Research classified by Journal of Economic Literature (JEL) codes

2018

• Abdul Rafay & Saqib Farid, 2018, "ShariahSupervisory Board Report (SSBR) in Islamic banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 11, issue 2, pages 274-296, January, DOI: 10.1108/IMEFM-07-2017-0180.
• A. Can Inci, 2018, "Cointegration and causality in capital markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 2, issue 1, pages 82-94, June, DOI: 10.1108/JCMS-03-2018-0009.
• Imtiaz Sifat & Azhar Mohamad & Zarinah Hamid, 2018, "An investigation of magnet effect via overnight returns: the Malaysian case," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 2, issue 2, pages 121-135, November, DOI: 10.1108/JCMS-04-2018-0012.
• Maria Teresa Medeiros Garcia & Ricardo António Abreu Oliveira, 2018, "Value versus growth in PIIGS stock markets," Journal of Economic Studies, Emerald Group Publishing Limited, volume 45, issue 5, pages 956-978, October, DOI: 10.1108/JES-06-2017-0160.
• Kienpin Tee & Marilyn Wiley, 2018, "Backdating of executive stock options: comparing financial and nonfinancial industries," Journal of Financial Crime, Emerald Group Publishing Limited, volume 25, issue 2, pages 518-526, May, DOI: 10.1108/JFC-01-2017-0001.
• Vasileios Siakoulis, 2018, "Bank failure intensity modeling: an ACD model approach," Journal of Risk Finance, Emerald Group Publishing Limited, volume 19, issue 5, pages 454-477, July, DOI: 10.1108/JRF-11-2016-0151.
• Larelle Chapple & Keitha Dunstan & Thu Phuong Truong, 2018, "Corporate governance and management earnings forecast behaviour," Pacific Accounting Review, Emerald Group Publishing Limited, volume 30, issue 2, pages 222-242, April, DOI: 10.1108/PAR-09-2016-0081.
• Doron Nisani, 2018, "Portfolio selection using the Riskiness Index," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 2, pages 330-339, May, DOI: 10.1108/SEF-03-2017-0058.
• Andreas Oehler & Andreas Höfer & Matthias Horn & Stefan Wendt, 2018, "Do mutual fund ratings provide valuable information for retail investors?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 137-152, March, DOI: 10.1108/SEF-05-2017-0120.
• Lawrence Kryzanowski & Trang Phuong Tran, 2018, "Informed trading around biotech M&As," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 35, issue 1, pages 44-64, March, DOI: 10.1108/SEF-10-2016-0257.
• Chang, C-L. & Hsu, S.-H. & McAleer, M.J., 2018, "An Event Study of Chinese Tourists to Taiwan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number 2018-003/III, Jan.
• Wong, W.-K. & Lean, H.H. & McAleer, M.J. & Tsai, F.-T., 2018, "Why did Warrant Markets Close in China but not Taiwan?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-22, May.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018, "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-46.
• O.S. Kuljamina & V.P. Leonova & V.A. Vishnyakova, 2018, "Unconditional Demand based on Information Networks," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 726-734.
• Philipp Marquardt & Charles N. Noussair & Martin Weber, 2018, "Rational Expectations in an Experimental Asset Market with Shocks to Market Trends," Experimental Economics Center Working Paper Series, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University, number 2018-10, Dec.
• Elena Beccalli & Saverio Bozzolan & Enrico Laghi & Marco Mattei, 2018, "Do letters to shareholders inform or mislead? Insights from insider trading," FINANCIAL REPORTING, FrancoAngeli Editore, volume 2018, issue 2, pages 73-109.
• Joao Dionisio Monteiro & Jose Luis Miralles-Quiros & Jose Ramos Pires Manso, 2018, "Is There Seasonality in Traded and Non-Traded Period Returns in the US Equity Market? A Multiple Structural Change Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 1, pages 71-98, February.
• Muhammad Zubair Mumtaz & Zachary Alexander Smith, 2018, "IPOs in the U.S. from 2005 to 2015: Using the Spline Regression Technique to Estimate Aggregate Issuance and Performance," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 2, pages 165-199, April.
• Carlos R. Barrera Chaupis, 2018, "Expectations and Central Banks' Forecasts: The Experience of Chile, Colombia, Mexico, Peru and the United Kingdom, 2004 – 2014," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 6, pages 578-599, December.
• Ladislav Kristoufek, 2018, "Are the Crude Oil Markets Really Becoming More Efficient over Time? Some New Evidence," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/07, Feb, revised Feb 2018.
