Research classified by Journal of Economic Literature (JEL) codes

2020

• Chen, Xiaoyu & Chiang, Thomas C., 2020, "Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101183.
• Yang, Haijun & Ge, Hengshun & Luo, Ying, 2020, "The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101194.
• McIver, Ron P. & Kang, Sang Hoon, 2020, "Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101276.
• Benlagha, Noureddine, 2020, "Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101285.
• Alam, Nafis & Ramachandran, Jayalakshmy & Nahomy, Aisha Homy, 2020, "The impact of corporate governance and agency effect on earnings management – A test of the dual banking system," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101242.
• Wang, Gang-Jin & Ma, Xin-yu & Wu, Hao-yu, 2020, "Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101225.
• de Oliveira Leite, Rodrigo & dos Santos Mendes, Layla & de Lacerda Moreira, Rafael, 2020, "Profit status of microfinance institutions and incentives for earnings management," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101255.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2020, "Intraday momentum in Chinese commodity futures markets," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101278.
• Garcia-Jorcano, Laura & Benito, Sonia, 2020, "Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101300.
• Melgarejo Duran, Mauricio & Stephen, Sheryl-Ann, 2020, "Internationalization and the capital structure of firms in emerging markets: Evidence from Latin America before and after the financial crisis," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101288.
• Ballester, Laura & González-Urteaga, Ana & Martínez, Beatriz, 2020, "The role of internal corporate governance mechanisms on default risk: A systematic review for different institutional settings," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101293.
• Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020, "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 297-308, DOI: 10.1016/j.strueco.2020.04.004.
• Huynh, Toan Luu Duc & Hille, Erik & Nasir, Muhammad Ali, 2020, "Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies," Technological Forecasting and Social Change, Elsevier, volume 159, issue C, DOI: 10.1016/j.techfore.2020.120188.
• Aslam, Faheem & Aziz, Saqib & Nguyen, Duc Khuong & Mughal, Khurrum S. & Khan, Maaz, 2020, "On the efficiency of foreign exchange markets in times of the COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, volume 161, issue C, DOI: 10.1016/j.techfore.2020.120261.
• Kemme, David M. & Parikh, Bhavik & Steigner, Tanja, 2020, "Tax Morale and International Tax Evasion," Journal of World Business, Elsevier, volume 55, issue 3, DOI: 10.1016/j.jwb.2019.101052.
• Renée Fry-McKibbin & Ziyu Yan, 2020, "Capital Market Liberalization and Equity Market Interdependence," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-55, May.
• Richard K Burdekin & Pierre L Siklos, 2020, "Armageddon and the Stock Market: US, Canadian and Mexican Market Responses to the 1962 Cuban Missile Crisis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-65, Jul.
• Muhammad Abubakr Naeem & Zhe Peng & Mouhammed Tahir Suleman & Rabindra Nepal & Syed Jawad Hussain Shahzad, 2020, "Time and Frequency Connectedness Among Oil Shocks, Electricity and Clean Energy Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-81, Sep.
• Heath Milsom, Luke & Pažitka, Vladimír & Roland, Isabelle & Wójcik, Dariusz, 2020, "Gravity in international finance: evidence from fees on equity transactions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108467, Jul.
• Danielsson, Jon & Valenzuela, Marcela & Zer, Ilknur, 2020, "Financial volatility and economic growth, 1870-2016," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118886, Jun.
• Ibikunle, Gbenga & Rzayev, Khaladdin, 2020, "Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118914, Apr.
• Carlos Eduardo Santos Pinho, 2020, "The responses of the authoritarian national developmentalism to the structural economic crisis (1973-1985)," Brazilian Journal of Political Economy, Center of Political Economy, volume 40, issue 2, pages 411-431.
• Evangelos Vasileiou & Themistoclis Pantos, 2020, "What do the value-at-risk measure and the respective legislative framework really offer to financial stability? Critical views and pro-cyclicality," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 17, issue 1, pages 39-60, April.
• Conghua Wen & Fei Jia & Jianli Hao, 2020, "Does VPIN provide predictive information for realized volatility forecasting: evidence from Chinese stock index futures market," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 2, pages 285-303, November, DOI: 10.1108/CFRI-05-2020-0049.
• Ayşegül Kirkpınar, 2020, "Volatility spillover from oil prices to precious metals under different regimes," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Business Economics and Finance", DOI: 10.1108/S1569-375920200000104005.
