Research classified by Journal of Economic Literature (JEL) codes

2017

• Mazboudi, Mohamad & Khalil, Samer, 2017, "The attenuation effect of social media: Evidence from acquisitions by large firms," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 115-124, DOI: 10.1016/j.jfs.2016.11.010.
• Bai, Xuelian & Hu, Nan & Liu, Ling & Zhu, Lu, 2017, "Credit derivatives and stock return synchronicity," Journal of Financial Stability, Elsevier, volume 28, issue C, pages 79-90, DOI: 10.1016/j.jfs.2016.12.006.
• Abbassi, Puriya & Brownlees, Christian & Hans, Christina & Podlich, Natalia, 2017, "Credit risk interconnectedness: What does the market really know?," Journal of Financial Stability, Elsevier, volume 29, issue C, pages 1-12, DOI: 10.1016/j.jfs.2017.01.002.
• Bekiros, Stelios & Jlassi, Mouna & Naoui, Kamel & Uddin, Gazi Salah, 2017, "The asymmetric relationship between returns and implied volatility: Evidence from global stock markets," Journal of Financial Stability, Elsevier, volume 30, issue C, pages 156-174, DOI: 10.1016/j.jfs.2017.05.006.
• Qian, Meijun & Tanyeri, Başak, 2017, "Litigation and mutual-fund runs," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 119-135, DOI: 10.1016/j.jfs.2017.05.011.
• Jung, Hosung & Lee, Jieun, 2017, "The effects of macroprudential policies on house prices: Evidence from an event study using Korean real transaction data," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 167-185, DOI: 10.1016/j.jfs.2017.07.001.
• Sensoy, Ahmet, 2017, "Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 62-80, DOI: 10.1016/j.jfs.2017.06.007.
• Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro, 2017, "The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy," Journal of Financial Stability, Elsevier, volume 31, issue C, pages 81-92, DOI: 10.1016/j.jfs.2017.05.003.
• Lazzari, Valter & Vena, Luigi & Venegoni, Andrea, 2017, "Stress tests and asset quality reviews of banks: A policy announcement tool," Journal of Financial Stability, Elsevier, volume 32, issue C, pages 86-98, DOI: 10.1016/j.jfs.2017.09.001.
• Kosmidou, Kyriaki & Kousenidis, Dimitrios & Ladas, Anestis & Negkakis, Christos, 2017, "Determinants of risk in the banking sector during the European Financial Crisis," Journal of Financial Stability, Elsevier, volume 33, issue C, pages 285-296, DOI: 10.1016/j.jfs.2017.06.006.
• Vincent Xiang & Michael T. Chng & Victor Fang, 2017, "The economic significance of CDS price discovery," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 1-30, January, DOI: 10.1007/s11156-015-0540-2.
• James Cicon, 2017, "Say it again Sam: the information content of corporate conference calls," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 57-81, January, DOI: 10.1007/s11156-015-0542-0.
• Sati P. Bandyopadhyay & Alan Guoming Huang & Kevin Jialin Sun & Tony S. Wirjanto, 2017, "The return premiums to accruals quality," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 83-115, January, DOI: 10.1007/s11156-015-0543-z.
• Debarati Bhattacharya & Wei-Hsien Li & Gokhan Sonaer, 2017, "Has momentum lost its momentum?," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 1, pages 191-218, January, DOI: 10.1007/s11156-015-0547-8.
• Jeffrey Hobbs & Hei Wai Lee & Vivek Singh, 2017, "New evidence on the effect of belief heterogeneity on stock returns," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 2, pages 289-309, February, DOI: 10.1007/s11156-016-0551-7.
• Paul Brockman & Dennis Y. Chung & Kenneth W. Shaw, 2017, "The R&D-abnormal return anomaly: a transaction cost explanation," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 2, pages 385-406, February, DOI: 10.1007/s11156-016-0555-3.
• Keith Jakob & Ryan Whitby, 2017, "The impact of nominal stock price on ex-dividend price responses," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 939-953, May, DOI: 10.1007/s11156-016-0574-0.
• Sharad Asthana, 2017, "Diversification by the audit offices in the US and its impact on audit quality," Review of Quantitative Finance and Accounting, Springer, volume 48, issue 4, pages 1003-1030, May, DOI: 10.1007/s11156-016-0576-y.
• Cathy Yi-Hsuan Chen & Thomas C. Chiang, 2017, "Surprises, sentiments, and the expectations hypothesis of the term structure of interest rates," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 1-28, July, DOI: 10.1007/s11156-016-0584-y.
• J. Barry Lin & Christos Pantzalis & Jung Chul Park, 2017, "Corporate derivatives use policy and information environment," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 1, pages 159-194, July, DOI: 10.1007/s11156-016-0586-9.
• Semih Tartaroglu & Michael Imhof, 2017, "Insider trading and response to earnings announcements: the impact of accelerated disclosure requirements," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 2, pages 315-336, August, DOI: 10.1007/s11156-016-0592-y.
• Jungshik Hur & Cedric Mbanga Luma, 2017, "Aggregate idiosyncratic volatility, dynamic aspects of loss aversion, and narrow framing," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 2, pages 407-433, August, DOI: 10.1007/s11156-016-0595-8.
