Research classified by Journal of Economic Literature (JEL) codes

2017

• Massa, Massimo & Manconi, Alberto & Altieri, Michela, 2017, "Corporate Bond Guarantees and The Value of Financial Flexibility," CEPR Discussion Papers, Centre for Economic Policy Research, number 11992, Apr.
• Massa, Massimo & Manconi, Alberto & Kempf, Elisabeth, 2017, "Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 11993, Apr.
• Hellwig, Christian & Albagli, Elias & Tsyvinski, Aleh, 2017, "Imperfect Financial Markets and Investment Inefficiencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 12045, May.
• Ormazabal, Gaizka & Jagolinzer, Alan D. & Larcker, David F. & Taylor, Daniel, 2017, "Political Connections and the Informativeness of Insider Trades," CEPR Discussion Papers, Centre for Economic Policy Research, number 12153, Jul.
• Edmans, Alex & Fang, Vivian & Huang, Allen, 2017, "The Long-Term Consequences of Short-Term Incentives," CEPR Discussion Papers, Centre for Economic Policy Research, number 12305, Sep.
• Ljungqvist, Alexander & Back, Kerry E. & Collin-Dufresne, Pierre & Fos, Vyacheslav & Li, Tao, 2017, "Activism, Strategic Trading, and Liquidity," CEPR Discussion Papers, Centre for Economic Policy Research, number 12372, Oct.
• Peress, Joël & Schmidt, Daniel, 2017, "Noise Traders Incarnate: Describing a Realistic Noise Trading Process," CEPR Discussion Papers, Centre for Economic Policy Research, number 12434, Nov.
• Kose, M. Ayhan & Claessens, Stijn, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," CEPR Discussion Papers, Centre for Economic Policy Research, number 12460, Nov.
• Kose, M. Ayhan & Claessens, Stijn, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," CEPR Discussion Papers, Centre for Economic Policy Research, number 12461, Nov.
• Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2017, "Relationship Trading in OTC Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 12472, Nov.
• Albuquerque, Rui & Song, Shiyun & Yao, Chen, 2017, "The Price Effects of Liquidity Shocks: A Study of SEC’s Tick-Size Experiment," CEPR Discussion Papers, Centre for Economic Policy Research, number 12486, Dec.
• Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017, "Discriminatory Pricing of Over-The-Counter Derivatives," CEPR Discussion Papers, Centre for Economic Policy Research, number 12525, Dec.
• Thesmar, David & Bouchaud, Jean-Philippe & Krueger, Philipp & Landier, Augustin, 2017, "Sticky Expectations and the Profi tability Anomaly," CEPR Discussion Papers, Centre for Economic Policy Research, number 12528, Dec.
• D'Auria, Bernardo & García Martí, Dolores & Salmerón Garrido, José Antonio, 2017, "Optimal portfolio with insider information on the stochastic interest rate," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 25819, Nov.
• Júlio Lobão & Cristiano Pereira, 2017, "Barreras Psicológicas en Índices Bursátiles: Evidencia de Cuatro Países de Europa del Sur," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 40, issue 114, pages 268-278, Septiembr.
• Hong Liu & Jingyuan Wu & Qingshan Yang, 2017, "Inside Trading when the Market Deviates from the Semi-strong Efficient Condition," Annals of Economics and Finance, Society for AEF, volume 18, issue 1, pages 111-128, May.
• Wei Tang & Tianhao Wu & Liheng Xu, 2017, "Skewness Preference and IPO Anomalies in China," Annals of Economics and Finance, Society for AEF, volume 18, issue 1, pages 173-199, May.
• Julio Lobao & Joao Meira Fernandes, 2017, "The 52-Week High and Momentum Investing: Implications for Asset Pricing Models," Annals of Economics and Finance, Society for AEF, volume 18, issue 2, pages 349-376, November.
• Benos, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2017, "Interactions among High-Frequency Traders," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 4, pages 1375-1402, August.
• Md. Abu HASAN, 2017, "Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis," Turkish Economic Review, EconSciences 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, EconSciences Journals, volume 4, issue 2, pages 206-226, June.
• G. D. Hancock, 2017, "Behind the Volatility Index Levels: The Paradox of 2016," International Research in Economics and Finance, Julypress, volume 1, issue 1, pages 44-53, December, DOI: 10.20849/iref.v1i1.270.
• Hachenberg, B. & Kiesel, F. & Kolaric, S. & Schiereck, D., 2017, "The impact of expected regulatory changes: The case of banks following the 2016 U.S. election," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 84772, Aug, DOI: 10.1016/j.frl.2016.12.021.
• Stefan SIMEONOV, 2017, "A Methodology For Trend Analysis Of Stock Exchange Activities, Based On Indicator Signals And Frequency Volatility," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 21-39.