• Imran Yousaf & Shoaib Ali, 2020, "Integration between real estate and stock markets: new evidence from Pakistan," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 13, issue 5, pages 887-900, April, DOI: 10.1108/IJHMA-01-2020-0001.
• Hardik Marfatia, 2020, "Time-frequency linkages of international housing markets and macroeconomic drivers," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 14, issue 4, pages 652-679, November, DOI: 10.1108/IJHMA-05-2020-0055.
• Jorge Andrés Muñoz Mendoza & Sandra María Sepúlveda Yelpo & Carmen Lissette Velosos Ramos & Carlos Leandro Delgado Fuentealba, 2020, "Effects of MILA on their stock markets: an empirical analysis on market activity and dynamic correlations," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 2, pages 574-599, November, DOI: 10.1108/IJOEM-12-2019-1070.
• Waheed Akhter & Vasileios Pappas & Saad Ullah Khan, 2020, "Insurance demand in emerging Asian and OECD countries: a comparative perspective," International Journal of Social Economics, Emerald Group Publishing Limited, volume 47, issue 3, pages 350-364, February, DOI: 10.1108/IJSE-08-2019-0523.
• Saif Siddiqui & Preeti Roy, 2020, "Asymmetric information linkages across select futures and spot indices," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 17, issue 3, pages 397-419, March, DOI: 10.1108/JAMR-10-2019-0197.
• Paulina Roszkowska, 2020, "Fintech in financial reporting and audit for fraud prevention and safeguarding equity investments," Journal of Accounting & Organizational Change, Emerald Group Publishing Limited, volume 17, issue 2, pages 164-196, September, DOI: 10.1108/JAOC-09-2019-0098.
• Silvio John Camilleri & Semiramis Vassallo & Ye Bai, 2020, "Predictability in securities price formation: differences between developed and emerging markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 4, issue 2, pages 145-166, November, DOI: 10.1108/JCMS-07-2020-0025.
• Berna Aydoğan & Gülin Vardar, 2020, "Portfolio flows – exchange rate volatility: is there a puzzling relationship?," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 37, issue 4, pages 611-642, December, DOI: 10.1108/JEAS-02-2020-0021.
• Peterson K. Ozili, 2020, "COVID-19 pandemic and economic crisis: the Nigerian experience and structural causes," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 37, issue 4, pages 401-418, October, DOI: 10.1108/JEAS-05-2020-0074.
• Zaghum Umar & Dimitrios Kenourgios & Muhammad Naeem & Khadija Abdulrahman & Salma Al Hazaa, 2020, "The inflation hedging capacity of Islamic and conventional equities," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 6, pages 1377-1399, May, DOI: 10.1108/JES-04-2019-0183.
• Mobeen Ur Rehman & Nicholas Apergis, 2020, "Do global sentiment shocks spillover towards emerging and frontier markets?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 3, pages 433-465, February, DOI: 10.1108/JES-12-2018-0418.
• Ibnu Qizam & Misnen Ardiansyah & Abdul Qoyum, 2020, "Integration of Islamic capital market in ASEAN-5 countries," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 4, pages 811-825, January, DOI: 10.1108/JIABR-08-2019-0149.
• Savva Shanaev & Nikita Shimkus & Binam Ghimire & Satish Sharma, 2020, "Children’s toy or grown-ups’ gamble? LEGO sets as an alternative investment," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 5, pages 577-620, November, DOI: 10.1108/JRF-02-2020-0021.
• Jan Jakub Szczygielski & Leon Brümmer & Hendrik Petrus Wolmarans, 2020, "An augmented macroeconomic linear factor model of South African industrial sector returns," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 5, pages 517-541, November, DOI: 10.1108/JRF-09-2019-0186.

2019

• Lyócsa, Štefan & Molnár, Peter & Plíhal, Tomáš, 2019, "Central bank announcements and realized volatility of stock markets in G7 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 117-135, DOI: 10.1016/j.intfin.2018.09.010.
• Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2019, "The evolving nature of Japanese corporate governance: Guaranteed bonds vs. rated bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 162-183, DOI: 10.1016/j.intfin.2018.10.001.
• Cho, Dooyeon & Han, Heejoon & Lee, Na Kyeong, 2019, "Carry trades and endogenous regime switches in exchange rate volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 255-268, DOI: 10.1016/j.intfin.2018.11.001.
• Li, Shi & Li, Tianze & Mittoo, Usha & Song, Xiaoping & Zheng, Steven Xiaofan, 2019, "ADR valuation and listing of foreign firms in U.S. Equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 284-298, DOI: 10.1016/j.intfin.2018.11.014.