• Maggie Hao & Dana A. Forgione & Liang Guo & Hongxian Zhang, 2017, "Improvement in clinical trial disclosures and analysts’ forecast accuracy: evidence from the pharmaceutical industry," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 785-810, October, DOI: 10.1007/s11156-016-0608-7.
• Miriam Marra, 2017, "Explaining co-movements between equity and CDS bid-ask spreads," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 811-853, October, DOI: 10.1007/s11156-016-0609-6.
• Dimitris Andriosopoulos & Leonidas G. Barbopoulos, 2017, "Relative equity market valuation conditions and acquirers’ gains," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 3, pages 855-884, October, DOI: 10.1007/s11156-016-0610-0.
• Houdou Basse Mama & Stefan Mueller & Ulrich Pape, 2017, "What’s in the news? The ambiguity of the information content of index reconstitutions in Germany," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 4, pages 1087-1119, November, DOI: 10.1007/s11156-017-0617-1.
• Chaoshin Chiao & Zi-May Wang & Shiau-Yuan Tong, 2017, "Order cancellations across investor groups: evidence from an emerging order-driven market," Review of Quantitative Finance and Accounting, Springer, volume 49, issue 4, pages 1167-1193, November, DOI: 10.1007/s11156-017-0620-6.
• Tatsuo Tanaka, 2017, "Effect of Flaming on Stock Price: Case of Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2017-003, Jan.
• Stijn Claessens & M. Ayhan Kose, 2017, "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1718, Nov.
• Stijn Claessens & M. Ayhan Kose, 2017, "Macroeconomic Implications of Financial Imperfections: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1719, Dec.
• Kentaro Iwatsubo & Clinton Watkins & Tao Xu, 2017, "Intraday Seasonality in Efficiency, Liquidity, Volatility and Volume: Platinum and Gold Futures in Tokyo and New York," Discussion Papers, Graduate School of Economics, Kobe University, number 1722, Nov.
• Md. Abu HASAN, 2017, "Efficiency and Volatility of the Stock Market in Bangladesh: A Macroeconometric Analysis," Turkish Economic Review, KSP Journals, volume 4, issue 2, pages 239-249, June.
• Jaydip SEN & Tamal DATTA CHAUDHURI, 2017, "A Predictive Analysis of the Indian FMCG Sector using Time Series Decomposition - Based Approach," Journal of Economics Library, KSP Journals, volume 4, issue 2, pages 206-226, June.
• Eduardo Quiroga, 2017, "Eficiencia en los mercados financieros y predicción de precios de los activos," Revista Ciencias Administrativas (CADM), IIA, Universidad Nacional de La Plata, Instituto de Investigaciones Administrativas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, issue 10, pages 47-54, July-Dece, DOI: 10.24215/23143738e011.
• Paul-Olivier KLEIN & Rima TURK & Laurent WEILL, 2017, "How Religiosity Shapes Investor Behavior: Sukuk Issuances During Ramadan," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2017-01.
• Paul-Olivier KLEIN, 2017, "Do Shareholders Value Bond Offerings? A Meta-Analysis," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2017-04.
• Julio César Alonso Cifuentes & Andrés Mauricio Arcila Vásquez & Sebastián Montenegro Arana, 2017, "Internal price stabilization tools in the Colombian sugar market: Do they work?," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 86, pages 105-126, Enero - J, DOI: 10.17533/udea.le.n86a04.
• Husni Charif & Ata Assaf, 2017, "Market Efficiency in the MENA Equity Markets: Evidence from Newly Developed Tests and Regime Change," Journal of Reviews on Global Economics, Lifescience Global, volume 6, pages 15-32.
• Fausto Pacicco & Luigi Vena & Andrea Venegoni, 2017, "Market Reactions to ECB Policy Innovations: A Cross-Country Analysis," LIUC Papers in Economics, Cattaneo University (LIUC), number 2017-4, Jul.
• Urbschat, Florian & Watzka, Sebastian, 2017, "Quantitative Easing in the Euro Area," Discussion Papers in Economics, University of Munich, Department of Economics, number 37365, May.
• Pourkazemi, Mohammad Hosein & Sedaghat Parast, Eldar & Zirak, Hamed, 2017, "Assessing Bank Branch Growth Potential by Using Data Envelopment Analysis," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 10, issue 33, pages 383-408, November.
• Abdolhossein Zameni & Othman Yong, 2017, "Substantial Shareholders and Their Trading Behaviour around Lock-Up Expiry: Evidence from Emerging Markets," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 1-18.
• Shangkari V. Anusakumar & Ruhani Ali, 2017, "Momentum and Investor Sentiment: Evidence from Asian Stock Markets," Capital Markets Review, Malaysian Finance Association, volume 25, issue 1, pages 26-42.
• Ahmad Fawwaz Mohd Nasarudin & Bany Ariffin Amin Noordin & Siong Hook Law & Mohd Hisham Yahya, 2017, "Investigation of Herding Behaviour in Developed and Developing Countries: Does Country Governance Factor Matters?," Capital Markets Review, Malaysian Finance Association, volume 25, issue 2, pages 1-14.
