Research classified by Journal of Economic Literature (JEL) codes

2017

• Sana Tauseef, 2017, "Cross-Sectional Variation in Stock Returns: Evidence from an Emerging Market," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 4807087, Jul.
• Mota Aragón, Martha beatriz & Mata Mata, Leovardo, 2017, "Volatilidad del Mercado Integrado Latinoamericano: un enfoque multivariado / Volatility of the Latin American Integrated Market: A Multivariate Approach," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 7, issue 1, pages 9-26, enero-jun.
• Bogdan Wlodarczyk, 2017, "Zmiennosc cen na globalnym rynku surowcow a ryzyko banku," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 15, issue 66, pages 107-124.
• Kamal Kishore & Divya Jindal, 2017, "Effect Of The Cairn-Vedanta Merger On Stock Returns Of Cairn India Ltd: An Event Study," Journal of Academic Research in Economics, Spiru Haret University, Faculty of Accounting and Financial Management Constanta, volume 9, issue 2 (July), pages 199-212.
• Yu-Chin Hsu & Hsiou-Wei Lin & Kendro Vincent, 2017, "Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 17-A003, Jan.
• Boryana Bogdanova & Bozhidar Nedev, 2017, "Changes in Temporal Patterns of the Momentum Effect in Times of Turmoil: Evidence from the Bulgarian Stock," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2017-11, Dec, revised Dec 2017.
• Emmanuel Dhyne & Cedric Duprez, 2017, "It’s a Small, Small World... A Guided Tour of the Belgian Production Network," International Productivity Monitor, Centre for the Study of Living Standards, volume 32, pages 84-96, Spring.
• Giuseppe Berlingieri, & Patrick Blanchenay & Sara Calligaris & Chiara Criscuolo, 2017, "Firm-level Productivity Differences: Insights from the OECD’s MultiProd Project," International Productivity Monitor, Centre for the Study of Living Standards, volume 32, pages 97-115, Spring.
• Andrea Linarello & Andrea Petrella, 2017, "Productivity and Reallocation: Evidence from the Universe of Italian Firms," International Productivity Monitor, Centre for the Study of Living Standards, volume 32, pages 116-136, Spring.
• Fernando Chague & Rodrigo De Losso, Bruno Giovannetti, 2017, "Uncovering Skilled Short-sellers," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2017_01, Jan.
• Qiang Liu & Gaoxiu Qiao, 2017, "The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market," Empirical Economics, Springer, volume 52, issue 4, pages 1569-1585, June, DOI: 10.1007/s00181-016-1115-3.
• Omid Sabbaghi & Navid Sabbaghi, 2017, "The Chicago Climate Exchange and market efficiency: an empirical analysis," Environmental Economics and Policy Studies, Springer;Society for Environmental Economics and Policy Studies - SEEPS, volume 19, issue 4, pages 711-734, October, DOI: 10.1007/s10018-016-0171-4.
• Hakan Er & Adnan Hushmat, 2017, "The application of technical trading rules developed from spot market prices on futures market prices using CAPM," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 7, issue 3, pages 313-353, December, DOI: 10.1007/s40821-016-0056-2.
• B. Prasanna Kumar, 2017, "Derived signals for S & P CNX nifty index futures," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 3, issue 1, pages 1-22, December, DOI: 10.1186/s40854-017-0067-8.
• Vladimir Vovk, 2017, "The role of measurability in game-theoretic probability," Finance and Stochastics, Springer, volume 21, issue 3, pages 719-739, July, DOI: 10.1007/s00780-017-0336-4.
• Anna Aksamit & Tahir Choulli & Jun Deng & Monique Jeanblanc, 2017, "No-arbitrage up to random horizon for quasi-left-continuous models," Finance and Stochastics, Springer, volume 21, issue 4, pages 1103-1139, October, DOI: 10.1007/s00780-017-0337-3.