• Laure de Batz, 2018, "Financial Impact of Regulatory Sanctions on French Listed Companies," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/10, Apr, revised Apr 2018.
• Yao Wang & Zdenek Drabek & Zhengwei Wang, 2018, "The Predicting Power of Soft Information on Defaults in the Chinese P2P Lending Market," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2018/20, Jan, revised Jan 2018.
• Kurt Graden Lunsford, 2018, "Understanding the Aspects of Federal Reserve Forward Guidance," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1815, Nov, DOI: 10.26509/frbc-wp-201815.
• Adam Bordeman & Bharadwaj Kannan & Roberto Pinheiro, 2016, "Rival Growth Prospects and Equity Prices: Evidence from Mass Layoff Announcements," Working Papers, Federal Reserve Bank of Cleveland, number 16-10R, Apr, DOI: 10.26509/frbc-wp-201610r.
• Gaetano Antinolfi & Francesca Carapella & Francesco Carli, 2018, "Transparency and Collateral : Central versus Bilateral Clearing," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-017, Mar, DOI: 10.17016/FEDS.2018.017.
• Andrew C. Chang, 2018, "Nothing is Certain Except Death and Taxes : The Lack of Policy Uncertainty from Expiring \"Temporary\" Taxes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-041, Jun, DOI: 10.17016/FEDS.2018.041.
• Song Han & Alan G. Huang & Madhu Kalimipalli & Ke Wang, 2018, "Information and Liquidity of OTC Securities : Evidence from Public Registration of Rule 144A Bonds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-061, Aug, DOI: 10.17016/FEDS.2018.061.
• Scott Mixon & Tugkan Tuzun, 2018, "Price Pressure and Price Discovery in the Term Structure of Interest Rates," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-065, Sep, DOI: 10.17016/FEDS.2018.065.
• Andrew Phin & Todd Prono & Jonathan J. Reeves & Konark Saxena, 2018, "Level Shifts in Beta, Spurious Abnormal Returns and the TARP Announcement," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-081, Nov, DOI: 10.17016/FEDS.2018.081.
• Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018, "First to \"Read\" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1233, Jul, DOI: 10.17016/IFDP.2018.1233.
• Stefania D'Amico & N. Aaron Pancost, 2018, "Special Repo Rates and the Cross-Section of Bond Prices: the Role of the Special Collateral Risk Premium," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2018-21, Dec, DOI: 10.21033/wp-2018-21.
• Susan M. Wachter, 2018, "Credit risk transfer, informed markets, and securitization," Economic Policy Review, Federal Reserve Bank of New York, issue 24-3, pages 117-137.
• Selman Erol & Michael Junho Lee, 2018, "Insider networks," Staff Reports, Federal Reserve Bank of New York, number 862, Aug.
• Benjamin Lester & Ali Shourideh & Venky Venkateswaran & Ariel Zetlin-Jones, 2018, "Market-making with Search and Information Frictions," Working Papers, Federal Reserve Bank of Philadelphia, number 18-20, Jul.
• Paul S. Calem & Jeanna Kenney & Lauren Lambie-Hanson & Leonard I. Nakamura, 2018, "Appraising Home Purchase Appraisals," Working Papers, Federal Reserve Bank of Philadelphia, number 18-28, Dec, DOI: 10.21799/frbp.wp.2018.28.
• Boris I. Alekhin, 2018, "Benchmarking Russian’ Government Bond Market," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 6, pages 95-108, December, DOI: 10.31107/2075-1990-2018-6-95-108.
• Iuliana Maria Ursu, 2018, "Noi evidențe empirice pe marginea E.M.H. – cazul țărilor dezvoltate și emergente – o abordare microeconomică," Journal of Financial Studies, Institute of Financial Studies, volume 4, issue 3, pages 120-138, June.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
• Shagaida Natalia & Kaukin Andrey & Abramov Alexander & Miller Evgenia & Levashenko Antonina & Koval A. & Danilov Yuri, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 3, pages 1-30, February.
• Avraamova Elena & Loginov Dmitry & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 4, pages 1-27, March.
• Sinelnikov-Murylev Sergey & Drobyshevsky Sergey & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Khromov Mikhail & Tsukhlo Sergey & Khasanova Ramilya, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 1-27, February.
• Shagaida Natalia & Abramov Alexander & Miller Evgenia & Levashenko Antonina & Koval A. & Danilov Yuri, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 3, pages 1-30, February.
• Avraamova Elena & Loginov Dmitry & Bozhechkova Alexandra & Trunin Pavel & Knobel Alexander & Firanchuk Alexander & Khromov Mikhail & Tsukhlo Sergey, 2018, "Monitoring of Russia's Economic Outlook," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 4, pages 1-27, March.