• Carlos J. Perez & Manuel Santos, 2017, "On the Dynamics of Speculation in a Model of Bubbles and Manias," Working Papers, University of Miami, Department of Economics, number 2017-02, Apr.
• Daniel J. Henderson & Christopher F. Parmeter & Liangjun Su, 2017, "M-Estimation of a Nonparametric Threshold Regression Model," Working Papers, University of Miami, Department of Economics, number 2017-15, Oct.
• Rafael Franco, 2017, "Del patrimonio virtual al patrimonio potencial Patterns in Neighboring Areas: Colombia," Lúmina. Revista iberoamericana de Contabilidad, Administración y Economía, Facultad de Ciencias Contables, Económicas y Administrativas, Universidad de Manizales., volume 0, issue 18, pages 90-109, Septiembr.
• Zi-Yi Guo & Yangxiaoteng Luo, 2017, "Credit Constraint Exports in Countries with Different Degrees of Contract Enforcement," Business and Economic Research, Macrothink Institute, volume 7, issue 1, pages 227-241, June.
• Xiao CHEN & Bihong HUANG & Dezhu YE, 2017, "The Role of Punctuation in P2P Lending: Evidence from China," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 1707, Jul.
• Juan Benjamin Duarte Duarte & Leonardo Hernán Talero Sarmiento & Katherine Julieth Sierra Suárez, 2017, "Evaluación del efecto de la psicología del inversionista en un mercado bursátil artificial mediante su grado de eficiencia," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1345-1360, Octubre-D.
• Juan Benjamin Duarte Duarte & Leonardo Hernán Talero Sarmiento & Katherine Julieth Sierra Suárez, 2017, "Evaluation of the effect of investor psychology on an artificial stock market through its degree of efficiency," Contaduría y Administración, Accounting and Management, volume 62, issue 4, pages 1361-1376, Octubre-D.
• Emrah Arbak, 2017, "Identifying the provisioning policies of Belgian banks," Working Paper Research, National Bank of Belgium, number 326, Aug.
• Michał Fronc & Piotr Mielus, 2017, "Financial convergence on emerging markets: the case of CEE countries," Bank i Kredyt, Narodowy Bank Polski, volume 48, issue 2, pages 149-172.
• Charles G. Nathanson & Eric Zwick, 2017, "Arrested Development: Theory and Evidence of Supply-Side Speculation in the Housing Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 23030, Jan.
• Alexander Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2017, "Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade," NBER Working Papers, National Bureau of Economic Research, Inc, number 23152, Feb.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017, "Bubbles for Fama," NBER Working Papers, National Bureau of Economic Research, Inc, number 23191, Feb.
• Lu Zhang, 2017, "The Investment CAPM," NBER Working Papers, National Bureau of Economic Research, Inc, number 23226, Mar.
• Azi Ben-Rephael & Bruce I. Carlin & Zhi Da & Ryan D. Israelsen, 2017, "Demand for Information and Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 23274, Mar.
• Vahid Gholampour & Eric van Wincoop, 2017, "What can we Learn from Euro-Dollar Tweets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23293, Mar.
• Kewei Hou & Chen Xue & Lu Zhang, 2017, "Replicating Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 23394, May.
• Ali Ozdagli & Michael Weber, 2017, "Monetary Policy through Production Networks: Evidence from the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 23424, May.
• Michał Dzieliński & Alexander F. Wagner & Richard J. Zeckhauser, 2017, "Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls," NBER Working Papers, National Bureau of Economic Research, Inc, number 23425, May.
• David Hirshleifer & Po-Hsuan Hsu & Dongmei Li, 2017, "Innovative Originality, Profitability, and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23432, May.
• Maryam Farboodi & Laura Veldkamp, 2017, "Long Run Growth of Financial Technology," NBER Working Papers, National Bureau of Economic Research, Inc, number 23457, May.
• Marco Di Maggio & Francesco Franzoni & Amir Kermani & Carlo Sommavilla, 2017, "The Relevance of Broker Networks for Information Diffusion in the Stock Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 23522, Jun.
• Terence C. Burnham & Harry Gakidis & Jeffrey Wurgler, 2017, "Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications," NBER Working Papers, National Bureau of Economic Research, Inc, number 23557, Jun.
• Matthijs Breugem & Adrian Buss, 2017, "Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency," NBER Working Papers, National Bureau of Economic Research, Inc, number 23561, Jun.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2017, "The Economics of Value Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 23563, Jun.
• Alexander M. Chinco & Mao Ye, 2017, "Investment-Horizon Spillovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 23650, Aug.
• Anisha Ghosh & George M. Constantinides, 2017, "What Information Drives Asset Prices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23689, Aug.
• Xiaomeng Lu & Robert F. Stambaugh & Yu Yuan, 2017, "Anomalies Abroad: Beyond Data Mining," NBER Working Papers, National Bureau of Economic Research, Inc, number 23809, Sep.
• Samuel M. Hartzmark & Kelly Shue, 2017, "A Tough Act to Follow: Contrast Effects In Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 23883, Sep.