• Kočenda, Evžen & Moravcová, Michala, 2019, "Exchange rate comovements, hedging and volatility spillovers on new EU forex markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 42-64, DOI: 10.1016/j.intfin.2018.09.009.
• Khademalomoom, Siroos & Narayan, Paresh Kumar, 2019, "Intraday effects of the currency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 65-77, DOI: 10.1016/j.intfin.2018.09.008.
• Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon, 2019, "Margin requirements and systemic liquidity risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 78-95, DOI: 10.1016/j.intfin.2018.09.007.
• Dong, Yizhe & Duan, Tinghua & Hou, Wenxuan & Liu, Yue (Lucy), 2019, "Athletes in boardrooms: Evidence from the world," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 165-183, DOI: 10.1016/j.intfin.2018.12.009.
• Eng, Li Li & Fang, Hanqing & Tian, Xi & Yu, T. Robert & Zhang, Hongxian, 2019, "Financial crisis and real earnings management in family firms: A comparison between China and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 184-201, DOI: 10.1016/j.intfin.2018.12.008.
• Guo, Hong & Li, Wanli & Zhong, Yuxiang, 2019, "Political involvement and firm performance — Chinese setting and cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 218-231, DOI: 10.1016/j.intfin.2018.12.006.
• Stenfors, Alexis & Susai, Masayuki, 2019, "Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 36-57, DOI: 10.1016/j.intfin.2018.11.010.
• Yang, Fan, 2019, "The impact of financial development on economic growth in middle-income countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 74-89, DOI: 10.1016/j.intfin.2018.11.008.
• Jog, Vijay & Otchere, Isaac & Sun, Chengye, 2019, "Does the two-stage IPO process reduce underpricing and long run underperformance? Evidence from Chinese firms listed in the U.S," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 59, issue C, pages 90-105, DOI: 10.1016/j.intfin.2018.11.007.
• Orlov, Vitaly, 2019, "Solvency risk premia and the carry trades," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 50-67, DOI: 10.1016/j.intfin.2018.12.001.
• Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Al-Yahyaee, Khamis Hamed & Kang, Sang Hoon, 2019, "Risk spillovers and hedging effectiveness between major commodities, and Islamic and conventional GCC banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 68-88, DOI: 10.1016/j.intfin.2018.12.011.
• Lee, Seungho & Switzer, Lorne N. & Wang, Jun, 2019, "Risk, culture and investor behavior in small (but notorious) Eurozone countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 60, issue C, pages 89-110, DOI: 10.1016/j.intfin.2018.12.010.
• Papakyriakou, Panayiotis & Sakkas, Athanasios & Taoushianis, Zenon, 2019, "The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 143-160, DOI: 10.1016/j.intfin.2019.03.001.
• Jamali, Ibrahim & Yamani, Ehab, 2019, "Out-of-sample exchange rate predictability in emerging markets: Fundamentals versus technical analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 241-263, DOI: 10.1016/j.intfin.2019.04.002.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David, 2019, "Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 37-51, DOI: 10.1016/j.intfin.2019.02.003.
• Boubaker, Sabri & Nguyen, Duc Khuong & Piljak, Vanja & Savvides, Andreas, 2019, "Financial development, government bond returns, and stability: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 81-96, DOI: 10.1016/j.intfin.2019.02.006.
• Dombret, Andreas R. & Foos, Daniel & Pliszka, Kamil & Schulz, Alexander, 2019, "What are the real effects of financial market liquidity? Evidence on bank lending from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 152-183, DOI: 10.1016/j.intfin.2019.07.002.
• Kinateder, Harald & Papavassiliou, Vassilios G., 2019, "Sovereign bond return prediction with realized higher moments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 53-73, DOI: 10.1016/j.intfin.2019.05.002.
• Ma, Rui & Anderson, Hamish D. & Marshall, Ben R., 2019, "Risk perceptions and international stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 62, issue C, pages 94-116, DOI: 10.1016/j.intfin.2019.06.001.
• Kumar, Satish, 2019, "Does risk premium help uncover the uncovered interest parity failure?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101135.
• Dobrynskaya, Victoria, 2019, "Avoiding momentum crashes: Dynamic momentum and contrarian trading," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101141.
• Buncic, Daniel & Stern, Cord, 2019, "Forecast ranked tailored equity portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101138.
