Research classified by Journal of Economic Literature (JEL) codes

2017

• 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.
• 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.
• Piao, Xiaorui & Mei, Bin & Zhang, Weiyi, 2017, "Long-term event study of timber real estate investment trust conversions," Forest Policy and Economics, Elsevier, volume 78, issue C, pages 1-9, DOI: 10.1016/j.forpol.2016.12.009.
• Chen, Haiwei & Ngo, Thanh, 2017, "Leverage-based index revisions: The case of Dow Jones Islamic Market World Index," Global Finance Journal, Elsevier, volume 32, issue C, pages 16-34, DOI: 10.1016/j.gfj.2016.06.007.
• Keiber, Karl Ludwig & Samyschew, Helene, 2017, "The world price of sentiment risk," Global Finance Journal, Elsevier, volume 32, issue C, pages 62-82, DOI: 10.1016/j.gfj.2016.06.002.
• Tang, Wenbin & Zhu, Lili, 2017, "How security prices respond to a surge in investor attention: Evidence from Google Search of ADRs," Global Finance Journal, Elsevier, volume 33, issue C, pages 38-50, DOI: 10.1016/j.gfj.2016.09.001.
• Zhou, Haoyong & He, Fan & Wang, Yangbo, 2017, "Did family firms perform better during the financial crisis? New insights from the S&P 500 firms," Global Finance Journal, Elsevier, volume 33, issue C, pages 88-103, DOI: 10.1016/j.gfj.2017.01.001.
• Muto, Ichiro, 2017, "The role of the reference rate in an interbank market with imperfect information," Global Finance Journal, Elsevier, volume 34, issue C, pages 16-31, DOI: 10.1016/j.gfj.2017.03.005.
• Mager, Ferdinand & Meyer-Fackler, Martin, 2017, "Mergers and acquisitions in Germany: 1981–2010," Global Finance Journal, Elsevier, volume 34, issue C, pages 32-42, DOI: 10.1016/j.gfj.2017.03.004.
• Pieters, Gina & Vivanco, Sofia, 2017, "Financial regulations and price inconsistencies across Bitcoin markets," Information Economics and Policy, Elsevier, volume 39, issue C, pages 1-14, DOI: 10.1016/j.infoecopol.2017.02.002.
• Chamon, Marcos & Garcia, Márcio & Souza, Laura, 2017, "FX interventions in Brazil: A synthetic control approach," Journal of International Economics, Elsevier, volume 108, issue C, pages 157-168, DOI: 10.1016/j.jinteco.2017.05.005.
• Aboura, Sofiane & Roye, Bjoern van, 2017, "Financial stress and economic dynamics: The case of France," International Economics, Elsevier, volume 149, issue C, pages 57-73, DOI: 10.1016/j.inteco.2016.11.001.
• Jakob, Keith & Nam, Yoonsoo, 2017, "Do cultures influence abnormal market reactions before official sovereign debt rating downgrade announcements?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 47, issue C, pages 65-75, DOI: 10.1016/j.intfin.2016.11.008.
• Miralles-Quirós, José Luis & Miralles-Quirós, María del Mar, 2017, "The Copula ADCC-GARCH model can help PIIGS to fly," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.intfin.2017.08.013.
• Bai, Ye & Chow, Darien Yan Pang, 2017, "Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 50, issue C, pages 182-203, DOI: 10.1016/j.intfin.2017.09.006.
• He, Yinghua & Nielsson, Ulf & Wang, Yonglei, 2017, "Hurting without hitting: The economic cost of political tension," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 106-124, DOI: 10.1016/j.intfin.2017.08.011.
• Resnick, Bruce G. & Shoesmith, Gary L., 2017, "A note on modeling world equity markets with nonsynchronous data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 125-132, DOI: 10.1016/j.intfin.2017.05.010.
• Saad, Mohsen & Samet, Anis, 2017, "Liquidity and the implied cost of equity capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 15-38, DOI: 10.1016/j.intfin.2017.08.007.