• Andrei S. Gonçalves & Chen Xue & Lu Zhang, 2017, "Does the Investment Model Explain Value and Momentum Simultaneously?," NBER Working Papers, National Bureau of Economic Research, Inc, number 23910, Oct.
• Alexander M. Chinco & Adam D. Clark-Joseph & Mao Ye, 2017, "Sparse Signals in the Cross-Section of Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 23933, Oct.
• Christian Leuz & Steffen Meyer & Maximilian Muhn & Eugene Soltes & Andreas Hackethal, 2017, "Who Falls Prey to the Wolf of Wall Street? Investor Participation in Market Manipulation," NBER Working Papers, National Bureau of Economic Research, Inc, number 24083, Nov.
• Andrea Barbon & Marco Di Maggio & Francesco Franzoni & Augustin Landier, 2017, "Brokers and Order Flow Leakage: Evidence from Fire Sales," NBER Working Papers, National Bureau of Economic Research, Inc, number 24089, Nov.
• Mila Getmansky & Ravi Jagannathan & Loriana Pelizzon & Ernst Schaumburg & Darya Yuferova, 2017, "Stock Price Crashes: Role of Slow-Moving Capital," NBER Working Papers, National Bureau of Economic Research, Inc, number 24098, Dec.
• Benjamin Bennett & René Stulz & Zexi Wang, 2017, "Does the Stock Market Make Firms More Productive?," NBER Working Papers, National Bureau of Economic Research, Inc, number 24102, Dec.
• Ming Dong & David Hirshleifer & Siew Hong Teoh, 2017, "Misvaluation and Corporate Inventiveness," NBER Working Papers, National Bureau of Economic Research, Inc, number 24142, Dec.
• David Hirshleifer & Chong Huang & Siew Hong Teoh, 2017, "Index Investing and Asset Pricing under Information Asymmetry and Ambiguity Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 24143, Dec.
• Samuel Antill & Darrell Duffie, 2017, "Augmenting Markets with Mechanisms," NBER Working Papers, National Bureau of Economic Research, Inc, number 24146, Dec.
• Kent Daniel & David Hirshleifer & Lin Sun, 2017, "Short- and Long-Horizon Behavioral Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 24163, Dec.
• Kent Daniel & Lira Mota & Simon Rottke & Tano Santos, 2017, "The Cross-Section of Risk and Return," NBER Working Papers, National Bureau of Economic Research, Inc, number 24164, Dec.
• Schneider, Christoph & Spalt, Oliver, 2017, "Acquisitions as Lotteries? The Selection of Target-Firm Risk and its Impact on Merger Outcomes," Critical Finance Review, now publishers, volume 6, issue 1, pages 77-132, March, DOI: 10.1561/104.00000035.
• von Reibnitz, Anna, 2017, "When Opportunity Knocks: Cross-Sectional Return Dispersion and Active Fund Performance," Critical Finance Review, now publishers, volume 6, issue 2, pages 303-356, September, DOI: 10.1561/104.00000040.
• Eisdorfer, Assaf & Kohl, Elizabeth, 2017, "Corporate Sport Sponsorship and Stock Returns: Evidence from the NFL," Critical Finance Review, now publishers, volume 7, issue 1, pages 179-209, March, DOI: 10.1561/104.00000041.
• Ke, Wen-Chyan & Lin, Hsiou-Wei William, 2017, "An Improved Version of the Volume-Synchronized Probability of Informed Trading," Critical Finance Review, now publishers, volume 6, issue 2, pages 357-376, September, DOI: 10.1561/104.00000046.
• Goldbaum, David, 2017, "Divergent Behavior in Markets with Idiosyncratic Private Information," Review of Behavioral Economics, now publishers, volume 4, issue 2, pages 181-213, September, DOI: 10.1561/105.00000064.
• Ani Stoitsova-Stoykova, 2017, "Relationship Between Public Expectations and Financial Market Dynamics in South- East Europe Capital Markets," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 237-250, June.
• Mariya Paskaleva, 2017, "Risk Measurements-credit Default Swaps versus Capital Markets – Relationship, Dynamics and Forecast Ability," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 138-151, October.
• Oecd, 2017, "Green financing: Challenges and opportunities in the transition to a clean and climate-resilient economy," OECD Journal: Financial Market Trends, OECD Publishing, volume 2016, issue 2, pages 63-78, DOI: 10.1787/fmt-2016-5jg0097l3qhl.
• Christian Daude & Julien Pascal, 2017, "Efficiency and contestability in emerging market banking systems," OECD Journal: Economic Studies, OECD Publishing, volume 2016, issue 1, pages 151-182, DOI: 10.1787/eco_studies-2016-5jg1jxfzdj.
• Gamal Atallah & Yang Zhou, 2017, "Performance of Cross-Border Acquisitions: Evidence from Canadian Firms Acquired by Emerging Market Firms," Working Papers, University of Ottawa, Department of Economics, number 1710E.
• James Dow & Itay Goldstein & Alexander Guembel, 2017, "Incentives for Information Production in Markets where Prices Affect Real Investment," Journal of the European Economic Association, European Economic Association, volume 15, issue 4, pages 877-909.
• Niklas Ahlgren & Jan Antell, 2017, "Tests for Abnormal Returns in the Presence of Event-Induced Cross-Sectional Correlation," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 2, pages 286-301.
• Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2017, "Technological Innovation, Resource Allocation, and Growth," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 132, issue 2, pages 665-712.
• Pablo Moran, 2017, "Information Revelation in Merger Waves," The Review of Corporate Finance Studies, Society for Financial Studies, volume 6, issue 2, pages 174-233.
• Xavier Vives, 2017, "Endogenous Public Information and Welfare in Market Games," The Review of Economic Studies, Review of Economic Studies Ltd, volume 84, issue 2, pages 935-963.
• Songzi Du & Haoxiang Zhu, 2017, "What is the Optimal Trading Frequency in Financial Markets?," The Review of Economic Studies, Review of Economic Studies Ltd, volume 84, issue 4, pages 1606-1651.
• Mikhail V. Oet & Kalle Lyytinen, 2017, "Does Financial Stability Matter to the Fed in Setting US Monetary Policy?," Review of Finance, European Finance Association, volume 21, issue 1, pages 389-432.
• Harald Hau & Sandy Lai, 2017, "The Role of Equity Funds in the Financial Crisis Propagation," Review of Finance, European Finance Association, volume 21, issue 1, pages 77-108.
• Jess N. Cornaggia & Kimberly J. Cornaggia & John E. Hund, 2017, "Credit Ratings Across Asset Classes: A Long-Term Perspective," Review of Finance, European Finance Association, volume 21, issue 2, pages 465-509.
• Jennifer Conrad & M. Deniz Yavuzm, 2017, "Momentum and Reversal: Does What Goes Up Always Come Down?," Review of Finance, European Finance Association, volume 21, issue 2, pages 555-581.
• Alasdair Brown & Fuyu Yang, 2017, "The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange," Review of Finance, European Finance Association, volume 21, issue 2, pages 583-603.
• Romain Boulland & François Degeorge & Edith Ginglinger, 2017, "News Dissemination and Investor Attention," Review of Finance, European Finance Association, volume 21, issue 2, pages 761-791.
• Henk Berkman & Michael D. McKenzie & Patrick Verwijmeren, 2017, "Hole in the Wall: Informed Short Selling Ahead of Private Placements," Review of Finance, European Finance Association, volume 21, issue 3, pages 1047-1091.
• Richard Evans & Miguel A. Ferreira & Melissa Porras Prado, 2017, "Fund Performance and Equity Lending: Why Lend What You Can Sell?," Review of Finance, European Finance Association, volume 21, issue 3, pages 1093-1121.
• Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2017, "Commodity Markets, Long-Run Predictability, and Intertemporal Pricing," Review of Finance, European Finance Association, volume 21, issue 3, pages 1159-1188.
• Chris Yung, 2017, "Venture Capital and the Market for Talent during Booms and Busts," Review of Finance, European Finance Association, volume 21, issue 5, pages 1875-1899.
• Xiafei Li & Di Luo, 2017, "Investor Sentiment, Limited Arbitrage, and the Cash Holding Effect," Review of Finance, European Finance Association, volume 21, issue 6, pages 2141-2168.
• Christian Finke & Florian Weigert, 2017, "Does Foreign Information Predict the Returns of Multinational Firms Worldwide?," Review of Finance, European Finance Association, volume 21, issue 6, pages 2199-2248.
• Jeewon Jang & Jangkoo Kang & Changjun Lee, 2017, "State-Dependent Variations in the Expected Illiquidity Premium," Review of Finance, European Finance Association, volume 21, issue 6, pages 2277-2314.
• Truong X Duong & Zsuzsa R Huszár & Ruth S K Tan & Weina Zhang, 2017, "The Information Value of Stock Lending Fees: Are Lenders Price Takers?," Review of Finance, European Finance Association, volume 21, issue 6, pages 2353-2377.
• Holger M. Mueller & Paige P. Ouimet & Elena Simintzi, 2017, "Within-Firm Pay Inequality," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 10, pages 3605-3635.
• Francisco Barillas & Kristoffer P. Nimark, 2017, "Speculation and the Term Structure of Interest Rates," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 11, pages 4003-4037.
• Jack Bao & Kewei Hou, 2017, "De Facto Seniority, Credit Risk, and Corporate Bond Prices," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 11, pages 4038-4080.
• Tom Y. Chang & Samuel M. Hartzmark & David H. Solomon & Eugene F. Soltes, 2017, "Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 1, pages 281-323.
• Eric K. Kelley & Paul C. Tetlock, 2017, "Retail Short Selling and Stock Prices," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 801-834.
• Chun Chang & Yao-Min Chiang & Yiming Qian & Jay R. Ritter, 2017, "Pre-market Trading and IPO Pricing," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 3, pages 835-865.
• Darrell Duffie & Haoxiang Zhu, 2017, "Size Discovery," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1095-1150.
• Dominik M. Rösch & Avanidhar Subrahmanyam & Mathijs A. van Dijk, 2017, "The Dynamics of Market Efficiency," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1151-1187.
• Albert J. Menkveld & Marius A. Zoican, 2017, "Need for Speed? Exchange Latency and Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1188-1228.