• Rodríguez-Caballero, Carlos Vladimir & Caporin, Massimiliano, 2019, "A multilevel factor approach for the analysis of CDS commonality and risk contribution," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101144.
• Buse, Rebekka & Schienle, Melanie, 2019, "Measuring connectedness of euro area sovereign risk," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 25-44, DOI: 10.1016/j.ijforecast.2018.07.010.
• Gao, Pingyang & Jiang, Xu & Zhang, Gaoqing, 2019, "Firm value and market liquidity around the adoption of common accounting standards," Journal of Accounting and Economics, Elsevier, volume 68, issue 1, DOI: 10.1016/j.jacceco.2018.11.001.
• Lel, Ugur & Miller, Darius, 2019, "The labor market for directors and externalities in corporate governance: Evidence from the international labor market," Journal of Accounting and Economics, Elsevier, volume 68, issue 1, DOI: 10.1016/j.jacceco.2018.12.001.
• Chen, Tao, 2019, "Trade-size clustering and price efficiency," Japan and the World Economy, Elsevier, volume 49, issue C, pages 195-203, DOI: 10.1016/j.japwor.2018.12.002.
• Fotak, Veljko & Lee, Haekwon & Megginson, William, 2019, "A BIT of investor protection: How Bilateral Investment Treaties impact the terms of syndicated loans," Journal of Banking & Finance, Elsevier, volume 102, issue C, pages 138-155, DOI: 10.1016/j.jbankfin.2019.01.014.
• Lazar, Emese & Zhang, Ning, 2019, "Model risk of expected shortfall," Journal of Banking & Finance, Elsevier, volume 105, issue C, pages 74-93, DOI: 10.1016/j.jbankfin.2019.05.017.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019, "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 500-513, DOI: 10.1016/j.jbankfin.2019.07.018.
• Dufour, Alfonso & Marra, Miriam & Sangiorgi, Ivan, 2019, "Determinants of intraday dynamics and collateral selection in centrally cleared and bilateral repos," Journal of Banking & Finance, Elsevier, volume 107, issue C, pages 1-1, DOI: 10.1016/j.jbankfin.2019.105610.
• Londono, Juan M., 2019, "Bad bad contagion," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105652.
• Kearney, Fearghal & Shang, Han Lin & Sheenan, Lisa, 2019, "Implied volatility surface predictability: The case of commodity markets," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105657.
• Dang, Tung Lam & Dang, Viet Anh & Moshirian, Fariborz & Nguyen, Lily & Zhang, Bohui, 2019, "News media coverage and corporate leverage adjustments," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105666.
• Zaremba, Adam, 2019, "Cross-sectional seasonalities in international government bond returns," Journal of Banking & Finance, Elsevier, volume 98, issue C, pages 80-94, DOI: 10.1016/j.jbankfin.2018.11.004.
• Huang, Alan G. & Kalimipalli, Madhu & Nayak, Subhankar & Ramchand, Latha, 2019, "Risk mitigation by institutional participants in the secondary market: Evidence from foreign Rule 144A debt market," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 202-221, DOI: 10.1016/j.jbankfin.2018.12.011.
• Chen, Tao, 2019, "The price impact of trade-size clustering: Evidence from an intraday analysis," Journal of Business Research, Elsevier, volume 101, issue C, pages 300-314, DOI: 10.1016/j.jbusres.2019.04.032.
• Garay, Urbi & González, Maximiliano & Rosso, John, 2019, "Country and industry effects in corporate bond spreads in emerging markets," Journal of Business Research, Elsevier, volume 102, issue C, pages 191-200, DOI: 10.1016/j.jbusres.2017.09.021.
• Ben Slimane, Faten & Padilla Angulo, Laura, 2019, "Strategic change and corporate governance: Evidence from the stock exchange industry," Journal of Business Research, Elsevier, volume 103, issue C, pages 206-218, DOI: 10.1016/j.jbusres.2018.10.045.
• Pelster, Matthias, 2019, "Attracting attention from peers: Excitement in social trading," Journal of Economic Behavior & Organization, Elsevier, volume 161, issue C, pages 158-179, DOI: 10.1016/j.jebo.2019.03.010.
• Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019, "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, volume 162, issue C, pages 329-346, DOI: 10.1016/j.jebo.2018.12.022.
• Auer, Benjamin R. & Rottmann, Horst, 2019, "Have capital market anomalies worldwide attenuated in the recent era of high liquidity and trading activity?," Journal of Economics and Business, Elsevier, volume 103, issue C, pages 61-79, DOI: 10.1016/j.jeconbus.2018.12.003.