• Smales, L.A. & Apergis, N., 2017, "Does more complex language in FOMC decisions impact financial markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 171-189, DOI: 10.1016/j.intfin.2017.08.003.
• Al-Khazali, Osamah & Mirzaei, Ali, 2017, "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 51, issue C, pages 190-208, DOI: 10.1016/j.intfin.2017.10.001.
• Lo, Kin & Ramos, Felipe & Rogo, Rafael, 2017, "Earnings management and annual report readability," Journal of Accounting and Economics, Elsevier, volume 63, issue 1, pages 1-25, DOI: 10.1016/j.jacceco.2016.09.002.
• Schoenfeld, Jordan, 2017, "The effect of voluntary disclosure on stock liquidity: New evidence from index funds," Journal of Accounting and Economics, Elsevier, volume 63, issue 1, pages 51-74, DOI: 10.1016/j.jacceco.2016.10.007.
• Kumar, Praveen & Langberg, Nisan & Oded, Jacob & Sivaramakrishnan, K., 2017, "Voluntary disclosure and strategic stock repurchases," Journal of Accounting and Economics, Elsevier, volume 63, issue 2, pages 207-230, DOI: 10.1016/j.jacceco.2017.02.001.
• Horton, Joanne & Serafeim, George & Wu, Shan, 2017, "Career concerns of banking analysts," Journal of Accounting and Economics, Elsevier, volume 63, issue 2, pages 231-252, DOI: 10.1016/j.jacceco.2017.03.003.
• Christensen, Hans B. & Floyd, Eric & Liu, Lisa Yao & Maffett, Mark, 2017, "The real effects of mandated information on social responsibility in financial reports: Evidence from mine-safety records," Journal of Accounting and Economics, Elsevier, volume 64, issue 2, pages 284-304, DOI: 10.1016/j.jacceco.2017.08.001.
• Nikolaev, Valeri V., 2017, "Discussion of “Borrower private information covenants and loan contract monitoring”," Journal of Accounting and Economics, Elsevier, volume 64, issue 2, pages 340-345, DOI: 10.1016/j.jacceco.2017.08.002.
• Kitamura, Yoshihiro, 2017, "Simple measures of market efficiency: A study in foreign exchange markets," Japan and the World Economy, Elsevier, volume 41, issue C, pages 1-16, DOI: 10.1016/j.japwor.2016.11.001.
• Li, Ting & Zaiats, Nataliya, 2017, "Information environment and earnings management of dual class firms around the world," Journal of Banking & Finance, Elsevier, volume 74, issue C, pages 1-23, DOI: 10.1016/j.jbankfin.2016.09.009.
• Norden, Lars, 2017, "Information in CDS spreads," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 118-135, DOI: 10.1016/j.jbankfin.2016.11.007.
• Aabo, Tom & Pantzalis, Christos & Park, Jung Chul, 2017, "Idiosyncratic volatility: An indicator of noise trading?," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 136-151, DOI: 10.1016/j.jbankfin.2016.11.003.
• Morkoetter, Stefan & Stebler, Roman & Westerfeld, Simone, 2017, "Competition in the credit rating Industry: Benefits for investors and issuers," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 235-257, DOI: 10.1016/j.jbankfin.2016.09.001.
• Mensi, Walid & Hammoudeh, Shawkat & Shahzad, Syed Jawad Hussain & Shahbaz, Muhammad, 2017, "Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method," Journal of Banking & Finance, Elsevier, volume 75, issue C, pages 258-279, DOI: 10.1016/j.jbankfin.2016.11.017.
• Kiesel, Rüdiger & Rahe, Florentin, 2017, "Option pricing under time-varying risk-aversion with applications to risk forecasting," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 120-138, DOI: 10.1016/j.jbankfin.2016.11.006.
• Li, Xiaorong & Wang, Steven Shuye & Wang, Xue, 2017, "Trust and stock price crash risk: Evidence from China," Journal of Banking & Finance, Elsevier, volume 76, issue C, pages 74-91, DOI: 10.1016/j.jbankfin.2016.12.003.