• Brice Corgnet & Roberto Hernán-González & Praveen Kujal, 2018, "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 1825.
• Sandrine Jacob Leal & Nobuyuki Hanaki, 2018, "Algorithmic Trading, What if It is Just an Illusion? Evidence from Experimental Financial Markets," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2018-31, Nov, revised Jan 2020.
• Saptono, 2018, "Does The Stock of Indonesian Provider Tower Industry Have a Fair Value?," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr520, Dec.
• Prince T. Medina, 2018, "Equity Analysis in Buying Company Shares on the Philippine Stock Exchange," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr148, Dec.
• Riko Hendrawan, 2018, "Assessing Banking Profit Efficiency Using Stochastic Frontier Analysis," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr149, Dec.
• Ferikawita M. Sembiring, 2018, "Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jfbr150, Dec.
• Bachar Fakhry & Christian Richter, 2018, "Does the Federal Constitutional Court Ruling mean the German Financial Market is Efficient?," Working Papers, The German University in Cairo, Faculty of Management Technology, number 46, Mar.
• Adrian Fernandez-Perez & Bart Frijns & Ana-Maria Fuertes & Joelle Miffre, 2018, "The skewness of commodity futures returns," Post-Print, HAL, number hal-01678744, DOI: 10.1016/j.jbankfin.2017.06.015.
• Syed Jawad Hussain Shahzad & Jose Arreola Hernandez & Khamis Hamed Al-Yahyaee & Rania Jammazi, 2018, "Asymmetric risk spillovers between oil and agricultural commodities," Post-Print, HAL, number hal-01774528, Jul, DOI: 10.1016/j.enpol.2018.03.074.
• Syed Jawad Hussain Shahzad & Jose Areola Hernandez & Waqas Hanif & Ghulam Mujtaba Kayani, 2018, "Intraday return inefficiency and long memory in the volatilities of forex markets and the role of trading volume," Post-Print, HAL, number hal-01813245, Sep, DOI: 10.1016/j.physa.2018.04.016.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print, HAL, number hal-01828843.
• Georges Prat & Remzi Uctum, 2018, "Term structure of interest rates: modelling the risk premium using a two-horizons framework," Post-Print, HAL, number hal-01828854.
• Jamal Bouoiyour & Refk Selmi, 2018, "Are BRICs Markets equally exposed to Trump’s agenda," Post-Print, HAL, number hal-01879666, DOI: 10.11130/jei.2018.33.2.1203.
• Jamal Bouoiyour & Refk Selmi & Mark Wohar, 2018, "Are Islamic Stock Markets Efficient? A Multifractal Detrended Fluctuation Analysis," Post-Print, HAL, number hal-01879668, DOI: 10.1016/j.frl.2017.12.008.
• Gazi Salah Uddin & Jose Areola Hernandez & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2018, "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," Post-Print, HAL, number hal-01997844, Mar, DOI: 10.1016/j.irfa.2018.01.008.
• Amal Aouadi & Mohamed Arouri & David Roubaud, 2018, "Information demand and stock market liquidity: International evidence," Post-Print, HAL, number hal-02011044, Apr, DOI: 10.1016/j.econmod.2017.11.005.
• Vivien Lespagnol & Juliette Rouchier, 2018, "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Post-Print, HAL, number hal-02084910, Apr, DOI: 10.1007/s10614-017-9655-y.
• Raffaele Staglianò & Maurizio La Rocca & Dionigi Gerace, 2018, "The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market," Post-Print, HAL, number hal-02091757, Apr, DOI: 10.1016/j.econmod.2017.11.004.
• Douglas J. Cumming & Alexander Groh & Sofia A. Johan, 2018, "Same Rules, Different Enforcement : Market Abuse in Europe," Post-Print, HAL, number hal-02312132, May, DOI: 10.1016/j.intfin.2018.03.006.
• Fabio Bertoni & Stefano Lugo, 2018, "Detecting abnormal changes in credit default swap spreads using matching-portfolio models," Post-Print, HAL, number hal-02312138, May, DOI: 10.1016/j.jbankfin.2018.03.009.
• Ikram Jebabli & David Roubaud, 2018, "Time-varying efficiency in food and energy markets: Evidence and implications," Post-Print, HAL, number hal-02330557, Apr, DOI: 10.1016/j.econmod.2017.10.013.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2018, "Do announcements of WTO dispute resolution cases matter? Evidence from the rare earth elements market," Post-Print, HAL, number hal-02983217, Jun, DOI: 10.1016/j.eneco.2018.05.004.
