016/j.jbankfin.2018.07.005.
• Amaya, Diego & Filbien, Jean-Yves & Okou, Cédric & Roch, Alexandre F., 2018, "Distilling liquidity costs from limit order books," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 16-34, DOI: 10.1016/j.jbankfin.2018.06.009.
• Collet, Jerome & Ielpo, Florian, 2018, "Sector spillovers in credit markets," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 267-278, DOI: 10.1016/j.jbankfin.2018.07.011.
• Bajo, Emanuele & Barbi, Massimiliano, 2018, "Financial illiteracy and mortgage refinancing decisions," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 279-296, DOI: 10.1016/j.jbankfin.2018.08.001.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Philip, Dennis & Tuneshev, Ruslan, 2018, "Differences in options investors’ expectations and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 94, issue C, pages 315-336, DOI: 10.1016/j.jbankfin.2018.07.016.
• Frino, Alex & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom, 2018, "The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures," Journal of Banking & Finance, Elsevier, volume 95, issue C, pages 27-43, DOI: 10.1016/j.jbankfin.2017.08.017.
• Gyntelberg, Jacob & Hördahl, Peter & Ters, Kristyna & Urban, Jörg, 2018, "Price discovery in euro area sovereign credit markets and the ban on naked CDS," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 106-125, DOI: 10.1016/j.jbankfin.2018.08.008.
• Chen, Linda H. & Jiang, George J. & Zhu, Kevin X., 2018, "Total attention: The effect of macroeconomic news on market reaction to earnings news," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 142-156, DOI: 10.1016/j.jbankfin.2018.10.004.
• Jungherr, Joachim, 2018, "Bank opacity and financial crises," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 157-176, DOI: 10.1016/j.jbankfin.2018.09.022.
• Hsu, Po-Hsuan & Han, Qiheng & Wu, Wensheng & Cao, Zhiguang, 2018, "Asset allocation strategies, data snooping, and the 1 / N rule," Journal of Banking & Finance, Elsevier, volume 97, issue C, pages 257-269, DOI: 10.1016/j.jbankfin.2018.09.021.
• Al-Nasseri, Alya & Menla Ali, Faek, 2018, "What does investors' online divergence of opinion tell us about stock returns and trading volume?," Journal of Business Research, Elsevier, volume 86, issue C, pages 166-178, DOI: 10.1016/j.jbusres.2018.01.006.
• Chen, Tao, 2018, "Round-number biases and informed trading in global markets," Journal of Business Research, Elsevier, volume 92, issue C, pages 105-117, DOI: 10.1016/j.jbusres.2018.07.027.
• Cheng, Lei, 2018, "Estimating the value of political connections in China: Evidence from sudden deaths of politically connected independent directors," Journal of Comparative Economics, Elsevier, volume 46, issue 2, pages 495-514, DOI: 10.1016/j.jce.2017.10.001.
• Ülkü, Numan & Rogers, Madeline, 2018, "Who drives the Monday effect?," Journal of Economic Behavior & Organization, Elsevier, volume 148, issue C, pages 46-65, DOI: 10.1016/j.jebo.2018.02.009.
• Bizzozero, Paolo & Flepp, Raphael & Franck, Egon, 2018, "The effect of fast trading on price discovery and efficiency: Evidence from a betting exchange," Journal of Economic Behavior & Organization, Elsevier, volume 156, issue C, pages 126-143, DOI: 10.1016/j.jebo.2018.09.020.
• Hasan, Iftekhar & Meslier, Céline & Tarazi, Amine & Zhou, Mingming, 2018, "Does it pay to get connected? An examination of bank alliance network and bond spread," Journal of Economics and Business, Elsevier, volume 95, issue C, pages 141-163, DOI: 10.1016/j.jeconbus.2017.12.003.
• Prokop, Jörg & Kammann, Benno, 2018, "The effect of the European Markets in Financial Instruments Directive on affiliated analysts’ earnings forecast optimism," Journal of Economics and Business, Elsevier, volume 95, issue C, pages 75-86, DOI: 10.1016/j.jeconbus.2017.06.004.