• Geertsema, Paul & Lu, Helen, 2019, "Regulated price and Demand in China’s IPO market," Journal of Economics and Business, Elsevier, volume 106, issue C, DOI: 10.1016/j.jeconbus.2019.105846.
• Wahal, Sunil, 2019, "The profitability and investment premium: Pre-1963 evidence," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 362-377, DOI: 10.1016/j.jfineco.2018.09.007.
• Lee, Suzanne S. & Wang, Minho, 2019, "The impact of jumps on carry trade returns," Journal of Financial Economics, Elsevier, volume 131, issue 2, pages 433-455, DOI: 10.1016/j.jfineco.2018.08.006.
• Phelan, Gregory & Toda, Alexis Akira, 2019, "Securitized markets, international capital flows, and global welfare," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 571-592, DOI: 10.1016/j.jfineco.2018.08.011.
• Michaelides, Alexander & Milidonis, Andreas & Nishiotis, George P., 2019, "Private information in currency markets," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 643-665, DOI: 10.1016/j.jfineco.2018.08.012.
• Dyck, Alexander & Lins, Karl V. & Roth, Lukas & Wagner, Hannes F., 2019, "Do institutional investors drive corporate social responsibility? International evidence," Journal of Financial Economics, Elsevier, volume 131, issue 3, pages 693-714, DOI: 10.1016/j.jfineco.2018.08.013.
• Baltussen, Guido & van Bekkum, Sjoerd & Da, Zhi, 2019, "Indexing and stock market serial dependence around the world," Journal of Financial Economics, Elsevier, volume 132, issue 1, pages 26-48, DOI: 10.1016/j.jfineco.2018.07.016.
• Pandolfi, Lorenzo & Williams, Tomas, 2019, "Capital flows and sovereign debt markets: Evidence from index rebalancings," Journal of Financial Economics, Elsevier, volume 132, issue 2, pages 384-403, DOI: 10.1016/j.jfineco.2018.10.008.
• Hanselaar, Rogier M. & Stulz, René M. & van Dijk, Mathijs A., 2019, "Do firms issue more equity when markets become more liquid?," Journal of Financial Economics, Elsevier, volume 133, issue 1, pages 64-82, DOI: 10.1016/j.jfineco.2018.12.004.
• Calomiris, Charles W. & Mamaysky, Harry, 2019, "How news and its context drive risk and returns around the world," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 299-336, DOI: 10.1016/j.jfineco.2018.11.009.
• Liu, Jianan & Stambaugh, Robert F. & Yuan, Yu, 2019, "Size and value in China," Journal of Financial Economics, Elsevier, volume 134, issue 1, pages 48-69, DOI: 10.1016/j.jfineco.2019.03.008.
• Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2019, "Channels of US monetary policy spillovers to international bond markets," Journal of Financial Economics, Elsevier, volume 134, issue 2, pages 447-473, DOI: 10.1016/j.jfineco.2019.04.007.
• Farinha, Luísa & Spaliara, Marina-Eliza & Tsoukas, Serafeim, 2019, "Bank shocks and firm performance: New evidence from the sovereign debt crisis," Journal of Financial Intermediation, Elsevier, volume 40, issue C, DOI: 10.1016/j.jfi.2019.01.005.
• Hu, Jinshuai & Kim, Jeong-Bon, 2019, "The relative usefulness of cash flows versus accrual earnings for CEO turnover decisions across countries: The role of investor protection," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 34, issue C, pages 91-107, DOI: 10.1016/j.intaccaudtax.2019.02.005.
• Khalifa, Maha & Zouaoui, Haykel & Ben Othman, Hakim & Hussainey, Khaled, 2019, "Exploring the nonlinear effect of conditional conservatism on the cost of equity capital: Evidence from emerging markets," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 36, issue C, pages 1-1, DOI: 10.1016/j.intaccaudtax.2019.100272.
• Gajewski, Krzysztof & Jara, Alejandro & Kang, Yujin & Mok, Junghwan & Moreno, David & Serwa, Dobromił, 2019, "International spillovers of monetary policy: Lessons from Chile, Korea, and Poland," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 175-186, DOI: 10.1016/j.jimonfin.2018.08.009.
• Agudelo, Diego A. & Byder, James & Yepes-Henao, Paula, 2019, "Performance and informed trading. Comparing foreigners, institutions and individuals in an emerging stock market," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 187-203, DOI: 10.1016/j.jimonfin.2018.09.001.