• Стефан Симеонов, 2017, "Методика За Анализ На Тренда В Борсовата Активност, Базирана На Индикаторните Сигнали И Честотната Променливост," Economics 21, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 24-44.
• Mohamed Firas Thraya & Amir Louizi, 2017, "Le score de gouvernance et la performance à court terme des opérations de fusions-acquisitions en France - Governance score and short-term performance of mergers and acquisitions in France," Revue Finance Contrôle Stratégie, revues.org, volume 20, issue 4, pages 117-145, December.
• Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017, "Collusive Benchmark Rates Fixing," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1715.
• Houdou Basse Mama & Rachidi Kotchoni, 2017, "Investor Relations' Quality and Mispricing," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2017-33.
• Schmidt, Daniel & Lunghi, Sandro & von Beschwitz, Bastian, 2017, "Limits of Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," HEC Research Papers Series, HEC Paris, number 1206, May, revised 13 Aug 2017.
• Honkanen, Pekka & Schmidt, Daniel, 2017, "Price and Liquidity Spillovers during Fire Sale Episodes," HEC Research Papers Series, HEC Paris, number 1214, Jun, revised 07 Jul 2017.
• Rosu, Ioanid & Sojli, Elvira & Tham, Wing Wah, 2017, "Quotes, Trades and the Cost of Capital," HEC Research Papers Series, HEC Paris, number 1232, Jul, revised 26 Jan 2018.
• Astebro, Thomas B. & Lovo, Stefano & Fernandez Sierra, Manuel & Vulkan, Nir, 2017, "Herding in Equity Crowdfunding," HEC Research Papers Series, HEC Paris, number 1245, Dec, revised 04 Jun 2018.
• Cespa, Giovanni & Vives, Xavier, 2017, "High Frequency Trading and Fragility," IESE Research Papers, IESE Business School, number D/1161, Jan.
• Manzano, Carolina & Vives, Xavier, 2017, "Market Power and Welfare in Asymmetric Divisible Good Auctions," IESE Research Papers, IESE Business School, number D/1162, Jan.
• Petrescu, Monica & Wedow, Michael, 2017, "Dark pools in European equity markets: emergence, competition and implications," Occasional Paper Series, European Central Bank, number 193, Jul.
• Strasser, Georg, 2017, "What determines the impact of macroeconomic news on asset markets?," Research Bulletin, European Central Bank, volume 37.
• Speck, Christian, 2017, "Inflation anchoring in the euro area," Working Paper Series, European Central Bank, number 1998, Jan.
• Cespa, Giovanni & Vives, Xavier, 2017, "High frequency trading and fragility," Working Paper Series, European Central Bank, number 2020, Feb.
• Hoffmann, Peter & Colliard, Jean-Edouard, 2017, "Financial transaction taxes, market composition, and liquidity," Working Paper Series, European Central Bank, number 2030, Feb.
• Georgescu, Oana-Maria & Gross, Marco & Kapp, Daniel & Kok, Christoffer, 2017, "Do stress tests matter? Evidence from the 2014 and 2016 stress tests," Working Paper Series, European Central Bank, number 2054, May.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2017, "Bid-to-cover and yield changes around public debt auctions in the euro area," Working Paper Series, European Central Bank, number 2056, May.
• Gerba, Eddie & Żochowski, Dawid, 2017, "Knightian uncertainty and credit cycles," Working Paper Series, European Central Bank, number 2068, May.
• Wagner, Alexander F. & Zeckhauser, Richard J. & Siegler, Alexandre, 2017, "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp17-005, Feb.
• Zeckhauser, Richard, 2017, "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp17-017, Apr.
• Wagner, Alexander F. & Zeckhauser, Richard J. & Ziegler, Alexandre, 2017, "Paths to Convergence: Stock Price Behavior after Donald Trump's Election," Working Paper Series, Harvard University, John F. Kennedy School of Government, number rwp17-039, Sep.
• Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2017, "Exchange Traded Funds (ETFs)," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2016-22, Aug.
• Panayides, Marios A. & Rindi, Barbara & Werner, Ingrid M., 2017, "Trading Fees and Intermarket Competition," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-03, Jan.
• Hou, Kewei & Xue, Chen & Zhang, Lu, 2017, "Replicating Anomalies," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-10, Jun.
• Goncalves, Andrei & Xue, Chen & Zhang, Lu, 2017, "Aggregation, Capital Heterogeneity, and the Investment CAPM," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-12, Dec.
• Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2017, "The Economics of Value Investing," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-16, Jun.
• Bao, Jack & Hou, Kewei, 2017, "De Facto Seniority, Credit Risk, and Corporate Bond Prices," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-17, Sep.