• Liu, Feng & Conlon, John R., 2018, "The simplest rational greater-fool bubble model," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 38-57, DOI: 10.1016/j.jet.2018.01.001.
• Yu, Edison G., 2018, "Dynamic market participation and endogenous information aggregation," Journal of Economic Theory, Elsevier, volume 175, issue C, pages 491-517, DOI: 10.1016/j.jet.2018.02.002.
• Kendall, Chad, 2018, "The time cost of information in financial markets," Journal of Economic Theory, Elsevier, volume 176, issue C, pages 118-157, DOI: 10.1016/j.jet.2018.03.007.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2018, "Information acquisition, price informativeness, and welfare," Journal of Economic Theory, Elsevier, volume 177, issue C, pages 558-593, DOI: 10.1016/j.jet.2018.07.007.
• Akbas, Ferhat & Markov, Stanimir & Subasi, Musa & Weisbrod, Eric, 2018, "Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokers’ Estimate System," Journal of Financial Economics, Elsevier, volume 127, issue 2, pages 366-388, DOI: 10.1016/j.jfineco.2017.11.005.
• Broer, Tobias, 2018, "Securitization bubbles: Structured finance with disagreement about default risk," Journal of Financial Economics, Elsevier, volume 127, issue 3, pages 505-518, DOI: 10.1016/j.jfineco.2017.12.001.
• Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2018, "Absolving beta of volatility’s effects," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 1-15, DOI: 10.1016/j.jfineco.2018.01.003.
• Song, Zhaogang & Zhu, Haoxiang, 2018, "Quantitative easing auctions of Treasury bonds," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 103-124, DOI: 10.1016/j.jfineco.2018.02.004.
• Bartram, Söhnke M. & Grinblatt, Mark, 2018, "Agnostic fundamental analysis works," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 125-147, DOI: 10.1016/j.jfineco.2016.11.008.
• George, Thomas J. & Hwang, Chuan-Yang & Li, Yuan, 2018, "The 52-week high, q-theory, and the cross section of stock returns," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 148-163, DOI: 10.1016/j.jfineco.2018.01.005.
• Huang, Jiekun, 2018, "The customer knows best: The investment value of consumer opinions," Journal of Financial Economics, Elsevier, volume 128, issue 1, pages 164-182, DOI: 10.1016/j.jfineco.2018.02.001.
• Brogaard, Jonathan & Carrion, Allen & Moyaert, Thibaut & Riordan, Ryan & Shkilko, Andriy & Sokolov, Konstantin, 2018, "High frequency trading and extreme price movements," Journal of Financial Economics, Elsevier, volume 128, issue 2, pages 253-265, DOI: 10.1016/j.jfineco.2018.02.002.
• Eckbo, B. Espen & Makaew, Tanakorn & Thorburn, Karin S., 2018, "Are stock-financed takeovers opportunistic?," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 443-465, DOI: 10.1016/j.jfineco.2018.03.006.
• Weber, Michael, 2018, "Cash flow duration and the term structure of equity returns," Journal of Financial Economics, Elsevier, volume 128, issue 3, pages 486-503, DOI: 10.1016/j.jfineco.2018.03.003.
• Frank, Murray Z. & Sanati, Ali, 2018, "How does the stock market absorb shocks?," Journal of Financial Economics, Elsevier, volume 129, issue 1, pages 136-153, DOI: 10.1016/j.jfineco.2018.04.002.
• Malamud, Semyon & Vilkov, Grigory, 2018, "Non-myopic betas," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 357-381, DOI: 10.1016/j.jfineco.2018.05.004.
• Gao, Lei & Han, Yufeng & Zhengzi Li, Sophia & Zhou, Guofu, 2018, "Market intraday momentum," Journal of Financial Economics, Elsevier, volume 129, issue 2, pages 394-414, DOI: 10.1016/j.jfineco.2018.05.009.
• Holderness, Clifford G., 2018, "Equity issuances and agency costs: The telling story of shareholder approval around the world," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 415-439, DOI: 10.1016/j.jfineco.2018.06.006.