• Yibiao Chen & Steven S. Wang & Wilson H. S. Tong & Hui Zhu, 2017, "Economic freedom and IPO underpricing," Frontiers of Business Research in China, Springer, volume 11, issue 1, pages 1-22, December, DOI: 10.1186/s11782-017-0019-1.
• Anoop S. Kumar & Chaithanya Jayakumar & Bandi Kamaiah, 2017, "Fractal market hypothesis: evidence for nine Asian forex markets," Indian Economic Review, Springer, volume 52, issue 1, pages 181-192, December, DOI: 10.1007/s41775-017-0014-7.
• Kuntara Pukthuanthong & Saif Ullah & Thomas J. Walker & Xuan Wu, 2017, "Timely vs. delayed CEO turnover," Information Systems Frontiers, Springer, volume 19, issue 3, pages 469-479, June, DOI: 10.1007/s10796-017-9754-2.
• Houdou Basse Mama & Alexander Bassen, 2017, "Neglected disciplinary effects of investor relations: evidence from corporate cash holdings," Journal of Business Economics, Springer, volume 87, issue 2, pages 221-261, February, DOI: 10.1007/s11573-016-0818-4.
• Chih-Hsiang Chang, 2017, "Exploring stock recommenders’ behavior and recommendation receivers’ sophistication," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 1, pages 1-26, January, DOI: 10.1007/s12197-015-9330-x.
• Javeria Farooqi & Surendranath Jory & Thanh Ngo, 2017, "Institutional investors’ activism and credit ratings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 1, pages 51-77, January, DOI: 10.1007/s12197-015-9332-8.
• Frederick Adjei & Mavis Adjei, 2017, "Market share, firm innovation, and idiosyncratic volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 3, pages 569-580, July, DOI: 10.1007/s12197-016-9371-9.
• Bonnie F. Van Ness & Robert A. Van Ness & Serhat Yildiz, 2017, "The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs’ liquidity provisions," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 739-762, October, DOI: 10.1007/s12197-016-9374-6.
• Richard Borghesi, 2017, "Liquidity, overpricing, and the tactics of informed traders," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 701-713, October, DOI: 10.1007/s12197-016-9375-5.
• Manhwa Wu & Paoyu Huang & Yensen Ni, 2017, "Investing strategies as continuous rising (falling) share prices released," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 763-773, October, DOI: 10.1007/s12197-016-9377-3.
• Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017, "The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 41, issue 4, pages 774-793, October, DOI: 10.1007/s12197-016-9381-7.
• Marta Faias & Jaime Luque, 2017, "Endogenous formation of security exchanges," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 64, issue 2, pages 331-355, August, DOI: 10.1007/s00199-016-0989-9.
• Parthajit Kayal & S. Maheswaran, 2017, "Is USD-INR Really an Excessively Volatile Currency Pair?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 15, issue 2, pages 329-342, June, DOI: 10.1007/s40953-016-0054-3.
• Laura A. Wellman, 2017, "Mitigating political uncertainty," Review of Accounting Studies, Springer, volume 22, issue 1, pages 217-250, March, DOI: 10.1007/s11142-016-9380-0.
• Michael S. Drake & Jacob R. Thornock & Brady J. Twedt, 2017, "The internet as an information intermediary," Review of Accounting Studies, Springer, volume 22, issue 2, pages 543-576, June, DOI: 10.1007/s11142-017-9395-1.
• Tatiana Fedyk & Zvi Singer & Mark Soliman, 2017, "The sharpest tool in the shed: IPO financial statement management of STEM vs. non-STEM firms," Review of Accounting Studies, Springer, volume 22, issue 4, pages 1541-1581, December, DOI: 10.1007/s11142-017-9412-4.
• Peter Fiechter & Wayne R. Landsman & Kenneth Peasnell & Annelies Renders, 2017, "The IFRS option to reclassify financial assets out of fair value in 2008: the roles played by regulatory capital and too-important-to-fail status," Review of Accounting Studies, Springer, volume 22, issue 4, pages 1698-1731, December, DOI: 10.1007/s11142-017-9419-x.