• Rindi, Barbara & Werner, Ingrid M., 2017, "U.S. Tick Size Pilot," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-18, Sep.
• Hou, Kewei & Tang, Ke & Zhang, Bohui, 2017, "Political Uncertainty and Commodity Prices," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-25, Oct.
• Bennett, Benjamin & Stulz, Rene M. & Wang, Zexi, 2017, "Does the Stock Market Make Firms More Productive?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2017-29, Nov.
• Arif, Salman & Ben-Rephael, Azi & Lee, Charles M. C., 2017, "Mutual Funds and Short-Sellers: Why Does Short-Sale Volume Predict Stock Returns?," Research Papers, Stanford University, Graduate School of Business, number 3162, Feb.
• Lee, Charles M. C. & So, Eric C. & Wang, Charles C. Y., 2017, "Evaluating Firm-Level Expected-Return Proxies," Research Papers, Stanford University, Graduate School of Business, number 3188, Jun.
• Lee, Charles M. C. Lee & Sun, Stephen Teng & Wang, Rongfei & Zhang, Ran, 2017, "Technological Links and Predictable Returns," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3605, Oct.
• McNichols, Maureen & Beaver, William H. & Wang, Zach Zhiguang, 2017, "Increased Information Content of Earnings Announcements in the 21st Century: An Empirical Investigation," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3616, Nov.
• Duffie, Darrell & Antill, Samuel, 2017, "Augmenting Markets with Mechanisms," Research Papers, Stanford University, Graduate School of Business, number repec:ecl:stabus:3623, Dec.
• Liping Zou & Ruishan Chen, 2017, "Earnings Surprises, Investor Sentiments and Contrarian Strategies," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 133-143.
• Mondher Kouki, 2017, "Earnings and Dividend Announcements: Are They Interactive? Evidence from the French Context," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 387-393.
• Shashitha Gimhani Jayakody, 2017, "The Impact of the Sri Lankan Civil War on the Stock Market Performances," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 394-402.
• Dewa Gede Wirama & I Gusti Bagus Wiksuana & Zuraidah Mohd-Sanusi & Soheil Kazemian, 2017, "Price Manipulation by Dissemination of Rumors: Evidence from the Indonesian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 1, pages 429-434.
• Nawal Seif Kassim & Roslily Ramlee & Salina Kassim, 2017, "Impact of Inclusion into and Exclusion from the Shariah Index on a Stock Price and Trading Volume: An Event Study Approach," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 40-51.
• Ahmed Bouteska & Boutheina Regaieg, 2017, "Overconfidence Bias, Over/Under-reaction of Financial Analysts on the Tunisian Stock Market, and Their Impacts on the Earnings Forecasts," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 208-214.
• Joakim Kvamvold, 2017, "Mutual Fund Flows and Benchmark Portfolio Returns," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 236-242.
• Iqbal Thonse Hawaldar & B. Shakila & Prakash Pinto, 2017, "Empirical Testing of Month of the Year Effect on Selected Commercial Banks and Services Sector Companies Listed on Bahrain Bourse," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 426-436.
• Nadisah Zakaria & Fariza Hashim, 2017, "Emerging Markets: Evaluating Graham's Stock Selection Criteria on Portfolio Return in Saudi Arabia Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 453-459.
• Yi-Chang Chen & Hung-Che Wu & Jen-Jsung Huang, 2017, "Herd Behavior and Rational Expectations: A Test of China's Market Using Quantile Regression," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 2, pages 649-663.
• Devina Ivo Mahendra & Nadia Asandimitra Haryono, 2017, "The Determinant of the Possibility of Merger in Indonesia," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 62-68.
• Mariya Paskaleva & Ani Stoitsova-Stoykova, 2017, "Linkages and Efficiency Between iTraxx Europe and Financial Market Dynamics in South-East Europe Capital Markets in Post-crisis Period," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 172-179.
• Ouarda Moatemri & Abdelfeteh El-Bori, 2017, "Trading Volume Levels and Stock Returns: Empirical Behavioral Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 3, pages 632-638.
• Lya Paola Sierra & Luis Eduardo Gir n & Carolina Osorio, 2017, "Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 15-22.
• Lucky Nugroho & Wiwik Utami & Citra Sukmadilaga & Tettet Fitrijanti, 2017, "The Urgency of Allignment Islamic Bank to Increasing the Outreach (Indonesia Evidence)," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 283-291.
• Ahmed Al Samman & Mahmoud Moustafa Otaify, 2017, "How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 300-315.
• Johannes St binger & Jens Bredthauer, 2017, "Statistical Arbitrage Pairs Trading with High-frequency Data," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 4, pages 650-662.