• Adam, Tim R. & Fernando, Chitru S. & Salas, Jesus M., 2017, "Why do firms engage in selective hedging? Evidence from the gold mining industry," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 269-282, DOI: 10.1016/j.jbankfin.2015.05.006.
• Chortareas, Georgios & Noikokyris, Emmanouil, 2017, "Federal reserve's policy, global equity markets, and the local monetary policy stance," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 317-327, DOI: 10.1016/j.jbankfin.2016.04.026.
• El Ghoul, Sadok & Karoui, Aymen, 2017, "Does corporate social responsibility affect mutual fund performance and flows?," Journal of Banking & Finance, Elsevier, volume 77, issue C, pages 53-63, DOI: 10.1016/j.jbankfin.2016.10.009.
• Haesen, Daniel & Houweling, Patrick & van Zundert, Jeroen, 2017, "Momentum spillover from stocks to corporate bonds," Journal of Banking & Finance, Elsevier, volume 79, issue C, pages 28-41, DOI: 10.1016/j.jbankfin.2017.03.003.
• Smales, L.A. & Apergis, N., 2017, "Understanding the impact of monetary policy announcements: The importance of language and surprises," Journal of Banking & Finance, Elsevier, volume 80, issue C, pages 33-50, DOI: 10.1016/j.jbankfin.2017.03.017.
• Graham, Michael & Walter, Terry S. & Yawson, Alfred & Zhang, Huizhong, 2017, "The value-added role of industry specialist advisors in M&As," Journal of Banking & Finance, Elsevier, volume 81, issue C, pages 81-104, DOI: 10.1016/j.jbankfin.2017.04.010.
• Boulland, Romain & Dessaint, Olivier, 2017, "Announcing the announcement," Journal of Banking & Finance, Elsevier, volume 82, issue C, pages 59-79, DOI: 10.1016/j.jbankfin.2017.05.007.
• Hung, Shengmin & Qiao, Zheng, 2017, "Shadows in the Sun: Crash risk behind Earnings Transparency," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 1-18, DOI: 10.1016/j.jbankfin.2017.06.007.
• Franke, Benedikt & Müller, Sebastian & Müller, Sonja, 2017, "The q-factors and expected bond returns," Journal of Banking & Finance, Elsevier, volume 83, issue C, pages 19-35, DOI: 10.1016/j.jbankfin.2017.06.005.
• Espenlaub, Susanne & Haq, Imtiaz ul & Khurshed, Arif, 2017, "It's all in the name: Mutual fund name changes after SEC Rule 35d-1," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 123-134, DOI: 10.1016/j.jbankfin.2017.07.008.
• Kolev, Gueorgui I. & Karapandza, Rasa, 2017, "Out-of-sample equity premium predictability and sample split–invariant inference," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 188-201, DOI: 10.1016/j.jbankfin.2016.07.017.
• Renault, Thomas, 2017, "Intraday online investor sentiment and return patterns in the U.S. stock market," Journal of Banking & Finance, Elsevier, volume 84, issue C, pages 25-40, DOI: 10.1016/j.jbankfin.2017.07.002.
• Oh, Jong-Min, 2017, "Absorptive capacity, technology spillovers, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 146-164, DOI: 10.1016/j.jbankfin.2017.08.016.
• Raffestin, Louis, 2017, "Do bond credit ratings lead to excess comovement?," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 41-55, DOI: 10.1016/j.jbankfin.2017.08.010.
• Mahmoodzadeh, Soheil & Gençay, Ramazan, 2017, "Human vs. high-frequency traders, penny jumping, and tick size," Journal of Banking & Finance, Elsevier, volume 85, issue C, pages 69-82, DOI: 10.1016/j.jbankfin.2017.08.015.
• Flore, Christian & Kolaric, Sascha & Schiereck, Dirk, 2017, "Settlement agreement types of federal corporate prosecution in the U.S. and their impact on shareholder wealth," Journal of Business Research, Elsevier, volume 76, issue C, pages 145-158, DOI: 10.1016/j.jbusres.2017.03.015.
