Research classified by Journal of Economic Literature (JEL) codes

2017

• Åhl, Magnus, 2017, "How big is the toolbox of a central banker? Managing expectations with policy-rate forecasts: Evidence from Sweden," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 339, May.
• Lundström, Christian, 2017, "On the Returns of Trend-Following Trading Strategies," Umeå Economic Studies, Umeå University, Department of Economics, number 948, Mar.
• Elena Chirkova & Vladislav Petrov, 2017, "Testing for Insider Trading in the Depositary Receipts and Common Shares of the Russian Public Companies," HSE Economic Journal, National Research University Higher School of Economics, volume 21, issue 3, pages 482-514.
• Victoria Dobrynskaya, 2017, "Dynamic Momentum and Contrarian Trading," HSE Working papers, National Research University Higher School of Economics, number WP BRP 61/FE/2017.
• Davor Kunovac & Rafael Ravnik, 2017, "Are sovereign credit ratings overrated?," Working Papers, The Croatian National Bank, Croatia, number 47, Feb.
• Radu LUPU & Alexandra MATEESCU & Mihai MITRACHE, 2017, "Analysis of Macroeconomic Events Impact Using the Event Study Methodology," Hyperion Economic Journal, Faculty of Economic Sciences, Hyperion University of Bucharest, Romania, volume 5, issue 2, pages 3-13, June.
• Ilona Melnychenko, 2017, "Functions, Methods and Principles of Accounting in Improving an Enterprise's Economic Security," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 50-56, June.
• Nataliya Trusova, 2017, "Structure of the Total Financial Potential of Agriculture: Regional Aspect," Oblik i finansi, Institute of Accounting and Finance, issue 3, pages 119-125, September.
• Nataliya Trusova, 2017, "Environment of Multifactorial Risk in the Financial System of Agribusiness Enterprises," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 127-138, December.
• Chih-Wen Yang & Chun-An Li & Sam Ting-Hsin Hsu, 2017, "An Explanation Of Financial Market Anomalies: Risk-Based Or Behavioral View? A New Perspective On Financial Constraints," Global Journal of Business Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 27-42.
• Chris, C. Hsu, 2017, "How Fuel Price Shocks Affect Airline Stock Returns: An Empirical Study Of Major Us Carriers," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 51-59.
• Chih-Wen Yang & Chun-An Li & Sam Ting-Hsin Hsu, 2017, "Investor Attention, Psychological Anchors, And The Stealth Index," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 11, issue 2, pages 79-92.
• Eduardo E Sandoval & Sandra P Borotto, 2017, "The Effect On Shareholders’ Wealth In Companies Of The Automotive Industry, After The Volkswagen Announcement Of Cheating In The Gas Emission Contaminants Of Its Vehicles, Efecto En La Riqueza De Los Accionistas De Las Companias Lideres Del Mercado," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 1-16.
• Juan Carlos Lezama Palomino & Miguel Angel Laverde Sarmiento & Carlos Arturo Gómez Restrepo, 2017, "The Stock Market And Its Impact On The Economy: A Colombian Case Study 2001-2013, El Mercado De Valores Y Su Influencia En La Economia: Estudio Del Caso Colombiano 2001-2013," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 29-39.
• Juan Carlos Alonso & Mario Luis Perossa & Pablo Waldman & Santiago Gigler, 2017, "The Effects Of Information On Stock Indexes: The Contagion Of The 2007/2008 Crisis From The Core Countries To The Periphery, El Efecto De La Informacion Sobre Los Indices Bursatiles: La Transferencia De La Crisis 2007/2008 De Los Paises Centrales A L," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 2, pages 41-52.
• Mario Luis Perossa & Alejandra Marinaro & Walter Velardez, 2017, "Evolution Of Energy Company Share Prices And Their Relationship With Macroeconomic Variables: Evidence From Argentina Evolucion De Precios De Acciones De Empresa De Energia Y Su Relacion Con Las Variables Macroeconomicas: Evidencia De Argentina," Revista Internacional Administracion & Finanzas, The Institute for Business and Finance Research, volume 10, issue 4, pages 1-14.
• Vasiliki A. Basdekidou & Artemis A. Styliadou, 2017, "Corporate Social Responsibility & Market Volatility: Relationship and Trading Opportunities," International Business Research, Canadian Center of Science and Education, volume 10, issue 5, pages 1-12, May.
• Ali Rama, 2017, "An Exploration Of Customers’ Switching Behavior In Islamic Banking Industry," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 2, issue 2, pages 221-250, February, DOI: https://doi.org/10.21098/jimf.v2i2..
• Nadiah Hidayati & Hermanto Siregar & Syamsul Hidayat Pasaribu, 2017, "Determinant of Efficiency of the Islamic Banking in Indonesia," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 20, issue 1, pages 29-48, July, DOI: https://doi.org/10.21098/bemp.v20i1.
• Christophe Boya, 2017, "Testing capital market efficiency," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 19, issue 2, pages 194-224.
• Oskar Kowalewksi & Piotr Spiewanowski, 2017, "Stock market response to potash mine disasters," Working Papers, IESEG School of Management, number 2017-ACF-02, Mar.
• Chaohua Dong & Oliver Linton, 2017, "Additive nonparametric models with time variable and both stationary and nonstationary regressions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP59/17, Dec.
• Marios Panayides & Barbara Rindi & Ingrid M. Werner, 2017, "Trading Fees and Intermarket Competition," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 595.
• Pierpaolo Battigalli & Carlo Chiarella & Stefano Gatti & Tommaso Orlando, 2017, "M&A negotiations with limited information: how do opaque firms buy and get bought?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 596.
• Luo Wang & Bin Li & Rakesh Gupta & Jen-Je Su & Benjamin Liu, 2017, "Return Predictability in Australian Managed Funds," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 16, issue 1, pages 1-19, June.
• Sylvester Eijffinger & Ronald Mahieu & Louis Raes, 2017, "Can the Fed Talk the Hind Legs Off the Stock Market?," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 1, pages 53-94, February.