• Vasile Bratian & Claudiu Opreana & Amelia Bucur, 2017, "Evaluation of the Stock Quote Stochastic Approach, Market Efficiency and Technical Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 307-316.
• Sarod Khandaker & Silvia Zia Islam, 2017, "International Tourism Demand and Macroeconomic Factors," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 5, pages 389-393.
• Song l Kakilli Acaravci & Yunus Karaomer, 2017, "Fama-French Five Factor Model: Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, volume 7, issue 6, pages 130-137.
• Ana Lorena Jim nez-Preciado & Salvador Cruz-Ak & Francisco Venegas-Mart nez, 2017, "Persistency of Price Patterns in the International Oil Industry, 2001-2016," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 1, pages 9-18.
• Onder Buberkoku, 2017, "Examining Energy Futures Market Efficiency Under Multiple Regime Shifts," International Journal of Energy Economics and Policy, Econjournals, volume 7, issue 6, pages 61-71.
• Edi Suswardji Nugroho & Dian Hakip Nurdiansyah & Nita Erviana, 2017, "Financial Ratio to Predicting the Growth Income (Case Study: Pharmaceutical Manufacturing Company Listed on Indonesia Stock Exchange Period 2012 to 2016)," International Review of Management and Marketing, Econjournals, volume 7, issue 5, pages 77-84.
• Lin, K.C., 2017, "Quality concerns over managers' quarterly earnings guidance," Advances in accounting, Elsevier, volume 38, issue C, pages 113-125, DOI: 10.1016/j.adiac.2017.07.002.
• Rezaee, Zabihollah & Tuo, Ling, 2017, "Voluntary disclosure of non-financial information and its association with sustainability performance," Advances in accounting, Elsevier, volume 39, issue C, pages 47-59, DOI: 10.1016/j.adiac.2017.08.001.
• 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.
• Jakob, Keith & Nam, Yoonsoo, 2017, "Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 65-75, DOI: 10.1016/j.intfin.2016.11.008.
• Miralles-Quirós, José Luis & Miralles-Quirós, María del Mar, 2017, "The Copula ADCC-GARCH model can help PIIGS to fly," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.intfin.2017.08.013.
• Bai, Ye & Chow, Darien Yan Pang, 2017, "Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 182-203, DOI: 10.1016/j.intfin.2017.09.006.
• He, Yinghua & Nielsson, Ulf & Wang, Yonglei, 2017, "Hurting without hitting: The economic cost of political tension," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 106-124, DOI: 10.1016/j.intfin.2017.08.011.
• Resnick, Bruce G. & Shoesmith, Gary L., 2017, "A note on modeling world equity markets with nonsynchronous data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 125-132, DOI: 10.1016/j.intfin.2017.05.010.
• Saad, Mohsen & Samet, Anis, 2017, "Liquidity and the implied cost of equity capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 15-38, DOI: 10.1016/j.intfin.2017.08.007.
• Smales, L.A. & Apergis, N., 2017, "Does more complex language in FOMC decisions impact financial markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 171-189, DOI: 10.1016/j.intfin.2017.08.003.
• Al-Khazali, Osamah & Mirzaei, Ali, 2017, "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 190-208, DOI: 10.1016/j.intfin.2017.10.001.
• Lo, Kin & Ramos, Felipe & Rogo, Rafael, 2017, "Earnings management and annual report readability," Journal of Accounting and Economics, Elsevier, volume 63, issue 1, pages 1-25, DOI: 10.1016/j.jacceco.2016.09.002.
• Schoenfeld, Jordan, 2017, "The effect of voluntary disclosure on stock liquidity: New evidence from index funds," Journal of Accounting and Economics, Elsevier, volume 63, issue 1, pages 51-74, DOI: 10.1016/j.jacceco.2016.10.007.
• Kumar, Praveen & Langberg, Nisan & Oded, Jacob & Sivaramakrishnan, K., 2017, "Voluntary disclosure and strategic stock repurchases," Journal of Accounting and Economics, Elsevier, volume 63, issue 2, pages 207-230, DOI: 10.1016/j.jacceco.2017.02.001.
• Horton, Joanne & Serafeim, George & Wu, Shan, 2017, "Career concerns of banking analysts," Journal of Accounting and Economics, Elsevier, volume 63, issue 2, pages 231-252, DOI: 10.1016/j.jacceco.2017.03.003.
• Christensen, Hans B. & Floyd, Eric & Liu, Lisa Yao & Maffett, Mark, 2017, "The real effects of mandated information on social responsibility in financial reports: Evidence from mine-safety records," Journal of Accounting and Economics, Elsevier, volume 64, issue 2, pages 284-304, DOI: 10.1016/j.jacceco.2017.08.001.