• Klein, Paul-Olivier & Turk, Rima & Weill, Laurent, 2017, "Religiosity vs. well-being effects on investor behavior," Journal of Economic Behavior & Organization, Elsevier, volume 138, issue C, pages 50-62, DOI: 10.1016/j.jebo.2017.04.009.
• Yu, Susana & Webb, Gwendolyn, 2017, "Market adaptation to Regulation Fair Disclosure: The use of industry information to enhance the informational environment," Journal of Economics and Business, Elsevier, volume 89, issue C, pages 1-12, DOI: 10.1016/j.jeconbus.2016.10.002.
• Unsal, Omer & Hassan, M. Kabir & Zirek, Duygu, 2017, "Product recalls and security prices: New evidence from the US market," Journal of Economics and Business, Elsevier, volume 93, issue C, pages 62-79, DOI: 10.1016/j.jeconbus.2017.07.003.
• Camara, Omar, 2017, "Industry herd behaviour in financing decision making," Journal of Economics and Business, Elsevier, volume 94, issue C, pages 32-42, DOI: 10.1016/j.jeconbus.2017.08.001.
• Du, Songzi & Zhu, Haoxiang, 2017, "Bilateral trading in divisible double auctions," Journal of Economic Theory, Elsevier, volume 167, issue C, pages 285-311, DOI: 10.1016/j.jet.2016.11.001.
• Ou-Yang, Hui & Wu, Weili, 2017, "Net trade and market efficiency in Grossman and Stiglitz (1980)," Journal of Economic Theory, Elsevier, volume 167, issue C, pages 75-85, DOI: 10.1016/j.jet.2016.10.006.
• Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017, "Market selection," Journal of Economic Theory, Elsevier, volume 168, issue C, pages 209-236, DOI: 10.1016/j.jet.2016.12.002.
• Boleslavsky, Raphael & Kelly, David L. & Taylor, Curtis R., 2017, "Selloffs, bailouts, and feedback: Can asset markets inform policy?," Journal of Economic Theory, Elsevier, volume 169, issue C, pages 294-343, DOI: 10.1016/j.jet.2017.02.009.
• Lenkey, Stephen L., 2017, "Insider trading and the short-swing profit rule," Journal of Economic Theory, Elsevier, volume 169, issue C, pages 517-545, DOI: 10.1016/j.jet.2017.03.004.
• Nezafat, Mahdi & Schroder, Mark & Wang, Qinghai, 2017, "Short-sale constraints, information acquisition, and asset prices," Journal of Economic Theory, Elsevier, volume 172, issue C, pages 273-312, DOI: 10.1016/j.jet.2017.09.007.
• Choi, Nicole & Fedenia, Mark & Skiba, Hilla & Sokolyk, Tatyana, 2017, "Portfolio concentration and performance of institutional investors worldwide," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 189-208, DOI: 10.1016/j.jfineco.2016.09.007.
• Di Maggio, Marco & Kacperczyk, Marcin, 2017, "The unintended consequences of the zero lower bound policy," Journal of Financial Economics, Elsevier, volume 123, issue 1, pages 59-80, DOI: 10.1016/j.jfineco.2016.09.006.
• Kaniel, Ron & Parham, Robert, 2017, "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 337-356, DOI: 10.1016/j.jfineco.2016.11.003.
• Billett, Matthew T. & Garfinkel, Jon A. & Yu, Miaomiao, 2017, "The effect of asymmetric information on product market outcomes," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 357-376, DOI: 10.1016/j.jfineco.2016.11.001.
• Wang, Huijun & Yan, Jinghua & Yu, Jianfeng, 2017, "Reference-dependent preferences and the risk–return trade-off," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 395-414, DOI: 10.1016/j.jfineco.2016.09.010.
• Amihud, Yakov & Stoyanov, Stoyan, 2017, "Do staggered boards harm shareholders?," Journal of Financial Economics, Elsevier, volume 123, issue 2, pages 432-439, DOI: 10.1016/j.jfineco.2016.04.002.
• Andrei, Daniel & Cujean, Julien, 2017, "Information percolation, momentum and reversal," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 617-645, DOI: 10.1016/j.jfineco.2016.05.012.