• Douglas Davis & Edward Simpson Prescott, 2017, "Fixed Prices and Regulatory Discretion as Triggers for Contingent Capital Conversion: An Experimental Examination," International Journal of Central Banking, International Journal of Central Banking, volume 13, issue 2, pages 33-71, June.
• Gustavo Adolfo Díaz Valencia, 2017, "La influencia de la vivienda en la aversión al riesgo de portafolios familiares," 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 12, issue 3, pages 89-119, Julio-Sep.
• Alonso-Rivera, Angélica & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2017, "Variables monetarias y formación de burbujas especulativas: un análisis de sincronización de frecuencias (1992-2013)," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 12, issue 24, pages 7-24, Primer se.
• Diego d'Andria, 2017, "Tax policy and entrepreneurial entry with information asymmetry and learning," JRC Working Papers on Taxation & Structural Reforms, Joint Research Centre, number 2017-01, Feb.
• António Afonso & Pedro Cardoso, 2017, "Exchange-traded Funds as an Alternative Investment Option: a Case Study," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2017/22, Dec.
• Wasim K. Al-Shattarat & Basiem K. Al-Shattarat, 2017, "The Relationship Between Cumulative Abnormal Returns And Earnings: Evidence From Emerging Markets," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 2, pages 357-368, April-Jun.
• Emmanuel Numapau Gyamfi & Kwabena A. Kyei & Ryan Gill, 2017, "Market efficiency of African stock markets: A Meta-Analysis," Journal of Developing Areas, Tennessee State University, College of Business, volume 51, issue 4, pages 69-80, October-D.
• Fitriya Fauzi & Dani Foo & Abdul Basyith, 2017, "Islamic Bond Announcement: Is There Any Effect on Returns?," 2017 Papers, Job Market Papers, number pfa366, Apr.
• Gregori, Wildmer & Sacchi, Agnese, 2017, "Has the Grexit news affected euro area financial markets?," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2017-13, Dec.
• Muhammad Fayyaz Sheikh & Syed Zulfiqar Ali Shah & Shahid Mahmood, 2017, "Weather Effects on Stock Returns and Volatility in South Asian Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 2, pages 75-107, June, DOI: 10.1007/s10690-017-9225-2.
• Ebenezer Asem & Vishaal Baulkaran & Rossitsa Yalamova & Xiaofei Zhang, 2017, "Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 4, pages 253-267, December, DOI: 10.1007/s10690-017-9232-3.
• Chune Young Chung & Yunjae Lee & Doojin Ryu, 2017, "Do Domestic Institutional Trades Exacerbate Information Asymmetry? Evidence from the Korean Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 24, issue 4, pages 309-322, December, DOI: 10.1007/s10690-017-9235-0.
• Karim Jamal & Michael Maier & Shyam Sunder, 2017, "Simple Agents, Intelligent Markets," Computational Economics, Springer;Society for Computational Economics, volume 49, issue 4, pages 653-675, April, DOI: 10.1007/s10614-016-9582-3.
• Karin Haldrup, 2017, "On security of collateral in Danish mortgage finance: a formula of property rights, incentives and market mechanisms," European Journal of Law and Economics, Springer, volume 43, issue 1, pages 1-29, February, DOI: 10.1007/s10657-014-9448-x.
• Mihály Ormos & Dusán Timotity, 2017, "Expected downside risk and asset prices: characteristics of emerging and developed European markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 44, issue 3, pages 529-546, August, DOI: 10.1007/s10663-016-9329-3.
• Michael Busack & Wolfgang Drobetz & Jan Tille, 2017, "Can investors benefit from the performance of alternative UCITS funds?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 1, pages 69-111, February, DOI: 10.1007/s11408-016-0283-7.
• Evan Gatev & Mingxin Li, 2017, "Hedge funds as international liquidity providers: evidence from convertible bond arbitrage in Canada," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 2, pages 117-136, May, DOI: 10.1007/s11408-017-0285-0.
• Juha Joenväärä & Bernd Scherer, 2017, "A note on the valuation of asset management firms," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 2, pages 181-199, May, DOI: 10.1007/s11408-017-0287-y.
• Xiaojie Xu, 2017, "The rolling causal structure between the Chinese stock index and futures," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 31, issue 4, pages 491-509, November, DOI: 10.1007/s11408-017-0299-7.
• James Ming Chen, 2017, "Even-Keeled Moments of Doubt," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 23, issue 3, pages 353-354, August, DOI: 10.1007/s11294-017-9643-y.
• Manuel Hoffmann & Matthias Neuenkirch, 2017, "The pro-Russian conflict and its impact on stock returns in Russia and the Ukraine," International Economics and Economic Policy, Springer, volume 14, issue 1, pages 61-73, January, DOI: 10.1007/s10368-015-0321-3.
• María del Mar Miralles-Quirós & José Luis Miralles-Quirós, 2017, "Improving Diversification Opportunities for Socially Responsible Investors," Journal of Business Ethics, Springer, volume 140, issue 2, pages 339-351, January, DOI: 10.1007/s10551-015-2691-4.
• Wolfgang Breuer & Moritz Felde & Bertram I. Steininger, 2017, "The Financial Impact of Firm Withdrawals from “State Sponsor of Terrorism” Countries," Journal of Business Ethics, Springer, volume 144, issue 3, pages 533-547, September, DOI: 10.1007/s10551-015-2814-y.
• Jun (Tony) Ruan & Tongshu Ma, 2017, "Bid-Ask Spread, Quoted Depths, and Unexpected Duration Between Trades," Journal of Financial Services Research, Springer;Western Finance Association, volume 51, issue 3, pages 385-436, June, DOI: 10.1007/s10693-015-0233-y.
• Sheng Guo & William G. Hardin, 2017, "Financial and Housing Wealth, Expenditures and the Dividend to Ownership," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 1, pages 58-96, January, DOI: 10.1007/s11146-015-9540-1.