• Ederington, Louis & Guan, Wei & Yang, Lisa (Zongfei), 2019, "The impact of the U.S. employment report on exchange rates," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 257-267, DOI: 10.1016/j.jimonfin.2018.10.003.
• Avdjiev, Stefan & Aysun, Uluc & Hepp, Ralf, 2019, "What drives local lending by global banks?," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 54-75, DOI: 10.1016/j.jimonfin.2018.09.005.
• Ding, Haoyuan & Jin, Yuying & Liu, Ziyuan & Xie, Wenjing, 2019, "The relationship between international trade and capital flow: A network perspective," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 1-11, DOI: 10.1016/j.jimonfin.2018.10.001.
• Fischer, Ronald & Huerta, Diego & Valenzuela, Patricio, 2019, "The inequality-credit nexus," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 105-125, DOI: 10.1016/j.jimonfin.2018.11.004.
• Buch, Claudia M. & Bussierè, Matthieu & Goldberg, Linda & Hills, Robert, 2019, "The international transmission of monetary policy," Journal of International Money and Finance, Elsevier, volume 91, issue C, pages 29-48, DOI: 10.1016/j.jimonfin.2018.08.005.
• Bevilacqua, Mattia & Morelli, David & Tunaru, Radu, 2019, "The determinants of the model-free positive and negative volatilities," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 1-24, DOI: 10.1016/j.jimonfin.2018.12.003.
• Hadhri, Sinda & Ftiti, Zied, 2019, "Asset allocation and investment opportunities in emerging stock markets: Evidence from return asymmetry-based analysis," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 187-200, DOI: 10.1016/j.jimonfin.2019.01.002.
• Cantú, Carlos, 2019, "Effects of capital controls on foreign exchange liquidity," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 201-222, DOI: 10.1016/j.jimonfin.2019.01.006.
• Chiu, Junmao & Chung, Huimin, 2019, "Legal institutions and fragile financial markets," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 277-298, DOI: 10.1016/j.jimonfin.2019.02.009.
• Reyes-Heroles, Ricardo & Tenorio, Gabriel, 2019, "Regime-switching in emerging market business cycles: Interest rate volatility and sudden stops," Journal of International Money and Finance, Elsevier, volume 93, issue C, pages 81-100, DOI: 10.1016/j.jimonfin.2018.12.012.
• Cheung, Yin-Wong & Fatum, Rasmus & Yamamoto, Yohei, 2019, "The exchange rate effects of macro news after the global Financial Crisis," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 424-443, DOI: 10.1016/j.jimonfin.2018.03.009.
• Schnabel, Isabel & Seckinger, Christian, 2019, "Foreign banks, financial crises and economic growth in Europe," Journal of International Money and Finance, Elsevier, volume 95, issue C, pages 70-94, DOI: 10.1016/j.jimonfin.2019.02.004.
• Apergis, Nicholas & Christou, Christina & Kynigakis, Iason, 2019, "Contagion across US and European financial markets: Evidence from the CDS markets," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 1-12, DOI: 10.1016/j.jimonfin.2019.04.006.
• Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2019, "Carry trades and commodity risk factors," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 121-129, DOI: 10.1016/j.jimonfin.2019.04.004.
• Challe, Edouard & Lopez, Jose Ignacio & Mengus, Eric, 2019, "Institutional quality and capital inflows: Theory and evidence," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 168-191, DOI: 10.1016/j.jimonfin.2019.05.005.
• Agosin, Manuel R. & Díaz, Juan D. & Karnani, Mohit, 2019, "Sudden stops of capital flows: Do foreign assets behave differently from foreign liabilities?," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 28-36, DOI: 10.1016/j.jimonfin.2019.04.010.
• Ornelas, José Renato Haas & Mauad, Roberto Baltieri, 2019, "Volatility risk premia and future commodity returns," Journal of International Money and Finance, Elsevier, volume 96, issue C, pages 341-360, DOI: 10.1016/j.jimonfin.2017.07.008.
• Ogrokhina, Olena & Rodriguez, Cesar M., 2019, "The effect of inflation targeting and financial openness on currency composition of sovereign international debt," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 1-18, DOI: 10.1016/j.jimonfin.2019.05.004.
• Berg, Kimberly A. & Vu, Nam T., 2019, "International spillovers of U.S. financial volatility," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 19-34, DOI: 10.1016/j.jimonfin.2019.05.010.