• Jamil Jaballah & Jonathan Peillex & Laurent Weill, 2018, "Is Being Sharia compliant worth it?," Post-Print, HAL, number hal-03049612, Jun, DOI: 10.1016/j.econmod.2018.02.011.
• Edouard Challe & Edouard Chrétien, 2018, "Market microstructure, information aggregation and equilibrium uniqueness in a global game," Post-Print, HAL, number hal-03440891, Feb, DOI: 10.1016/j.euroecorev.2017.12.004.
• Amine Tarazi & Céline Meslier & I Hasan, 2018, "Does It Pay To Get Connected ? An Examination Of Bank Alliance Network And Bond Spread," Post-Print, HAL, number hal-03560125, Jan.
• Marie Obidzinski, 2018, "L'efficacité de la dissuasion des opérations d'initiés," Post-Print, HAL, number hal-04035143, Jun, DOI: 10.3917/ecofi.129.0193.
• Edouard Challe & Edouard Chrétien, 2018, "Market microstructure, information aggregation and equilibrium uniqueness in a global game," Sciences Po Economics Publications (main), HAL, number hal-03440891, Feb, DOI: 10.1016/j.euroecorev.2017.12.004.
• Mohamed Ilyes Gritli & Serge Rey, 2017, "Quel impact de la libéralisation du compte capital sur le développement financier en Tunisie ? Les enseignements d'un modèle ARDL," Working Papers, HAL, number hal-01880318, Sep.
• Hedi Benamar & Thierry Foucault & Clara Vega, 2018, "Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News," Working Papers, HAL, number hal-01933891, Apr, DOI: 10.2139/ssrn.3162292.
• Brice Corgnet & Roberto Hernán-Gonzalez & Praveen Kujal, 2018, "On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles," Working Papers, HAL, number halshs-01898435.
• Becker, Janis & Leschinski, Christian, 2018, "Directional Predictability of Daily Stock Returns," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-624, Jan.
• Bryan Engelhardt & Victor Matheson & Alex Yen & Max Chisholm, 2018, "The Economic Impact of Olympic Games: Effects of Host Country Announcements on Stock Market Returns," Working Papers, College of the Holy Cross, Department of Economics, number 1807, Jul.
• Imlak Shaikh, 2018, "The Brexit And Investors’ Fear," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 69, issue 4, pages 396-422.
• Mukanjari, Samson & Sterner, Thomas, 2018, "Do Markets Trump Politics? Evidence from Fossil Market Reactions to the Paris Agreement and the U.S. Election," Working Papers in Economics, University of Gothenburg, Department of Economics, number 728, Mar.
• Gick, Wolfgang & Weissensteiner, Alex, 2018, "Analysts' Disagreement and Investor Decisions," Working Paper Series, Research Institute of Industrial Economics, number 1207, Apr.
• Sandström, Maria, 2018, "The impact of monetary policy on household borrowing - a high-frequency IV identification," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 351, Feb.
• Souza, Thiago de Oliveira, 2018, "Size-related premiums," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 3/2018, Apr.
• Lee, Kyuseok & Kim, Soo-Hyun, 2018, "Do Leveraged/Inverse Etfs Wag The Underlying Market? : Evidence From The Korean Stock Market," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 59, issue 2, pages 83-94, December, DOI: 10.15057/29713.
• Cheedradevi Narayanasamy & Izani Ibrahim & Yeoh Ken Kyid, 2018, "Individual Investors Participation And Divergence Of Opinion In New Issue Markets: Evidence From Malaysia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 1, pages 1-22.
• Eric C. Lin, 2018, "The Effect Of Dow Jones Industrial Average Index Component Changes On Stock Returns And Trading Volumes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 1, pages 81-92.
• Lan Liu, 2018, "Seasonal Variations In Two-Year Treasury Note Yields," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 12, issue 2, pages 27-37.
• Mohammad M. Alhadab, 2018, "Real and Accrual Earnings Management around Initial Public Offerings in Jordan," International Business Research, Canadian Center of Science and Education, volume 11, issue 1, pages 204-216, January.
• Samih Antoine Azar, 2018, "Forward Unbiasedness in the Short End of the Interest Rate Market," International Business Research, Canadian Center of Science and Education, volume 11, issue 2, pages 70-78, February.
• Zaafri A. Husodo & M. Budi Prasetyo & Rizky Luxianto & Theresia Silitonga & Januar Hafidz & M. Harris Muhajir & Inna Firindra, 2018, "Mispricing And Risk Taking In The Indonesian Stock Market," Working Papers, Bank Indonesia, number WP/28/2018.