• Chague, Fernando & De-Losso, Rodrigo & De Genaro, Alan & Giovannetti, Bruno, 2017, "Well-connected short-sellers pay lower loan fees: A market-wide analysis," Journal of Financial Economics, Elsevier, volume 123, issue 3, pages 646-670, DOI: 10.1016/j.jfineco.2016.12.011.
• Brogaard, Jonathan & Hendershott, Terrence & Riordan, Ryan, 2017, "High frequency trading and the 2008 short-sale ban," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 22-42, DOI: 10.1016/j.jfineco.2017.01.008.
• Jiang, George J. & Zhu, Kevin X., 2017, "Information Shocks and Short-Term Market Underreaction," Journal of Financial Economics, Elsevier, volume 124, issue 1, pages 43-64, DOI: 10.1016/j.jfineco.2016.06.006.
• Di Maggio, Marco & Kermani, Amir & Song, Zhaogang, 2017, "The value of trading relations in turbulent times," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 266-284, DOI: 10.1016/j.jfineco.2017.01.003.
• Lee, Charles M.C. & So, Eric C., 2017, "Uncovering expected returns: Information in analyst coverage proxies," Journal of Financial Economics, Elsevier, volume 124, issue 2, pages 331-348, DOI: 10.1016/j.jfineco.2017.01.007.
• Brogaard, Jonathan & Li, Dan & Xia, Ying, 2017, "Stock liquidity and default risk," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 486-502, DOI: 10.1016/j.jfineco.2017.03.003.
• Menkveld, Albert J. & Yueshen, Bart Zhou & Zhu, Haoxiang, 2017, "Shades of darkness: A pecking order of trading venues," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 503-534, DOI: 10.1016/j.jfineco.2017.03.004.
• Korteweg, Arthur & Sorensen, Morten, 2017, "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, volume 124, issue 3, pages 535-562, DOI: 10.1016/j.jfineco.2017.03.006.
• Froot, Kenneth & Kang, Namho & Ozik, Gideon & Sadka, Ronnie, 2017, "What do measures of real-time corporate sales say about earnings surprises and post-announcement returns?," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 143-162, DOI: 10.1016/j.jfineco.2017.04.008.
• Babus, Ana & Hu, Tai-Wei, 2017, "Endogenous intermediation in over-the-counter markets," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 200-215, DOI: 10.1016/j.jfineco.2017.04.009.
• Ahern, Kenneth R., 2017, "Information networks: Evidence from illegal insider trading tips," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 26-47, DOI: 10.1016/j.jfineco.2017.03.009.
• Blanco, Iván & Wehrheim, David, 2017, "The bright side of financial derivatives: Options trading and firm innovation," Journal of Financial Economics, Elsevier, volume 125, issue 1, pages 99-119, DOI: 10.1016/j.jfineco.2017.04.004.
• Liu, Laura Xiaolei & Shu, Haibing & Wei, K.C. John, 2017, "The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 286-310, DOI: 10.1016/j.jfineco.2017.05.011.
• Dessaint, Olivier & Golubov, Andrey & Volpin, Paolo, 2017, "Employment protection and takeovers," Journal of Financial Economics, Elsevier, volume 125, issue 2, pages 369-388, DOI: 10.1016/j.jfineco.2017.05.005.
• Nickerson, Jordan & Griffin, John M., 2017, "Debt correlations in the wake of the financial crisis: What are appropriate default correlations for structured products?," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 454-474, DOI: 10.1016/j.jfineco.2017.06.011.
• Dinc, Serdar & Erel, Isil & Liao, Rose, 2017, "Fire sale discount: Evidence from the sale of minority equity stakes," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 475-490, DOI: 10.1016/j.jfineco.2017.06.009.
• Baruch, Shmuel & Panayides, Marios & Venkataraman, Kumar, 2017, "Informed trading and price discovery before corporate events," Journal of Financial Economics, Elsevier, volume 125, issue 3, pages 561-588, DOI: 10.1016/j.jfineco.2017.05.008.
