Research classified by Journal of Economic Literature (JEL) codes

2017

• Paul-Olivier Klein & Rima Turk & Laurent Weill, 2017, "Religiosity vs. well-being effects on investor behavior," Post-Print, HAL, number hal-03053249, Jun, DOI: 10.1016/j.jebo.2017.04.009.
• Thomas Renault, 2017, "Intraday online investor sentiment and return patterns in the U.S. stock market," Post-Print, HAL, number hal-03205113, Nov, DOI: 10.1016/j.jbankfin.2017.07.002.
• Yuanyuan Li & Bertrand Wigniolle, 2017, "Endogenous information revelation in a competitive credit market and credit crunch," Post-Print, HAL, number halshs-01509773, DOI: 10.1016/j.jmateco.2016.09.008.
• James Dow & Itay Goldstein & Alexander Guembel, 2017, "Incentives for Information Production in Markets where Prices Affect Real Investment," Post-Print, HAL, number halshs-01698541, Aug, DOI: 10.1093/jeea/jvw023.
• Sébastien Pouget & Julien Sauvagnat & Stéphane Villeneuve, 2017, "A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets," Post-Print, HAL, number halshs-01698658, Jun, DOI: 10.1093/rfs/hhw100.
• 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," Post-Print, HAL, number halshs-02080313, Nov, DOI: 10.1016/j.rfe.2017.03.001.
• Yuanyuan Li & Bertrand Wigniolle, 2017, "Endogenous information revelation in a competitive credit market and credit crunch," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-01509773, DOI: 10.1016/j.jmateco.2016.09.008.
• Sofiane Aboura & Björn van Roye, 2017, "Financial stress and economic dynamics: An application to France," Working Papers, HAL, number hal-01526393, May.
• Ioanid Rosu & Elvira Sojli & Wing Wah Tham, 2017, "Quotes, Trades and the Cost of Capital," Working Papers, HAL, number hal-01941510, Jul.
• Thomas Stebro & Manuel Fernnndez Sierra & Stefano Lovo & Nir Vulkan, 2017, "Herding in Equity Crowdfunding," Working Papers, HAL, number hal-01970724, Dec.
• Houdou Basse Mama & Rachidi Kotchoni, 2017, "Investor Relations' Quality and Mispricing," Working Papers, HAL, number hal-04141636.
• Mohamed Ilyes Gritli & Serge Rey, 2017, "Quel impact de la libéralisation du compte capital sur le développement financier en Tunisie ? Les enseignements d'un modèle ARDL," Working papers of CATT, HAL, number hal-01880318, Sep.
• Bryan Engelhardt & Victor Matheson & Alex Yen & Maxwell Chisholm, 2017, "The Economic Impact of Olympic Games: Effects of Host Country Announcements on Stock Market Returns," Working Papers, College of the Holy Cross, Department of Economics, number 1704, Aug.
• Feng, Xunan & Johansson, Anders C., 2017, "Top Executives on Social Media and Information in the Capital Market: Evidence from China," Stockholm School of Economics Asia Working Paper Series, Stockholm School of Economics, Stockholm China Economic Research Institute, number 2017-47, Nov.
• Hollifield, Burton & Sandås, Patrik & Todd, Andrew, 2017, "Latency Arbitrage When Markets Become Faster," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 338, May.
• 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.
• 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.