• Chamil W. Senarathne & Wei Jianguo, 2018, "The Stochastic Implications of Permanent Income Hypothesis for US Speculative Traders: Implications for Consumption-Based Asset Pricing," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 20, issue 2, pages 5-32, December.
• Tung-Zong (Donald) Chang & Su-Jane Chen & Hongmei Gu & Aijie Jiang, 2018, "A Market Volatility Analysis of the Shanghai-Hong Kong Stock Connect Program," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 17, issue 2, pages 113-121, September.
• Koichiro Kamada & Tetsuo Kurosaki & Ko Miura & Tetsuya Yamada, 2018, "Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-02, Mar.
• Keiichi Goshima & Yusuke Kumano, 2018, "Monetary Policy Announcement and Algorithmic News Trading in the Foreign Exchange Market," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-13, Aug.
• Loriana Pelizzon & Marti G. Subrahmanyam & Reiko Tobe & Jun Uno, 2018, "Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 18-E-14, Sep.
• Samuel P. Fraiberger & Dongyeol Lee & Mr. Damien Puy & Mr. Romain Ranciere, 2018, "Media Sentiment and International Asset Prices," IMF Working Papers, International Monetary Fund, number 2018/274, Dec.
• Alejandro Islas-Camargo & Willy Walter Cortez & Tania Pamela Sanabria Flores, 2018, "Is Mexico's Forward Exchange Rate Market Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 2, pages 273-289, Abril-Jun.
• Roberto J. Santillán-Salgado & Melissa G. Ulin-Lastra & Luis Jacob Escobar-Saldivar, 2018, "Polls, Prediction Markets, and Financial Variables," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 13, issue 3, pages 295-323, Julio-Sep.
• David Hirshleifer & Ming Jian & Huai Zhang, 2018, "Superstition and Financial Decision Making," Management Science, INFORMS, volume 64, issue 1, pages 235-252, January, DOI: 10.1287/mnsc.2016.2584.
• Utz Weitzel & Christoph Huber & Florian Lindner & Jürgen Huber & Julia Rose & Michael Kirchler, 2018, "Bubbles and financial professionals," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2018-04, Mar, revised Oct 2018.
• Erdinc Akyildirim & Duc Khuong Nguyen & Ahmet Sensoy, 2018, "A Tale of Two Risks in the EMU Sovereign Debt Markets," Working Papers, Department of Research, Ipag Business School, number 2018-004, Jan.
• Ming-Chang Wang & Yu-Jia Ding & Pei-Han Hsin, 2018, "Order Aggressiveness and the Heating and Cooling-off Effects of Price Limits: Evidence from Taiwan Stock Exchange," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 14, issue 2, pages 191-216, August.
• Turgay MUNYAS, 2018, "Evaluating Financial Activities Of The Property Investment Partnerships With The Data Envelopment Analysis Method," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 5, issue 4, pages 111-126, October, DOI: 10.15637/jlecon.264.
• Felipe Bastos G. Silva & Ekaterina Volkova, 2018, "Can VPIN forecast geopolitical events? Evidence from the 2014 Crimean Crisis," Annals of Finance, Springer, volume 14, issue 1, pages 125-141, February, DOI: 10.1007/s10436-017-0314-z.
• Bart Taub, 2018, "Inconspicuousness and obfuscation: how large shareholders dynamically manipulate output and information for trading purposes," Annals of Finance, Springer, volume 14, issue 4, pages 429-464, November, DOI: 10.1007/s10436-018-0334-3.
• Yuan Wu & Taufiq Choudhry, 2018, "Information Uncertainty and Momentum Phenomenon Amidst Market Swings: Evidence From the Chinese Class A Share Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 25, issue 2, pages 111-136, June, DOI: 10.1007/s10690-018-9241-x.
• Hazem Krichene & Mhamed-Ali El-Aroui, 2018, "Agent-Based Simulation and Microstructure Modeling of Immature Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 3, pages 493-511, March, DOI: 10.1007/s10614-016-9615-y.
• Vivien Lespagnol & Juliette Rouchier, 2018, "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Computational Economics, Springer;Society for Computational Economics, volume 51, issue 4, pages 991-1020, April, DOI: 10.1007/s10614-017-9655-y.
• Paulo Pereira Silva, 2018, "Fragmentation and Market Quality: The Case of European Markets," De Economist, Springer, volume 166, issue 2, pages 179-206, June, DOI: 10.1007/s10645-018-9316-0.