• Borochin, Paul & Yang, Jie, 2017, "The effects of institutional investor objectives on firm valuation and governance," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 171-199, DOI: 10.1016/j.jfineco.2017.06.013.
• Boyson, Nicole M. & Gantchev, Nickolay & Shivdasani, Anil, 2017, "Activism mergers," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 54-73, DOI: 10.1016/j.jfineco.2017.06.008.
• Edmans, Alex & Jayaraman, Sudarshan & Schneemeier, Jan, 2017, "The source of information in prices and investment-price sensitivity," Journal of Financial Economics, Elsevier, volume 126, issue 1, pages 74-96, DOI: 10.1016/j.jfineco.2017.06.017.
• Hu, Grace Xing & Pan, Jun & Wang, Jiang, 2017, "Early peek advantage? Efficient price discovery with tiered information disclosure," Journal of Financial Economics, Elsevier, volume 126, issue 2, pages 399-421, DOI: 10.1016/j.jfineco.2017.07.007.
• Ali, Usman & Hirshleifer, David, 2017, "Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 490-515, DOI: 10.1016/j.jfineco.2017.09.002.
• Hett, Florian & Schmidt, Alexander, 2017, "Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 635-651, DOI: 10.1016/j.jfineco.2017.10.003.
• Clark-Joseph, Adam D. & Ye, Mao & Zi, Chao, 2017, "Designated market makers still matter: Evidence from two natural experiments," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 652-667, DOI: 10.1016/j.jfineco.2017.09.001.
• Flannery, Mark & Hirtle, Beverly & Kovner, Anna, 2017, "Evaluating the information in the federal reserve stress tests," Journal of Financial Intermediation, Elsevier, volume 29, issue C, pages 1-18, DOI: 10.1016/j.jfi.2016.08.001.
• Ben-Rephael, Azi, 2017, "Flight-to-liquidity, market uncertainty, and the actions of mutual fund investors," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 30-44, DOI: 10.1016/j.jfi.2017.05.002.
• Gao, George P. & Moulton, Pamela C. & Ng, David T., 2017, "Institutional ownership and return predictability across economically unrelated stocks," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 45-63, DOI: 10.1016/j.jfi.2016.07.004.
• Tölö, Eero & Jokivuolle, Esa & Virén, Matti, 2017, "Do banks’ overnight borrowing rates lead their CDS price? Evidence from the Eurosystem," Journal of Financial Intermediation, Elsevier, volume 31, issue C, pages 93-106, DOI: 10.1016/j.jfi.2017.05.006.
• Wang, Xi & Yang, Jiao-Hui & Wang, Kai-Li & Fawson, Christopher, 2017, "Dynamic information spillovers in intraregionally-focused spot and forward currency markets," Journal of International Money and Finance, Elsevier, volume 71, issue C, pages 78-110, DOI: 10.1016/j.jimonfin.2016.11.002.
• Lambertides, Neophytos & Savva, Christos S. & Tsouknidis, Dimitris A., 2017, "The effects of oil price shocks on U.S. stock order flow imbalances and stock returns," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 137-146, DOI: 10.1016/j.jimonfin.2017.03.008.
• Wu, Chih-Chiang & Chiu, Junmao, 2017, "Economic evaluation of asymmetric and price range information in gold and general financial markets," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 53-68, DOI: 10.1016/j.jimonfin.2017.03.001.
• Shen, Chung-Hua & Bui, Dien Giau & Lin, Chih-Yung, 2017, "Do political factors affect stock returns during presidential elections?," Journal of International Money and Finance, Elsevier, volume 77, issue C, pages 180-198, DOI: 10.1016/j.jimonfin.2017.07.019.
• Gau, Yin-Feng & Wu, Zhen-Xing, 2017, "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 79, issue C, pages 232-254, DOI: 10.1016/j.jimonfin.2017.08.006.
• Shanker, Latha, 2017, "New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures market," Journal of Commodity Markets, Elsevier, volume 5, issue C, pages 18-35, DOI: 10.1016/j.jcomm.2016.11.003.