• Niţoi, Mihai & Pochea, Maria Miruna, 2019, "What drives European Union stock market co-movements?," Journal of International Money and Finance, Elsevier, volume 97, issue C, pages 57-69, DOI: 10.1016/j.jimonfin.2019.06.004.
• Kellner, Ralf & Rösch, Daniel, 2019, "A country specific point of view on international diversification," Journal of International Money and Finance, Elsevier, volume 98, issue C, pages 1-1, DOI: 10.1016/j.jimonfin.2019.102064.
• Fuertes, Ana-Maria & Phylaktis, Kate & Yan, Cheng, 2019, "Uncovered equity “disparity” in emerging markets," Journal of International Money and Finance, Elsevier, volume 98, issue C, pages 1-1, DOI: 10.1016/j.jimonfin.2019.102066.
• Alderighi, Stefano & Cleary, Siobhan & Varanasi, Padmasai, 2019, "Do institutional factors influence cross-border portfolio equity flows? New evidence from emerging markets," Journal of International Money and Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.jimonfin.2019.102070.
• Sugimoto, Kimiko & Matsuki, Takashi, 2019, "International spillovers into Asian stock markets under the unconventional monetary policies of advanced countries," Journal of the Japanese and International Economies, Elsevier, volume 52, issue C, pages 171-188, DOI: 10.1016/j.jjie.2018.10.001.
• Dong, Qi Flora & Cao, Yiting & Zhao, Xin & Deshmukh, Ashutosh, 2019, "Responses of US multinational firms to a temporary repatriation tax holiday: A literature review and synthesis," Journal of Accounting Literature, Elsevier, volume 43, issue C, pages 108-123, DOI: 10.1016/j.acclit.2019.11.002.
• Jiang, Haiyan & Chen, Jun, 2019, "Short selling and financial reporting quality: Evidence from Chinese AH shares," Journal of Contemporary Accounting and Economics, Elsevier, volume 15, issue 1, pages 118-130, DOI: 10.1016/j.jcae.2019.01.001.
• Algieri, Bernardina & Leccadito, Arturo, 2019, "Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test," Journal of Commodity Markets, Elsevier, volume 13, issue C, pages 40-54, DOI: 10.1016/j.jcomm.2018.05.008.
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• Belasen, Ariel R. & Demirer, Rıza, 2019, "Commodity-currencies or currency-commodities: Evidence from causality tests," Resources Policy, Elsevier, volume 60, issue C, pages 162-168, DOI: 10.1016/j.resourpol.2018.12.015.
• Kang, Sang Hoon & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2019, "Time-frequency co-movements between the largest nonferrous metal futures markets," Resources Policy, Elsevier, volume 61, issue C, pages 393-398, DOI: 10.1016/j.resourpol.2017.12.010.
• Singh, Jitendra & Ahmad, Wasim & Mishra, Anil, 2019, "Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds," Resources Policy, Elsevier, volume 61, issue C, pages 441-460, DOI: 10.1016/j.resourpol.2018.03.006.
• Dutta, Anupam & Bouri, Elie & Roubaud, David, 2019, "Nonlinear relationships amongst the implied volatilities of crude oil and precious metals," Resources Policy, Elsevier, volume 61, issue C, pages 473-478, DOI: 10.1016/j.resourpol.2018.04.009.
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• Akkoc, Ugur & Civcir, Irfan, 2019, "Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model," Resources Policy, Elsevier, volume 62, issue C, pages 231-239, DOI: 10.1016/j.resourpol.2019.03.017.
• Kumar, Satish & Pradhan, Ashis Kumar & Tiwari, Aviral Kumar & Kang, Sang Hoon, 2019, "Correlations and volatility spillovers between oil, natural gas, and stock prices in India," Resources Policy, Elsevier, volume 62, issue C, pages 282-291, DOI: 10.1016/j.resourpol.2019.04.004.
• Troster, Victor & Bouri, Elie & Roubaud, David, 2019, "A quantile regression analysis of flights-to-safety with implied volatilities," Resources Policy, Elsevier, volume 62, issue C, pages 482-495, DOI: 10.1016/j.resourpol.2018.10.004.
• Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Sohail, Asiya & Al-Yahyaee, Khamis Hamed, 2019, "Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches," Resources Policy, Elsevier, volume 62, issue C, pages 602-615, DOI: 10.1016/j.resourpol.2018.11.008.