• Nabamita Dutta & Deepraj Mukherjee, 2018, "Can financial development enhance transparency?," Economic Change and Restructuring, Springer, volume 51, issue 4, pages 279-302, November, DOI: 10.1007/s10644-017-9205-6.
• Pelizzon, Loriana & Sottocornola, Matteo, 2018, "The impact of monetary policy iInterventions on the insurance industry," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 204, DOI: 10.2139/ssrn.3167148.
• Pelizzon, Loriana & Subrahmanyam, Marti G. & Tomio, Davide & Uno, Jun, 2018, "Central bank-driven mispricing," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 226, revised 2018, DOI: 10.2139/ssrn.3239407.
• Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Getmansky Sherman, Mila & Yuferova, Darya, 2021, "Recovery from fast crashes: Role of mutual funds," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 227, revised 2021, DOI: 10.2139/ssrn.3239440.
• Clapham, Benjamin & Gomber, Peter & Lausen, Jens & Panz, Sven, 2018, "Liquidity provider incentives in fragmented securities markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 231, DOI: 10.2139/ssrn.2970452.
• Kubitza, Christian & Pelizzon, Loriana & Getmansky Sherman, Mila, 2019, "Pitfalls of central clearing in the presence of systematic risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 235, revised 2019, DOI: 10.2139/ssrn.3278582.
• Rebeggiani, Luca & Gross, Johannes, 2018, "Chance or Ability? The Efficiency of the Football Betting Market Revisited," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy, Verein für Socialpolitik / German Economic Association, number 181563.
• Rehse, Dominik & Riordan, Ryan & Rottke, Nico & Zietz, Joachim, 2018, "The effects of uncertainty on market liquidity: Evidence from Hurricane Sandy," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 18-024.

2017

• Belke, Ansgar, 2017, "Central bank communication: Managing expectations through the monetary dialogue," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 692, DOI: 10.4419/86788802.
• Bellia, Mario & Pelizzon, Loriana & Subrahmanyam, Marti & Uno, Jun & Yuferova, Darya, 2017, "Coming early to the party," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 182, DOI: 10.2139/ssrn.3038699.
• Clapham, Benjamin & Gomber, Peter & Haferkorn, Martin & Panz, Sven, 2017, "Managing excess volatility: Design and effectiveness of circuit breakers," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 195, DOI: 10.2139/ssrn.2910977.
• Clapham, Benjamin & Gomber, Peter & Panz, Sven, 2017, "Coordination of circuit breakers? Volume migration and volatility spillover in fagmented markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 196, DOI: 10.2139/ssrn.2906719.
• Urbschat, Florian & Watzka, Sebasitan, 2017, "Quantitative Easing in the Euro Area - An Event Study Approach," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168135.
• Bannier, Christina E. & Pauls, Thomas & Walter, Andreas, 2017, "CEO-speeches and stock returns," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking, Verein für Socialpolitik / German Economic Association, number 168192.
• Aldrich, Eric M. & Friedman, Daniel, 2017, "Order protection through delayed messaging," Discussion Papers, Research Professorship Market Design: Theory and Pragmatics, WZB Berlin Social Science Center, number SP II 2017-502.
• Kirschenmann, Karolin & Korte, Josef & Steffen, Sascha, 2017, "The zero risk fallacy? Banks' sovereign exposure and sovereign risk spillovers," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 17-069.
• Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini, 2017, "Predicting Bond Betas using Macro-Finance Variables," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-01, Jan.
• Nader A. Naifar & Mohammed I. Al-Suhaibani, 2017, "Estimating Damages in Securities Fraud Cases in Saudi Capital Market: The Fiqh, Legal Basis and Econometric Methods تقدير التعويض في قضايا التضليل بسوق الأسهم السعودية: الأسس الفقهية والقانونية والطرق القياسية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 30, issue 3, pages 47-83, October, DOI: 10.4197/Islec.30-3.2.
• Vanessa S. Tchamyou & Simplice A. Asongu, 2017, "Conditional Market Timing in the Mutual Fund Industry," Research Africa Network Working Papers, Research Africa Network (RAN), number 17/028, Jan.
• Danilo Cascaldi-Garcia, 2017, "News Shocks and the Slope of the Term Structure of Interest Rates: Comment," American Economic Review, American Economic Association, volume 107, issue 10, pages 3243-3249, October.
• André Kurmann & Christopher Otrok, 2017, "News Shocks and the Slope of the Term Structure of Interest Rates: Reply," American Economic Review, American Economic Association, volume 107, issue 10, pages 3250-3256, October.