• Asness, Clifford & Frazzini, Andrea & Israel, Ronen & Moskowitz, Tobias J. & Pedersen, Lasse H., 2018, "Size matters, if you control your junk," Journal of Financial Economics, Elsevier, volume 129, issue 3, pages 479-509, DOI: 10.1016/j.jfineco.2018.05.006.
• Kallunki, Jenni & Kallunki, Juha-Pekka & Nilsson, Henrik & Puhakka, Mikko, 2018, "Do an insider's wealth and income matter in the decision to engage in insider trading?," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 135-165, DOI: 10.1016/j.jfineco.2018.06.005.
• Birru, Justin, 2018, "Day of the week and the cross-section of returns," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 182-214, DOI: 10.1016/j.jfineco.2018.06.008.
• Bao, Jack & O’Hara, Maureen & (Alex) Zhou, Xing, 2018, "The Volcker Rule and corporate bond market making in times of stress," Journal of Financial Economics, Elsevier, volume 130, issue 1, pages 95-113, DOI: 10.1016/j.jfineco.2018.06.001.
• Comerton-Forde, Carole & Malinova, Katya & Park, Andreas, 2018, "Regulating dark trading: Order flow segmentation and market quality," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 347-366, DOI: 10.1016/j.jfineco.2018.07.002.
• Dugast, Jérôme & Foucault, Thierry, 2018, "Data abundance and asset price informativeness," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 367-391, DOI: 10.1016/j.jfineco.2018.07.004.
• Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2018, "Company stock price reactions to the 2016 election shock: Trump, taxes, and trade," Journal of Financial Economics, Elsevier, volume 130, issue 2, pages 428-451, DOI: 10.1016/j.jfineco.2018.06.013.
• Lee, Jongsub & Naranjo, Andy & Velioglu, Guner, 2018, "When do CDS spreads lead? Rating events, private entities, and firm-specific information flows," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 556-578, DOI: 10.1016/j.jfineco.2018.07.011.
• Goetzmann, William N. & Huang, Simon, 2018, "Momentum in Imperial Russia," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 579-591, DOI: 10.1016/j.jfineco.2018.07.008.
• Deng, Yongheng & Liu, Xin & Wei, Shang-Jin, 2018, "One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?," Journal of Financial Economics, Elsevier, volume 130, issue 3, pages 663-692, DOI: 10.1016/j.jfineco.2018.04.009.
• Cziraki, Peter, 2018, "Trading by bank insiders before and during the 2007–2008 financial crisis," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 58-82, DOI: 10.1016/j.jfi.2017.08.002.
• Johnson, William C. & Kang, Jun-Koo & Masulis, Ronald W. & Yi, Sangho, 2018, "Seasoned equity offerings and customer–supplier relationships," Journal of Financial Intermediation, Elsevier, volume 33, issue C, pages 98-114, DOI: 10.1016/j.jfi.2017.09.003.
• Chronopoulos, Dimitris K. & Papadimitriou, Fotios I. & Vlastakis, Nikolaos, 2018, "Information demand and stock return predictability," Journal of International Money and Finance, Elsevier, volume 80, issue C, pages 59-74, DOI: 10.1016/j.jimonfin.2017.10.001.
• Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip, 2018, "Private information, capital flows, and exchange rates," Journal of International Money and Finance, Elsevier, volume 81, issue C, pages 40-55, DOI: 10.1016/j.jimonfin.2017.10.005.
• Abad, Pilar & Alsakka, Rasha & ap Gwilym, Owain, 2018, "The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions," Journal of International Money and Finance, Elsevier, volume 85, issue C, pages 40-57, DOI: 10.1016/j.jimonfin.2018.03.005.
• de Groot, Wilma & Huij, Joop, 2018, "Are the Fama-French factors really compensation for distress risk?," Journal of International Money and Finance, Elsevier, volume 86, issue C, pages 50-69, DOI: 10.1016/j.jimonfin.2018.03.002.
• Khan, Mostafa Saidur Rahim & Bremer, Marc & Kato, Hideaki Kiyoshi, 2018, "Are short-sales constraints binding when there is a centralized lendable securities market? Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, volume 48, issue C, pages 85-96, DOI: 10.1016/j.jjie.2017.11.003.