• Houdou Basse Mama, 2017, "The interaction between stock prices and corporate investment: is Europe different?," Review of Managerial Science, Springer, volume 11, issue 2, pages 315-351, March, DOI: 10.1007/s11846-015-0187-3.
• Jan Diebecker & Friedrich Sommer, 2017, "The impact of corporate sustainability performance on information asymmetry: the role of institutional differences," Review of Managerial Science, Springer, volume 11, issue 2, pages 471-517, March, DOI: 10.1007/s11846-016-0195-y.
• Mark Mietzner, 2017, "Why do firms decide to stop their share repurchase programs?," Review of Managerial Science, Springer, volume 11, issue 4, pages 815-855, October, DOI: 10.1007/s11846-016-0206-z.
• David Abad & Juan Pedro Sánchez-Ballesta & José Yagüe, 2017, "The short-term debt choice under asymmetric information," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 8, issue 3, pages 261-285, August, DOI: 10.1007/s13209-017-0160-2.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2017, "Developing a Volume Forecasting Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-1.
• Jun-Biao Lina & Ping-Yeh Su, 2017, "Idiosyncratic Volatility and Liquidity Risk: How they have Explanatory Power in Stock Returns," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 1, pages 1-2.
• Chongsoo An & John J. Cheh & Il-woon Kim, 2017, "Do Value Stocks Outperform Growth Stocks in the U.S. Stock Market?," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 2, pages 1-7.
• Andreas Hadjixenophontos & Christos Christodoulou-Volos, 2017, "Predictability of Foreign Exchange Rates with the AR(1) Model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 4, pages 1-3.
• Yujie Zhu & Tieqi Wang, 2017, "Deriving momentum strategies in Chinese stock Market: Using Gene Expression Programming," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 7, issue 6, pages 1-4.
• Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2017, "Use of unit root methods in early warning of financial crises," ESRB Working Paper Series, European Systemic Risk Board, number 45, Jun.
• Pan, Kevin & Zeng, Yao, 2017, "ETF arbitrage under liquidity mismatch," ESRB Working Paper Series, European Systemic Risk Board, number 59, Dec.
• Hau, Harald & Hoffmann, Peter & Langfield, Sam & Timmer, Yannick, 2017, "Discriminatory pricing of over-the-counter derivatives," ESRB Working Paper Series, European Systemic Risk Board, number 61, Dec.
• Julia Darby & Graeme Roy, 2017, "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Working Papers, University of Strathclyde Business School, Department of Economics, number 1706, Jun.
• Andreas Haupenthal & Matthias Neuenkirch, 2017, "Grexit news and stock returns," Applied Economics, Taylor & Francis Journals, volume 49, issue 39, pages 3891-3898, August, DOI: 10.1080/00036846.2016.1270418.
• David E Allen & Michael McAleer & Abhay K Singh, 2017, "An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Applied Economics, Taylor & Francis Journals, volume 49, issue 7, pages 677-692, February, DOI: 10.1080/00036846.2016.1203067.
• A.M.M. Shahiduzzaman Quoreshi, 2017, "A bivariate integer-valued long-memory model for high-frequency financial count data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, volume 46, issue 3, pages 1080-1089, February, DOI: 10.1080/03610926.2014.997361.
• N. Taylor & Y. Xu, 2017, "The logarithmic vector multiplicative error model: an application to high frequency NYSE stock data," Quantitative Finance, Taylor & Francis Journals, volume 17, issue 7, pages 1021-1035, July, DOI: 10.1080/14697688.2016.1260756.
• Han, Jianlei & Pan, Zheyao & Zhang, Guangli, 2017, "Divergence of opinion and long-run performance of private placements: evidence from the auction market," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-09.
• Deng, Xiaohu & Gao, Lei & Kemme, David, 2017, "The information content of short selling and put option trading: When are they substitutes?," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2017-13.