• Nikolaev, Valeri V., 2017, "Discussion of “Borrower private information covenants and loan contract monitoring”," Journal of Accounting and Economics, Elsevier, volume 64, issue 2, pages 340-345, DOI: 10.1016/j.jacceco.2017.08.002.
• Kitamura, Yoshihiro, 2017, "Simple measures of market efficiency: A study in foreign exchange markets," Japan and the World Economy, Elsevier, volume 41, issue C, pages 1-16, DOI: 10.1016/j.japwor.2016.11.001.
• Li, Ting & Zaiats, Nataliya, 2017, "Information environment and earnings management of dual class firms around the world," Journal of Banking & Finance, Elsevier, volume 74, issue C, pages 1-23, DOI: 10.1016/j.jbankfin.2016.09.009.
• Norden, Lars, 2017, "Information in CDS spreads," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 118-135, DOI: 10.1016/j.jbankfin.2016.11.007.
• Aabo, Tom & Pantzalis, Christos & Park, Jung Chul, 2017, "Idiosyncratic volatility: An indicator of noise trading?," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 136-151, DOI: 10.1016/j.jbankfin.2016.11.003.
• Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2017, "Competition in the credit rating Industry: Benefits for investors and issuers," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 235-257, DOI: 10.1016/j.jbankfin.2016.09.001.
• Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad, 2017, "Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 258-279, DOI: 10.1016/j.jbankfin.2016.11.017.
• Kiesel, Rüdiger & Rahe, Florentin, 2017, "Option pricing under time-varying risk-aversion with applications to risk forecasting," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 120-138, DOI: 10.1016/j.jbankfin.2016.11.006.
• Li, Xiaorong & Wang, Steven Shuye & Wang, Xue, 2017, "Trust and stock price crash risk: Evidence from China," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 74-91, DOI: 10.1016/j.jbankfin.2016.12.003.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2017, "Why do firms engage in selective hedging? Evidence from the gold mining industry," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 269-282, DOI: 10.1016/j.jbankfin.2015.05.006.
• Chortareas, Georgios & Noikokyris, Emmanouil, 2017, "Federal reserve's policy, global equity markets, and the local monetary policy stance," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 317-327, DOI: 10.1016/j.jbankfin.2016.04.026.
• El Ghoul, Sadok & Karoui, Aymen, 2017, "Does corporate social responsibility affect mutual fund performance and flows?," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 53-63, DOI: 10.1016/j.jbankfin.2016.10.009.
• Haesen, Daniel & Houweling, Patrick & van Zundert, Jeroen, 2017, "Momentum spillover from stocks to corporate bonds," Journal of Banking & Finance, Elsevier, volume 79, issue C, pages 28-41, DOI: 10.1016/j.jbankfin.2017.03.003.
• Smales, L.A. & Apergis, N., 2017, "Understanding the impact of monetary policy announcements: The importance of language and surprises," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 33-50, DOI: 10.1016/j.jbankfin.2017.03.017.
• Graham, Michael & Walter, Terry S. & Yawson, Alfred & Zhang, Huizhong, 2017, "The value-added role of industry specialist advisors in M&As," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 81-104, DOI: 10.1016/j.jbankfin.2017.04.010.
• Boulland, Romain & Dessaint, Olivier, 2017, "Announcing the announcement," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 59-79, DOI: 10.1016/j.jbankfin.2017.05.007.
• Hung, Shengmin & Qiao, Zheng, 2017, "Shadows in the Sun: Crash risk behind Earnings Transparency," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2017.06.007.
• Franke, Benedikt & Müller, Sebastian & Müller, Sonja, 2017, "The q-factors and expected bond returns," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 19-35, DOI: 10.1016/j.jbankfin.2017.06.005.
• Espenlaub, Susanne & Haq, Imtiaz ul & Khurshed, Arif, 2017, "It's all in the name: Mutual fund name changes after SEC Rule 35d-1," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 123-134, DOI: 10.1016/j.jbankfin.2017.07.008.
• Kolev, Gueorgui I. & Karapandza, Rasa, 2017, "Out-of-sample equity premium predictability and sample split–invariant inference," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 188-201, DOI: 10.1016/j.jbankfin.2016.07.017.
• Renault, Thomas, 2017, "Intraday online investor sentiment and return patterns in the U.S. stock market," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 25-40, DOI: 10.1016/j.jbankfin.2017.07.002.
• Oh, Jong-Min, 2017, "Absorptive capacity, technology spillovers, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 146-164, DOI: 10.1016/j.jbankfin.2017.08.016.
• Raffestin, Louis, 2017, "Do bond credit ratings lead to excess comovement?," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 41-55, DOI: 10.1016/j.jbankfin.2017.08.010.