• Griffin, Paul A. & Lont, David H., 2018, "Game changer? The impact of the VW emission-cheating scandal on the interrelation between large automakers’ equity and credit markets," Journal of Contemporary Accounting and Economics, Elsevier, volume 14, issue 2, pages 179-196, DOI: 10.1016/j.jcae.2018.05.004.
• Beaumont, Stacey & Clarkson, Peter & Tutticci, Irene, 2018, "Identifying lobbying strategies: An analysis of public responses to the Productivity Commission Inquiry into executive remuneration in Australia," Journal of Contemporary Accounting and Economics, Elsevier, volume 14, issue 3, pages 288-306, DOI: 10.1016/j.jcae.2018.07.001.
• Main, Scott & Irwin, Scott H. & Sanders, Dwight R. & Smith, Aaron, 2018, "Financialization and the returns to commodity investments," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 22-28, DOI: 10.1016/j.jcomm.2018.05.004.
• Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018, "Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 59-71, DOI: 10.1016/j.jcomm.2018.05.001.
• Dergiades, Theologos & Madlener, Reinhard & Christofidou, Georgia, 2018, "The nexus between natural gas spot and futures prices at NYMEX: Do weather shocks and non-linear causality in low frequencies matter?," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00100.
• Stöckl, Thomas & Palan, Stefan, 2018, "Catch me if you can. Can human observers identify insiders in asset markets?," Journal of Economic Psychology, Elsevier, volume 67, issue C, pages 1-17, DOI: 10.1016/j.joep.2018.04.004.
• Corbet, Shaen & McMullan, Caroline, 2018, "Stock market reaction to irregular supermarket chain behaviour: An investigation in the retail sectors of Ireland and the United Kingdom," Journal of Retailing and Consumer Services, Elsevier, volume 43, issue C, pages 20-29, DOI: 10.1016/j.jretconser.2018.02.011.
• Aslan, Hadiye & Kumar, Praveen, 2018, "The real effects of forced sales of corporate bonds," Journal of Monetary Economics, Elsevier, volume 95, issue C, pages 1-17, DOI: 10.1016/j.jmoneco.2018.02.004.
• Ghadhab, Imen, 2018, "Arbitrage opportunities and liquidity: An intraday event study on cross-listed stocks," Journal of Multinational Financial Management, Elsevier, volume 46, issue C, pages 1-10, DOI: 10.1016/j.mulfin.2018.07.002.
• Cai, Kelly & Lee, Heiwai & Valero, Magali, 2018, "The roles of the information environment and the stock price performance of foreign firms in their decision to delist from U.S. exchanges," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 1-13, DOI: 10.1016/j.mulfin.2018.09.002.
• Alhaj-Yaseen, Yaseen S. & Yau, Siu-Kong, 2018, "Herding tendency among investors with heterogeneous information: Evidence from China’s equity markets," Journal of Multinational Financial Management, Elsevier, volume 47, issue , pages 60-75, DOI: 10.1016/j.mulfin.2018.11.001.
• Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2018, "Top managerial power and stock price efficiency: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 20-38, DOI: 10.1016/j.pacfin.2017.11.004.
• Alhashel, Bader S. & Almudhaf, Fahad W. & Hansz, J. Andrew, 2018, "Can technical analysis generate superior returns in securitized property markets? Evidence from East Asia markets," Pacific-Basin Finance Journal, Elsevier, volume 47, issue C, pages 92-108, DOI: 10.1016/j.pacfin.2017.12.005.
• Chung, San-Lin & Liu, Wenchien & Liu, Wen-Rang & Tseng, Kevin, 2018, "Investor network: Implications for information diffusion and asset prices," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 186-209, DOI: 10.1016/j.pacfin.2018.02.004.
• Su, Fei & Zhang, Jingjing, 2018, "Global price discovery in the Australian dollar market and its determinants," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 35-55, DOI: 10.1016/j.pacfin.2018.01.002.
• Yang, Nien-Tzu & Chu, Hsiang-Hui & Ko, Kuan-Cheng & Lee, Shiou-Wen, 2018, "Continuing overreaction and momentum in a market with price limits," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 56-71, DOI: 10.1016/j.pacfin.2018.01.005.