• Peter Chinloy & William Hardin & Zhonghua Wu, 2017, "Foreclosure, REO, and Market Sales in Residential Real Estate," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 2, pages 188-215, February, DOI: 10.1007/s11146-015-9544-x.
• Geoffrey M. Ngene & Daniel P. Sohn & M. Kabir Hassan, 2017, "Time-Varying and Spatial Herding Behavior in the US Housing Market: Evidence from Direct Housing Prices," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 482-514, May, DOI: 10.1007/s11146-016-9552-5.
• S. McKay Price & Michael J. Seiler & Jiancheng Shen, 2017, "Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?," The Journal of Real Estate Finance and Economics, Springer, volume 54, issue 4, pages 515-557, May, DOI: 10.1007/s11146-016-9557-0.
• Lamont Black & John Krainer & Joseph Nichols, 2017, "From Origination to Renegotiation: A Comparison of Portfolio and Securitized Commercial Real Estate Loans," The Journal of Real Estate Finance and Economics, Springer, volume 55, issue 1, pages 1-31, July, DOI: 10.1007/s11146-016-9548-1.
• Ralf Meyer, 2017, "Profitability patterns in the interest rate derivatives market," Review of Derivatives Research, Springer, volume 20, issue 3, pages 231-254, October, DOI: 10.1007/s11147-017-9129-3.
• Fu, Jiangtao & Shimamoto, Daichi & Todo, Yasuyuki, 2017, "Can firms with political connections borrow more than those without? Evidence from firm-level data for Indonesia," Journal of Asian Economics, Elsevier, volume 52, issue C, pages 45-55, DOI: 10.1016/j.asieco.2017.08.003.
• Almudhaf, Fahad, 2017, "Speculative bubbles and irrational exuberance in African stock markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 13, issue C, pages 28-32, DOI: 10.1016/j.jbef.2016.11.002.
• Gerritsen, Dirk F. & Weitzel, Utz, 2017, "Security analyst target prices as reference point and takeover completion," Journal of Behavioral and Experimental Finance, Elsevier, volume 15, issue C, pages 1-14, DOI: 10.1016/j.jbef.2017.07.004.
• Bongini, Paola & Nieri, Laura & Pelagatti, Matteo & Piccini, Andrea, 2017, "Curbing systemic risk in the insurance sector: A mission impossible?," The British Accounting Review, Elsevier, volume 49, issue 2, pages 256-273, DOI: 10.1016/j.bar.2016.08.002.
• Mak, Chun Yu, 2017, "How do financial analysts interpret industrial firms' corporate refocusing announcements?," The British Accounting Review, Elsevier, volume 49, issue 5, pages 493-511, DOI: 10.1016/j.bar.2016.10.003.
• Borochin, Paul & Yang, Jie, 2017, "Options, equity risks, and the value of capital structure adjustments," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 150-178, DOI: 10.1016/j.jcorpfin.2016.11.010.
• Choy, Siu Kai & Lai, Tat-Kei & Ng, Travis, 2017, "Do tax havens create firm value?," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 198-220, DOI: 10.1016/j.jcorpfin.2016.10.016.
• Santos, Francisco, 2017, "IPO market timing with uncertain aftermarket retail demand," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 247-266, DOI: 10.1016/j.jcorpfin.2016.11.013.
• Jiang, Fuxiu & Ma, Yunbiao & Shi, Beibei, 2017, "Stock liquidity and dividend payouts," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 295-314, DOI: 10.1016/j.jcorpfin.2016.12.005.
• Chen, Changling & Kim, Jeong-Bon & Yao, Li, 2017, "Earnings smoothing: Does it exacerbate or constrain stock price crash risk?," Journal of Corporate Finance, Elsevier, volume 42, issue C, pages 36-54, DOI: 10.1016/j.jcorpfin.2016.11.004.
• Mc Namara, Andrea & Murro, Pierluigi & O'Donohoe, Sheila, 2017, "Countries lending infrastructure and capital structure determination: The case of European SMEs," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 122-138, DOI: 10.1016/j.jcorpfin.2016.12.008.
• Gounopoulos, Dimitrios & Kallias, Antonios & Kallias, Konstantinos & Tzeremes, Panayiotis G., 2017, "Political money contributions of U.S. IPOs," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 19-38, DOI: 10.1016/j.jcorpfin.2016.12.011.
• Huseynov, Fariz & Sardarli, Sabuhi & Zhang, Wei, 2017, "Does index addition affect corporate tax avoidance?," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 241-259, DOI: 10.1016/j.jcorpfin.2017.01.008.
• Anjos, Fernando & Kang, Chang-Mo, 2017, "Managerial myopia, financial expertise, and executive-firm matching," Journal of Corporate Finance, Elsevier, volume 43, issue C, pages 464-479, DOI: 10.1016/j.jcorpfin.2017.02.010.
• Dass, Nishant & Nanda, Vikram & Xiao, Steven Chong, 2017, "Truncation bias corrections in patent data: Implications for recent research on innovation," Journal of Corporate Finance, Elsevier, volume 44, issue C, pages 353-374, DOI: 10.1016/j.jcorpfin.2017.03.010.
• Marks, Joseph M. & Musumeci, Jim, 2017, "Misspecification in event studies," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 333-341, DOI: 10.1016/j.jcorpfin.2017.05.003.
• Anderson, Christopher W. & Huang, Jian & Torna, Gökhan, 2017, "Can investors anticipate post-IPO mergers and acquisitions?," Journal of Corporate Finance, Elsevier, volume 45, issue C, pages 496-521, DOI: 10.1016/j.jcorpfin.2017.05.006.
• Bajo, Emanuele & Raimondo, Carlo, 2017, "Media sentiment and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 46, issue C, pages 139-153, DOI: 10.1016/j.jcorpfin.2017.06.003.