• Mahmoodzadeh, Soheil & Gençay, Ramazan, 2017, "Human vs. high-frequency traders, penny jumping, and tick size," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 69-82, DOI: 10.1016/j.jbankfin.2017.08.015.
• Flore, Christian & Kolaric, Sascha & Schiereck, Dirk, 2017, "Settlement agreement types of federal corporate prosecution in the U.S. and their impact on shareholder wealth," Journal of Business Research, Elsevier, volume 76, issue C, pages 145-158, DOI: 10.1016/j.jbusres.2017.03.015.
• Klein, Paul-Olivier & Turk, Rima & Weill, Laurent, 2017, "Religiosity vs. well-being effects on investor behavior," Journal of Economic Behavior & Organization, Elsevier, volume 138, issue C, pages 50-62, DOI: 10.1016/j.jebo.2017.04.009.
• Yu, Susana & Webb, Gwendolyn, 2017, "Market adaptation to Regulation Fair Disclosure: The use of industry information to enhance the informational environment," Journal of Economics and Business, Elsevier, volume 89, issue C, pages 1-12, DOI: 10.1016/j.jeconbus.2016.10.002.
• Unsal, Omer & Hassan, M. Kabir & Zirek, Duygu, 2017, "Product recalls and security prices: New evidence from the US market," Journal of Economics and Business, Elsevier, volume 93, issue C, pages 62-79, DOI: 10.1016/j.jeconbus.2017.07.003.
• Camara, Omar, 2017, "Industry herd behaviour in financing decision making," Journal of Economics and Business, Elsevier, volume 94, issue C, pages 32-42, DOI: 10.1016/j.jeconbus.2017.08.001.
• Du, Songzi & Zhu, Haoxiang, 2017, "Bilateral trading in divisible double auctions," Journal of Economic Theory, Elsevier, volume 167, issue C, pages 285-311, DOI: 10.1016/j.jet.2016.11.001.
• Ou-Yang, Hui & Wu, Weili, 2017, "Net trade and market efficiency in Grossman and Stiglitz (1980)," Journal of Economic Theory, Elsevier, volume 167, issue C, pages 75-85, DOI: 10.1016/j.jet.2016.10.006.
• Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017, "Market selection," Journal of Economic Theory, Elsevier, volume 168, issue C, pages 209-236, DOI: 10.1016/j.jet.2016.12.002.
• Boleslavsky, Raphael & Kelly, David L. & Taylor, Curtis R., 2017, "Selloffs, bailouts, and feedback: Can asset markets inform policy?," Journal of Economic Theory, Elsevier, volume 169, issue C, pages 294-343, DOI: 10.1016/j.jet.2017.02.009.
• Lenkey, Stephen L., 2017, "Insider trading and the short-swing profit rule," Journal of Economic Theory, Elsevier, volume 169, issue C, pages 517-545, DOI: 10.1016/j.jet.2017.03.004.
• Nezafat, Mahdi & Schroder, Mark & Wang, Qinghai, 2017, "Short-sale constraints, information acquisition, and asset prices," Journal of Economic Theory, Elsevier, volume 172, issue C, pages 273-312, DOI: 10.1016/j.jet.2017.09.007.
• Choi, Nicole & Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana, 2017, "Portfolio concentration and performance of institutional investors worldwide," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 189-208, DOI: 10.1016/j.jfineco.2016.09.007.
• Di Maggio, Marco & Kacperczyk, Marcin, 2017, "The unintended consequences of the zero lower bound policy," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 59-80, DOI: 10.1016/j.jfineco.2016.09.006.
• Kaniel, Ron & Parham, Robert, 2017, "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 337-356, DOI: 10.1016/j.jfineco.2016.11.003.
• Billett, Matthew T. & Garfinkel, Jon A. & Yu, Miaomiao, 2017, "The effect of asymmetric information on product market outcomes," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 357-376, DOI: 10.1016/j.jfineco.2016.11.001.
• Wang, Huijun & Yan, Jinghua & Yu, Jianfeng, 2017, "Reference-dependent preferences and the risk–return trade-off," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 395-414, DOI: 10.1016/j.jfineco.2016.09.010.
• Amihud, Yakov & Stoyanov, Stoyan, 2017, "Do staggered boards harm shareholders?," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 432-439, DOI: 10.1016/j.jfineco.2016.04.002.
• Andrei, Daniel & Cujean, Julien, 2017, "Information percolation, momentum and reversal," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 617-645, DOI: 10.1016/j.jfineco.2016.05.012.
• Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno, 2017, "Well-connected short-sellers pay lower loan fees: A market-wide analysis," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 646-670, DOI: 10.1016/j.jfineco.2016.12.011.
• Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan, 2017, "High frequency trading and the 2008 short-sale ban," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 22-42, DOI: 10.1016/j.jfineco.2017.01.008.