• Hodgson, Allan & Da Lim, Wei & Mi, Lin, 2018, "Insider sales vs. short selling: Negative information trading in Australia," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 72-83, DOI: 10.1016/j.pacfin.2017.12.009.
• Wu, Lei & Liu, Chunlin & Meng, Qingbin & Zeng, Hongchao, 2018, "Price discovery in China's inter-bank bond market," Pacific-Basin Finance Journal, Elsevier, volume 48, issue C, pages 84-98, DOI: 10.1016/j.pacfin.2017.12.010.
• Li, Xiao & Shen, Dehua & Zhang, Wei, 2018, "Do Chinese internet stock message boards convey firm-specific information?," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 1-14, DOI: 10.1016/j.pacfin.2018.03.003.
• Moriyasu, Hiroshi & Wee, Marvin & Yu, Jing, 2018, "The role of algorithmic trading in stock liquidity and commonality in electronic limit order markets," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 103-128, DOI: 10.1016/j.pacfin.2018.04.004.
• Krishnamurti, Chandrasekhar & Velayutham, Eswaran, 2018, "The influence of board committee structures on voluntary disclosure of greenhouse gas emissions: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 50, issue C, pages 65-81, DOI: 10.1016/j.pacfin.2017.09.003.
• Gordon, Narelle & Wu, Qiongbing, 2018, "The high-volume return premium and changes in investor recognition," Pacific-Basin Finance Journal, Elsevier, volume 51, issue C, pages 121-136, DOI: 10.1016/j.pacfin.2018.06.006.
• Ikeda, Taro, 2018, "Multifractal structures for the Russian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 2123-2128, DOI: 10.1016/j.physa.2017.11.129.
• Gkillas (Gillas), Konstantinos & Vortelinos, Dimitrios I. & Saha, Shrabani, 2018, "The properties of realized volatility and realized correlation: Evidence from the Indian stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 492, issue C, pages 343-359, DOI: 10.1016/j.physa.2017.10.007.
• Ni, Yensen & Cheng, Yirung & Huang, Paoyu & Day, Min-Yuh, 2018, "Trading strategies in terms of continuous rising (falling) prices or continuous bullish (bearish) candlesticks emitted," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 501, issue C, pages 188-204, DOI: 10.1016/j.physa.2018.02.038.
• Mensi, Walid & Hamdi, Atef & Shahzad, Syed Jawad Hussain & Shafiullah, Muhammad & Al-Yahyaee, Khamis Hamed, 2018, "Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 502, issue C, pages 576-589, DOI: 10.1016/j.physa.2018.02.146.
• Mensi, Walid & Hamdi, Atef & Yoon, Seong-Min, 2018, "Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 1107-1116, DOI: 10.1016/j.physa.2018.08.130.
• Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Naveed & Al-Yahyaee, Khamis Hamed, 2018, "Stock market efficiency: A comparative analysis of Islamic and conventional stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 139-153, DOI: 10.1016/j.physa.2018.02.169.
• Zhang, Guofu & Li, Jingjing, 2018, "Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 503, issue C, pages 611-622, DOI: 10.1016/j.physa.2018.02.139.
• Shahzad, Syed Jawad Hussain & Hernandez, Jose Areola & Hanif, Waqas & Kayani, Ghulam Mujtaba, 2018, "Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 506, issue C, pages 433-450, DOI: 10.1016/j.physa.2018.04.016.
• Lehrer, Nimrod David, 2018, "The value of political connections in a multiparty parliamentary democracy: Evidence from the 2015 elections in Israel," European Journal of Political Economy, Elsevier, volume 53, issue C, pages 13-58, DOI: 10.1016/j.ejpoleco.2017.07.001.
• Zheng, Yao & Osmer, Eric & Zheng, Liancun, 2018, "The relative pricing of cross-listed securities: The case of Chinese A- and H-share," The Quarterly Review of Economics and Finance, Elsevier, volume 67, issue C, pages 297-310, DOI: 10.1016/j.qref.2017.07.010.
• Ichkitidze, Yuri, 2018, "Temporary price trends in the stock market with rational agents," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 103-117, DOI: 10.1016/j.qref.2017.11.014.