• Chan, Konan & Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun, 2017, "What do stock price levels tell us about the firms?," Journal of Corporate Finance, Elsevier, volume 46, issue C, pages 34-50, DOI: 10.1016/j.jcorpfin.2017.06.013.
• Huang, Xiaoran & Kang, Jun-Koo, 2017, "Geographic concentration of institutions, corporate governance, and firm value," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 191-218, DOI: 10.1016/j.jcorpfin.2017.09.016.
• Sun, Hanwen & Yin, Shuxing, 2017, "Information leakage in family firms: Evidence from short selling around insider sales," Journal of Corporate Finance, Elsevier, volume 47, issue C, pages 72-87, DOI: 10.1016/j.jcorpfin.2017.09.005.
• Fang, Dawei & Holmén, Martin & Kleinlercher, Daniel & Kirchler, Michael, 2017, "How tournament incentives affect asset markets: A comparison between winner-take-all tournaments and elimination contests," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 1-27, DOI: 10.1016/j.jedc.2016.11.006.
• Berentsen, Aleksander & McBride, Michael & Rocheteau, Guillaume, 2017, "Limelight on dark markets: Theory and experimental evidence on liquidity and information," Journal of Economic Dynamics and Control, Elsevier, volume 75, issue C, pages 70-90, DOI: 10.1016/j.jedc.2016.11.003.
• Schmitt, Noemi & Westerhoff, Frank, 2017, "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," Journal of Economic Dynamics and Control, Elsevier, volume 80, issue C, pages 34-53, DOI: 10.1016/j.jedc.2017.05.002.
• Bernales, Alejandro & Chen, Louisa & Valenzuela, Marcela, 2017, "Learning and forecasts about option returns through the volatility risk premium," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 312-330, DOI: 10.1016/j.jedc.2017.06.007.
• Halkos, George & Managi, Shunsuke & Zisiadou, Argyro, 2017, "Analyzing the determinants of terrorist attacks and their market reactions," Economic Analysis and Policy, Elsevier, volume 54, issue C, pages 57-73, DOI: 10.1016/j.eap.2017.02.002.
• Xue, Wen-Jun & Zhang, Li-Wen, 2017, "Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models," Economic Modelling, Elsevier, volume 60, issue C, pages 391-401, DOI: 10.1016/j.econmod.2016.09.024.
• Liang, Hanchao & Yang, Chunpeng & Cai, Chuangqun, 2017, "Beauty contest, bounded rationality, and sentiment pricing dynamics," Economic Modelling, Elsevier, volume 60, issue C, pages 71-80, DOI: 10.1016/j.econmod.2016.09.010.
• Wei, Yu & Cao, Yang, 2017, "Forecasting house prices using dynamic model averaging approach: Evidence from China," Economic Modelling, Elsevier, volume 61, issue C, pages 147-155, DOI: 10.1016/j.econmod.2016.12.002.
• Leung, Henry & Schiereck, Dirk & Schroeder, Florian, 2017, "Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises," Economic Modelling, Elsevier, volume 61, issue C, pages 169-180, DOI: 10.1016/j.econmod.2016.12.011.
• Wang, Kun Tracy & Wang, Wanbin Walter, 2017, "Competition in the stock market with asymmetric information," Economic Modelling, Elsevier, volume 61, issue C, pages 40-49, DOI: 10.1016/j.econmod.2016.11.024.
• Todorova, Neda, 2017, "The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis," Economic Modelling, Elsevier, volume 64, issue C, pages 221-230, DOI: 10.1016/j.econmod.2017.03.022.
• Jawadi, Fredj & Ftiti, Zied & Hdia, Mouna, 2017, "Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach," Economic Modelling, Elsevier, volume 64, issue C, pages 567-588, DOI: 10.1016/j.econmod.2017.04.021.
• Marins, Jaqueline Terra Moura & Vicente, José Valentim Machado, 2017, "Do the central bank actions reduce interest rate volatility?," Economic Modelling, Elsevier, volume 65, issue C, pages 129-137, DOI: 10.1016/j.econmod.2017.05.016.
• Zaremba, Adam & Czapkiewicz, Anna, 2017, "The cross section of international government bond returns," Economic Modelling, Elsevier, volume 66, issue C, pages 171-183, DOI: 10.1016/j.econmod.2017.06.011.
• Wei, Yu-Chen & Lu, Yang-Cheng & Chen, Jen-Nan & Hsu, Yen-Ju, 2017, "Informativeness of the market news sentiment in the Taiwan stock market," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 158-181, DOI: 10.1016/j.najef.2016.10.004.
• Lin, William T. & Tsai, Shih-Chuan & Zheng, Zhenlong & Qiao, Shuai, 2017, "Does options trading convey information on futures prices?," The North American Journal of Economics and Finance, Elsevier, volume 39, issue C, pages 182-196, DOI: 10.1016/j.najef.2016.10.005.
• Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017, "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 107-131, DOI: 10.1016/j.najef.2017.07.005.
• Lai, Ya-Wen & Lin, Chiou-Fa & Tang, Mei-Ling, 2017, "Mispricing and trader positions in the S&P 500 index futures market," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 250-265, DOI: 10.1016/j.najef.2017.07.012.
• Lee, Kyuseok, 2017, "Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 266-284, DOI: 10.1016/j.najef.2017.07.006.
• Iyer, Subramanian R. & Sankaran, Harikumar & Nejadmalayeri, Ali, 2017, "CEO overconfidence and agency cost of debt: An empirical analysis of CEO turnover events," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 300-313, DOI: 10.1016/j.najef.2017.07.014.
• Khanal, Aditya R. & Mishra, Ashok K., 2017, "Stock price reactions to stock dividend announcements: A case from a sluggish economic period," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 338-345, DOI: 10.1016/j.najef.2017.08.002.
• Li, Jinfang, 2017, "Investor sentiment, heterogeneous agents and asset pricing model," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 504-512, DOI: 10.1016/j.najef.2017.08.006.