• Xuemin (Sterling) Yan & Lingling Zheng, 2017, "Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 4, pages 1382-1423.
• Sebastien Pouget & Julien Sauvagnat & Stephane Villeneuve, 2017, "A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 2066-2109.
• Antonio Gargano & Alberto G. Rossi & Russ Wermers, 2017, "The Freedom of Information Act and the Race Toward Information Acquisition," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 6, pages 2179-2228.
• Azi Ben-Rephael & Zhi Da & Ryan D. Israelsen, 2017, "It Depends on Where You Search: Institutional Investor Attention and Underreaction to News," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 9, pages 3009-3047.
• Burton Hollifield & Artem Neklyudov & Chester Spatt, 2017, "Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 9, pages 3048-3085.
• Mariassunta Giannetti & José María Liberti & Jason Sturgess, 2017, "Information Sharing and Rating Manipulation," The Review of Financial Studies, Society for Financial Studies, volume 30, issue 9, pages 3269-3304.
• Mesagan Peter Ekundayo & Amadi Nkem Agatha, 2017, "The Efficiency Market Theory: A Case of Commercial Banks Stocks in Nigeria," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 583-587, December.
• Xiaoli Wang, 2017, "Will firm quality determine the relationship between stock return and idiosyncratic volatility? A new investigation of idiosyncratic volatility," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 5, pages 388-404, September, DOI: 10.1057/s41260-017-0044-9.
• Dorsaf Ben Aissia, 2017, "The mispricing of equity risk: behavioral and corporate leverage factors," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 6, pages 421-432, October, DOI: 10.1057/s41260-017-0041-z.
• Mark Schaub, 2017, "A note on the early effects of the US Presidential vote on Mexican ADR values," Journal of Asset Management, Palgrave Macmillan, volume 18, issue 7, pages 511-515, December, DOI: 10.1057/s41260-017-0043-x.
• Davor Kunovac & Rafael Ravnik, 2017, "Are Sovereign Credit Ratings Overrated?," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 59, issue 2, pages 210-242, June, DOI: 10.1057/s41294-017-0024-6.
• Alfonso Giudice, 2017, "Impact of the Market in Financial Instruments Directive (MiFID) on the Italian financial market: Evidence from bank bonds," Journal of Banking Regulation, Palgrave Macmillan, volume 18, issue 3, pages 256-267, July, DOI: 10.1057/s41261-016-0035-7.
• Luc Renneboog & Peter G. Szilagyi & Cara Vansteenkiste, 2017, "Creditor rights, claims enforcement, and bond performance in mergers and acquisitions," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 48, issue 2, pages 174-194, February, DOI: 10.1057/s41267-016-0031-2.
• Paola Cerchiello & Giancarlo Nicola, 2017, "Assessing News Contagion in Finance," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 139, May.
• Paola Cerchiello & Giancarlo Nicola & Samuel Rönnqvist & Peter Sarlin, 2017, "Deep Learning Bank Distress from News and Numerical Financial Data," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 140, May.
• Murugesan Selvam & Amirdha Vasani Sankarkumar & Balasundaram Maniam & Marxia Oli Sigo, 2017, "Long memory features and relationship stability of Asia-Pacific currencies against USD," Business and Economic Horizons (BEH), Prague Development Center, volume 13, issue 1, pages 97-109, March, DOI: 10.15208/beh.2017.07.
• Juliane Proelss & Denis Schweizer & Volker Seiler, 2017, "Do Announcements of WTO Dispute Resolution Cases Matter? Evidence from the Rare Earth Elements Market," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 103, Apr.
• Agata Gniadkowska-Szymanska, 2017, "The Multifactorial Pastor-Stambaugh Model: Explaining The Impact Of Liquidity On The Rate Of Return Based On The Example Of The Warsaw Stock Exchange," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 2, pages 211-228, June, DOI: 10.24136/eq.v12i2.11.
• Elzbieta Wronska-Bukalska & Bogna Kazmierska-Jozwiak, 2017, "Signaling Hypotheses Of Share Repurchase – Life Cycle Approach. The Case Of Polish Listed Companies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 2, pages 245-257, June, DOI: 10.24136/eq.v12i2.13.
• Tomasz Sosnowski, 2017, "Earnings management and the floatation structure: empirical evidence from Polish IPOs," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 12, issue 4, pages 693-709, December, DOI: 10.24136/eq.v12i4.36.
• Tomasz Sosnowski, 2017, "Earnings Management and the Floatation Structure: Empirical Evidence from Polish IPOs," Working Papers, Institute of Economic Research, number 119/2017, May, revised May 2017.
• Patrycja Chodnicka-Jaworska, 2017, "The reaction of the stock market on credit rating agencies’decisions," Working Papers, Institute of Economic Research, number 18/2017, May, revised May 2017.
• Tomas Meluzin & Marek Zinecker & doubravsky@fbm.vutbr.cz & Mirko Dohnal, 2017, "Effects of Rumours on IPO Success: A Qualitative Approach," Working Papers, Institute of Economic Research, number 79/2017, May, revised May 2017.
• Gonçalo Faria & Fabio Verona, 2017, "Forecasting stock market returns by summing the frequency-decomposed parts," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1702, Nov.