• Kyle C. Meng, 2017, "Using a Free Permit Rule to Forecast the Marginal Abatement Cost of Proposed Climate Policy," American Economic Review, American Economic Association, volume 107, issue 3, pages 748-784, March.
• Tarek A. Hassan & Thomas M. Mertens, 2017, "The Social Cost of Near-Rational Investment," American Economic Review, American Economic Association, volume 107, issue 4, pages 1059-1103, April.
• Yong Chao & Chen Yao & Mao Ye, 2017, "Discrete Pricing and Market Fragmentation: A Tale of Two-Sided Markets," American Economic Review, American Economic Association, volume 107, issue 5, pages 196-199, May.
• Vladimir Asriyan & William Fuchs & Brett Green, 2017, "Information Spillovers in Asset Markets with Correlated Values," American Economic Review, American Economic Association, volume 107, issue 7, pages 2007-2040, July.
• Klaus Adam & Albert Marcet & Johannes Beutel, 2017, "Stock Price Booms and Expected Capital Gains," American Economic Review, American Economic Association, volume 107, issue 8, pages 2352-2408, August.
• Charles R. Plott & Kirill Pogorelskiy, 2017, "Call Market Experiments: Efficiency and Price Discovery through Multiple Calls and Emergent Newton Adjustments," American Economic Journal: Microeconomics, American Economic Association, volume 9, issue 4, pages 1-41, November.
• Plamena Palamarova, 2017, "Assessment of Communication Effects: Cultural Events in Varna, Bulgaria," Journal of Emerging Trends in Marketing and Management, The Bucharest University of Economic Studies, volume 1, issue 1, pages 230-239, October.
• Kofi A. Ababio & John W. Muteba Mwamba, 2017, "Herding Behaviour in Financial Markets: Empirical Evidence from the Johannesburg Stock Exchange," The African Finance Journal, Africagrowth Institute, volume 19, issue 1, pages 23-44.
• Vanessa Tchamyou & Simplice Asongu, 2017, "Conditional Market Timing in the Mutual Fund Industry," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 17/028, Jan.
• Sankarkumar, Amirdha Vasani & Selvam, Murugesan & Maniam, Balasundram & Sigo, Marxia Oli, 2017, "Long memory features and relationship stability of Asia-Pacific currencies against USD," Business and Economic Horizons (BEH), Prague Development Center (PRADEC), volume 13, issue 01, DOI: 10.22004/ag.econ.264628.
• Boleslavsky, Raphael & Carlin, Bruce & Cotton, Christopher, 2017, "Competing for Capital: Auditing and Credibility in Financial Reporting," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 274703, Jan, DOI: 10.22004/ag.econ.274703.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, undated, "The Transmission of Monetary Policy Shocks," Economic Research Papers, University of Warwick - Department of Economics, number 269310, DOI: 10.22004/ag.econ.269310.
• Tekiner KAYA, 2017, "Borsa İstanbul’Da İlk Halka Arzlarin Uzun Dönem Performans Anali̇zi̇: Normalüstü Geti̇ri̇ Mümkün Mü?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 2, issue 1, pages 6-19, DOI: doi.org/10.30784/epfad.314755.
• Gofaone Matebejana & Gaotlhobogwe Motlaleng & James Juana, 2017, "Foreign Exchange Market Efficiency In Botswana," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 19, pages 55-74, June.
• Mihaela Brodocianu & Ovidiu Stoica, 2017, "Herding Behavior Of Institutional Investors In Romania. An Empirical Analysis," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 20, pages 115-130, December.
• Sergey Nikolayevich VOLODIN & Gennadii Mladenovich KURANOV & Alexey Pavlovich YAKUBOV, 2017, "Impact Of Political News: Evidence From Russia," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 3, pages 271-287, September.
• Joong-Seok Cho & Hyung Ju Park, 2017, "The Effect of Matching on Firm Earnings Components," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 4, pages 513-524, December, DOI: 10.1515/saeb-2017-0033.
• Joong-Seok Cho & Hyung Ju Park, 2017, "The Effect of Matching on Firm Earnings Components," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 64, issue 4, pages 513-524, December.
• Ralph Sonenshine & Michael Cauvel, 2017, "Revisiting the Effect of Crude Oil Price Movements on US Stock Market Returns and Volatility," Working Papers, American University, Department of Economics, number 2017-01, DOI: 10.17606/gz94-d845.
• Ralph Sonenshine, 2017, "Effect of Utility Deregulation and Mergers on Consumer Welfare," Working Papers, American University, Department of Economics, number 2017-12, DOI: 10.17606/68k1-hg47.