• Shaikh, Imlak, 2017, "The 2016 U.S. presidential election and the Stock, FX and VIX markets," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 546-563, DOI: 10.1016/j.najef.2017.08.014.
• Brigida, Matt & Pratt, William R., 2017, "Fake news," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 564-573, DOI: 10.1016/j.najef.2017.08.012.
• Ramos, Henrique P. & Perlin, Marcelo S. & Righi, Marcelo B., 2017, "Mispricing in the odd lots market in Brazil," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 618-628, DOI: 10.1016/j.najef.2017.09.004.
• Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2017, "The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises," The North American Journal of Economics and Finance, Elsevier, volume 42, issue C, pages 640-653, DOI: 10.1016/j.najef.2017.09.007.
• Ryu, Doojin & Yang, Heejin, 2017, "Price disagreements and adjustments in index derivatives markets," Economics Letters, Elsevier, volume 151, issue C, pages 104-106, DOI: 10.1016/j.econlet.2016.12.016.
• Plante, Michael & Dhaliwal, Navi, 2017, "Inventory shocks and the oil–ethanol–grain price nexus," Economics Letters, Elsevier, volume 156, issue C, pages 58-60, DOI: 10.1016/j.econlet.2017.03.036.
• Grobys, Klaus & Heinonen, Jari-Pekka, 2017, "Option-implied volatility spillover indices for FX risk factors," Economics Letters, Elsevier, volume 157, issue C, pages 83-87, DOI: 10.1016/j.econlet.2017.05.026.
• Le Bris, David & Rezaee, Amir, 2017, "Stocks and bonds during the gold standard," Economics Letters, Elsevier, volume 159, issue C, pages 119-122, DOI: 10.1016/j.econlet.2017.07.021.
• Urquhart, Andrew, 2017, "Price clustering in Bitcoin," Economics Letters, Elsevier, volume 159, issue C, pages 145-148, DOI: 10.1016/j.econlet.2017.07.035.
• Siikanen, Milla & Kanniainen, Juho & Luoma, Arto, 2017, "What drives the sensitivity of limit order books to company announcement arrivals?," Economics Letters, Elsevier, volume 159, issue C, pages 65-68, DOI: 10.1016/j.econlet.2017.07.018.
• King, Timothy & Bozos, Konstantinos & Koutmos, Dimitrios, 2017, "Shareholder activism and equity price reactions," Economics Letters, Elsevier, volume 160, issue C, pages 100-104, DOI: 10.1016/j.econlet.2017.09.012.
• Jansen, Dennis W. & Zervou, Anastasia, 2017, "The time varying effect of monetary policy on stock returns," Economics Letters, Elsevier, volume 160, issue C, pages 54-58, DOI: 10.1016/j.econlet.2017.08.022.
• Bariviera, Aurelio F., 2017, "The inefficiency of Bitcoin revisited: A dynamic approach," Economics Letters, Elsevier, volume 161, issue C, pages 1-4, DOI: 10.1016/j.econlet.2017.09.013.
• Anthony, John & Docherty, Paul & Lee, Doowon & Shamsuddin, Abul, 2017, "Liquidity commonality in the secondary corporate loan market," Economics Letters, Elsevier, volume 161, issue C, pages 10-14, DOI: 10.1016/j.econlet.2017.09.016.
• Sensoy, Ahmet & Fabozzi, Frank J. & Eraslan, Veysel, 2017, "Predictability dynamics of emerging sovereign CDS markets," Economics Letters, Elsevier, volume 161, issue C, pages 5-9, DOI: 10.1016/j.econlet.2017.09.015.
• Darolles, Serge & Le Fol, Gaëlle & Mero, Gulten, 2017, "Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows," Journal of Econometrics, Elsevier, volume 201, issue 2, pages 367-383, DOI: 10.1016/j.jeconom.2017.08.014.
• Zaremba, Adam & Czapkiewicz, Anna, 2017, "Digesting anomalies in emerging European markets: A comparison of factor pricing models," Emerging Markets Review, Elsevier, volume 31, issue C, pages 1-15, DOI: 10.1016/j.ememar.2016.12.002.
• Chauhan, Yogesh & Kumar, Satish, 2017, "Does founder ownership affect foreign investments? Evidence from India," Emerging Markets Review, Elsevier, volume 32, issue C, pages 116-129, DOI: 10.1016/j.ememar.2017.06.001.
• Mensi, Walid & Shahzad, Syed Jawad Hussain & Hammoudeh, Shawkat & Zeitun, Rami & Rehman, Mobeen Ur, 2017, "Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach," Emerging Markets Review, Elsevier, volume 32, issue C, pages 130-147, DOI: 10.1016/j.ememar.2017.06.002.
• Ülkü, Numan & Kuruppuarachchi, Duminda & Kuzmicheva, Olga, 2017, "Stock market's response to real output shocks in Eastern European frontier markets: A VARwAL model," Emerging Markets Review, Elsevier, volume 33, issue C, pages 140-154, DOI: 10.1016/j.ememar.2017.09.004.
• Gama, Ana Paula Matias & Duarte, Fábio Dias & Esperança, José Paulo, 2017, "Why discouraged borrowers exist? An empirical (re)examination from less developed countries," Emerging Markets Review, Elsevier, volume 33, issue C, pages 19-41, DOI: 10.1016/j.ememar.2017.08.003.
• Wagner, Moritz & Margaritis, Dimitris, 2017, "All about fun(ds) in emerging markets? The case of equity mutual funds," Emerging Markets Review, Elsevier, volume 33, issue C, pages 62-78, DOI: 10.1016/j.ememar.2017.08.004.
• Inci, A. Can & Ozenbas, Deniz, 2017, "Intraday volatility and the implementation of a closing call auction at Borsa Istanbul," Emerging Markets Review, Elsevier, volume 33, issue C, pages 79-89, DOI: 10.1016/j.ememar.2017.09.002.
• Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert, 2017, "Improving the accuracy of asset price bubble start and end date estimators," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 121-138, DOI: 10.1016/j.jempfin.2016.11.001.