• Valcarcel, Victor J. & Vivian, Andrew J. & Wohar, Mark E., 2017, "Predictability and underreaction in industry-level returns: Evidence from commodity markets," Journal of Commodity Markets, Elsevier, volume 6, issue C, pages 1-15, DOI: 10.1016/j.jcomm.2017.02.003.
• Smales, L.A., 2017, "Commodity market volatility in the presence of U.S. and Chinese macroeconomic news," Journal of Commodity Markets, Elsevier, volume 7, issue C, pages 15-27, DOI: 10.1016/j.jcomm.2017.06.002.
• Birz, Gene, 2017, "Stale economic news, media and the stock market," Journal of Economic Psychology, Elsevier, volume 61, issue C, pages 87-102, DOI: 10.1016/j.joep.2017.03.002.
• Go, You-How & Lau, Wee-Yeap, 2017, "Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil," Resources Policy, Elsevier, volume 53, issue C, pages 135-146, DOI: 10.1016/j.resourpol.2017.06.009.
• Shahzad, Syed Jawad Hussain & Raza, Naveed & Balcilar, Mehmet & Ali, Sajid & Shahbaz, Muhammad, 2017, "Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?," Resources Policy, Elsevier, volume 53, issue C, pages 208-218, DOI: 10.1016/j.resourpol.2017.06.010.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Hoon Kang, Sang, 2017, "Time-varying volatility spillovers between stock and precious metal markets with portfolio implications," Resources Policy, Elsevier, volume 53, issue C, pages 88-102, DOI: 10.1016/j.resourpol.2017.06.001.
• Li, Yuanyuan & Wigniolle, Bertrand, 2017, "Endogenous information revelation in a competitive credit market and credit crunch," Journal of Mathematical Economics, Elsevier, volume 68, issue C, pages 127-141, DOI: 10.1016/j.jmateco.2016.09.008.
• Shen, Junyan & Yu, Jianfeng & Zhao, Shen, 2017, "Investor sentiment and economic forces," Journal of Monetary Economics, Elsevier, volume 86, issue C, pages 1-21, DOI: 10.1016/j.jmoneco.2017.01.001.
• Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017, "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 31-46, DOI: 10.1016/j.jmoneco.2017.08.004.
• Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2017, "Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?," Journal of Monetary Economics, Elsevier, volume 92, issue C, pages 78-95, DOI: 10.1016/j.jmoneco.2017.09.008.
• Shachmurove, Yochanan & Vulanovic, Milos, 2017, "U.S. SPACs with a focus on China," Journal of Multinational Financial Management, Elsevier, volume 39, issue C, pages 1-18, DOI: 10.1016/j.mulfin.2016.12.001.
• Shimizu, Katsutoshi & Ly, Kim Cuong, 2017, "Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?," Journal of Multinational Financial Management, Elsevier, volume 41, issue C, pages 80-91, DOI: 10.1016/j.mulfin.2017.07.001.
• Grossmann, Axel & Ngo, Thanh & Simpson, Marc W., 2017, "The asymmetric impact of currency purchasing power imparities on ADR mispricing," Journal of Multinational Financial Management, Elsevier, volume 42, issue , pages 74-94, DOI: 10.1016/j.mulfin.2017.11.001.
• Lin, Chaonan & Ko, Kuan-Cheng & Lin, Lin & Yang, Nien-Tzu, 2017, "Price limits and the value premium in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 41, issue C, pages 26-45, DOI: 10.1016/j.pacfin.2016.12.001.
• Boo, Yee Ling & Ee, Mong Shan & Li, Bob & Rashid, Mamunur, 2017, "Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 183-192, DOI: 10.1016/j.pacfin.2016.01.004.
• Muteba Mwamba, John W. & Hammoudeh, Shawkat & Gupta, Rangan, 2017, "Financial tail risks in conventional and Islamic stock markets: A comparative analysis," Pacific-Basin Finance Journal, Elsevier, volume 42, issue C, pages 60-82, DOI: 10.1016/j.pacfin.2016.01.003.