• Itay Goldstein & Liyan Yang, 2017, "Information Disclosure in Financial Markets," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 101-125, November, DOI: 10.1146/annurev-financial-110716-03.
• Francesco Franzoni & Itzhak Ben-David & Rabih Moussawi, 2017, "Exchange-Traded Funds," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 169-189, November, DOI: 10.1146/annurev-financial-110716-03.
• Jennifer N. Carpenter & Robert F. Whitelaw, 2017, "The Development of China's Stock Market and Stakes for the Global Economy," Annual Review of Financial Economics, Annual Reviews, volume 9, issue 1, pages 233-257, November, DOI: 10.1146/annurev-financial-110716-03.
• Ioannis N. Kallianiotis, 2017, "Tests of Efficiency in the Foreign Exchange Market," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 10, pages 218-239, 10-2017.
• Mohd Aminul Islam, 2017, "An Empirical Evaluation of Hedging Effectiveness of Crude Palm Oil Futures Market in Malaysia," International Journal of Economics and Financial Research, Academic Research Publishing Group, volume 3, issue 11, pages 303-314, 11-2017.
• Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2017, "Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers," Papers, arXiv.org, number 1704.04442, Apr.
• Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2017, "High-Frequency Jump Analysis of the Bitcoin Market," Papers, arXiv.org, number 1704.08175, Apr, revised Jun 2017.
• Claudio Fontana & Markus Pelger & Eckhard Platen, 2017, "On the existence of sure profits via flash strategies," Papers, arXiv.org, number 1708.03099, Aug, revised Jul 2019.
• Aurelio F. Bariviera, 2017, "The inefficiency of Bitcoin revisited: a dynamic approach," Papers, arXiv.org, number 1709.08090, Sep.
• Chaohua Dong & Oliver Linton, 2017, "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers, Institute for Fiscal Studies, number 59/17, Dec, DOI: 10.1920/wp.cem.2017.5917.
• Marios Panayides & Barbara Rindi & Ingrid M.Werner, 2017, "Trading Fees and Intermarket Competition," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 1751.
• Marco Caiffa & Vincenzo Farina & Lucrezia Fattobene, 2017, "Multiple directorships in the Board of Directors: an investors’ perspective," BANCARIA, Bancaria Editrice, volume 6, pages 20-38, June.
• Bahram Adrangi & Arjun Chatrath & Joseph Macri & Kambiz Raffiee, 2017, "Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains," Review of Economics & Finance, Better Advances Press, Canada, volume 9, pages 42-56, August.
• Christopher S. Sutherland, 2017, "What Explains Month-End Funding Pressure in Canada?," Discussion Papers, Bank of Canada, number 17-9, DOI: 10.34989/sdp-2017-9.
• Sermin Gungor & Richard Luger, 2017, "Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects," Staff Working Papers, Bank of Canada, number 17-10, DOI: 10.34989/swp-2017-10.
• David A. Cimon & Corey Garriott, 2017, "Banking Regulation and Market Making," Staff Working Papers, Bank of Canada, number 17-7, DOI: 10.34989/swp-2017-7.
• Sermin Gungor & Jun Yang, 2017, "Has Liquidity in Canadian Government Bond Markets Deteriorated?," Staff Analytical Notes, Bank of Canada, number 17-10, DOI: 10.34989/san-2017-10.
• Daniel Hyun & Jesse Johal & Corey Garriott, 2017, "Do Canadian Broker-Dealers Act as Agents or Principals in Bond Trading?," Staff Analytical Notes, Bank of Canada, number 17-11, DOI: 10.34989/san-2017-11.
• Jean-Sébastien Fontaine & Jeffrey Gao & Jabir Sandhu & Kobe Wu, 2017, "Do Liquidity Proxies Measure Liquidity in Canadian Bond Markets?," Staff Analytical Notes, Bank of Canada, number 17-23, DOI: 10.34989/san-2017-23.
• Marcello Pericoli & Giovanni Veronese, 2017, "Monetary policy surprises over time," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1102, Feb.
• Taneli Mäkinen & Francesco Palazzo, 2017, "The double bind of asymmetric information in over-the-counter markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1128, Jul.
• Maddalena Galardo & Cinzia Guerrieri, 2017, "The effects of central bank’s verbal guidance: evidence from the ECB," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1129, Jul.
• Ahmad Fraz & Arshad Hassan, 2017, "Stock Price Synchronicity and Information Environment," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 4, pages 213-232, December, DOI: dx.doi.org/10.22547/BER/9.4.10.