• Talat Ulussever & Riza Demirer, 2017, "Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 17, issue 3, pages 77-89.
• Margaryta Klymak, 2017, "The Trade Impacts of the Naming and Shaming of Forced and Child Labor," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1517, Jun.
• Philip Stork & Luiz Felix & Roman Kraussl, 2017, "Implied Volatility Sentiment: A Tale of Two Tails," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-002/IV, Jan, revised 26 Jan 2018.
• Vincent van Kervel & Albert J. Menkveld, 2017, "High-Frequency Trading around Large Institutional Orders," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-092/IV, Sep.
• Nuria Boot & Timo Klein & Maarten Pieter Schinkel, 2017, "Collusive Benchmark Rates Fixing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-122/VII, Dec, revised 17 Apr 2019.
• Ginglinger, Edith & Hébert, Camille & Renneboog, Luc, 2017, "Connected Firms and Investor Myopia," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-037.
• Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017, "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Discussion Paper, Tilburg University, Center for Economic Research, number 2017-012.
• Renneboog, Luc & Szilagyi, Peter & Vansteenkiste, Cara, 2017, "Creditor Rights, Claims Enforcement, and Bond Performance in Mergers and Acquisitions," Other publications TiSEM, Tilburg University, School of Economics and Management, number e3b3753d-87d4-46d6-be12-3.
• Ronald B. Davies & Zuzanna Studnicka, 2017, "The Heterogeneous Impact of Brexit: Early Indications from the FTSE," Working Papers, School of Economics, University College Dublin, number 201708, May.
• Ross Levine & Chen Lin & Lai Wei, 2017, "Insider Trading and Innovation," Journal of Law and Economics, University of Chicago Press, volume 60, issue 4, pages 749-800, DOI: 10.1086/696384.
• Paul Hallwood, 2017, "Comment: Betting on Secession: Quantifying Political Events Surrounding Slavery and the Civil War," Working papers, University of Connecticut, Department of Economics, number 2017-07, Jun.
• Fernando Delbianco & Andrés Fioriti, 2017, "Empirical search and characterization of contemporaneity using breaks and regime switching
  [Búsqueda empírica y caracterización de contemporaneidad utilizando quiebres estructurales y cambios de régimen]," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 34, issue 68, pages 75-91, january-J.
• Jeremías Lachman & Pablo Jack, 2017, "Study of efficiency and information transmission for agricultural futures markets: a comparative analysis between Buenos Aires and Chicago using monthly and daily data
  [Estudio de la eficiencia y la transmisión de información para mercados de futu," Estudios Economicos, Universidad Nacional del Sur, Departamento de Economia, volume 34, issue 69, pages 3-23, july-dece.
• Vladimir Asriyan & William Fuchs & Brett Green, 2017, "Aggregation and design of information in asset markets with adverse selection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1573, Jul, revised Feb 2019.
• Manzano, Carolina & Vives, Xavier, 2017, "Market Power and Welfare in Asymmetric Divisible Good Auctions," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/292436.
• Dare, Wale, 2017, "Testing efficiency in small and large financial markets," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1714, Sep.
• Dare, Wale, 2017, "Statistical arbitrage in the U.S. treasury futures market," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 1716, Sep.
• Hoechle, Daniel & Karthaus, Larissa & Schmid, Markus, 2017, "The Long-Term Performance of IPO’s, Revisited," Working Papers on Finance, University of St. Gallen, School of Finance, number 1706, Mar.
• Adams, Zeno & Kartsakli, Maria, 2017, "Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization," Working Papers on Finance, University of St. Gallen, School of Finance, number 1710, Jun.
• Hoechle, Daniel & Schmid, Markus & Zimmermann, Heinz, 2017, "Does Unobservable Heterogeneity Matter for Portfolio-Based Asset Pricing Tests?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1717, Nov, revised Mar 2020.