• Jiang, George J. & Zhu, Kevin X., 2017, "Information Shocks and Short-Term Market Underreaction," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 43-64, DOI: 10.1016/j.jfineco.2016.06.006.
• Di Maggio, Marco & Kermani, Amir & Song, Zhaogang, 2017, "The value of trading relations in turbulent times," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 266-284, DOI: 10.1016/j.jfineco.2017.01.003.
• Lee, Charles M.C. & So, Eric C., 2017, "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 331-348, DOI: 10.1016/j.jfineco.2017.01.007.
• Brogaard, Jonathan & Li, Dan & Xia, Ying, 2017, "Stock liquidity and default risk," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 486-502, DOI: 10.1016/j.jfineco.2017.03.003.
• Menkveld, Albert J. & Yueshen, Bart Zhou & Zhu, Haoxiang, 2017, "Shades of darkness: A pecking order of trading venues," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 503-534, DOI: 10.1016/j.jfineco.2017.03.004.
• Korteweg, Arthur & Sorensen, Morten, 2017, "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 535-562, DOI: 10.1016/j.jfineco.2017.03.006.
• Froot, Kenneth & Kang, Namho & Ozik, Gideon & Sadka, Ronnie, 2017, "What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 143-162, DOI: 10.1016/j.jfineco.2017.04.008.
• Babus, Ana & Hu, Tai-Wei, 2017, "Endogenous intermediation in over-the-counter markets," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 200-215, DOI: 10.1016/j.jfineco.2017.04.009.
• Ahern, Kenneth R., 2017, "Information networks: Evidence from illegal insider trading tips," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 26-47, DOI: 10.1016/j.jfineco.2017.03.009.
• Blanco, Iván & Wehrheim, David, 2017, "The bright side of financial derivatives: Options trading and firm innovation," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 99-119, DOI: 10.1016/j.jfineco.2017.04.004.
• Liu, Laura Xiaolei & Shu, Haibing & Wei, K.C. John, 2017, "The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 286-310, DOI: 10.1016/j.jfineco.2017.05.011.
• Dessaint, Olivier & Golubov, Andrey & Volpin, Paolo, 2017, "Employment protection and takeovers," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 369-388, DOI: 10.1016/j.jfineco.2017.05.005.
• Nickerson, Jordan & Griffin, John M., 2017, "Debt correlations in the wake of the financial crisis: What are appropriate default correlations for structured products?," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 454-474, DOI: 10.1016/j.jfineco.2017.06.011.
• Dinc, Serdar & Erel, Isil & Liao, Rose, 2017, "Fire sale discount: Evidence from the sale of minority equity stakes," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 475-490, DOI: 10.1016/j.jfineco.2017.06.009.
• Baruch, Shmuel & Panayides, Marios & Venkataraman, Kumar, 2017, "Informed trading and price discovery before corporate events," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 561-588, DOI: 10.1016/j.jfineco.2017.05.008.
• Borochin, Paul & Yang, Jie, 2017, "The effects of institutional investor objectives on firm valuation and governance," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 171-199, DOI: 10.1016/j.jfineco.2017.06.013.
• Boyson, Nicole M. & Gantchev, Nickolay & Shivdasani, Anil, 2017, "Activism mergers," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 54-73, DOI: 10.1016/j.jfineco.2017.06.008.
• Edmans, Alex & Jayaraman, Sudarshan & Schneemeier, Jan, 2017, "The source of information in prices and investment-price sensitivity," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 74-96, DOI: 10.1016/j.jfineco.2017.06.017.
• Hu, Grace Xing & Pan, Jun & Wang, Jiang, 2017, "Early peek advantage? Efficient price discovery with tiered information disclosure," Journal of Financial Economics, Elsevier, volume 126, issue 2, pages 399-421, DOI: 10.1016/j.jfineco.2017.07.007.
• Ali, Usman & Hirshleifer, David, 2017, "Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 490-515, DOI: 10.1016/j.jfineco.2017.09.002.
• Hett, Florian & Schmidt, Alexander, 2017, "Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 635-651, DOI: 10.1016/j.jfineco.2017.10.003.
• Clark-Joseph, Adam D. & Ye, Mao & Zi, Chao, 2017, "Designated market makers still matter: Evidence from two natural experiments," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 652-667, DOI: 10.1016/j.jfineco.2017.09.001.
• Flannery, Mark & Hirtle, Beverly & Kovner, Anna, 2017, "Evaluating the information in the federal reserve stress tests," Journal of Financial Intermediation, Elsevier, volume 29, issue C, pages 1-18, DOI: 10.1016/j.jfi.2016.08.001.