• Corbet, Shaen & Gurdgiev, Constantin & Meegan, Andrew, 2018, "Long-term stock market volatility and the influence of terrorist attacks in Europe," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 118-131, DOI: 10.1016/j.qref.2017.11.012.
• Hong, Hui & Chen, Naiwei & O’Brien, Fergal & Ryan, James, 2018, "Stock return predictability and model instability: Evidence from mainland China and Hong Kong," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 132-142, DOI: 10.1016/j.qref.2017.11.007.
• Staer, Arsenio & Sottile, Pedro, 2018, "Equivalent volume and comovement," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 143-157, DOI: 10.1016/j.qref.2017.11.001.
• Chen, Sheng-Syan & Lin, Chih-Yen, 2018, "Managerial ability and acquirer returns," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 171-182, DOI: 10.1016/j.qref.2017.09.004.
• Markellos, Raphael N. & Psychoyios, Dimitris, 2018, "Interest rate volatility and risk management: Evidence from CBOE Treasury options," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 190-202, DOI: 10.1016/j.qref.2017.08.005.
• Muhl, Stefan & Talpsepp, Tõnn, 2018, "Faster learning in troubled times: How market conditions affect the disposition effect," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 226-236, DOI: 10.1016/j.qref.2017.08.002.
• Xing, Xuejing & Yan, Shan, 2018, "Labor unions and information asymmetry among investors," The Quarterly Review of Economics and Finance, Elsevier, volume 69, issue C, pages 174-187, DOI: 10.1016/j.qref.2018.02.004.
• Mensi, Walid & Hkiri, Besma & Al-Yahyaee, Khamis H. & Kang, Sang Hoon, 2018, "Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach," International Review of Economics & Finance, Elsevier, volume 54, issue C, pages 74-102, DOI: 10.1016/j.iref.2017.07.032.
• Chang, Chu-Hsuan & Lin, Hsiou-Wei William, 2018, "Does there prevail momentum in earnings management for seasoned equity offering firms?," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 111-129, DOI: 10.1016/j.iref.2017.12.015.
• Stona, Filipe & Morais, Igor A.C. & Triches, Divanildo, 2018, "Economic dynamics during periods of financial stress: Evidences from Brazil," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 130-144, DOI: 10.1016/j.iref.2018.02.006.
• Wang, Jai-Jen & Lee, Jin-Ping & Zhao, Yang, 2018, "Pair-trading profitability and short-selling restriction: Evidence from the Taiwan stock market," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 173-184, DOI: 10.1016/j.iref.2017.07.021.
• Chiu, Junmao & Chung, Huimin & Ho, Keng-Yu & Wu, Chih-Chiang, 2018, "Investor sentiment and evaporating liquidity during the financial crisis," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 21-36, DOI: 10.1016/j.iref.2018.01.006.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2018, "Retrieving aggregate information from option volume," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 220-232, DOI: 10.1016/j.iref.2017.07.018.
• Weng, Pei-Shih & Tsai, Wei-Che, 2018, "Do foreign institutional traders have private information for the market index? The aspect of market microstructure," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 308-323, DOI: 10.1016/j.iref.2017.07.011.
• Chen, Sheng-Syan & Lin, Chih-Yen & Tsai, Yun-Ching, 2018, "New product strategies and firm performance: CEO optimism," International Review of Economics & Finance, Elsevier, volume 55, issue C, pages 37-53, DOI: 10.1016/j.iref.2018.01.021.
• Tsukioka, Yasutomo & Yanagi, Junya & Takada, Teruko, 2018, "Investor sentiment extracted from internet stock message boards and IPO puzzles," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 205-217, DOI: 10.1016/j.iref.2017.10.025.
• Lin, Wen-Chun & Liao, Tsai-Ling, 2018, "Managerial reporting behavior around exchange switching: Consideration of current and future performance," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 218-237, DOI: 10.1016/j.iref.2017.10.026.
• Dang, Vinh Q.T. & So, Erin P.K. & Yan, Isabel K.M., 2018, "The value of political connection: Evidence from the 2011 Egyptian revolution," International Review of Economics & Finance, Elsevier, volume 56, issue C, pages 238-257, DOI: 10.1016/j.iref.2017.10.027.