• Ammann, Manuel & Bauer, Christopher & Fischer, Sebastian & Mueller, Philipp, 2017, "Tha Impact of the Morningstar Sustainability Rating on Mutual Fund Flows," Working Papers on Finance, University of St. Gallen, School of Finance, number 1718, May, revised Nov 2017.
• Lijian Wei & Xiong Xiong & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2017, "The effect of genetic algorithm learning with a classifier system in limit order markets," Published Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2017-3, Jan.
• Nihad Aliyev & Xue-Zhong He, 2017, "Ambiguous Market Making," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 383, May.
• Claudio Fontana & Markus Pelger & Eckhard Platen, 2017, "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 385, Aug.
• Iris Biefang-Frisancho Mariscal, 2017, "The impact of quantitative easing on aggregate mutual fund flows in the UK," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 20171704, Jan.
• Owen Powell & Natalia Shestakova, 2017, "The robustness of mispricing results in experimental asset markets," Vienna Economics Papers, University of Vienna, Department of Economics, number vie1702, May.
• Sutirtha Bagchi, 2017, "A Tale of Two Cities: An Examination of Medallion Prices in New York and Chicago," Villanova School of Business Department of Economics and Statistics Working Paper Series, Villanova School of Business Department of Economics and Statistics, number 33, Jan.
• Hassan Ezzat & Berna Kirkulak-Uludag, 2017, "Information Arrival and Volatility: Evidence from the Saudi Stock Exchange (Tadawul)," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 1, pages 45-59.
• Yang-Cheng Lu & Hao Fang & Yen-Hsien Lee, 2017, "Informational and Non-Informational Compositions of UK Fund Managers’ Dynamic Herding in the Stock Market," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 64, issue 5, pages 571-592.
• Svetoslav Velinov Borisov, 2017, "Smoothing Earnings and Earnings Informativenes," Business & Management Compass, University of Economics Varna, issue 3, pages 222-235.
• Volodin Sergey Nikolayevich & Kuranov Gennadii Mladenovich & Yakubov Alexey Pavlovich, 2017, "Impact of Political News: Evidence from Russia," Scientific Annals of Economics and Business, Paradigm, volume 64, issue 3, pages 271-287, October, DOI: 10.1515/saeb-2017-0018.
• Cho Joong-Seok & Park Hyung Ju, 2017, "The Effect of Matching on Firm Earnings Components," Scientific Annals of Economics and Business, Paradigm, volume 64, issue 4, pages 513-524, December, DOI: 10.1515/saeb-2017-0033.
• Urban Dariusz, 2017, "The Color of Government Money. Do Investors Differently Value the Investment of Sovereign Wealth Funds?," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 1, pages 25-34, November, DOI: 10.1515/fiqf-2016-0016.
• Gniadkowska-Szymańska Agata, 2017, "Impact of a Company’s Dividend Policy on the Liquidity of Shares Listed on the Warsaw Stock Exchange," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 3, pages 24-32, September, DOI: 10.1515/fiqf-2016-0027.
• Kozak Sylwester, 2017, "Degree of Convergence of the Efficiency of the Polish Equity Investment Funds Obtained with Measures Based on the Sharpe Ratio," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 3, pages 33-42, September, DOI: 10.1515/fiqf-2016-0028.
• Cwynar Andrzej & Cwynar Wiktor & Pater Robert & Kaźmierkiewicz Piotr, 2017, "Information needs of financial market professionals in the big data and social media era. The empirical evidence from Poland," Financial Internet Quarterly (formerly e-Finanse), Paradigm, volume 13, issue 4, pages 1-13, December, DOI: 10.1515/fiqf-2016-0031.
• Zaremba Adam & Konieczka Przemysław, 2017, "Size, Value, and Momentum in Polish Equity Returns: Local or International Factors?," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 53, issue 3, pages 26-47, September, DOI: 10.1515/ijme-2017-0017.