• Bernales, Alejandro, 2017, "The success of option listings," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 139-161, DOI: 10.1016/j.jempfin.2016.10.004.
• Kinnunen, Jyri, 2017, "Dynamic cross-autocorrelation in stock returns," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 162-173, DOI: 10.1016/j.jempfin.2016.08.005.
• Barinov, Alexander, 2017, "Institutional ownership and aggregate volatility risk," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 20-38, DOI: 10.1016/j.jempfin.2016.11.003.
• Jiang, George J. & Yuksel, H. Zafer, 2017, "What drives the “Smart-Money” effect? Evidence from investors’ money flow to mutual fund classes," Journal of Empirical Finance, Elsevier, volume 40, issue C, pages 39-58, DOI: 10.1016/j.jempfin.2016.11.005.
• Huszár, Zsuzsa R. & Tan, Ruth S.K. & Zhang, Weina, 2017, "Do short sellers exploit industry information?," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 118-139, DOI: 10.1016/j.jempfin.2016.10.001.
• Aitken, Michael & Chen, Haoming & Foley, Sean, 2017, "The impact of fragmentation, exchange fees and liquidity provision on market quality," Journal of Empirical Finance, Elsevier, volume 41, issue C, pages 140-160, DOI: 10.1016/j.jempfin.2016.10.002.
• Li, Wei-Xuan & French, Joseph J. & Chen, Clara Chia-Sheng, 2017, "Informed trading in S&P index options? Evidence from the 2008 financial crisis," Journal of Empirical Finance, Elsevier, volume 42, issue C, pages 40-65, DOI: 10.1016/j.jempfin.2017.01.001.
• Blitz, David & Vidojevic, Milan, 2017, "The profitability of low-volatility," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 33-42, DOI: 10.1016/j.jempfin.2017.05.001.
• Chen, Yu-Lun & Tsai, Wei-Che, 2017, "Determinants of price discovery in the VIX futures market," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 59-73, DOI: 10.1016/j.jempfin.2017.05.002.
• Chakrabarty, Bidisha & Moulton, Pamela C. & Pascual, Roberto, 2017, "Trading system upgrades and short-sale bans: Uncoupling the effects of technology and regulation," Journal of Empirical Finance, Elsevier, volume 43, issue C, pages 74-90, DOI: 10.1016/j.jempfin.2017.05.004.
• Li, Xindan & Geng, Ziyang & Subrahmanyam, Avanidhar & Yu, Honghai, 2017, "Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2017.07.001.
• Siegmann, Arjen & Stefanova, Denitsa, 2017, "The evolving beta-liquidity relationship of hedge funds," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 286-303, DOI: 10.1016/j.jempfin.2017.04.002.
• Gębka, Bartosz & Korczak, Adriana & Korczak, Piotr & Traczykowski, Jędrzej, 2017, "Profitability of insider trading in Europe: A performance evaluation approach," Journal of Empirical Finance, Elsevier, volume 44, issue C, pages 66-90, DOI: 10.1016/j.jempfin.2017.08.001.
• Kang, Sang Hoon & McIver, Ron & Yoon, Seong-Min, 2017, "Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets," Energy Economics, Elsevier, volume 62, issue C, pages 19-32, DOI: 10.1016/j.eneco.2016.12.011.
• Chen, Jiayuan & Muckley, Cal B. & Bredin, Don, 2017, "Is information assimilated at announcements in the European carbon market?," Energy Economics, Elsevier, volume 63, issue C, pages 234-247, DOI: 10.1016/j.eneco.2017.02.009.
• Datta, Deepa Dhume & Londono, Juan M. & Ross, Landon J., 2017, "Generating options-implied probability densities to understand oil market events," Energy Economics, Elsevier, volume 64, issue C, pages 440-457, DOI: 10.1016/j.eneco.2016.01.006.
• Kiesel, Rüdiger & Paraschiv, Florentina, 2017, "Econometric analysis of 15-minute intraday electricity prices," Energy Economics, Elsevier, volume 64, issue C, pages 77-90, DOI: 10.1016/j.eneco.2017.03.002.
• Balcılar, Mehmet & Demirer, Rıza & Ulussever, Talat, 2017, "Does speculation in the oil market drive investor herding in emerging stock markets?," Energy Economics, Elsevier, volume 65, issue C, pages 50-63, DOI: 10.1016/j.eneco.2017.04.031.
• Mensi, Walid & Tiwari, Aviral & Bouri, Elie & Roubaud, David & Al-Yahyaee, Khamis H., 2017, "The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes," Energy Economics, Elsevier, volume 66, issue C, pages 122-139, DOI: 10.1016/j.eneco.2017.06.007.
• Ma, Feng & Wahab, M.I.M. & Huang, Dengshi & Xu, Weiju, 2017, "Forecasting the realized volatility of the oil futures market: A regime switching approach," Energy Economics, Elsevier, volume 67, issue C, pages 136-145, DOI: 10.1016/j.eneco.2017.08.004.
• Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Sensoy, Ahmet & Kang, Sang Hoon, 2017, "Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications," Energy Economics, Elsevier, volume 67, issue C, pages 454-475, DOI: 10.1016/j.eneco.2017.08.031.
• Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Al-Yahyaee, Khamis Hamed & Shahbaz, Muhammad, 2017, "Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas," Energy Economics, Elsevier, volume 67, issue C, pages 476-495, DOI: 10.1016/j.eneco.2017.08.036.
• Hess, Markus, 2017, "Modeling positive electricity prices with arithmetic jump-diffusions," Energy Economics, Elsevier, volume 67, issue C, pages 496-507, DOI: 10.1016/j.eneco.2017.08.016.
• Chen, Chun-Da & Cheng, Chiao-Ming & Demirer, Rıza, 2017, "Oil and stock market momentum," Energy Economics, Elsevier, volume 68, issue C, pages 151-159, DOI: 10.1016/j.eneco.2017.09.025.