• Ben-Rephael, Azi, 2017, "Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 30-44, DOI: 10.1016/j.jfi.2017.05.002.
• Gao, George P. & Moulton, Pamela C. & Ng, David T., 2017, "Institutional ownership and return predictability across economically unrelated stocks," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 45-63, DOI: 10.1016/j.jfi.2016.07.004.
• Tölö, Eero & Jokivuolle, Esa & Virén, Matti, 2017, "Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 93-106, DOI: 10.1016/j.jfi.2017.05.006.
• Wang, Xi & Yang, Jiao-Hui & Wang, Kai-Li & Fawson, Christopher, 2017, "Dynamic information spillovers in intraregionally-focused spot and forward currency markets," Journal of International Money and Finance, Elsevier, volume 71, issue C, pages 78-110, DOI: 10.1016/j.jimonfin.2016.11.002.
• Lambertides, Neophytos & Savva, Christos S. & Tsouknidis, Dimitris A., 2017, "The effects of oil price shocks on U.S. stock order flow imbalances and stock returns," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 137-146, DOI: 10.1016/j.jimonfin.2017.03.008.
• Wu, Chih-Chiang & Chiu, Junmao, 2017, "Economic evaluation of asymmetric and price range information in gold and general financial markets," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 53-68, DOI: 10.1016/j.jimonfin.2017.03.001.
• Shen, Chung-Hua & Bui, Dien Giau & Lin, Chih-Yung, 2017, "Do political factors affect stock returns during presidential elections?," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 180-198, DOI: 10.1016/j.jimonfin.2017.07.019.
• Gau, Yin-Feng & Wu, Zhen-Xing, 2017, "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 232-254, DOI: 10.1016/j.jimonfin.2017.08.006.
• Shanker, Latha, 2017, "New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures market," Journal of Commodity Markets, Elsevier, volume 5, issue C, pages 18-35, DOI: 10.1016/j.jcomm.2016.11.003.
• Valcarcel, Victor J. & Vivian, Andrew J. & Wohar, Mark E., 2017, "Predictability and underreaction in industry-level returns: Evidence from commodity markets," Journal of Commodity Markets, Elsevier, volume 6, issue C, pages 1-15, DOI: 10.1016/j.jcomm.2017.02.003.
• Smales, L.A., 2017, "Commodity market volatility in the presence of U.S. and Chinese macroeconomic news," Journal of Commodity Markets, Elsevier, volume 7, issue C, pages 15-27, DOI: 10.1016/j.jcomm.2017.06.002.
• Birz, Gene, 2017, "Stale economic news, media and the stock market," Journal of Economic Psychology, Elsevier, volume 61, issue C, pages 87-102, DOI: 10.1016/j.joep.2017.03.002.
• Go, You-How & Lau, Wee-Yeap, 2017, "Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil," Resources Policy, Elsevier, volume 53, issue C, pages 135-146, DOI: 10.1016/j.resourpol.2017.06.009.
• Shahzad, Syed Jawad Hussain & Raza, Naveed & Balcilar, Mehmet & Ali, Sajid & Shahbaz, Muhammad, 2017, "Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?," Resources Policy, Elsevier, volume 53, issue C, pages 208-218, DOI: 10.1016/j.resourpol.2017.06.010.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Hoon Kang, Sang, 2017, "Time-varying volatility spillovers between stock and precious metal markets with portfolio implications," Resources Policy, Elsevier, volume 53, issue C, pages 88-102, DOI: 10.1016/j.resourpol.2017.06.001.
• Li, Yuanyuan & Wigniolle, Bertrand, 2017, "Endogenous information revelation in a competitive credit market and credit crunch," Journal of Mathematical Economics, Elsevier, volume 68, issue C, pages 127-141, DOI: 10.1016/j.jmateco.2016.09.008.
• Shen, Junyan & Yu, Jianfeng & Zhao, Shen, 2017, "Investor sentiment and economic forces," Journal of Monetary Economics, Elsevier, volume 86, issue C, pages 1-21, DOI: 10.1016/j.jmoneco.2017.01.001.
• Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017, "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 31-46, DOI: 10.1016/j.jmoneco.2017.08.004.
• Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2017, "Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 78-95, DOI: 10.1016/j.jmoneco.2017.09.008.
• Shachmurove, Yochanan & Vulanovic, Milos, 2017, "U.S. SPACs with a focus on China," Journal of Multinational Financial Management, Elsevier, volume 39, issue C, pages 1-18, DOI: 10.1016/j.mulfin.2016.12.001.
• Shimizu, Katsutoshi & Ly, Kim Cuong, 2017, "Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?," Journal of Multinational Financial Management, Elsevier, volume 41, issue C, pages 80-91, DOI: 10.1016/j.mulfin.2017.07.001.