• Anginer,Deniz & Han,Snow Xue & Yildizhan,Celim, 2017, "Do individual investors ignore transaction costs ?," Policy Research Working Paper Series, The World Bank, number 8098, Jun.
• Sébastien Lleo & William T. Ziemba, 2017, "Does the bond‐stock earnings yield differential model predict equity market corrections better than high P/E models?," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 26, issue 2, pages 61-123, May, DOI: 10.1111/fmii.12080.
• Alex Frino & Vito Mollica & Maria Grazia Romano & Zeyang Zhou, 2017, "Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 37, issue 4, pages 359-373, April.
• Moonsoo Kang & Wei Wang & Chanyoung Eom, 2017, "Corporate investment and stock liquidity: Evidence on the price impact of trade," Review of Financial Economics, John Wiley & Sons, volume 33, issue 1, pages 1-11, April, DOI: 10.1016/j.rfe.2017.02.001.
• Geoffrey Ngene & Kenneth A. Tah & Ali F. Darrat, 2017, "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, John Wiley & Sons, volume 34, issue 1, pages 61-73, September, DOI: 10.1016/j.rfe.2017.06.003.
• Lorne N. Switzer & Cagdas Tahaoglu & Yun Zhao, 2017, "Volatility measures as predictors of extreme returns," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 1-10, November, DOI: 10.1016/j.rfe.2017.04.001.
• Remzi Uctum & Patricia Renou‐Maissant & Georges Prat & Sylvie Lecarpentier‐Moyal, 2017, "Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data," Review of Financial Economics, John Wiley & Sons, volume 35, issue 1, pages 43-56, November, DOI: 10.1016/j.rfe.2017.03.001.
• Miranda-Agrippino, Silvia & Ricco, Giovanni, 2017, "The Transmission of Monetary Policy Shocks," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 1136.
• Jinook Jeong & Jee Young Kim & Yoon Jae Ro, 2017, "On the Efficiency of Racetrack Betting Market: A New Test for the Favorite-Longshot Bias," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2017rwp-106, Aug.
• Schmitt, Noemi & Westerhoff, Frank, 2017, "On the bimodality of the distribution of the S&P 500's distortion: Empirical evidence and theoretical explanations," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 119.
• Silvo, Aino, 2017, "House prices, lending standards, and the macroeconomy," Bank of Finland Research Discussion Papers, Bank of Finland, number 4/2017.
• Korn, Olaf & Kuntz, Laura-Chloé, 2017, "Low-beta strategies," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 15-17 [rev.], revised 2017.
• Felix, Luiz & Kräussl, Roman & Stork, Philip, 2017, "Implied volatility sentiment: A tale of two tails," CFS Working Paper Series, Center for Financial Studies (CFS), number 565.
• Andersen, Torben G. & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2017, "Volatility, information feedback and market microstructure noise: A tale of two regimes," CFS Working Paper Series, Center for Financial Studies (CFS), number 569.
• Hautsch, Nikolaus & Horvath, Akos, 2017, "How effective are trading pauses?," CFS Working Paper Series, Center for Financial Studies (CFS), number 571.
• Hautsch, Nikolaus & Noé, Michael & Zhang, S. Sarah, 2017, "The ambivalent role of high-frequency trading in turbulent market periods," CFS Working Paper Series, Center for Financial Studies (CFS), number 580.
• Bannier, Christina & Pauls, Thomas & Walter, Andreas, 2017, "CEO-speeches and stock returns," CFS Working Paper Series, Center for Financial Studies (CFS), number 583.
• Cho, Hoon & Ryu, Doojin & Sung, Sangwook, 2017, "Do institutions behave rationally in distressed markets?," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-103.
• Han, Liyan & Xu, Yang & Yin, Libo, 2017, "Does investor attention matter? The attention-return relation in gold futures market," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-37.
• Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Date-stamping US housing market explosivity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-44.
• 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Review of Management and Marketing, 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.
• 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.