• Zarrabi, Nima & Snaith, Stuart & Coakley, Jerry, 2017, "FX technical trading rules can be profitable sometimes!," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 113-127, DOI: 10.1016/j.irfa.2016.12.010.
• Rosati, Pierangelo & Cummins, Mark & Deeney, Peter & Gogolin, Fabian & van der Werff, Lisa & Lynn, Theo, 2017, "The effect of data breach announcements beyond the stock price: Empirical evidence on market activity," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 146-154, DOI: 10.1016/j.irfa.2017.01.001.
• Zhang, Zhichao & Li, He & Zhang, Chuanjie, 2017, "Oral intervention in China: Efficacy of Chinese exchange rate communications," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 24-34, DOI: 10.1016/j.irfa.2016.11.006.
• Premti, Arjan & Garcia-Feijoo, Luis & Madura, Jeff, 2017, "Information content of analyst recommendations in the banking industry," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 35-47, DOI: 10.1016/j.irfa.2016.11.005.
• Alda, Mercedes, 2017, "The relationship between pension funds and the stock market: Does the aging population of Europe affect it?," International Review of Financial Analysis, Elsevier, volume 49, issue C, pages 83-97, DOI: 10.1016/j.irfa.2016.12.008.
• Xu, Liao & Yin, Xiangkang, 2017, "Does ETF trading affect the efficiency of the underlying index?," International Review of Financial Analysis, Elsevier, volume 51, issue C, pages 82-101, DOI: 10.1016/j.irfa.2017.02.009.
• Alwathnani, Abdulaziz M. & Dubofsky, David A. & Al-Zoubi, Haitham A., 2017, "Under-or-overreaction: Market responses to announcements of earnings surprises," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 160-171, DOI: 10.1016/j.irfa.2017.07.006.
• Murray, Benjamin & Svec, Jiri & Wright, Danika, 2017, "Wealth transfer, signaling and leverage in M&A," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 203-212, DOI: 10.1016/j.irfa.2017.06.002.
• Afego, Pyemo N., 2017, "Effects of changes in stock index compositions: A literature survey," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 228-239, DOI: 10.1016/j.irfa.2017.06.004.
• Fu, Yufen & Blazenko, George W., 2017, "Normative portfolio theory," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 240-251, DOI: 10.1016/j.irfa.2017.07.002.
• Kim, Jae H., 2017, "Stock returns and investors' mood: Good day sunshine or spurious correlation?," International Review of Financial Analysis, Elsevier, volume 52, issue C, pages 94-103, DOI: 10.1016/j.irfa.2017.05.004.
• Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2017, "Assessing the impact of an EU financial transactions tax on asset volatility: An event study," International Review of Financial Analysis, Elsevier, volume 53, issue C, pages 12-24, DOI: 10.1016/j.irfa.2017.08.002.
• Sun, Yuxin & Ibikunle, Gbenga, 2017, "Informed trading and the price impact of block trades: A high frequency trading analysis," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 114-129, DOI: 10.1016/j.irfa.2016.07.005.
• Kariofyllas, Spyridon & Philippas, Dionisis & Siriopoulos, Costas, 2017, "Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 54-62, DOI: 10.1016/j.irfa.2017.09.003.
• Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017, "International stock return predictability: Evidence from new statistical tests," International Review of Financial Analysis, Elsevier, volume 54, issue C, pages 97-113, DOI: 10.1016/j.irfa.2016.06.005.
• Kim, Sangwan & Lim, Steve C., 2017, "Earnings comparability and informed trading," Finance Research Letters, Elsevier, volume 20, issue C, pages 130-136, DOI: 10.1016/j.frl.2016.09.013.
• Zhang, Yongjie & An, Yahui & Feng, Xu & Jin, Xi, 2017, "Celebrities and ordinaries in social networks: Who knows more information?," Finance Research Letters, Elsevier, volume 20, issue C, pages 153-161, DOI: 10.1016/j.frl.2016.09.021.
• Tielmann, Artur & Schiereck, Dirk, 2017, "Arising borders and the value of logistic companies: Evidence from the Brexit referendum in Great Britain," Finance Research Letters, Elsevier, volume 20, issue C, pages 22-28, DOI: 10.1016/j.frl.2016.08.006.
• Harris, Terry, 2017, "Earnings announcements and quoted bid-ask spreads of U.S. Bank Holding Companies," Finance Research Letters, Elsevier, volume 20, issue C, pages 223-228, DOI: 10.1016/j.frl.2016.10.003.
• Śmiech, Sławomir & Papież, Monika, 2017, "In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework," Finance Research Letters, Elsevier, volume 20, issue C, pages 238-244, DOI: 10.1016/j.frl.2016.10.006.
• Dong, Xi & Feng, Shu & Ling, Leng & Song, Pingping, 2017, "Dynamic autocorrelation of intraday stock returns," Finance Research Letters, Elsevier, volume 20, issue C, pages 274-280, DOI: 10.1016/j.frl.2016.10.008.
• Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej, 2017, "The distant echo of Brexit: Did exporters suffer the most?," Finance Research Letters, Elsevier, volume 21, issue C, pages 132-139, DOI: 10.1016/j.frl.2016.11.012.
• Mensi, Walid & Hammoudeh, Shawkat & Kang, Sang Hoon, 2017, "Dynamic linkages between developed and BRICS stock markets: Portfolio risk analysis," Finance Research Letters, Elsevier, volume 21, issue C, pages 26-33, DOI: 10.1016/j.frl.2016.11.016.
• Siikanen, Milla & Kanniainen, Juho & Valli, Jaakko, 2017, "Limit order books and liquidity around scheduled and non-scheduled announcements: Empirical evidence from NASDAQ Nordic," Finance Research Letters, Elsevier, volume 21, issue C, pages 264-271, DOI: 10.1016/j.frl.2016.12.016.
• Leirvik, Thomas & Fiskerstrand, Sondre R. & Fjellvikås, Anders B., 2017, "Market liquidity and stock returns in the Norwegian stock market," Finance Research Letters, Elsevier, volume 21, issue C, pages 272-276, DOI: 10.1016/j.frl.2016.12.033.