• José Couto & Paula Brito & António Cerqueira, 2017, "The Method of Market Multiples on the Valuation of Companies: A Multivariate Approach," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 586, Jan.
• Anna Zhernoklieieva, 2017, "Решение Проблем Урбанистики Путем Формирования Среды Для Развития Инновационного И Малого Бизнеса
  [Solution of Urban Problems by Forming an Environment for the Development of Innovative and Small Business]," Traektoriâ Nauki = Path of Science, Altezoro, s.r.o. & Dialog, volume 3, issue 7(24), pages 2.11-2.19, July, DOI: 10.22178/pos.24-4.
• Wittwer, Milena, 2017, "Centralizing Disconnected Markets? An Irrelevance Result," MPRA Paper, University Library of Munich, Germany, number 76534, Feb.
• Filipovski, Vladimir & Tevdovski, Dragan, 2017, "Stock market efficiency in South Eastern Europe: testing return predictability and presence of calendar effects," MPRA Paper, University Library of Munich, Germany, number 76818, Feb.
• Degiannakis, Stavros & Filis, George, 2017, "Forecasting oil prices," MPRA Paper, University Library of Munich, Germany, number 77531, Mar.
• Loh, Choon Zhee, 2017, "Specific risk factors and macroeconomic factor on profitability performance an empirical evidence of Top Glove Corporation Bhd," MPRA Paper, University Library of Munich, Germany, number 78339, Apr.
• Senarathne, Chamil W & Jayasinghe, Prabhath, 2017, "Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: An Expectation-based View of Risk," MPRA Paper, University Library of Munich, Germany, number 78771, Mar, revised 04 Apr 2017.
• Ogawa, Ryoh, 2017, "Using REIT Data to Assess the Economic Worth of Mega-Events: The Case of the 2020 Tokyo Olympics," MPRA Paper, University Library of Munich, Germany, number 78829, May.
• Cheema, Muhammad A. & Nartea, Gilbert V & Man, Yimei, 2017, "Cross-Sectional and Time-Series Momentum Returns and Market States," MPRA Paper, University Library of Munich, Germany, number 78989, May.
• Anginer, Deniz & Yildizhan, Celim & Han, Xue Snow, 2017, "Do Individual Investors Ignore Transaction Costs?," MPRA Paper, University Library of Munich, Germany, number 79358, May.
• OUATTARA, Aboudou, 2017, "Impact de la publication des notes financières sur les cours et les volume de transaction des sociétés cotées à la BRVM : Une analyse à partir des études d'évenement
  [Impact of Rating released on stock's prices and trading volume of companies list," MPRA Paper, University Library of Munich, Germany, number 79837, Feb.
• Parker, Edgar, 2017, "The Entropic Linkage between Equity and Bond Market Dynamics," MPRA Paper, University Library of Munich, Germany, number 80036, Jun.
• Degiannakis, Stavros & Giannopoulos, George & Ibrahim, Salma & Rozic, Ivana, 2017, "Earnings Management to Avoid Losses and Earnings Declines in Croatia," MPRA Paper, University Library of Munich, Germany, number 80164.
• Chong, Terence Tai Leung & He, Qing & Ip, Hugo Tak Sang & Siu, Jonathan T., 2017, "Profitability of CAPM Momentum Strategies in the US Stock Market," MPRA Paper, University Library of Munich, Germany, number 80563, Jun.
• Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2017, "Costly Information Acquisition, Social Networks and Asset Prices: Experimental Evidence," MPRA Paper, University Library of Munich, Germany, number 80658, Aug.
• Patir, Assaf, 2017, "Securitization, bank vigilance, leverage and sudden stops," MPRA Paper, University Library of Munich, Germany, number 81463, Oct.
• Daher, Wassim & Aydilek, Harun & Saleeby, Elias G., 2017, "Insider Trading With Different Risk Attitudes," MPRA Paper, University Library of Munich, Germany, number 81733, Sep.
• Hou, Yang & Nartea, Gilbert, 2017, "Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash," MPRA Paper, University Library of Munich, Germany, number 81995, Oct.
• Hou, Yang & Li, Steven, 2017, "Time-Varying Price Discovery and Autoregressive Loading Factors: Evidence from S&P 500 Cash and E-Mini Futures Markets," MPRA Paper, University Library of Munich, Germany, number 81999, Oct.
• Tchamyou, Vanessa & Asongu, Simplice, 2017, "Conditional Market Timing in the Mutual Fund Industry," MPRA Paper, University Library of Munich, Germany, number 82633, Jan.
• Cifarelli, Giulio & Paesani, Paolo, 2017, "On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016," MPRA Paper, University Library of Munich, Germany, number 84009, Oct.
• Mittal, Amit & Garg, Ajay Kumar, 2017, "Why do acquirers prefer M&A? Evidence from Banks in India," MPRA Paper, University Library of Munich, Germany, number 85354, Apr.
• Mittal, Amit & Garg, Ajay Kumar, 2017, "Private information implications for acquirers and targets in horizontal mergers," MPRA Paper, University Library of Munich, Germany, number 85355, Apr.