• Wu, Chen-Hui & Lin, Chan-Jane, 2017, "The impact of media coverage on investor trading behavior and stock returns," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 151-172, DOI: 10.1016/j.pacfin.2017.04.001.
• Jain, Pawan & Xue, Wenjun, 2017, "Global investigation of return autocorrelation and its determinants," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 200-217, DOI: 10.1016/j.pacfin.2017.04.007.
• Chan, Kam Fong & Chhagan, Mahesh & Marsden, Alastair, 2017, "Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies," Pacific-Basin Finance Journal, Elsevier, volume 43, issue C, pages 37-54, DOI: 10.1016/j.pacfin.2017.02.004.
• Goh, Jihoon & Jeon, Byoung-Hyun, 2017, "Post-earnings-announcement-drift and 52-week high: Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 150-159, DOI: 10.1016/j.pacfin.2017.06.008.
• Cahill, Daniel & Wee, Marvin & Yang, Joey W., 2017, "Media sentiment and trading strategies of different types of traders," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 160-172, DOI: 10.1016/j.pacfin.2017.07.001.
• Chiao, Chaoshin & Lin, Tung-Ying & Lee, Cheng-Few, 2017, "The reactions to on-air stock reports: Prices, volume, and order submission behavior," Pacific-Basin Finance Journal, Elsevier, volume 44, issue C, pages 27-46, DOI: 10.1016/j.pacfin.2017.05.004.
• Gerig, Austin & Michayluk, David, 2017, "Automated liquidity provision," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 1-13, DOI: 10.1016/j.pacfin.2016.05.006.
• Drienko, Jozef & Sault, Stephen J. & von Reibnitz, Anna H., 2017, "Company responses to exchange queries in real time," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 116-141, DOI: 10.1016/j.pacfin.2016.08.003.
• Chen, Fan & Zhong, Zhuo, 2017, "Pre-trade transparency in over-the-counter bond markets," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 14-33, DOI: 10.1016/j.pacfin.2016.08.001.
• Frino, Alex & Prodromou, Tina & Wang, George H.K. & Westerholm, P. Joakim & Zheng, Hui, 2017, "An empirical analysis of algorithmic trading around earnings announcements," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 34-51, DOI: 10.1016/j.pacfin.2016.05.008.
• Frino, Alex & Mollica, Vito & Webb, Robert I. & Zhang, Shunquan, 2017, "The impact of latency sensitive trading on high frequency arbitrage opportunities," Pacific-Basin Finance Journal, Elsevier, volume 45, issue C, pages 91-102, DOI: 10.1016/j.pacfin.2016.08.004.
• Cheema, Muhammad A. & Nartea, Gilbert V., 2017, "Momentum, idiosyncratic volatility and market dynamics: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PA, pages 109-123, DOI: 10.1016/j.pacfin.2017.09.001.
• Li, Fengyu & Liu, Mark H. & Shi, Yongdong (Eric), 2017, "Institutional ownership around stock splits," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PA, pages 14-40, DOI: 10.1016/j.pacfin.2017.06.011.
• Jang, Jeewon, 2017, "Stock return anomalies and individual investors in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PA, pages 141-157, DOI: 10.1016/j.pacfin.2017.09.002.
• Adachi, Yuta & Masuda, Motoki & Takeda, Fumiko, 2017, "Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 243-257, DOI: 10.1016/j.pacfin.2017.09.009.
• Jun, Xiao & Li, Mingsheng & Yugang, Chen, 2017, "Catering to behavioral demand for dividends and its potential agency issue," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 269-291, DOI: 10.1016/j.pacfin.2017.09.013.
• Wang, Peipei & Wen, Yuanji & Singh, Harminder, 2017, "The high-volume return premium: Does it exist in the Chinese stock market?," Pacific-Basin Finance Journal, Elsevier, volume 46, issue PB, pages 323-336, DOI: 10.1016/j.pacfin.2017.10.003.
• Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Mensi, Walid & Kumar, Ronald Ravinesh, 2017, "Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 471, issue C, pages 351-363, DOI: 10.1016/j.physa.2016.12.037.