• Davies, Richard & Fletcher, Mary & Marshall, Andrew, 2017, "Time-varying investment barriers and closed-end country fund pricing," Finance Research Letters, Elsevier, volume 21, issue C, pages 66-71, DOI: 10.1016/j.frl.2017.01.004.
• Qian, Meifen & Sun, Ping-Wen & Yu, Bin, 2017, "High turnover with high price delay? Dissecting the puzzling phenomenon for China's A-shares," Finance Research Letters, Elsevier, volume 22, issue C, pages 105-113, DOI: 10.1016/j.frl.2017.06.004.
• Huang, Hsin-Yi & Chiang, Min-Hsien & Lin, Jia-Hui & Lin, Yun, 2017, "Fixed-price, auction, and bookbuilding IPOs: Empirical evidence in Taiwan," Finance Research Letters, Elsevier, volume 22, issue C, pages 11-19, DOI: 10.1016/j.frl.2017.04.002.
• Hudson, Robert & McGroarty, Frank & Urquhart, Andrew, 2017, "Sampling frequency and the performance of different types of technical trading rules," Finance Research Letters, Elsevier, volume 22, issue C, pages 136-139, DOI: 10.1016/j.frl.2016.12.015.
• Oehler, Andreas & Horn, Matthias & Wendt, Stefan, 2017, "Brexit: Short-term stock price effects and the impact of firm-level internationalization," Finance Research Letters, Elsevier, volume 22, issue C, pages 175-181, DOI: 10.1016/j.frl.2016.12.024.
• Zaremba, Adam, 2017, "Performance persistence of government bond factor premia," Finance Research Letters, Elsevier, volume 22, issue C, pages 182-189, DOI: 10.1016/j.frl.2016.12.022.
• Li, Bingqing & Wang, Lijia & Lu, Guoxiang, 2017, "Price dynamics, social networks and communication," Finance Research Letters, Elsevier, volume 22, issue C, pages 197-201, DOI: 10.1016/j.frl.2017.06.013.
• Hachenberg, Britta & Kiesel, Florian & Kolaric, Sascha & Schiereck, Dirk, 2017, "The impact of expected regulatory changes: The case of banks following the 2016U.S. election," Finance Research Letters, Elsevier, volume 22, issue C, pages 268-273, DOI: 10.1016/j.frl.2016.12.021.
• Liao, Qunfeng & Mehdian, Seyed & Rezvanian, Rasoul, 2017, "An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook," Finance Research Letters, Elsevier, volume 22, issue C, pages 58-65, DOI: 10.1016/j.frl.2016.12.034.
• Sheng, Xin & Brzeszczyński, Janusz & Ibrahim, Boulis M., 2017, "International stock return co-movements and trading activity," Finance Research Letters, Elsevier, volume 23, issue C, pages 12-18, DOI: 10.1016/j.frl.2017.06.006.
• BenSaïda, Ahmed, 2017, "Herding effect on idiosyncratic volatility in U.S. industries," Finance Research Letters, Elsevier, volume 23, issue C, pages 121-132, DOI: 10.1016/j.frl.2017.03.001.
• Shen, Dehua & Li, Xiao & Zhang, Wei, 2017, "Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks," Finance Research Letters, Elsevier, volume 23, issue C, pages 210-216, DOI: 10.1016/j.frl.2017.06.008.
• Hood, Matthew & Lesseig, Vance, 2017, "Investor inattention around stock market holidays," Finance Research Letters, Elsevier, volume 23, issue C, pages 217-222, DOI: 10.1016/j.frl.2017.07.015.
• Ozturk, Sait R. & van der Wel, Michel & van Dijk, Dick, 2017, "Intraday price discovery in fragmented markets," Journal of Financial Markets, Elsevier, volume 32, issue C, pages 28-48, DOI: 10.1016/j.finmar.2016.10.001.
• Alexander, Gordon J. & Peterson, Mark A., 2017, "Short selling and the pricing of closed-end funds," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 124-142, DOI: 10.1016/j.finmar.2016.08.001.
• Lee, Eunju & Piqueira, Natalia, 2017, "Short selling around the 52-week and historical highs," Journal of Financial Markets, Elsevier, volume 33, issue C, pages 75-101, DOI: 10.1016/j.finmar.2016.03.001.
• Gresse, Carole, 2017, "Effects of lit and dark market fragmentation on liquidity," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 1-20, DOI: 10.1016/j.finmar.2017.05.003.
• Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui, 2017, "Price discovery in equity and CDS markets," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 21-46, DOI: 10.1016/j.finmar.2017.07.006.
• Demirovic, Amer & Guermat, Cherif & Tucker, Jon, 2017, "The relationship between equity and bond returns: An empirical investigation," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 47-64, DOI: 10.1016/j.finmar.2017.08.001.
• Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2017, "Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?," Journal of Financial Markets, Elsevier, volume 35, issue C, pages 84-103, DOI: 10.1016/j.finmar.2016.12.003.
• Chiyachantana, Chiraphol & Jain, Pankaj K. & Jiang, Christine & Sharma, Vivek, 2017, "Permanent price impact asymmetry of trades with institutional constraints," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 1-16, DOI: 10.1016/j.finmar.2017.07.005.
• Han, Jianlei & Pan, Zheyao, 2017, "On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 115-131, DOI: 10.1016/j.finmar.2016.12.002.
• Henry, Darren & Nguyen, Lily & Pham, Viet Hung, 2017, "Institutional trading before dividend reduction announcements," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 40-55, DOI: 10.1016/j.finmar.2017.07.003.
• Li, Jiahan & Tsiakas, Ilias, 2017, "Equity premium prediction: The role of economic and statistical constraints," Journal of Financial Markets, Elsevier, volume 36, issue C, pages 56-75, DOI: 10.1016/j.finmar.2016.09.001.