• Blau, Benjamin M., 2018, "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, volume 58, issue C, pages 299-311, DOI: 10.1016/j.iref.2018.04.002.
• Dimic, Nebojsa & Neudl, Manfred & Orlov, Vitaly & Äijö, Janne, 2018, "Investor sentiment, soccer games and stock returns," Research in International Business and Finance, Elsevier, volume 43, issue C, pages 90-98, DOI: 10.1016/j.ribaf.2017.07.134.
• Anderson, Hamish D. & Balli, Faruk & Godber, Cara, 2018, "The effect of macroeconomic announcements at a sectoral level in the US and European Union," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 256-272, DOI: 10.1016/j.ribaf.2017.07.095.
• Maigoshi, Zaharaddeen Salisu & Latif, Rohaida Abdul & Kamardin, Hasnah, 2018, "Change in value-relevance of disclosed RPT across accounting regimes: Evidence from Malaysia," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 422-433, DOI: 10.1016/j.ribaf.2017.07.114.
• Karaa, Rabaa & Slim, Skander & Hmaied, Dorra Mezzez, 2018, "Trading intensity and the volume-volatility relationship on the Tunis Stock Exchange," Research in International Business and Finance, Elsevier, volume 44, issue C, pages 88-99, DOI: 10.1016/j.ribaf.2017.01.010.
• Angelini, Eliana & Foglia, Matteo & Ortolano, Alessandra & Leone, Maria, 2018, "The “Donald” and the market: Is there a cointegration?," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 30-37, DOI: 10.1016/j.ribaf.2017.07.129.
• Kim, Hyonok & Yasuda, Yukihiro, 2018, "Business risk disclosure and firm risk: Evidence from Japan," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 413-426, DOI: 10.1016/j.ribaf.2017.07.172.
• Mateev, Miroslav & Andonov, Kristiyan, 2018, "Do European bidders pay more in cross-border than in domestic acquisitions? New evidence from Continental Europe and the UK," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 529-556, DOI: 10.1016/j.ribaf.2017.09.003.
• Shahzad, Khurram & Pouw, Thierry & Rubbaniy, Ghulame & El-Temtamy, Osama, 2018, "Audit quality during the global financial crisis: The investors’ perspective," Research in International Business and Finance, Elsevier, volume 45, issue C, pages 94-105, DOI: 10.1016/j.ribaf.2017.07.137.
• Zaremba, Adam & Shemer, Jacob, 2018, "Is there momentum in factor premia? Evidence from international equity markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 120-130, DOI: 10.1016/j.ribaf.2017.12.002.
• Dbouk, Wassim & Jamali, Ibrahim, 2018, "Predicting daily oil prices: Linear and non-linear models," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 149-165, DOI: 10.1016/j.ribaf.2018.01.003.
• Wang, Wenzhao, 2018, "Investor sentiment and the mean-variance relationship: European evidence," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 227-239, DOI: 10.1016/j.ribaf.2018.02.006.
• Jitmaneeroj, Boonlert, 2018, "Is Thailand’s credit default swap market linked to bond and stock markets? Evidence from the term structure of credit spreads," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 324-341, DOI: 10.1016/j.ribaf.2018.04.006.
• Lau, Chi Keung Marco & Sheng, Xin, 2018, "Inter- and intra-regional analysis on spillover effects across international stock markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 420-429, DOI: 10.1016/j.ribaf.2018.04.013.
• Kumar, Satish, 2018, "Price discovery in emerging currency markets," Research in International Business and Finance, Elsevier, volume 46, issue C, pages 528-536, DOI: 10.1016/j.ribaf.2018.07.001.
• Gavriilidis, Konstantinos & Kambouroudis, Dimos S. & Tsakou, Katerina & Tsouknidis, Dimitris A., 2018, "Volatility forecasting across tanker freight rates: The role of oil price shocks," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 118, issue C, pages 376-391, DOI: 10.1016/j.tre.2018.08.012.
• Makarov, Igor & Schoar, Antoinette, 2018, "Trading and Arbitrage in Cryptocurrency Markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118909, Dec.