• Anginer, Deniz & Han, Xue Snow & Yildizhan, Celim, 2017, "Do Individual Investors Ignore Transaction Costs?," MPRA Paper, University Library of Munich, Germany, number 89941, May.
• Li, Zhan, 2017, "Shareholder Activism Externalities," MPRA Paper, University Library of Munich, Germany, number 91635, Aug, revised 21 Jan 2019.
• Ozili, Peterson K, 2017, "Earnings Management in Interconnected Networks: A Perspective," MPRA Paper, University Library of Munich, Germany, number 92647.
• Awolaja, Gbenga Oladapo & Musa, Dasauki C., 2017, "Asymmetric Oil Price Shocks and Stock Prices in Nigeria," MPRA Paper, University Library of Munich, Germany, number 92891.
• Hardik A. Marfatia & Rangan Gupta & Esin Cakan, 2017, "The International REIT's Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises," Working Papers, University of Pretoria, Department of Economics, number 201712, Feb.
• Rangan Gupta & Seong-Min Yoon, 2017, "OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201726, Apr.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2017, "Oil Speculation and Herding Behavior in Emerging Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 201749, Jun.
• Riza Demirer & Guilherme Demos & Rangan Gupta & Didier Sornette, 2017, "On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators," Working Papers, University of Pretoria, Department of Economics, number 201752, Jul.
• Rangan Gupta & Chi Keung Marco Lau & Seong-Min Yoon, 2017, "OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration," Working Papers, University of Pretoria, Department of Economics, number 201754, Jul.
• Rangan Gupta & Marian Risse & David A. Volkman & Mark E. Wohar, 2017, "The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data," Working Papers, University of Pretoria, Department of Economics, number 201755, Jul.
• Esin Cakan & Rıza Demirer & Rangan Gupta & Josine Uwilingiye, 2017, "A Note on the Technology Herd: Evidence from Large Institutional Investors," Working Papers, University of Pretoria, Department of Economics, number 201761, Aug.
• Rıza Demirer & Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Time-Varying Rare Disaster Risks, Oil Returns and Volatility," Working Papers, University of Pretoria, Department of Economics, number 201762, Aug.
• Rangan Gupta & Tahir Suleman & Mark E. Wohar, 2017, "Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks," Working Papers, University of Pretoria, Department of Economics, number 201767, Sep.
• Renata Legenzova & Otilija Jurakovaite & Agne Galinskaite, 2017, "The Analysis of Dividend Announcement Impact on Stock Prices of Baltic Companies," Central European Business Review, Prague University of Economics and Business, volume 2017, issue 1, pages 61-76, DOI: 10.18267/j.cebr.173.
• Yu Jiang & Xianming Fang & Haofei Wang, 2017, "IPO Price, Heterogeneous Priors and Gradual Information Flows," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 2, pages 188-197, DOI: 10.18267/j.pep.603.
• Bohumil Stádník & Václav Žďárek, 2017, "Volatility Strangeness of Bonds - How to Define and What Does it Bring?," Prague Economic Papers, Prague University of Economics and Business, volume 2017, issue 5, pages 602-629, DOI: 10.18267/j.pep.636.
• Bruce Carlin & Christopher Cotton & Raphael Boleslavsky, 2017, "Competing For Capital: Auditing And Credibility In Financial Reporting," Working Paper, Economics Department, Queen's University, number 1377, Jan.
• Robin Greenwood & Andrei Shleifer & Yang You, 2017, "Bubbles for Fama," Working Paper, Harvard University OpenScholar, number 504391, Feb.
• Aadila Hoosain & Alta Joubert & Alain Kabundi, 2017, "Order flow and randdollar exchange rate dynamics," Working Papers, South African Reserve Bank, number 8169, Dec.
• Bielagk, Jana & Horst, Ulrich & Moreno-Bromberg, Santiago, 2017, "Trading under Market Impact," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 39, Jul.
• Pablo Kurlat, 2017, "The Social Value of Financial Expertise," 2017 Meeting Papers, Society for Economic Dynamics, number 134.
• Laura Veldkamp & David Lucca & Nina Boyarchenko, 2017, "Taking Orders and Taking Notes: Dealer Information Sharing in Treasury Markets," 2017 Meeting Papers, Society for Economic Dynamics, number 808.
• Guillermo Ordonez & Gaetano Gaballo, 2017, "The Two Faces of Information," 2017 Meeting Papers, Society for Economic Dynamics, number 811.
• Hyein Shim & Maria H. Kim & Doojin Ryu, 2017, "Effects of intraday weather changes on asset returns and volatilities," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 35, issue 2, pages 301-330.
• Elena Sinelnikova-Muryleva & Anton Skrobotov, 2017, "Testing time series for the bubbles (with application to Russian data)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 46, pages 90-103.
• Emrah Şahin & Fatih Konak & S. Serdar Karaca, 2017, "Impact of “Aircraft Crisis” Between Turkey and Russia on Borsa Istanbul Food, Beverage and Tourism Indexes," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 3, pages 473-485.
• Serdar Benligiray & Nurhan Aydın, 2017, "Investigating Cash Flow Sensitivity of Investments in Firms Quoted on Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 4, pages 699-714.