• Salisu, Afees A. & Adediran, Idris A., 2019, "Assessing the inflation hedging potential of coal and iron ore in Australia," Resources Policy, Elsevier, volume 63, issue C, pages 1-1, DOI: 10.1016/j.resourpol.2019.101410.
• Al-Yahyaee, Khamis Hamed & Mensi, Walid & Maitra, Debasish & Al-Jarrah, Idries Mohammad Wanas, 2019, "Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101529.
• Yamani, Ehab, 2019, "Diversification role of currency momentum for carry trade: Evidence from financial crises," Journal of Multinational Financial Management, Elsevier, volume 49, issue C, pages 1-19, DOI: 10.1016/j.mulfin.2019.02.004.
• Baig, Ahmed S. & Blau, Benjamin M. & Whitby, Ryan J., 2019, "Price clustering and economic freedom: The case of cross-listed securities," Journal of Multinational Financial Management, Elsevier, volume 50, issue C, pages 1-12, DOI: 10.1016/j.mulfin.2019.04.002.
• Ullah, Barkat, 2019, "Firm innovation in transition economies: The role of formal versus informal finance," Journal of Multinational Financial Management, Elsevier, volume 50, issue C, pages 58-75, DOI: 10.1016/j.mulfin.2019.04.004.
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• Biswal, P.C. & Jain, Anshul, 2019, "Should central banks use the currency futures market to manage spot volatility? Evidence from India," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100596.
• Tsai, Li-Ju & Shu, Pei-Gi & Chiang, Sue-Jane, 2019, "Foreign investors’ trading behavior and market conditions: Evidence from Taiwan," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100591.
• Kang, Sang Hoon & Uddin, Gazi Salah & Troster, Victor & Yoon, Seong-Min, 2019, "Directional spillover effects between ASEAN and world stock markets," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100592.
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• Long, Huaigang & Zhu, Yanjian & Chen, Lifang & Jiang, Yuexiang, 2019, "Tail risk and expected stock returns around the world," Pacific-Basin Finance Journal, Elsevier, volume 56, issue C, pages 162-178, DOI: 10.1016/j.pacfin.2019.06.001.
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• Huang, Alan Guoming & Sun, Kevin Jialin, 2019, "Equity financing restrictions and the asset growth effect: International vs. Asian evidence," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2018.08.007.
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• Fairhurst, Douglas (DJ) & Nam, Yoonsoo, 2019, "The practice of and motivation for equity recycling: Evidence from the Asia-Pacific region," Pacific-Basin Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.pacfin.2019.07.002.
• Yang, Jian & Yu, Ziliang & Ma, Jun, 2019, "China's financial network with international spillovers: A first look," Pacific-Basin Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.pacfin.2019.101222.
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• Stavroyiannis, Stavros & Babalos, Vassilios & Bekiros, Stelios & Lahmiri, Salim & Uddin, Gazi Salah, 2019, "The high frequency multifractal properties of Bitcoin," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 520, issue C, pages 62-71, DOI: 10.1016/j.physa.2018.12.037.
• Kosc, Krzysztof & Sakowski, Paweł & Ślepaczuk, Robert, 2019, "Momentum and contrarian effects on the cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 523, issue C, pages 691-701, DOI: 10.1016/j.physa.2019.02.057.
• Abounoori, Esmaiel & Tour, Mansour, 2019, "Stock market interactions among Iran, USA, Turkey, and UAE," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 524, issue C, pages 297-305, DOI: 10.1016/j.physa.2019.04.232.
• Cai, Guixin & Zhang, Hao & Chen, Ziyue, 2019, "Comovement between commodity sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 525, issue C, pages 1247-1258, DOI: 10.1016/j.physa.2019.04.116.
• Kang, Sang Hoon & Lee, Jang Woo, 2019, "The network connectedness of volatility spillovers across global futures markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 526, issue C, DOI: 10.1016/j.physa.2019.03.121.
• Rathgeber, A.W. & Stadler, J. & Stöckl, S., 2019, "Financial modelling applying multivariate Lévy processes: New insights into estimation and simulation," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 532, issue C, DOI: 10.1016/j.physa.2019.121386.
• Efremidze, Levan & Stanley, Darrol J. & Park, Abraham & Wasilewski, Nikolai, 2019, "Empirical implementation of entropy risk factor model: A test on Chilean peso," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 532, issue C, DOI: 10.1016/j.physa.2019.121836.
• Jiang, Yonghong & Fu, Yuyuan & Ruan, Weihua, 2019, "Risk spillovers and portfolio management between precious metal and BRICS stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.04.229.
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