• Lleo, Sebastien & Ziemba, William, 2018, "A tale of two indexes: predicting equity market downturns in China," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118923, Sep.
• Beaver, William & Cascino, Stefano & Correia, Maria & McNichols, Maureen, 2018, "Bankruptcy in groups," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118925, Aug.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2018, "Information acquisition, price informativeness and welfare," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118935, Apr.
• Babus, Ana & Kondor, Peter, 2018, "Trading and information diffusion in over-the-counter markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118939, Apr.
• Choi, Darwin & Lou, Dong & Mukherjee, Abhiroop, 2018, "The effect of superstar firms on college major choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118941, Apr.
• Bahar, Dany & Molina, Carlos A. & Santos, Miguel Angel, 2018, "Fool's gold: the impact of Venezuelan currency devaluations on multinational stock prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123056, Oct.
• Carabias, Jose M., 2018, "The real-time information content of macroeconomic news: implications for firm-level earnings expectations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 86399, Mar.
• Babus, Ana & Kondor, Peter, 2018, "Trading and information diffusion in OTC markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88050, Sep.
• Edmans, Alex & Goncalves-Pinto, Luis & Groen-Xu, Moqi & Wang, Yanbo, 2018, "Strategic news releases in equity vesting months," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 88301, Nov.
• Rahi, Rohit & Zigrand, Jean-Pierre, 2018, "Information acquisition, price informativeness, and welfare," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 89385, Jul.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018, "The economic effects of Brexit - evidence from the stock market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 90219, Dec.
• Breinlich, Holger & Leromain, Elsa & Novy, Dennis & Sampson, Thomas & Usman, Ahmed, 2018, "The economic effects of Brexit- evidence from the stock market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 91692, Sep.
• Zhongzhi (Lawrence) He & Martin Kusy & Deepak Singh & Samir Trabelsi, 2018, "Should We Trust Fund Managers? A Close Look at the Canadian Mutual Fund Governance," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance and Regulation", DOI: 10.1108/S1569-373220180000020005.
• Ahmed Bouteska, 2018, "The Influence of Corporate Governance Mechanisms on the Behavior of Financial Analysts of US Firms: An Empirical Analysis," Advances in Financial Economics, Emerald Group Publishing Limited, "International Corporate Governance and Regulation", DOI: 10.1108/S1569-373220180000020006.
• Frank Gyimah Sackey, 2018, "Is there discrimination against the agricultural sector in the credit rationing behavior of commercial banks in Ghana?," Agricultural Finance Review, Emerald Group Publishing Limited, volume 78, issue 3, pages 348-363, March, DOI: 10.1108/AFR-08-2017-0077.
• Binxi Cui & Chaojun Yang, 2018, "Equity financing constraints and R&D investments: evidence from an IPO suspension in China," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 2, pages 158-172, April, DOI: 10.1108/CFRI-06-2017-0074.
• Lu Zhang & Difang Wan & Wenhu Wang & Chen Shang & Fang Wan, 2018, "Incentive mechanisms and hedging effectiveness – an experimental study," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 3, pages 332-352, July, DOI: 10.1108/CFRI-06-2017-0077.
• George Gao & Qingzhong Ma & David Ng, 2018, "The informativeness of short sellers: an insider’s perspective," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 4, pages 354-386, January, DOI: 10.1108/CFRI-08-2017-0193.
• Xundi Diao & Hongyang Qiu & Bin Tong, 2017, "Does a unique “T+1 trading rule” in China incur return difference between daytime and overnight periods?," China Finance Review International, Emerald Group Publishing Limited, volume 8, issue 1, pages 2-20, December, DOI: 10.1108/CFRI-12-2016-0130.
• Venessa S. Tchamyou & Simplice A. Asongu & Jacinta C. Nwachukwu, 2018, "Effects of asymmetric information on market timing in the mutual fund industry," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 542-557, May, DOI: 10.1108/IJMF-09-2017-0187.
• Gülfen Tuna, 2018, "Interaction between precious metals price and Islamic stock markets," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 12, issue 1, pages 96-114, September, DOI: 10.1108/IMEFM-06-2017-0143.